-----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, WP7xLsL59QJ3cNTf5iraV/tY5QpJ/dY3UvdI4xMosaSuaICqJWGN3H8wzzDPpn4M nT5xChwXW9IMbaOgyscmoA== 0000948046-08-000138.txt : 20080214 0000948046-08-000138.hdr.sgml : 20080214 20080214142825 ACCESSION NUMBER: 0000948046-08-000138 CONFORMED SUBMISSION TYPE: 13F-HR PUBLIC DOCUMENT COUNT: 1 CONFORMED PERIOD OF REPORT: 20071231 FILED AS OF DATE: 20080214 DATE AS OF CHANGE: 20080214 EFFECTIVENESS DATE: 20080214 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: 08613444 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 dbag13f.txt DBAG 13F 12-31-07 UNITED STATES SECURITIES AND EXCHANGE COMMISSION Washington, D.C. 20549 FORM 13F FORM 13F COVER PAGE Report for the Calender Year or Quarter Ended: DECEMBER 31, 2007 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 2513F 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 Feb 14, 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: 19406 Form 13F Information Table Value Total: 178734097 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 Co. 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 6207140 64907879 SH SHARED 64907879 D DAIMLER AG REG SHS D1668R12 1584 16570 SH SHARED 01 16370 200 D DAIMLER AG REG SHS D1668R12 4642 48542 SH SHARED 02 48442 100 D DAIMLER AG REG SHS D1668R12 63953 668758 SH SHARED 04 638901 29857 D DAIMLER AG REG SHS D1668R12 824726 8624140 SH SHARED 04 8624140 D DAIMLER AG REG SHS D1668R12 3638 38048 SH SHARED 05 38048 D DAIMLER AG REG SHS D1668R12 59541 622621 SH SHARED 06 622621 D DAIMLER AG REG SHS D1668R12 35037 366382 SH SHARED 10 334320 32062 D DAIMLER AG REG SHS D1668R12 5797 60625 SH SHARED 14 9370 51255 D DAIMLER AG REG SHS D1668R12 1219 12750 SH SHARED 19 12750 D DAIMLER AG REG SHS D1668R12 65 680 SH SHARED 21 680 D DAIMLER AG REG SHS D1668R12 26 274 SH SHR/OTHR 23 274 D DAIMLER AG REG SHS D1668R12 631 6600 SH SHARED 24 6600 D DEUTSCHE BANK AG NAMEN ORD D1819089 5217882 40323481 SH SHARED 40281560 41921 D DEUTSCHE BANK AG NAMEN ORD D1819089 2789 21552 SH SHARED 01 13020 8532 D DEUTSCHE BANK AG NAMEN ORD D1819089 3170 24500 SH SHR/OTHR 01 24500 D DEUTSCHE BANK AG NAMEN ORD D1819089 34807 268970 SH SHARED 04 248586 20384 D DEUTSCHE BANK AG NAMEN ORD D1819089 625575 4834061 SH SHARED 04 4834061 D DEUTSCHE BANK AG NAMEN ORD D1819089 1117 8632 SH SHARED 05 8632 D DEUTSCHE BANK AG NAMEN ORD D1819089 54028 417501 SH SHARED 06 417501 D DEUTSCHE BANK AG NAMEN ORD D1819089 2207 17060 SH SHARED 10 17060 D DEUTSCHE BANK AG NAMEN ORD D1819089 3341 25822 SH SHARED 14 7800 18022 D DEUTSCHE BANK AG NAMEN ORD D1819089 718 5550 SH SHARED 15 5550 D DEUTSCHE BANK AG NAMEN ORD D1819089 11375 87901 SH SHARED 19 87901 D DEUTSCHE BANK AG NAMEN ORD D1819089 332 2568 SH SHARED 20 2568 D DEUTSCHE BANK AG NAMEN ORD D1819089 504 3900 SH SHARED 23 3900 D TELVENT GIT SA SHS E9021510 9 338 SH SHARED 338 D TELVENT GIT SA SHS E9021510 23 825 SH SHARED 02 825 D ACE LTD ORD G0070K10 43276 700486 SH SHARED 674586 25900 D ACE LTD ORD G0070K10 4172 67546 SH SHARED 01 61526 6020 D ACE LTD ORD G0070K10 177 2875 SH SHR/OTHR 01 2875 D ACE LTD ORD G0070K10 9935 160827 SH SHARED 02 160827 D ACE LTD ORD G0070K10 1087 17600 SH SHARED 04 17600 D ACE LTD ORD G0070K10 10 170 SH SHARED 05 170 D ACE LTD ORD G0070K10 3371 54570 SH SHARED 06 54570 D ACE LTD ORD G0070K10 105372 1705604 SH SHARED 10 1619004 86600 D ACE LTD ORD G0070K10 1394 22568 SH SHARED 14 22568 D ACE LTD ORD G0070K10 822 13310 SH SHARED 20 11460 1850 D ACE LTD ORD G0070K10 206 3350 SH SHR/OTHR 20 3350 D ACE LTD ORD G0070K10 79 1280 SH SHARED 21 1280 D ACE LTD ORD G0070K10 27 445 SH SHR/OTHR 21 445 D ACE LTD ORD G0070K10 52 850 SH SHARED 22 850 D AIRCASTLE LTD COM G0129K10 26 1000 SH SHARED 1000 D AIRCASTLE LTD COM G0129K10 669 25435 SH SHARED 25435 D ALLIED WRLD ASSUR COM HLDG L SHS G0219G20 41 822 SH SHARED 822 D ALLIED WRLD ASSUR COM HLDG L SHS G0219G20 70 1400 SH SHARED 01 1400 D ALLIED WRLD ASSUR COM HLDG L SHS G0219G20 20878 416150 SH SHARED 10 396950 19200 D AMDOCS LTD ORD G0260210 656 19045 SH SHARED 19045 D AMDOCS LTD ORD G0260210 7603 220592 SH SHARED 02 220592 D AMDOCS LTD ORD G0260210 244 7100 SH SHARED 10 7100 D AMDOCS LTD ORD G0260210 97 2815 SH SHARED 21 2815 D AMERICAN SAFETY INS HLDGS LT ORD G0299510 5 259 SH SHARED 259 D AMERICAN SAFETY INS HLDGS LT ORD G0299510 10 540 SH SHARED 22 540 D APEX SILVER MINES LTD ORD G0407410 143 9420 SH SHARED 9420 D APEX SILVER MINES LTD ORD G0407410 34 2246 SH SHARED 10 2246 D ARCH CAP GROUP LTD ORD G0450A10 4074 57913 SH SHARED 57913 D ARCH CAP GROUP LTD ORD G0450A10 1106 15730 SH SHARED 01 10760 4970 D ARCH CAP GROUP LTD ORD G0450A10 161 2300 SH SHR/OTHR 01 2300 D ARCH CAP GROUP LTD ORD G0450A10 209 2975 SH SHARED 02 2975 D ARCH CAP GROUP LTD ORD G0450A10 98 1400 SH SHARED 10 1400 D ARCH CAP GROUP LTD ORD G0450A10 35 500 SH SHARED 20 500 D ARCH CAP GROUP LTD ORD G0450A10 24 345 SH SHR/OTHR 21 345 D ARCH CAP GROUP LTD ORD G0450A10 14 200 SH SHARED 22 200 D ARCH CAP GROUP LTD ORD G0450A10 63 900 SH SHARED 23 900 D ARCH CAP GROUP LTD ORD G0450A10 63 900 SH SHR/OTHR 23 900 D ARGO GROUP INTL HLDGS LTD COM G0464B10 1655 39285 SH SHARED 39285 D ARGO GROUP INTL HLDGS LTD COM G0464B10 58 1394 SH SHARED 01 1394 D ARGO GROUP INTL HLDGS LTD COM G0464B10 11 275 SH SHARED 02 275 D ARGO GROUP INTL HLDGS LTD COM G0464B10 21961 521276 SH SHARED 10 521276 D ARIES MARITIME TRNSPRT LTD SHS G0474B10 781 119326 SH SHARED 119326 D ARLINGTON TANKERS LTD COM G0489910 87 3964 SH SHARED 3964 D ASPEN INSURANCE HOLDINGS LTD SHS G0538410 4159 144218 SH SHARED 144218 D ASPEN INSURANCE HOLDINGS LTD SHS G0538410 126 4400 SH SHARED 01 2100 2300 D ASPEN INSURANCE HOLDINGS LTD SHS G0538410 4816 167000 SH SHARED 10 167000 D ASPEN INSURANCE HOLDINGS LTD SHS G0538410 235 8180 SH SHARED 21 8180 D ASSURED GUARANTY LTD COM G0585R10 798 30100 SH SHARED 30100 D ASSURED GUARANTY LTD COM G0585R10 135 5100 SH SHARED 01 5100 D ASSURED GUARANTY LTD COM G0585R10 1064 40100 SH SHARED 10 40100 D AXIS CAPITAL HOLDINGS SHS G0692U10 2785 71466 SH SHARED 71466 D AXIS CAPITAL HOLDINGS SHS G0692U10 1079 27690 SH SHARED 01 18940 8750 D AXIS CAPITAL HOLDINGS SHS G0692U10 273 7025 SH SHR/OTHR 01 7025 D AXIS CAPITAL HOLDINGS SHS G0692U10 27 700 SH SHARED 06 700 D AXIS CAPITAL HOLDINGS SHS G0692U10 237 6100 SH SHARED 10 6100 D AXIS CAPITAL HOLDINGS SHS G0692U10 1735 44535 SH SHARED 14 44535 D AXIS CAPITAL HOLDINGS SHS G0692U10 23 615 SH SHR/OTHR 21 615 D ACCENTURE LTD BERMUDA CL A G1150G11 5327 147869 SH SHARED 109269 38600 D ACCENTURE LTD BERMUDA CL A G1150G11 1640 45537 SH SHARED 01 35907 9630 D ACCENTURE LTD BERMUDA CL A G1150G11 310 8625 SH SHR/OTHR 01 8625 D ACCENTURE LTD BERMUDA CL A G1150G11 111 3083 SH SHARED 02 3083 D ACCENTURE LTD BERMUDA CL A G1150G11 154022 4274840 SH SHARED 10 4274840 D ACCENTURE LTD BERMUDA CL A G1150G11 1008 28000 SH SHARED 20 19500 8500 D ACCENTURE LTD BERMUDA CL A G1150G11 706 19600 SH SHR/OTHR 20 19600 D ACCENTURE LTD BERMUDA CL A G1150G11 148 4120 SH SHARED 21 4120 D ACCENTURE LTD BERMUDA CL A G1150G11 111 3100 SH SHR/OTHR 21 3100 D ACCENTURE LTD BERMUDA CL A G1150G11 16 455 SH SHARED 22 455 D ACCENTURE LTD BERMUDA CL A G1150G11 104 2900 SH SHR/OTHR 22 2900 D ACCENTURE LTD BERMUDA CL A G1150G11 486 13500 SH SHARED 23 13200 300 D ACCENTURE LTD BERMUDA CL A G1150G11 521 14475 SH SHR/OTHR 23 14475 D ACCENTURE LTD BERMUDA CL A G1150G11 85 2374 SH SHARED 24 2374 D BUNGE LIMITED COM G1696210 15915 136718 SH SHARED 136718 D BUNGE LIMITED COM G1696210 104 900 SH SHARED 01 900 D BUNGE LIMITED COM G1696210 9989 85809 SH SHARED 02 85809 D BUNGE LIMITED COM G1696210 4307 37000 SH SHARED 10 37000 D BUNGE LIMITED COM G1696210 151 1300 SH SHR/OTHR 23 1300 D CASTLEPOINT HOLDINGS LTD COM G1952211 75 6273 SH SHARED 6273 D CASTLEPOINT HOLDINGS LTD COM G1952211 546 45500 SH SHARED 10 45500 D CENTRAL EUROPEAN MEDIA ENTRP CL A NEW G2004520 4485 38679 SH SHARED 38679 D CENTRAL EUROPEAN MEDIA ENTRP CL A NEW G2004520 17397 150000 SH SHARED 05 150000 D CENTRAL EUROPEAN MEDIA ENTRP CL A NEW G2004520 11598 100000 SH SHARED 06 100000 D CENTRAL EUROPEAN MEDIA ENTRP CL A NEW G2004520 1246 10750 SH SHARED 10 10750 D CDC CORP SHS A G2022L10 378 77660 SH SHARED 77660 D CDC CORP SHS A G2022L10 5 1170 SH SHARED 19 1170 D CHINA YUCHAI INTL LTD COM G2108210 21 2184 SH SHARED 2184 D CHIPMOS TECH BERMUDA LTD SHS G2110R10 43 10291 SH SHARED 10291 D CHINA NATURAL RESOURCES INC COM G2110U10 189 7870 SH SHARED 7870 D CONSOLIDATED WATER CO INC ORD G2377310 6849 271925 SH SHARED 271925 D CONSOLIDATED WATER CO INC ORD G2377310 720 28600 SH SHARED 10 28600 D COOPER INDS LTD CL A G2418210 11987 226691 SH SHARED 226691 D COOPER INDS LTD CL A G2418210 935 17700 SH SHARED 01 17700 D COOPER INDS LTD CL A G2418210 330 6251 SH SHARED 02 6251 D COOPER INDS LTD CL A G2418210 6044 114300 SH SHARED 10 114300 D CREDICORP LTD COM G2519Y10 113 1490 SH SHARED 1490 D CREDICORP LTD COM G2519Y10 6211 81403 SH SHARED 81403 D CREDICORP LTD COM G2519Y10 9796 128400 SH SHARED 01 128400 D CREDICORP LTD COM G2519Y10 221 2906 SH SHARED 02 2906 D CREDICORP LTD COM G2519Y10 763 10000 SH SHARED 04 10000 D CREDICORP LTD COM G2519Y10 34426 451200 SH SHARED 10 451200 D COSAN LTD SHS A G2534310 151 12000 SH SHARED 12000 D COSAN LTD SHS A G2534310 2 200 SH SHARED 02 200 D COVIDIEN LTD COM G2552X10 0 1 SH SHARED 1 D COVIDIEN LTD COM G2552X10 41418 935171 SH SHARED 935171 D COVIDIEN LTD COM G2552X10 2286 51624 SH SHARED 01 49343 2281 D COVIDIEN LTD COM G2552X10 34 789 SH SHR/OTHR 01 789 D COVIDIEN LTD COM G2552X10 19989 451335 SH SHARED 02 451335 D COVIDIEN LTD COM G2552X10 1993 45000 SH SHARED 04 45000 D COVIDIEN LTD COM G2552X10 11 265 SH SHARED 05 265 D COVIDIEN LTD COM G2552X10 197 4470 SH SHARED 06 4470 D COVIDIEN LTD COM G2552X10 23826 537965 SH SHARED 10 530540 7425 D COVIDIEN LTD COM G2552X10 281 6365 SH SHARED 14 1200 5165 D COVIDIEN LTD COM G2552X10 11 250 SH SHARED 19 250 D COVIDIEN LTD COM G2552X10 54 1225 SH SHARED 20 1000 225 D COVIDIEN LTD COM G2552X10 117 2650 SH SHR/OTHR 20 2650 D COVIDIEN LTD COM G2552X10 6 157 SH SHARED 21 157 D COVIDIEN LTD COM G2552X10 33 750 SH SHARED 22 750 D COVIDIEN LTD COM G2552X10 44 1000 SH SHARED 23 875 125 D COVIDIEN LTD COM G2552X10 47 1075 SH SHR/OTHR 23 1075 D CRM HOLDINGS LTD COM G2554P10 4 567 SH SHARED 567 D E FUTURE INFORMATION TECH IN SHS G2943810 244 12827 SH SHARED 12827 D ENDURANCE SPECIALTY HLDGS LT SHS G3039710 4164 99790 SH SHARED 99170 620 D ENDURANCE SPECIALTY HLDGS LT SHS G3039710 32363 775542 SH SHARED 10 775542 D ENDURANCE SPECIALTY HLDGS LT SHS G3039710 343 8225 SH SHARED 21 6325 1900 D ENSTAR GROUP LIMITED SHS G3075P10 846 6918 SH SHARED 6918 D ENSTAR GROUP LIMITED SHS G3075P10 73 600 SH SHARED 23 600 D ASA LIMITED COM G3156P10 2922 38881 SH SHARED 38881 D CRYPTOLOGIC LIMITED SHS G3159C10 0 15 SH SHARED 15 D EVEREST RE GROUP LTD COM G3223R10 5315 52944 SH SHARED 52944 D EVEREST RE GROUP LTD COM G3223R10 1930 19229 SH SHARED 01 19229 D EVEREST RE GROUP LTD COM G3223R10 1126 11217 SH SHARED 02 11217 D EVEREST RE GROUP LTD COM G3223R10 140 1400 SH SHARED 20 1400 D EVEREST RE GROUP LTD COM G3223R10 45 450 SH SHARED 23 450 D FLAGSTONE REINSURANCE HLDGS SHS G3529T10 616 44325 SH SHARED 44325 D FOSTER WHEELER LTD SHS NEW G3653513 5649 36443 SH SHARED 36443 D FOSTER WHEELER LTD SHS NEW G3653513 4550 29354 SH SHARED 01 22414 6940 D FOSTER WHEELER LTD SHS NEW G3653513 948 6116 SH SHR/OTHR 01 6116 D FOSTER WHEELER LTD SHS NEW G3653513 115 746 SH SHARED 02 746 D FOSTER WHEELER LTD SHS NEW G3653513 5425 35000 SH SHARED 05 35000 D FOSTER WHEELER LTD SHS NEW G3653513 108 700 SH SHARED 06 700 D FOSTER WHEELER LTD SHS NEW G3653513 668 4313 SH SHARED 10 3800 513 D FOSTER WHEELER LTD SHS NEW G3653513 39 252 SH SHARED 14 252 D FOSTER WHEELER LTD SHS NEW G3653513 124 806 SH SHARED 20 410 396 D FOSTER WHEELER LTD SHS NEW G3653513 108 700 SH SHR/OTHR 20 700 D FOSTER WHEELER LTD SHS NEW G3653513 48 310 SH SHARED 21 250 60 D FOSTER WHEELER LTD SHS NEW G3653513 6 40 SH SHR/OTHR 21 40 D FOSTER WHEELER LTD SHS NEW G3653513 399 2575 SH SHARED 22 2485 90 D FOSTER WHEELER LTD SHS NEW G3653513 27 175 SH SHR/OTHR 22 175 D FOSTER WHEELER LTD SHS NEW G3653513 808 5216 SH SHARED 23 4716 500 D FOSTER WHEELER LTD SHS NEW G3653513 96 621 SH SHR/OTHR 23 621 D FRESH DEL MONTE PRODUCE INC ORD G3673810 31233 930120 SH SHARED 930120 D FRESH DEL MONTE PRODUCE INC ORD G3673810 107 3200 SH SHARED 01 2400 800 D FRESH DEL MONTE PRODUCE INC ORD G3673810 11901 354418 SH SHARED 10 354418 D FRONTLINE LTD SHS G3682E12 617 12873 SH SHARED 12873 D FRONTLINE LTD SHS G3682E12 158 3300 SH SHARED 10 3300 D FUWEI FILMS HLDGS CO LTD SHS G3704F10 2 449 SH SHARED 449 D GARMIN LTD ORD G3726010 2393 24680 SH SHARED 11980 12700 D GARMIN LTD ORD G3726010 543 5600 SH SHARED 01 5300 300 D GARMIN LTD ORD G3726010 19 200 SH SHR/OTHR 01 200 D GARMIN LTD ORD G3726010 46 480 SH SHARED 02 480 D GARMIN LTD ORD G3726010 13046 134500 SH SHARED 10 130000 4500 D GLOBAL CROSSING LTD SHS NEW G3921A17 46 2123 SH SHARED 2123 D GLOBAL CROSSING LTD SHS NEW G3921A17 1276 57900 SH SHARED 02 57900 D GLOBAL CROSSING LTD SHS NEW G3921A17 7 343 SH SHARED 22 343 D GENPACT LIMITED SHS G3922B10 21 1387 SH SHARED 1387 D GLOBAL SOURCES LTD ORD G3930010 119 4240 SH SHARED 4240 D GLOBAL SOURCES LTD ORD G3930010 24 880 SH SHARED 01 880 D GLOBAL SOURCES LTD ORD G3930010 3 137 SH SHARED 02 137 D GLOBAL SOURCES LTD ORD G3930010 707 25080 SH SHARED 10 25080 D GREENLIGHT CAPITAL RE LTD CLASS A G4095J10 484 23318 SH SHARED 23318 D HELEN OF TROY CORP LTD COM G4388N10 281 16442 SH SHARED 16442 D HELEN OF TROY CORP LTD COM G4388N10 138 8100 SH SHARED 10 8100 D HERBALIFE LTD COM USD SHS G4412G10 4145 102925 SH SHARED 52325 50600 D HERBALIFE LTD COM USD SHS G4412G10 29 725 SH SHARED 01 725 D HERBALIFE LTD COM USD SHS G4412G10 5 125 SH SHR/OTHR 01 125 D HERBALIFE LTD COM USD SHS G4412G10 1 26 SH SHARED 02 26 D HERBALIFE LTD COM USD SHS G4412G10 140 3500 SH SHARED 04 3500 D HERBALIFE LTD COM USD SHS G4412G10 38016 943800 SH SHARED 10 932900 10900 D INGERSOLL-RAND COMPANY LTD CL A G4776G10 38447 827359 SH SHARED 827359 D INGERSOLL-RAND COMPANY LTD CL A G4776G10 3478 74857 SH SHARED 01 33236 41621 D INGERSOLL-RAND COMPANY LTD CL A G4776G10 13 300 SH SHR/OTHR 01 300 D INGERSOLL-RAND COMPANY LTD CL A G4776G10 2434 52384 SH SHARED 02 52384 D INGERSOLL-RAND COMPANY LTD CL A G4776G10 6645 143000 SH SHARED 10 143000 D INGERSOLL-RAND COMPANY LTD CL A G4776G10 24 525 SH SHARED 20 525 D INGERSOLL-RAND COMPANY LTD CL A G4776G10 202 4365 SH SHARED 21 4365 D INGERSOLL-RAND COMPANY LTD CL A G4776G10 506 10900 SH SHARED 22 6800 4100 D INGERSOLL-RAND COMPANY LTD CL A G4776G10 194 4180 SH SHARED 23 4180 D INGERSOLL-RAND COMPANY LTD CL A G4776G10 82 1780 SH SHR/OTHR 23 1780 D INVESCO LTD SHS G491BT10 4071 129736 SH SHARED 129736 D INVESCO LTD SHS G491BT10 22057 702900 SH SHARED 702900 D INVESCO LTD SHS G491BT10 23 735 SH SHARED 01 735 D INVESCO LTD SHS G491BT10 21966 700000 SH SHARED 04 700000 D INVESCO LTD SHS G491BT10 9 308 SH SHARED 05 308 D INVESCO LTD SHS G491BT10 82 2625 SH SHARED 06 2625 D INVESCO LTD SHS G491BT10 267 8521 SH SHARED 10 8521 D INVESCO LTD SHS G491BT10 1710 54516 SH SHARED 14 54516 D INVESCO LTD SHS G491BT10 1961 62500 SH SHARED 15 62500 D INVESCO LTD SHS G491BT10 451 14400 SH SHARED 23 14400 D IPC HLDGS LTD ORD G4933P10 4191 145200 SH SHARED 145200 D IPC HLDGS LTD ORD G4933P10 1587 55000 SH SHARED 10 55000 D IPC HLDGS LTD ORD G4933P10 256 8898 SH SHARED 21 7200 1698 D JINPAN INTL LTD ORD G5138L10 71 2316 SH SHARED 2316 D KNIGHTSBRIDGE TANKERS LTD ORD G5299G10 86 3589 SH SHARED 3589 D KNIGHTSBRIDGE TANKERS LTD ORD G5299G10 2 100 SH SHARED 10 100 D LAZARD LTD SHS A G5405010 1035 25459 SH SHARED 1759 23700 D LAZARD LTD SHS A G5405010 378 9300 SH SHARED 01 9100 200 D LAZARD LTD SHS A G5405010 260 6400 SH SHR/OTHR 01 6400 D LAZARD LTD SHS A G5405010 1277 31400 SH SHARED 02 31400 D LAZARD LTD SHS A G5405010 5491 135000 SH SHARED 04 135000 D LAZARD LTD SHS A G5405010 3531 86800 SH SHARED 10 76600 10200 D LAZARD LTD SHS A G5405010 1374 33800 SH SHARED 14 33800 D LJ INTL INC ORD G5531210 3 556 SH SHARED 556 D MARVELL TECHNOLOGY GROUP LTD ORD G5876H10 8024 574005 SH SHARED 574005 D MARVELL TECHNOLOGY GROUP LTD ORD G5876H10 273 19578 SH SHARED 01 6825 12753 D MARVELL TECHNOLOGY GROUP LTD ORD G5876H10 112 8021 SH SHR/OTHR 01 8021 D MARVELL TECHNOLOGY GROUP LTD ORD G5876H10 1244 88995 SH SHARED 02 88995 D MARVELL TECHNOLOGY GROUP LTD ORD G5876H10 48 3500 SH SHARED 06 3500 D MARVELL TECHNOLOGY GROUP LTD ORD G5876H10 10099 722400 SH SHARED 10 722400 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 48 3484 SH SHARED 22 2484 1000 D MARVELL TECHNOLOGY GROUP LTD ORD G5876H10 19 1400 SH SHARED 23 1250 150 D MARVELL TECHNOLOGY GROUP LTD ORD G5876H10 155 11125 SH SHR/OTHR 23 11125 D MAX CAPITAL GROUP LTD SHS G6052F10 456 16298 SH SHARED 16298 D MAX CAPITAL GROUP LTD SHS G6052F10 33 1200 SH SHARED 01 1200 D MAX CAPITAL GROUP LTD SHS G6052F10 4551 162600 SH SHARED 10 162600 D MAX CAPITAL GROUP LTD SHS G6052F10 49 1777 SH SHARED 21 1777 D MF GLOBAL LTD SHS G6064210 179 5695 SH SHARED 5695 D MF GLOBAL LTD SHS G6064210 251 8000 SH SHARED 10 8000 D MF GLOBAL LTD SHS G6064210 808 25700 SH SHARED 14 25700 D MONTPELIER RE HOLDINGS LTD SHS G6218510 1622 95400 SH SHARED 95400 D MONTPELIER RE HOLDINGS LTD SHS G6218510 666 39200 SH SHARED 10 39200 D NABORS INDUSTRIES LTD SHS G6359F10 10113 369240 SH SHARED 369240 D NABORS INDUSTRIES LTD SHS G6359F10 970 35450 SH SHARED 01 35450 D NABORS INDUSTRIES LTD SHS G6359F10 2481 90581 SH SHARED 02 90581 D NABORS INDUSTRIES LTD SHS G6359F10 8981 327896 SH SHARED 10 263396 64500 D NABORS INDUSTRIES LTD SHS G6359F10 46 1685 SH SHARED 21 1685 D NABORS INDUSTRIES LTD SHS G6359F10 572 20900 SH SHARED 24 20900 D NOBLE CORPORATION SHS G6542210 70908 1254793 SH SHARED 1254793 D NOBLE CORPORATION SHS G6542210 3263 57750 SH SHARED 01 52250 5500 D NOBLE CORPORATION SHS G6542210 146 2600 SH SHR/OTHR 01 2600 D NOBLE CORPORATION SHS G6542210 1869 33087 SH SHARED 02 33087 D NOBLE CORPORATION SHS G6542210 9 160 SH SHARED 05 160 D NOBLE CORPORATION SHS G6542210 122072 2160200 SH SHARED 10 2119000 41200 D NOBLE CORPORATION SHS G6542210 103 1830 SH SHARED 21 1830 D NOBLE CORPORATION SHS G6542210 262 4640 SH SHARED 23 3300 1340 D NOBLE CORPORATION SHS G6542210 341 6050 SH SHR/OTHR 23 6050 D NOBLE CORPORATION SHS G6542210 76 1360 SH SHARED 24 1360 D NORDIC AMERICAN TANKER SHIPP COM G6577310 931 28389 SH SHARED 28389 D NORDIC AMERICAN TANKER SHIPP COM G6577310 354 10800 SH SHARED 10 10800 D NORDIC AMERICAN TANKER SHIPP COM G6577310 37 1150 SH SHR/OTHR 23 1150 D OPENTV CORP CL A G6754310 2 1786 SH SHARED 1786 D ONEBEACON INSURANCE GROUP LT CL A G6774210 83 3873 SH SHARED 3873 D ONEBEACON INSURANCE GROUP LT CL A G6774210 86 4000 SH SHARED 23 4000 D ORIENT-EXPRESS HOTELS LTD CL A G6774310 898 15614 SH SHARED 15614 D ORIENT-EXPRESS HOTELS LTD CL A G6774310 11 200 SH SHARED 01 200 D ORIENT-EXPRESS HOTELS LTD CL A G6774310 28432 494310 SH SHARED 10 494310 D ORIGIN AGRITECH LIMITED SHS G6782810 31 4782 SH SHARED 4782 D PARTNERRE LTD COM G6852T10 2309 27989 SH SHARED 5689 22300 D PARTNERRE LTD COM G6852T10 742 9000 SH SHARED 01 9000 D PARTNERRE LTD COM G6852T10 387 4700 SH SHARED 02 4700 D PARTNERRE LTD COM G6852T10 15218 184400 SH SHARED 10 167700 16700 D PARTNERRE LTD COM G6852T10 49 600 SH SHARED 20 600 D PARTNERRE LTD COM G6852T10 82 1000 SH SHR/OTHR 20 1000 D PLATINUM UNDERWRITER HLDGS L COM G7127P10 3828 107676 SH SHARED 107676 D PLATINUM UNDERWRITER HLDGS L COM G7127P10 53 1500 SH SHARED 01 1500 D PLATINUM UNDERWRITER HLDGS L COM G7127P10 4917 138300 SH SHARED 10 138300 D PRIMUS GUARANTY LTD SHS G7245710 1 260 SH SHARED 260 D QIAO XING UNIVERSAL TELEPHON ORD G7303A10 24 2926 SH SHARED 2926 D QIAO XING MOBILE COMM CO LTD SHS G7303110 11 1392 SH SHARED 1392 D QUANTA CAPITAL HLDGS LTD SHS G7313F10 4038 1583762 SH SHARED 1583762 D SCOTTISH RE GROUP LIMITED SHS G7353741 2 3387 SH SHARED 3387 D SCOTTISH RE GROUP LIMITED SHS G7353741 27 38500 SH SHARED 10 38500 D RAM HOLDINGS LTD SHS G7368R10 96 19501 SH SHARED 19501 D RENAISSANCERE HOLDINGS LTD COM G7496G10 1635 27149 SH SHARED 27149 D RENAISSANCERE HOLDINGS LTD COM G7496G10 1028 17075 SH SHARED 01 12420 4655 D RENAISSANCERE HOLDINGS LTD COM G7496G10 158 2625 SH SHR/OTHR 01 2625 D RENAISSANCERE HOLDINGS LTD COM G7496G10 1340 22260 SH SHARED 02 22260 D RENAISSANCERE HOLDINGS LTD COM G7496G10 234 3900 SH SHARED 10 3900 D RENAISSANCERE HOLDINGS LTD COM G7496G10 33 550 SH SHARED 20 550 D RENAISSANCERE HOLDINGS LTD COM G7496G10 5 95 SH SHARED 21 95 D RENAISSANCERE HOLDINGS LTD COM G7496G10 24 400 SH SHR/OTHR 21 400 D RENAISSANCERE HOLDINGS LTD COM G7496G10 12 200 SH SHARED 22 200 D SEAGATE TECHNOLOGY SHS G7945J10 15701 615753 SH SHARED 615753 D SEAGATE TECHNOLOGY SHS G7945J10 107 4200 SH SHARED 01 4200 D SEAGATE TECHNOLOGY SHS G7945J10 1714 67225 SH SHARED 02 67225 D SEAGATE TECHNOLOGY SHS G7945J10 5492 215400 SH SHARED 10 215400 D SEAGATE TECHNOLOGY SHS G7945J10 22 865 SH SHARED 21 865 D SECURITY CAPITAL ASSURANCE COM G8018D10 4146 1065819 SH SHARED 1065819 D SECURITY CAPITAL ASSURANCE COM G8018D10 315 81100 SH SHARED 10 81100 D SHANGHAI CENTURY ACQUISIT CO SHS G8063710 3134 357000 SH SHARED 357000 D SHIP FINANCE INTERNATIONAL L SHS G8107510 216 7816 SH SHARED 7816 D SHIP FINANCE INTERNATIONAL L SHS G8107510 8 300 SH SHARED 10 300 D SILVERSTAR HLDGS LTD ORD G8136510 0 516 SH SHARED 516 D SINA CORP ORD G8147710 2820 63660 SH SHARED 63660 D SMART MODULAR TECHNOLOGIES I ORD SHS G8224510 377 37118 SH SHARED 37118 D CHINA TECH DEVELOPMENT GP CO SHS G8438410 88 9854 SH SHARED 9854 D STEWART W P & CO LTD COM G8492210 86 16842 SH SHARED 16842 D STEWART W P & CO LTD COM G8492210 29 5700 SH SHARED 10 5700 D TBS INTERNATIONAL LIMITED COM CL A G8697515 333 10093 SH SHARED 10093 D TBS INTERNATIONAL LIMITED COM CL A G8697515 140 4245 SH SHARED 01 4245 D TBS INTERNATIONAL LIMITED COM CL A G8697515 2522 76300 SH SHARED 10 76300 D UTI WORLDWIDE INC ORD G8721010 4924 251260 SH SHARED 216360 34900 D UTI WORLDWIDE INC ORD G8721010 2980 152050 SH SHARED 01 113540 38510 D UTI WORLDWIDE INC ORD G8721010 412 21040 SH SHR/OTHR 01 21040 D UTI WORLDWIDE INC ORD G8721010 441 22500 SH SHARED 02 22500 D UTI WORLDWIDE INC ORD G8721010 17 870 SH SHARED 20 785 85 D UTI WORLDWIDE INC ORD G8721010 1 100 SH SHR/OTHR 20 100 D UTI WORLDWIDE INC ORD G8721010 30 1550 SH SHARED 21 1550 D UTI WORLDWIDE INC ORD G8721010 1 100 SH SHR/OTHR 21 100 D UTI WORLDWIDE INC ORD G8721010 230 11784 SH SHARED 22 11669 115 D UTI WORLDWIDE INC ORD G8721010 19 1000 SH SHR/OTHR 22 1000 D UTI WORLDWIDE INC ORD G8721010 93 4780 SH SHARED 23 4780 D UTI WORLDWIDE INC ORD G8721010 46 2390 SH SHR/OTHR 23 2390 D TEXTAINER GROUP HOLDINGS LTD SHS G8766E10 253 17466 SH SHARED 17466 D TRANSOCEAN INC NEW SHS G9007310 1575 11008 SH SHARED 1494 9514 D TRANSOCEAN INC NEW SHS G9007310 87978 614589 SH SHARED 580586 34003 D TRANSOCEAN INC NEW SHS G9007310 13492 94255 SH SHARED 01 92511 1744 D TRANSOCEAN INC NEW SHS G9007310 340 2382 SH SHR/OTHR 01 2382 D TRANSOCEAN INC NEW SHS G9007310 16328 114069 SH SHARED 02 114069 D TRANSOCEAN INC NEW SHS G9007310 120014 838382 SH SHARED 04 838382 D TRANSOCEAN INC NEW SHS G9007310 7178 50149 SH SHARED 05 50149 D TRANSOCEAN INC NEW SHS G9007310 7576 52924 SH SHARED 06 52924 D TRANSOCEAN INC NEW SHS G9007310 189396 1323064 SH SHARED 10 1306883 16181 D TRANSOCEAN INC NEW SHS G9007310 3564 24900 SH SHARED 14 5000 19900 D TRANSOCEAN INC NEW SHS G9007310 4049 28291 SH SHARED 16 28291 D TRANSOCEAN INC NEW SHS G9007310 15 105 SH SHARED 20 105 D TRANSOCEAN INC NEW SHS G9007310 82 575 SH SHARED 21 575 D TRANSOCEAN INC NEW SHS G9007310 89 625 SH SHR/OTHR 21 625 D TRANSOCEAN INC NEW SHS G9007310 10 70 SH SHARED 22 70 D TRANSOCEAN INC NEW SHS G9007310 579 4046 SH SHARED 23 4046 D TRANSOCEAN INC NEW SHS G9007310 364 2549 SH SHR/OTHR 23 2549 D TRANSOCEAN INC NEW SHS G9007310 61 428 SH SHARED 24 428 D TSAKOS ENERGY NAVIGATION LTD SHS G9108L10 1034 27942 SH SHARED 27942 D TYCO INTL LTD BERMUDA SHS G9143X20 0 1 SH SHARED 1 D TYCO INTL LTD BERMUDA SHS G9143X20 34354 866434 SH SHARED 866434 D TYCO INTL LTD BERMUDA SHS G9143X20 2695 67974 SH SHARED 01 62328 5646 D TYCO INTL LTD BERMUDA SHS G9143X20 111 2814 SH SHR/OTHR 01 2814 D TYCO INTL LTD BERMUDA SHS G9143X20 10135 255635 SH SHARED 02 255635 D TYCO INTL LTD BERMUDA SHS G9143X20 872 22000 SH SHARED 04 22000 D TYCO INTL LTD BERMUDA SHS G9143X20 365 9227 SH SHARED 05 9227 D TYCO INTL LTD BERMUDA SHS G9143X20 177 4470 SH SHARED 06 4470 D TYCO INTL LTD BERMUDA SHS G9143X20 18924 477300 SH SHARED 10 472675 4625 D TYCO INTL LTD BERMUDA SHS G9143X20 330 8347 SH SHARED 14 8347 D TYCO INTL LTD BERMUDA SHS G9143X20 1848 46625 SH SHARED 16 46625 D TYCO INTL LTD BERMUDA SHS G9143X20 9 250 SH SHARED 19 250 D TYCO INTL LTD BERMUDA SHS G9143X20 68 1725 SH SHARED 20 1500 225 D TYCO INTL LTD BERMUDA SHS G9143X20 105 2650 SH SHR/OTHR 20 2650 D TYCO INTL LTD BERMUDA SHS G9143X20 8 217 SH SHARED 21 217 D TYCO INTL LTD BERMUDA SHS G9143X20 13 345 SH SHR/OTHR 21 345 D TYCO INTL LTD BERMUDA SHS G9143X20 69 1750 SH SHARED 22 1000 750 D TYCO INTL LTD BERMUDA SHS G9143X20 39 1000 SH SHARED 23 875 125 D TYCO INTL LTD BERMUDA SHS G9143X20 42 1075 SH SHR/OTHR 23 1075 D TYCO ELECTRONICS LTD COM NEW G9144P10 0 1 SH SHARED 1 D TYCO ELECTRONICS LTD COM NEW G9144P10 25173 677983 SH SHARED 677983 D TYCO ELECTRONICS LTD COM NEW G9144P10 1875 50524 SH SHARED 01 48143 2381 D TYCO ELECTRONICS LTD COM NEW G9144P10 29 789 SH SHR/OTHR 01 789 D TYCO ELECTRONICS LTD COM NEW G9144P10 18235 491125 SH SHARED 02 491125 D TYCO ELECTRONICS LTD COM NEW G9144P10 259 7000 SH SHARED 04 7000 D TYCO ELECTRONICS LTD COM NEW G9144P10 10 275 SH SHARED 05 275 D TYCO ELECTRONICS LTD COM NEW G9144P10 165 4470 SH SHARED 06 4470 D TYCO ELECTRONICS LTD COM NEW G9144P10 16457 443249 SH SHARED 10 434124 9125 D TYCO ELECTRONICS LTD COM NEW G9144P10 191 5165 SH SHARED 14 5165 D TYCO ELECTRONICS LTD COM NEW G9144P10 9 250 SH SHARED 19 250 D TYCO ELECTRONICS LTD COM NEW G9144P10 45 1225 SH SHARED 20 1000 225 D TYCO ELECTRONICS LTD COM NEW G9144P10 98 2650 SH SHR/OTHR 20 2650 D TYCO ELECTRONICS LTD COM NEW G9144P10 27 750 SH SHARED 22 750 D TYCO ELECTRONICS LTD COM NEW G9144P10 37 1000 SH SHARED 23 875 125 D TYCO ELECTRONICS LTD COM NEW G9144P10 39 1075 SH SHR/OTHR 23 1075 D VALIDUS HOLDINGS LTD COM SHS G9319H10 40 1569 SH SHARED 1569 D VALIDUS HOLDINGS LTD COM SHS G9319H10 511 19700 SH SHARED 10 19700 D VISTAPRINT LIMITED SHS G9376220 83 1947 SH SHARED 1947 D VISTAPRINT LIMITED SHS G9376220 370 8657 SH SHARED 01 8657 D VISTAPRINT LIMITED SHS G9376220 1555 36310 SH SHARED 10 36310 D WARNER CHILCOTT LIMITED COM CL A G9435N10 611 34503 SH SHARED 34503 D GOLAR LNG LTD BERMUDA SHS G9456A10 280 12694 SH SHARED 12694 D GOLAR LNG LTD BERMUDA SHS G9456A10 43 1945 SH SHARED 01 1945 D GOLAR LNG LTD BERMUDA SHS G9456A10 176 8000 SH SHARED 10 8000 D WEATHERFORD INTERNATIONAL LT COM G9508910 46341 675535 SH SHARED 675535 D WEATHERFORD INTERNATIONAL LT COM G9508910 2935 42794 SH SHARED 01 41894 900 D WEATHERFORD INTERNATIONAL LT COM G9508910 96 1400 SH SHR/OTHR 01 1400 D WEATHERFORD INTERNATIONAL LT COM G9508910 3003 43786 SH SHARED 02 43786 D WEATHERFORD INTERNATIONAL LT COM G9508910 5674 82716 SH SHARED 10 82716 D WEATHERFORD INTERNATIONAL LT COM G9508910 41 600 SH SHARED 23 600 D WEATHERFORD INTERNATIONAL LT COM G9508910 463 6750 SH SHR/OTHR 23 6750 D WHITE MTNS INS GROUP LTD COM G9618E10 58 114 SH SHARED 114 D WHITE MTNS INS GROUP LTD COM G9618E10 12 25 SH SHARED 02 25 D WHITE MTNS INS GROUP LTD COM G9618E10 205 400 SH SHARED 10 400 D WHITE MTNS INS GROUP LTD COM G9618E10 164 320 SH SHARED 23 70 250 D WHITE MTNS INS GROUP LTD COM G9618E10 35 70 SH SHR/OTHR 23 70 D WILLIS GROUP HOLDINGS LTD SHS G9665510 6919 182234 SH SHARED 182234 D WILLIS GROUP HOLDINGS LTD SHS G9665510 58 1550 SH SHARED 02 1550 D XOMA LTD ORD G9825R10 4014 1184102 SH SHARED 1184102 D XL CAP LTD CL A G9825510 16471 327394 SH SHARED 293794 33600 D XL CAP LTD CL A G9825510 1915 38076 SH SHARED 01 37576 500 D XL CAP LTD CL A G9825510 25 500 SH SHR/OTHR 01 500 D XL CAP LTD CL A G9825510 681 13552 SH SHARED 02 13552 D XL CAP LTD CL A G9825510 94995 1888200 SH SHARED 10 1816000 72200 D XL CAP LTD CL A G9825510 85 1700 SH SHR/OTHR 10 1700 D XL CAP LTD CL A G9825510 657 13077 SH SHARED 20 4375 8702 D XL CAP LTD CL A G9825510 155 3100 SH SHR/OTHR 20 3100 D XL CAP LTD CL A G9825510 156 3105 SH SHARED 21 3105 D XL CAP LTD CL A G9825510 7 150 SH SHARED 23 150 D XL CAP LTD CL A G9825510 42 850 SH SHR/OTHR 23 850 D XYRATEX LTD COM G9826810 723 45807 SH SHARED 45807 D YUCHENG TECHNOLOGIES LTD COM G9877710 18 1431 SH SHARED 1431 D YUCHENG TECHNOLOGIES LTD COM G9877710 1296 99800 SH SHARED 10 99800 D ALCON INC COM SHS H0130110 1058 7398 SH SHARED 7398 D ALCON INC COM SHS H0130110 6812 47630 SH SHARED 10 47630 D ALCON INC COM SHS H0130110 308 2157 SH SHARED 14 2157 D ALCON INC COM SHS H0130110 686 4800 SH SHARED 21 4800 D LOGITECH INTL S A SHS H5043023 13385 365317 SH SHARED 365317 D LOGITECH INTL S A SHS H5043023 161 4414 SH SHARED 01 4414 D LOGITECH INTL S A SHS H5043023 19236 525000 SH SHARED 04 525000 D LOGITECH INTL S A SHS H5043023 124 3400 SH SHARED 06 3400 D LOGITECH INTL S A SHS H5043023 1472 40185 SH SHARED 10 35318 4867 D LOGITECH INTL S A SHS H5043023 468 12774 SH SHARED 19 12774 D UBS AG SHS NEW H8923133 9725 211414 SH SHARED 65863 145551 D UBS AG SHS NEW H8923133 576108 12524106 SH SHARED 1985470 538636 D UBS AG SHS NEW H8923133 8625 187503 SH SHARED 01 184486 3017 D UBS AG SHS NEW H8923133 76 1669 SH SHR/OTHR 01 1669 D UBS AG SHS NEW H8923133 5333 115941 SH SHARED 04 98411 17530 D UBS AG SHS NEW H8923133 171049 3718476 SH SHARED 04 3718476 D UBS AG SHS NEW H8923133 1201 26111 SH SHARED 05 26111 D UBS AG SHS NEW H8923133 27864 605750 SH SHARED 06 605750 D UBS AG SHS NEW H8923133 68932 1498526 SH SHARED 10 1170594 327932 D UBS AG SHS NEW H8923133 2059 44781 SH SHARED 14 950 43831 D UBS AG SHS NEW H8923133 181862 3953537 SH SHARED 15 3953537 D UBS AG SHS NEW H8923133 9715 211208 SH SHARED 16 211208 D UBS AG SHS NEW H8923133 11057 240389 SH SHARED 19 240389 D UBS AG SHS NEW H8923133 16 362 SH SHARED 20 362 D UBS AG SHS NEW H8923133 853 18561 SH SHARED 24 18561 D MILLICOM INTL CELLULAR S A SHS NEW L6388F11 1340 11365 SH SHARED 11365 D MILLICOM INTL CELLULAR S A SHS NEW L6388F11 24471 207490 SH SHARED 10 207490 D MILLICOM INTL CELLULAR S A SHS NEW L6388F11 272 2310 SH SHARED 21 2310 D ALADDIN KNOWLEDGE SYS LTD ORD M0392N10 128 4910 SH SHARED 4910 D ALLOT COMMUNICATIONS LTD SHS M0854Q10 395 81580 SH SHARED 04 81580 D ALVARION LTD SHS M0861T10 1274 134175 SH SHARED 134175 D ALVARION LTD SHS M0861T10 633 66704 SH SHARED 02 66704 D AUDIOCODES LTD ORD M1534210 657 129912 SH SHARED 129912 D BLUEPHOENIX SOLUTIONS LTD SHS M2015710 90 5000 SH SHARED 5000 D CELLCOM ISRAEL LTD SHS M2196U10 168 5300 SH SHARED 5300 D CHECK POINT SOFTWARE TECH LT ORD M2246510 4987 227125 SH SHARED 227125 D CHECK POINT SOFTWARE TECH LT ORD M2246510 6940 316071 SH SHARED 02 316071 D CHECK POINT SOFTWARE TECH LT ORD M2246510 2305 105000 SH SHARED 04 105000 D CHECK POINT SOFTWARE TECH LT ORD M2246510 1508 68700 SH SHARED 10 68700 D CHECK POINT SOFTWARE TECH LT ORD M2246510 1513 68900 SH SHARED 14 68900 D CLICKSOFTWARE TECHNOLOGIES L ORD M2508210 0 35 SH SHARED 35 D ECTEL LTD ORD M2992510 0 53 SH SHARED 53 D ELBIT SYS LTD ORD M3760D10 914 15361 SH SHARED 15361 D ELBIT SYS LTD ORD M3760D10 2152 36148 SH SHARED 01 36148 D ELBIT SYS LTD ORD M3760D10 4764 80000 SH SHARED 05 80000 D ELBIT SYS LTD ORD M3760D10 8266 138800 SH SHARED 10 138800 D ELBIT SYS LTD ORD M3760D10 1226 20600 SH SHARED 24 20600 D FUNDTECH LTD ORD M4709510 4 347 SH SHARED 347 D FUNDTECH LTD ORD M4709510 561 42000 SH SHARED 10 42000 D GIVEN IMAGING ORD SHS M5202010 22 958 SH SHARED 958 D INTERNET GOLD-GOLDEN LINES L ORD M5659510 20 1725 SH SHARED 1725 D ORBOTECH LTD ORD M7525310 38 2172 SH SHARED 2172 D RRSAT GLOBAL COMM NTWRK LTD SHS M8183P10 12 659 SH SHARED 659 D RRSAT GLOBAL COMM NTWRK LTD SHS M8183P10 582 29600 SH SHARED 10 29600 D RADVISION LTD ORD M8186910 2 235 SH SHARED 235 D RADWARE LTD ORD M8187310 370 24076 SH SHARED 24076 D RETALIX LTD ORD M8215W10 18 1198 SH SHARED 1198 D SAIFUN SEMICONDUCTORS LTD ORD SHS M8233P10 24965 2849914 SH SHARED 2849914 D SILICOM LTD ORD M8411610 72 5201 SH SHARED 5201 D SYNERON MEDICAL LTD ORD SHS M8724510 231 17348 SH SHARED 17348 D SYNERON MEDICAL LTD ORD SHS M8724510 18 1373 SH SHARED 21 1373 D TEFRON LTD ORD M8748210 6 1243 SH SHARED 1243 D AERCAP HOLDINGS NV SHS N0098510 1059 50753 SH SHARED 50753 D AERCAP HOLDINGS NV SHS N0098510 603 28900 SH SHARED 14 28900 D ASM INTL N V COM N0704510 4275 178532 SH SHARED 178532 D ASML HOLDING N V NY REG SHS N0705918 2865 91570 SH SHARED 91570 D ASML HOLDING N V NY REG SHS N0705918 1792 57272 SH SHARED 10 57272 D CNH GLOBAL N V SHS NEW N2093520 1982 30122 SH SHARED 30122 D CNH GLOBAL N V SHS NEW N2093520 197 3000 SH SHARED 23 3000 D CORE LABORATORIES N V COM N2271710 1094 8778 SH SHARED 8778 D EURAND N V SHS N3101010 167 10583 SH SHARED 02 10583 D ORTHOFIX INTL N V COM N6748L10 91 1586 SH SHARED 1586 D ORTHOFIX INTL N V COM N6748L10 13900 239794 SH SHARED 10 239794 D ORTHOFIX INTL N V COM N6748L10 52 914 SH SHARED 21 914 D QIAGEN N V ORD N7248210 4440 210971 SH SHARED 91969 119002 D QIAGEN N V ORD N7248210 34480 1638045 SH SHARED 1124395 513650 D QIAGEN N V ORD N7248210 10510 499326 SH SHARED 01 499032 294 D QIAGEN N V ORD N7248210 107 5093 SH SHR/OTHR 01 5093 D QIAGEN N V ORD N7248210 18 901 SH SHARED 02 901 D QIAGEN N V ORD N7248210 6146 291985 SH SHARED 04 81928 210057 D QIAGEN N V ORD N7248210 232756 11057320 SH SHARED 04 1057320 D QIAGEN N V ORD N7248210 11219 533000 SH SHARED 06 533000 D QIAGEN N V ORD N7248210 81992 3895141 SH SHARED 10 3598646 296495 D QIAGEN N V ORD N7248210 1536 73000 SH SHARED 14 73000 D QIAGEN N V ORD N7248210 494 23500 SH SHARED 15 23500 D QIAGEN N V ORD N7248210 7675 364632 SH SHARED 19 364632 D QIAGEN N V ORD N7248210 20 960 SH SHARED 20 960 D QIAGEN N V ORD N7248210 905 43000 SH SHARED 24 43000 D BANCO LATINOAMERICANO DE EXP CL E P1699413 60 3700 SH SHARED 3700 D BANCO LATINOAMERICANO DE EXP CL E P1699413 58 3600 SH SHARED 01 3600 D BANCO LATINOAMERICANO DE EXP CL E P1699413 1218 74700 SH SHARED 10 74700 D COPA HOLDINGS SA CL A P3107610 139 3703 SH SHARED 3703 D COPA HOLDINGS SA CL A P3107610 18627 495800 SH SHARED 01 495800 D COPA HOLDINGS SA CL A P3107610 10940 291200 SH SHARED 04 291200 D COPA HOLDINGS SA CL A P3107610 4696 125000 SH SHARED 05 125000 D SINOVAC BIOTECH LTD SHS P8696W10 0 31 SH SHARED 31 D STEINER LEISURE LTD ORD P8744Y10 102 2318 SH SHARED 2318 D STEINER LEISURE LTD ORD P8744Y10 61 1394 SH SHARED 21 1170 224 D ULTRAPETROL BAHAMAS LTD COM P9439810 100 5900 SH SHARED 5900 D ULTRAPETROL BAHAMAS LTD COM P9439810 2324 136637 SH SHARED 136637 D ULTRAPETROL BAHAMAS LTD COM P9439810 45 2700 SH SHARED 01 2700 D ULTRAPETROL BAHAMAS LTD COM P9439810 1131 66500 SH SHARED 04 66500 D EXCEL MARITIME CARRIERS LTD COM V3267N10 1002 24933 SH SHARED 24933 D ROYAL CARIBBEAN CRUISES LTD COM V7780T10 612 14440 SH SHARED 14440 D ROYAL CARIBBEAN CRUISES LTD COM V7780T10 172 4071 SH SHR/OTHR 01 4071 D ROYAL CARIBBEAN CRUISES LTD COM V7780T10 1673 39436 SH SHARED 02 39436 D ROYAL CARIBBEAN CRUISES LTD COM V7780T10 483 11400 SH SHARED 10 11400 D AEGEAN MARINE PETROLEUM NETW SHS Y0017S10 208 5439 SH SHARED 5439 D ASE TEST LTD ORD Y0251610 183 12900 SH SHARED 12900 D CAPITAL PRODUCT PARTNERS L P COM UNIT LP Y1108210 8 352 SH SHARED 352 D DANAOS CORPORATION SHS Y1968P10 371 14049 SH SHARED 14049 D DIANA SHIPPING INC COM Y2066G10 488 15535 SH SHARED 15535 D DIANA SHIPPING INC COM Y2066G10 37752 1200000 SH SHARED 04 1200000 D DRYSHIPS INC SHS Y2109Q10 2725 35218 SH SHARED 35218 D DRYSHIPS INC SHS Y2109Q10 30960 400000 SH SHARED 04 400000 D DOUBLE HULL TANKERS INC COM Y2111010 158 12933 SH SHARED 12933 D DOUBLE HULL TANKERS INC COM Y2111010 2 200 SH SHARED 10 200 D EAGLE BULK SHIPPING INC COM Y2187A10 1353 50980 SH SHARED 50980 D EAGLE BULK SHIPPING INC COM Y2187A10 24062 906300 SH SHARED 10 906300 D EAGLE BULK SHIPPING INC COM Y2187A10 53 2000 SH SHARED 20 2000 D EAGLE BULK SHIPPING INC COM Y2187A10 7 300 SH SHR/OTHR 23 300 D EUROSEAS LTD COM NEW Y2359220 175 14189 SH SHARED 14189 D FLEXTRONICS INTL LTD ORD Y2573F10 799 66331 SH SHARED 66331 D FLEXTRONICS INTL LTD ORD Y2573F10 40 3360 SH SHARED 01 3300 60 D FLEXTRONICS INTL LTD ORD Y2573F10 2386 197900 SH SHARED 02 197900 D FLEXTRONICS INTL LTD ORD Y2573F10 1206 100000 SH SHARED 04 100000 D FLEXTRONICS INTL LTD ORD Y2573F10 6 547 SH SHARED 05 547 D FLEXTRONICS INTL LTD ORD Y2573F10 85 7120 SH SHARED 06 7120 D FLEXTRONICS INTL LTD ORD Y2573F10 198 16500 SH SHARED 10 16500 D FLEXTRONICS INTL LTD ORD Y2573F10 245 20338 SH SHARED 14 20338 D FLEXTRONICS INTL LTD ORD Y2573F10 479 39800 SH SHARED 23 39800 D FREESEAS INC COM Y2649610 0 46 SH SHARED 46 D GENCO SHIPPING & TRADING LTD SHS Y2685T10 3549 64821 SH SHARED 64821 D GENCO SHIPPING & TRADING LTD SHS Y2685T10 65 1200 SH SHARED 01 1200 D GENCO SHIPPING & TRADING LTD SHS Y2685T10 432 7900 SH SHARED 10 7900 D GENCO SHIPPING & TRADING LTD SHS Y2685T10 109 2000 SH SHR/OTHR 23 2000 D GENERAL MARITIME CORP SHS Y2692M10 661 27047 SH SHARED 27047 D GENERAL MARITIME CORP SHS Y2692M10 361 14800 SH SHARED 10 14800 D GIGAMEDIA LTD ORD Y2711Y10 105 5605 SH SHARED 5605 D NAVIOS MARITIME HOLDINGS INC COM Y6219610 2779 226924 SH SHARED 226924 D NAVIOS MARITIME HOLDINGS INC COM Y6219610 189 15500 SH SHARED 10 15500 D NAVIOS MARITIME HOLDINGS INC COM Y6219610 31 2575 SH SHARED 21 2575 D NAVIOS MARITIME HOLDINGS INC *W EXP 12/09/200 Y6219611 279 37309 SH SHARED 37309 D NAVIOS MARITIME PARTNERS L P UNIT LPI Y6226710 5 274 SH SHARED 274 D OCEANFREIGHT INC SHS Y6420210 40 2124 SH SHARED 2124 D OMEGA NAVIGATION ENTERPRISES CLASS A Y6476R10 144 9138 SH SHARED 9138 D QUINTANA MARITIME LTD SHS Y7169G10 2408 104822 SH SHARED 104822 D SEANERGY MARITIME CORP SHS Y7376010 1311 138754 SH SHARED 138754 D SEANERGY MARITIME CORP *W EXP 09/24/201 Y7376011 114 85640 SH SHARED 85640 D SEANERGY MARITIME CORP UNIT 99/99/9999 Y7376020 0 85 SH SHARED 85 D SEASPAN CORP SHS Y7563810 214 8752 SH SHARED 8752 D STAR BULK CARRIERS CORP *W EXP 12/16/200 Y8162K11 97 21201 SH SHARED 21201 D STEALTHGAS INC SHS Y8166910 3 261 SH SHARED 261 D TEEKAY LNG PARTNERS L P PRTNRSP UNITS Y8564M10 60 2034 SH SHARED 2034 D TEEKAY OFFSHORE PARTNERS L P PARTNERSHIP UN Y8565J10 5 210 SH SHARED 210 D TEEKAY TANKERS LTD CL A Y8565N10 479 21800 SH SHARED 23 21800 D TOP TANKERS INC COM Y8897Y10 5516 1651563 SH SHARED 1651563 D VERIGY LTD SHS Y9369110 4 164 SH SHR/OTHR 164 D VERIGY LTD SHS Y9369110 4602 169412 SH SHARED 169412 D VERIGY LTD SHS Y9369110 1449 53359 SH SHARED 01 53009 350 D VERIGY LTD SHS Y9369110 1412 52000 SH SHR/OTHR 01 52000 D VERIGY LTD SHS Y9369110 0 13 SH SHARED 02 13 D VERIGY LTD SHS Y9369110 2 91 SH SHARED 21 91 D VERIGY LTD SHS Y9369110 23 850 SH SHARED 23 850 D VERIGY LTD SHS Y9369110 9 366 SH SHR/OTHR 23 366 D AAON INC COM PAR $0.004 00036020 18 919 SH SHARED 919 D AAR CORP COM 00036110 194 5112 SH SHARED 5112 D AAR CORP COM 00036110 368 9700 SH SHARED 01 9700 D AAR CORP COM 00036110 64 1705 SH SHARED 02 1705 D AAR CORP COM 00036110 5 134 SH SHARED 10 134 D ABB LTD SPONSORED ADR 00037520 1550 53838 SH SHARED 53838 D ABB LTD SPONSORED ADR 00037520 45 1573 SH SHARED 01 73 1500 D ABX AIR INC COM 00080S10 0 39 SH SHARED 39 D ABX AIR INC COM 00080S10 6148 1471050 SH SHARED 10 1471050 D ACCO BRANDS CORP COM 00081T10 30 1899 SH SHARED 01 1870 29 D ACCO BRANDS CORP COM 00081T10 711 44353 SH SHARED 10 44353 D ACCO BRANDS CORP COM 00081T10 7 470 SH SHARED 21 470 D ACCO BRANDS CORP COM 00081T10 4 308 SH SHARED 23 74 234 D ACCO BRANDS CORP COM 00081T10 14 879 SH SHR/OTHR 23 879 D A C MOORE ARTS & CRAFTS INC COM 00086T10 114 8303 SH SHARED 8303 D A D A M INC COM 00088U10 1 220 SH SHARED 220 D A D C TELECOMMUNICATIONS NOTE 1.000% 6/1 000886AD 30382 31003008 PRN SHARED 1003008 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 4276 275032 SH SHARED 275032 D A D C TELECOMMUNICATIONS COM NEW 00088630 772 49700 SH SHARED 01 10600 39100 D A D C TELECOMMUNICATIONS COM NEW 00088630 217 13984 SH SHARED 02 13984 D A D C TELECOMMUNICATIONS COM NEW 00088630 411 26456 SH SHARED 10 21956 4500 D A D C TELECOMMUNICATIONS COM NEW 00088630 154 9951 SH SHARED 14 9951 D ABN AMRO HLDG NV SPONSORED ADR 00093710 240 4455 SH SHARED 4455 D ACM MANAGED DLR INCOME FD COM 00094910 1 271 SH SHARED 271 D ACM MANAGED DLR INCOME FD COM 00094910 3 521 SH SHARED 01 521 D ABM INDS INC COM 00095710 380 18673 SH SHARED 18673 D ABM INDS INC COM 00095710 5 275 SH SHARED 01 275 D ABM INDS INC COM 00095710 536 26300 SH SHARED 02 26300 D ABM INDS INC COM 00095710 681 33400 SH SHARED 10 33400 D ABM INDS INC COM 00095710 7 348 SH SHARED 21 348 D AEP INDS INC COM 00103110 88 2755 SH SHARED 2755 D AEP INDS INC COM 00103110 76 2400 SH SHARED 01 600 1800 D AEP INDS INC COM 00103110 153 4800 SH SHARED 10 4800 D AFC ENTERPRISES INC COM 00104Q10 342 30248 SH SHARED 30248 D AFC ENTERPRISES INC COM 00104Q10 20 1800 SH SHARED 01 1800 D AFC ENTERPRISES INC COM 00104Q10 422 37300 SH SHARED 10 37300 D AFC ENTERPRISES INC COM 00104Q10 28 2510 SH SHARED 21 2510 D AFLAC INC COM 00105510 3714 59305 SH SHARED 330 58975 D AFLAC INC COM 00105510 32025 511351 SH SHARED 511161 190 D AFLAC INC COM 00105510 13473 215133 SH SHARED 01 153196 61937 D AFLAC INC COM 00105510 5223 83402 SH SHR/OTHR 01 83402 D AFLAC INC COM 00105510 1511 24128 SH SHARED 02 24128 D AFLAC INC COM 00105510 1482 23675 SH SHARED 04 23675 D AFLAC INC COM 00105510 1805 28830 SH SHARED 05 28830 D AFLAC INC COM 00105510 33436 533875 SH SHARED 06 533875 D AFLAC INC COM 00105510 82164 1311898 SH SHARED 10 1263830 48068 D AFLAC INC COM 00105510 6010 95965 SH SHARED 20 24310 71655 D AFLAC INC COM 00105510 2031 32440 SH SHR/OTHR 20 32440 D AFLAC INC COM 00105510 264 4224 SH SHARED 21 4224 D AFLAC INC COM 00105510 75 1200 SH SHR/OTHR 21 1200 D AFLAC INC COM 00105510 1456 23262 SH SHARED 22 17557 5705 D AFLAC INC COM 00105510 644 10287 SH SHR/OTHR 22 10287 D AFLAC INC COM 00105510 4727 75488 SH SHARED 23 68388 7100 D AFLAC INC COM 00105510 2965 47350 SH SHR/OTHR 23 47350 D AFLAC INC COM 00105510 82 1322 SH SHARED 24 1322 D AGCO CORP COM 00108410 34937 513937 SH SHARED 513937 D AGCO CORP COM 00108410 2481 36500 SH SHARED 01 8900 27600 D AGCO CORP COM 00108410 3206 47165 SH SHARED 02 47165 D AGCO CORP COM 00108410 35392 520634 SH SHARED 04 520634 D AGCO CORP COM 00108410 50923 749091 SH SHARED 05 749091 D AGCO CORP COM 00108410 28524 419600 SH SHARED 10 362900 56700 D AGCO CORP COM 00108410 3 55 SH SHARED 21 55 D AGL RES INC COM 00120410 3201 85054 SH SHARED 85054 D AGL RES INC COM 00120410 761 20225 SH SHARED 01 525 19700 D AGL RES INC COM 00120410 200 5328 SH SHARED 02 5328 D AGL RES INC COM 00120410 233 6200 SH SHARED 10 6200 D AES CORP COM 00130H10 26 1260 SH SHARED 1260 D AES CORP COM 00130H10 21750 1016836 SH SHARED 1016836 D AES CORP COM 00130H10 1922 89863 SH SHARED 01 89863 D AES CORP COM 00130H10 2783 130148 SH SHARED 02 130148 D AES CORP COM 00130H10 8 390 SH SHARED 05 390 D AES CORP COM 00130H10 125 5880 SH SHARED 06 5880 D AES CORP COM 00130H10 6200 289897 SH SHARED 10 289897 D AES CORP COM 00130H10 584 27347 SH SHARED 14 27347 D AES CORP COM 00130H10 41 1918 SH SHARED 20 1918 D AK STL HLDG CORP COM 00154710 6728 145517 SH SHARED 145517 D AK STL HLDG CORP COM 00154710 873 18890 SH SHARED 01 18890 D AK STL HLDG CORP COM 00154710 1735 37530 SH SHARED 10 27830 9700 D AMB PROPERTY CORP COM 00163T10 1477 25666 SH SHARED 24266 1400 D AMB PROPERTY CORP COM 00163T10 2477 43035 SH SHARED 01 8600 34435 D AMB PROPERTY CORP COM 00163T10 126 2200 SH SHR/OTHR 01 2200 D AMB PROPERTY CORP COM 00163T10 523 9091 SH SHARED 02 9091 D AMB PROPERTY CORP COM 00163T10 638 11100 SH SHARED 10 11100 D AMB PROPERTY CORP COM 00163T10 1231 21400 SH SHARED 11 21400 D AMB PROPERTY CORP COM 00163T10 20 350 SH SHARED 20 350 D AMB PROPERTY CORP COM 00163T10 15 270 SH SHR/OTHR 21 270 D AMB PROPERTY CORP COM 00163T10 11 200 SH SHARED 22 200 D AMAG PHARMACEUTICALS INC COM 00163U10 854 14219 SH SHARED 14219 D AMAG PHARMACEUTICALS INC COM 00163U10 1201 19979 SH SHARED 02 19979 D AMAG PHARMACEUTICALS INC COM 00163U10 3297 54835 SH SHARED 04 54835 D AMDL INC COM PAR 2006 00167K50 1 269 SH SHARED 269 D AMICAS INC COM 00171210 3 1168 SH SHARED 1168 D AMN HEALTHCARE SERVICES INC COM 00174410 65 3800 SH SHARED 3800 D AMR CORP NOTE 4.500% 2/1 001765BB 5180 5000000 PRN SHARED 5000000 D AMR CORP COM 00176510 18428 1313497 SH SHARED 800097 513400 D AMR CORP COM 00176510 820 58515 SH SHARED 01 58515 D AMR CORP COM 00176510 19892 1417824 SH SHARED 02 1417824 D AMR CORP COM 00176510 57516 4099533 SH SHARED 10 3811533 288000 D AMR CORP COM 00176510 154 11000 SH SHARED 15 11000 D AMR CORP COM 00176510 4 300 SH SHARED 20 300 D AMR CORP COM 00176510 28 2000 SH SHR/OTHR 23 2000 D AMR CORP COM 00176510 286 20400 SH SHARED 24 20400 D APAC CUSTOMER SERVICES INC COM 00185E10 0 775 SH SHARED 775 D APA ENTERPRISES INC COM 00185310 0 246 SH SHARED 246 D A S V INC COM 00196310 350 25304 SH SHARED 25304 D APP PHARMACEUTICALS INC COM 00202H10 112 10975 SH SHARED 10975 D APP PHARMACEUTICALS INC COM 00202H10 29 2900 SH SHARED 02 2900 D APP PHARMACEUTICALS INC COM 00202H10 4 415 SH SHARED 10 415 D AP PHARMA INC COM NEW 00202J20 1 802 SH SHARED 802 D APT SATELLITE HOLDINGS LTD SPONSORED ADR 00203R10 94 44096 SH SHARED 44096 D AT&T INC COM 00206R10 4053 97523 SH SHARED 61506 36017 D AT&T INC COM 00206R10 641997 15447486 SH SHARED 5235068 212418 D AT&T INC COM 00206R10 69746 1678218 SH SHARED 01 1324990 353228 D AT&T INC COM 00206R10 7144 171916 SH SHR/OTHR 01 171916 D AT&T INC COM 00206R10 13930 335188 SH SHARED 02 335188 D AT&T INC COM 00206R10 39 950 SH SHARED 04 950 D AT&T INC COM 00206R10 121970 2934794 SH SHARED 04 2934794 D AT&T INC COM 00206R10 2401 57782 SH SHARED 05 57782 D AT&T INC COM 00206R10 69664 1676246 SH SHARED 06 1676246 D AT&T INC COM 00206R10 321084 7725801 SH SHARED 10 7423499 302302 D AT&T INC COM 00206R10 3582 86193 SH SHARED 14 86193 D AT&T INC COM 00206R10 611 14720 SH SHARED 15 14720 D AT&T INC COM 00206R10 5756 138509 SH SHARED 16 138509 D AT&T INC COM 00206R10 7667 184502 SH SHARED 19 184502 D AT&T INC COM 00206R10 3344 80462 SH SHARED 20 53850 26612 D AT&T INC COM 00206R10 644 15515 SH SHR/OTHR 20 15515 D AT&T INC COM 00206R10 1041 25051 SH SHARED 21 8308 16743 D AT&T INC COM 00206R10 682 16412 SH SHR/OTHR 21 16412 D AT&T INC COM 00206R10 1896 45636 SH SHARED 22 33931 11705 D AT&T INC COM 00206R10 465 11199 SH SHR/OTHR 22 11199 D AT&T INC COM 00206R10 7247 174386 SH SHARED 23 138523 35863 D AT&T INC COM 00206R10 9880 237749 SH SHR/OTHR 23 237749 D AT&T INC COM 00206R10 66 1600 SH SHARED 24 1600 D ATMI INC COM 00207R10 2856 88563 SH SHARED 88563 D ATMI INC COM 00207R10 100 3120 SH SHARED 01 3120 D ATMI INC COM 00207R10 106 3300 SH SHARED 02 3300 D ATMI INC COM 00207R10 645 20000 SH SHARED 10 20000 D ATMI INC COM 00207R10 35 1102 SH SHARED 21 1102 D ATP OIL & GAS CORP COM 00208J10 90 1800 SH SHARED 1800 D ATP OIL & GAS CORP COM 00208J10 613 12146 SH SHARED 12146 D ATP OIL & GAS CORP COM 00208J10 406 8050 SH SHARED 01 8050 D ATP OIL & GAS CORP COM 00208J10 10 200 SH SHARED 02 200 D ATP OIL & GAS CORP COM 00208J10 1218 24100 SH SHARED 10 24100 D ATP OIL & GAS CORP COM 00208J10 39 772 SH SHARED 21 772 D A S DAMPSKIBSSELSKABET TORM SPONSORED ADR 00208W10 28 800 SH SHR/OTHR 23 800 D ATS MED INC COM 00208310 2 1205 SH SHARED 1205 D ATC HEALTHCARE INC CL A 00209C10 0 1059 SH SHARED 1059 D AU OPTRONICS CORP SPONSORED ADR 00225510 1990 103697 SH SHARED 103697 D AU OPTRONICS CORP SPONSORED ADR 00225510 391 20398 SH SHARED 04 20398 D AU OPTRONICS CORP SPONSORED ADR 00225510 19048 992100 SH SHARED 10 992100 D AU OPTRONICS CORP SPONSORED ADR 00225510 2157 112379 SH SHARED 14 112379 D AVI BIOPHARMA INC COM 00234610 1 1240 SH SHARED 1240 D AVX CORP NEW COM 00244410 298 22215 SH SHARED 22215 D AVX CORP NEW COM 00244410 626 46700 SH SHARED 01 46700 D AVX CORP NEW COM 00244410 158 11800 SH SHARED 02 11800 D AVX CORP NEW COM 00244410 311 23185 SH SHARED 10 23185 D AXT INC COM 00246W10 27 4479 SH SHARED 4479 D AZZ INC COM 00247410 210 7432 SH SHARED 7432 D AZZ INC COM 00247410 657 23200 SH SHARED 10 23200 D AASTROM BIOSCIENCES INC COM 00253U10 81 156428 SH SHARED 156428 D AARON RENTS INC COM 00253520 2 131 SH SHARED 131 D AARON RENTS INC COM 00253520 42 2225 SH SHARED 01 2225 D AARON RENTS INC COM 00253520 60 3154 SH SHARED 02 3154 D AARON RENTS INC COM 00253520 46 2394 SH SHARED 21 2394 D ABAXIS INC COM 00256710 0 13 SH SHARED 13 D ABAXIS INC COM 00256710 8 245 SH SHARED 21 245 D ABBOTT LABS COM 00282410 8341 148550 SH SHARED 131209 17341 D ABBOTT LABS COM 00282410 147053 2618944 SH SHARED 2617244 1700 D ABBOTT LABS COM 00282410 42261 752651 SH SHARED 01 524437 228214 D ABBOTT LABS COM 00282410 10775 191897 SH SHR/OTHR 01 191897 D ABBOTT LABS COM 00282410 7477 133177 SH SHARED 02 133177 D ABBOTT LABS COM 00282410 908 16180 SH SHARED 04 16180 D ABBOTT LABS COM 00282410 150989 2689040 SH SHARED 04 2689040 D ABBOTT LABS COM 00282410 35 630 SH SHARED 05 630 D ABBOTT LABS COM 00282410 41240 734466 SH SHARED 06 734466 D ABBOTT LABS COM 00282410 105181 1873226 SH SHARED 10 1797426 75800 D ABBOTT LABS COM 00282410 168 3000 SH SHR/OTHR 10 3000 D ABBOTT LABS COM 00282410 4449 79236 SH SHARED 14 18400 60836 D ABBOTT LABS COM 00282410 3369 60000 SH SHARED 15 60000 D ABBOTT LABS COM 00282410 5871 104575 SH SHARED 16 104575 D ABBOTT LABS COM 00282410 7879 140334 SH SHARED 19 140334 D ABBOTT LABS COM 00282410 8917 158823 SH SHARED 20 73104 85719 D ABBOTT LABS COM 00282410 5122 91225 SH SHR/OTHR 20 91225 D ABBOTT LABS COM 00282410 734 13073 SH SHARED 21 11123 1950 D ABBOTT LABS COM 00282410 28 500 SH SHR/OTHR 21 500 D ABBOTT LABS COM 00282410 1801 32088 SH SHARED 22 26155 5933 D ABBOTT LABS COM 00282410 1054 18787 SH SHR/OTHR 22 18787 D ABBOTT LABS COM 00282410 22947 408680 SH SHARED 23 370150 38530 D ABBOTT LABS COM 00282410 15866 282573 SH SHR/OTHR 23 282573 D ABBOTT LABS COM 00282410 78 1394 SH SHARED 24 1394 D ABERCROMBIE & FITCH CO CL A 00289620 19581 244866 SH SHARED 244866 D ABERCROMBIE & FITCH CO CL A 00289620 691 8650 SH SHARED 01 7450 1200 D ABERCROMBIE & FITCH CO CL A 00289620 55 700 SH SHR/OTHR 01 700 D ABERCROMBIE & FITCH CO CL A 00289620 7156 89487 SH SHARED 02 89487 D ABERCROMBIE & FITCH CO CL A 00289620 97 1220 SH SHARED 06 1220 D ABERCROMBIE & FITCH CO CL A 00289620 9116 114000 SH SHARED 10 114000 D ABERCROMBIE & FITCH CO CL A 00289620 15 200 SH SHARED 14 200 D ABERDEEN ASIA PACIFIC INCOM COM 00300910 13219 2279178 SH SHARED 2279178 D ABIGAIL ADAMS NATL BANCORP I COM 00339010 0 74 SH SHARED 74 D ABINGTON BANCORP INC COM 00350L10 6904 734560 SH SHARED 734560 D ABIOMED INC COM 00365410 93 6024 SH SHARED 6024 D ABIOMED INC COM 00365410 52 3400 SH SHARED 02 3400 D ABIOMED INC COM 00365410 1476 95000 SH SHARED 04 95000 D ABITIBIBOWATER INC COM 00368710 0 92 PRN SHARED 92 D ABITIBIBOWATER INC COM 00368710 24 117660 PRN SHARED 117660 D ABITIBIBOWATER INC COM 00368710 3 15260 PRN SHARED 10 15260 D ABRAXIS BIOSCIENCE INC NEW COM 00383Y10 36 525 SH SHARED 525 D ABRAXAS PETE CORP COM 00383010 197 51198 SH SHARED 51198 D ACADIA PHARMACEUTICALS INC COM 00422510 9 864 SH SHARED 864 D ACADIA PHARMACEUTICALS INC COM 00422510 1423 128551 SH SHARED 04 128551 D ACADIA RLTY TR COM SH BEN INT 00423910 37 1481 SH SHARED 1481 D ACCENTIA BIOPHARMACEUTICALS COM 00430L10 1 570 SH SHARED 570 D ACCELRYS INC COM 00430U10 5 695 SH SHARED 695 D ACCELR8 TECHNOLOGY CORP COM NEW 00430420 1 239 SH SHARED 239 D ACCESS INTEGRATED TECHNLGS I CL A 00432910 2 577 SH SHARED 577 D ACCESS PLANS USA INC COM 00433N10 0 343 SH SHARED 343 D ACCESS NATL CORP COM 00433710 1 306 SH SHARED 306 D ACCURAY INC COM 00439710 16 1084 SH SHARED 1084 D ACCURAY INC COM 00439710 4118 270600 SH SHARED 10 270600 D ACCURIDE CORP COM 00439810 38 4900 SH SHARED 01 4900 D ACERGY S A SPONSORED ADR 00443E10 20 936 SH SHARED 186 750 D ACERGY S A SPONSORED ADR 00443E10 0 3 SH SHARED 02 3 D ACETO CORP COM 00444610 380 47577 SH SHARED 47577 D ACHILLION PHARMACEUTICALS IN COM 00448Q20 1 226 SH SHARED 226 D ACI WORLDWIDE INC COM 00449810 63 3339 SH SHARED 3339 D ACI WORLDWIDE INC COM 00449810 220 11600 SH SHARED 01 500 11100 D ACI WORLDWIDE INC COM 00449810 199 10469 SH SHARED 02 4669 5800 D ACME COMMUNICATION INC COM 00463110 0 347 SH SHARED 347 D ACME COMMUNICATION INC COM 00463110 1 725 SH SHARED 02 725 D ACME PACKET INC COM 00476410 25 2055 SH SHARED 2055 D ACME PACKET INC COM 00476410 4623 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816553 SH SHARED 816553 D ALLIANCE DATA SYSTEMS CORP COM 01858110 1801 24025 SH SHARED 01 625 23400 D ALLIANCE DATA SYSTEMS CORP COM 01858110 279 3730 SH SHARED 02 3730 D ALLIANCE DATA SYSTEMS CORP COM 01858110 37 500 SH SHARED 06 500 D ALLIANCE DATA SYSTEMS CORP COM 01858110 217 2900 SH SHARED 10 2900 D ALLIANCE IMAGING INC COM NEW 01860620 171 17800 SH SHARED 17800 D ALLIANCE IMAGING INC COM NEW 01860620 41 4300 SH SHARED 01 4300 D ALLIANCE IMAGING INC COM NEW 01860620 1425 148200 SH SHARED 10 148200 D ALLIANCE HOLDINGS GP LP COM UNITS LP 01861G10 97 4126 SH SHARED 4126 D ALLIANCEBERNSTEIN NATL MUNI COM 01864U10 0 2 SH SHARED 2 D ALLIANCE FIBER OPTIC PRODS I COM 01868010 1 707 SH SHARED 707 D ALLIANCE NEW YORK MUN INC FD COM 01871410 1 105 SH SHARED 105 D ALLIANCE RES PARTNER L P UT LTD PART 01877R10 20 561 SH SHARED 561 D ALLIANCE ONE INTL INC COM 01877210 93 22940 SH SHARED 22940 D ALLIANCE ONE INTL INC COM 01877210 20 5100 SH SHARED 01 5100 D ALLIANCE ONE INTL INC COM 01877210 399 98200 SH SHARED 10 98200 D ALLIANCEBERNSTEIN GBL HGH IN COM 01879R10 1437 113960 SH SHARED 113960 D ALLIANCEBERNSTEIN GBL HGH IN COM 01879R10 12 1000 SH SHARED 22 1000 D ALLIANT ENERGY CORP COM 01880210 20924 514250 SH SHARED 514250 D ALLIANT ENERGY CORP COM 01880210 1420 34900 SH SHARED 01 1300 33600 D ALLIANT ENERGY CORP COM 01880210 212 5226 SH SHARED 02 5226 D ALLIANT ENERGY CORP COM 01880210 40 1000 SH SHARED 06 1000 D ALLIANT ENERGY CORP COM 01880210 537 13200 SH SHARED 10 13200 D ALLIANT TECHSYSTEMS INC NOTE 2.750% 2/1 018804AH 13734 9274000 PRN SHARED 9274000 D ALLIANT TECHSYSTEMS INC COM 01880410 7155 62899 SH SHARED 62899 D ALLIANT TECHSYSTEMS INC COM 01880410 1228 10800 SH SHARED 01 400 10400 D ALLIANT TECHSYSTEMS INC COM 01880410 361 3175 SH SHARED 02 3175 D ALLIANT TECHSYSTEMS INC COM 01880410 12655 111250 SH SHARED 10 111250 D ALLIANT TECHSYSTEMS INC COM 01880410 371 3269 SH SHARED 20 3269 D ALLIANT TECHSYSTEMS INC COM 01880410 69 613 SH SHARED 21 613 D ALLIANZ SE SP ADR 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SHR/OTHR 22 3855 D AMGEN INC COM 03116210 784 16883 SH SHARED 23 12403 4480 D AMGEN INC COM 03116210 1175 25303 SH SHR/OTHR 23 25303 D AMICUS THERAPEUTICS INC COM 03152W10 0 63 SH SHARED 63 D AMIS HLDGS INC COM 03153810 251 25100 SH SHARED 25100 D AMIS HLDGS INC COM 03153810 31 3100 SH SHARED 01 3100 D AMIS HLDGS INC COM 03153810 268 26800 SH SHARED 10 26800 D AMKOR TECHNOLOGY INC NOTE 2.500% 5/1 031652AX 5737 6250000 PRN SHARED 6250000 D AMKOR TECHNOLOGY INC NOTE 2.500% 5/1 031652AX 4627 5041000 PRN SHARED 02 5041000 D AMKOR TECHNOLOGY INC COM 03165210 254 29801 SH SHARED 29801 D AMKOR TECHNOLOGY INC COM 03165210 119 14045 SH SHARED 01 6445 7600 D AMKOR TECHNOLOGY INC COM 03165210 0 100 SH SHARED 02 100 D AMKOR TECHNOLOGY INC COM 03165210 6591 772690 SH SHARED 10 772690 D AMPAL AMERN ISRAEL CORP CL A 03201510 126 17137 SH SHARED 17137 D AMPCO-PITTSBURGH CORP COM 03203710 110 2890 SH SHARED 2890 D AMPCO-PITTSBURGH CORP COM 03203710 224 5900 SH SHARED 10 5900 D AMPEX CORP DEL CL A NEW 03209230 0 74 SH SHARED 74 D AMPHENOL CORP NEW CL A 03209510 2441 52651 SH SHARED 52651 D AMPHENOL CORP NEW CL A 03209510 2662 57420 SH SHARED 01 4620 52800 D AMPHENOL CORP NEW CL A 03209510 1113 24015 SH SHARED 02 24015 D AMPHENOL CORP NEW CL A 03209510 76 1640 SH SHARED 06 1640 D AMPHENOL CORP NEW CL A 03209510 287 6200 SH SHARED 10 6200 D AMPHENOL CORP NEW CL A 03209510 11 252 SH SHARED 21 252 D AMPHENOL CORP NEW CL A 03209510 1446 31200 SH SHARED 23 6000 25200 D AMREIT CL A 03215810 986 137781 SH SHARED 137781 D AMREP CORP NEW COM 03215910 5 183 SH SHARED 183 D AMREP CORP NEW COM 03215910 2 78 SH SHARED 02 78 D AMSURG CORP COM 03232P40 9242 341540 SH SHARED 341540 D AMSURG CORP COM 03232P40 192 7100 SH SHARED 02 7100 D AMSURG CORP COM 03232P40 1371 50700 SH SHARED 10 50700 D AMTECH SYS INC COM PAR $0.01N 03233250 4 311 SH SHARED 311 D AMYLIN PHARMACEUTICALS INC NOTE 2.500% 4/1 032346AD 315 250000 PRN SHARED 250000 D AMYLIN PHARMACEUTICALS INC NOTE 3.000% 6/1 032346AE 94 100000 PRN SHARED 02 100000 D AMYLIN PHARMACEUTICALS INC NOTE 3.000% 6/1 032346AF 13174 14000000 PRN SHARED 04 4000000 D AMYLIN PHARMACEUTICALS INC COM 03234610 907 24520 SH SHARED 24520 D AMYLIN PHARMACEUTICALS INC COM 03234610 375 10145 SH SHARED 01 9895 250 D AMYLIN PHARMACEUTICALS INC COM 03234610 6239 168623 SH SHARED 02 168623 D AMYLIN PHARMACEUTICALS INC COM 03234610 28321 765447 SH SHARED 04 765447 D AMYLIN PHARMACEUTICALS INC COM 03234610 22 600 SH SHARED 06 600 D AMYLIN PHARMACEUTICALS INC COM 03234610 945 25566 SH SHARED 10 25566 D AMYLIN PHARMACEUTICALS INC COM 03234610 22 600 SH SHARED 14 600 D AMYLIN PHARMACEUTICALS INC COM 03234610 46 1268 SH SHARED 21 1268 D AMTRUST FINANCIAL SERVICES I COM 03235930 120 8771 SH SHARED 8771 D AMTRUST FINANCIAL SERVICES I COM 03235930 79 5800 SH SHARED 01 5800 D AMTRUST FINANCIAL SERVICES I COM 03235930 912 66300 SH SHARED 10 66300 D ANADARKO PETE CORP COM 03251110 119052 1812344 SH SHARED 1812344 D ANADARKO PETE CORP COM 03251110 3791 57711 SH SHARED 01 50280 7431 D ANADARKO PETE CORP COM 03251110 1107 16858 SH SHR/OTHR 01 16858 D ANADARKO PETE CORP COM 03251110 5392 82090 SH SHARED 02 82090 D ANADARKO PETE CORP COM 03251110 6897 105000 SH SHARED 04 105000 D ANADARKO PETE CORP COM 03251110 4614 70240 SH SHARED 05 70240 D ANADARKO PETE CORP COM 03251110 291 4430 SH SHARED 06 4430 D ANADARKO PETE CORP COM 03251110 380959 5799349 SH SHARED 10 5799349 D ANADARKO PETE CORP COM 03251110 473 7204 SH SHARED 14 7204 D ANADARKO PETE CORP COM 03251110 275 4195 SH SHARED 20 2025 2170 D ANADARKO PETE CORP COM 03251110 289 4400 SH SHR/OTHR 20 4400 D ANADARKO PETE CORP COM 03251110 447 6805 SH SHARED 21 6805 D ANADARKO PETE CORP COM 03251110 633 9650 SH SHARED 22 5700 3950 D ANADARKO PETE CORP COM 03251110 1350 20555 SH SHARED 23 19955 600 D ANADARKO PETE CORP COM 03251110 2228 33930 SH SHR/OTHR 23 33930 D ANADIGICS INC COM 03251510 1804 155957 SH SHARED 155957 D ANADYS PHARMACEUTICALS INC COM 03252Q40 354 219901 SH SHARED 219901 D ANALOG DEVICES INC COM 03265410 21716 685069 SH SHARED 618469 66600 D ANALOG DEVICES INC COM 03265410 2135 67370 SH SHARED 01 67370 D ANALOG DEVICES INC COM 03265410 1521 47994 SH SHARED 02 47994 D ANALOG DEVICES INC COM 03265410 8 260 SH SHARED 05 260 D ANALOG DEVICES INC COM 03265410 103 3250 SH SHARED 06 3250 D ANALOG DEVICES INC COM 03265410 8416 265503 SH SHARED 10 265503 D ANALOG DEVICES INC COM 03265410 140 4425 SH SHARED 20 425 4000 D ANALOG DEVICES INC COM 03265410 10 340 SH SHR/OTHR 23 340 D ANALOGIC CORP COM PAR $0.05 03265720 81 1200 SH SHARED 1200 D ANALOGIC CORP COM PAR $0.05 03265720 50 750 SH SHARED 02 750 D ANALOGIC CORP COM PAR $0.05 03265720 243 3600 SH SHARED 10 3600 D ANALYSTS INTL CORP COM 03268110 1 654 SH SHARED 654 D ANAREN INC COM 03274410 18 1130 SH SHARED 1130 D ANAREN INC COM 03274410 14 900 SH SHARED 01 900 D ANAREN INC COM 03274410 684 41500 SH SHARED 10 41500 D ANCHOR BANCORP WIS INC COM 03283910 108 4628 SH SHARED 4628 D ANCHOR BANCORP WIS INC COM 03283910 395 16800 SH SHARED 10 16800 D ANDERSONS INC COM 03416410 859 19178 SH SHARED 19178 D ANDERSONS INC COM 03416410 179 4000 SH SHARED 10 4000 D ANDREW CORP NOTE 3.250% 8/1 034425AB 1839 1672000 PRN SHARED 1672000 D ANESIVA INC COM COM 03460L10 2 550 SH SHARED 550 D ANGEION CORP COM 03462H40 1 106 SH SHARED 106 D ANGEION CORP COM 03462H40 8 925 SH SHARED 02 925 D ANGELICA CORP COM 03466310 3 179 SH SHARED 179 D ANGIODYNAMICS INC COM 03475V10 51 2692 SH SHARED 2692 D ANGIODYNAMICS INC COM 03475V10 41 2200 SH SHARED 10 2200 D ANGLO AMERN PLC ADR NEW 03485P20 18738 616996 SH SHARED 616996 D ANGLO AMERN PLC ADR NEW 03485P20 497 16380 SH SHARED 01 16380 D ANGLO AMERN PLC ADR NEW 03485P20 1080 35581 SH SHARED 23 27300 8281 D ANGLO AMERN PLC ADR NEW 03485P20 829 27300 SH SHR/OTHR 23 27300 D ANGIOTECH PHARMACEUTICALS IN COM 03491810 91 26408 SH SHARED 26408 D ANGLOGOLD ASHANTI LTD SPONSORED ADR 03512820 8786 205247 SH SHARED 205247 D ANGLOGOLD ASHANTI LTD SPONSORED ADR 03512820 256 6000 SH SHARED 01 6000 D ANGLOGOLD ASHANTI LTD SPONSORED ADR 03512820 8952 209126 SH SHARED 02 209126 D ANGLOGOLD ASHANTI LTD SPONSORED ADR 03512820 11558 270000 SH SHARED 10 270000 D ANGLOGOLD ASHANTI LTD SPONSORED ADR 03512820 8 208 SH SHARED 21 208 D ANGLOGOLD ASHANTI LTD SPONSORED ADR 03512820 462 10800 SH SHARED 23 10800 D ANGLOGOLD ASHANTI LTD SPONSORED ADR 03512820 299 7000 SH SHR/OTHR 23 7000 D ANHEUSER BUSCH COS INC COM 03522910 109 2100 SH SHARED 2100 D ANHEUSER BUSCH COS INC COM 03522910 60842 1162442 SH SHARED 1055812 106630 D ANHEUSER BUSCH COS INC COM 03522910 6049 115590 SH SHARED 01 108574 7016 D ANHEUSER BUSCH COS INC COM 03522910 203 3882 SH SHR/OTHR 01 3882 D ANHEUSER BUSCH COS INC COM 03522910 27845 532019 SH SHARED 02 532019 D ANHEUSER BUSCH COS INC COM 03522910 178 3403 SH SHARED 04 3403 D ANHEUSER BUSCH COS INC COM 03522910 18 350 SH SHARED 05 350 D ANHEUSER BUSCH COS INC COM 03522910 356 6820 SH SHARED 06 6820 D ANHEUSER BUSCH COS INC COM 03522910 32819 627053 SH SHARED 10 626653 400 D ANHEUSER BUSCH COS INC COM 03522910 20 400 SH SHR/OTHR 10 400 D ANHEUSER BUSCH COS INC COM 03522910 1408 26918 SH SHARED 14 26918 D ANHEUSER BUSCH COS INC COM 03522910 1570 30000 SH SHARED 15 30000 D ANHEUSER BUSCH COS INC COM 03522910 41 800 SH SHARED 19 800 D ANHEUSER BUSCH COS INC COM 03522910 3243 61961 SH SHARED 20 8650 53311 D ANHEUSER BUSCH COS INC COM 03522910 4641 88679 SH SHR/OTHR 20 88679 D ANHEUSER BUSCH COS INC COM 03522910 189 3625 SH SHARED 21 3300 325 D ANHEUSER BUSCH COS INC COM 03522910 1623 31015 SH SHARED 23 31015 D ANHEUSER BUSCH COS INC COM 03522910 3022 57742 SH SHR/OTHR 23 57742 D ANIMAL HEALTH INTL INC COM 03525N10 1 102 SH SHARED 102 D ANIKA THERAPEUTICS INC COM 03525510 5 395 SH SHARED 395 D ANIXTER INTL INC NOTE 1.000% 2/1 035290AJ 2852 2500000 PRN SHARED 2500000 D ANIXTER INTL INC COM 03529010 126 2031 SH SHARED 2031 D ANIXTER INTL INC COM 03529010 1296 20825 SH SHARED 01 20700 125 D ANIXTER INTL INC COM 03529010 996 16000 SH SHR/OTHR 01 16000 D ANIXTER INTL INC COM 03529010 273 4398 SH SHARED 02 4398 D ANIXTER INTL INC COM 03529010 37010 594350 SH SHARED 10 594350 D ANNALY CAP MGMT INC COM 03571040 16037 882173 SH SHARED 882173 D ANNALY CAP MGMT INC COM 03571040 815 44870 SH SHARED 01 36870 8000 D ANNALY CAP MGMT INC COM 03571040 223 12311 SH SHARED 02 12311 D ANNALY CAP MGMT INC COM 03571040 218 12000 SH SHARED 10 12000 D ANNALY CAP MGMT INC COM 03571040 6363 350000 SH SHARED 11 350000 D ANNALY CAP MGMT INC COM 03571040 137 7540 SH SHARED 21 7540 D ANNALY CAP MGMT INC COM 03571040 27 1500 SH SHR/OTHR 23 1500 D ANNAPOLIS BANCORP INC COM 03584810 0 60 SH SHARED 60 D ANNTAYLOR STORES CORP COM 03611510 41281 1615065 SH SHARED 1615065 D ANNTAYLOR STORES CORP COM 03611510 546 21400 SH SHARED 01 21400 D ANNTAYLOR STORES CORP COM 03611510 265 10406 SH SHARED 02 10406 D ANNTAYLOR STORES CORP COM 03611510 1400 54800 SH SHARED 10 39100 15700 D ANOORAQ RES CORP COM 03633E10 57 12500 SH SHARED 12500 D ANSOFT CORP COM 03638410 38 1479 SH SHARED 1479 D ANSOFT CORP COM 03638410 152 5900 SH SHARED 10 5900 D ANSYS INC COM 03662Q10 601 14496 SH SHARED 14496 D ANSYS INC COM 03662Q10 185 4470 SH SHARED 01 4470 D ANSYS INC COM 03662Q10 55 1350 SH SHARED 02 1350 D ANSYS INC COM 03662Q10 1272 30700 SH SHARED 10 30700 D ANSYS INC COM 03662Q10 64 1562 SH SHARED 21 1162 400 D ANSWERS CORP COM 03662X10 1 207 SH SHARED 207 D ANTARES PHARMA INC COM 03664210 1 1464 SH SHARED 1464 D ANSWERTHINK INC COM 03691610 5 1179 SH SHARED 1179 D ANSWERTHINK INC COM 03691610 27 5725 SH SHARED 02 5725 D ANTHRACITE CAP INC COM 03702310 125 17300 SH SHARED 17300 D ANTHRACITE CAP INC COM 03702310 49 6800 SH SHARED 02 6800 D ANTHRACITE CAP INC COM 03702310 759 104900 SH SHARED 10 104900 D ANTIGENICS INC DEL NOTE 5.250% 2/0 037032AC 745 1263000 PRN SHARED 1263000 D ANTIGENICS INC DEL COM 03703210 1 741 SH SHARED 741 D ANWORTH MORTGAGE ASSET CP COM 03734710 235 28456 SH SHARED 28456 D ANWORTH MORTGAGE ASSET CP COM 03734710 168 20400 SH SHARED 01 20400 D ANWORTH MORTGAGE ASSET CP COM 03734710 82 10000 SH SHARED 02 10000 D ANWORTH MORTGAGE ASSET CP COM 03734710 5102 617700 SH SHARED 10 617700 D AON CORP COM 03738910 32114 673405 SH SHARED 673405 D AON CORP COM 03738910 1359 28500 SH SHARED 01 28500 D AON CORP COM 03738910 449 9418 SH SHARED 02 9418 D AON CORP COM 03738910 4 100 SH SHARED 05 100 D AON CORP COM 03738910 120 2530 SH SHARED 06 2530 D AON CORP COM 03738910 9701 203426 SH SHARED 10 203426 D AON CORP COM 03738910 119 2500 SH SHARED 21 2500 D APACHE CORP COM 03741110 1417 13181 SH SHARED 13181 D APACHE CORP COM 03741110 174680 1624331 SH SHARED 1601511 22820 D APACHE CORP COM 03741110 14790 137538 SH SHARED 01 121663 15875 D APACHE CORP COM 03741110 2639 24545 SH SHR/OTHR 01 24545 D APACHE CORP COM 03741110 75957 706321 SH SHARED 02 706321 D APACHE CORP COM 03741110 67061 623600 SH SHARED 04 623600 D APACHE CORP COM 03741110 18 170 SH SHARED 05 170 D APACHE CORP COM 03741110 357 3320 SH SHARED 06 3320 D APACHE CORP COM 03741110 352868 3281276 SH SHARED 10 3209936 71340 D APACHE CORP COM 03741110 365 3400 SH SHARED 14 3400 D APACHE CORP COM 03741110 1036 9640 SH SHARED 20 3740 5900 D APACHE CORP COM 03741110 758 7050 SH SHR/OTHR 20 7050 D APACHE CORP COM 03741110 439 4090 SH SHARED 21 4090 D APACHE CORP COM 03741110 150 1400 SH SHR/OTHR 21 1400 D APACHE CORP COM 03741110 537 5000 SH SHARED 22 3500 1500 D APACHE CORP COM 03741110 134 1250 SH SHR/OTHR 22 1250 D APACHE CORP COM 03741110 1988 18490 SH SHARED 23 18290 200 D APACHE CORP COM 03741110 3358 31230 SH SHR/OTHR 23 31230 D APACHE CORP COM 03741110 2465 22930 SH SHARED 24 22930 D APARTMENT INVT & MGMT CO CL A 03748R10 11830 340640 SH SHARED 340640 D APARTMENT INVT & MGMT CO CL A 03748R10 500 14400 SH SHARED 01 14400 D APARTMENT INVT & MGMT CO CL A 03748R10 201 5791 SH SHARED 02 5791 D APARTMENT INVT & MGMT CO CL A 03748R10 11143 320848 SH SHARED 10 310548 10300 D APARTMENT INVT & MGMT CO CL A 03748R10 253979 7312964 SH SHARED 11 3042308 4270656 D APEX 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12824 64743 SH SHR/OTHR 01 64743 D APPLE INC COM 03783310 378857 1912649 SH SHARED 02 1912649 D APPLE INC COM 03783310 1226 6190 SH SHARED 04 6190 D APPLE INC COM 03783310 25512 128800 SH SHARED 04 128800 D APPLE INC COM 03783310 19877 100350 SH SHARED 05 100350 D APPLE INC COM 03783310 1653 8350 SH SHARED 06 8350 D APPLE INC COM 03783310 371217 1874077 SH SHARED 10 1830003 44074 D APPLE INC COM 03783310 2179 11001 SH SHARED 14 11001 D APPLE INC COM 03783310 7725 39000 SH SHARED 15 39000 D APPLE INC COM 03783310 10368 52343 SH SHARED 19 52343 D APPLE INC COM 03783310 6263 31620 SH SHARED 20 20655 10965 D APPLE INC COM 03783310 489 2470 SH SHR/OTHR 20 2470 D APPLE INC COM 03783310 993 5018 SH SHARED 21 1749 3269 D APPLE INC COM 03783310 505 2550 SH SHR/OTHR 21 2550 D APPLE INC COM 03783310 2273 11480 SH SHARED 22 9410 2070 D APPLE INC COM 03783310 427 2156 SH SHR/OTHR 22 2156 D APPLE INC COM 03783310 7818 39473 SH SHARED 23 29748 9725 D APPLE INC COM 03783310 5515 27845 SH SHR/OTHR 23 27845 D APPLE INC COM 03783310 158 800 SH SHARED 24 800 D APRIA HEALTHCARE GROUP INC NOTE 3.375% 9/0 037933AB 37387 37500000 PRN SHARED 7500000 D APRIA HEALTHCARE GROUP INC NOTE 3.375% 9/0 037933AB 6480 6500000 PRN SHARED 02 6500000 D APRIA HEALTHCARE GROUP INC COM 03793310 1832 84978 SH SHARED 84978 D APRIA HEALTHCARE GROUP INC COM 03793310 728 33795 SH SHARED 01 16995 16800 D APRIA HEALTHCARE GROUP INC COM 03793310 862 40000 SH SHR/OTHR 01 40000 D APRIA HEALTHCARE GROUP INC COM 03793310 44 2071 SH SHARED 02 2071 D APRIA HEALTHCARE GROUP INC COM 03793310 19262 893000 SH SHARED 10 893000 D APPLERA CORP COM AP BIO GRP 03802010 21269 627055 SH SHARED 627055 D APPLERA CORP COM AP BIO GRP 03802010 1909 56290 SH SHARED 01 46075 10215 D APPLERA CORP COM AP BIO GRP 03802010 286 8450 SH SHR/OTHR 01 8450 D APPLERA CORP COM AP BIO GRP 03802010 301 8883 SH SHARED 02 8883 D APPLERA CORP COM AP BIO GRP 03802010 1763 52000 SH SHARED 04 52000 D APPLERA CORP COM AP BIO GRP 03802010 80 2370 SH SHARED 06 2370 D APPLERA CORP COM AP BIO GRP 03802010 4815 141964 SH SHARED 10 141964 D APPLERA CORP COM AP BIO GRP 03802010 271 8000 SH SHARED 14 1400 6600 D APPLERA CORP COM AP BIO GRP 03802010 24 720 SH SHR/OTHR 21 720 D APPLERA CORP COM CELERA GRP 03802020 22 1396 SH SHARED 1396 D APPLERA CORP COM CELERA GRP 03802020 203 12829 SH SHARED 01 4475 8354 D APPLERA CORP COM CELERA GRP 03802020 3729 235000 SH SHARED 04 235000 D APPLERA CORP COM CELERA GRP 03802020 4461 281099 SH SHARED 10 281099 D APPLERA CORP COM CELERA GRP 03802020 101 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 0 1836 SH SHARED 1836 D APPLIED INDL TECHNOLOGIES IN COM 03820C10 374 12900 SH SHARED 12900 D APPLIED INDL TECHNOLOGIES IN COM 03820C10 470 16200 SH SHARED 01 16200 D APPLIED INDL TECHNOLOGIES IN COM 03820C10 15 525 SH SHARED 02 525 D APPLIED INDL TECHNOLOGIES IN COM 03820C10 795 27415 SH SHARED 10 27415 D APPLIED MICRO CIRCUITS CORP COM NEW 03822W40 134 15362 SH SHARED 15362 D APPLIED MICRO CIRCUITS CORP COM NEW 03822W40 4 500 SH SHARED 02 500 D APPLIED MICRO CIRCUITS CORP COM NEW 03822W40 204 23425 SH SHARED 10 23425 D APPLIED MATLS INC COM 03822210 58 3307 SH SHARED 850 2457 D APPLIED MATLS INC COM 03822210 97851 5509649 SH SHARED 5509649 D APPLIED MATLS INC COM 03822210 3980 224123 SH SHARED 01 166786 57337 D APPLIED MATLS INC COM 03822210 539 30375 SH SHR/OTHR 01 30375 D APPLIED MATLS INC COM 03822210 5267 296566 SH SHARED 02 296566 D APPLIED MATLS INC COM 03822210 20035 1128126 SH SHARED 04 1128126 D APPLIED MATLS INC COM 03822210 18673 1051438 SH SHARED 05 1051438 D APPLIED MATLS INC COM 03822210 1055 59409 SH SHARED 06 59409 D APPLIED MATLS INC COM 03822210 73174 4120164 SH SHARED 10 4120164 D APPLIED MATLS INC COM 03822210 709 39939 SH SHARED 14 39939 D APPLIED MATLS INC COM 03822210 4084 230000 SH SHARED 15 230000 D APPLIED MATLS INC COM 03822210 86 4850 SH SHARED 19 4850 D APPLIED MATLS INC COM 03822210 872 49135 SH SHARED 20 9890 39245 D APPLIED MATLS INC COM 03822210 1826 102836 SH SHR/OTHR 20 102836 D APPLIED MATLS INC COM 03822210 392 22128 SH SHARED 21 22128 D APPLIED MATLS INC COM 03822210 109 6150 SH SHARED 22 1250 4900 D APPLIED MATLS INC COM 03822210 1870 105300 SH SHARED 23 103300 2000 D APPLIED MATLS INC COM 03822210 675 38055 SH SHR/OTHR 23 38055 D APPLIED SIGNAL TECHNOLOGY IN COM 03823710 34 2558 SH SHARED 2558 D APTARGROUP INC COM 03833610 751 18363 SH SHARED 18363 D APTARGROUP INC COM 03833610 376 9200 SH SHARED 01 9200 D APTARGROUP INC COM 03833610 2986 73008 SH SHARED 10 73008 D APTARGROUP INC COM 03833610 7 192 SH SHARED 21 192 D APPROACH RESOURCES INC COM 03834A10 540 42000 SH SHARED 04 42000 D AQUA AMERICA INC COM 03836W10 32787 1546597 SH SHARED 1541597 5000 D AQUA AMERICA INC COM 03836W10 854 40323 SH SHARED 01 690 39633 D AQUA AMERICA INC COM 03836W10 3226 152213 SH SHARED 02 152213 D AQUA AMERICA INC COM 03836W10 12380 583967 SH SHARED 04 583967 D AQUA AMERICA INC COM 03836W10 15774 744095 SH SHARED 05 744095 D AQUA AMERICA INC COM 03836W10 16 800 SH SHARED 06 800 D AQUA AMERICA INC COM 03836W10 841 39705 SH SHARED 10 39705 D AQUA AMERICA INC COM 03836W10 141 6666 SH SHARED 22 6666 D AQUA AMERICA INC COM 03836W10 10 500 SH SHARED 23 500 D AQUILA INC COM 03840P10 5988 1605483 SH SHARED 1605483 D AQUILA INC COM 03840P10 514 138000 SH SHARED 01 17600 120400 D AQUILA INC COM 03840P10 66 17808 SH SHARED 02 17808 D AQUILA INC COM 03840P10 519 139200 SH SHARED 10 139200 D ARACRUZ CELULOSE S A SPON ADR PFD B 03849620 1011 13600 SH SHARED 13600 D ARACRUZ CELULOSE S A SPON ADR PFD B 03849620 10175 136854 SH SHARED 136854 D ARACRUZ CELULOSE S A SPON ADR PFD B 03849620 8030 108012 SH SHARED 01 108012 D ARACRUZ CELULOSE S A SPON ADR PFD B 03849620 9323 125400 SH SHARED 04 125400 D ARACRUZ CELULOSE S A SPON ADR PFD B 03849620 10275 138200 SH SHARED 10 138200 D ARBINET THEXCHANGE INC COM 03875P10 3222 532583 SH SHARED 532583 D ARBITRON INC COM 03875Q10 270 6504 SH SHARED 6504 D ARBITRON INC COM 03875Q10 36 889 SH SHARED 01 889 D ARBITRON INC COM 03875Q10 14 350 SH SHARED 02 350 D ARBITRON INC COM 03875Q10 739 17800 SH SHARED 10 17800 D ARBOR RLTY TR INC COM 03892310 226 14073 SH SHARED 14073 D ARCADIA RES INC COM 03920910 2 2161 SH SHARED 2161 D ARCH CHEMICALS INC COM 03937R10 4224 114957 SH SHARED 114957 D ARCH CHEMICALS INC COM 03937R10 407 11100 SH SHARED 01 9600 1500 D ARCH CHEMICALS INC COM 03937R10 3046 82897 SH SHARED 10 82897 D ARCELORMITTAL SA LUXEMBOURG NY REGISTRY SH 03938L10 8748 113109 SH SHARED 113109 D ARCELORMITTAL SA LUXEMBOURG NY REGISTRY SH 03938L10 2 35 SH SHARED 01 35 D ARCH COAL INC COM 03938010 13918 309771 SH SHARED 309771 D ARCH COAL INC COM 03938010 1963 43700 SH SHARED 01 400 43300 D ARCH COAL INC COM 03938010 1352 30104 SH SHARED 02 30104 D ARCH COAL INC COM 03938010 10333 230000 SH SHARED 04 230000 D ARCH COAL INC COM 03938010 31 700 SH SHARED 06 700 D ARCH COAL INC COM 03938010 503 11200 SH 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66033 SH SHARED 66033 D ARCTIC CAT INC COM 03967010 47 4000 SH SHARED 02 4000 D ARDEA BIOSCIENCES INC COM 03969P10 13737 897856 SH SHARED 897856 D ARDEN GROUP INC CL A 03976210 0 1 SH SHARED 1 D ARENA PHARMACEUTICALS INC COM 04004710 51 6572 SH SHARED 6572 D ARENA PHARMACEUTICALS INC COM 04004710 4434 566399 SH SHARED 04 566399 D ARENA PHARMACEUTICALS INC COM 04004710 441 56400 SH SHARED 10 56400 D ARENA RESOURCES INC COM 04004910 7193 172460 SH SHARED 172460 D ARENA RESOURCES INC COM 04004910 104 2500 SH SHARED 01 2500 D ARENA RESOURCES INC COM 04004910 14919 357700 SH SHARED 10 357700 D ARENA RESOURCES INC COM 04004910 47 1134 SH SHARED 21 1134 D ARGAN INC COM 04010E10 1 116 SH SHARED 116 D ARGAN INC COM 04010E10 103 7729 SH SHR/OTHR 01 7729 D ARES CAP CORP COM 04010L10 24390 1667169 SH SHARED 1667169 D ARES CAP CORP COM 04010L10 329 22500 SH SHARED 10 22500 D ARGON ST INC COM 04014910 96 5213 SH SHARED 5213 D ARGON ST INC COM 04014910 61 3325 SH SHARED 02 3325 D ARIAD PHARMACEUTICALS INC COM 04033A10 2 559 SH SHARED 559 D ARIAD PHARMACEUTICALS INC COM 04033A10 5 1316 SH SHARED 02 1316 D ARIAD PHARMACEUTICALS INC COM 04033A10 80 19000 SH SHARED 10 19000 D ARIBA INC COM NEW 04033V20 2395 214882 SH SHARED 214882 D ARIBA INC COM NEW 04033V20 61 5550 SH SHARED 01 5550 D ARIBA INC COM NEW 04033V20 457 41000 SH SHARED 04 41000 D ARIBA INC COM NEW 04033V20 357 32100 SH SHARED 10 32100 D ARISTOTLE CORP COM NEW 04044820 0 29 SH SHARED 29 D ARIZONA LD INCOME CORP CL A 04051510 0 40 SH SHARED 40 D ARK RESTAURANTS CORP COM 04071210 1 45 SH SHARED 45 D ARKANSAS BEST CORP DEL COM 04079010 1043 47569 SH SHARED 47569 D ARKANSAS BEST CORP DEL COM 04079010 33 1525 SH SHARED 02 1525 D ARKANSAS BEST CORP DEL COM 04079010 423 19300 SH SHARED 10 19300 D ARKANSAS BEST CORP DEL COM 04079010 18 851 SH SHARED 21 851 D ARM HLDGS PLC SPONSORED ADR 04206810 922 124607 SH SHARED 124607 D ARMSTRONG WORLD INDS INC NEW COM 04247X10 12 313 SH SHARED 313 D ARMSTRONG WORLD INDS INC NEW COM 04247X10 14383 358607 SH SHARED 02 358607 D ARMSTRONG WORLD INDS INC NEW COM 04247X10 144 3600 SH SHARED 10 3600 D AROTECH CORP COM NEW 04268220 0 337 SH SHARED 337 D ARQULE INC COM 04269E10 150 25983 SH SHARED 25983 D ARRIS GROUP INC COM 04269Q10 10939 1096138 SH SHARED 1096138 D ARRIS GROUP INC COM 04269Q10 96 9645 SH SHARED 01 9645 D ARRIS GROUP INC COM 04269Q10 63 6359 SH SHARED 02 6359 D ARRIS GROUP INC COM 04269Q10 17858 1789450 SH SHARED 10 1789450 D ARRAY BIOPHARMA INC COM 04269X10 7 833 SH SHARED 833 D ARRAY BIOPHARMA INC COM 04269X10 2602 309104 SH SHARED 04 309104 D ARRHYTHMIA RESH TECHNOLOGY I COM PAR $0.01 04269830 6 1004 SH SHARED 1004 D ARROW ELECTRS INC COM 04273510 2070 52702 SH SHARED 32702 20000 D ARROW ELECTRS INC COM 04273510 2486 63300 SH SHARED 01 26600 36700 D ARROW ELECTRS INC COM 04273510 125 3200 SH SHR/OTHR 01 3200 D ARROW ELECTRS INC COM 04273510 240 6132 SH SHARED 02 6132 D ARROW ELECTRS INC COM 04273510 27 700 SH SHARED 06 700 D ARROW ELECTRS INC COM 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13500 SH SHARED 01 13500 D ARVINMERITOR INC COM 04335310 54 4688 SH SHARED 02 4688 D ARVINMERITOR INC COM 04335310 282 24100 SH SHARED 10 24100 D ARYX THERAPEUTICS INC COM 04338710 1 130 SH SHARED 130 D ARYX THERAPEUTICS INC COM 04338710 2001 258300 SH SHARED 04 258300 D ASBURY AUTOMOTIVE GROUP INC COM 04343610 3542 235388 SH SHARED 235388 D ASBURY AUTOMOTIVE GROUP INC COM 04343610 1280 85100 SH SHARED 02 85100 D ASBURY AUTOMOTIVE GROUP INC COM 04343610 106 7100 SH SHARED 10 7100 D ASCENDIA BRANDS INC COM 04350910 0 514 SH SHARED 514 D ASCENT SOLAR TECHNOLOGIES IN COM 04363510 454 18281 SH SHARED 18281 D ASHFORD HOSPITALITY TR INC COM SHS 04410310 3 432 SH SHARED 432 D ASHFORD HOSPITALITY TR INC COM SHS 04410310 64 9000 SH SHARED 01 9000 D ASHFORD HOSPITALITY TR INC COM SHS 04410310 67 9412 SH SHARED 02 9412 D ASHFORD HOSPITALITY TR INC COM SHS 04410310 12563 1747400 SH SHARED 10 1747400 D ASHFORD HOSPITALITY TR INC COM SHS 04410310 44297 6160950 SH SHARED 11 6160950 D ASHLAND INC NEW 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SHARED 4500 D ASPECT MED SYS INC COM 04523510 53 3794 SH SHARED 02 3794 D ASPEN TECHNOLOGY INC COM 04532710 367 22672 SH SHARED 22672 D ASPEN TECHNOLOGY INC COM 04532710 260 16070 SH SHARED 01 16070 D ASPEN TECHNOLOGY INC COM 04532710 55 3450 SH SHARED 02 3450 D ASPEN TECHNOLOGY INC COM 04532710 1602 98800 SH SHARED 10 98800 D ASPENBIO PHARMA INC COM 04534610 3696 423945 SH SHARED 423945 D ASPREVA PHARMACEUTICALS CORP COM 04538T10 130 5000 SH SHARED 5000 D ASPYRA INC COM 04538V10 0 209 SH SHARED 209 D ASSET ACCEP CAP CORP COM 04543P10 13 1300 SH SHARED 1300 D ASSET ACCEP CAP CORP COM 04543P10 163 15725 SH SHARED 02 15725 D ASSET ACCEP CAP CORP COM 04543P10 14 1400 SH SHARED 10 1400 D ASSISTED LIVING CONCPT NEV N CL A 04544X10 897 119600 SH SHARED 119600 D ASSISTED LIVING CONCPT NEV N CL A 04544X10 229 30600 SH SHARED 10 30600 D ASSOCIATED BANC CORP COM 04548710 2371 87536 SH SHARED 87536 D ASSOCIATED BANC CORP COM 04548710 942 34782 SH SHARED 01 2085 32697 D ASSOCIATED BANC CORP COM 04548710 163 6019 SH SHARED 02 6019 D ASSOCIATED BANC CORP COM 04548710 30 1110 SH SHARED 06 1110 D ASSOCIATED BANC CORP COM 04548710 167 6200 SH SHARED 10 6200 D ASSOCIATED ESTATES RLTY CORP COM 04560410 32 3403 SH SHARED 3403 D ASSURANT INC COM 04621X10 6121 91509 SH SHARED 91509 D ASSURANT INC COM 04621X10 167 2500 SH SHARED 01 2500 D ASSURANT INC COM 04621X10 456 6829 SH SHARED 02 6829 D ASSURANT INC COM 04621X10 33 500 SH SHARED 06 500 D ASSURANT INC COM 04621X10 9458 141382 SH SHARED 10 141382 D ASTEA INTL INC COM NEW 04622E20 0 63 SH SHARED 63 D ASTEA INTL INC COM NEW 04622E20 2 475 SH SHARED 02 475 D ASTA FDG INC COM 04622010 14 567 SH SHARED 567 D ASTA FDG INC COM 04622010 8181 309450 SH SHARED 10 309450 D ASTA FDG INC COM 04622010 37 1428 SH SHARED 21 1428 D ASTEC INDS INC COM 04622410 378 10190 SH SHARED 10190 D ASTEC INDS INC COM 04622410 208 5600 SH SHARED 01 5600 D ASTEC INDS INC COM 04622410 11158 300043 SH SHARED 10 300043 D ASTORIA FINL CORP COM 04626510 4044 173806 SH SHARED 173806 D ASTORIA FINL CORP COM 04626510 1467 63075 SH SHARED 01 1625 61450 D ASTORIA FINL CORP COM 04626510 369 15866 SH SHARED 02 15866 D ASTORIA FINL CORP COM 04626510 286 12300 SH SHARED 10 12300 D ASTRAZENECA PLC SPONSORED ADR 04635310 232360 5426458 SH SHARED 5426458 D ASTRAZENECA PLC SPONSORED ADR 04635310 21 500 SH SHARED 01 500 D ASTRAZENECA PLC SPONSORED ADR 04635310 379 8868 SH SHARED 02 8868 D ASTRAZENECA PLC SPONSORED ADR 04635310 3 91 SH SHARED 21 91 D ASTRO-MED INC NEW COM 04638F10 1 129 SH SHARED 129 D ASTRONICS CORP COM 04643310 338 7963 SH SHARED 7963 D ASTRONICS CORP COM 04643310 34 800 SH SHARED 02 800 D ASYST TECHNOLOGY CORP COM 04648X10 179 54966 SH SHARED 54966 D ASYST TECHNOLOGY CORP COM 04648X10 27 8500 SH SHARED 01 8500 D ASYST TECHNOLOGY CORP COM 04648X10 0 164 SH SHARED 02 164 D ASYST TECHNOLOGY CORP COM 04648X10 423 130000 SH SHARED 10 130000 D ATARI INC COM NEW 04651M20 46 36624 SH SHARED 36624 D ATHENAHEALTH INC COM 04685W10 3 108 SH SHARED 108 D ATHEROS COMMUNICATIONS INC COM 04743P10 1958 64131 SH SHARED 64131 D ATHEROS COMMUNICATIONS INC COM 04743P10 590 19340 SH SHARED 01 19340 D ATHEROS COMMUNICATIONS INC COM 04743P10 11 392 SH SHARED 02 392 D ATHEROS COMMUNICATIONS INC COM 04743P10 19452 636940 SH SHARED 10 636940 D ATHEROGENICS INC NOTE 1.500% 2/0 047439AD 700 10000000 PRN SHARED 02 0000000 D ATHEROGENICS INC COM 04743910 7 19464 SH SHARED 19464 D ATLANTIC AMERN CORP COM 04820910 0 166 SH SHARED 166 D ATLANTIC COAST FED CORP COM 04842510 44 3714 SH SHARED 3714 D ATLANTIC SOUTHERN FINL GRP I COM 04887710 1 102 SH SHARED 102 D ATLANTIC TELE NETWORK INC COM NEW 04907920 188 5576 SH SHARED 5576 D ATLANTIC TELE NETWORK INC COM NEW 04907920 37 1100 SH SHARED 01 1100 D ATLANTIC TELE NETWORK INC COM NEW 04907920 8655 256225 SH SHARED 10 256225 D ATLANTIS PLASTICS INC COM 04915610 4 6891 SH SHARED 6891 D ATLAS AIR WORLDWIDE HLDGS IN COM NEW 04916420 88 1641 SH SHARED 1641 D ATLAS AIR WORLDWIDE HLDGS IN COM NEW 04916420 405 7470 SH SHARED 01 7470 D ATLAS AIR WORLDWIDE HLDGS IN COM NEW 04916420 401 7400 SH SHARED 02 7400 D ATLAS AIR WORLDWIDE HLDGS IN COM NEW 04916420 862 15900 SH SHARED 10 15900 D ATLAS AMER INC COM 04916710 4 84 SH SHARED 84 D ATLAS AMER INC COM 04916710 419 7082 SH SHARED 01 6950 132 D ATLAS AMER INC COM 04916710 43 733 SH SHR/OTHR 01 733 D ATLAS AMER INC COM 04916710 10 175 SH SHARED 02 175 D ATLAS AMER INC COM 04916710 11 200 SH SHARED 10 200 D ATLAS ENERGY RESOURCES LLC COM 04930310 14181 456137 SH SHARED 456137 D ATLAS ENERGY RESOURCES LLC COM 04930310 4669 150187 SH SHARED 150187 D ATLAS PIPELINE HOLDINGS LP COM UNITS LP 04939R10 9043 333334 SH SHARED 333334 D ATLAS PIPELINE HOLDINGS LP COM UNITS LP 04939R10 14404 530938 SH SHARED 530938 D ATLAS PIPELINE PARTNERS LP UNIT L P INT 04939210 131821 3076348 SH SHARED 3076348 D ATMEL CORP COM 04951310 13178 3050594 SH SHARED 3050594 D ATMEL CORP COM 04951310 656 151920 SH SHARED 01 18120 133800 D ATMEL CORP COM 04951310 91 21274 SH SHARED 02 21274 D ATMEL CORP COM 04951310 92 21500 SH SHARED 10 21500 D ATMOS ENERGY CORP COM 04956010 2815 100403 SH SHARED 100403 D ATMOS ENERGY CORP COM 04956010 178 6350 SH SHARED 01 6350 D ATMOS ENERGY CORP COM 04956010 227 8109 SH SHARED 02 8109 D ATMOS ENERGY CORP COM 04956010 187 6700 SH SHARED 10 6700 D ATMOS ENERGY CORP COM 04956010 5 190 SH SHARED 21 190 D ATRICURE INC COM 04963C20 3 241 SH SHARED 241 D ATRION CORP COM 04990410 5 40 SH SHARED 40 D ATRION CORP COM 04990410 25 200 SH SHARED 02 200 D ATWOOD OCEANICS INC COM 05009510 8825 88048 SH SHARED 88048 D ATWOOD OCEANICS INC COM 05009510 1184 11820 SH SHARED 01 11520 300 D ATWOOD OCEANICS INC COM 05009510 25 250 SH SHR/OTHR 01 250 D ATWOOD OCEANICS INC COM 05009510 63076 629250 SH SHARED 10 629250 D ATWOOD OCEANICS INC COM 05009510 51 509 SH SHARED 21 509 D AUDIBLE INC COM NEW 05069A30 4 506 SH SHARED 506 D AUDIBLE INC COM NEW 05069A30 19 2200 SH SHARED 02 2200 D AUDIOVOX CORP CL A 05075710 8 690 SH SHARED 690 D AURIZON MINES LTD COM 05155P10 3 1000 SH SHARED 1000 D AURIZON MINES LTD COM 05155P10 972 250000 SH SHARED 04 250000 D AURORA OIL & GAS CORP COM 05203610 3 2445 SH SHARED 2445 D AUTHENTIDATE HLDG CORP COM 05266610 0 897 SH SHARED 897 D AUTOBYTEL INC COM 05275N10 2232 811803 SH SHARED 811803 D AUTODESK INC COM 05276910 1 32 SH SHARED 32 D AUTODESK INC COM 05276910 25117 504770 SH SHARED 504770 D AUTODESK INC COM 05276910 1699 34144 SH SHARED 01 34144 D AUTODESK INC COM 05276910 336 6760 SH SHARED 02 6760 D AUTODESK INC COM 05276910 103 2070 SH SHARED 06 2070 D AUTODESK INC COM 05276910 7055 141796 SH SHARED 10 141796 D AUTODESK INC COM 05276910 460 9252 SH SHARED 14 9252 D AUTODESK INC COM 05276910 149 3000 SH SHARED 20 3000 D AUTODESK INC COM 05276910 49 1000 SH SHARED 22 1000 D AUTOLIV INC COM 05280010 5232 99268 SH SHARED 23168 76100 D AUTOLIV INC COM 05280010 1043 19790 SH SHARED 01 19790 D AUTOLIV INC COM 05280010 190 3609 SH SHARED 02 3609 D AUTOLIV INC COM 05280010 45462 862500 SH SHARED 10 784700 77800 D AUTOLIV INC COM 05280010 8 153 SH SHR/OTHR 23 153 D AUTOMATIC DATA PROCESSING IN COM 05301510 28715 644858 SH SHARED 644858 D AUTOMATIC DATA PROCESSING IN COM 05301510 3949 88704 SH SHARED 01 71304 17400 D AUTOMATIC DATA PROCESSING IN COM 05301510 1915 43017 SH SHR/OTHR 01 43017 D AUTOMATIC DATA PROCESSING IN COM 05301510 947 21270 SH SHARED 02 21270 D AUTOMATIC DATA PROCESSING IN COM 05301510 18324 411500 SH SHARED 04 411500 D AUTOMATIC DATA PROCESSING IN COM 05301510 12 270 SH SHARED 05 270 D AUTOMATIC DATA PROCESSING IN COM 05301510 242 5439 SH SHARED 06 5439 D AUTOMATIC DATA PROCESSING IN COM 05301510 11167 250796 SH SHARED 10 250196 600 D AUTOMATIC DATA PROCESSING IN COM 05301510 62 1400 SH SHR/OTHR 10 1400 D AUTOMATIC DATA PROCESSING IN COM 05301510 301 6772 SH SHARED 14 5000 1772 D AUTOMATIC DATA PROCESSING IN COM 05301510 187 4200 SH SHARED 20 4200 D AUTOMATIC DATA PROCESSING IN COM 05301510 89 2000 SH SHR/OTHR 20 2000 D AUTOMATIC DATA PROCESSING IN COM 05301510 1353 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SHARED 06 290 D AUTOZONE INC COM 05333210 53862 449195 SH SHARED 10 448495 700 D AUTOZONE INC COM 05333210 83 700 SH SHARED 14 700 D AUTOZONE INC COM 05333210 55 465 SH SHARED 20 300 165 D AUTOZONE INC COM 05333210 4 35 SH SHR/OTHR 20 35 D AUTOZONE INC COM 05333210 25 210 SH SHR/OTHR 21 210 D AUTOZONE INC COM 05333210 11 100 SH SHARED 22 100 D AUTOZONE INC COM 05333210 17 150 SH SHR/OTHR 23 150 D AVALON HLDGS CORP CL A 05343P10 0 68 SH SHARED 68 D AVALON PHARMACEUTICALS INC COM 05346P10 1 398 SH SHARED 398 D AVANIR PHARMACEUTICALS CL A NEW 05348P40 1 1110 SH SHARED 1110 D AVANEX CORP COM 05348W10 76 76393 SH SHARED 76393 D AVALONBAY CMNTYS INC COM 05348410 7373 78326 SH SHARED 77126 1200 D AVALONBAY CMNTYS INC COM 05348410 160 1700 SH SHARED 01 1700 D AVALONBAY CMNTYS INC COM 05348410 28 300 SH SHR/OTHR 01 300 D AVALONBAY CMNTYS INC COM 05348410 110 1171 SH SHARED 02 1171 D AVALONBAY CMNTYS INC COM 05348410 5 60 SH SHARED 05 60 D AVALONBAY CMNTYS INC COM 05348410 26439 280850 SH SHARED 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366684 SH SHARED 366684 D BANK MONTREAL QUE COM 06367110 46 827 SH SHARED 01 827 D BANK MONTREAL QUE COM 06367110 12 228 SH SHARED 05 228 D BANK MONTREAL QUE COM 06367110 130 2300 SH SHARED 06 2300 D BANK MONTREAL QUE COM 06367110 868 15352 SH SHARED 10 15352 D BANK MONTREAL QUE COM 06367110 592 10469 SH SHARED 14 10469 D BANK MUTUAL CORP NEW COM 06375010 422 40000 SH SHARED 40000 D BANK OF THE OZARKS INC COM 06390410 2 109 SH SHARED 109 D BANK OF THE OZARKS INC COM 06390410 1 75 SH SHARED 01 75 D BANK OF NEW YORK MELLON CORP COM 06405810 4061 83296 SH SHARED 62343 20953 D BANK OF NEW YORK MELLON CORP COM 06405810 74893 1535963 SH SHARED 1466663 69300 D BANK OF NEW YORK MELLON CORP COM 06405810 30548 626503 SH SHARED 01 527071 99432 D BANK OF NEW YORK MELLON CORP COM 06405810 20558 421632 SH SHR/OTHR 01 421632 D BANK OF NEW YORK MELLON CORP COM 06405810 4835 99162 SH SHARED 02 99162 D BANK OF NEW YORK MELLON CORP COM 06405810 1129 23162 SH SHARED 04 23162 D BANK OF NEW YORK MELLON CORP COM 06405810 1321 27100 SH SHARED 04 27100 D BANK OF NEW YORK MELLON CORP COM 06405810 22 464 SH SHARED 05 464 D BANK OF NEW YORK MELLON CORP COM 06405810 42518 871996 SH SHARED 06 871996 D BANK OF NEW YORK MELLON CORP COM 06405810 76697 1572961 SH SHARED 10 1508102 64859 D BANK OF NEW YORK MELLON CORP COM 06405810 3110 63792 SH SHARED 14 63792 D BANK OF NEW YORK MELLON CORP COM 06405810 6157 126289 SH SHARED 16 126289 D BANK OF NEW YORK MELLON CORP COM 06405810 8723 178903 SH SHARED 19 178903 D BANK OF NEW YORK MELLON CORP COM 06405810 4009 82235 SH SHARED 20 39390 42845 D BANK OF NEW YORK MELLON CORP COM 06405810 624 12810 SH SHR/OTHR 20 12810 D BANK OF NEW YORK MELLON CORP COM 06405810 328 6729 SH SHARED 21 6498 231 D BANK OF NEW YORK MELLON CORP COM 06405810 850 17440 SH SHARED 22 16075 1365 D BANK OF NEW YORK MELLON CORP COM 06405810 562 11531 SH SHR/OTHR 22 11531 D BANK OF NEW YORK MELLON CORP COM 06405810 9302 190777 SH SHARED 23 169377 21400 D BANK OF NEW YORK MELLON CORP COM 06405810 13716 281314 SH SHR/OTHR 23 281314 D BANK NOVA SCOTIA HALIFAX COM 06414910 12199 241571 SH SHARED 238771 2800 D BANK NOVA SCOTIA HALIFAX COM 06414910 67 1337 SH SHARED 01 1337 D BANK NOVA SCOTIA HALIFAX COM 06414910 87120 1725150 SH SHARED 04 1725150 D BANK NOVA SCOTIA HALIFAX COM 06414910 22 452 SH SHARED 05 452 D BANK NOVA SCOTIA HALIFAX COM 06414910 242 4800 SH SHARED 06 4800 D BANK NOVA SCOTIA HALIFAX COM 06414910 1982 39252 SH SHARED 10 39252 D BANK NOVA SCOTIA HALIFAX COM 06414910 483 9579 SH SHARED 14 9579 D BANK NOVA SCOTIA HALIFAX COM 06414910 3787 75000 SH SHARED 16 75000 D BANK OF THE CAROLINES CORP COM 06425J10 1 98 SH SHARED 98 D BANK SOUTH CAROLINA CORP COM 06506610 1 77 SH SHARED 77 D BANK VA CHESTERFIELD COM 06544P10 0 79 SH SHARED 79 D BANKATLANTIC BANCORP CL A 06590850 1766 430733 SH SHARED 430733 D BANKATLANTIC BANCORP CL A 06590850 60 14700 SH SHARED 10 14700 D BANKFINANCIAL CORP COM 06643P10 170 10785 SH SHARED 10785 D BANKRATE INC COM 06646V10 219 4566 SH SHARED 4566 D BANKRATE INC COM 06646V10 279 5820 SH SHARED 01 5820 D BANKRATE INC COM 06646V10 1510 31400 SH SHARED 05 31400 D BANKRATE INC COM 06646V10 16499 343100 SH SHARED 10 343100 D BANKS COM INC COM 06647010 0 84 SH SHARED 84 D BANKUNITED FINL CORP NOTE 3.125% 3/0 06652BAE 1316 2000000 PRN SHARED 2000000 D BANKUNITED FINL CORP CL A 06652B10 4735 686298 SH SHARED 686298 D BANKUNITED FINL CORP CL A 06652B10 165 23970 SH SHARED 01 23970 D BANKUNITED FINL CORP CL A 06652B10 1 275 SH SHARED 02 275 D BANKUNITED FINL CORP CL A 06652B10 1762 255500 SH SHARED 10 255500 D BANNER CORP COM 06652V10 537 18700 SH SHARED 10 18700 D BAR HBR BANKSHARES COM 06684910 2 75 SH SHARED 75 D BARCLAYS BK PLC DJAIG CMDTY 36 06738C77 4203 74750 SH SHARED 01 19087 55663 D BARCLAYS BK PLC DJAIG CMDTY 36 06738C77 175 3125 SH SHR/OTHR 01 3125 D BARCLAYS BK PLC DJAIG CMDTY 36 06738C77 1206 21455 SH SHARED 20 16320 5135 D BARCLAYS BK PLC DJAIG CMDTY 36 06738C77 873 15535 SH SHR/OTHR 20 15535 D BARCLAYS BK PLC DJAIG CMDTY 36 06738C77 180 3210 SH SHARED 21 3210 D BARCLAYS BK PLC DJAIG CMDTY 36 06738C77 179 3190 SH SHR/OTHR 21 3190 D BARCLAYS BK PLC DJAIG CMDTY 36 06738C77 720 12819 SH SHARED 22 12444 375 D BARCLAYS BK PLC DJAIG CMDTY 36 06738C77 579 10310 SH SHR/OTHR 22 10310 D BARCLAYS BK PLC DJAIG CMDTY 36 06738C77 28815 512436 SH SHARED 23 496141 16295 D BARCLAYS BK PLC DJAIG CMDTY 36 06738C77 8839 157187 SH SHR/OTHR 23 157187 D BARCLAYS PLC ADR 06738E20 5748 142385 SH SHARED 142385 D BARCLAYS PLC ADR 06738E20 50 1245 SH SHARED 01 1245 D BARCLAYS PLC ADR 06738E20 62 1550 SH SHARED 20 550 1000 D BARD C R INC COM 06738310 10016 105662 SH SHARED 105662 D BARD C R INC COM 06738310 1652 17434 SH SHARED 01 15569 1865 D BARD C R INC COM 06738310 132 1400 SH SHR/OTHR 01 1400 D BARD C R INC COM 06738310 3949 41665 SH SHARED 02 41665 D BARD C R INC COM 06738310 5839 61600 SH SHARED 04 61600 D BARD C R INC COM 06738310 5 60 SH SHARED 05 60 D BARD C R INC COM 06738310 6704 70720 SH SHARED 06 70720 D BARD C R INC COM 06738310 58142 613322 SH SHARED 10 590622 22700 D BARD C R INC COM 06738310 132 1400 SH SHARED 14 1400 D BARD C R INC COM 06738310 66 700 SH SHARED 21 700 D BARD C R INC COM 06738310 28 300 SH SHR/OTHR 23 300 D BARD C R INC COM 06738310 67 711 SH SHARED 24 711 D BARCLAYS BK PLC IP MSCI IND 36 06739F29 176 1800 SH SHARED 1800 D BARCLAYS BK PLC IP MSCI IND 36 06739F29 134 1375 SH SHARED 01 1375 D BARCLAYS BANK PLC SP ADR 7.1%PF3 06739H77 4 19930 PRN SHARED 02 19930 D BARE ESCENTUALS INC COM 06751110 102 4209 SH SHARED 4209 D BARNES & NOBLE INC COM 06777410 3456 100322 SH SHARED 69622 30700 D BARNES & NOBLE INC COM 06777410 1284 37300 SH SHARED 01 20100 17200 D BARNES & NOBLE INC COM 06777410 199 5779 SH SHARED 02 5779 D BARNES & NOBLE INC COM 06777410 9487 275404 SH SHARED 10 216604 58800 D BARNES & NOBLE INC COM 06777410 81 2380 SH SHARED 21 2380 D BARNES GROUP INC NOTE 3.750% 8/0 067806AB 10531 6250000 PRN SHARED 6250000 D BARNES GROUP INC NOTE 3.375% 3/1 067806AD 13933 10500000 PRN SHARED 0500000 D BARNES GROUP INC COM 06780610 224 6731 SH SHARED 6731 D BARNES GROUP INC COM 06780610 30 900 SH SHARED 01 900 D BARNES GROUP INC COM 06780610 176 5300 SH SHARED 02 5300 D BARNES GROUP INC COM 06780610 12462 373250 SH SHARED 10 373250 D BARRICK GOLD CORP COM 06790110 253329 6024477 SH SHARED 6017477 7000 D BARRICK GOLD CORP COM 06790110 120 2859 SH SHARED 01 2859 D BARRICK GOLD CORP COM 06790110 95307 2266525 SH SHARED 02 2266525 D BARRICK GOLD CORP COM 06790110 8325 198000 SH SHARED 04 198000 D BARRICK GOLD CORP COM 06790110 17 422 SH SHARED 05 422 D BARRICK GOLD CORP COM 06790110 180 4292 SH SHARED 06 4292 D BARRICK GOLD CORP COM 06790110 66144 1572995 SH SHARED 10 1572995 D BARRICK GOLD CORP COM 06790110 554 13190 SH SHARED 14 13190 D BARRICK GOLD CORP COM 06790110 40 965 SH SHARED 20 965 D BARRICK GOLD CORP COM 06790110 197 4707 SH SHR/OTHR 20 4707 D BARRICK GOLD CORP COM 06790110 13 330 SH SHARED 21 330 D BARRICK GOLD CORP COM 06790110 44 1050 SH SHR/OTHR 22 1050 D BARRICK GOLD CORP COM 06790110 168 4000 SH SHARED 23 4000 D BARRICK GOLD CORP COM 06790110 252 6000 SH SHR/OTHR 23 6000 D BARNWELL INDS INC COM 06822110 1835 148540 SH SHARED 148540 D BARR PHARMACEUTICALS INC COM 06830610 693 13064 SH SHARED 13064 D BARR PHARMACEUTICALS INC COM 06830610 5118 96393 SH SHARED 96393 D BARR PHARMACEUTICALS INC COM 06830610 738 13900 SH SHARED 01 12900 1000 D BARR PHARMACEUTICALS INC COM 06830610 381 7178 SH SHARED 02 7178 D BARR PHARMACEUTICALS INC COM 06830610 4270 80415 SH SHARED 10 80415 D BARRETT BILL CORP COM 06846N10 596 14257 SH SHARED 14257 D BARRETT BILL CORP COM 06846N10 628 15000 SH SHARED 01 4900 10100 D BARRETT BILL CORP COM 06846N10 269 6446 SH SHARED 02 6446 D BARRETT BILL CORP COM 06846N10 711 17000 SH SHARED 10 17000 D BARRETT BUSINESS SERVICES IN COM 06846310 495 27501 SH SHARED 27501 D BARRIER THERAPEUTICS INC COM 06850R10 2 577 SH SHARED 577 D BARRY R G CORP OHIO COM 06879810 136 19374 SH SHARED 19374 D BASIC ENERGY SVCS INC NEW COM 06985P10 159 7269 SH SHARED 7269 D BASIC ENERGY SVCS INC NEW COM 06985P10 125 5700 SH SHARED 01 5700 D BASIC ENERGY SVCS INC NEW COM 06985P10 364 16600 SH SHARED 10 16600 D BASIN WTR INC COM 07011T30 16 1968 SH SHARED 1968 D BASIN WTR INC COM 07011T30 141 17069 SH SHR/OTHR 01 17069 D BASIN WTR INC COM 07011T30 17 2100 SH SHARED 02 2100 D BASSETT FURNITURE INDS INC COM 07020310 4 511 SH SHARED 511 D BASSETT FURNITURE INDS INC COM 07020310 0 1 SH SHARED 01 1 D BASSETT FURNITURE INDS INC COM 07020310 18 1975 SH SHARED 02 1975 D BASSETT FURNITURE INDS INC COM 07020310 17 1900 SH SHARED 10 1900 D BAUER EDDIE HLDGS INC COM 07162510 946 149100 SH SHARED 10 149100 D BAXTER INTL INC COM 07181310 64796 1116220 SH SHARED 1012520 103700 D BAXTER INTL INC COM 07181310 6069 104562 SH SHARED 01 96512 8050 D BAXTER INTL INC COM 07181310 17 300 SH SHR/OTHR 01 300 D BAXTER INTL INC COM 07181310 663 11432 SH SHARED 02 11432 D BAXTER INTL INC COM 07181310 7 126 SH SHARED 04 126 D BAXTER INTL INC COM 07181310 8504 146500 SH SHARED 04 146500 D BAXTER INTL INC COM 07181310 16 290 SH SHARED 05 290 D BAXTER INTL INC COM 07181310 48439 834447 SH SHARED 06 834447 D BAXTER INTL INC COM 07181310 150182 2587120 SH SHARED 10 2521620 65500 D BAXTER INTL INC COM 07181310 1732 29841 SH SHARED 14 3600 26241 D BAXTER INTL INC COM 07181310 1953 33655 SH SHARED 20 10515 23140 D BAXTER INTL INC COM 07181310 52 900 SH SHR/OTHR 20 900 D BAXTER INTL INC COM 07181310 371 6399 SH SHARED 21 6399 D BAXTER INTL INC COM 07181310 785 13537 SH SHARED 22 5875 7662 D BAXTER INTL INC COM 07181310 194 3350 SH SHR/OTHR 22 3350 D BAXTER INTL INC COM 07181310 976 16825 SH SHARED 23 16825 D BAXTER INTL INC COM 07181310 3215 55395 SH SHR/OTHR 23 55395 D BAXTER INTL INC COM 07181310 120 2072 SH SHARED 24 2072 D BAY NATL CORP COM 07250010 0 55 SH SHARED 55 D BAYTEX ENERGY TR TRUST UNIT 07317610 13401 701300 SH SHARED 701300 D BBVA BANCO FRANCES S A SPONSORED ADR 07329M10 198 26200 SH SHARED 26200 D BBVA BANCO FRANCES S A SPONSORED ADR 07329M10 303 40000 SH SHARED 04 40000 D BE AEROSPACE INC COM 07330210 5964 112755 SH SHARED 112755 D BE AEROSPACE INC COM 07330210 3655 69100 SH SHARED 01 40400 28700 D BE AEROSPACE INC COM 07330210 2063 39000 SH SHR/OTHR 01 39000 D BE AEROSPACE INC COM 07330210 340 6436 SH SHARED 02 6436 D BE AEROSPACE INC COM 07330210 3174 60000 SH SHARED 04 60000 D BE AEROSPACE INC COM 07330210 56006 1058720 SH SHARED 10 1058720 D BE AEROSPACE INC COM 07330210 3 60 SH SHARED 21 60 D BEA SYS INC COM 07332510 37082 2349959 SH SHARED 2348959 1000 D BEA SYS INC COM 07332510 67 4265 SH SHARED 01 4265 D BEA SYS INC COM 07332510 1504 95350 SH SHARED 02 95350 D BEA SYS INC COM 07332510 2603 165000 SH SHARED 04 165000 D BEA SYS INC COM 07332510 4 300 SH SHARED 05 300 D BEA SYS INC COM 07332510 54 3470 SH SHARED 06 3470 D BEA SYS INC COM 07332510 272 17300 SH SHARED 10 17300 D BEA SYS INC COM 07332510 61 3917 SH SHARED 14 3917 D BEACH FIRST NATL BANCSHARES COM 07333410 1 124 SH SHARED 124 D BEACON FED BANCORP INC COM 07358210 268 26826 SH SHARED 26826 D BEACON POWER CORP COM 07367710 12 8510 SH SHARED 8510 D BEACON ROOFING SUPPLY INC COM 07368510 14 1775 SH SHARED 02 1775 D BEAR STEARNS COS INC COM 07390210 34839 394779 SH SHARED 394779 D BEAR STEARNS COS INC COM 07390210 2020 22890 SH SHARED 01 21290 1600 D BEAR STEARNS COS INC COM 07390210 151 1717 SH SHARED 02 1717 D BEAR STEARNS COS INC COM 07390210 97 1100 SH SHARED 06 1100 D BEAR STEARNS COS INC COM 07390210 4514 51157 SH SHARED 10 51157 D BEAR STEARNS COS INC COM 07390210 1 15 SH SHARED 20 15 D BEAR STEARNS COS INC COM 07390210 64 728 SH SHARED 21 728 D BEARINGPOINT INC COM 07400210 16 5901 SH SHARED 5901 D BEARINGPOINT INC COM 07400210 826 291881 SH SHARED 02 291881 D BEARINGPOINT INC COM 07400210 181 64100 SH SHARED 10 64100 D BEASLEY BROADCAST GROUP INC CL A 07401410 5 1051 SH SHARED 1051 D BEASLEY BROADCAST GROUP INC CL A 07401410 5 1000 SH SHARED 02 1000 D BEAZER HOMES USA INC COM 07556Q10 21500 2893688 SH SHARED 2893688 D BEAZER HOMES USA INC COM 07556Q10 3363 452650 SH SHARED 02 452650 D BEAZER HOMES USA INC COM 07556Q10 66 8900 SH SHARED 10 8900 D BEBE STORES INC COM 07557110 645 50174 SH SHARED 50174 D BEBE STORES INC COM 07557110 10138 788360 SH SHARED 10 788360 D BECKMAN COULTER INC COM 07581110 1013 13922 SH SHARED 13922 D BECKMAN COULTER INC COM 07581110 1485 20400 SH SHARED 01 1300 19100 D BECKMAN COULTER INC COM 07581110 916 12596 SH SHARED 02 12596 D BECKMAN COULTER INC COM 07581110 8736 120000 SH SHARED 04 120000 D BECKMAN COULTER INC COM 07581110 21 290 SH SHARED 06 290 D BECKMAN COULTER INC COM 07581110 12892 177100 SH SHARED 10 177100 D BECKMAN COULTER INC COM 07581110 21 300 SH SHARED 14 300 D BECTON DICKINSON & CO COM 07588710 66 800 SH SHARED 800 D BECTON DICKINSON & CO COM 07588710 593 7100 SH SHR/OTHR 7100 D BECTON DICKINSON & CO COM 07588710 18602 222567 SH SHARED 222567 D BECTON DICKINSON & CO COM 07588710 3114 37268 SH SHARED 01 36643 625 D BECTON DICKINSON & CO COM 07588710 160 1925 SH SHR/OTHR 01 1925 D BECTON DICKINSON & CO COM 07588710 1008 12063 SH SHARED 02 12063 D BECTON DICKINSON & CO COM 07588710 7020 84000 SH SHARED 04 84000 D BECTON DICKINSON & CO COM 07588710 6 80 SH SHARED 05 80 D BECTON DICKINSON & CO COM 07588710 188 2250 SH SHARED 06 2250 D BECTON DICKINSON & CO COM 07588710 44754 535470 SH SHARED 10 535470 D BECTON DICKINSON & CO COM 07588710 746 8936 SH SHARED 14 2500 6436 D BECTON DICKINSON & CO COM 07588710 3839 45935 SH SHARED 20 6350 39585 D BECTON DICKINSON & CO COM 07588710 2102 25150 SH SHR/OTHR 20 25150 D BECTON DICKINSON & CO COM 07588710 33 401 SH SHARED 21 275 126 D BECTON DICKINSON & CO COM 07588710 33 400 SH SHR/OTHR 21 400 D BECTON DICKINSON & CO COM 07588710 779 9332 SH SHARED 22 2400 6932 D BECTON DICKINSON & CO COM 07588710 170 2040 SH SHR/OTHR 22 2040 D BECTON DICKINSON & CO COM 07588710 654 7825 SH SHARED 23 7825 D BECTON DICKINSON & CO COM 07588710 2189 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 12914 439421 SH SHARED 439421 D BED BATH & BEYOND INC COM 07589610 817 27825 SH SHARED 01 27100 725 D BED BATH & BEYOND INC COM 07589610 36 1250 SH SHR/OTHR 01 1250 D BED BATH & BEYOND INC COM 07589610 5988 203752 SH SHARED 02 203752 D BED BATH & BEYOND INC COM 07589610 5 200 SH SHARED 05 200 D BED BATH & BEYOND INC COM 07589610 78 2660 SH SHARED 06 2660 D BED BATH & BEYOND INC COM 07589610 5360 182408 SH SHARED 10 182408 D BED BATH & BEYOND INC COM 07589610 213 7250 SH SHARED 20 2400 4850 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 408 13900 SH SHR/OTHR 23 13900 D BEL FUSE INC CL B 07734730 373 12775 SH SHARED 12775 D BEL FUSE INC CL B 07734730 134 4600 SH SHARED 10 4600 D BELDEN INC COM 07745410 697 15664 SH SHARED 15664 D BELDEN INC COM 07745410 520 11700 SH SHARED 01 11700 D BELDEN INC COM 07745410 8051 180930 SH SHARED 10 180930 D BELL INDS INC COM 07810710 0 209 SH SHARED 209 D BELL MICROPRODUCTS INC COM 07813710 5 951 SH SHARED 951 D BELO CORP COM SER A 08055510 26113 1497359 SH SHARED 1497359 D BELO CORP COM SER A 08055510 523 30000 SH SHARED 01 30000 D BELO CORP COM SER A 08055510 1805 103545 SH SHR/OTHR 01 103545 D BELO CORP COM SER A 08055510 87 5015 SH SHARED 02 5015 D BELO CORP COM SER A 08055510 535 30700 SH SHARED 10 30700 D BEMIS INC COM 08143710 2677 97800 SH SHARED 97800 D BEMIS INC COM 08143710 390 14269 SH SHARED 01 14269 D BEMIS INC COM 08143710 54 1995 SH SHARED 02 1995 D BEMIS INC COM 08143710 1067 39002 SH SHARED 10 39002 D BEMIS INC COM 08143710 139 5100 SH SHARED 21 5100 D BENCHMARK ELECTRS INC COM 08160H10 1133 63944 SH SHARED 63944 D BENCHMARK ELECTRS INC COM 08160H10 221 12500 SH SHARED 01 12500 D BENCHMARK ELECTRS INC COM 08160H10 50 2823 SH SHARED 02 2823 D BENCHMARK ELECTRS INC COM 08160H10 667 37650 SH SHARED 10 37650 D BENCHMARK ELECTRS INC COM 08160H10 148 8355 SH SHARED 21 8355 D BENEFICIAL MUTUAL BANCORP IN COM 08173R10 1819 187190 SH SHARED 187190 D BENIHANA INC COM 08204710 150 11900 SH SHARED 10 11900 D BENIHANA INC CL A 08204720 0 10 SH SHARED 10 D BENIHANA INC CL A 08204720 963 75600 SH SHARED 10 75600 D BENJAMIN FRANKLIN BANCORP IN COM 08207310 9 758 SH SHARED 758 D BENTLEY PHARMACEUTICALS INC COM 08265710 89 5902 SH SHARED 5902 D BENTLEY PHARMACEUTICALS INC COM 08265710 21 1400 SH SHARED 01 1400 D BENTLEY PHARMACEUTICALS INC COM 08265710 184 12200 SH SHARED 10 12200 D BERKLEY W R CORP COM 08442310 9821 329477 SH SHARED 329477 D BERKLEY W R CORP COM 08442310 2757 92501 SH SHARED 01 34151 58350 D BERKLEY W R CORP COM 08442310 62 2100 SH SHR/OTHR 01 2100 D BERKLEY W R CORP COM 08442310 1295 43465 SH SHARED 02 43465 D BERKLEY W R CORP COM 08442310 37 1255 SH SHARED 06 1255 D BERKLEY W R CORP COM 08442310 14697 493031 SH SHARED 10 439131 53900 D BERKLEY W R CORP COM 08442310 618 20744 SH SHARED 14 20744 D BERKLEY W R CORP COM 08442310 14 500 SH SHARED 20 500 D BERKLEY W R CORP COM 08442310 9 320 SH SHR/OTHR 21 320 D BERKLEY W R CORP COM 08442310 17 600 SH SHARED 22 600 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 0 118 SH SHARED 107 11 D BERKSHIRE HATHAWAY INC DEL CL A 08467010 0 83 SH SHARED 01 1 82 D BERKSHIRE HATHAWAY INC DEL CL A 08467010 0 28 SH SHR/OTHR 01 28 D BERKSHIRE HATHAWAY INC DEL CL A 08467010 0 3 SH SHARED 20 2 1 D BERKSHIRE HATHAWAY INC DEL CL A 08467010 0 19 SH SHR/OTHR 20 19 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 99 21 SH SHARED 21 D BERKSHIRE HATHAWAY INC DEL CL B 08467020 7771 1641 SH SHARED 1441 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85041 SH SHARED 23 10085 74956 D BURLINGTON NORTHN SANTA FE C COM 12189T10 9335 112170 SH SHR/OTHR 23 112170 D BUSINESS OBJECTS S A SPONSORED ADR 12328X10 18965 311416 SH SHARED 311416 D BUSINESS OBJECTS S A SPONSORED ADR 12328X10 992 16300 SH SHARED 02 16300 D BWAY HOLDING COMPANY COM 12429T10 2 307 SH SHARED 307 D BWAY HOLDING COMPANY COM 12429T10 13 1400 SH SHARED 02 1400 D C&D TECHNOLOGIES INC COM 12466110 3 587 SH SHARED 587 D CAE INC COM 12476510 590 44168 SH SHARED 44168 D CAE INC COM 12476510 18 1400 SH SHARED 01 1400 D CAE INC COM 12476510 17428 1303550 SH SHARED 10 1303550 D CAS MED SYS INC COM PAR $0.004 12476920 1 238 SH SHARED 238 D CAI INTERNATIONAL INC COM 12477X10 1 171 SH SHARED 171 D CAI INTERNATIONAL INC COM 12477X10 8 800 SH SHARED 02 800 D CBIZ INC NOTE 3.125% 6/0 124805AB 9990 9250000 PRN SHARED 9250000 D CBIZ INC COM 12480510 18 1868 SH SHARED 1868 D CBIZ INC COM 12480510 118 12052 SH SHARED 02 12052 D CBL & ASSOC PPTYS INC COM 12483010 4880 204112 SH SHARED 204112 D CBL & ASSOC PPTYS INC COM 12483010 59 2500 SH SHARED 01 2500 D CBL & ASSOC PPTYS INC COM 12483010 19 800 SH SHARED 02 800 D CBL & ASSOC PPTYS INC COM 12483010 6061 253500 SH SHARED 10 253500 D CBL & ASSOC PPTYS INC COM 12483010 67912 2840350 SH SHARED 11 2840350 D CBS CORP NEW CL A 12485710 9 347 SH SHARED 01 347 D CBS CORP NEW CL A 12485710 0 3 SH SHARED 02 3 D CBS CORP NEW CL B 12485720 74435 2731581 SH SHARED 2731581 D CBS CORP NEW CL B 12485720 3495 128287 SH SHARED 01 126888 1399 D CBS CORP NEW CL B 12485720 15 577 SH SHR/OTHR 01 577 D CBS CORP NEW CL B 12485720 1368 50234 SH SHARED 02 50234 D CBS CORP NEW CL B 12485720 5450 200000 SH SHARED 04 200000 D CBS CORP NEW CL B 12485720 6 235 SH SHARED 05 235 D CBS CORP NEW CL B 12485720 179 6590 SH SHARED 06 6590 D CBS CORP NEW CL B 12485720 33686 1236191 SH SHARED 10 1038691 197500 D CBS CORP NEW CL B 12485720 778 28579 SH SHARED 14 28579 D CBS CORP NEW CL B 12485720 369 13575 SH SHARED 15 13575 D CBS CORP NEW CL B 12485720 155 5700 SH SHARED 19 5700 D CBS CORP NEW CL B 12485720 8 300 SH SHARED 20 300 D CBS CORP NEW CL B 12485720 14 550 SH SHARED 21 550 D CBS CORP NEW CL B 12485720 212 7812 SH SHARED 22 7812 D CBS CORP NEW CL B 12485720 4 175 SH SHR/OTHR 22 175 D CBS CORP NEW CL B 12485720 24 900 SH SHARED 23 400 500 D CBS CORP NEW CL B 12485720 251 9228 SH SHR/OTHR 23 9228 D CCA INDS INC COM 12486710 20 2084 SH SHARED 2084 D CCF HLDG CO COM 12487X10 0 74 SH SHARED 74 D CBRL GROUP INC COM 12489V10 974 30074 SH SHARED 30074 D CBRL GROUP INC COM 12489V10 369 11395 SH SHARED 01 2495 8900 D CBRL GROUP INC COM 12489V10 36 1125 SH SHARED 02 1125 D CBRL GROUP INC COM 12489V10 498 15400 SH SHARED 10 15400 D CB RICHARD ELLIS GROUP INC CL A 12497T10 9 450 SH SHARED 450 D CB RICHARD ELLIS GROUP INC CL A 12497T10 5260 244088 SH SHARED 244088 D CB RICHARD ELLIS GROUP INC CL A 12497T10 3287 152555 SH SHARED 01 114970 37585 D CB RICHARD ELLIS GROUP INC CL A 12497T10 417 19360 SH SHR/OTHR 01 19360 D CB RICHARD ELLIS GROUP INC CL A 12497T10 461 21433 SH SHARED 02 21433 D CB RICHARD ELLIS GROUP INC CL A 12497T10 3 150 SH SHARED 05 150 D CB RICHARD ELLIS GROUP INC CL A 12497T10 100 4650 SH SHARED 06 4650 D CB RICHARD ELLIS GROUP INC CL A 12497T10 1939 89977 SH SHARED 10 89977 D CB RICHARD ELLIS GROUP INC CL A 12497T10 247 11495 SH SHARED 14 11495 D CB RICHARD ELLIS GROUP INC CL A 12497T10 38 1770 SH SHARED 20 1500 270 D CB RICHARD ELLIS GROUP INC CL A 12497T10 9 440 SH SHR/OTHR 20 440 D CB RICHARD ELLIS GROUP INC CL A 12497T10 21 1000 SH SHARED 21 1000 D CB RICHARD ELLIS GROUP INC CL A 12497T10 156 7239 SH SHARED 22 7239 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 116 5415 SH SHARED 23 5320 95 D CB RICHARD ELLIS GROUP INC CL A 12497T10 31 1440 SH SHR/OTHR 23 1440 D CBRE REALTY FINANCE INC COM 12498B30 2356 441240 SH SHARED 441240 D C COR INC COM 12501010 1798 163524 SH SHARED 163524 D C COR INC COM 12501010 0 14 SH SHARED 02 14 D C D I CORP COM 12507110 46 1928 SH SHARED 1928 D C D I CORP COM 12507110 13 550 SH SHARED 01 550 D C D I CORP COM 12507110 3 146 SH SHARED 02 146 D C D I CORP COM 12507110 271 11200 SH SHARED 10 11200 D CEC ENTMT INC COM 12513710 155 5973 SH SHARED 5973 D CEC ENTMT INC COM 12513710 1902 73282 SH SHARED 10 73282 D CECO ENVIRONMENTAL CORP COM 12514110 900 82019 SH SHARED 82019 D CE FRANKLIN LTD COM 12515110 664 102389 SH SHARED 102389 D CFS BANCORP INC COM 12525D10 7 525 SH SHARED 525 D CF INDS HLDGS INC COM 12526910 9626 87469 SH SHARED 87469 D CF INDS HLDGS INC COM 12526910 3863 35100 SH SHARED 01 19950 15150 D CF INDS HLDGS INC COM 12526910 2124 19300 SH SHR/OTHR 01 19300 D CF INDS HLDGS INC COM 12526910 250 2276 SH SHARED 02 2276 D CF INDS HLDGS INC COM 12526910 11006 100000 SH SHARED 05 100000 D CF INDS HLDGS INC COM 12526910 68506 622450 SH SHARED 10 622450 D CHC HELICOPTER CORP CL A SUB VTG 12541C20 5 200 SH SHARED 200 D CH ENERGY GROUP INC COM 12541M10 4 100 SH SHARED 100 D CH ENERGY GROUP INC COM 12541M10 8 200 SH SHARED 01 200 D CH ENERGY GROUP INC COM 12541M10 262 5900 SH SHARED 10 5900 D CH ENERGY GROUP INC COM 12541M10 89 2000 SH SHARED 23 2000 D C H ROBINSON WORLDWIDE INC COM NEW 12541W20 8193 151390 SH SHARED 151390 D C H ROBINSON WORLDWIDE INC COM NEW 12541W20 422 7800 SH SHARED 01 7800 D C H ROBINSON WORLDWIDE INC COM NEW 12541W20 432 8000 SH SHR/OTHR 01 8000 D C H ROBINSON WORLDWIDE INC COM NEW 12541W20 136 2525 SH SHARED 02 2525 D C H ROBINSON WORLDWIDE INC COM NEW 12541W20 86 1600 SH SHARED 06 1600 D C H ROBINSON WORLDWIDE INC COM NEW 12541W20 5618 103820 SH SHARED 10 103820 D C H ROBINSON WORLDWIDE INC COM NEW 12541W20 18 333 SH SHARED 21 333 D CIGNA CORP COM 12550910 22842 425139 SH SHARED 425139 D CIGNA CORP COM 12550910 3510 65337 SH SHARED 01 64917 420 D CIGNA CORP COM 12550910 2346 43681 SH SHARED 02 43681 D CIGNA CORP COM 12550910 9 180 SH SHARED 05 180 D CIGNA CORP COM 12550910 200 3730 SH SHARED 06 3730 D CIGNA CORP COM 12550910 20276 377386 SH SHARED 10 377386 D CIGNA CORP COM 12550910 495 9216 SH SHARED 20 216 9000 D CIGNA CORP COM 12550910 11 222 SH SHARED 21 222 D CIGNA CORP COM 12550910 950 17694 SH SHARED 23 17694 D CIGNA CORP COM 12550910 483 9000 SH SHR/OTHR 23 9000 D CIT GROUP INC COM 12558110 19 792 SH SHARED 792 D CIT GROUP INC COM 12558110 8057 335319 SH SHARED 335319 D CIT GROUP INC COM 12558110 922 38371 SH SHARED 01 38371 D CIT GROUP INC COM 12558110 971 40413 SH SHARED 02 40413 D CIT GROUP INC COM 12558110 9 393 SH SHARED 04 393 D CIT GROUP INC COM 12558110 1489 62000 SH SHARED 04 62000 D CIT GROUP INC COM 12558110 2 110 SH SHARED 05 110 D CIT GROUP INC COM 12558110 8367 348217 SH SHARED 06 348217 D CIT GROUP INC COM 12558110 71263 2965597 SH SHARED 10 2965597 D CIT GROUP INC COM 12558110 404 16844 SH SHARED 14 16844 D CIT GROUP INC COM 12558110 1119 46571 SH SHARED 16 46571 D CIT GROUP INC UNIT 99/99/9999 12558140 26554 1408000 SH SHARED 1408000 D CKE RESTAURANTS INC NOTE 4.000%10/0 12561EAG 1171 750000 PRN SHARED 750000 D CKE RESTAURANTS INC COM 12561E10 342 25945 SH SHARED 25945 D CKE RESTAURANTS INC COM 12561E10 34 2600 SH SHARED 01 2600 D CKE RESTAURANTS INC COM 12561E10 856 64921 SH SHARED 10 64921 D CLECO CORP NEW COM 12561W10 2003 72051 SH SHARED 72051 D CLECO CORP NEW COM 12561W10 394 14200 SH SHARED 01 14200 D CLECO CORP NEW COM 12561W10 353 12725 SH SHARED 02 12725 D CLECO CORP NEW COM 12561W10 1867 67172 SH SHARED 10 67172 D CLECO CORP NEW COM 12561W10 111 4000 SH SHR/OTHR 23 4000 D CKX INC COM 12562M10 8694 724568 SH SHARED 724568 D CKX INC COM 12562M10 15 1275 SH SHARED 02 1275 D CKX LANDS INC COM 12562N10 0 51 SH SHARED 51 D CME GROUP INC COM 12572Q10 48998 71426 SH SHARED 71426 D CME GROUP INC COM 12572Q10 3464 5050 SH SHARED 01 5020 30 D CME GROUP INC COM 12572Q10 2689 3920 SH SHARED 02 3920 D CME GROUP INC COM 12572Q10 2058 3000 SH SHARED 04 3000 D CME GROUP INC COM 12572Q10 11675 17020 SH SHARED 05 17020 D CME GROUP INC COM 12572Q10 298 435 SH SHARED 06 435 D CME GROUP INC COM 12572Q10 74925 109221 SH SHARED 10 105207 4014 D CME GROUP INC COM 12572Q10 4116 6000 SH SHARED 15 6000 D CME GROUP INC COM 12572Q10 20758 30260 SH SHARED 23 30260 D CME GROUP INC COM 12572Q10 1454 2120 SH SHR/OTHR 23 2120 D CME GROUP INC COM 12572Q10 96 140 SH SHARED 24 140 D CMGI INC COM NEW 12575030 212 16266 SH SHARED 15866 400 D CMGI INC COM NEW 12575030 19 1500 SH SHARED 01 1500 D CMGI INC COM NEW 12575030 1036 79220 SH SHARED 10 79220 D CMGI INC COM NEW 12575030 0 70 SH SHARED 20 70 D CMS ENERGY CORP NOTE 2.875%12/0 125896AW 1132 847000 PRN SHARED 02 847000 D CMS ENERGY CORP COM 12589610 3424 197029 SH SHARED 197029 D CMS ENERGY CORP COM 12589610 1054 60690 SH SHARED 01 60690 D CMS ENERGY CORP COM 12589610 1528 87918 SH SHARED 02 87918 D CMS ENERGY CORP COM 12589610 5515 317323 SH SHARED 10 317323 D CMS ENERGY CORP COM 12589610 86 5000 SH SHR/OTHR 23 5000 D CPI CORP COM 12590210 5430 230603 SH SHARED 230603 D CSS INDS INC COM 12590610 1606 43761 SH SHARED 43761 D CSS INDS INC COM 12590610 613 16711 SH SHARED 01 16711 D CSS INDS INC COM 12590610 1846 50300 SH SHARED 10 50300 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 45 9100 SH SHARED 9100 D CSK AUTO CORP COM 12596510 3 700 SH SHARED 02 700 D CSK AUTO CORP COM 12596510 70 14000 SH SHARED 10 14000 D CNA FINL CORP COM 12611710 9953 295176 SH SHARED 295176 D CNA FINL CORP COM 12611710 273 8124 SH SHARED 01 8124 D CNA FINL CORP COM 12611710 11 350 SH SHARED 02 350 D CNA FINL CORP COM 12611710 994 29500 SH SHARED 10 29500 D CNA SURETY CORP COM 12612L10 72 3673 SH SHARED 3673 D CNA SURETY CORP COM 12612L10 161 8150 SH SHARED 02 8150 D CNA SURETY CORP COM 12612L10 174 8800 SH SHARED 10 8800 D CNB FINL CORP PA COM 12612810 3 223 SH SHARED 223 D CNET NETWORKS INC COM 12613R10 16613 1817683 SH SHARED 1817683 D CNET NETWORKS INC COM 12613R10 35 3900 SH SHARED 01 3900 D CNET NETWORKS INC COM 12613R10 625 68400 SH SHARED 04 68400 D CNET NETWORKS INC COM 12613R10 746 81700 SH SHARED 10 81700 D CNOOC LTD SPONSORED ADR 12613210 99 592 SH SHARED 592 D CNOOC LTD SPONSORED ADR 12613210 301 1799 SH SHARED 21 1799 D CPFL ENERGIA S A SPONSORED ADR 12615310 402 7100 SH SHARED 7100 D CP HOLDRS DEP RCPTS CP 12616K10 29 200 SH SHR/OTHR 23 200 D CNX GAS CORP COM 12618H30 27 856 SH SHARED 856 D CNX GAS CORP COM 12618H30 169 5300 SH SHARED 02 5300 D CNX GAS CORP COM 12618H30 146 4600 SH SHARED 10 4600 D CNX GAS CORP COM 12618H30 16 515 SH SHARED 21 515 D CPI INTERNATIONAL INC COM 12618M10 4 279 SH SHARED 279 D CRA INTL INC COM 12618T10 110 2326 SH SHARED 2326 D CRH PLC ADR 12626K20 46 1325 SH SHARED 1325 D CRH PLC ADR 12626K20 34 990 SH SHARED 21 990 D CSG SYS INTL INC COM 12634910 464 31555 SH SHARED 31555 D CSG SYS INTL INC COM 12634910 207 14100 SH SHARED 01 2000 12100 D CSG SYS INTL INC COM 12634910 530 36007 SH SHARED 02 36007 D CSG SYS INTL INC COM 12634910 4132 280711 SH SHARED 10 280711 D CSP INC COM 12638910 0 75 SH SHARED 75 D CSX CORP COM 12640810 1567344 35637664 SH SHARED 5596160 41500 D CSX CORP COM 12640810 3363 76470 SH SHARED 01 64470 12000 D CSX CORP COM 12640810 27977 636149 SH SHARED 02 636149 D CSX CORP COM 12640810 7 180 SH SHARED 05 180 D CSX CORP COM 12640810 184 4200 SH SHARED 06 4200 D CSX CORP COM 12640810 30341 689900 SH SHARED 10 689900 D CSX CORP COM 12640810 441 10032 SH SHARED 23 10032 D CSX CORP COM 12640810 976 22200 SH SHR/OTHR 23 22200 D CTC MEDIA INC COM 12642X10 183 6086 SH SHARED 6086 D CTS CORP COM 12650110 3 365 SH SHARED 365 D CTS CORP COM 12650110 368 37100 SH SHARED 10 37100 D CVB FINL CORP COM 12660010 66 6449 SH SHARED 6449 D CVB FINL CORP COM 12660010 82 8018 SH SHARED 01 8018 D CVB FINL CORP COM 12660010 309 29900 SH SHARED 02 29900 D CVB FINL CORP COM 12660010 189 18332 SH SHARED 10 18332 D CVB FINL CORP COM 12660010 4 408 SH SHARED 21 408 D CVD EQUIPMENT CORP COM 12660110 0 88 SH SHARED 88 D CVR ENERGY INC COM 12662P10 3688 147876 SH SHARED 147876 D CVR ENERGY INC COM 12662P10 4 200 SH SHARED 01 200 D CVS CAREMARK CORPORATION COM 12665010 710 17869 SH SHARED 17869 D CVS CAREMARK CORPORATION COM 12665010 206169 5186661 SH SHARED 4975761 210900 D CVS CAREMARK CORPORATION COM 12665010 7392 185974 SH SHARED 01 161576 24398 D CVS CAREMARK CORPORATION COM 12665010 19372 487361 SH SHR/OTHR 01 487361 D CVS CAREMARK CORPORATION COM 12665010 28621 720046 SH SHARED 02 720046 D CVS CAREMARK CORPORATION COM 12665010 129570 3259636 SH SHARED 04 3259636 D CVS CAREMARK CORPORATION COM 12665010 1855 46680 SH SHARED 05 46680 D CVS CAREMARK CORPORATION COM 12665010 50173 1262222 SH SHARED 06 1262222 D CVS CAREMARK CORPORATION COM 12665010 68050 1711968 SH SHARED 10 1595368 116600 D CVS CAREMARK CORPORATION COM 12665010 1009 25401 SH SHARED 14 12700 12701 D CVS CAREMARK CORPORATION COM 12665010 2385 60000 SH SHARED 15 60000 D CVS CAREMARK CORPORATION COM 12665010 6650 167301 SH SHARED 16 167301 D CVS CAREMARK CORPORATION COM 12665010 194 4900 SH SHARED 20 1837 3063 D CVS CAREMARK CORPORATION COM 12665010 355 8942 SH SHARED 21 5913 3029 D CVS CAREMARK CORPORATION COM 12665010 432 10891 SH SHARED 22 6220 4671 D CVS CAREMARK CORPORATION COM 12665010 19 500 SH SHR/OTHR 22 500 D CVS CAREMARK CORPORATION COM 12665010 1823 45873 SH SHARED 23 35812 10061 D CVS CAREMARK CORPORATION COM 12665010 4799 120749 SH SHR/OTHR 23 120749 D CV THERAPEUTICS INC NOTE 2.000% 5/1 126667AD 3431 3908000 PRN SHARED 3908000 D CV THERAPEUTICS INC NOTE 2.000% 5/1 126667AD 439 500000 PRN SHARED 02 500000 D CV THERAPEUTICS INC NOTE 2.750% 5/1 126667AF 1082 1296000 PRN SHARED 02 1296000 D CV THERAPEUTICS INC COM 12666710 759 83953 SH SHARED 83953 D CV THERAPEUTICS INC COM 12666710 6 700 SH SHARED 10 700 D CA INC COM 12673P10 13501 541142 SH SHARED 541142 D CA INC COM 12673P10 1865 74773 SH SHARED 01 74773 D CA INC COM 12673P10 297 11929 SH SHARED 02 11929 D CA INC COM 12673P10 7 300 SH SHARED 05 300 D CA INC COM 12673P10 104 4190 SH SHARED 06 4190 D CA INC COM 12673P10 4910 196795 SH SHARED 10 196795 D CA INC COM 12673P10 1 67 SH SHARED 14 67 D CABELAS INC COM 12680430 5 344 SH SHARED 344 D CABELAS INC COM 12680430 176 11700 SH SHARED 01 11700 D CABELAS INC COM 12680430 6584 436900 SH SHARED 10 436900 D CABLEVISION SYS CORP CL A NY CABLVS 12686C10 12967 529281 SH SHARED 529281 D CABLEVISION SYS CORP CL A NY CABLVS 12686C10 37 1538 SH SHARED 01 1538 D CABLEVISION SYS CORP CL A NY CABLVS 12686C10 194 7925 SH SHARED 02 7925 D CABLEVISION SYS CORP CL A NY CABLVS 12686C10 44 1820 SH SHARED 06 1820 D CABLEVISION SYS CORP CL A NY CABLVS 12686C10 316 12900 SH SHARED 10 12900 D CABLEVISION SYS CORP CL A NY CABLVS 12686C10 110 4520 SH SHARED 21 4520 D CABLEVISION SYS CORP CL A NY CABLVS 12686C10 245 10000 SH SHARED 23 10000 D CABOT CORP COM 12705510 321 9653 SH SHARED 9653 D CABOT CORP COM 12705510 610 18300 SH SHARED 01 18300 D CABOT CORP COM 12705510 103 3093 SH SHARED 02 3093 D CABOT CORP COM 12705510 93 2800 SH SHARED 10 2800 D CABOT MICROELECTRONICS CORP COM 12709P10 322 8994 SH SHARED 8994 D CABOT MICROELECTRONICS CORP COM 12709P10 9 259 SH SHARED 10 259 D CABOT OIL & GAS CORP COM 12709710 2722 67447 SH SHARED 67447 D CABOT OIL & GAS CORP COM 12709710 159 3950 SH SHARED 01 3950 D CABOT OIL & GAS CORP COM 12709710 2779 68850 SH SHARED 02 68850 D CABOT OIL & GAS CORP COM 12709710 213 5300 SH SHARED 10 5300 D CACHE INC COM NEW 12715030 134 14374 SH SHARED 14374 D CACI INTL INC CL A 12719030 330 7382 SH SHARED 7382 D CACI INTL INC CL A 12719030 335 7500 SH SHARED 01 7500 D CACI INTL INC CL A 12719030 69 1550 SH SHARED 02 1550 D CACI INTL INC CL A 12719030 22033 492150 SH SHARED 10 492150 D CACI INTL INC CL A 12719030 1320 29500 SH SHARED 14 29500 D CACI INTL INC CL A 12719030 42 950 SH SHR/OTHR 23 950 D CADBURY SCHWEPPES PLC ADR 12720930 4704 95291 SH SHARED 95291 D CADBURY SCHWEPPES PLC ADR 12720930 246 5000 SH SHARED 21 5000 D CADBURY SCHWEPPES PLC ADR 12720930 123 2500 SH SHARED 23 2500 D CADENCE FINL CORP COM 12738A10 17 1193 SH SHARED 1193 D CADENCE PHARMACEUTICALS INC COM 12738T10 5 388 SH SHARED 02 388 D CADENCE DESIGN SYSTEM INC NOTE 8/1 127387AB 4608 4000000 PRN SHARED 4000000 D CADENCE DESIGN SYSTEM INC COM 12738710 29774 1750420 SH SHARED 1750420 D CADENCE DESIGN SYSTEM INC COM 12738710 1732 101859 SH SHARED 01 10459 91400 D CADENCE DESIGN SYSTEM INC COM 12738710 462 27163 SH SHARED 02 27163 D CADENCE DESIGN SYSTEM INC COM 12738710 43 2580 SH SHARED 06 2580 D CADENCE DESIGN SYSTEM INC COM 12738710 862 50700 SH SHARED 10 50700 D CADENCE DESIGN SYSTEM INC COM 12738710 258 15200 SH SHARED 14 15200 D CADIZ INC COM NEW 12753720 341 16274 SH SHARED 16274 D CAESARS ENTMT INC FRNT 4/1 127687AB 3141 2315000 PRN SHARED 02 2315000 D CAGLES INC CL A 12770310 0 45 SH SHARED 45 D CAL DIVE INTL INC NOTE 3.250%12/1 127914AB 80932 54500000 PRN SHARED 4500000 D CAL DIVE INTL INC NOTE 3.250%12/1 127914AB 3638 2450000 PRN SHARED 02 2450000 D CAL DIVE INTL INC DEL COM 12802T10 131 9925 SH SHARED 9925 D CAL DIVE INTL INC DEL COM 12802T10 142 10790 SH SHARED 01 10790 D CAL DIVE INTL INC DEL COM 12802T10 228 17264 SH SHARED 10 17264 D CAL MAINE FOODS INC COM NEW 12803020 384 14486 SH SHARED 14486 D CAL MAINE FOODS INC COM NEW 12803020 31 1200 SH SHARED 01 1200 D CAL MAINE FOODS INC COM NEW 12803020 1201 45300 SH SHARED 10 45300 D CALAMOS CONV & HIGH INCOME F COM SHS 12811P10 5 447 SH SHARED 447 D CALAMOS ASSET MGMT INC CL A 12811R10 1757 59008 SH SHARED 59008 D CALAMOS ASSET MGMT INC CL A 12811R10 378 12719 SH SHARED 02 12719 D CALAMOS ASSET MGMT INC CL A 12811R10 501 16836 SH SHARED 10 16836 D CALAMP CORP COM 12812610 3 1097 SH SHARED 1097 D CALAVO GROWERS INC COM 12824610 5 303 SH SHARED 303 D CALAVO GROWERS INC COM 12824610 26 1400 SH SHARED 02 1400 D CALGON CARBON CORP COM 12960310 105 6613 SH SHARED 6613 D CALGON CARBON CORP COM 12960310 252 15900 SH SHARED 10 15900 D CALIFORNIA COASTAL CMNTYS IN COM NEW 12991520 1856 315719 SH SHARED 315719 D CALIFORNIA COASTAL CMNTYS IN COM NEW 12991520 16 2725 SH SHARED 02 2725 D CALIFORNIA COASTAL CMNTYS IN COM NEW 12991520 1323 225000 SH SHARED 10 225000 D CALIFORNIA FIRST NTNL BANCOR COM 13022210 0 59 SH SHARED 59 D CALIFORNIA MICRO DEVICES COR COM 13043910 2 599 SH SHARED 599 D CALIFORNIA PIZZA KITCHEN INC COM 13054D10 315 20250 SH SHARED 20250 D CALIFORNIA PIZZA KITCHEN INC COM 13054D10 43 2795 SH SHARED 01 2795 D CALIFORNIA PIZZA KITCHEN INC COM 13054D10 778 50000 SH SHARED 02 50000 D CALIFORNIA PIZZA KITCHEN INC COM 13054D10 315 20250 SH SHARED 10 20250 D CALIFORNIA WTR SVC GROUP COM 13078810 115 3121 SH SHARED 3121 D CALIFORNIA WTR SVC GROUP COM 13078810 624 16870 SH SHARED 10 16870 D CALIPER LIFE SCIENCES INC COM 13087210 14 2543 SH SHARED 2543 D CALIPER LIFE SCIENCES INC COM 13087210 31 5700 SH SHARED 02 5700 D CALLAWAY GOLF CO COM 13119310 371 21298 SH SHARED 21298 D CALLAWAY GOLF CO COM 13119310 367 21100 SH SHARED 01 1800 19300 D CALLAWAY GOLF CO COM 13119310 17 1000 SH SHR/OTHR 01 1000 D CALLAWAY GOLF CO COM 13119310 126 7265 SH SHARED 02 7265 D CALLAWAY GOLF CO COM 13119310 12373 709900 SH SHARED 10 709900 D CALLISTO PHARMACEUTICALS NEW COM 1312EM10 0 1022 SH SHARED 1022 D CALLIDUS SOFTWARE INC COM 13123E50 2 502 SH SHARED 502 D CALLIDUS SOFTWARE INC COM 13123E50 17 3400 SH SHARED 02 3400 D CALLON PETE CO DEL COM 13123X10 8 536 SH SHARED 536 D CALLWAVE INC DEL COM 13126N10 0 250 SH SHARED 250 D CALUMET SPECIALTY PRODS PTNR UT LTD PARTNER 13147610 13 378 SH SHARED 378 D CAM COMM SOLUTIONS INC COM 13191610 12 308 SH SHARED 308 D CAMBREX CORP COM 13201110 445 53156 SH SHARED 53156 D CAMBREX CORP COM 13201110 59 7100 SH SHARED 01 7100 D CAMBREX CORP COM 13201110 2829 337600 SH SHARED 10 337600 D CAMCO FINL CORP COM 13261810 2 188 SH SHARED 188 D CAMDEN NATL CORP COM 13303410 15 532 SH SHARED 532 D CAMDEN NATL CORP COM 13303410 5 200 SH SHARED 02 200 D CAMDEN NATL CORP COM 13303410 116 4100 SH SHARED 10 4100 D CAMDEN PPTY TR SH BEN INT 13313110 1443 29974 SH SHARED 29974 D CAMDEN PPTY TR SH BEN INT 13313110 871 18100 SH SHARED 01 18100 D CAMDEN PPTY TR SH BEN INT 13313110 145 3031 SH SHARED 02 3031 D CAMDEN PPTY TR SH BEN INT 13313110 125 2600 SH SHARED 10 2600 D CAMDEN PPTY TR SH BEN INT 13313110 19 400 SH SHARED 14 400 D CAMECO CORP COM 13321L10 13 350 SH SHARED 350 D CAMECO CORP COM 13321L10 17430 437853 SH SHARED 416453 21400 D CAMECO CORP COM 13321L10 147 3714 SH SHARED 01 1314 2400 D CAMECO CORP COM 13321L10 101956 2561072 SH SHARED 04 2561072 D CAMECO CORP COM 13321L10 7 200 SH SHARED 05 200 D CAMECO CORP COM 13321L10 29465 740160 SH SHARED 06 740160 D CAMECO CORP COM 13321L10 1172 29450 SH SHARED 10 29450 D CAMECO CORP COM 13321L10 1356 34068 SH SHARED 14 33000 1068 D CAMECO CORP COM 13321L10 4898 123044 SH SHARED 16 123044 D CAMECO CORP COM 13321L10 99 2500 SH SHARED 23 2500 D CAMECO CORP COM 13321L10 119 3000 SH SHR/OTHR 23 3000 D CAMERON INTERNATIONAL CORP COM 13342B10 2126 44183 SH SHARED 32908 11275 D CAMERON INTERNATIONAL CORP COM 13342B10 9295 193132 SH SHARED 193132 D CAMERON INTERNATIONAL CORP COM 13342B10 35370 734902 SH SHARED 01 455558 279344 D CAMERON INTERNATIONAL CORP COM 13342B10 7368 153106 SH SHR/OTHR 01 153106 D CAMERON INTERNATIONAL CORP COM 13342B10 610 12682 SH SHARED 02 12682 D CAMERON INTERNATIONAL CORP COM 13342B10 6261 130090 SH SHARED 05 130090 D CAMERON INTERNATIONAL CORP COM 13342B10 48 1000 SH SHARED 06 1000 D CAMERON INTERNATIONAL CORP COM 13342B10 10255 213071 SH SHARED 10 159401 53670 D CAMERON INTERNATIONAL CORP COM 13342B10 336 7000 SH SHARED 14 7000 D CAMERON INTERNATIONAL CORP COM 13342B10 4297 89297 SH SHARED 19 89297 D CAMERON INTERNATIONAL CORP COM 13342B10 4715 97970 SH SHARED 20 51080 46890 D CAMERON INTERNATIONAL CORP COM 13342B10 1774 36870 SH SHR/OTHR 20 36870 D CAMERON INTERNATIONAL CORP COM 13342B10 248 5156 SH SHARED 21 4988 168 D CAMERON INTERNATIONAL CORP COM 13342B10 115 2400 SH SHR/OTHR 21 2400 D CAMERON INTERNATIONAL CORP COM 13342B10 1793 37262 SH SHARED 22 31194 6068 D CAMERON INTERNATIONAL CORP COM 13342B10 202 4200 SH SHR/OTHR 22 4200 D CAMERON INTERNATIONAL CORP COM 13342B10 2985 62032 SH SHARED 23 50432 11600 D CAMERON INTERNATIONAL CORP COM 13342B10 4377 90950 SH SHR/OTHR 23 90950 D CAMERON INTERNATIONAL CORP COM 13342B10 819 17036 SH SHARED 24 17036 D CAMPBELL SOUP CO COM 13442910 9028 252699 SH SHARED 252699 D CAMPBELL SOUP CO COM 13442910 6139 171823 SH SHARED 01 161223 10600 D CAMPBELL SOUP CO COM 13442910 132 3700 SH SHR/OTHR 01 3700 D CAMPBELL SOUP CO COM 13442910 5731 160410 SH SHARED 02 160410 D CAMPBELL SOUP CO COM 13442910 1393 39000 SH SHARED 04 39000 D CAMPBELL SOUP CO COM 13442910 7 200 SH SHARED 05 200 D CAMPBELL SOUP CO COM 13442910 74 2080 SH SHARED 06 2080 D CAMPBELL SOUP CO COM 13442910 3548 99327 SH SHARED 10 99327 D CAMPBELL SOUP CO COM 13442910 296 8300 SH SHARED 14 8300 D CAMPBELL SOUP CO COM 13442910 4756 133125 SH SHARED 16 133125 D CAMPBELL SOUP CO COM 13442910 800 22400 SH SHARED 20 14400 8000 D CAMPBELL SOUP CO COM 13442910 142 4000 SH SHR/OTHR 22 4000 D CAMPBELL SOUP CO COM 13442910 114 3200 SH SHR/OTHR 23 3200 D CDN IMPERIAL BK OF COMMERCE COM 13606910 280 3932 SH SHARED 3932 D CDN IMPERIAL BK OF COMMERCE COM 13606910 20665 289306 SH SHARED 288506 800 D CDN IMPERIAL BK OF COMMERCE COM 13606910 36 514 SH SHARED 01 514 D CDN IMPERIAL BK OF COMMERCE COM 13606910 28572 400000 SH SHARED 04 400000 D CDN IMPERIAL BK OF COMMERCE COM 13606910 7 103 SH SHARED 05 103 D CDN IMPERIAL BK OF COMMERCE COM 13606910 122 1720 SH SHARED 06 1720 D CDN IMPERIAL BK OF COMMERCE COM 13606910 394 5520 SH SHARED 10 5520 D CDN IMPERIAL BK OF COMMERCE COM 13606910 444 6227 SH SHARED 14 6227 D CANADIAN NATL RY CO COM 13637510 19 415 SH SHARED 415 D CANADIAN NATL RY CO COM 13637510 66661 1420442 SH SHARED 1418442 2000 D CANADIAN NATL RY CO COM 13637510 421 8976 SH SHARED 01 3776 5200 D CANADIAN NATL RY CO COM 13637510 56 1200 SH SHR/OTHR 01 1200 D CANADIAN NATL RY CO COM 13637510 14501 309011 SH SHARED 04 309011 D CANADIAN NATL RY CO COM 13637510 13367 284829 SH SHARED 05 284829 D CANADIAN NATL RY CO COM 13637510 3434 73189 SH SHARED 06 73189 D CANADIAN NATL RY CO COM 13637510 39204 835391 SH SHARED 10 835391 D CANADIAN NATL RY CO COM 13637510 55 1176 SH SHARED 14 1176 D CANADIAN NATL RY CO COM 13637510 3503 74646 SH SHARED 16 74646 D CANADIAN NATL RY CO COM 13637510 21 460 SH SHARED 21 460 D CANADIAN NATL RY CO COM 13637510 61 1300 SH SHARED 24 1300 D CANADIAN NAT RES LTD COM 13638510 24903 340492 SH SHARED 338692 1800 D CANADIAN NAT RES LTD COM 13638510 145 1992 SH SHARED 01 1992 D CANADIAN NAT RES LTD COM 13638510 10897 149000 SH SHARED 04 149000 D CANADIAN NAT RES LTD COM 13638510 21 300 SH SHARED 05 300 D CANADIAN NAT RES LTD COM 13638510 219 3000 SH SHARED 06 3000 D CANADIAN NAT RES LTD COM 13638510 5536 75700 SH SHARED 10 75700 D CANADIAN NAT RES LTD COM 13638510 2254 30826 SH SHARED 14 30826 D CANADIAN NAT RES LTD COM 13638510 31 435 SH SHR/OTHR 23 435 D CANADIAN PAC RY LTD COM 13645T10 44 692 SH SHARED 692 D CANADIAN PAC RY LTD COM 13645T10 7801 120695 SH SHARED 120695 D CANADIAN PAC RY LTD COM 13645T10 130 2025 SH SHARED 01 900 1125 D CANADIAN PAC RY LTD COM 13645T10 2585 40000 SH SHARED 04 40000 D CANADIAN PAC RY LTD COM 13645T10 10 155 SH SHARED 05 155 D CANADIAN PAC RY LTD COM 13645T10 51 800 SH SHARED 06 800 D CANADIAN PAC RY LTD COM 13645T10 659 10200 SH SHARED 10 10200 D CANADIAN PAC RY LTD COM 13645T10 216 3350 SH SHARED 20 3350 D CANADIAN PAC RY LTD COM 13645T10 12 195 SH SHARED 21 195 D CANADIAN SOLAR INC COM 13663510 3479 123600 SH SHARED 123600 D CANDELA CORP COM 13690710 3 601 SH SHARED 601 D CANARGO ENERGY CORP COM 13722510 12 14000 SH SHARED 14000 D CANETIC RES TR COM 13751310 4214 313781 SH SHARED 313781 D CANETIC RES TR COM 13751310 6 500 SH SHARED 14 500 D CANO PETE INC COM 13780110 6 964 SH SHARED 964 D CANO PETE INC COM 13780110 25 3700 SH SHARED 02 3700 D CANO PETE INC COM 13780110 13 2000 SH SHR/OTHR 22 2000 D CANON INC ADR 13800630 254 5551 SH SHARED 5551 D CANON INC ADR 13800630 40 892 SH SHARED 01 442 450 D CANON INC ADR 13800630 2804 61200 SH SHARED 10 61200 D CANON INC ADR 13800630 61 1350 SH SHARED 21 1350 D CANTEL MEDICAL CORP COM 13809810 0 28 SH SHARED 28 D CANTERBURY PARK HOLDING CORP COM 13811E10 0 72 SH SHARED 72 D CANYON RESOURCES CORP COM NEW 13886930 0 1383 SH SHARED 1383 D CAPE FEAR BK CORP COM 13938010 1 92 SH SHARED 92 D CAPELLA EDUCATION COMPANY COM 13959410 117 1800 SH SHARED 01 1800 D CAPITAL CITY BK GROUP INC COM 13967410 16 591 SH SHARED 591 D CAPITAL CITY BK GROUP INC COM 13967410 138 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 3 285 SH SHARED 285 D CAPITAL CORP OF THE WEST COM NEW 14006520 10 531 SH SHARED 531 D CAPITAL CORP OF THE WEST COM NEW 14006520 50 2600 SH SHARED 10 2600 D CAPLEASE INC COM 14028810 6 780 SH SHARED 780 D CAPLEASE INC COM 14028810 9957 1182550 SH SHARED 10 1182550 D CAPITAL ONE FINL CORP COM 14040H10 921 19488 SH SHARED 19488 D CAPITAL ONE FINL CORP COM 14040H10 25603 541764 SH SHARED 541764 D CAPITAL ONE FINL CORP COM 14040H10 2691 56960 SH SHARED 01 56888 72 D CAPITAL ONE FINL CORP COM 14040H10 0 3 SH SHR/OTHR 01 3 D CAPITAL ONE FINL CORP COM 14040H10 397 8414 SH SHARED 02 8414 D CAPITAL ONE FINL CORP COM 14040H10 9 200 SH SHARED 05 200 D CAPITAL ONE FINL CORP COM 14040H10 170 3610 SH SHARED 06 3610 D CAPITAL ONE FINL CORP COM 14040H10 14810 313381 SH SHARED 10 283581 29800 D CAPITAL ONE FINL CORP COM 14040H10 326 6900 SH SHARED 14 6900 D CAPITAL ONE FINL CORP COM 14040H10 1 27 SH SHARED 20 27 D CAPITAL ONE FINL CORP COM 14040H10 1 40 SH SHR/OTHR 23 40 D CAPITAL PPTYS INC R I COM 14043010 0 36 SH SHARED 36 D CAPITAL SR LIVING CORP COM 14047510 634 63927 SH SHARED 63927 D CAPITAL SR LIVING CORP COM 14047510 29 3000 SH SHARED 10 3000 D CAPITAL SOUTHWEST CORP COM 14050110 2 18 SH SHARED 18 D CAPITAL SOUTHWEST CORP COM 14050110 236 2000 SH SHARED 10 2000 D CAPITAL TRUST INC MD CL A NEW 14052H50 434 14162 SH SHARED 14162 D CAPITAL TRUST INC MD CL A NEW 14052H50 134 4400 SH SHARED 02 4400 D CAPITAL TRUST INC MD CL A NEW 14052H50 199 6500 SH SHARED 10 6500 D CAPITOL ACQUISITION CORP DEL COM 14055E10 1166 129644 SH SHARED 129644 D CAPITOL ACQUISITION CORP DEL *W EXP 11/08/201 14055E11 97 110245 SH SHARED 110245 D CAPITALSOURCE INC COM 14055X10 18187 1033974 SH SHARED 1033974 D CAPITALSOURCE INC COM 14055X10 121 6900 SH SHARED 01 6900 D CAPITALSOURCE INC COM 14055X10 7 400 SH SHARED 02 400 D CAPITALSOURCE INC COM 14055X10 80 4600 SH SHARED 10 4600 D CAPITALSOURCE INC COM 14055X10 52 3000 SH SHARED 23 3000 D CAPITALSOURCE INC COM 14055X10 52 3000 SH SHR/OTHR 23 3000 D CAPITALSOUTH BANCORP COM 14056A10 0 106 SH SHARED 106 D CAPITOL BANCORP LTD COM 14056D10 0 42 SH SHARED 42 D CAPITOL BANCORP LTD COM 14056D10 1 94 SH SHARED 02 94 D CAPITOL FED FINL COM 14057C10 296 9570 SH SHARED 9570 D CAPITOL FED FINL COM 14057C10 3 100 SH SHARED 01 100 D CAPITOL FED FINL COM 14057C10 151 4900 SH SHARED 02 4900 D CAPITOL FED FINL COM 14057C10 163 5290 SH SHARED 10 5290 D CAPSTONE TURBINE CORP COM 14067D10 36 22373 SH SHARED 22373 D CAPSTEAD MTG CORP PFD B CV $1.26 14067E30 53 4200 SH SHARED 23 4200 D CAPSTEAD MTG CORP COM NO PAR 14067E50 238 18115 SH SHARED 18115 D CAPSTEAD MTG CORP COM NO PAR 14067E50 48 3700 SH SHARED 02 3700 D CAPSTEAD MTG CORP COM NO PAR 14067E50 11871 900000 SH SHARED 11 900000 D CAPTARIS INC COM 14071N10 15 3531 SH SHARED 3531 D CARACO PHARMACEUTICAL LABS L COM 14075T10 99 5804 SH SHARED 5804 D CARACO PHARMACEUTICAL LABS L COM 14075T10 24 1400 SH SHARED 01 1400 D CARACO PHARMACEUTICAL LABS L COM 14075T10 492 28700 SH SHARED 10 28700 D CARBO CERAMICS INC COM 14078110 556 14967 SH SHARED 14967 D CARBO CERAMICS INC COM 14078110 74 2000 SH SHARED 01 2000 D CARBO CERAMICS INC COM 14078110 70 1899 SH SHARED 10 1899 D CARBO CERAMICS INC COM 14078110 6 163 SH SHARED 21 163 D CARAUSTAR INDS INC COM 14090910 2 758 SH SHARED 758 D CARDERO RES CORP COM 14140U10 0 68 SH SHARED 68 D CARDIAC SCIENCE CORP COM 14141A10 4 537 SH SHARED 537 D CARDICA INC COM 14141R10 132 13008 SH SHARED 13008 D CARDINAL FINL CORP COM 14149F10 22 2379 SH SHARED 2379 D CARDINAL FINL CORP COM 14149F10 27 3001 SH SHARED 02 3001 D CARDINAL HEALTH INC COM 14149Y10 101932 1765063 SH SHARED 1765063 D CARDINAL HEALTH INC COM 14149Y10 3253 56343 SH SHARED 01 56343 D CARDINAL HEALTH INC COM 14149Y10 1639 28384 SH SHARED 02 28384 D CARDINAL HEALTH INC COM 14149Y10 10 190 SH SHARED 05 190 D CARDINAL HEALTH INC COM 14149Y10 214 3720 SH SHARED 06 3720 D CARDINAL HEALTH INC COM 14149Y10 13194 228468 SH SHARED 10 228468 D CARDINAL HEALTH INC COM 14149Y10 410 7102 SH SHARED 14 7102 D CARDINAL HEALTH INC COM 14149Y10 1271 22019 SH SHARED 20 5650 16369 D CARDINAL HEALTH INC COM 14149Y10 287 4975 SH SHR/OTHR 20 4975 D CARDINAL HEALTH INC COM 14149Y10 40 700 SH SHARED 23 700 D CARDINAL HEALTH INC COM 14149Y10 85 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 1790 200700 SH SHARED 04 200700 D CARDIOME PHARMA CORP COM NEW 14159U20 777 87200 SH SHARED 10 87200 D CARDIOME PHARMA CORP COM NEW 14159U20 53 6000 SH SHARED 14 6000 D CARDIOME PHARMA CORP COM NEW 14159U20 22 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 3 313 SH SHARED 313 D CARDTRONICS INC COM 14161H10 18384 1818439 SH SHARED 02 1818439 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 4477 178114 SH SHARED 178114 D CAREER EDUCATION CORP COM 14166510 903 35920 SH SHARED 01 5620 30300 D CAREER EDUCATION CORP COM 14166510 135 5406 SH SHARED 02 5406 D CAREER EDUCATION CORP COM 14166510 200 7974 SH SHARED 10 7974 D CAREER EDUCATION CORP COM 14166510 1236 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 2507 67726 SH SHARED 67726 D CARLISLE COS INC COM 14233910 947 25600 SH SHARED 01 7800 17800 D CARLISLE COS INC COM 14233910 701 18937 SH SHARED 02 18937 D CARLISLE COS INC COM 14233910 151 4100 SH SHARED 10 4100 D CARMAX INC COM 14313010 857 43410 SH SHARED 43410 D CARMAX INC COM 14313010 1585 80297 SH SHARED 01 14097 66200 D CARMAX INC COM 14313010 223 11329 SH SHARED 02 11329 D CARMAX INC COM 14313010 20 1040 SH SHARED 06 1040 D CARMAX INC COM 14313010 2483 125772 SH SHARED 10 125772 D CARMIKE CINEMAS INC COM 14343640 10 1430 SH SHARED 1430 D CARMIKE CINEMAS INC COM 14343640 58 8100 SH SHARED 02 8100 D CARMIKE CINEMAS INC COM 14343640 55 7600 SH SHARED 10 7600 D CARNIVAL PLC ADR 14365C10 361 8228 SH SHARED 8228 D CARNIVAL CORP DBCV 2.000% 4/1 143658AN 584 500000 PRN SHARED 500000 D CARNIVAL CORP NOTE 10/2 143658AS 757 1000000 PRN SHARED 1000000 D CARNIVAL CORP NOTE 10/2 143658AS 13867 18319008 PRN SHARED 02 8319008 D CARNIVAL CORP PAIRED CTF 14365830 10 242 SH SHARED 242 D CARNIVAL CORP PAIRED CTF 14365830 144734 3253199 SH SHARED 3251699 1500 D CARNIVAL CORP PAIRED CTF 14365830 2342 52659 SH SHARED 01 52659 D CARNIVAL CORP PAIRED CTF 14365830 24182 543544 SH SHARED 02 543544 D CARNIVAL CORP PAIRED CTF 14365830 200 4500 SH SHARED 04 4500 D CARNIVAL CORP PAIRED CTF 14365830 10 240 SH SHARED 05 240 D CARNIVAL CORP PAIRED CTF 14365830 181 4080 SH SHARED 06 4080 D CARNIVAL CORP PAIRED CTF 14365830 18790 422343 SH SHARED 10 422343 D CARNIVAL CORP PAIRED CTF 14365830 24 549 SH SHARED 14 549 D CARNIVAL CORP PAIRED CTF 14365830 33 750 SH SHARED 20 750 D CARNIVAL CORP PAIRED CTF 14365830 38 860 SH SHR/OTHR 20 860 D CARNIVAL CORP PAIRED CTF 14365830 5 115 SH SHARED 21 115 D CARNIVAL CORP PAIRED CTF 14365830 37 840 SH SHARED 23 840 D CARNIVAL CORP PAIRED CTF 14365830 320 7200 SH SHR/OTHR 23 7200 D CARRIAGE SVCS INC COM 14390510 4 540 SH SHARED 540 D CAROLINA NATL CORP COM 14406010 1 66 SH SHARED 66 D CAROLINA TR BK LINCOLNTON NC COM 14420010 0 44 SH SHARED 44 D CARPENTER TECHNOLOGY CORP COM 14428510 1935 25750 SH SHARED 25750 D CARPENTER TECHNOLOGY CORP COM 14428510 1473 19600 SH SHARED 01 4400 15200 D CARPENTER TECHNOLOGY CORP COM 14428510 551 7340 SH SHARED 02 7340 D CARPENTER TECHNOLOGY CORP COM 14428510 202 2700 SH SHARED 10 2700 D CARRIER ACCESS CORP COM 14446010 135 56341 SH SHARED 56341 D CARRIZO OIL & CO INC COM 14457710 119 2178 SH SHARED 2178 D CARRIZO OIL & CO INC COM 14457710 69 1275 SH SHARED 01 600 675 D CARRIZO OIL & CO INC COM 14457710 27 500 SH SHR/OTHR 01 500 D CARRIZO OIL & CO INC COM 14457710 25909 473240 SH SHARED 10 473240 D CARROLLTON BANCORP COM 14528210 0 67 SH SHARED 67 D CARROLS RESTAURANT GROUP INC COM 14574X10 3501 365488 SH SHARED 365488 D CARTER INC COM 14622910 44079 2277993 SH SHARED 2277993 D CARTER INC COM 14622910 6207 320805 SH SHARED 10 320805 D CARTER INC COM 14622910 146 7595 SH SHARED 21 7595 D CARVER BANCORP INC COM 14687510 0 66 SH SHARED 66 D CASCADE BANCORP COM 14715410 73 5300 SH SHARED 10 5300 D CASCADE CORP COM 14719510 281 6059 SH SHARED 6059 D CASCADE CORP COM 14719510 4 94 SH SHARED 02 94 D CASCADE CORP COM 14719510 436 9400 SH SHARED 10 9400 D CASCADE FINL CORP COM 14727210 3 286 SH SHARED 286 D CASCADE MICROTECH INC COM 14732210 2 220 SH SHARED 220 D CASELLA WASTE SYS INC CL A 14744810 108 8309 SH SHARED 8309 D CASELLA WASTE SYS INC CL A 14744810 24 1900 SH SHARED 01 1900 D CASELLA WASTE SYS INC CL A 14744810 534 41000 SH SHARED 10 41000 D CASEYS GEN STORES INC COM 14752810 450 15213 SH SHARED 15213 D CASEYS GEN STORES INC COM 14752810 387 13100 SH SHARED 01 13100 D CASEYS GEN STORES INC COM 14752810 2220 75000 SH SHARED 10 75000 D CASH AMER INTL INC COM 14754D10 12 381 SH SHARED 381 D CASH AMER INTL INC COM 14754D10 575 17822 SH SHARED 02 17822 D CASH AMER INTL INC COM 14754D10 1227 38000 SH SHARED 04 38000 D CASH AMER INTL INC COM 14754D10 494 15300 SH SHARED 10 15300 D CASH SYSTEMS INC COM 14756B10 2 481 SH SHARED 481 D CASH TECHNOLOGIES INC COM 14791010 0 566 SH SHARED 566 D CASS INFORMATION SYS INC COM 14808P10 2 75 SH SHARED 75 D CASTLE A M & CO COM 14841110 8 328 SH SHARED 328 D CASTLE A M & CO COM 14841110 867 31900 SH SHARED 05 31900 D CASTLE BRANDS INC COM 14843510 0 324 SH SHARED 324 D CASTLE CONV FD INC COM 14844310 603 26500 SH SHARED 26500 D CASUAL MALE RETAIL GRP INC COM 14871110 5 1078 SH SHARED 1078 D CATALYST PHARM PARTNERS INC COM 14888U10 0 213 SH SHARED 213 D CATALYST SEMICONDUCTOR INC COM 14888110 1 426 SH SHARED 426 D CATAPULT COMMUNICATIONS CORP COM 14901610 1 259 SH SHARED 259 D CATAPULT COMMUNICATIONS CORP COM 14901610 6 925 SH SHARED 02 925 D CATERPILLAR INC DEL COM 14912310 14 200 SH SHARED 200 D CATERPILLAR INC DEL COM 14912310 118679 1635607 SH SHARED 1616557 19050 D CATERPILLAR INC DEL COM 14912310 7699 106115 SH SHARED 01 101256 4859 D CATERPILLAR INC DEL COM 14912310 277 3825 SH SHR/OTHR 01 3825 D CATERPILLAR INC DEL COM 14912310 8707 120007 SH SHARED 02 120007 D CATERPILLAR INC DEL COM 14912310 71 980 SH SHARED 04 980 D CATERPILLAR INC DEL COM 14912310 2176 30000 SH SHARED 04 30000 D CATERPILLAR INC DEL COM 14912310 19 270 SH SHARED 05 270 D CATERPILLAR INC DEL COM 14912310 481 6640 SH SHARED 06 6640 D CATERPILLAR INC DEL COM 14912310 101664 1401110 SH SHARED 10 1380210 20900 D CATERPILLAR INC DEL COM 14912310 170 2356 SH SHARED 14 2356 D CATERPILLAR INC DEL COM 14912310 159 2200 SH SHARED 15 2200 D CATERPILLAR INC DEL COM 14912310 1295 17852 SH SHARED 20 9932 7920 D CATERPILLAR INC DEL COM 14912310 3250 44800 SH SHR/OTHR 20 44800 D CATERPILLAR INC DEL COM 14912310 15 215 SH SHARED 21 215 D CATERPILLAR INC DEL COM 14912310 9 130 SH SHR/OTHR 21 130 D CATERPILLAR INC DEL COM 14912310 92 1280 SH SHARED 23 800 480 D CATERPILLAR INC DEL COM 14912310 718 9900 SH SHR/OTHR 23 9900 D CATERPILLAR INC DEL COM 14912310 360 4962 SH SHARED 24 4962 D CATHAY GENERAL BANCORP COM 14915010 477 18041 SH SHARED 18041 D CATHAY GENERAL BANCORP COM 14915010 296 11175 SH SHARED 01 1675 9500 D CATHAY GENERAL BANCORP COM 14915010 255 9659 SH SHARED 02 9659 D CATHAY GENERAL BANCORP COM 14915010 2953 111486 SH SHARED 10 111486 D CATO CORP NEW CL A 14920510 306 19542 SH SHARED 19542 D CATO CORP NEW CL A 14920510 26 1700 SH SHARED 01 1700 D CATO CORP NEW CL A 14920510 1592 101700 SH SHARED 10 101700 D CAVALIER HOMES INC COM 14950710 0 477 SH SHARED 477 D CAVCO INDS INC DEL COM 14956810 11 338 SH SHARED 338 D CAVCO INDS INC DEL COM 14956810 8 238 SH SHARED 01 238 D CAVIUM NETWORKS INC COM 14965A10 56 2465 SH SHARED 2465 D CAVIUM NETWORKS INC COM 14965A10 4304 187000 SH SHARED 04 187000 D CAVIUM NETWORKS INC COM 14965A10 654 28450 SH SHARED 10 28450 D CBEYOND INC COM 14984710 403 10350 SH SHARED 10350 D CBEYOND INC COM 14984710 194 5000 SH SHARED 04 5000 D CBEYOND INC COM 14984710 19923 510986 SH SHARED 10 510986 D CEDAR FAIR L P DEPOSITRY UNIT 15018510 29 1408 SH SHARED 1408 D CEDAR SHOPPING CTRS INC COM NEW 15060220 422 41289 SH SHARED 41289 D CEDAR SHOPPING CTRS INC COM NEW 15060220 134 13100 SH SHARED 10 13100 D CEDAR SHOPPING CTRS INC COM NEW 15060220 8518 832700 SH SHARED 11 832700 D CEL-SCI CORP COM NEW 15083740 1 2896 SH SHARED 2896 D CELADON GROUP INC COM 15083810 6 751 SH SHARED 751 D CELADON GROUP INC COM 15083810 100 11000 SH SHARED 10 11000 D CELANESE CORP DEL COM SER A 15087010 7210 170376 SH SHARED 111376 59000 D CELANESE CORP DEL COM SER A 15087010 1002 23700 SH SHARED 01 23700 D CELANESE CORP DEL COM SER A 15087010 2606 61583 SH SHARED 02 61583 D CELANESE CORP DEL COM SER A 15087010 33 800 SH SHARED 06 800 D CELANESE CORP DEL COM SER A 15087010 35365 835675 SH SHARED 10 824275 11400 D CELANESE CORP DEL COM SER A 15087010 105 2500 SH SHARED 14 2500 D CELANESE CORP DEL COM SER A 15087010 12 302 SH SHARED 20 302 D CELANESE CORP DEL PFD 4.25% CONV 15087020 17061 312825 SH SHARED 312825 D CELANESE CORP DEL PFD 4.25% CONV 15087020 7502 137558 SH SHARED 02 137558 D CELL GENESYS INC NOTE 3.125%11/0 150921AB 660 915000 PRN SHARED 915000 D CELL GENESYS INC NOTE 3.125%11/0 150921AB 722 1000000 PRN SHARED 02 1000000 D CELL GENESYS INC COM 15092110 0 131 SH SHARED 131 D CELL THERAPEUTICS INC COM NEW 15093440 2 1443 SH SHARED 1443 D CELEBRATE EXPRESS INC COM 15100A10 1 127 SH SHARED 127 D CELESTICA INC SUB VTG SHS 15101Q10 15 2640 SH SHARED 2640 D CELESTICA INC SUB VTG SHS 15101Q10 1195 206126 SH SHARED 206126 D CELESTICA INC SUB VTG SHS 15101Q10 2222 383200 SH SHARED 02 383200 D CELESTICA INC SUB VTG SHS 15101Q10 1 300 SH SHARED 05 300 D CELGENE CORP NOTE 1.750% 6/0 151020AC 15771 4134000 PRN SHARED 4134000 D CELGENE CORP NOTE 1.750% 6/0 151020AC 3799 996000 PRN SHARED 02 996000 D CELGENE CORP COM 15102010 2302 49832 SH SHARED 35174 14658 D CELGENE CORP COM 15102010 39342 851382 SH SHARED 851382 D CELGENE CORP COM 15102010 26646 576632 SH SHARED 01 335720 240912 D CELGENE CORP COM 15102010 10136 219350 SH SHR/OTHR 01 219350 D CELGENE CORP COM 15102010 1466 31740 SH SHARED 02 31740 D CELGENE CORP COM 15102010 707 15320 SH SHARED 04 15320 D CELGENE CORP COM 15102010 22629 489700 SH SHARED 04 489700 D CELGENE CORP COM 15102010 8 190 SH SHARED 05 190 D CELGENE CORP COM 15102010 183 3970 SH SHARED 06 3970 D CELGENE CORP COM 15102010 54012 1168856 SH SHARED 10 1134231 34625 D CELGENE CORP COM 15102010 83 1800 SH SHARED 14 1800 D CELGENE CORP COM 15102010 5483 118657 SH SHARED 19 118657 D CELGENE CORP COM 15102010 2941 63645 SH SHARED 20 28900 34745 D CELGENE CORP COM 15102010 1264 27365 SH SHR/OTHR 20 27365 D CELGENE CORP COM 15102010 73 1600 SH SHARED 21 1600 D CELGENE CORP COM 15102010 50 1100 SH SHR/OTHR 21 1100 D CELGENE CORP COM 15102010 1506 32605 SH SHARED 22 27520 5085 D CELGENE CORP COM 15102010 140 3050 SH SHR/OTHR 22 3050 D CELGENE CORP COM 15102010 3940 85273 SH SHARED 23 80443 4830 D CELGENE CORP COM 15102010 4639 100396 SH SHR/OTHR 23 100396 D CELGENE CORP COM 15102010 50 1100 SH SHARED 24 1100 D CELSION 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9302 SH SHARED 9302 D CHINA MOBILE LIMITED SPONSORED ADR 16941M10 7752 89244 SH SHARED 84244 5000 D CHINA MOBILE LIMITED SPONSORED ADR 16941M10 5659 65147 SH SHARED 01 65147 D CHINA MOBILE LIMITED SPONSORED ADR 16941M10 1737 20000 SH SHARED 02 20000 D CHINA MOBILE LIMITED SPONSORED ADR 16941M10 33766 388700 SH SHARED 10 388700 D CHINA MOBILE LIMITED SPONSORED ADR 16941M10 343 3950 SH SHARED 21 1130 2820 D CHINA MOBILE LIMITED SPONSORED ADR 16941M10 4960 57100 SH SHARED 24 57100 D CHINA PETE & CHEM CORP SPON ADR H SHS 16941R10 12531 84561 SH SHARED 84561 D CHINA SHENGHUO PHARM HLDGS I COM 16941X10 19 2645 SH SHARED 2645 D CHINA SEC & SURVE TECH INC COM 16942J10 62 2881 SH SHARED 2881 D CHINA HLDGS ACQUISITION CORP UNIT 99/99/9999 16942N20 537 55123 SH SHARED 55123 D CHINA SUNERGY CO LTD SPON ADR 16942X10 1511 91500 SH SHARED 91500 D CHINA TECHFAITH WIRLS COMM T SPONSORED ADR 16942410 127 22065 SH SHARED 22065 D CHINA TELECOM CORP LTD SPON ADR H SHS 16942610 142 1828 SH SHARED 1828 D 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MEXICAN GRILL INC CL A 16965610 21403 145530 SH SHARED 10 145530 D CHIPOTLE MEXICAN GRILL INC CL B 16965620 23384 190040 SH SHARED 190040 D CHIPOTLE MEXICAN GRILL INC CL B 16965620 49 400 SH SHARED 01 400 D CHIPOTLE MEXICAN GRILL INC CL B 16965620 1058 8600 SH SHARED 10 8600 D CHOICE HOTELS INTL INC COM 16990510 512 15450 SH SHARED 15450 D CHOICE HOTELS INTL INC COM 16990510 160 4821 SH SHARED 01 4821 D CHOICE HOTELS INTL INC COM 16990510 139 4200 SH SHARED 10 4200 D CHIQUITA BRANDS INTL INC *W EXP 03/19/200 17003211 86 25991 SH SHARED 25991 D CHIQUITA BRANDS INTL INC *W EXP 03/19/200 17003211 33 10000 SH SHARED 02 10000 D CHIQUITA BRANDS INTL INC COM 17003280 21785 1184658 SH SHARED 834658 350000 D CHIQUITA BRANDS INTL INC COM 17003280 709 38600 SH SHARED 01 37300 1300 D CHIQUITA BRANDS INTL INC COM 17003280 41448 2253850 SH SHARED 04 2253850 D CHIQUITA BRANDS INTL INC COM 17003280 312 17000 SH SHARED 06 17000 D CHIQUITA BRANDS INTL INC COM 17003280 29114 1583161 SH SHARED 10 1374461 208700 D CHIQUITA BRANDS INTL INC COM 17003280 196 10700 SH SHARED 15 10700 D CHIQUITA BRANDS INTL INC COM 17003280 421 22900 SH SHARED 24 22900 D CHITTENDEN CORP COM 17022810 1462 41051 SH SHARED 41051 D CHITTENDEN CORP COM 17022810 455 12800 SH SHARED 10 12800 D CHOICEPOINT INC COM 17038810 982 26987 SH SHARED 26987 D CHOICEPOINT INC COM 17038810 864 23744 SH SHARED 01 1011 22733 D CHOICEPOINT INC COM 17038810 759 20854 SH SHARED 02 20854 D CHOICEPOINT INC COM 17038810 16 450 SH SHARED 06 450 D CHOICEPOINT INC COM 17038810 626 17200 SH SHARED 10 17200 D CHOICEPOINT INC COM 17038810 250 6879 SH SHARED 23 6879 D CHOICEPOINT INC COM 17038810 107 2939 SH SHR/OTHR 23 2939 D CHORDIANT SOFTWARE INC COM NEW 17040430 635 74333 SH SHARED 74333 D CHORDIANT SOFTWARE INC COM NEW 17040430 13 1600 SH SHARED 01 1600 D CHORDIANT SOFTWARE INC COM NEW 17040430 277 32500 SH SHARED 10 32500 D CHRISTOPHER & BANKS CORP COM 17104610 12 1083 SH SHARED 1083 D CHRISTOPHER & BANKS CORP COM 17104610 96 8440 SH SHARED 01 8440 D CHRISTOPHER & BANKS CORP COM 17104610 35 3100 SH SHARED 10 3100 D CHROMCRAFT REVINGTON INC COM 17111710 0 99 SH SHARED 99 D CHUBB CORP COM 17123210 44674 818514 SH SHARED 818514 D CHUBB CORP COM 17123210 3747 68663 SH SHARED 01 45863 22800 D CHUBB CORP COM 17123210 285 5230 SH SHR/OTHR 01 5230 D CHUBB CORP COM 17123210 1415 25931 SH SHARED 02 25931 D CHUBB CORP COM 17123210 10 200 SH SHARED 05 200 D CHUBB CORP COM 17123210 207 3810 SH SHARED 06 3810 D CHUBB CORP COM 17123210 175676 3218688 SH SHARED 10 3217288 1400 D CHUBB CORP COM 17123210 349 6400 SH SHARED 14 6400 D CHUBB CORP COM 17123210 637 11680 SH SHARED 20 840 10840 D CHUBB CORP COM 17123210 39 718 SH SHR/OTHR 20 718 D CHUBB CORP COM 17123210 87 1600 SH SHR/OTHR 22 1600 D CHUBB CORP COM 17123210 852 15620 SH SHARED 23 15620 D CHUBB CORP COM 17123210 491 9000 SH SHR/OTHR 23 9000 D CHUNGHWA TELECOM CO LTD SPONSORED ADR 17133Q20 389 21247 SH SHARED 21247 D CHUNGHWA TELECOM CO LTD SPONSORED ADR 17133Q20 141 7740 SH SHARED 01 7740 D CHUNGHWA TELECOM CO LTD SPONSORED ADR 17133Q20 71917 3921367 SH SHARED 04 3921367 D CHUNGHWA TELECOM CO LTD SPONSORED ADR 17133Q20 10 578 SH SHARED 21 578 D CHURCH & DWIGHT INC DBCV 5.250% 8/1 171340AC 1758 1000000 PRN SHARED 1000000 D CHURCH & DWIGHT INC COM 17134010 4888 90419 SH SHARED 90419 D CHURCH & DWIGHT INC COM 17134010 1181 21850 SH SHARED 01 21850 D CHURCH & DWIGHT INC COM 17134010 513 9500 SH SHR/OTHR 01 9500 D CHURCH & DWIGHT INC COM 17134010 2462 45545 SH SHARED 02 45545 D CHURCH & DWIGHT INC COM 17134010 161 2994 SH SHARED 10 2994 D CHURCH & DWIGHT INC COM 17134010 10 185 SH SHARED 21 185 D CHURCHILL DOWNS INC COM 17148410 0 17 SH SHARED 17 D CHURCHILL DOWNS INC COM 17148410 29 550 SH SHARED 01 550 D CHURCHILL DOWNS INC COM 17148410 275 5100 SH SHARED 10 5100 D CHURCHILL VENTURES LTD COM 17157P10 6306 828713 SH SHARED 828713 D CHURCHILL VENTURES LTD *W EXP 03/01/201 17157P11 140 200000 SH SHARED 200000 D CHYRON CORP COM PAR $.01 17160530 1 333 SH SHARED 333 D CIBER INC SDCV 2.875%12/1 17163BAB 8590 8967000 PRN SHARED 02 8967000 D CIBER INC COM 17163B10 121 19885 SH SHARED 19885 D CIBER INC COM 17163B10 41 6725 SH SHARED 02 6725 D CIENA CORP NOTE 3.750% 2/0 171779AA 9950 10000000 PRN SHARED 0000000 D CIENA CORP NOTE 3.750% 2/0 171779AA 39685 39885008 PRN SHARED 02 9885008 D CIENA CORP NOTE 0.250% 5/0 171779AB 4597 4412000 PRN SHARED 02 4412000 D CIENA CORP NOTE 0.875% 6/1 171779AE 7897 7500000 PRN SHARED 7500000 D CIENA CORP COM NEW 17177930 12246 359032 SH SHARED 359032 D CIENA CORP COM NEW 17177930 450 13217 SH SHARED 01 13217 D CIENA CORP COM NEW 17177930 1520 44585 SH SHARED 02 44585 D CIENA CORP COM NEW 17177930 1713 50228 SH SHARED 04 50228 D CIENA CORP COM NEW 17177930 9898 290198 SH SHARED 10 279398 10800 D CIMAREX ENERGY CO COM 17179810 389 9168 SH SHARED 9168 D CIMAREX ENERGY CO COM 17179810 1423 33475 SH SHARED 01 8975 24500 D CIMAREX ENERGY CO COM 17179810 976 22957 SH SHARED 02 22957 D CIMAREX ENERGY CO COM 17179810 21 500 SH SHARED 06 500 D CIMAREX ENERGY CO COM 17179810 10590 249018 SH SHARED 10 249018 D CIMAREX ENERGY CO COM 17179810 5 140 SH SHARED 21 140 D CINCINNATI BELL INC NEW COM 17187110 501 105678 SH SHARED 105678 D CINCINNATI BELL INC NEW COM 17187110 419 88300 SH SHARED 01 13900 74400 D CINCINNATI BELL INC NEW COM 17187110 151 31954 SH SHARED 02 31954 D CINCINNATI BELL INC NEW COM 17187110 2786 586700 SH SHARED 10 586700 D CINCINNATI FINL CORP COM 17206210 12291 310866 SH SHARED 310866 D CINCINNATI FINL CORP COM 17206210 641 16220 SH SHARED 01 16220 D CINCINNATI FINL CORP COM 17206210 276 6993 SH SHARED 02 6993 D CINCINNATI FINL CORP COM 17206210 81 2062 SH SHARED 06 2062 D CINCINNATI FINL CORP COM 17206210 9668 244513 SH SHARED 10 244513 D CINCINNATI FINL CORP COM 17206210 284 7200 SH SHARED 14 7200 D CINCINNATI FINL CORP COM 17206210 519 13137 SH SHARED 20 13137 D CINCINNATI FINL CORP COM 17206210 165 4190 SH SHR/OTHR 20 4190 D CINEMARK HOLDINGS INC COM 17243V10 6 388 SH SHARED 388 D CINEMARK HOLDINGS INC COM 17243V10 153 9000 SH SHARED 10 9000 D CIPRICO INC COM 17252910 0 121 SH SHARED 121 D CIRCOR INTL INC COM 17273K10 2 62 SH SHARED 62 D CIRCOR INTL INC COM 17273K10 227 4900 SH SHARED 10 4900 D CIRCUIT CITY STORE INC COM 17273710 17971 4278908 SH SHARED 4278908 D CIRCUIT CITY STORE INC COM 17273710 25 6094 SH SHARED 01 6094 D CIRCUIT CITY STORE INC COM 17273710 911 217007 SH SHARED 02 217007 D CIRCUIT CITY STORE INC COM 17273710 310 73888 SH SHARED 10 73888 D CISCO SYS INC COM 17275R10 11186 413230 SH SHARED 303058 110172 D CISCO SYS INC COM 17275R10 57 2132 SH SHR/OTHR 2132 D CISCO SYS INC COM 17275R10 353882 13072849 SH SHARED 2211014 861835 D CISCO SYS INC COM 17275R10 56278 2078981 SH SHARED 01 1465067 613914 D CISCO SYS INC COM 17275R10 16187 597986 SH SHR/OTHR 01 597986 D CISCO SYS INC COM 17275R10 24730 913589 SH SHARED 02 913589 D CISCO SYS INC COM 17275R10 1469 54281 SH SHARED 04 54281 D CISCO SYS INC COM 17275R10 413851 15288178 SH SHARED 04 5288178 D CISCO SYS INC COM 17275R10 2057 76009 SH SHARED 05 76009 D CISCO SYS INC COM 17275R10 49531 1829764 SH SHARED 06 1829764 D CISCO SYS INC COM 17275R10 309393 11429370 SH SHARED 10 0743236 686134 D CISCO SYS INC COM 17275R10 5 200 SH SHR/OTHR 10 200 D CISCO SYS INC COM 17275R10 5668 209407 SH SHARED 14 130700 78707 D CISCO SYS INC COM 17275R10 6769 250065 SH SHARED 15 250065 D CISCO SYS INC COM 17275R10 5312 196242 SH SHARED 16 196242 D CISCO SYS INC COM 17275R10 7496 276938 SH SHARED 19 276938 D CISCO SYS INC COM 17275R10 11663 430877 SH SHARED 20 178300 252577 D CISCO SYS INC COM 17275R10 7966 294276 SH SHR/OTHR 20 294276 D CISCO SYS INC COM 17275R10 1937 71581 SH SHARED 21 35889 35692 D CISCO SYS INC COM 17275R10 590 21800 SH SHR/OTHR 21 21800 D CISCO SYS INC COM 17275R10 2724 100647 SH SHARED 22 72187 28460 D CISCO SYS INC COM 17275R10 961 35523 SH SHR/OTHR 22 35523 D CISCO SYS INC COM 17275R10 12216 451299 SH SHARED 23 402779 48520 D CISCO SYS INC COM 17275R10 20399 753565 SH SHR/OTHR 23 753565 D CISCO SYS INC COM 17275R10 1214 44875 SH SHARED 24 44875 D CIRRUS LOGIC INC COM 17275510 2607 493926 SH SHARED 493926 D CIRRUS LOGIC INC COM 17275510 137 26050 SH SHARED 02 26050 D CITADEL BROADCASTING CORP NOTE 1.875% 2/1 17285TAB 4553 5553000 PRN SHARED 5553000 D CITADEL BROADCASTING CORP COM 17285T10 1 677 SH SHARED 677 D CITADEL BROADCASTING CORP COM 17285T10 2968 1440855 SH SHARED 1440806 49 D CITADEL BROADCASTING CORP COM 17285T10 16 8181 SH SHARED 01 5950 2231 D CITADEL BROADCASTING CORP COM 17285T10 0 38 SH SHR/OTHR 01 38 D CITADEL BROADCASTING CORP COM 17285T10 113 55241 SH SHARED 02 55241 D CITADEL BROADCASTING CORP COM 17285T10 69 33648 SH SHARED 10 33648 D CITADEL BROADCASTING CORP COM 17285T10 1 834 SH SHARED 20 184 650 D CITADEL BROADCASTING CORP COM 17285T10 0 92 SH SHR/OTHR 20 92 D CITADEL BROADCASTING CORP COM 17285T10 1 673 SH SHARED 21 672 1 D CITADEL BROADCASTING CORP COM 17285T10 0 65 SH SHARED 22 65 D CITADEL BROADCASTING CORP COM 17285T10 0 115 SH SHR/OTHR 22 115 D CITADEL BROADCASTING CORP COM 17285T10 3 1931 SH SHARED 23 1701 230 D CITADEL BROADCASTING CORP COM 17285T10 8 4113 SH SHR/OTHR 23 4113 D CINTAS CORP COM 17290810 5454 162241 SH SHARED 162241 D CINTAS CORP COM 17290810 469 13955 SH SHARED 01 13900 55 D CINTAS CORP COM 17290810 9113 271066 SH SHARED 02 271066 D CINTAS CORP COM 17290810 3 100 SH SHARED 05 100 D CINTAS CORP COM 17290810 46 1390 SH SHARED 06 1390 D CINTAS CORP COM 17290810 1735 51608 SH SHARED 10 51608 D CINTAS CORP COM 17290810 161 4800 SH SHARED 21 2850 1950 D CITIZENS & NORTHN CORP COM 17292210 4 233 SH SHARED 233 D CITIGROUP INC COM 17296710 2059 69971 SH SHARED 7871 62100 D CITIGROUP INC COM 17296710 23 800 SH SHR/OTHR 800 D CITIGROUP INC COM 17296710 593667 20165344 SH SHARED 9579632 585705 D CITIGROUP INC COM 17296710 35675 1211802 SH SHARED 01 976403 235399 D CITIGROUP INC COM 17296710 5843 198503 SH SHR/OTHR 01 198503 D CITIGROUP INC COM 17296710 123685 4201268 SH SHARED 02 4201268 D CITIGROUP INC COM 17296710 483 16431 SH SHARED 04 16431 D CITIGROUP INC COM 17296710 3779 128390 SH SHARED 04 128390 D CITIGROUP INC COM 17296710 60 2060 SH SHARED 05 2060 D CITIGROUP INC COM 17296710 21977 746505 SH SHARED 06 746505 D CITIGROUP INC COM 17296710 311261 10572742 SH SHARED 10 0141942 430800 D CITIGROUP INC COM 17296710 2460 83588 SH SHARED 14 83588 D CITIGROUP INC COM 17296710 2525 85800 SH SHARED 15 85800 D CITIGROUP INC COM 17296710 2684 91186 SH SHARED 16 91186 D CITIGROUP INC COM 17296710 5471 185862 SH SHARED 20 104372 81490 D CITIGROUP INC COM 17296710 2714 92200 SH SHR/OTHR 20 92200 D CITIGROUP INC COM 17296710 1522 51723 SH SHARED 21 51268 455 D CITIGROUP INC COM 17296710 184 6266 SH SHR/OTHR 21 6266 D CITIGROUP INC COM 17296710 1434 48719 SH SHARED 22 35406 13313 D CITIGROUP INC COM 17296710 786 26699 SH SHR/OTHR 22 26699 D CITIGROUP INC COM 17296710 5949 202089 SH SHARED 23 182997 19092 D CITIGROUP INC COM 17296710 6876 233590 SH SHR/OTHR 23 233590 D CITIGROUP INC COM 17296710 653 22200 SH SHARED 24 22200 D CITI TRENDS INC COM 17306X10 2 175 SH SHARED 175 D CITI TRENDS INC COM 17306X10 6549 424200 SH SHARED 10 424200 D CITIZENS REPUBLIC BANCORP IN COM 17442010 896 61798 SH SHARED 61798 D CITIZENS REPUBLIC BANCORP IN COM 17442010 103 7100 SH SHARED 01 7100 D CITIZENS REPUBLIC BANCORP IN COM 17442010 15408 1061950 SH SHARED 10 1061950 D CITIZENS COMMUNICATIONS CO COM 17453B10 8693 682948 SH SHARED 682948 D CITIZENS COMMUNICATIONS CO COM 17453B10 585 46024 SH SHARED 01 45031 993 D CITIZENS COMMUNICATIONS CO COM 17453B10 2916 229078 SH SHARED 02 229078 D CITIZENS COMMUNICATIONS CO COM 17453B10 3651 286855 SH SHARED 10 286855 D CITIZENS COMMUNICATIONS CO COM 17453B10 65 5109 SH SHARED 21 5109 D CITIZENS FIRST BANCORP INC D COM 17461R10 8 687 SH SHARED 687 D CITIZENS FIRST CORP COM 17462Q10 0 52 SH SHARED 52 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 45432 1195273 SH SHARED 1195273 D CITRIX SYS INC COM 17737610 757 19931 SH SHARED 01 19931 D CITRIX SYS INC COM 17737610 403 10622 SH SHARED 02 10622 D CITRIX SYS INC COM 17737610 5576 146700 SH SHARED 04 146700 D CITRIX SYS INC COM 17737610 21004 552610 SH SHARED 06 552610 D CITRIX SYS INC COM 17737610 75902 1996902 SH SHARED 10 1996902 D CITRIX SYS INC COM 17737610 38 1000 SH SHARED 22 1000 D CITRIX SYS INC COM 17737610 39 1050 SH SHR/OTHR 22 1050 D CITRIX SYS INC COM 17737610 7 200 SH SHR/OTHR 23 200 D CITY BK LYNNWOOD WASH COM 17770A10 0 14 SH SHARED 14 D CITY BK LYNNWOOD WASH COM 17770A10 381 17000 SH SHARED 10 17000 D CITY HLDG CO COM 17783510 125 3712 SH SHARED 3712 D CITY HLDG CO COM 17783510 23 700 SH SHARED 01 700 D CITY HLDG CO COM 17783510 653 19300 SH SHARED 10 19300 D CITY NATL CORP COM 17856610 1779 29885 SH SHARED 29885 D CITY NATL CORP COM 17856610 768 12900 SH SHARED 01 100 12800 D CITY NATL CORP COM 17856610 125 2114 SH SHARED 02 2114 D CITY NATL CORP 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COM 19089710 0 34 SH SHARED 34 D COBIZ FINANCIAL INC COM 19089710 108 7275 SH SHARED 01 7275 D COBIZ FINANCIAL INC COM 19089710 23046 1549841 SH SHARED 23 1549841 D COBIZ FINANCIAL INC COM 19089710 800 53814 SH SHR/OTHR 23 53814 D COBRA ELECTRS CORP COM 19104210 0 168 SH SHARED 168 D COCA COLA BOTTLING CO CONS COM 19109810 29 500 SH SHARED 02 500 D COCA COLA HELLENIC BTTLG CO SPONSORED ADR 1912EP10 85 1990 SH SHARED 21 1990 D COCA COLA CO COM 19121610 2084 33960 SH SHARED 33960 D COCA COLA CO COM 19121610 368906 6011192 SH SHARED 5962882 48310 D COCA COLA CO COM 19121610 18437 300430 SH SHARED 01 283166 17264 D COCA COLA CO COM 19121610 1942 31657 SH SHR/OTHR 01 31657 D COCA COLA CO COM 19121610 205970 3356203 SH SHARED 02 3356203 D COCA COLA CO COM 19121610 55 900 SH SHARED 04 900 D COCA COLA CO COM 19121610 2270 37000 SH SHARED 04 37000 D COCA COLA CO COM 19121610 6188 100840 SH SHARED 05 100840 D COCA COLA CO COM 19121610 1257 20495 SH SHARED 06 20495 D COCA COLA CO COM 19121610 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COMPANHIA SIDERURGICA NACION SPONSORED ADR 20440W10 223 2500 SH SHARED 02 2500 D COMPANHIA SIDERURGICA NACION SPONSORED ADR 20440W10 3591 40100 SH SHARED 04 40100 D COMPANHIA ENERGETICA DE MINA SP ADR N-V PFD 20440960 17 943 SH SHARED 943 D COMPANHIA ENERGETICA DE MINA SP ADR N-V PFD 20440960 4884 264601 SH SHARED 262601 2000 D COMPANHIA ENERGETICA DE MINA SP ADR N-V PFD 20440960 0 51 SH SHARED 02 51 D COMPANHIA ENERGETICA DE MINA SP ADR N-V PFD 20440960 6427 348187 SH SHARED 04 348187 D COMPANHIA ENERGETICA DE MINA SP ADR N-V PFD 20440960 5254 284629 SH SHARED 05 284629 D COMPANHIA ENERGETICA DE MINA SP ADR N-V PFD 20440960 260 14100 SH SHARED 06 14100 D COMPANHIA ENERGETICA DE MINA SP ADR N-V PFD 20440960 221 12015 SH SHARED 10 12015 D COMPANHIA DE SANEAMENTO BASI SPONSORED ADR 20441A10 533 11350 SH SHARED 11350 D COMPANHIA DE SANEAMENTO BASI SPONSORED ADR 20441A10 7654 162864 SH SHARED 162864 D COMPANHIA DE SANEAMENTO BASI SPONSORED ADR 20441A10 15960 339587 SH SHARED 04 339587 D 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DOCE SPON ADR PFD 20441210 177824 6355400 SH SHARED 10 6355400 D COMPANHIA VALE DO RIO DOCE SPON ADR PFD 20441210 7649 273400 SH SHARED 14 273400 D COMPANHIA VALE DO RIO DOCE SPON ADR PFD 20441210 3928 140420 SH SHARED 24 140420 D COMPANHIA VALE DO RIO DOCE SPONSORED ADR 20441220 694 21250 SH SHARED 21250 D COMPANHIA VALE DO RIO DOCE SPONSORED ADR 20441220 143408 4389618 SH SHARED 4385318 4300 D COMPANHIA VALE DO RIO DOCE SPONSORED ADR 20441220 26038 797028 SH SHARED 01 795628 1400 D COMPANHIA VALE DO RIO DOCE SPONSORED ADR 20441220 10496 321279 SH SHARED 02 321279 D COMPANHIA VALE DO RIO DOCE SPONSORED ADR 20441220 6207 190000 SH SHARED 06 190000 D COMPANHIA VALE DO RIO DOCE SPONSORED ADR 20441220 78669 2408000 SH SHARED 10 2366000 42000 D COMPANHIA VALE DO RIO DOCE SPONSORED ADR 20441220 24 760 SH SHARED 20 760 D COMPANHIA VALE DO RIO DOCE SPONSORED ADR 20441220 116 3560 SH SHR/OTHR 23 3560 D COMPANHIA VALE DO RIO DOCE SPONSORED ADR 20441220 447 13700 SH SHARED 24 13700 D COMPANIA 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20453E10 306 17080 SH SHARED 17080 D COMPLETE PRODUCTION SERVICES COM 20453E10 249 13875 SH SHARED 01 13875 D COMPUCREDIT CORP NOTE 3.625% 5/3 20478NAB 2085 4410000 PRN SHARED 02 4410000 D COMPUCREDIT CORP COM 20478N10 3577 358444 SH SHARED 358444 D COMPUCREDIT CORP COM 20478N10 146 14700 SH SHARED 02 14700 D COMPUCREDIT CORP COM 20478N10 23 2387 SH SHARED 10 2387 D COMPUCREDIT CORP COM 20478N10 15 1565 SH SHARED 21 1565 D COMPUTER ASSOC INTL INC NOTE 1.625%12/1 204912AQ 15096 11480000 PRN SHARED 1480000 D COMPUTER ASSOC INTL INC NOTE 1.625%12/1 204912AQ 26 20000 PRN SHARED 02 20000 D COMPTON PETE CORP COM 20494010 27 3000 SH SHARED 3000 D COMPUTER PROGRAMS & SYS INC COM 20530610 11 484 SH SHARED 484 D COMPUTER PROGRAMS & SYS INC COM 20530610 18 800 SH SHARED 10 800 D COMPUTER PROGRAMS & SYS INC COM 20530610 6 265 SH SHARED 21 265 D COMPUTER SCIENCES CORP COM 20536310 43449 878296 SH SHARED 878296 D COMPUTER SCIENCES CORP COM 20536310 1530 30946 SH SHARED 01 29746 1200 D COMPUTER SCIENCES CORP COM 20536310 715 14463 SH SHARED 02 14463 D COMPUTER SCIENCES CORP COM 20536310 6 130 SH SHARED 05 130 D COMPUTER SCIENCES CORP COM 20536310 82 1660 SH SHARED 06 1660 D COMPUTER SCIENCES CORP COM 20536310 43700 883364 SH SHARED 10 854564 28800 D COMPUTER SCIENCES CORP COM 20536310 630 12752 SH SHARED 14 12752 D COMPUTER TASK GROUP INC COM 20547710 2 415 SH SHARED 415 D COMPUTER TASK GROUP INC COM 20547710 8 1550 SH SHARED 02 1550 D COMPX INTERNATIONAL INC CL A 20563P10 2 195 SH SHARED 195 D COMPUWARE CORP COM 20563810 3879 436846 SH SHARED 331746 105100 D COMPUWARE CORP COM 20563810 609 68600 SH SHARED 01 68600 D COMPUWARE CORP COM 20563810 1096 123463 SH SHARED 02 123463 D COMPUWARE CORP COM 20563810 11476 1292394 SH SHARED 10 1241594 50800 D COMSTOCK HOMEBUILDING COS IN CL A 20568410 0 1329 SH SHARED 1329 D COMSTOCK RES INC COM NEW 20576820 654 19236 SH SHARED 19236 D COMSTOCK RES INC COM NEW 20576820 693 20400 SH SHARED 01 20400 D COMSTOCK RES INC COM NEW 20576820 10 300 SH SHARED 02 300 D COMSTOCK RES INC COM NEW 20576820 4433 130399 SH SHARED 10 130399 D COMSYS IT PARTNERS INC COM 20581E10 124 7870 SH SHARED 7870 D COMSYS IT PARTNERS INC COM 20581E10 25 1600 SH SHARED 01 1600 D COMSYS IT PARTNERS INC COM 20581E10 564 35800 SH SHARED 10 35800 D COMTECH GROUP INC COM NEW 20582120 709 44058 SH SHARED 44058 D COMTECH TELECOMMUNICATIONS C NOTE 2.000% 2/0 205826AD 1317 750000 PRN SHARED 750000 D COMTECH TELECOMMUNICATIONS C COM NEW 20582620 173 3221 SH SHARED 3221 D COMTECH TELECOMMUNICATIONS C COM NEW 20582620 367 6800 SH SHARED 01 6800 D COMTECH TELECOMMUNICATIONS C COM NEW 20582620 415 7700 SH SHARED 10 7700 D COMTECH TELECOMMUNICATIONS C COM NEW 20582620 70 1314 SH SHARED 21 1314 D COMVERGE INC COM 20585910 22 707 SH SHARED 707 D COMVERGE INC COM 20585910 41 1329 SH SHARED 1329 D COMVERGE INC COM 20585910 7862 249690 SH SHARED 04 249690 D COMVERGE INC COM 20585910 8516 270448 SH SHARED 05 270448 D COMVERGE INC COM 20585910 343 10909 SH SHARED 06 10909 D COMVERGE INC COM 20585910 290 9214 SH SHARED 10 9214 D CONAGRA FOODS INC COM 20588710 63299 2660742 SH SHARED 2660742 D CONAGRA FOODS INC COM 20588710 1499 63018 SH SHARED 01 61918 1100 D CONAGRA FOODS INC COM 20588710 9875 415114 SH SHARED 02 415114 D CONAGRA FOODS INC COM 20588710 8 350 SH SHARED 05 350 D CONAGRA FOODS INC COM 20588710 117 4960 SH SHARED 06 4960 D CONAGRA FOODS INC COM 20588710 8118 341257 SH SHARED 10 340657 600 D CONAGRA FOODS INC COM 20588710 76 3200 SH SHR/OTHR 10 3200 D CONAGRA FOODS INC COM 20588710 2134 89722 SH SHARED 14 89722 D CONAGRA FOODS INC COM 20588710 21 915 SH SHARED 20 915 D CONAGRA FOODS INC COM 20588710 195 8200 SH SHR/OTHR 20 8200 D CONAGRA FOODS INC COM 20588710 51 2164 SH SHR/OTHR 23 2164 D CON-WAY INC COM 20594410 534 12873 SH SHARED 12873 D CON-WAY INC COM 20594410 767 18470 SH SHARED 01 5370 13100 D CON-WAY INC COM 20594410 516 12438 SH SHARED 02 12438 D CON-WAY INC COM 20594410 672 16200 SH SHARED 10 16200 D CONCEPTUS INC COM 20601610 52 2725 SH SHARED 02 2725 D CONCHO RES INC COM 20605P10 232 11300 SH SHARED 01 11300 D CONCHO RES INC COM 20605P10 57 2784 SH SHARED 21 2784 D CONCORD CAMERA CORP COM NEW 20615620 0 115 SH SHARED 115 D CONCORD CAMERA CORP COM NEW 20615620 0 20 SH SHARED 02 20 D CONCUR TECHNOLOGIES INC COM 20670810 70 1940 SH SHARED 02 1940 D CONCUR TECHNOLOGIES INC COM 20670810 97 2700 SH SHARED 10 2700 D CONCURRENT COMPUTER CORP NEW COM 20671020 1 2170 SH SHARED 2170 D CONEXANT SYSTEMS INC NOTE 4.000% 3/0 207142AH 17424 22000000 PRN SHARED 2000000 D CONEXANT SYSTEMS INC COM 20714210 1567 1888380 SH SHARED 1888380 D CONEXANT SYSTEMS INC COM 20714210 13 16773 SH SHARED 01 16773 D CONEXANT SYSTEMS INC COM 20714210 40 48600 SH SHARED 10 48600 D CONGOLEUM CORP NEW CL A 20719510 0 95 SH SHARED 95 D CONMED CORP COM 20741010 403 17467 SH SHARED 17467 D CONMED CORP COM 20741010 23 1000 SH SHARED 01 1000 D CONMED CORP COM 20741010 51 2250 SH SHARED 02 2250 D CONMED CORP COM 20741010 600 26000 SH SHARED 10 26000 D CONNECTICUT BK&TR CO HART NE COM 20754610 0 93 SH SHARED 93 D CONNECTICUT WTR SVC INC COM 20779710 5 215 SH SHARED 215 D CONNS INC COM 20824210 1273 74433 SH SHARED 74433 D CONNS INC COM 20824210 1 110 SH SHARED 02 110 D CONNS INC COM 20824210 5446 318350 SH SHARED 10 318350 D CONOCOPHILLIPS COM 20825C10 3056 34610 SH SHARED 9370 25240 D CONOCOPHILLIPS COM 20825C10 345088 3908142 SH SHARED 3865082 43060 D CONOCOPHILLIPS COM 20825C10 27938 316404 SH SHARED 01 260594 55810 D CONOCOPHILLIPS COM 20825C10 675 7655 SH SHR/OTHR 01 7655 D CONOCOPHILLIPS COM 20825C10 4258 48226 SH SHARED 02 48226 D CONOCOPHILLIPS COM 20825C10 7364 83400 SH SHARED 04 83400 D CONOCOPHILLIPS COM 20825C10 12116 137220 SH SHARED 05 137220 D CONOCOPHILLIPS COM 20825C10 64634 731987 SH SHARED 06 731987 D CONOCOPHILLIPS COM 20825C10 964630 10924472 SH SHARED 10 0760272 164200 D CONOCOPHILLIPS COM 20825C10 1843 20874 SH SHARED 14 20874 D CONOCOPHILLIPS COM 20825C10 1156 13100 SH SHARED 15 13100 D CONOCOPHILLIPS COM 20825C10 467 5300 SH SHARED 19 5300 D CONOCOPHILLIPS COM 20825C10 3189 36120 SH SHARED 20 22015 14105 D CONOCOPHILLIPS COM 20825C10 1177 13338 SH SHR/OTHR 20 13338 D CONOCOPHILLIPS COM 20825C10 495 5616 SH SHARED 21 5231 385 D CONOCOPHILLIPS COM 20825C10 694 7868 SH SHR/OTHR 21 7868 D CONOCOPHILLIPS COM 20825C10 695 7880 SH SHARED 22 2700 5180 D CONOCOPHILLIPS COM 20825C10 376 4266 SH SHR/OTHR 22 4266 D CONOCOPHILLIPS COM 20825C10 1620 18352 SH SHARED 23 16286 2066 D CONOCOPHILLIPS COM 20825C10 6372 72169 SH SHR/OTHR 23 72169 D CONOCOPHILLIPS COM 20825C10 81 928 SH SHARED 24 928 D CONOLOG CORP COM PAR.01 NEW 20825488 0 107 SH SHARED 107 D CONSECO INC COM NEW 20846488 38 3055 SH SHARED 3055 D CONSECO INC COM NEW 20846488 146 11700 SH SHARED 01 11700 D CONSECO INC COM NEW 20846488 97 7725 SH SHARED 02 7725 D CONSECO INC COM NEW 20846488 275 21900 SH SHARED 10 21900 D CONSOL ENERGY INC COM 20854P10 24691 345245 SH SHARED 345245 D CONSOL ENERGY INC COM 20854P10 1416 19800 SH SHARED 01 19800 D CONSOL ENERGY INC COM 20854P10 6990 97736 SH SHARED 02 97736 D CONSOL ENERGY INC COM 20854P10 8546 119500 SH SHARED 04 119500 D CONSOL ENERGY INC COM 20854P10 113 1580 SH SHARED 06 1580 D CONSOL ENERGY INC COM 20854P10 7060 98720 SH SHARED 10 98720 D CONSOL ENERGY INC COM 20854P10 650 9100 SH SHARED 14 9100 D CONSOL ENERGY INC COM 20854P10 5 70 SH SHARED 21 70 D CONSOLIDATED COMM HLDGS INC COM 20903410 0 14 SH SHARED 14 D CONSOLIDATED COMM HLDGS INC COM 20903410 7 400 SH SHARED 10 400 D CONSOLIDATED EDISON INC COM 20911510 76758 1571313 SH SHARED 1571313 D CONSOLIDATED EDISON INC COM 20911510 1952 39963 SH SHARED 01 30843 9120 D CONSOLIDATED EDISON INC COM 20911510 197 4039 SH SHARED 02 4039 D CONSOLIDATED EDISON INC COM 20911510 5 120 SH SHARED 05 120 D CONSOLIDATED EDISON INC COM 20911510 161 3300 SH SHARED 06 3300 D CONSOLIDATED EDISON INC COM 20911510 7184 147073 SH SHARED 10 147073 D CONSOLIDATED EDISON INC COM 20911510 14 300 SH SHARED 20 300 D CONSOLIDATED EDISON INC COM 20911510 12 250 SH SHR/OTHR 20 250 D CONSOLIDATED EDISON INC COM 20911510 14 304 SH SHR/OTHR 22 304 D CONSOLIDATED EDISON INC COM 20911510 195 4000 SH SHARED 23 4000 D CONSOLIDATED EDISON INC COM 20911510 48 1000 SH SHR/OTHR 23 1000 D CONSOLIDATED GRAPHICS INC COM 20934110 140 2931 SH SHARED 2931 D CONSOLIDATED GRAPHICS INC COM 20934110 28 600 SH SHARED 01 600 D CONSOLIDATED GRAPHICS INC COM 20934110 345 7220 SH SHARED 02 7220 D CONSOLIDATED GRAPHICS INC COM 20934110 650 13600 SH SHARED 10 13600 D CONSOLIDATED TOMOKA LD CO COM 21022610 0 10 SH SHARED 10 D CONSTELLATION BRANDS INC CL A 21036P10 70 3000 SH SHARED 3000 D CONSTELLATION BRANDS INC CL A 21036P10 13074 553071 SH SHARED 553071 D CONSTELLATION BRANDS INC CL A 21036P10 503 21300 SH SHARED 01 21000 300 D CONSTELLATION BRANDS INC CL A 21036P10 1020 43153 SH SHARED 02 43153 D CONSTELLATION BRANDS INC CL A 21036P10 354 15000 SH SHARED 04 15000 D CONSTELLATION BRANDS INC CL A 21036P10 60 2550 SH SHARED 06 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6700 D CONSULIER ENGR INC COM PAR $0.01 21044630 0 18 SH SHARED 18 D CONSUMER PORTFOLIO SVCS INC COM 21050210 1 350 SH SHARED 350 D CONTANGO OIL & GAS COMPANY COM NEW 21075N20 0 6 SH SHARED 6 D CONTANGO OIL & GAS COMPANY COM NEW 21075N20 77 1525 SH SHARED 01 1525 D CONTINENTAL AIRLS INC NOTE 5.000% 6/1 210795PJ 2952 2250000 PRN SHARED 2250000 D CONTINENTAL AIRLS INC CL B 21079530 2159 97076 SH SHARED 97076 D CONTINENTAL AIRLS INC CL B 21079530 751 33765 SH SHARED 01 33765 D CONTINENTAL AIRLS INC CL B 21079530 8 400 SH SHARED 02 400 D CONTINENTAL AIRLS INC CL B 21079530 28377 1275400 SH SHARED 10 1256700 18700 D CONVERA CORP CL A 21191910 2 769 SH SHARED 769 D CONVERA CORP CL A 21191910 3 1275 SH SHARED 02 1275 D CONTINENTAL RESOURCES INC COM 21201510 244 9361 SH SHARED 9361 D CONTINENTAL RESOURCES INC COM 21201510 7 300 SH SHARED 10 300 D CONTINENTAL RESOURCES INC COM 21201510 57 2210 SH SHARED 21 2210 D CONTINUCARE CORP COM 21217210 2 1090 SH SHARED 1090 D CONVERGYS CORP COM 21248510 2349 142770 SH SHARED 142770 D CONVERGYS CORP COM 21248510 210 12800 SH SHARED 01 12800 D CONVERGYS CORP COM 21248510 1499 91116 SH SHARED 02 91116 D CONVERGYS CORP COM 21248510 912 55459 SH SHARED 10 55459 D CONVERGYS CORP COM 21248510 68 4166 SH SHARED 14 4166 D CONVERSION SERVICES INTL INC COM NEW 21254R20 0 994 SH SHARED 994 D COOPER CAMERON CORP DBCV 1.500% 5/1 216640AE 7035 2517000 PRN SHARED 02 2517000 D COOPER COS INC DBCV 2.625% 7/0 216648AG 10326 10075000 PRN SHARED 02 0075000 D COOPER COS INC COM NEW 21664840 1044 27490 SH SHARED 27490 D COOPER COS INC COM NEW 21664840 100 2648 SH SHARED 02 2648 D COOPER COS INC COM NEW 21664840 570 15000 SH SHARED 04 15000 D COOPER COS INC COM NEW 21664840 15048 396000 SH SHARED 10 396000 D COOPER TIRE & RUBR CO COM 21683110 1324 79892 SH SHARED 79892 D COOPER TIRE & RUBR CO COM 21683110 202 12194 SH SHARED 01 12194 D COOPER TIRE & RUBR CO COM 21683110 180 10900 SH SHARED 02 10900 D COOPER TIRE & RUBR CO COM 21683110 8784 529800 SH SHARED 10 529800 D COOPERATIVE BANKSHARES INC COM 21684410 1 142 SH SHARED 142 D COPANO ENERGY L L C COM UNITS 21720210 62 1713 SH SHARED 1713 D COPART INC COM 21720410 387 9114 SH SHARED 9114 D COPART INC COM 21720410 1259 29600 SH SHARED 01 7800 21800 D COPART INC COM 21720410 154 3632 SH SHARED 02 3632 D COPART INC COM 21720410 144 3400 SH SHARED 10 3400 D COPART INC COM 21720410 3 85 SH SHARED 21 85 D CORCEPT THERAPEUTICS INC COM 21835210 1 586 SH SHARED 586 D CORE LABORATORIES LP NOTE 0.250%10/3 21868FAB 7115 5000000 PRN SHARED 5000000 D CORE MARK HOLDING CO INC COM 21868110 1026 35751 SH SHARED 35751 D CORE MARK HOLDING CO INC COM 21868110 275 9600 SH SHARED 10 9600 D CORE MOLDING TECHNOLOGIES IN COM 21868310 0 64 SH SHARED 64 D CORINTHIAN COLLEGES INC COM 21886810 2722 176815 SH SHARED 176815 D CORINTHIAN COLLEGES INC COM 21886810 421 27345 SH SHARED 01 3545 23800 D CORINTHIAN COLLEGES INC COM 21886810 249 16217 SH SHARED 02 16217 D CORINTHIAN COLLEGES INC COM 21886810 924 60000 SH SHARED 04 60000 D CORINTHIAN COLLEGES INC COM 21886810 120 7813 SH SHARED 10 7813 D CORN PRODS INTL INC COM 21902310 43201 1175541 SH SHARED 925641 249900 D CORN PRODS INTL INC COM 21902310 2217 60350 SH SHARED 01 41850 18500 D CORN PRODS INTL INC COM 21902310 130 3546 SH SHARED 02 3546 D CORN PRODS INTL INC COM 21902310 36966 1005881 SH SHARED 10 859481 146400 D CORN PRODS INTL INC COM 21902310 231 6300 SH SHARED 15 6300 D CORN PRODS INTL INC COM 21902310 43 1181 SH SHARED 21 1181 D CORN PRODS INTL INC COM 21902310 426 11600 SH SHR/OTHR 23 11600 D CORN PRODS INTL INC COM 21902310 516 14050 SH SHARED 24 14050 D CORNING INC COM 21935010 7 300 SH SHARED 300 D CORNING INC COM 21935010 109879 4580213 SH SHARED 4579613 600 D CORNING INC COM 21935010 7032 293162 SH SHARED 01 273466 19696 D CORNING INC COM 21935010 4004 166931 SH SHARED 02 166931 D CORNING INC COM 21935010 49870 2078809 SH SHARED 04 2078809 D CORNING INC COM 21935010 15 650 SH SHARED 05 650 D CORNING INC COM 21935010 17259 719450 SH SHARED 06 719450 D CORNING INC COM 21935010 18712 779997 SH SHARED 10 779997 D CORNING INC COM 21935010 1915 79852 SH SHARED 14 17900 61952 D CORNING INC COM 21935010 4107 171200 SH SHARED 15 171200 D CORNING INC COM 21935010 3732 155577 SH SHARED 16 155577 D CORNING INC COM 21935010 273 11400 SH SHARED 19 11400 D CORNING INC COM 21935010 43 1800 SH SHR/OTHR 20 1800 D CORNING INC COM 21935010 86 3585 SH SHARED 21 3585 D CORNING INC COM 21935010 71 3000 SH SHARED 22 3000 D CORNING INC COM 21935010 477 19900 SH SHARED 23 19900 D CORNING INC COM 21935010 975 40650 SH SHR/OTHR 23 40650 D CORPBANCA SP ADR REG S 21987A20 14 400 SH SHARED 400 D CORPORATE EXECUTIVE BRD CO COM 21988R10 1198 19941 SH SHARED 19941 D CORPORATE EXECUTIVE BRD CO COM 21988R10 868 14450 SH SHARED 01 5650 8800 D CORPORATE EXECUTIVE BRD CO COM 21988R10 142 2379 SH SHARED 02 2379 D CORPORATE EXECUTIVE BRD CO COM 21988R10 643 10713 SH SHARED 10 10713 D CORPORATE OFFICE PPTYS TR SH BEN INT 22002T10 164 5217 SH SHARED 5217 D CORPORATE OFFICE PPTYS TR SH BEN INT 22002T10 139 4420 SH SHARED 01 4420 D CORPORATE OFFICE PPTYS TR SH BEN INT 22002T10 1578 50100 SH SHARED 10 50100 D CORRECTIONS CORP AMER NEW COM NEW 22025Y40 110 3742 SH SHARED 3742 D CORRECTIONS CORP AMER NEW COM NEW 22025Y40 177 6000 SH SHARED 02 6000 D CORRECTIONS CORP AMER NEW COM NEW 22025Y40 10639 360542 SH SHARED 10 360542 D CORRECTIONS CORP AMER NEW COM NEW 22025Y40 770 26100 SH SHARED 14 26100 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 842 78986 SH SHARED 78986 D CORUS BANKSHARES INC COM 22087310 123 11600 SH SHARED 01 11600 D CORUS BANKSHARES INC COM 22087310 1874 175700 SH SHARED 10 175700 D CORUS BANKSHARES INC COM 22087310 20 1961 SH SHARED 21 1961 D CORUS ENTERTAINMENT INC COM CL B NON VTG 22087410 11 227 SH SHARED 227 D CORVEL CORP COM 22100610 124 5416 SH SHARED 5416 D CORVEL CORP COM 22100610 31 1350 SH SHARED 01 1350 D CORVEL CORP COM 22100610 722 31400 SH SHARED 10 31400 D COSI INC COM 22122P10 2 924 SH SHARED 924 D COST PLUS INC CALIF COM 22148510 4964 1143944 SH SHARED 1143944 D COSTCO WHSL CORP NEW COM 22160K10 43337 621230 SH SHARED 607630 13600 D COSTCO WHSL CORP NEW COM 22160K10 4712 67551 SH SHARED 01 55251 12300 D COSTCO WHSL CORP NEW COM 22160K10 371 5325 SH SHR/OTHR 01 5325 D COSTCO WHSL CORP NEW COM 22160K10 1598 22911 SH SHARED 02 22911 D COSTCO WHSL CORP NEW COM 22160K10 13 200 SH SHARED 05 200 D COSTCO WHSL CORP NEW COM 22160K10 298 4280 SH SHARED 06 4280 D COSTCO WHSL CORP NEW COM 22160K10 64270 921308 SH SHARED 10 919978 1330 D COSTCO WHSL CORP NEW COM 22160K10 930 13344 SH SHARED 16 13344 D COSTCO WHSL CORP NEW COM 22160K10 766 10990 SH SHARED 20 6105 4885 D COSTCO WHSL CORP NEW COM 22160K10 1123 16100 SH SHR/OTHR 20 16100 D COSTCO WHSL CORP NEW COM 22160K10 17 250 SH SHR/OTHR 21 250 D COSTCO WHSL CORP NEW COM 22160K10 55 800 SH SHARED 22 400 400 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FINANCIAL CORP COM 22237210 2 308 SH SHARED 05 308 D COUNTRYWIDE FINANCIAL CORP COM 22237210 37 4230 SH SHARED 06 4230 D COUNTRYWIDE FINANCIAL CORP COM 22237210 4839 541382 SH SHARED 10 541382 D COUNTRYWIDE FINANCIAL CORP COM 22237210 777 87017 SH SHARED 14 87017 D COUNTRYWIDE FINANCIAL CORP COM 22237210 86 9680 SH SHARED 21 9680 D COURIER CORP COM 22266010 2 83 SH SHARED 83 D COURIER CORP COM 22266010 148 4500 SH SHARED 10 4500 D COUSINS PPTYS INC COM 22279510 204 9232 SH SHARED 9232 D COUSINS PPTYS INC COM 22279510 1092 49432 SH SHARED 01 33550 15882 D COUSINS PPTYS INC COM 22279510 663 30000 SH SHR/OTHR 01 30000 D COUSINS PPTYS INC COM 22279510 70 3168 SH SHARED 02 3168 D COUSINS PPTYS INC COM 22279510 623 28200 SH SHARED 10 28200 D COVAD COMMUNICATIONS GROUP I DBCV 3.000% 3/1 222814AR 1363 1432000 PRN SHARED 1432000 D COVAD COMMUNICATIONS GROUP I COM 22281420 16 19235 SH SHARED 19235 D COVAD COMMUNICATIONS GROUP I COM 22281420 4 5701 SH SHARED 02 5701 D COVANCE INC COM 22281610 152 1761 SH SHARED 1761 D COVANCE INC COM 22281610 5025 58020 SH SHARED 58020 D COVANCE INC COM 22281610 1723 19902 SH SHARED 01 1102 18800 D COVANCE INC COM 22281610 277 3200 SH SHARED 02 3200 D COVANCE INC COM 22281610 9528 110000 SH SHARED 05 110000 D COVANCE INC COM 22281610 69 800 SH SHARED 06 800 D COVANCE INC COM 22281610 29988 346213 SH SHARED 10 346213 D COVANCE INC COM 22281610 3 40 SH SHARED 21 40 D COVANCE INC COM 22281610 69 800 SH SHR/OTHR 23 800 D COVANTA HLDG CORP COM 22282E10 26 943 SH SHARED 943 D COVANTA HLDG CORP COM 22282E10 1827 66056 SH SHARED 66056 D COVANTA HLDG CORP COM 22282E10 671 24285 SH SHARED 01 24085 200 D COVANTA HLDG CORP COM 22282E10 11 425 SH SHARED 02 425 D COVANTA HLDG CORP COM 22282E10 27689 1001068 SH SHARED 04 1001068 D COVANTA HLDG CORP COM 22282E10 24602 889452 SH SHARED 05 889452 D COVANTA HLDG CORP COM 22282E10 637 23043 SH SHARED 06 23043 D COVANTA HLDG CORP COM 22282E10 1393 50363 SH SHARED 10 50363 D COVANTA HLDG CORP COM 22282E10 5 200 SH SHR/OTHR 23 200 D COVENANT TRANSN GROUP INC CL A 22284P10 941 140167 SH SHARED 140167 D COVENANT TRANSN GROUP INC CL A 22284P10 2 425 SH SHARED 02 425 D COVENTRY HEALTH CARE INC COM 22286210 46240 780425 SH SHARED 780425 D COVENTRY HEALTH CARE INC COM 22286210 1419 23950 SH SHARED 01 23950 D COVENTRY HEALTH CARE INC COM 22286210 1865 31484 SH SHARED 02 31484 D COVENTRY HEALTH CARE INC COM 22286210 2162 36500 SH SHARED 04 36500 D COVENTRY HEALTH CARE INC COM 22286210 86 1465 SH SHARED 06 1465 D COVENTRY HEALTH CARE INC COM 22286210 40452 682743 SH SHARED 10 682743 D COVENTRY HEALTH CARE INC COM 22286210 248 4197 SH SHARED 14 1300 2897 D COVENTRY HEALTH CARE INC COM 22286210 252 4265 SH SHARED 21 4265 D COWEN GROUP INC COM 22362110 808 85000 SH SHR/OTHR 01 85000 D COWLITZ BANCORP LONGVIEW WAS COM 22376710 1 110 SH SHARED 110 D COX RADIO INC CL A 22405110 9 820 SH SHARED 820 D COX RADIO INC CL A 22405110 15 1250 SH SHARED 02 1250 D CRAFTMADE INTL INC COM 22413E10 7 853 SH SHARED 853 D CRANE CO COM 22439910 888 20706 SH SHARED 20706 D CRANE CO COM 22439910 771 17995 SH SHARED 01 2395 15600 D CRANE CO COM 22439910 1168 27240 SH SHARED 02 18320 8920 D CRANE CO COM 22439910 694 16194 SH SHARED 10 13594 2600 D CRAWFORD & CO CL B 22463310 7 1794 SH SHARED 02 1794 D CREDIT SUISSE ASSET MGMT INC COM 22491610 383 107010 SH SHARED 107010 D CRAY INC COM NEW 22522330 22 3683 SH SHARED 3683 D CREDENCE SYS CORP NOTE 1.500% 5/1 225302AF 1087 1150000 PRN SHARED 1150000 D CREDENCE SYS CORP COM 22530210 13702 5661988 SH SHARED 5661988 D CREDENCE SYS CORP COM 22530210 102 42300 SH SHARED 10 42300 D CREDIT SUISSE GROUP SPONSORED ADR 22540110 1880 31291 SH SHARED 31291 D CREDIT SUISSE GROUP SPONSORED ADR 22540110 21 350 SH SHARED 01 350 D CREDIT SUISSE GROUP SPONSORED ADR 22540110 44 740 SH SHARED 21 740 D CREDO PETE CORP COM PAR $0.10 22543920 4 471 SH SHARED 471 D CREDIT SUISSE HIGH YLD BND F SH BEN INT 22544F10 584 176010 SH SHARED 176010 D CREE INC COM 22544710 28 1037 SH SHARED 1037 D CREE INC COM 22544710 7933 288824 SH SHARED 288824 D CREE INC COM 22544710 730 26600 SH SHARED 01 26600 D CREE INC COM 22544710 251 9139 SH SHARED 02 9139 D CREE INC COM 22544710 7245 263778 SH SHARED 04 263778 D CREE INC COM 22544710 6515 237191 SH SHARED 05 237191 D CREE INC COM 22544710 289 10525 SH SHARED 06 10525 D CREE INC COM 22544710 383 13943 SH SHARED 10 13943 D CREE INC COM 22544710 50 1832 SH SHARED 21 1832 D CRESCENT FINL CORP COM 22574410 2 239 SH SHARED 239 D CRESUD S A C I F Y A SPONSORED ADR 22640610 258 13000 SH SHARED 13000 D CRESUD S A C I F Y A SPONSORED ADR 22640610 16544 831373 SH SHARED 831373 D CRESUD S A C I F Y A SPONSORED ADR 22640610 9370 470860 SH SHARED 01 470860 D CRESUD S A C I F Y A SPONSORED ADR 22640610 636 32000 SH SHARED 02 32000 D CRESUD S A C I F Y A SPONSORED ADR 22640610 5014 252000 SH SHARED 04 252000 D CRESUD S A C I F Y A SPONSORED ADR 22640610 1990 100000 SH SHARED 05 100000 D CRESUD S A C I F Y A SPONSORED ADR 22640610 796 40000 SH SHARED 06 40000 D CRESUD S A C I F Y A SPONSORED ADR 22640610 694 34900 SH SHARED 10 34900 D CRITICAL THERAPEUTICS INC COM 22674T10 12 9500 SH SHARED 9500 D CRITICARE SYS INC COM 22690110 0 286 SH SHARED 286 D CROCS INC COM 22704610 3725 101205 SH SHARED 101205 D CROCS INC COM 22704610 81 2225 SH SHARED 01 2225 D CROCS INC COM 22704610 39 1071 SH SHARED 02 1071 D CROCS INC COM 22704610 552 15000 SH SHARED 04 15000 D CROCS INC COM 22704610 14970 406700 SH SHARED 10 406700 D CROSS A T CO CL A 22747810 1 191 SH SHARED 191 D CROSS CTRY HEALTHCARE INC COM 22748310 32 2303 SH SHARED 2303 D CROSS CTRY HEALTHCARE INC COM 22748310 58 4095 SH SHARED 01 4095 D CROSS CTRY HEALTHCARE INC COM 22748310 150 10600 SH SHARED 02 10600 D CROSS CTRY HEALTHCARE INC COM 22748310 112 7900 SH SHARED 10 7900 D CROSS TIMBERS RTY TR TR UNIT 22757R10 6 156 SH SHARED 156 D CROSSTEX ENERGY L P COM 22765U10 14 477 SH SHARED 477 D CROSSTEX ENERGY INC COM 22765Y10 8 235 SH SHARED 235 D CROSSTEX ENERGY INC COM 22765Y10 41 1109 SH SHARED 10 1109 D CROWN CASTLE INTL CORP COM 22822710 90271 2169985 SH SHARED 2169985 D CROWN CASTLE INTL CORP COM 22822710 357 8602 SH SHARED 01 8590 12 D CROWN CASTLE INTL CORP COM 22822710 20184 485202 SH SHARED 02 485202 D CROWN CASTLE INTL CORP COM 22822710 2496 60000 SH SHARED 04 60000 D CROWN CASTLE INTL CORP COM 22822710 91 2210 SH SHARED 06 2210 D CROWN CASTLE INTL CORP COM 22822710 7065 169840 SH SHARED 10 169840 D CROWN CASTLE INTL CORP COM 22822710 31 750 SH SHARED 23 750 D CROWN CASTLE INTL CORP COM 22822710 31 750 SH SHR/OTHR 23 750 D CROWN CRAFTS INC COM 22830910 0 222 SH SHARED 222 D CROWN CRAFTS INC COM 22830910 520 145805 SH SHR/OTHR 01 145805 D CROWN HOLDINGS INC COM 22836810 5371 209402 SH SHARED 209402 D CROWN HOLDINGS INC COM 22836810 318 12400 SH SHARED 01 12400 D CROWN HOLDINGS INC COM 22836810 1056 41200 SH SHARED 02 41200 D CROWN HOLDINGS INC COM 22836810 348 13597 SH SHARED 10 13597 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 CROWN MEDIA HLDGS INC CL A 22841110 15 2450 SH SHARED 02 2450 D CRUCELL N V SPONSORED ADR 22876910 13 800 SH SHARED 800 D CRYOLIFE INC COM 22890310 252 31707 SH SHARED 31707 D CRYOCOR INC COM 22901610 0 170 SH SHARED 170 D CRYSTAL RIV CAP INC COM 22939330 0 49 SH SHARED 49 D CRYSTAL RIV CAP INC COM 22939330 83 5800 SH SHARED 10 5800 D CRYSTALLEX INTL CORP COM 22942F10 106 46500 SH SHARED 46500 D CTRIP COM INTL LTD ADR 22943F10 114 2000 SH SHARED 2000 D CTRIP COM INTL LTD ADR 22943F10 23768 413587 SH SHARED 413587 D CTRIP COM INTL LTD ADR 22943F10 388 6752 SH SHARED 02 6752 D CTRIP COM INTL LTD ADR 22943F10 23562 410000 SH SHARED 04 410000 D CTRIP COM INTL LTD ADR 22943F10 3045 53000 SH SHARED 06 53000 D CUBIC CORP COM 22966910 411 10493 SH SHARED 10493 D CUBIC CORP COM 22966910 444 11350 SH SHARED 01 10650 700 D CUBIC CORP COM 22966910 246 6300 SH SHARED 02 6300 D CUBIC CORP COM 22966910 1764 45000 SH SHARED 10 45000 D CUBIC CORP COM 22966910 156 4000 SH SHR/OTHR 23 4000 D CUBIST PHARMACEUTICALS INC NOTE 2.250% 6/1 229678AC 961 1011000 PRN SHARED 1011000 D CUBIST PHARMACEUTICALS INC NOTE 2.250% 6/1 229678AC 1426 1500000 PRN SHARED 02 1500000 D CUBIST PHARMACEUTICALS INC COM 22967810 1890 92168 SH SHARED 92168 D CUBIST PHARMACEUTICALS INC COM 22967810 785 38295 SH SHARED 01 38295 D CUBIST PHARMACEUTICALS INC COM 22967810 9262 451612 SH SHARED 04 451612 D CUBIST PHARMACEUTICALS INC COM 22967810 6840 333500 SH SHARED 10 333500 D CULLEN FROST BANKERS INC COM 22989910 2134 42143 SH SHARED 42143 D CULLEN FROST BANKERS INC COM 22989910 1084 21400 SH SHARED 01 100 21300 D CULLEN FROST BANKERS INC COM 22989910 322 6372 SH SHARED 02 6372 D CULLEN FROST BANKERS INC COM 22989910 319 6300 SH SHARED 10 6300 D CULLEN FROST BANKERS INC COM 22989910 46 923 SH SHARED 21 923 D CUISINE SOLUTIONS INC COM 22990410 0 173 SH SHARED 173 D CULP INC COM 23021510 3 488 SH SHARED 488 D CUMMINS INC COM 23102110 51 406 SH SHARED 406 D CUMMINS INC COM 23102110 13307 104482 SH SHARED 104482 D CUMMINS INC COM 23102110 1668 13100 SH SHARED 01 13100 D CUMMINS INC COM 23102110 1023 8035 SH SHARED 02 8035 D CUMMINS INC COM 23102110 22796 178980 SH SHARED 04 178980 D CUMMINS INC COM 23102110 24406 191622 SH SHARED 05 191622 D CUMMINS INC COM 23102110 980 7697 SH SHARED 06 7697 D CUMMINS INC COM 23102110 11662 91561 SH SHARED 10 91561 D CUMMINS INC COM 23102110 407 3200 SH SHARED 14 3200 D CUMMINS INC COM 23102110 25 200 SH SHARED 22 200 D CUMMINS INC COM 23102110 203 1600 SH SHR/OTHR 23 1600 D CUMULUS MEDIA INC CL A 23108210 523 65146 SH SHARED 65146 D CUMULUS MEDIA INC CL A 23108210 17 2145 SH SHARED 01 2145 D CUMULUS MEDIA INC CL A 23108210 63 7935 SH SHARED 02 7935 D CURAGEN CORP COM 23126R10 25 27415 SH SHARED 27415 D CURIS INC COM 23126910 1 1647 SH SHARED 1647 D CURRENCYSHS JAPANESE YEN TR JAPANESE YEN 23130A10 1 17 SH SHARED 01 17 D CURRENCYSHS JAPANESE YEN TR JAPANESE YEN 23130A10 3 35 SH SHARED 21 35 D CURRENCY SHARES EURO TR EURO SHS 23130C10 4 30 SH SHARED 01 30 D CURTISS WRIGHT CORP COM 23156110 819 16334 SH SHARED 16334 D CURTISS WRIGHT CORP COM 23156110 80 1600 SH SHARED 01 1600 D CURTISS WRIGHT CORP COM 23156110 376 7500 SH SHARED 02 7500 D CURTISS WRIGHT CORP COM 23156110 11673 232532 SH SHARED 10 232532 D CUTERA INC COM 23210910 344 21928 SH SHARED 21928 D CUTERA INC COM 23210910 29 1900 SH SHARED 01 1900 D CUTERA INC COM 23210910 595 37900 SH SHARED 10 37900 D CYANOTECH CORP COM PAR $0.02 23243730 0 117 SH SHARED 117 D CYBERSOURCE CORP COM 23251J10 177 9982 SH SHARED 9982 D CYBERSOURCE CORP COM 23251J10 241 13597 SH SHARED 02 13597 D CYBERSOURCE CORP COM 23251J10 17743 998500 SH SHARED 10 998500 D CYBERONICS INC COM 23251P10 32 2492 SH SHARED 2492 D CYBERONICS INC COM 23251P10 51 3925 SH SHARED 02 3925 D CYBERONICS INC COM 23251P10 1052 80000 SH SHARED 15 80000 D CYBEROPTICS CORP COM 23251710 7 595 SH SHARED 595 D CYBEX INTL INC COM 23252E10 1 288 SH SHARED 288 D CYCLACEL PHARMACEUTICALS INC COM 23254L10 28 5157 SH SHARED 5157 D CYCLACEL PHARMACEUTICALS INC PFD CONV EX 6% 23254L20 1218 256598 SH SHARED 256598 D CYGNE DESIGNS INC COM 23255610 0 356 SH SHARED 356 D CYMER INC COM 23257210 3308 84996 SH SHARED 84996 D CYMER INC COM 23257210 358 9200 SH SHARED 01 9200 D CYMER INC COM 23257210 3298 84725 SH SHARED 02 84725 D CYMER INC COM 23257210 2859 73459 SH SHARED 10 73459 D CYNOSURE INC CL A 23257720 119 4517 SH SHARED 4517 D CYNOSURE INC CL A 23257720 23 900 SH SHARED 01 900 D CYNOSURE INC CL A 23257720 78 2950 SH SHARED 04 2950 D CYNOSURE INC CL A 23257720 481 18200 SH SHARED 10 18200 D CYPRESS BIOSCIENCES INC COM PAR $.02 23267450 163 14816 SH SHARED 14816 D CYPRESS BIOSCIENCES INC COM PAR $.02 23267450 63 5745 SH SHARED 01 5745 D CYPRESS BIOSCIENCES INC COM PAR $.02 23267450 41 3725 SH SHARED 02 3725 D CYPRESS BIOSCIENCES INC COM PAR $.02 23267450 1988 180271 SH SHARED 04 180271 D CYPRESS BIOSCIENCES INC COM PAR $.02 23267450 545 49500 SH SHARED 10 49500 D CYPRESS SEMICONDUCTOR CORP NOTE 1.000% 9/1 232806AK 8035 5000000 PRN SHARED 5000000 D CYPRESS SEMICONDUCTOR CORP COM 23280610 48995 1359859 SH SHARED 1359859 D CYPRESS SEMICONDUCTOR CORP COM 23280610 1816 50420 SH SHARED 01 2820 47600 D CYPRESS SEMICONDUCTOR CORP COM 23280610 271 7541 SH SHARED 02 7541 D CYPRESS SEMICONDUCTOR CORP COM 23280610 720 20000 SH SHARED 04 20000 D CYPRESS SEMICONDUCTOR CORP COM 23280610 1144 31763 SH SHARED 10 31763 D CYTOKINETICS INC COM 23282W10 0 112 SH SHARED 112 D CYTOKINETICS INC COM 23282W10 52 11100 SH SHARED 01 11100 D CYTEC INDS INC COM 23282010 10530 170999 SH SHARED 170999 D CYTEC INDS INC COM 23282010 1520 24693 SH SHARED 01 3193 21500 D CYTEC INDS INC COM 23282010 1865 30292 SH SHARED 02 30292 D CYTEC INDS INC COM 23282010 1046 17000 SH SHARED 06 17000 D CYTEC INDS INC COM 23282010 498 8100 SH SHARED 10 8100 D CYTEC INDS INC COM 23282010 1046 17000 SH SHARED 14 17000 D CYTEC INDS INC COM 23282010 33 551 SH SHARED 21 551 D CYTOGEN CORP COM NEW 23282430 0 926 SH SHARED 926 D CYTOMEDIX INC COM NEW 23283B20 1 689 SH SHARED 689 D CYTORI THERAPEUTICS INC COM 23283K10 15 2536 SH SHARED 2536 D D & E COMMUNICATIONS INC COM 23286010 8 556 SH SHARED 556 D CYCLE CTRY ACCESSORIES CORP COM 23298410 0 110 SH SHARED 110 D DCP MIDSTREAM PARTNERS LP COM UT LTD PTN 23311P10 18 412 SH SHARED 412 D DCT INDUSTRIAL TRUST INC COM 23315310 51 5499 SH SHARED 5499 D DCT INDUSTRIAL TRUST INC COM 23315310 119 12800 SH SHARED 01 5200 7600 D DCT INDUSTRIAL TRUST INC COM 23315310 2156 231600 SH SHARED 10 231600 D DCT INDUSTRIAL TRUST INC COM 23315310 4427 475600 SH SHARED 11 475600 D DDI CORP COM 0.0001 NEW 23316250 2125 377516 SH SHARED 377516 D DGSE COMPANIES INC COM 23323G10 0 94 SH SHARED 94 D DNP SELECT INCOME FD COM 23325P10 68 6500 SH SHARED 23 6500 D DG FASTCHANNEL INC COM 23326R10 6 255 SH SHARED 255 D DG FASTCHANNEL INC COM 23326R10 135 5300 SH SHARED 10 5300 D DPL INC COM 23329310 15102 509355 SH SHARED 509355 D DPL INC COM 23329310 1178 39762 SH SHARED 01 5200 34562 D DPL INC COM 23329310 1025 34579 SH SHARED 02 34579 D DPL INC COM 23329310 379 12791 SH SHARED 10 12791 D DPL INC COM 23329310 180 6100 SH SHARED 23 1100 5000 D DRI CORPORATION COM 23330F10 0 290 SH SHARED 290 D DRS TECHNOLOGIES INC COM 23330X10 1061 19552 SH SHARED 19552 D DRS TECHNOLOGIES INC COM 23330X10 944 17400 SH SHARED 01 2600 14800 D DRS TECHNOLOGIES INC COM 23330X10 194 3576 SH SHARED 02 3576 D DRS TECHNOLOGIES INC COM 23330X10 31140 573800 SH SHARED 10 573800 D DRS TECHNOLOGIES INC COM 23330X10 40 748 SH SHARED 21 748 D D R HORTON INC COM 23331A10 11346 861553 SH SHARED 861553 D D R HORTON INC COM 23331A10 467 35500 SH SHARED 01 35500 D D R HORTON INC COM 23331A10 550 41798 SH SHARED 02 41798 D D R HORTON INC COM 23331A10 2 200 SH SHARED 05 200 D D R HORTON INC COM 23331A10 28 2189 SH SHARED 06 2189 D D R HORTON INC COM 23331A10 1955 148500 SH SHARED 10 148500 D DSP GROUP INC COM 23332B10 119 9835 SH SHARED 9835 D DSP GROUP INC COM 23332B10 103 8500 SH SHARED 10 8500 D DST SYS INC DEL DBCV 4.125% 8/1 233326AB 9735 5500000 PRN SHARED 5500000 D DST SYS INC DEL DBCV 4.125% 8/1 233326AB 4425 2500000 PRN SHARED 02 2500000 D DST SYS INC DEL DBCV 3.625% 8/1 233326AD 3880 2272000 PRN SHARED 2272000 D DST SYS INC DEL DBCV 3.625% 8/1 233326AD 5137 3008000 PRN SHARED 02 3008000 D DST SYS INC DEL COM 23332610 5745 69605 SH SHARED 69605 D DST SYS INC DEL COM 23332610 1667 20200 SH SHARED 01 20200 D DST SYS INC DEL COM 23332610 123 1500 SH SHR/OTHR 01 1500 D DST SYS INC DEL COM 23332610 377 4570 SH SHARED 02 4570 D DST SYS INC DEL COM 23332610 26 320 SH SHARED 06 320 D DST SYS INC DEL COM 23332610 767 9300 SH SHARED 10 9300 D DST SYS INC DEL COM 23332610 33 400 SH SHARED 23 400 D DST SYS INC DEL COM 23332610 33 400 SH SHR/OTHR 23 400 D DTE ENERGY CO COM 23333110 14085 320419 SH SHARED 320419 D DTE ENERGY CO COM 23333110 1461 33252 SH SHARED 01 31207 2045 D DTE ENERGY CO COM 23333110 58 1325 SH SHR/OTHR 01 1325 D DTE ENERGY CO COM 23333110 402 9163 SH SHARED 02 9163 D DTE ENERGY CO COM 23333110 5 130 SH SHARED 05 130 D DTE ENERGY CO COM 23333110 79 1800 SH SHARED 06 1800 D DTE ENERGY CO COM 23333110 4301 97860 SH SHARED 10 97860 D DTE ENERGY CO COM 23333110 17 400 SH SHARED 20 400 D DTE ENERGY CO COM 23333110 8 200 SH SHR/OTHR 21 200 D DTE ENERGY CO COM 23333110 21 500 SH SHARED 23 500 D DSW INC CL A 23334L10 69 3700 SH SHARED 3700 D DSW INC CL A 23334L10 175 9356 SH SHARED 02 9356 D DSW INC CL A 23334L10 70 3738 SH SHARED 10 3738 D DTS INC COM 23335C10 128 5027 SH SHARED 5027 D DTS INC COM 23335C10 3 138 SH SHARED 20 138 D DTS INC COM 23335C10 30 1200 SH SHARED 23 1200 D DTS INC COM 23335C10 30 1200 SH SHR/OTHR 23 1200 D DWS HIGH INCOME TR SHS 23337C10 4 1000 SH SHARED 01 1000 D DXP ENTERPRISES INC NEW COM NEW 23337740 1405 30112 SH SHARED 30112 D DXP ENTERPRISES INC NEW COM NEW 23337740 14 300 SH SHARED 01 300 D DXP ENTERPRISES INC NEW COM NEW 23337740 4 88 SH SHARED 02 88 D DWS MULTI MKT INCOME TR SHS 23338L10 1 137 SH SHARED 137 D DWS MULTI MKT INCOME TR SHS 23338L10 8 1000 SH SHARED 01 1000 D DWS STRATEGIC INCOME TR SHS 23338N10 18 1566 SH SHARED 1566 D DWS GLOBAL COMMODITIES STK F COM 23338Y10 159 9052 SH SHARED 9052 D DWS RREEF REAL ESTATE FD INC COM 23338410 175 10000 SH SHARED 10000 D DWS RREEF REAL ESTATE FD INC COM 23338410 66 3800 SH SHR/OTHR 20 3800 D DWS DREMAN VAL INCOME EDGE F COM 23339M10 4484 325200 SH SHARED 325200 D DWS RREEF WORLD REAL EST & T COM 23339T10 94 6720 SH SHARED 6720 D DAG MEDIA INC COM 23372910 0 49 SH SHARED 49 D DAKTRONICS INC COM 23426410 228 10115 SH SHARED 10115 D DAKTRONICS INC COM 23426410 15 700 SH SHARED 01 700 D DAKTRONICS INC COM 23426410 2 106 SH SHARED 10 106 D DANAHER CORP DEL COM 23585110 48404 551679 SH SHARED 551679 D DANAHER CORP DEL COM 23585110 2616 29824 SH SHARED 01 29024 800 D DANAHER CORP DEL COM 23585110 26 300 SH SHR/OTHR 01 300 D DANAHER CORP DEL COM 23585110 630 7181 SH SHARED 02 7181 D DANAHER CORP DEL COM 23585110 6624 75500 SH SHARED 04 75500 D DANAHER CORP DEL COM 23585110 9 110 SH SHARED 05 110 D DANAHER CORP DEL COM 23585110 190 2170 SH SHARED 06 2170 D DANAHER CORP DEL COM 23585110 13522 154116 SH SHARED 10 154116 D DANAHER CORP DEL COM 23585110 1482 16900 SH SHARED 14 16900 D DANAHER CORP DEL COM 23585110 599 6834 SH SHARED 21 2400 4434 D DANAHER CORP DEL COM 23585110 254 2900 SH SHR/OTHR 21 2900 D DANAHER CORP DEL COM 23585110 70 800 SH SHARED 22 800 D DANAHER CORP DEL COM 23585110 622 7100 SH SHARED 23 7100 D DANAHER CORP DEL COM 23585110 149 1700 SH SHR/OTHR 23 1700 D DARDEN RESTAURANTS INC COM 23719410 9207 332266 SH SHARED 270566 61700 D DARDEN RESTAURANTS INC COM 23719410 601 21694 SH SHARED 01 21694 D DARDEN RESTAURANTS INC COM 23719410 427 15411 SH SHARED 02 15411 D DARDEN RESTAURANTS INC COM 23719410 52 1910 SH SHARED 06 1910 D DARDEN RESTAURANTS INC COM 23719410 19945 719796 SH SHARED 10 707796 12000 D DARDEN RESTAURANTS INC COM 23719410 384 13878 SH SHARED 14 13878 D DARDEN RESTAURANTS INC COM 23719410 83 3000 SH SHR/OTHR 23 3000 D DARLING INTL INC COM 23726610 332 28759 SH SHARED 28759 D DARWIN PROFESSIONAL UNDERWRI COM 23750210 114 4727 SH SHARED 4727 D DASSAULT SYS S A SPONSORED ADR 23754510 6 115 SH SHARED 115 D DATA DOMAIN INC COM 23767P10 3 119 SH SHARED 119 D DATA DOMAIN INC COM 23767P10 184 7000 SH SHARED 04 7000 D DATA I O CORP COM 23769010 1 187 SH SHARED 187 D DATAWATCH CORP COM NEW 23791720 0 105 SH SHARED 105 D DATALINK CORP COM 23793410 8 2370 SH SHARED 2370 D DATARAM CORP COM PAR $1 23810820 0 208 SH SHARED 208 D DATASCOPE CORP COM 23811310 578 15900 SH SHARED 15900 D DATASCOPE CORP COM 23811310 51 1425 SH SHARED 02 1425 D DATASCOPE CORP COM 23811310 174 4800 SH SHARED 10 4800 D DATATRAK INTL INC COM 23813410 0 354 SH SHARED 354 D DAVITA INC COM 23918K10 967 17164 SH SHARED 17164 D DAVITA INC COM 23918K10 112 2000 SH SHARED 01 1900 100 D DAVITA INC COM 23918K10 11 200 SH SHR/OTHR 01 200 D DAVITA INC COM 23918K10 112 2003 SH SHARED 02 2003 D DAVITA INC COM 23918K10 6829 121200 SH SHARED 04 121200 D DAVITA INC COM 23918K10 2033 36090 SH SHARED 06 36090 D DAVITA INC COM 23918K10 1126 19985 SH SHARED 10 19985 D DAVITA INC COM 23918K10 1972 35000 SH SHARED 14 35000 D DAWSON GEOPHYSICAL CO COM 23935910 437 6128 SH SHARED 6128 D DAWSON GEOPHYSICAL CO COM 23935910 158 2220 SH SHARED 01 2220 D DAXOR CORP COM 23946710 0 39 SH SHARED 39 D DAYSTAR TECHNOLOGIES INC COM 23962Q10 3 604 SH SHARED 604 D DAYTON SUPERIOR CORP COM 24002830 0 231 SH SHARED 231 D DEALERTRACK HLDGS INC COM 24230910 585 17488 SH SHARED 17488 D DEALERTRACK HLDGS INC COM 24230910 20 600 SH SHARED 01 600 D DEALERTRACK HLDGS INC COM 24230910 903 27000 SH SHARED 04 27000 D DEALERTRACK HLDGS INC COM 24230910 6171 184400 SH SHARED 10 184400 D DEAN FOODS CO NEW COM 24237010 413 16000 SH SHARED 16000 D DEAN FOODS CO NEW COM 24237010 46894 1813391 SH SHARED 1270091 543300 D DEAN FOODS CO NEW COM 24237010 1114 43107 SH SHARED 01 43107 D DEAN FOODS CO NEW COM 24237010 1532 59257 SH SHARED 02 59257 D DEAN FOODS CO NEW COM 24237010 11189 432682 SH SHARED 04 432682 D DEAN FOODS CO NEW COM 24237010 7606 294150 SH SHARED 06 294150 D DEAN FOODS CO NEW COM 24237010 83474 3227928 SH SHARED 10 2840728 387200 D DEAN FOODS CO NEW COM 24237010 10 400 SH SHARED 14 400 D DEAN FOODS CO NEW COM 24237010 1174 45400 SH SHARED 15 45400 D DEAN FOODS CO NEW COM 24237010 3783 146324 SH SHARED 16 146324 D DEAN FOODS CO NEW COM 24237010 400 15500 SH SHARED 19 15500 D DEAN FOODS CO NEW COM 24237010 537 20767 SH SHARED 24 20767 D DEARBORN BANCORP INC COM 24242R10 23 3104 SH SHARED 3104 D DEBT RESOLVE INC COM NEW 24276R20 0 172 SH SHARED 172 D DECKERS OUTDOOR CORP COM 24353710 267 1727 SH SHARED 1727 D DECKERS OUTDOOR CORP COM 24353710 2698 17400 SH SHARED 01 17200 200 D DECKERS OUTDOOR CORP COM 24353710 2946 19000 SH SHR/OTHR 01 19000 D DECKERS OUTDOOR CORP COM 24353710 635 4100 SH SHARED 10 4100 D DECODE GENETICS INC COM 24358610 3 1000 SH SHARED 02 1000 D DECORATOR INDS INC COM PAR $0.20 24363120 0 70 SH SHARED 70 D DEERE & CO COM 24419910 73037 784338 SH SHARED 784338 D DEERE & CO COM 24419910 6436 69116 SH SHARED 01 62816 6300 D DEERE & CO COM 24419910 139 1500 SH SHR/OTHR 01 1500 D DEERE & CO COM 24419910 1850 19872 SH SHARED 02 19872 D DEERE & CO COM 24419910 22324 239742 SH SHARED 04 239742 D DEERE & CO COM 24419910 36845 395674 SH SHARED 05 395674 D DEERE & CO COM 24419910 415 4460 SH SHARED 06 4460 D DEERE & CO COM 24419910 17958 192856 SH SHARED 10 191256 1600 D DEERE & CO COM 24419910 1629 17500 SH SHARED 14 17500 D DEERE & CO COM 24419910 1345 14450 SH SHARED 20 6530 7920 D DEERE & CO COM 24419910 166 1790 SH SHARED 23 1790 D DEERE & CO COM 24419910 428 4600 SH SHR/OTHR 23 4600 D DEKANIA CORP COM 24488U10 7087 762106 SH SHARED 762106 D DEL MONTE FOODS CO COM 24522P10 -267 -28269 SH SHARED -28269 D DEL MONTE FOODS CO COM 24522P10 11660 1232649 SH SHARED 1232649 D DEL MONTE FOODS CO COM 24522P10 62 6636 SH SHARED 01 5834 802 D DEL MONTE FOODS CO COM 24522P10 22454 2373650 SH SHARED 10 2373650 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 46 3700 SH SHARED 3700 D DELCATH SYS INC COM 24661P10 0 538 SH SHARED 538 D DELEK US HLDGS INC COM 24664710 359 17789 SH SHARED 17789 D DELEK US HLDGS INC COM 24664710 171 8500 SH SHARED 01 8500 D DELEK US HLDGS INC COM 24664710 483 23900 SH SHARED 10 23900 D DELIA'S INC NEW COM 24691110 8 3112 SH SHARED 3112 D DELL INC COM 24702R10 522 21303 SH SHARED 703 20600 D DELL INC COM 24702R10 682601 5766878 SH SHARED 5654825 112053 D DELL INC COM 24702R10 8282 337903 SH SHARED 01 327703 10200 D DELL INC COM 24702R10 112 4575 SH SHR/OTHR 01 4575 D DELL INC COM 24702R10 16392 668803 SH SHARED 02 647858 20945 D DELL INC COM 24702R10 85987 3508250 SH SHARED 04 3508250 D DELL INC COM 24702R10 23 970 SH SHARED 05 970 D DELL INC COM 24702R10 24247 989282 SH SHARED 06 989282 D DELL INC COM 24702R10 93732 3824271 SH SHARED 10 3788771 35500 D DELL INC COM 24702R10 1664 67928 SH SHARED 14 30450 37478 D DELL INC COM 24702R10 3710 151397 SH SHARED 16 151397 D DELL INC COM 24702R10 166 6800 SH SHARED 20 2900 3900 D DELL INC COM 24702R10 40 1633 SH SHR/OTHR 20 1633 D DELL INC COM 24702R10 41 1700 SH SHARED 21 1700 D DELL INC COM 24702R10 15 650 SH SHARED 22 650 D DELL INC COM 24702R10 47 1925 SH SHARED 23 1925 D DELL INC COM 24702R10 279 11400 SH SHR/OTHR 23 11400 D DELL INC COM 24702R10 29 1200 SH SHARED 24 1200 D DELPHAX TECHNOLOGIES INC COM 24712X10 0 139 SH SHARED 139 D DELPHI FINL GROUP INC CL A 24713110 6899 195565 SH SHARED 195565 D DELPHI FINL GROUP INC CL A 24713110 11 325 SH SHARED 02 325 D DELPHI FINL GROUP INC CL A 24713110 515 14609 SH SHARED 10 14609 D DELTA AIR LINES INC DEL COM NEW 24736170 12452 836325 SH SHARED 836325 D DELTA AIR LINES INC DEL COM NEW 24736170 5017 336999 SH SHARED 02 336999 D DELTA AIR LINES INC DEL COM NEW 24736170 5784 388500 SH SHARED 10 365300 23200 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 DELTIC TIMBER CORP COM 24785010 1 22 SH SHARED 22 D DELTIC TIMBER CORP COM 24785010 2703 52499 SH SHARED 01 52499 D DELTIC TIMBER CORP COM 24785010 956 18571 SH SHR/OTHR 01 18571 D DELTIC TIMBER CORP COM 24785010 427 8312 SH SHARED 22 8312 D DELTA PETE CORP COM NEW 24790720 6786 360036 SH SHARED 360036 D DELTA PETE CORP COM NEW 24790720 121 6420 SH SHARED 01 6420 D DELTA PETE CORP COM NEW 24790720 3082 163535 SH SHARED 02 163535 D DELTA PETE CORP COM NEW 24790720 99 5300 SH SHARED 10 5300 D DENBURY RES INC COM NEW 24791620 994 33443 SH SHARED 33443 D DENBURY RES INC COM NEW 24791620 2183 73400 SH SHARED 01 800 72600 D DENBURY RES INC COM NEW 24791620 684 23022 SH SHARED 02 23022 D DENBURY RES INC COM NEW 24791620 59 2000 SH SHARED 06 2000 D DENBURY RES INC COM NEW 24791620 690 23200 SH SHARED 10 23200 D DENBURY RES INC COM NEW 24791620 565 19000 SH SHARED 21 19000 D DELTA FINANCIAL CORP COM 24791810 0 10031 SH SHARED 10031 D DELTA FINANCIAL CORP COM 24791810 0 5300 SH SHR/OTHR 22 5300 D DELUXE CORP COM 24801910 5579 169643 SH SHARED 169643 D DELUXE CORP COM 24801910 1053 32021 SH SHARED 01 12421 19600 D DELUXE CORP COM 24801910 581 17669 SH SHARED 02 17669 D DELUXE CORP COM 24801910 18931 575600 SH SHARED 10 575600 D DELUXE CORP COM 24801910 57 1753 SH SHR/OTHR 20 1753 D DEMANDTEC INC COM NEW 24802R50 3 156 SH SHARED 156 D DEMANDTEC INC COM NEW 24802R50 15 800 SH SHARED 02 800 D DENALI FD INC COM 24823A10 74 4300 SH SHARED 4300 D DENDREON CORP COM 24823Q10 200 32244 SH SHARED 32244 D DENDREON CORP COM 24823Q10 33 5400 SH SHARED 01 5400 D DENISON MINES CORP COM 24835610 1185 132933 SH SHARED 121933 11000 D DENISON MINES CORP COM 24835610 874 98000 SH SHARED 04 98000 D DENNYS CORP COM 24869P10 3872 1032616 SH SHARED 1032616 D DENTSPLY INTL INC NEW COM 24903010 4230 93966 SH SHARED 93966 D DENTSPLY INTL INC NEW COM 24903010 2278 50600 SH SHARED 01 2800 47800 D DENTSPLY INTL INC NEW COM 24903010 99 2200 SH SHR/OTHR 01 2200 D DENTSPLY INTL INC NEW COM 24903010 524 11649 SH SHARED 02 11649 D DENTSPLY INTL INC NEW COM 24903010 68 1520 SH SHARED 06 1520 D DENTSPLY INTL INC NEW COM 24903010 2610 57990 SH SHARED 10 57990 D DENTSPLY INTL INC NEW COM 24903010 535 11894 SH SHARED 14 11894 D DENTSPLY INTL INC NEW COM 24903010 90 2000 SH SHARED 23 2000 D DEPOMED INC COM 24990810 3 1110 SH SHARED 1110 D DESARROLLADORA HOMEX S A DE SPONSORED ADR 25030W10 12277 248274 SH SHARED 248274 D DESARROLLADORA HOMEX S A DE SPONSORED ADR 25030W10 9 200 SH SHARED 02 200 D DESARROLLADORA HOMEX S A DE SPONSORED ADR 25030W10 469 9500 SH SHR/OTHR 23 9500 D DESIGN WITHIN REACH INC COM 25055710 0 261 SH SHARED 261 D DEUTSCHE TELEKOM AG SPONSORED ADR 25156610 698 32211 SH SHARED 32211 D DEUTSCHE TELEKOM AG SPONSORED ADR 25156610 130 6010 SH SHARED 21 6010 D DEUTSCHE TELEKOM AG SPONSORED ADR 25156610 97 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 2220 2500000 PRN SHARED 02 2500000 D DEVELOPERS DIVERSIFIED RLTY COM 25159110 4283 111877 SH SHARED 111877 D DEVELOPERS DIVERSIFIED RLTY COM 25159110 134 3525 SH SHARED 01 3525 D DEVELOPERS DIVERSIFIED RLTY COM 25159110 89 2327 SH SHARED 02 2327 D DEVELOPERS DIVERSIFIED RLTY COM 25159110 2894 75600 SH SHARED 10 75600 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 302 190000 PRN SHARED 02 190000 D DEVON ENERGY CORP NEW DEB 4.900% 8/1 25179MAA 125 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 5161 3246000 PRN SHARED 3246000 D DEVON ENERGY CORP NEW COM 25179M10 264 2978 SH SHARED 2978 D DEVON 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INC DEL COM 25189310 1053 20275 SH SHARED 01 2675 17600 D DEVRY INC DEL COM 25189310 152 2937 SH SHARED 02 2937 D DEVRY INC DEL COM 25189310 1520 29261 SH SHARED 10 29261 D DEXCOM INC NOTE 4.750% 3/1 252131AD 5020 4000000 PRN SHARED 4000000 D DEXCOM INC COM 25213110 5 678 SH SHARED 678 D DEXCOM INC COM 25213110 29 3300 SH SHARED 02 3300 D DEXCOM INC COM 25213110 1324 150000 SH SHARED 04 150000 D DIAGEO P L C SPON ADR NEW 25243Q20 2536 29557 SH SHARED 29557 D DIAGEO P L C SPON ADR NEW 25243Q20 85 1000 SH SHARED 01 1000 D DIAGEO P L C SPON ADR NEW 25243Q20 12314 143480 SH SHARED 10 143480 D DIAGEO P L C SPON ADR NEW 25243Q20 17 200 SH SHARED 20 200 D DIAGEO P L C SPON ADR NEW 25243Q20 184 2150 SH SHARED 23 2150 D DIALYSIS CORP AMER COM 25252910 13 1551 SH SHARED 1551 D DIAMOND FOODS INC COM 25260310 8 388 SH SHARED 388 D DIAMOND FOODS INC COM 25260310 368 17200 SH SHARED 01 17000 200 D DIAMOND FOODS INC COM 25260310 428 20000 SH SHR/OTHR 01 20000 D DIAMOND FOODS INC COM 25260310 45 2100 SH SHARED 02 2100 D DIAMOND FOODS INC COM 25260310 4751 221700 SH SHARED 10 221700 D DIAMOND HILL INVESTMENT GROU COM NEW 25264R20 3 51 SH SHARED 51 D DIAMOND MGMT & TECHNOLOGY CO COM 25269L10 238 32779 SH SHARED 32779 D DIAMOND MGMT & TECHNOLOGY CO COM 25269L10 21 2900 SH SHARED 01 2900 D DIAMOND MGMT & TECHNOLOGY CO COM 25269L10 339 46700 SH SHARED 10 46700 D DIAMOND OFFSHORE DRILLING IN COM 25271C10 28427 200193 SH SHARED 200193 D DIAMOND OFFSHORE DRILLING IN COM 25271C10 411 2900 SH SHARED 01 2900 D DIAMOND OFFSHORE DRILLING IN COM 25271C10 76392 537972 SH SHARED 02 537972 D DIAMOND OFFSHORE DRILLING IN COM 25271C10 147212 1036709 SH SHARED 04 1036709 D DIAMOND OFFSHORE DRILLING IN COM 25271C10 10344 72850 SH SHARED 06 72850 D DIAMOND OFFSHORE DRILLING IN COM 25271C10 2615 18420 SH SHARED 10 18420 D DIAMOND OFFSHORE DRILLING IN COM 25271C10 1846 13000 SH SHARED 14 13000 D DIAMOND OFFSHORE DRILLING IN COM 25271C10 4741 33394 SH SHARED 16 33394 D DIAMOND OFFSHORE DRILLING IN COM 25271C10 12 85 SH SHARED 21 85 D DIAMONDROCK HOSPITALITY CO COM 25278430 431 28835 SH SHARED 28835 D DIAMONDROCK HOSPITALITY CO COM 25278430 533 35600 SH SHARED 01 35600 D DIAMONDROCK HOSPITALITY CO COM 25278430 447 29875 SH SHARED 02 29875 D DIAMONDROCK HOSPITALITY CO COM 25278430 1041 69500 SH SHARED 10 69500 D DIAMONDROCK HOSPITALITY CO COM 25278430 25422 1697100 SH SHARED 11 1697100 D DIAMONDS TR UNIT SER 1 25278710 12088 91200 SH SHARED 91200 D DIAMONDS TR UNIT SER 1 25278710 26 203 SH SHARED 01 203 D DIAMONDS TR UNIT SER 1 25278710 24919 188000 SH SHARED 10 188000 D DIAMONDS TR UNIT SER 1 25278710 14315 108000 SH SHARED 15 108000 D DIAMONDS TR UNIT SER 1 25278710 106 800 SH SHARED 23 800 D DICKS SPORTING GOODS INC NOTE 1.606% 2/1 253393AB 2183 2199000 PRN SHARED 02 2199000 D DICKS SPORTING GOODS INC COM 25339310 5978 215369 SH SHARED 191669 23700 D DICKS SPORTING GOODS INC COM 25339310 705 25400 SH SHARED 01 800 24600 D DICKS SPORTING GOODS INC COM 25339310 109 3943 SH SHARED 02 3943 D DICKS SPORTING GOODS INC COM 25339310 66249 2386500 SH SHARED 10 2372200 14300 D DIEBOLD INC COM 25365110 1188 41000 SH SHARED 41000 D DIEBOLD INC COM 25365110 585 20200 SH SHARED 01 20200 D DIEBOLD INC COM 25365110 391 13516 SH SHARED 02 13516 D DIEBOLD INC COM 25365110 446 15400 SH SHARED 10 15400 D DIEBOLD INC COM 25365110 1382 47700 SH SHARED 14 47700 D DIEDRICH COFFEE INC COM NEW 25367520 0 77 SH SHARED 77 D DIGI INTL INC COM 25379810 4 299 SH SHARED 299 D DIGI INTL INC COM 25379810 45 3200 SH SHARED 02 3200 D DIGIMARC CORP COM 25380710 11 1293 SH SHARED 1293 D DIGIMARC CORP COM 25380710 16 1825 SH SHARED 02 1825 D DIGIRAD CORP COM 25382710 1 402 SH SHARED 402 D DIGITAL ANGEL CORP COM 25383010 0 523 SH SHARED 523 D DIGITAL PWR CORP COM 25386210 0 82 SH SHARED 82 D DIGITAL RLTY TR INC COM 25386810 1458 38024 SH SHARED 38024 D DIGITAL RLTY TR INC COM 25386810 240 6270 SH SHARED 01 6270 D DIGITAL RLTY TR INC COM 25386810 101 2654 SH SHARED 02 2654 D DIGITAL RLTY TR INC COM 25386810 4143 108000 SH SHARED 10 108000 D DIGITAL RLTY TR INC COM 25386810 76059 1982277 SH SHARED 11 1143267 839010 D DIGITAL RIV INC NOTE 1.250% 1/0 25388BAB 31 31000 PRN SHARED 02 31000 D DIGITAL RIV INC COM 25388B10 515 15583 SH SHARED 15583 D DIGITAL RIV INC COM 25388B10 1576 47685 SH SHARED 01 35310 12375 D DIGITAL RIV INC COM 25388B10 859 26000 SH SHR/OTHR 01 26000 D DIGITAL RIV INC COM 25388B10 212 6414 SH SHARED 02 6414 D DIGITAL RIV INC COM 25388B10 611 18500 SH SHARED 04 18500 D DIGITAL RIV INC COM 25388B10 141 4293 SH SHARED 10 4293 D DIGITAL RIV INC COM 25388B10 6614 200000 SH SHARED 20 200000 D DIGITAL MUSIC GROUP INC COM NEW 25388X20 0 84 SH SHARED 84 D DIGITALFX INTL INC COM 25389E10 0 170 SH SHARED 170 D DIME CMNTY BANCSHARES COM 25392210 7 580 SH SHARED 580 D DIME CMNTY BANCSHARES COM 25392210 223 17500 SH SHARED 02 17500 D DIME CMNTY BANCSHARES COM 25392210 8 675 SH SHR/OTHR 23 675 D DILLARDS INC CL A 25406710 49918 2658086 SH SHARED 2658086 D DILLARDS INC CL A 25406710 153 8170 SH SHARED 01 8170 D DILLARDS INC CL A 25406710 129 6908 SH SHARED 02 6908 D DILLARDS INC CL A 25406710 1459 77719 SH SHARED 10 77719 D DILLARDS INC CL A 25406710 6 355 SH SHARED 21 355 D DIME BANCORP INC NEW *W EXP 99/99/999 25429Q11 137 848919 SH SHARED 848919 D DIME BANCORP INC NEW *W EXP 99/99/999 25429Q11 3 19500 SH SHARED 01 19500 D DIOMED HOLDINGS INC COM NEW 25454R20 0 733 SH SHARED 733 D DIODES INC NOTE 2.250%10/0 254543AA 216 211000 PRN SHARED 02 211000 D DIODES INC COM 25454310 28 952 SH SHARED 952 D DIODES INC COM 25454310 333 11100 SH SHARED 01 11100 D DIODES INC COM 25454310 51 1725 SH SHARED 02 1725 D DIONEX CORP COM 25454610 479 5791 SH SHARED 5791 D DIONEX CORP COM 25454610 118 1425 SH SHARED 01 1425 D DIONEX CORP COM 25454610 54 654 SH SHARED 02 654 D DIONEX CORP COM 25454610 928 11200 SH SHARED 10 11200 D DIRECTED ELECTRONICS INC COM 25457510 0 367 SH SHARED 367 D DIRECTV GROUP INC COM 25459L10 35100 1518209 SH SHARED 1290409 227800 D DIRECTV GROUP INC COM 25459L10 2664 115238 SH SHARED 01 115238 D DIRECTV GROUP INC COM 25459L10 2712 117340 SH SHARED 02 117340 D DIRECTV GROUP INC COM 25459L10 4624 200000 SH SHARED 04 200000 D DIRECTV GROUP INC COM 25459L10 6 285 SH SHARED 05 285 D DIRECTV GROUP INC COM 25459L10 138 5980 SH SHARED 06 5980 D DIRECTV GROUP INC COM 25459L10 106613 4611297 SH SHARED 10 4593097 18200 D DIRECTV GROUP INC COM 25459L10 924 40001 SH SHARED 14 40001 D DIRECTV GROUP INC COM 25459L10 64 2790 SH SHARED 23 29 2761 D DIRECTV GROUP INC COM 25459L10 10 475 SH SHR/OTHR 23 475 D DISCOVERY HOLDING CO CL A COM 25468Y10 1099 43732 SH SHARED 43732 D DISCOVERY HOLDING CO CL A COM 25468Y10 386 15357 SH SHARED 01 15206 151 D DISCOVERY HOLDING CO CL A COM 25468Y10 15 600 SH SHARED 02 600 D DISCOVERY HOLDING CO CL A COM 25468Y10 4 196 SH SHARED 05 196 D DISCOVERY HOLDING CO CL A COM 25468Y10 73 2934 SH SHARED 06 2934 D DISCOVERY HOLDING CO CL A COM 25468Y10 729 29018 SH SHARED 10 29018 D DISCOVERY HOLDING CO CL A COM 25468Y10 17 677 SH SHR/OTHR 10 677 D DISCOVERY HOLDING CO CL A COM 25468Y10 1008 40100 SH SHARED 14 40100 D DISCOVERY HOLDING CO CL A COM 25468Y10 198 7886 SH SHARED 20 7886 D DISCOVERY HOLDING CO CL A COM 25468Y10 37 1500 SH SHARED 23 1500 D DISNEY WALT CO NOTE 2.125% 4/1 254687AU 6042 5300000 PRN SHARED 5300000 D DISNEY WALT CO NOTE 2.125% 4/1 254687AU 21660 19000000 PRN SHARED 04 9000000 D DISNEY WALT CO COM DISNEY 25468710 6076 188256 SH SHARED 188256 D DISNEY WALT CO COM DISNEY 25468710 78243 2423886 SH SHARED 2404337 19549 D DISNEY WALT CO COM DISNEY 25468710 13008 403001 SH SHARED 01 296748 106253 D DISNEY WALT CO COM DISNEY 25468710 2328 72119 SH SHR/OTHR 01 72119 D DISNEY WALT CO COM DISNEY 25468710 19289 597561 SH SHARED 02 597561 D DISNEY WALT CO COM DISNEY 25468710 27 850 SH SHARED 04 850 D DISNEY WALT CO COM DISNEY 25468710 10113 313300 SH SHARED 04 313300 D DISNEY WALT CO COM DISNEY 25468710 26 810 SH SHARED 05 810 D DISNEY WALT CO COM DISNEY 25468710 582 18040 SH SHARED 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ELECTRONIC ARTS INC COM 28551210 69373 1187700 SH SHARED 04 1187700 D ELECTRONIC ARTS INC COM 28551210 776 13300 SH SHARED 05 13300 D ELECTRONIC ARTS INC COM 28551210 1329 22760 SH SHARED 06 22760 D ELECTRONIC ARTS INC COM 28551210 73735 1262374 SH SHARED 10 1225379 36995 D ELECTRONIC ARTS INC COM 28551210 1719 29430 SH SHARED 20 20050 9380 D ELECTRONIC ARTS INC COM 28551210 401 6875 SH SHR/OTHR 20 6875 D ELECTRONIC ARTS INC COM 28551210 40 700 SH SHARED 21 700 D ELECTRONIC ARTS INC COM 28551210 11 200 SH SHR/OTHR 21 200 D ELECTRONIC ARTS INC COM 28551210 888 15208 SH SHARED 22 11643 3565 D ELECTRONIC ARTS INC COM 28551210 79 1355 SH SHR/OTHR 22 1355 D ELECTRONIC ARTS INC COM 28551210 1641 28096 SH SHARED 23 24466 3630 D ELECTRONIC ARTS INC COM 28551210 1169 20025 SH SHR/OTHR 23 20025 D ELECTRONIC ARTS INC COM 28551210 60 1035 SH SHARED 24 1035 D ELECTRONIC CLEARING HOUSE IN COM PAR.01 NEW 28556250 2 166 SH SHARED 166 D ELECTRONIC DATA SYS NEW NOTE 3.875% 7/1 285661AF 1357 1367000 PRN 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EMCORE CORP COM 29084610 142 9292 SH SHARED 9292 D EMCORE CORP COM 29084610 76 5000 SH SHARED 02 5000 D EMERGENT BIOSOLUTIONS INC COM 29089Q10 5 1012 SH SHARED 1012 D EMERGING MKTS TELECOMNC FD N COM 29089010 150 5531 SH SHARED 5531 D EMERGENCY MEDICAL SVCS CORP CL A 29100P10 11 380 SH SHARED 380 D EMERGENCY MEDICAL SVCS CORP CL A 29100P10 784 26800 SH SHARED 01 26600 200 D EMERGENCY MEDICAL SVCS CORP CL A 29100P10 1024 35000 SH SHR/OTHR 01 35000 D EMERGENCY MEDICAL SVCS CORP CL A 29100P10 281 9600 SH SHARED 10 9600 D EMERITUS CORP COM 29100510 9 397 SH SHARED 397 D EMERSON ELEC CO COM 29101110 63 1114 SH SHARED 1114 D EMERSON ELEC CO COM 29101110 75465 1331892 SH SHARED 1327492 4400 D EMERSON ELEC CO COM 29101110 12200 215330 SH SHARED 01 110466 104864 D EMERSON ELEC CO COM 29101110 2702 47688 SH SHR/OTHR 01 47688 D EMERSON ELEC CO COM 29101110 1274 22489 SH SHARED 02 22489 D EMERSON ELEC CO COM 29101110 39650 699798 SH SHARED 04 699798 D EMERSON ELEC CO COM 29101110 36146 637959 SH SHARED 05 637959 D EMERSON ELEC CO COM 29101110 31422 554573 SH SHARED 06 554573 D EMERSON ELEC CO COM 29101110 144335 2547388 SH SHARED 10 2455088 92300 D EMERSON ELEC CO COM 29101110 45 800 SH SHR/OTHR 10 800 D EMERSON ELEC CO COM 29101110 1070 18900 SH SHARED 14 18900 D EMERSON ELEC CO COM 29101110 906 16000 SH SHARED 15 16000 D EMERSON ELEC CO COM 29101110 379 6700 SH SHARED 19 6700 D EMERSON ELEC CO COM 29101110 4889 86302 SH SHARED 20 15288 71014 D EMERSON ELEC CO COM 29101110 1780 31420 SH SHR/OTHR 20 31420 D EMERSON ELEC CO COM 29101110 312 5510 SH SHARED 21 5400 110 D EMERSON ELEC CO COM 29101110 1359 24000 SH SHR/OTHR 21 24000 D EMERSON ELEC CO COM 29101110 866 15300 SH SHARED 22 13700 1600 D EMERSON ELEC CO COM 29101110 82 1464 SH SHR/OTHR 22 1464 D EMERSON ELEC CO COM 29101110 8493 149910 SH SHARED 23 138810 11100 D EMERSON ELEC CO COM 29101110 10064 177635 SH SHR/OTHR 23 177635 D EMERSON ELEC CO COM 29101110 169 3000 SH SHARED 24 3000 D EMERSON RADIO CORP COM NEW 29108720 62 47718 SH SHARED 47718 D EMISPHERE TECHNOLOGIES INC COM 29134510 2935 1075159 SH SHARED 1075159 D EMISPHERE TECHNOLOGIES INC COM 29134510 146 53701 SH SHARED 02 53701 D EMMIS COMMUNICATIONS CORP CL A 29152510 1 367 SH SHARED 367 D EMMIS COMMUNICATIONS CORP CL A 29152510 15 4000 SH SHARED 02 4000 D EMMIS COMMUNICATIONS CORP PFD CV SER A 29152520 26928 718676 SH SHARED 718676 D EMPIRE DIST ELEC CO COM 29164110 1 82 SH SHARED 82 D EMPIRE DIST ELEC CO COM 29164110 238 10451 SH SHARED 02 10451 D EMPIRE DIST ELEC CO COM 29164110 410 18000 SH SHARED 10 18000 D EMPIRE FINL HLDG CO COM 29165810 0 158 SH SHARED 158 D EMPIRE RESORTS INC NOTE 8.000% 7/3 292052AB 1002 1269000 PRN SHARED 1269000 D EMPIRE RESORTS INC COM 29205210 4 1326 SH SHARED 1326 D EMPIRE RES INC DEL COM 29206E10 17 3936 SH SHARED 3936 D EMPLOYERS HOLDINGS INC COM 29221810 37 2226 SH SHARED 2226 D EMPLOYERS HOLDINGS INC COM 29221810 441 26400 SH SHARED 10 26400 D EMPRESA DIST Y COMERCIAL NOR SPON ADR 29244A10 321 14607 SH SHARED 14607 D EMPRESA NACIONAL DE ELCTRCID SPONSORED ADR 29244T10 607 16171 SH SHARED 16171 D EMPRESA NACIONAL DE ELCTRCID SPONSORED ADR 29244T10 10049 267500 SH SHARED 01 267500 D EMPRESAS ICA S A DE CV SPONS ADR NEW 29244820 132 5000 SH SHARED 5000 D EMPRESAS ICA S A DE CV SPONS ADR NEW 29244820 1194 45235 SH SHARED 45235 D EMPRESAS ICA S A DE CV SPONS ADR NEW 29244820 605 22950 SH SHARED 01 22950 D EMPRESAS ICA S A DE CV SPONS ADR NEW 29244820 5280 200000 SH SHARED 04 200000 D EMPRESAS ICA S A DE CV SPONS ADR NEW 29244820 18400 696975 SH SHARED 10 689075 7900 D EMPRESAS ICA S A DE CV SPONS ADR NEW 29244820 200 7600 SH SHARED 15 7600 D EMPRESAS ICA S A DE CV SPONS ADR NEW 29244820 367 13925 SH SHARED 24 13925 D EN POINTE TECHNOLOGIES INC COM 29247F10 0 143 SH SHARED 143 D EMULEX CORP COM NEW 29247520 1637 100325 SH SHARED 100325 D EMULEX CORP COM NEW 29247520 274 16815 SH SHARED 01 16815 D EMULEX CORP COM NEW 29247520 6124 375273 SH SHARED 10 375273 D ENBRIDGE INC COM 29250N10 3112 76977 SH SHARED 76977 D ENBRIDGE INC COM 29250N10 32 796 SH SHARED 01 796 D ENBRIDGE INC COM 29250N10 85471 2114057 SH SHARED 04 2114057 D ENBRIDGE INC COM 29250N10 8 200 SH SHARED 05 200 D ENBRIDGE INC COM 29250N10 74 1850 SH SHARED 06 1850 D ENBRIDGE INC COM 29250N10 368 9110 SH SHARED 10 9110 D ENBRIDGE ENERGY PARTNERS L P COM 29250R10 7986 158018 SH SHARED 158018 D ENBRIDGE ENERGY MANAGEMENT L SHS UNITS LLI 29250X10 25 492 SH SHARED 492 D ENCANA CORP COM 29250510 3777 55578 SH SHARED 55578 D ENCANA CORP COM 29250510 470 6920 SH SHARED 01 2842 4078 D ENCANA CORP COM 29250510 33 500 SH SHR/OTHR 01 500 D ENCANA CORP COM 29250510 221785 3263464 SH SHARED 04 3263464 D ENCANA CORP COM 29250510 22 324 SH SHARED 05 324 D ENCANA CORP COM 29250510 261 3850 SH SHARED 06 3850 D ENCANA CORP COM 29250510 31499 463496 SH SHARED 10 379596 83900 D ENCANA CORP COM 29250510 3772 55513 SH SHARED 14 25200 30313 D ENCANA CORP COM 29250510 4077 60000 SH SHARED 16 60000 D ENCANA CORP COM 29250510 622 9164 SH SHARED 20 9164 D ENCANA CORP COM 29250510 254 3749 SH SHARED 21 3749 D ENCANA CORP COM 29250510 40 600 SH SHR/OTHR 22 600 D ENCANA CORP COM 29250510 598 8800 SH SHARED 23 4800 4000 D ENCANA CORP COM 29250510 339 5000 SH SHR/OTHR 23 5000 D ENCANA CORP COM 29250510 1930 28400 SH SHARED 24 28400 D ENCISION INC COM 29254Q10 0 97 SH SHARED 97 D ENCORE BANCSHARES INC COM 29255V20 1 53 SH SHARED 53 D ENCORE ACQUISITION CO COM 29255W10 364 10935 SH SHARED 10935 D ENCORE ACQUISITION CO COM 29255W10 707 21200 SH SHARED 01 5700 15500 D ENCORE ACQUISITION CO COM 29255W10 293 8794 SH SHARED 02 8794 D ENCORE ACQUISITION CO COM 29255W10 1388 41618 SH SHARED 10 41618 D ENCORE CAP GROUP INC NOTE 3.375% 9/1 292554AB 25161 30425008 PRN SHARED 0425008 D ENCORE CAP GROUP INC COM 29255410 0 37 SH SHARED 37 D ENCORE CAP GROUP INC COM 29255410 261 27000 SH SHARED 01 27000 D ENCORE CAP GROUP INC COM 29255410 261 27000 SH SHR/OTHR 01 27000 D ENCYSIVE PHARMACEUTICALS INC FRNT 2.500% 3/1 29256XAB 2823 5693000 PRN SHARED 5693000 D ENCYSIVE PHARMACEUTICALS INC COM 29256X10 0 290 SH SHARED 290 D ENCORE WIRE CORP COM 29256210 973 61149 SH SHARED 61149 D ENCORE WIRE CORP COM 29256210 5 317 SH SHARED 02 317 D ENCORE WIRE CORP COM 29256210 1501 94300 SH SHARED 10 94300 D ENCORE ENERGY PARTNERS LP COM UNIT 29257A10 4 246 SH SHARED 246 D ENCORIUM GROUP INC COM 29257R10 0 394 SH SHARED 394 D ENDEAVOUR INTL CORP COM 29259G10 3 2913 SH SHARED 2913 D ENDWAVE CORP COM NEW 29264A20 2 303 SH SHARED 303 D ENDO PHARMACEUTICALS HLDGS I COM 29264F20 1751 65688 SH SHARED 65688 D ENDO PHARMACEUTICALS HLDGS I COM 29264F20 1269 47600 SH SHARED 01 11300 36300 D ENDO PHARMACEUTICALS HLDGS I COM 29264F20 650 24402 SH SHARED 02 24402 D ENDO PHARMACEUTICALS HLDGS I COM 29264F20 6183 231838 SH SHARED 10 231838 D ENDOCARE INC COM NEW 29264P20 2 274 SH SHARED 274 D ENERGEN CORP COM 29265N10 1356 21123 SH SHARED 21123 D ENERGEN CORP COM 29265N10 1424 22175 SH SHARED 01 875 21300 D ENERGEN CORP COM 29265N10 684 10657 SH SHARED 02 10657 D ENERGEN CORP COM 29265N10 3215 50063 SH SHARED 10 48163 1900 D ENERGEN CORP COM 29265N10 96 1500 SH SHARED 21 1500 D ENEL SOCIETA PER AZIONI ADR 29265W10 88 1499 SH SHARED 1499 D ENEL SOCIETA PER AZIONI ADR 29265W10 3 58 SH SHARED 01 58 D ENEL SOCIETA PER AZIONI ADR 29265W10 124 2114 SH SHARED 21 2114 D ENERGY CONVERSION DEVICES IN COM 29265910 8613 255975 SH SHARED 255975 D ENERGY CONVERSION DEVICES IN COM 29265910 2115 62858 SH SHARED 02 62858 D ENERGY CONVERSION DEVICES IN COM 29265910 43 1291 SH SHARED 10 1291 D ENERGY EAST CORP COM 29266M10 3598 132240 SH SHARED 132240 D ENERGY EAST CORP COM 29266M10 1377 50640 SH SHARED 01 1240 49400 D ENERGY EAST CORP COM 29266M10 204 7498 SH SHARED 02 7498 D ENERGY EAST CORP COM 29266M10 19 720 SH SHARED 06 720 D ENERGY EAST CORP COM 29266M10 389 14300 SH SHARED 10 14300 D ENERGIZER HLDGS INC COM 29266R10 2033 18132 SH SHARED 18132 D ENERGIZER HLDGS INC COM 29266R10 3807 33953 SH SHARED 01 9788 24165 D ENERGIZER HLDGS INC COM 29266R10 241 2150 SH SHR/OTHR 01 2150 D ENERGIZER HLDGS INC COM 29266R10 380 3393 SH SHARED 02 3393 D ENERGIZER HLDGS INC COM 29266R10 35 320 SH SHARED 06 320 D ENERGIZER HLDGS INC COM 29266R10 639 5700 SH SHARED 10 5700 D ENERGIZER HLDGS INC COM 29266R10 201 1800 SH SHARED 14 1800 D ENERGIZER HLDGS INC COM 29266R10 33 300 SH SHARED 20 300 D ENERGIZER HLDGS INC COM 29266R10 24 215 SH SHR/OTHR 21 215 D ENERGIZER HLDGS INC COM 29266R10 16 150 SH SHARED 22 150 D ENERGIZER HLDGS INC COM 29266R10 269 2400 SH SHARED 23 2400 D ENERGIZER HLDGS INC COM 29266R10 44 400 SH SHR/OTHR 23 400 D ENDOLOGIX INC COM 29266S10 2 976 SH SHARED 976 D ENERGY FOCUS INC COM 29268T10 2 299 SH SHARED 299 D ENERGY INFRASTRUCTURE ACQUI COM 29269P10 3835 378219 SH SHARED 378219 D ENERGY INFRASTRUCTURE ACQUI *W EXP 07/17/201 29269P11 27 24254 SH SHARED 24254 D ENERGY PARTNERS LTD COM 29270U10 3822 323672 SH SHARED 323672 D ENERGY PARTNERS LTD COM 29270U10 10 875 SH SHARED 02 875 D ENERGY SVCS ACQUISITION CORP COM 29271Q10 535 92733 SH SHARED 92733 D ENERGY TRANSFER PRTNRS L P UNIT LTD PARTN 29273R10 142107 2637487 SH SHARED 2637487 D ENERGY TRANSFER EQUITY L P COM UT LTD PTN 29273V10 8607 244327 SH SHARED 244327 D ENERGY WEST INC COM 29274A10 0 55 SH SHARED 55 D ENERPLUS RES FD UNIT TR G NEW 29274D60 6130 153083 SH SHARED 153083 D ENERPLUS RES FD UNIT TR G NEW 29274D60 20 500 SH SHARED 01 500 D ENERPLUS RES FD UNIT TR G NEW 29274D60 8 200 SH SHR/OTHR 01 200 D ENERPLUS RES FD UNIT TR G NEW 29274D60 44 1100 SH SHARED 02 1100 D ENERPLUS RES FD UNIT TR G NEW 29274D60 128 3200 SH SHARED 10 3200 D ENERPLUS RES FD UNIT TR G NEW 29274D60 80 2000 SH SHR/OTHR 23 2000 D ENERSIS S A SPONSORED ADR 29274F10 3955 246761 SH SHARED 246761 D ENERSIS S A SPONSORED ADR 29274F10 322 20097 SH SHARED 04 20097 D ENERSYS COM 29275Y10 307 12302 SH SHARED 12302 D ENERSYS COM 29275Y10 448 17950 SH SHARED 01 13500 4450 D ENERSYS COM 29275Y10 289 11600 SH SHARED 10 11600 D ENERGYSOLUTIONS INC DEPOSITARY SH 29275620 1009 37400 SH SHARED 37400 D ENERGYSOLUTIONS INC DEPOSITARY SH 29275620 1079 40000 SH SHARED 04 40000 D ENERGYSOLUTIONS INC DEPOSITARY SH 29275620 14 550 SH SHARED 06 550 D ENERGYSOLUTIONS INC DEPOSITARY SH 29275620 3388 125550 SH SHARED 10 125550 D ENERGYSOLUTIONS INC DEPOSITARY SH 29275620 1147 42500 SH SHARED 16 42500 D ENERNOC INC COM 29276410 32 668 SH SHARED 668 D ENERNOC INC COM 29276410 41 855 SH SHARED 855 D ENERNOC INC COM 29276410 12368 251913 SH SHARED 04 251913 D ENERNOC INC COM 29276410 13370 272315 SH SHARED 05 272315 D ENERNOC INC COM 29276410 478 9755 SH SHARED 06 9755 D ENERNOC INC COM 29276410 406 8286 SH SHARED 10 8286 D ENERGYSOUTH INC COM 29297010 1 33 SH SHARED 33 D ENGLOBAL CORP COM 29330610 34 3034 SH SHARED 3034 D ENNIS INC COM 29338910 3 175 SH SHARED 175 D ENNIS INC COM 29338910 12700 705600 SH SHARED 10 705600 D ENOVA SYSTEMS INC COM NEW 29355M20 1 326 SH SHARED 326 D ENPRO INDS INC DBCV 3.937%10/1 29355XAB 30179 25750000 PRN SHARED 5750000 D ENPRO INDS INC COM 29355X10 2190 71459 SH SHARED 71459 D ENPRO INDS INC COM 29355X10 61 2002 SH SHARED 01 2002 D ENPRO INDS INC COM 29355X10 1719 56100 SH SHARED 10 56100 D ENTEGRIS INC COM 29362U10 304 35250 SH SHARED 35250 D ENTEGRIS INC COM 29362U10 45 5242 SH SHARED 01 5242 D ENTEGRIS INC COM 29362U10 1754 203279 SH SHARED 10 203279 D ENTERCOM COMMUNICATIONS CORP CL A 29363910 227 16636 SH SHARED 16636 D ENTERCOM COMMUNICATIONS CORP CL A 29363910 207 15122 SH SHARED 02 15122 D ENTERCOM COMMUNICATIONS CORP CL A 29363910 207 15138 SH SHARED 10 15138 D ENTERGY CORP NEW COM 29364G10 25 217 SH SHARED 217 D ENTERGY CORP NEW COM 29364G10 40186 336233 SH SHARED 336145 88 D ENTERGY CORP NEW COM 29364G10 9633 80605 SH SHARED 01 71605 9000 D ENTERGY CORP NEW COM 29364G10 3265 27320 SH SHR/OTHR 01 27320 D ENTERGY CORP NEW COM 29364G10 1206 10091 SH SHARED 02 10091 D ENTERGY CORP NEW COM 29364G10 10718 89683 SH SHARED 04 89683 D ENTERGY CORP NEW COM 29364G10 6356 53182 SH SHARED 05 53182 D ENTERGY CORP NEW COM 29364G10 7506 62806 SH SHARED 06 62806 D ENTERGY CORP NEW COM 29364G10 20116 168314 SH SHARED 10 167214 1100 D ENTERGY CORP NEW COM 29364G10 378 3165 SH SHARED 20 2215 950 D ENTERGY CORP NEW COM 29364G10 69 580 SH SHR/OTHR 20 580 D ENTERGY CORP NEW COM 29364G10 47 400 SH SHARED 21 400 D ENTERGY CORP NEW COM 29364G10 203 1700 SH SHARED 22 1500 200 D ENTERGY CORP NEW COM 29364G10 565 4735 SH SHR/OTHR 22 4735 D ENTERGY CORP NEW COM 29364G10 2708 22662 SH SHARED 23 18187 4475 D ENTERGY CORP NEW COM 29364G10 4211 35234 SH SHR/OTHR 23 35234 D ENTERGY CORP NEW EQUITY UNIT 29364G20 41474 578036 SH SHARED 578036 D ENTEROMEDICS INC COM 29365M10 1 130 SH SHARED 130 D ENTEROMEDICS INC COM 29365M10 2173 270000 SH SHARED 04 270000 D ENTERPRISE ACQUISITION CORP COM 29365R10 2763 305398 SH SHARED 305398 D ENTERPRISE ACQUISITION CORP *W EXP 11/07/201 29365R11 122 152857 SH SHARED 152857 D ENTERPRISE BANCORP INC MASS COM 29366810 1 155 SH SHARED 155 D ENTERPRISE FINL SVCS CORP COM 29371210 3 166 SH SHARED 166 D ENTERPRISE GP HLDGS L P UNIT LP INT 29371610 16091 434676 SH SHARED 434676 D ENTERPRISE PRODS PARTNERS L COM 29379210 159 5000 SH SHARED 5000 D ENTERPRISE PRODS PARTNERS L COM 29379210 15810 495935 SH SHARED 495935 D ENTERTAINMENT PPTYS TR COM SH BEN INT 29380T10 10 213 SH SHARED 213 D ENTERTAINMENT PPTYS TR COM SH BEN INT 29380T10 28 600 SH SHARED 01 600 D ENTERTAINMENT PPTYS TR COM SH BEN INT 29380T10 2 50 SH SHARED 02 50 D ENTERTAINMENT PPTYS TR COM SH BEN INT 29380T10 1151 24500 SH SHARED 10 24500 D ENTERTAINMENT PPTYS TR COM SH BEN INT 29380T10 33509 712960 SH SHARED 11 142337 570623 D ENTERTAINMENT PPTYS TR COM SH BEN INT 29380T10 10 215 SH SHARED 21 215 D ENTERTAINMENT PPTYS TR PFD C CNV 5.75% 29380T40 75 395700 PRN SHARED 395700 D ENTERTAINMENT PPTYS TR PFD C CNV 5.75% 29380T40 0 4100 PRN SHARED 02 4100 D ENTERRA ENERGY TR TR UNIT 29381P10 4 3826 SH SHARED 3826 D ENTREMED INC COM 29382F10 1 1577 SH SHARED 1577 D ENTERTAINMENT DIST CO INC COM 29382J10 1 1796 SH SHARED 1796 D ENTRAVISION COMMUNICATIONS C CL A 29382R10 512 65450 SH SHARED 65450 D ENTRAVISION COMMUNICATIONS C CL A 29382R10 85 10950 SH SHARED 02 10950 D ENTREE GOLD INC COM 29383G10 808 320000 SH SHARED 04 320000 D ENTROPIC COMMUNICATIONS INC COM 29384R10 1 209 SH SHARED 209 D ENTRUST INC COM 29384810 5 2864 SH SHARED 2864 D ENZON PHARMACEUTICALS INC NOTE 4.500% 7/0 293904AB 1984 2000000 PRN SHARED 2000000 D ENZON PHARMACEUTICALS INC NOTE 4.000% 6/0 293904AE 23440 20000000 PRN SHARED 0000000 D ENZON PHARMACEUTICALS INC NOTE 4.000% 6/0 293904AE 1172 1000000 PRN SHARED 02 1000000 D ENZON PHARMACEUTICALS INC COM 29390410 240 25237 SH SHARED 25237 D ENZON PHARMACEUTICALS INC COM 29390410 9 1000 SH SHARED 02 1000 D ENVIRONMENTAL PWR CORP COM NEW 29406L20 3 761 SH SHARED 761 D ENVIRONMENTAL TECTONICS CORP COM 29409210 0 107 SH SHARED 107 D ENZO BIOCHEM INC COM 29410010 12 992 SH SHARED 992 D EPIC BANCORP COM 29425010 1 102 SH SHARED 102 D EPICOR SOFTWARE CORP COM 29426L10 74 6335 SH SHARED 6335 D EPICOR SOFTWARE CORP COM 29426L10 55 4725 SH SHARED 02 4725 D EPICEPT CORP COM 29426420 0 777 SH SHARED 777 D EPOCH HOLDING CORP COM 29428R10 1 79 SH SHARED 79 D EQUIFAX INC COM 29442910 5065 139315 SH SHARED 139315 D EQUIFAX INC COM 29442910 992 27300 SH SHARED 01 13100 14200 D EQUIFAX INC COM 29442910 316 8700 SH SHR/OTHR 01 8700 D EQUIFAX INC COM 29442910 71 1961 SH SHARED 02 1961 D EQUIFAX INC COM 29442910 3 90 SH SHARED 05 90 D EQUIFAX INC COM 29442910 41 1150 SH SHARED 06 1150 D EQUIFAX INC COM 29442910 1970 54200 SH SHARED 10 54200 D EQUIFAX INC COM 29442910 219 6035 SH SHARED 14 6035 D EQUIFAX INC COM 29442910 2120 58325 SH SHARED 20 28510 29815 D EQUIFAX INC COM 29442910 448 12330 SH SHR/OTHR 20 12330 D EQUIFAX INC COM 29442910 2359 64900 SH SHARED 23 64900 D EQUIFAX INC COM 29442910 987 27150 SH SHR/OTHR 23 27150 D EQUINIX INC DBCV 2.500% 2/1 29444UAE 3903 1503000 PRN SHARED 1503000 D EQUINIX INC NOTE 3.000%10/1 29444UAG 5682 4635000 PRN SHARED 4635000 D EQUINIX INC COM NEW 29444U50 297 2944 SH SHARED 2944 D EQUINIX INC COM NEW 29444U50 512 5070 SH SHARED 01 5070 D EQUINIX INC COM NEW 29444U50 28147 278500 SH SHARED 04 278500 D EQUINIX INC COM NEW 29444U50 912 9030 SH SHARED 10 9030 D EQUINIX INC COM NEW 29444U50 4 40 SH SHARED 21 40 D EQUITABLE RES INC COM 29454910 1440 27035 SH SHARED 27035 D EQUITABLE RES INC COM 29454910 2802 52600 SH SHARED 01 600 52000 D EQUITABLE RES INC COM 29454910 7979 149764 SH SHARED 02 149764 D EQUITABLE RES INC COM 29454910 62 1170 SH SHARED 06 1170 D EQUITABLE RES INC COM 29454910 5122 96142 SH SHARED 10 96142 D EQUITABLE RES INC COM 29454910 191 3600 SH SHR/OTHR 23 3600 D EQUITY INCOME FD UT 1 EX SR-ATT 29470070 186 1500 SH SHARED 20 1500 D EQUITY LIFESTYLE PPTYS INC COM 29472R10 316 6938 SH SHARED 6938 D EQUITY LIFESTYLE PPTYS INC COM 29472R10 375 8220 SH SHARED 01 7320 900 D EQUITY LIFESTYLE PPTYS INC COM 29472R10 347 7600 SH SHARED 02 7600 D EQUITY LIFESTYLE PPTYS INC COM 29472R10 6734 147450 SH SHARED 10 147450 D EQUITY LIFESTYLE PPTYS INC COM 29472R10 124406 2724033 SH SHARED 11 1712609 1011424 D EQUITY MEDIA HLDGS CORP COM 29472510 11 3606 SH SHARED 3606 D EQUITY ONE COM 29475210 244 10630 SH SHARED 10630 D EQUITY ONE COM 29475210 313 13600 SH SHARED 01 1800 11800 D EQUITY ONE COM 29475210 347 15075 SH SHARED 02 15075 D EQUITY ONE COM 29475210 1651 71700 SH SHARED 10 71700 D EQUITY ONE COM 29475210 8221 357000 SH SHARED 11 357000 D EQUITY RESIDENTIAL SH BEN INT 29476L10 16274 446245 SH SHARED 436445 9800 D EQUITY RESIDENTIAL SH BEN INT 29476L10 1600 43895 SH SHARED 01 33695 10200 D EQUITY RESIDENTIAL SH BEN INT 29476L10 12 350 SH SHR/OTHR 01 350 D EQUITY RESIDENTIAL SH BEN INT 29476L10 846 23210 SH SHARED 02 23210 D EQUITY RESIDENTIAL SH BEN INT 29476L10 4 120 SH SHARED 05 120 D EQUITY RESIDENTIAL SH BEN INT 29476L10 22377 613590 SH SHARED 10 591490 22100 D EQUITY RESIDENTIAL SH BEN INT 29476L10 273469 7498469 SH SHARED 11 3873894 3624575 D EQUITY RESIDENTIAL SH BEN INT 29476L10 109 3010 SH SHARED 20 1500 1510 D EQUITY RESIDENTIAL SH BEN INT 29476L10 324 8900 SH SHR/OTHR 20 8900 D EQUITY RESIDENTIAL SH BEN INT 29476L10 36 1000 SH SHARED 22 1000 D EQUITY RESIDENTIAL SH BEN INT 29476L10 45 1250 SH SHARED 23 1250 D EQUITY RESIDENTIAL SH BEN INT 29476L10 58 1600 SH SHR/OTHR 23 1600 D EQUUS TOTAL RETURN INC COM 29476610 218 34684 SH SHARED 34684 D ERESEARCHTECHNOLOGY INC COM 29481V10 195 16500 SH SHARED 16500 D ERESEARCHTECHNOLOGY INC COM 29481V10 345 29225 SH SHARED 01 29225 D ERESEARCHTECHNOLOGY INC COM 29481V10 127 10800 SH SHARED 02 10800 D ERESEARCHTECHNOLOGY INC COM 29481V10 241 20398 SH SHARED 10 20398 D ERICSSON L M TEL CO ADR B SEK 10 29482160 5 220 SH SHARED 220 D ERICSSON L M TEL CO ADR B SEK 10 29482160 6184 264867 SH SHARED 264867 D ERICSSON L M TEL CO ADR B SEK 10 29482160 7 300 SH SHARED 01 300 D ERICSSON L M TEL CO ADR B SEK 10 29482160 55 2386 SH SHARED 02 2386 D ERICSSON L M TEL CO ADR B SEK 10 29482160 233 10000 SH SHARED 04 10000 D ERICSSON L M TEL CO ADR B SEK 10 29482160 2 125 SH SHARED 21 125 D ERICSSON L M TEL CO ADR B SEK 10 29482160 37 1600 SH SHR/OTHR 23 1600 D ERIE INDTY CO CL A 29530P10 292 5645 SH SHARED 5645 D ERIE INDTY CO CL A 29530P10 76 1466 SH SHARED 02 1466 D ERIE INDTY CO CL A 29530P10 832 16038 SH SHARED 10 16038 D ESCALADE INC COM 29605610 13 1530 SH SHARED 1530 D ESCALON MED CORP COM NEW 29607430 0 165 SH SHARED 165 D ESCO TECHNOLOGIES INC COM 29631510 1503 37652 SH SHARED 37652 D ESCO TECHNOLOGIES INC COM 29631510 3 100 SH SHARED 10 100 D ESMARK INC COM 29647510 98 6991 SH SHARED 6991 D ESMARK INC COM 29647510 1 100 SH SHARED 02 100 D ESPEED INC CL A 29664310 60 5314 SH SHARED 5314 D ESPEED INC CL A 29664310 21 1870 SH SHARED 01 1870 D ESPEED INC CL A 29664310 32 2900 SH SHARED 02 2900 D ESPEY MFG & ELECTRS CORP COM 29665010 0 38 SH SHARED 38 D ESSA BANCORP INC COM 29667D10 541 48158 SH SHARED 48158 D ESSEX PORTFOLIO L P NOTE 3.625%11/0 29717PAB 13287 12500000 PRN SHARED 2500000 D ESSEX PORTFOLIO L P NOTE 3.625%11/0 29717PAB 2657 2500000 PRN SHARED 02 2500000 D ESSEX PPTY TR INC COM 29717810 1165 11958 SH SHARED 11958 D ESSEX PPTY TR INC COM 29717810 35 361 SH SHARED 02 361 D ESSEX PPTY TR INC COM 29717810 472 4850 SH SHARED 10 4850 D ESSEX PPTY TR INC COM 29717810 16079 164939 SH SHARED 11 79371 85568 D ESTERLINE TECHNOLOGIES CORP COM 29742510 52797 1020242 SH SHARED 1020242 D ESTERLINE TECHNOLOGIES CORP COM 29742510 557 10775 SH SHARED 01 10775 D ESTERLINE TECHNOLOGIES CORP COM 29742510 168 3250 SH SHARED 02 3250 D ESTERLINE TECHNOLOGIES CORP COM 29742510 2525 48800 SH SHARED 10 48800 D ETABLISSEMENTS DELHAIZE FRER SPONSORED ADR 29759W10 1687 19482 SH SHARED 19482 D ETHAN ALLEN INTERIORS INC COM 29760210 844 29639 SH SHARED 29639 D ETHAN ALLEN INTERIORS INC COM 29760210 106 3725 SH SHARED 02 3725 D ETHAN ALLEN INTERIORS INC COM 29760210 823 28900 SH SHARED 10 28900 D ETRIALS WORLDWIDE INC COM 29786P10 61 21133 SH SHARED 21133 D EUROBANCSHARES INC COM 29871610 117 29416 SH SHARED 29416 D EURONET WORLDWIDE INC DBCV 1.625%12/1 298736AD 1893 1766000 PRN SHARED 02 1766000 D EURONET WORLDWIDE INC NOTE 3.500%10/1 298736AF 12703 12250000 PRN SHARED 2250000 D EURONET WORLDWIDE INC COM 29873610 187 6235 SH SHARED 6235 D EURONET WORLDWIDE INC COM 29873610 795 26500 SH SHARED 01 26300 200 D EURONET WORLDWIDE INC COM 29873610 840 28000 SH SHR/OTHR 01 28000 D EURONET WORLDWIDE INC COM 29873610 1422 47424 SH SHARED 02 47424 D EURONET WORLDWIDE INC COM 29873610 9570 319000 SH SHARED 10 319000 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 1 65 SH SHARED 65 D EVERCORE PARTNERS INC CLASS A 29977A10 577 26812 SH SHARED 26812 D EVERCORE PARTNERS INC CLASS A 29977A10 60 2800 SH SHARED 01 2800 D EVERGREEN INCOME ADVANTAGE F COM SHS 30023Y10 15494 1373586 SH SHARED 1373586 D EVERGREEN INCOME ADVANTAGE F COM SHS 30023Y10 10182 902668 SH SHARED 10 902668 D EVERGREEN ENERGY INC COM 30024B10 228 103153 SH SHARED 103153 D EVERGREEN ENERGY INC COM 30024B10 13 6100 SH SHARED 02 6100 D EVERGREEN ENERGY INC COM 30024B10 77 34900 SH SHARED 10 34900 D EVERGREEN GBL DIVID OPP FUND COM 30024H10 24 1428 SH SHARED 23 1428 D EVERGREEN MULTI SECT INC FUN COM SHS 30024Y10 11043 702516 SH SHARED 702516 D EVERGREEN MULTI SECT INC FUN COM SHS 30024Y10 0 4 SH SHARED 01 4 D EVERGREEN SOLAR INC NOTE 4.375% 7/0 30033RAB 72355 31500000 PRN SHARED 1500000 D EVERGREEN SOLAR INC COM 30033R10 14364 831750 SH SHARED 785650 46100 D EVERGREEN SOLAR INC COM 30033R10 123 7170 SH SHARED 01 7170 D EVOLUTION PETROLEUM CORP COM 30049A10 2 490 SH SHARED 490 D EVOLVING SYS INC COM 30049R10 1 460 SH SHARED 460 D EXACT SCIENCES CORP COM 30063P10 2 700 SH SHARED 700 D EXACTECH INC COM 30064E10 7 373 SH SHARED 373 D EXAR CORP COM 30064510 68 8600 SH SHARED 8600 D EXCEL TECHNOLOGY INC COM 30067T10 7 295 SH SHARED 295 D EXELON CORP COM 30161N10 2321 28438 SH SHARED 28438 D EXELON CORP COM 30161N10 228175 2794894 SH SHARED 2790744 4150 D EXELON CORP COM 30161N10 7887 96610 SH SHARED 01 95435 1175 D EXELON CORP COM 30161N10 31235 382602 SH SHARED 02 382602 D EXELON CORP COM 30161N10 113771 1393572 SH SHARED 04 1393572 D EXELON CORP COM 30161N10 11294 138350 SH SHARED 05 138350 D EXELON CORP COM 30161N10 82036 1004851 SH SHARED 06 1004851 D EXELON CORP COM 30161N10 23567 288680 SH SHARED 10 288680 D EXELON CORP COM 30161N10 2660 32593 SH SHARED 14 32593 D EXELON CORP COM 30161N10 3673 45000 SH SHARED 15 45000 D EXELON CORP COM 30161N10 6145 75275 SH SHARED 16 75275 D EXELON CORP COM 30161N10 1171 14354 SH SHARED 20 8870 5484 D EXELON CORP COM 30161N10 564 6910 SH SHR/OTHR 20 6910 D EXELON CORP COM 30161N10 10 130 SH SHARED 21 130 D EXELON CORP COM 30161N10 163 2000 SH SHR/OTHR 22 2000 D EXELON CORP COM 30161N10 65 800 SH SHARED 23 800 D EXELON CORP COM 30161N10 422 5174 SH SHR/OTHR 23 5174 D EXELIXIS INC COM 30161Q10 246 28607 SH SHARED 28607 D EXELIXIS INC COM 30161Q10 7209 835367 SH SHARED 04 835367 D EXELIXIS INC COM 30161Q10 44 5198 SH SHARED 10 5198 D EXELIXIS INC COM 30161Q10 60 7000 SH SHARED 14 7000 D EXFO ELECTRO OPTICAL ENGR IN SUB VTG SHS 30204310 2 564 SH SHARED 564 D EXIDE TECHNOLOGIES *W EXP 05/05/201 30205112 17 28574 SH SHARED 28574 D EXIDE TECHNOLOGIES COM NEW 30205120 14 1756 SH SHARED 1756 D EXIDE TECHNOLOGIES COM NEW 30205120 14 1850 SH SHARED 02 1850 D EXIDE TECHNOLOGIES COM NEW 30205120 223 27900 SH SHARED 10 27900 D EXLSERVICE HOLDINGS INC COM 30208110 46 2000 SH SHARED 2000 D EXPEDIA INC DEL COM 30212P10 10450 330502 SH SHARED 330502 D EXPEDIA INC DEL COM 30212P10 1966 62178 SH SHARED 01 55438 6740 D EXPEDIA INC DEL COM 30212P10 151 4795 SH SHR/OTHR 01 4795 D EXPEDIA INC DEL COM 30212P10 97 3089 SH SHARED 02 3089 D EXPEDIA INC DEL COM 30212P10 4 150 SH SHARED 05 150 D EXPEDIA INC DEL COM 30212P10 64 2050 SH SHARED 06 2050 D EXPEDIA INC DEL COM 30212P10 2552 80723 SH SHARED 10 80723 D EXPEDIA INC DEL COM 30212P10 39 1236 SH SHARED 14 1236 D EXPEDIA INC DEL COM 30212P10 36 1150 SH SHARED 20 1150 D EXPEDIA INC DEL COM 30212P10 23 730 SH SHR/OTHR 21 730 D EXPEDIA INC DEL COM 30212P10 20 640 SH SHARED 22 640 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 6397 327079 SH SHARED 327079 D EXPEDITORS INTL WASH INC COM 30213010 8914 199524 SH SHARED 199524 D EXPEDITORS INTL WASH INC COM 30213010 430 9630 SH SHARED 01 9580 50 D EXPEDITORS INTL WASH INC COM 30213010 186 4170 SH SHARED 02 4170 D EXPEDITORS INTL WASH INC COM 30213010 80 1800 SH SHARED 06 1800 D EXPEDITORS INTL WASH INC COM 30213010 4929 110326 SH SHARED 10 110326 D EXPRESS 1 EXPEDITED SOLUTION COM 30217Q10 0 626 SH SHARED 626 D EXPRESSJET HOLDINGS INC NOTE 4.250% 8/0 30218UAB 5520 5750000 PRN SHARED 5750000 D EXPRESSJET HOLDINGS INC CL A 30218U10 66 26968 SH SHARED 26968 D EXPRESS SCRIPTS INC COM 30218210 3301 45232 SH SHARED 32723 12509 D EXPRESS SCRIPTS INC COM 30218210 29702 406884 SH SHARED 406884 D EXPRESS SCRIPTS INC COM 30218210 24331 333312 SH SHARED 01 192722 140590 D EXPRESS SCRIPTS INC COM 30218210 4972 68111 SH SHR/OTHR 01 68111 D EXPRESS SCRIPTS INC COM 30218210 1073 14701 SH SHARED 02 14701 D EXPRESS SCRIPTS INC COM 30218210 846 11600 SH SHARED 04 11600 D EXPRESS SCRIPTS INC COM 30218210 8307 113800 SH SHARED 04 113800 D EXPRESS SCRIPTS INC COM 30218210 10 140 SH SHARED 05 140 D EXPRESS SCRIPTS INC COM 30218210 146 2000 SH SHARED 06 2000 D EXPRESS SCRIPTS INC COM 30218210 19674 269520 SH SHARED 10 267380 2140 D EXPRESS SCRIPTS INC COM 30218210 332 4550 SH SHARED 14 3000 1550 D EXPRESS SCRIPTS INC COM 30218210 7283 99774 SH SHARED 19 99774 D EXPRESS SCRIPTS INC COM 30218210 2706 37075 SH SHARED 20 24485 12590 D EXPRESS SCRIPTS INC COM 30218210 1253 17175 SH SHR/OTHR 20 17175 D EXPRESS SCRIPTS INC COM 30218210 34 479 SH SHARED 21 300 179 D EXPRESS SCRIPTS INC COM 30218210 43 600 SH SHR/OTHR 21 600 D EXPRESS SCRIPTS INC COM 30218210 1080 14802 SH SHARED 22 12912 1890 D EXPRESS SCRIPTS INC COM 30218210 224 3075 SH SHR/OTHR 22 3075 D EXPRESS SCRIPTS INC COM 30218210 6152 84276 SH SHARED 23 59126 25150 D EXPRESS SCRIPTS INC COM 30218210 3118 42725 SH SHR/OTHR 23 42725 D EXTERRAN PARTNERS LP COM UNITS 30225N10 786 24564 SH SHARED 24564 D EXTRA SPACE STORAGE INC COM 30225T10 88 6222 SH SHARED 6222 D EXTRA SPACE STORAGE INC COM 30225T10 83 5825 SH SHARED 01 5825 D EXTRA SPACE STORAGE INC COM 30225T10 1590 111300 SH SHARED 10 111300 D EXTRA SPACE STORAGE INC COM 30225T10 61267 4287450 SH SHARED 11 115100 4172350 D EXTRA SPACE STORAGE INC COM 30225T10 42 3000 SH SHARED 20 3000 D EXTERRAN HLDGS INC COM 30225X10 7858 96065 SH SHARED 96065 D EXTERRAN HLDGS INC COM 30225X10 1924 23528 SH SHARED 01 4681 18847 D EXTERRAN HLDGS INC COM 30225X10 9069 110879 SH SHARED 02 110879 D EXTERRAN HLDGS INC COM 30225X10 73 900 SH SHARED 06 900 D EXTERRAN HLDGS INC COM 30225X10 4829 59036 SH SHARED 10 59036 D EXTERRAN HLDGS INC COM 30225X10 47 585 SH SHARED 23 585 D EXTERRAN HLDGS INC COM 30225X10 47 585 SH SHR/OTHR 23 585 D EXTREME NETWORKS INC COM 30226D10 476 134620 SH SHARED 134620 D EXTREME NETWORKS INC COM 30226D10 133 37700 SH SHARED 10 37700 D EXULT INC DEL NOTE 2.500%10/0 302284AB 15907 16315000 PRN SHARED 02 6315000 D EZCORP INC CL A NON VTG 30230110 258 22920 SH SHARED 22920 D EZCORP INC CL A NON VTG 30230110 16 1500 SH SHARED 01 1500 D EZCORP INC CL A NON VTG 30230110 147 13100 SH SHARED 10 13100 D EXXON MOBIL CORP COM 30231G10 6442 68768 SH SHARED 56048 12720 D EXXON MOBIL CORP COM 30231G10 841897 8985995 SH SHARED 8683570 302425 D EXXON MOBIL CORP COM 30231G10 167383 1786565 SH SHARED 01 1112318 674247 D EXXON MOBIL CORP COM 30231G10 49918 532806 SH SHR/OTHR 01 532806 D EXXON MOBIL CORP COM 30231G10 13157 140434 SH SHARED 02 140434 D EXXON MOBIL CORP COM 30231G10 97 1040 SH SHARED 04 1040 D EXXON MOBIL CORP COM 30231G10 87014 928750 SH SHARED 04 928750 D EXXON MOBIL CORP COM 30231G10 206 2204 SH SHARED 05 2204 D EXXON MOBIL CORP COM 30231G10 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SHARED 24 86935 D FBL FINL GROUP INC CL A 30239F10 107 3104 SH SHARED 3104 D FBL FINL GROUP INC CL A 30239F10 145 4200 SH SHARED 01 4200 D FBL FINL GROUP INC CL A 30239F10 14 414 SH SHARED 02 414 D FBL FINL GROUP INC CL A 30239F10 303 8800 SH SHARED 10 8800 D FEI CO NOTE 6/1 30241LAD 3031 2940000 PRN SHARED 2940000 D FEI CO NOTE 6/1 30241LAD 3093 3000000 PRN SHARED 02 3000000 D FEI CO NOTE 2.875% 6/0 30241LAF 3291 3000000 PRN SHARED 3000000 D FEI CO COM 30241L10 253 10228 SH SHARED 10228 D FEI CO COM 30241L10 398 16065 SH SHARED 01 16065 D FEI CO COM 30241L10 454 18300 SH SHARED 10 18300 D FFD FINL CORP COM 30243C10 0 23 SH SHARED 23 D FLIR SYS INC NOTE 3.000% 6/0 302445AB 13903 4750000 PRN SHARED 4750000 D FLIR SYS INC COM 30244510 839 26836 SH SHARED 26836 D FLIR SYS INC COM 30244510 178 5700 SH SHARED 01 5700 D FLIR SYS INC COM 30244510 182 5819 SH SHARED 02 5819 D FLIR SYS INC COM 30244510 7526 240474 SH SHARED 10 240474 D FMC TECHNOLOGIES INC COM 30249U10 5260 92771 SH SHARED 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1398742 19100 D FAMILY DLR STORES INC COM 30700010 268 13959 SH SHARED 14 13959 D FAMOUS DAVES AMER INC COM 30706810 128 9480 SH SHARED 9480 D FARMER BROS CO COM 30767510 149 6500 SH SHARED 10 6500 D FARMERS CAP BK CORP COM 30956210 4 179 SH SHARED 179 D FARO TECHNOLOGIES INC COM 31164210 108 3986 SH SHARED 3986 D FASTENAL CO COM 31190010 1484 36731 SH SHARED 36731 D FASTENAL CO COM 31190010 1586 39250 SH SHARED 01 1450 37800 D FASTENAL CO COM 31190010 256 6345 SH SHARED 02 6345 D FASTENAL CO COM 31190010 26 650 SH SHARED 06 650 D FASTENAL CO COM 31190010 227 5639 SH SHARED 10 5639 D FAVRILLE INC COM 31208840 1 857 SH SHARED 857 D FCSTONE GROUP INC COM 31308T10 15 347 SH SHARED 347 D FCSTONE GROUP INC COM 31308T10 3659 79500 SH SHARED 04 79500 D FCSTONE GROUP INC COM 31308T10 672 14600 SH SHARED 05 14600 D FCSTONE GROUP INC COM 31308T10 10957 238050 SH SHARED 10 238050 D FEDERAL AGRIC MTG CORP CL C 31314830 17 668 SH SHARED 668 D FEDERAL AGRIC MTG CORP CL C 31314830 2 93 SH SHARED 02 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31358610 16 410 SH SHARED 05 410 D FEDERAL NATL MTG ASSN COM 31358610 366 9178 SH SHARED 06 9178 D FEDERAL NATL MTG ASSN COM 31358610 247546 6191751 SH SHARED 10 6190951 800 D FEDERAL NATL MTG ASSN COM 31358610 15 400 SH SHR/OTHR 10 400 D FEDERAL NATL MTG ASSN COM 31358610 578 14480 SH SHARED 14 14480 D FEDERAL NATL MTG ASSN COM 31358610 759 18995 SH SHARED 20 6400 12595 D FEDERAL NATL MTG ASSN COM 31358610 128 3213 SH SHR/OTHR 20 3213 D FEDERAL NATL MTG ASSN COM 31358610 191 4796 SH SHARED 21 4796 D FEDERAL NATL MTG ASSN COM 31358610 23 600 SH SHARED 23 600 D FEDERAL REALTY INVT TR SH BEN INT NEW 31374720 1276 15536 SH SHARED 15536 D FEDERAL REALTY INVT TR SH BEN INT NEW 31374720 1560 19000 SH SHARED 01 100 18900 D FEDERAL REALTY INVT TR SH BEN INT NEW 31374720 220 2682 SH SHARED 02 2682 D FEDERAL REALTY INVT TR SH BEN INT NEW 31374720 4 50 SH SHARED 05 50 D FEDERAL REALTY INVT TR SH BEN INT NEW 31374720 12737 155050 SH SHARED 10 155050 D FEDERAL REALTY INVT TR SH BEN INT NEW 31374720 268519 3268649 SH SHARED 11 1996319 1272330 D FEDERAL SIGNAL CORP COM 31385510 50 4528 SH SHARED 4528 D FEDERAL SIGNAL CORP COM 31385510 205 18300 SH SHARED 01 18300 D FEDERAL SIGNAL CORP COM 31385510 25 2269 SH SHARED 02 2269 D FEDERAL SIGNAL CORP COM 31385510 216 19277 SH SHARED 10 19277 D FEDERAL TR CORP COM 31401210 21 10563 SH SHARED 10563 D FEDERATED INVS INC PA CL B 31421110 6084 147822 SH SHARED 147822 D FEDERATED INVS INC PA CL B 31421110 343 8350 SH SHARED 01 8350 D FEDERATED INVS INC PA CL B 31421110 719 17486 SH SHARED 02 17486 D FEDERATED INVS INC PA CL B 31421110 5877 142800 SH SHARED 10 136600 6200 D FEDEX CORP COM 31428X10 15 170 SH SHARED 170 D FEDEX CORP COM 31428X10 32719 366929 SH SHARED 366929 D FEDEX CORP COM 31428X10 3457 38776 SH SHARED 01 37376 1400 D FEDEX CORP COM 31428X10 9020 101157 SH SHARED 02 101157 D FEDEX CORP COM 31428X10 9 110 SH SHARED 05 110 D FEDEX CORP COM 31428X10 256 2881 SH SHARED 06 2881 D FEDEX CORP COM 31428X10 52260 586082 SH SHARED 10 586082 D FEDEX CORP COM 31428X10 17 200 SH SHR/OTHR 10 200 D FEDEX CORP COM 31428X10 380 4265 SH SHARED 14 4265 D FEDEX CORP COM 31428X10 995 11165 SH SHARED 20 1515 9650 D FEDEX CORP COM 31428X10 13 150 SH SHR/OTHR 20 150 D FEDEX CORP COM 31428X10 273 3063 SH SHARED 21 1055 2008 D FEDEX CORP COM 31428X10 13 150 SH SHARED 22 150 D FEDEX CORP COM 31428X10 44 500 SH SHARED 23 500 D FEDEX CORP COM 31428X10 726 8150 SH SHR/OTHR 23 8150 D FEDFIRST FINL CORP COM 31429X10 13 1533 SH SHARED 1533 D FELCOR LODGING TR INC COM 31430F10 2900 186047 SH SHARED 186047 D FELCOR LODGING TR INC COM 31430F10 361 23200 SH SHARED 01 23200 D FELCOR LODGING TR INC COM 31430F10 10028 643290 SH SHARED 10 643290 D FELCOR LODGING TR INC COM 31430F10 99460 6379740 SH SHARED 11 2706973 3672767 D FELCOR LODGING TR INC PFD CV A $1.95 31430F20 896 43460 SH SHARED 43460 D FELDMAN MALL PPTYS INC COM 31430810 1 312 SH SHARED 312 D FEMALE HEALTH CO COM 31446210 1 516 SH SHARED 516 D FERRELLGAS PARTNERS L.P. UNIT LTD PART 31529310 29 1324 SH SHARED 1324 D FERRO CORP COM 31540510 62969 3037624 SH SHARED 3037624 D FERRO CORP COM 31540510 358 17300 SH SHARED 01 17300 D FERRO CORP COM 31540510 42 2061 SH SHARED 02 2061 D FERRO CORP COM 31540510 302 14600 SH SHARED 10 14600 D FERRO CORP COM 31540510 103 5000 SH SHARED 23 5000 D F5 NETWORKS INC COM 31561610 6318 221550 SH SHARED 221550 D F5 NETWORKS INC COM 31561610 1060 37190 SH SHARED 01 10690 26500 D F5 NETWORKS INC COM 31561610 243 8550 SH SHR/OTHR 01 8550 D F5 NETWORKS INC COM 31561610 124 4359 SH SHARED 02 4359 D F5 NETWORKS INC COM 31561610 2566 90000 SH SHARED 04 90000 D F5 NETWORKS INC COM 31561610 966 33900 SH SHARED 05 33900 D F5 NETWORKS INC COM 31561610 27354 959126 SH SHARED 10 959126 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 4137 519134 SH SHARED 02 519134 D FIBERTOWER CORP COM 31567R10 136 59900 SH SHARED 10 59900 D FIDELITY BANCORP INC COM 31583110 0 66 SH SHARED 66 D FIDELITY NATL INFORMATION SV COM 31620M10 99452 2391258 SH SHARED 2391258 D FIDELITY NATL INFORMATION SV COM 31620M10 795 19138 SH SHARED 01 16838 2300 D FIDELITY NATL INFORMATION SV COM 31620M10 166 4000 SH SHR/OTHR 01 4000 D FIDELITY NATL INFORMATION SV COM 31620M10 326 7839 SH SHARED 02 7839 D FIDELITY NATL INFORMATION SV COM 31620M10 66 1596 SH SHARED 06 1596 D FIDELITY NATL INFORMATION SV COM 31620M10 3081 74096 SH SHARED 10 74096 D FIDELITY NATL INFORMATION SV COM 31620M10 0 20 SH SHARED 21 20 D FIDELITY NATL INFORMATION SV COM 31620M10 1376 33106 SH SHARED 23 25825 7281 D FIDELITY NATL INFORMATION SV COM 31620M10 467 11250 SH SHR/OTHR 23 11250 D FIDELITY NATIONAL FINANCIAL CL A 31620R10 46224 3163911 SH SHARED 3163911 D FIDELITY NATIONAL FINANCIAL CL A 31620R10 1233 84405 SH SHARED 01 5366 79039 D FIDELITY NATIONAL FINANCIAL CL A 31620R10 160 11017 SH SHARED 02 11017 D FIDELITY NATIONAL FINANCIAL CL A 31620R10 16 1162 SH SHARED 06 1162 D FIDELITY NATIONAL FINANCIAL CL A 31620R10 207 14200 SH SHARED 10 14200 D FIDELITY NATIONAL FINANCIAL CL A 31620R10 283 19421 SH SHARED 23 19421 D FIDELITY SOUTHERN CORP NEW COM 31639410 7 777 SH SHARED 777 D FIELDPOINT PETROLEUM CORP COM 31657010 0 146 SH SHARED 146 D FIFTH THIRD BANCORP COM 31677310 21930 872691 SH SHARED 872691 D FIFTH THIRD BANCORP COM 31677310 1358 54074 SH SHARED 01 53624 450 D FIFTH THIRD BANCORP COM 31677310 3 150 SH SHR/OTHR 01 150 D FIFTH THIRD BANCORP COM 31677310 251 10024 SH SHARED 02 10024 D FIFTH THIRD BANCORP COM 31677310 5 210 SH SHARED 05 210 D FIFTH THIRD BANCORP COM 31677310 122 4880 SH SHARED 06 4880 D FIFTH THIRD BANCORP COM 31677310 6957 276844 SH SHARED 10 276844 D FIFTH THIRD BANCORP COM 31677310 243 9700 SH SHARED 14 9700 D FIFTH THIRD BANCORP COM 31677310 57 2286 SH SHARED 21 2286 D FIFTH THIRD BANCORP COM 31677310 3 150 SH SHARED 23 150 D 51JOB INC SP ADR REP COM 31682710 3 195 SH SHARED 195 D FINANCIAL FED CORP COM 31749210 2 109 SH SHARED 109 D FINANCIAL FED CORP COM 31749210 473 21250 SH SHARED 02 21250 D FINANCIAL FED CORP COM 31749210 207 9300 SH SHARED 10 9300 D FINANCIAL FED CORP COM 31749210 6 300 SH SHARED 21 300 D FINANCIAL INSTNS INC COM 31758540 5 312 SH SHARED 312 D FINANCIAL TRENDS FUND INC COM 31771P10 2407 175110 SH SHARED 175110 D FINISAR NOTE 5.250%10/1 31787AAC 2910 3000000 PRN SHARED 3000000 D FINISAR COM 31787A10 232 160120 SH SHARED 160120 D FINISAR COM 31787A10 427 294781 SH SHARED 294781 D FINLAY ENTERPRISES INC COM NEW 31788420 0 199 SH SHARED 199 D FINISH LINE INC CL A 31792310 5065 2093203 SH SHARED 2093203 D FIRST ADVANTAGE CORP CL A 31845F10 0 28 SH SHARED 28 D FIRST ADVANTAGE CORP CL A 31845F10 136 8300 SH SHARED 02 8300 D FIRST ACCEPTANCE CORP COM 31845710 0 18 SH SHARED 18 D FIRST ACCEPTANCE CORP COM 31845710 16 4000 SH SHARED 10 4000 D FIRST ALBANY COS INC COM 31846510 0 417 SH SHARED 417 D FIRST ADVANTAGE BANCORP COM 31848L10 137 12974 SH SHARED 12974 D FIRST AMERN CORP CALIF COM 31852230 91076 2669313 SH SHARED 2669313 D FIRST AMERN CORP CALIF COM 31852230 1268 37175 SH SHARED 01 5875 31300 D FIRST AMERN CORP CALIF COM 31852230 160 4717 SH SHARED 02 4717 D FIRST AMERN CORP CALIF COM 31852230 17 500 SH SHARED 06 500 D FIRST AMERN CORP CALIF COM 31852230 136 4000 SH SHARED 10 4000 D FIRST BANCORP P R COM 31867210 75 10300 SH SHARED 01 10300 D FIRST BANCORP P R COM 31867210 2 300 SH SHARED 02 300 D FIRST BANCORP P R COM 31867210 237 32600 SH SHARED 10 32600 D FIRST BANCSHARES INC MO COM 31868710 0 37 SH SHARED 37 D FIRST BANCORP N C COM 31891010 6 332 SH SHARED 332 D FIRST BANCSHARES INC MS COM 31891610 1 76 SH SHARED 76 D FIRST BUSEY CORP COM 31938310 2 128 SH SHARED 128 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 116 7904 SH SHARED 7904 D FIRST CASH FINL SVCS INC COM 31942D10 24 1700 SH SHARED 01 1700 D FIRST CASH FINL SVCS INC COM 31942D10 215 14700 SH SHARED 10 14700 D FIRST CASH FINL SVCS INC COM 31942D10 36 2508 SH SHARED 21 2508 D FIRST CAPITAL BANCORP VA COM 31943810 0 77 SH SHARED 77 D FIRST CHARTER CORP COM 31943910 10405 348489 SH SHARED 348489 D FIRST CHARTER CORP COM 31943910 2 100 SH SHARED 01 100 D FIRST CHARTER CORP COM 31943910 241 8100 SH SHARED 10 8100 D FIRST CTZNS BANC CORP COM NO PAR 31945920 2 195 SH SHARED 195 D FIRST CTZNS BANCSHARES INC N CL A 31946M10 15 105 SH SHARED 105 D FIRST CTZNS BANCSHARES INC N CL A 31946M10 152 1044 SH SHR/OTHR 01 1044 D FIRST CTZNS BANCSHARES INC N CL A 31946M10 218 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 64 6080 SH SHARED 6080 D FIRST COMWLTH FINL CORP PA COM 31982910 181 17000 SH SHARED 02 17000 D FIRST COMWLTH FINL CORP PA COM 31982910 578 54347 SH SHARED 10 54347 D FIRST CMNTY BANCSHARES INC N COM 31983A10 2 72 SH SHARED 72 D FIRST CMNTY BANCSHARES INC N COM 31983A10 117 3700 SH SHARED 10 3700 D FIRST CMNTY BANCORP CALIF COM 31983B10 443 10755 SH SHARED 10755 D FIRST CMNTY BANCORP CALIF COM 31983B10 395 9600 SH SHARED 01 900 8700 D FIRST CMNTY BANCORP CALIF COM 31983B10 152 3694 SH SHARED 02 3694 D FIRST CMNTY BANCORP CALIF COM 31983B10 1765 42800 SH SHARED 10 42800 D FIRST CMNTY CORP S C COM 31983510 1 84 SH SHARED 84 D FIRST CONSULTING GROUP INC COM 31986R10 8 633 SH SHARED 633 D FIRST CONSULTING GROUP INC COM 31986R10 41 3200 SH SHARED 02 3200 D FIRST DEFIANCE FINL CORP COM 32006W10 10 476 SH SHARED 476 D FIRST FED BANCSHARES ARK INC COM 32020F10 1 102 SH SHARED 102 D FIRST FINL BANKSHARES COM 32020R10 120 3200 SH SHARED 10 3200 D FIRST FED BANKSHARES INC DEL COM 32020V10 1 80 SH SHARED 80 D FIRST FINL BANCORP OH COM 32020910 5 456 SH SHARED 456 D FIRST FINL BANCORP OH COM 32020910 1 100 SH SHARED 02 100 D FIRST FINL BANCORP OH COM 32020910 161 14200 SH SHARED 10 14200 D FIRST FED NORTHN MICH BANCOR COM 32021X10 76 10370 SH SHARED 10370 D FIRST FINL CORP IND COM 32021810 3 134 SH SHARED 134 D FIRST FINL CORP IND COM 32021810 187 6600 SH SHARED 10 6600 D FIRST FINL SVC CORP COM 32022D10 2 116 SH SHARED 116 D FIRST FINANCIAL NORTHWEST IN COM 32022K10 3042 309155 SH SHARED 309155 D FIRST FINL FD INC COM 32022810 119 10843 SH SHARED 10843 D FIRST FINL HLDGS INC COM 32023910 6 227 SH SHARED 227 D FIRST FINL HLDGS INC COM 32023910 244 8900 SH SHARED 10 8900 D FIRST FRANKLIN CORP COM 32027210 0 29 SH SHARED 29 D FIRST HORIZON NATL CORP COM 32051710 8400 462819 SH SHARED 462819 D FIRST HORIZON NATL CORP COM 32051710 210 11600 SH SHARED 01 11600 D FIRST HORIZON NATL CORP COM 32051710 83 4580 SH SHARED 02 4580 D FIRST HORIZON NATL CORP COM 32051710 10 580 SH SHARED 06 580 D FIRST HORIZON NATL CORP COM 32051710 1142 62949 SH SHARED 10 62949 D 1ST INDEPENDENCE FINL GRP IN COM 32053S10 0 46 SH SHARED 46 D FIRST INDUSTRIAL REALTY TRUS COM 32054K10 7999 231201 SH SHARED 231201 D FIRST INDUSTRIAL REALTY TRUS COM 32054K10 224 6500 SH SHARED 01 5500 1000 D FIRST INDUSTRIAL REALTY TRUS COM 32054K10 1671 48300 SH SHARED 10 48300 D FIRST INDUSTRIAL REALTY TRUS COM 32054K10 23431 677200 SH SHARED 11 677200 D FIRST INDUSTRIAL REALTY TRUS COM 32054K10 69 2000 SH SHR/OTHR 21 2000 D FIRST INDUSTRIAL REALTY TRUS COM 32054K10 8 250 SH SHARED 22 250 D FIRST INDUSTRIAL REALTY TRUS COM 32054K10 91 2650 SH SHARED 23 2650 D FIRST INDUSTRIAL REALTY TRUS COM 32054K10 65 1900 SH SHR/OTHR 23 1900 D FIRST IND CORP COM 32054R10 0 1 SH SHARED 1 D FIRST IND CORP COM 32054R10 697 21810 SH SHARED 02 21810 D FIRST IND CORP COM 32054R10 51 1600 SH SHARED 10 1600 D FIRST ISRAEL FD INC COM 32063L10 0 37 SH SHARED 37 D FIRST ISRAEL FD INC COM 32063L10 58 2500 SH SHARED 01 2500 D FIRST KEYSTONE FINL INC COM 32065510 0 50 SH SHARED 50 D FIRST LONG IS CORP COM 32073410 2 160 SH SHARED 160 D FIRST M & F CORP COM 32074410 3 220 SH SHARED 220 D FIRST MARBLEHEAD CORP COM 32077110 19997 1307055 SH SHARED 1307055 D FIRST MARBLEHEAD CORP COM 32077110 64 4200 SH SHARED 01 4200 D FIRST MARBLEHEAD CORP COM 32077110 61 3994 SH SHARED 02 3994 D FIRST MARBLEHEAD CORP COM 32077110 5209 340476 SH SHARED 10 328076 12400 D FIRST MARINER BANCORP COM 32079510 0 140 SH SHARED 140 D FIRST MERCHANTS CORP COM 32081710 17 795 SH SHARED 795 D FIRST MERCHANTS CORP COM 32081710 55 2537 SH SHARED 02 2537 D FIRST MERCHANTS CORP COM 32081710 107 4900 SH SHARED 10 4900 D FIRST MERCURY FINANCIAL CORP COM 32084110 1 73 SH SHARED 73 D FIRST MERCURY FINANCIAL CORP COM 32084110 444 18200 SH SHARED 10 18200 D FIRST MIDWEST BANCORP DEL COM 32086710 477 15600 SH SHARED 15600 D FIRST MIDWEST BANCORP DEL COM 32086710 16 550 SH SHARED 01 550 D FIRST MIDWEST BANCORP DEL COM 32086710 482 15754 SH SHARED 02 15754 D FIRST MIDWEST BANCORP DEL COM 32086710 945 30900 SH SHARED 10 30900 D FIRST NATL BANCSHARES INC S COM 32111B10 1 87 SH SHARED 87 D FIRST MUTUAL BANCSHARES INC COM 32190E10 4 150 SH SHARED 150 D FIRST NATL LINCOLN CORP ME COM 33571610 3 257 SH SHARED 257 D FIRST NIAGARA FINL GP INC COM 33582V10 351 29229 SH SHARED 29229 D FIRST NIAGARA FINL GP INC COM 33582V10 350 29100 SH SHARED 01 29100 D FIRST NIAGARA FINL GP INC COM 33582V10 60 4995 SH SHARED 02 4995 D FIRST NIAGARA FINL GP INC COM 33582V10 646 53700 SH SHARED 10 53700 D FIRST PACTRUST BANCORP INC COM 33589V10 1 81 SH SHARED 81 D FIRST PL FINL CORP COM 33610T10 6 500 SH SHARED 500 D FIRST PL FINL CORP COM 33610T10 69 5000 SH SHARED 10 5000 D FIRST REGL BANCORP COM 33615C10 1300 68868 SH SHARED 68868 D FIRST REGL BANCORP COM 33615C10 475 25150 SH SHARED 01 25000 150 D FIRST REGL BANCORP COM 33615C10 472 25000 SH SHR/OTHR 01 25000 D FIRST REGL BANCORP COM 33615C10 132 7000 SH SHARED 10 7000 D FIRST SEC GROUP INC COM 33631210 4 459 SH SHARED 459 D FIRST SOLAR INC COM 33643310 39 149 SH SHARED 149 D FIRST SOLAR INC COM 33643310 6578 24627 SH SHARED 24627 D FIRST SOLAR INC COM 33643310 400 1500 SH SHARED 01 1500 D FIRST SOLAR INC COM 33643310 3008 11262 SH SHARED 02 11262 D FIRST SOLAR INC COM 33643310 16937 63403 SH SHARED 04 63403 D FIRST SOLAR INC COM 33643310 25388 95038 SH SHARED 05 95038 D FIRST SOLAR INC COM 33643310 770 2885 SH SHARED 06 2885 D FIRST SOLAR INC COM 33643310 10248 38363 SH SHARED 10 31463 6900 D FIRST SOLAR INC COM 33643310 587 2200 SH SHARED 24 2200 D FIRST ST BANCORPORATION COM 33645310 61 4436 SH SHARED 4436 D FIRST ST BANCORPORATION COM 33645310 671 48300 SH SHARED 01 48000 300 D FIRST ST BANCORPORATION COM 33645310 806 58000 SH SHR/OTHR 01 58000 D FIRST ST BANCORPORATION COM 33645310 271 19500 SH SHARED 10 19500 D FIRST SOUTH BANCORP INC VA COM 33646W10 774 34893 SH SHARED 34893 D 1ST SOURCE CORP COM 33690110 8 490 SH SHARED 490 D 1ST SOURCE CORP COM 33690110 135 7820 SH SHARED 10 7820 D FIRST TR TAX ADVTG PFD INCM COM 33691810 135 10088 SH SHARED 10088 D FIRST ST FINL CORP FLA COM 33708M20 37 3813 SH SHARED 3813 D FIRST TR ENHANCED EQTY INC F COM 33731810 648 40200 SH SHARED 40200 D FIRST TR ABERDEEN GLBL OPP F COM SHS 33731910 1478 89410 SH SHARED 89410 D FIRST TR GALLATIN SPEC FINAN COM BENE INTER 33733G10 1995 166132 SH SHARED 166132 D FIRST TR/FOUR CRNRS SR FLOAT COM 33733U10 2431 161915 SH SHARED 161915 D FIRST TRUST FIDAC MTG INCM F COM SHS 33734E10 48 2800 SH SHARED 2800 D FIRST TR STRTGC HIGH INCM FD COM 33734710 2417 201130 SH SHARED 201130 D FIRST TR STRAT HGH INC FD II COM 33735C10 578 56608 SH SHARED 56608 D FIRST TR STRATEGIC HIGH INC COM SHS 33735310 3190 244516 SH SHARED 244516 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 12 896 SH SHARED 896 D FIRSTSERVICE CORP SUB VTG SH 33761N10 1 36 SH SHARED 36 D FIRSTCITY FINL CORP COM 33761X10 2 253 SH SHARED 253 D FISERV INC COM 33773810 18250 328896 SH SHARED 328896 D FISERV INC COM 33773810 1231 22195 SH SHARED 01 22195 D FISERV INC COM 33773810 244 4398 SH SHARED 02 4398 D FISERV INC COM 33773810 7 130 SH SHARED 05 130 D FISERV INC COM 33773810 102 1850 SH SHARED 06 1850 D FISERV INC COM 33773810 54840 988292 SH SHARED 10 957692 30600 D FISERV INC COM 33773810 11 200 SH SHARED 20 200 D FISERV INC COM 33773810 11 200 SH SHR/OTHR 23 200 D FISERV INC COM 33773810 55 1000 SH SHARED 24 1000 D FISHER COMMUNICATIONS INC COM 33775620 0 2 SH SHARED 2 D FISHER COMMUNICATIONS INC COM 33775620 15 400 SH SHARED 02 400 D FISHER COMMUNICATIONS INC COM 33775620 151 4000 SH SHARED 10 4000 D FIRSTFED FINL CORP COM 33790710 625 17452 SH SHARED 17452 D FIRSTFED FINL CORP COM 33790710 230 6445 SH SHARED 01 6445 D FIRSTFED FINL CORP COM 33790710 95 2675 SH SHARED 02 2675 D FIRSTFED FINL CORP COM 33790710 641 17900 SH SHARED 10 17900 D FIRSTFED FINL CORP COM 33790710 23 658 SH SHARED 21 658 D FIRSTMERIT CORP COM 33791510 1206 60302 SH SHARED 60302 D FIRSTMERIT CORP COM 33791510 680 34000 SH SHARED 01 3700 30300 D FIRSTMERIT CORP COM 33791510 442 22112 SH SHARED 02 22112 D FIRSTMERIT CORP COM 33791510 3845 192200 SH SHARED 10 192200 D FLAGSTAR BANCORP INC COM 33793010 9 1294 SH SHARED 1294 D FLAGSTAR BANCORP INC COM 33793010 111 16000 SH SHARED 01 16000 D FIRSTENERGY CORP COM 33793210 53101 734061 SH SHARED 674961 59100 D FIRSTENERGY CORP COM 33793210 3444 47613 SH SHARED 01 45413 2200 D FIRSTENERGY CORP COM 33793210 328 4535 SH SHARED 02 4535 D FIRSTENERGY CORP COM 33793210 10 140 SH SHARED 05 140 D FIRSTENERGY CORP COM 33793210 36574 505589 SH SHARED 06 505589 D FIRSTENERGY CORP COM 33793210 67721 936150 SH SHARED 10 847950 88200 D FIRSTENERGY CORP COM 33793210 485 6718 SH SHARED 14 6718 D FIRSTENERGY CORP COM 33793210 28 400 SH SHR/OTHR 20 400 D FIRSTENERGY CORP COM 33793210 15 213 SH SHR/OTHR 23 213 D FISHER SCIENTIFIC INTL INC NOTE 2.500%10/0 338032AW 78731 31914000 PRN SHARED 1914000 D FIVE STAR QUALITY CARE INC COM 33832D10 6 842 SH SHARED 842 D FIVE STAR QUALITY CARE INC COM 33832D10 34 4200 SH SHARED 02 4200 D FIVE STAR QUALITY CARE INC COM 33832D10 11529 1389100 SH SHARED 10 1389100 D FIVE STAR QUALITY CARE INC COM 33832D10 0 1 SH SHARED 23 1 D FLAHERTY & CRMN/CLYMR PFD SE COM SHS 33847810 7882 487800 SH SHARED 487800 D FLAHERTY & CRMN/CLYMR PFD SE COM SHS 33847810 533 33000 SH SHARED 21 33000 D FLAHERTY & CRMRN CLYMRE T R COM 33847910 3372 199821 SH SHARED 199821 D FLAMEL TECHNOLOGIES SA SPONSORED ADR 33848810 2556 256202 SH SHARED 256202 D FLAMEL TECHNOLOGIES SA SPONSORED ADR 33848810 7406 742100 SH SHARED 10 742100 D FLANDERS CORP COM 33849410 8 1491 SH SHARED 1491 D FLANIGANS ENTERPRISES INC COM 33851710 0 33 SH SHARED 33 D FLEETWOOD ENTERPRISES INC COM 33909910 50 8444 SH SHARED 8444 D FLEETWOOD ENTERPRISES INC COM 33909910 149 25050 SH SHARED 02 25050 D FLEETWOOD ENTERPRISES INC COM 33909910 14 2500 SH SHARED 23 2500 D FLEXTRONICS INTL LTD NOTE 1.000% 8/0 33938EAL 1473 1433000 PRN SHARED 1433000 D FLEXSTEEL INDS INC COM 33938210 1 161 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 120 3350 SH SHARED 3350 D FLOTEK INDS INC DEL COM 34338910 52 1450 SH SHARED 01 1450 D FLUOR CORP NEW NOTE 1.500% 2/1 343412AA 2251 867000 PRN SHARED 02 867000 D FLUOR CORP NEW COM 34341210 35931 246578 SH SHARED 246578 D FLUOR CORP NEW COM 34341210 2443 16769 SH SHARED 01 16769 D FLUOR CORP NEW COM 34341210 217 1490 SH SHARED 02 1490 D FLUOR CORP NEW COM 34341210 8 60 SH SHARED 05 60 D FLUOR CORP NEW COM 34341210 110 760 SH SHARED 06 760 D FLUOR CORP NEW COM 34341210 59559 408729 SH SHARED 10 408729 D FLUOR CORP NEW COM 34341210 702 4824 SH SHARED 14 4824 D FLOW INTL CORP COM 34346810 613 65773 SH SHARED 65773 D FLOWERS FOODS INC COM 34349810 1944 83070 SH SHARED 83070 D FLOWERS FOODS INC COM 34349810 30 1300 SH SHARED 01 1300 D FLOWERS FOODS INC COM 34349810 2564 109559 SH SHARED 10 109559 D FLOWERS FOODS INC COM 34349810 15 664 SH SHARED 21 664 D FLOWERS FOODS INC COM 34349810 70 3000 SH SHARED 23 3000 D FLOWSERVE CORP COM 34354P10 15 165 SH SHARED 165 D FLOWSERVE CORP COM 34354P10 1011 10511 SH SHARED 10511 D FLOWSERVE CORP COM 34354P10 1885 19600 SH SHARED 01 1700 17900 D FLOWSERVE CORP COM 34354P10 491 5106 SH SHARED 02 5106 D FLOWSERVE CORP COM 34354P10 6474 67300 SH SHARED 04 67300 D FLOWSERVE CORP COM 34354P10 6734 70000 SH SHARED 05 70000 D FLOWSERVE CORP COM 34354P10 389 4045 SH SHARED 06 4045 D FLOWSERVE CORP COM 34354P10 2858 29710 SH SHARED 10 29710 D FLOWSERVE CORP COM 34354P10 192 2000 SH SHARED 23 2000 D FLUSHING FINL CORP COM 34387310 748 46613 SH SHARED 46613 D FOCUS MEDIA HLDG LTD SPONSORED ADR 34415V10 1588 27954 SH SHARED 27954 D FOCUS MEDIA HLDG LTD SPONSORED ADR 34415V10 3118 54900 SH SHARED 01 54900 D FOCUS MEDIA HLDG LTD SPONSORED ADR 34415V10 11475 202000 SH SHARED 02 202000 D FOCUS MEDIA HLDG LTD SPONSORED ADR 34415V10 3976 70000 SH SHARED 04 70000 D FOCUS MEDIA HLDG LTD SPONSORED ADR 34415V10 10964 193000 SH SHARED 10 193000 D FOCUS MEDIA HLDG LTD SPONSORED ADR 34415V10 1590 28000 SH SHARED 24 28000 D FOCUS ENHANCEMENTS INC COM 34415910 1 2065 SH SHARED 2065 D FOMENTO ECONOMICO MEXICANO S SPON ADR UNITS 34441910 41 1100 SH SHARED 1100 D FOMENTO ECONOMICO MEXICANO S SPON ADR UNITS 34441910 3526 92381 SH SHARED 92381 D FOMENTO ECONOMICO MEXICANO S SPON ADR UNITS 34441910 1958 51300 SH SHARED 02 51300 D FOMENTO ECONOMICO MEXICANO S SPON ADR UNITS 34441910 5439 142500 SH SHARED 10 142500 D FOMENTO ECONOMICO MEXICANO S SPON ADR UNITS 34441910 40 1050 SH SHARED 20 1050 D FONAR CORP COM NEW 34443740 0 126 SH SHARED 126 D FOOD TECHNOLOGY SERVICE INC COM NEW 34479820 0 48 SH SHARED 48 D FOOT LOCKER INC COM 34484910 12625 924273 SH SHARED 924273 D FOOT LOCKER INC COM 34484910 330 24175 SH SHARED 01 975 23200 D FOOT LOCKER INC COM 34484910 245 17970 SH SHARED 02 17970 D FOOT LOCKER INC COM 34484910 135 9900 SH SHARED 10 9900 D FOOT LOCKER INC COM 34484910 40 3000 SH SHR/OTHR 23 3000 D FORBES MEDI-TECH INC COM 34490710 2 8816 SH SHARED 01 8816 D FORCE PROTECTION INC COM NEW 34520320 77 16545 SH SHARED 16545 D FORD MTR CO DEL NOTE 4.250%12/1 345370CF 963414 70206208 PRN SHARED 0206208 D FORD MTR CO DEL NOTE 4.250%12/1 345370CF 79 80000 PRN SHARED 02 80000 D FORD MTR CO DEL NOTE 4.250%12/1 345370CF 19 20000 PRN SHARED 10 20000 D FORD MTR CO DEL COM PAR $0.01 34537086 21 3146 SH SHARED 3146 D FORD MTR CO DEL COM PAR $0.01 34537086 95457 14183830 SH SHARED 4183330 500 D FORD MTR CO DEL COM PAR $0.01 34537086 1820 270502 SH SHARED 01 220946 49556 D FORD MTR CO DEL COM PAR $0.01 34537086 855 127069 SH SHARED 02 127069 D FORD MTR CO DEL COM PAR $0.01 34537086 5 850 SH SHARED 05 850 D FORD MTR CO DEL COM PAR $0.01 34537086 107 15910 SH SHARED 06 15910 D FORD MTR CO DEL COM PAR $0.01 34537086 10710 1591460 SH SHARED 10 1591460 D FORD MTR CO DEL COM PAR $0.01 34537086 1598 237500 SH SHARED 14 237500 D FORD MTR CO DEL COM PAR $0.01 34537086 47 7130 SH SHARED 20 3530 3600 D FORD MTR CO DEL COM PAR $0.01 34537086 64 9614 SH SHR/OTHR 23 9614 D FORD MTR CO CAP TR II PFD TR CV6.5% 34539520 12168 375000 SH SHARED 375000 D FORD MTR CO CAP TR II PFD 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SHARED 02 24000 D FORESTAR REAL ESTATE GROUP I COM 34623310 126 5366 SH SHARED 10 5366 D FORESTAR REAL ESTATE GROUP I COM 34623310 556 23600 SH SHARED 14 23600 D FORESTAR REAL ESTATE GROUP I COM 34623310 35 1500 SH SHARED 20 1500 D FORESTAR REAL ESTATE GROUP I COM 34623310 408 17320 SH SHR/OTHR 20 17320 D FORGENT NETWORKS INC COM 34629U10 0 700 SH SHARED 700 D FORMFACTOR INC COM 34637510 8103 244817 SH SHARED 244817 D FORMFACTOR INC COM 34637510 486 14700 SH SHARED 01 14700 D FORMFACTOR INC COM 34637510 10 325 SH SHARED 02 325 D FORMFACTOR INC COM 34637510 29406 888410 SH SHARED 10 888410 D FORRESTER RESH INC COM 34656310 155 5542 SH SHARED 5542 D FORRESTER RESH INC COM 34656310 68 2450 SH SHARED 02 2450 D FORRESTER RESH INC COM 34656310 10723 382700 SH SHARED 10 382700 D FORTRESS INVESTMENT GROUP LL CL A 34958B10 3911 251029 SH SHARED 251029 D FORTRESS INTL GROUP INC COM 34958D10 0 189 SH SHARED 189 D FORTUNE INDUSTRIES INC COM NEW 34963X20 0 54 SH SHARED 54 D FORTUNE BRANDS INC COM 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SHR/OTHR 23 40075 D FORTUNE BRANDS INC COM 34963110 24 345 SH SHARED 24 345 D FORTUNET INC COM 34969Q10 1 154 SH SHARED 154 D FORWARD AIR CORP COM 34985310 68 2200 SH SHARED 01 2200 D FORWARD AIR CORP COM 34985310 105 3400 SH SHARED 02 3400 D FORWARD AIR CORP COM 34985310 155 4975 SH SHARED 10 4975 D FORWARD AIR CORP COM 34985310 48 1555 SH SHARED 21 1555 D FORWARD INDS INC N Y COM NEW 34986230 0 205 SH SHARED 205 D FOSSIL INC COM 34988210 350 8345 SH SHARED 8345 D FOSSIL INC COM 34988210 192 4595 SH SHARED 01 4595 D FOSSIL INC COM 34988210 50 1200 SH SHARED 02 1200 D FOSSIL INC COM 34988210 885 21100 SH SHARED 10 21100 D FOSSIL INC COM 34988210 9 235 SH SHARED 21 235 D FOSTER L B CO COM 35006010 74 1435 SH SHARED 1435 D FOSTER L B CO COM 35006010 25 500 SH SHARED 01 500 D FOUNDATION COAL HLDGS INC COM 35039W10 42376 807173 SH SHARED 807173 D FOUNDATION COAL HLDGS INC COM 35039W10 1323 25200 SH SHARED 01 25000 200 D FOUNDATION COAL HLDGS INC COM 35039W10 1627 31000 SH SHR/OTHR 01 31000 D FOUNDATION COAL HLDGS INC COM 35039W10 1724 32856 SH SHARED 02 32856 D FOUNDATION COAL HLDGS INC COM 35039W10 9912 188800 SH SHARED 10 188800 D FOUNDRY NETWORKS INC COM 35063R10 14774 843289 SH SHARED 843289 D FOUNDRY NETWORKS INC COM 35063R10 822 46925 SH SHARED 01 2050 44875 D FOUNDRY NETWORKS INC COM 35063R10 49446 2822300 SH SHARED 10 2822300 D FOUNTAIN POWERBOAT IND COM NEW 35075530 0 66 SH SHARED 66 D 4 KIDS ENTMT INC COM 35086510 6 509 SH SHARED 509 D 4 KIDS ENTMT INC COM 35086510 36 2750 SH SHARED 02 2750 D FOX CHASE BANCORP COM 35137P10 7 616 SH SHARED 616 D FRANCE TELECOM SPONSORED ADR 35177Q10 841 23615 SH SHARED 23615 D FRANCE TELECOM SPONSORED ADR 35177Q10 356 10000 SH SHARED 02 10000 D FRANCE TELECOM SPONSORED ADR 35177Q10 67 1881 SH SHARED 21 1881 D FRANKLIN BK CORP DEL COM 35245110 0 1 SH SHARED 1 D FRANKLIN BK CORP DEL COM 35245110 15 3500 SH SHARED 10 3500 D FRANKLIN COVEY CO COM 35346910 5 636 SH SHARED 636 D FRANKLIN CR MGMT CORP COM NEW 35348720 0 96 SH SHARED 96 D FRANKLIN ELEC INC COM 35351410 286 7489 SH SHARED 7489 D FRANKLIN ELEC INC COM 35351410 26 700 SH SHARED 01 700 D FRANKLIN ELEC INC COM 35351410 126 3300 SH SHARED 10 3300 D FRANKLIN ELECTR PUBLISHERS I COM 35351510 0 123 SH SHARED 123 D FRANKLIN RES INC COM 35461310 237 2072 SH SHARED 1672 400 D FRANKLIN RES INC COM 35461310 33576 293426 SH SHARED 293426 D FRANKLIN RES INC COM 35461310 8300 72539 SH SHARED 01 52284 20255 D FRANKLIN RES INC COM 35461310 3502 30611 SH SHR/OTHR 01 30611 D FRANKLIN RES INC COM 35461310 3935 34391 SH SHARED 02 34391 D FRANKLIN RES INC COM 35461310 8 70 SH SHARED 05 70 D FRANKLIN RES INC COM 35461310 194 1700 SH SHARED 06 1700 D FRANKLIN RES INC COM 35461310 11301 98763 SH SHARED 10 97923 840 D FRANKLIN RES INC COM 35461310 58 512 SH SHARED 19 512 D FRANKLIN RES INC COM 35461310 2199 19223 SH SHARED 20 11125 8098 D FRANKLIN RES INC COM 35461310 806 7050 SH SHR/OTHR 20 7050 D FRANKLIN RES INC COM 35461310 144 1263 SH SHARED 21 1263 D FRANKLIN RES INC COM 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COM 35671D85 1987 19401 SH SHARED 13353 6048 D FREEPORT-MCMORAN COPPER & GO COM 35671D85 556150 5429036 SH SHARED 5388836 40200 D FREEPORT-MCMORAN COPPER & GO COM 35671D85 19968 194931 SH SHARED 01 145633 49298 D FREEPORT-MCMORAN COPPER & GO COM 35671D85 3453 33711 SH SHR/OTHR 01 33711 D FREEPORT-MCMORAN COPPER & GO COM 35671D85 92673 904657 SH SHARED 02 904657 D FREEPORT-MCMORAN COPPER & GO COM 35671D85 446 4356 SH SHARED 04 4356 D FREEPORT-MCMORAN COPPER & GO COM 35671D85 2906 28375 SH SHARED 04 28375 D FREEPORT-MCMORAN COPPER & GO COM 35671D85 17 170 SH SHARED 05 170 D FREEPORT-MCMORAN COPPER & GO COM 35671D85 405 3958 SH SHARED 06 3958 D FREEPORT-MCMORAN COPPER & GO COM 35671D85 72899 711635 SH SHARED 10 676840 34795 D FREEPORT-MCMORAN COPPER & GO COM 35671D85 624 6097 SH SHARED 14 6097 D FREEPORT-MCMORAN COPPER & GO COM 35671D85 3814 37237 SH SHARED 19 37237 D FREEPORT-MCMORAN COPPER & GO COM 35671D85 1845 18019 SH SHARED 20 9910 8109 D FREEPORT-MCMORAN COPPER & GO COM 35671D85 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CARE AG&CO KGA SPONSORED ADR 35802910 62 1184 SH SHARED 01 712 472 D FRIEDMAN BILLINGS RAMSEY GRO CL A 35843410 69 22202 SH SHARED 22202 D FRIEDMAN BILLINGS RAMSEY GRO CL A 35843410 37 11900 SH SHARED 01 11900 D FRIEDMAN BILLINGS RAMSEY GRO CL A 35843410 192 61300 SH SHARED 10 61300 D FRIEDMAN INDS INC COM 35843510 2 464 SH SHARED 464 D FRISCHS RESTAURANTS INC COM 35874810 1 84 SH SHARED 84 D FRONTEER DEV GROUP INC COM 35903Q10 95 9630 SH SHARED 9630 D FRONTIER AIRLINES HOLDINGS I COM 35905910 43 8218 SH SHARED 8218 D FRONTIER AIRLINES INC NEW DBCV 5.000%12/1 359065AA 10575 12500000 PRN SHARED 2500000 D FRONTIER FINL CORP WASH COM 35907K10 2 126 SH SHARED 126 D FRONTIER FINL CORP WASH COM 35907K10 1337 72000 SH SHARED 10 72000 D FRONTIER OIL CORP COM 35914P10 6379 157217 SH SHARED 92017 65200 D FRONTIER OIL CORP COM 35914P10 2609 64300 SH SHARED 01 30000 34300 D FRONTIER OIL CORP COM 35914P10 376 9283 SH SHARED 02 9283 D FRONTIER OIL CORP COM 35914P10 61636 1518900 SH SHARED 10 1417600 101300 D FRONTIER OIL CORP COM 35914P10 450 11100 SH SHARED 24 11100 D FROZEN FOOD EXPRESS INDS INC COM 35936010 2 344 SH SHARED 344 D FUELCELL ENERGY INC COM 35952H10 18 1886 SH SHARED 1886 D FUELCELL ENERGY INC COM 35952H10 4060 409305 SH SHARED 409305 D FUELCELL ENERGY INC COM 35952H10 6280 633069 SH SHARED 04 633069 D FUELCELL ENERGY INC COM 35952H10 4705 474381 SH SHARED 05 474381 D FUELCELL ENERGY INC COM 35952H10 253 25525 SH SHARED 06 25525 D FUELCELL ENERGY INC COM 35952H10 217 21924 SH SHARED 10 21924 D FUEL SYS SOLUTIONS INC COM 35952W10 1267 88713 SH SHARED 88713 D FUEL SYS SOLUTIONS INC COM 35952W10 22 1600 SH SHARED 02 1600 D FUEL TECH INC COM 35952310 23 1028 SH SHARED 1028 D FUEL TECH INC COM 35952310 2767 122177 SH SHARED 122177 D FUEL TECH INC COM 35952310 8364 369290 SH SHARED 04 369290 D FUEL TECH INC COM 35952310 8313 367047 SH SHARED 05 367047 D FUEL TECH INC COM 35952310 339 14970 SH SHARED 06 14970 D FUEL TECH INC COM 35952310 11712 517090 SH SHARED 10 517090 D FUJIFILM HLDGS CORP ADR 2 ORD 35958N10 15 365 SH SHARED 365 D FUJIFILM HLDGS CORP ADR 2 ORD 35958N10 8 206 SH SHARED 21 206 D FULL HOUSE RESORTS INC COM 35967810 0 341 SH SHARED 341 D FULLER H B CO COM 35969410 481 21462 SH SHARED 21462 D FULLER H B CO COM 35969410 453 20200 SH SHARED 01 20200 D FULLER H B CO COM 35969410 947 42189 SH SHARED 10 42189 D FULTON FINL CORP PA COM 36027110 433 38644 SH SHARED 38644 D FULTON FINL CORP PA COM 36027110 20 1800 SH SHARED 02 1800 D FULTON FINL CORP PA COM 36027110 125 11200 SH SHARED 10 11200 D FURNITURE BRANDS INTL INC COM 36092110 1310 130276 SH SHARED 130276 D FURNITURE BRANDS INTL INC COM 36092110 239 23800 SH SHARED 01 23800 D FURNITURE BRANDS INTL INC COM 36092110 199 19797 SH SHARED 02 19797 D FURNITURE BRANDS INTL INC COM 36092110 120 12000 SH SHARED 10 12000 D FUQI INTERNATIONAL INC COM NEW 36102A20 4 513 SH SHARED 513 D FURMANITE CORPORATION COM 36108610 13 1157 SH SHARED 1157 D FURMANITE CORPORATION COM 36108610 54 4600 SH SHARED 02 4600 D FUSION TELECOMM INTL INC COM 36113B30 0 560 SH SHARED 560 D G & K SVCS INC CL A 36126810 120 3204 SH SHARED 3204 D G & K SVCS INC CL A 36126810 325 8675 SH SHARED 01 8675 D G & K SVCS INC CL A 36126810 668 17829 SH SHARED 10 17829 D GAMCO INVESTORS INC COM 36143810 301 4360 SH SHARED 4360 D GAMCO INVESTORS INC COM 36143810 207 3000 SH SHARED 10 3000 D GATX CORP NOTE 5.000% 8/1 361448AE 3370 2250000 PRN SHARED 2250000 D GATX CORP COM 36144810 13616 371225 SH SHARED 371225 D GATX CORP COM 36144810 550 15000 SH SHARED 01 15000 D GATX CORP COM 36144810 851 23219 SH SHARED 02 23219 D GATX CORP COM 36144810 416 11359 SH SHARED 10 11359 D GATX CORP COM 36144810 55 1500 SH SHARED 23 1500 D G B & T BANCSHARES INC COM 36146210 3 370 SH SHARED 370 D GEO GROUP INC COM 36159R10 134 4800 SH SHARED 01 4800 D GEO GROUP INC COM 36159R10 109 3900 SH SHARED 10 3900 D GEO GROUP INC COM 36159R10 3 130 SH SHARED 21 130 D GFI GROUP INC COM 36165220 38 404 SH SHARED 404 D GFI GROUP INC COM 36165220 301 3145 SH SHARED 01 3045 100 D GFI GROUP INC COM 36165220 542 5665 SH SHARED 02 5665 D GFI GROUP INC COM 36165220 52 552 SH SHARED 10 552 D GFI GROUP INC COM 36165220 2 25 SH SHARED 21 25 D GMH CMNTYS TR COM 36188G10 1 198 SH SHARED 198 D GMH CMNTYS TR COM 36188G10 1 300 SH SHARED 10 300 D GMH CMNTYS TR COM 36188G10 770 139500 SH SHARED 11 139500 D GP STRATEGIES CORP COM 36225V10 1586 148936 SH SHARED 148936 D GSE SYS INC COM 36227K10 3 387 SH SHARED 387 D GSI GROUP INC CDA COM 36229U10 1077 116610 SH SHARED 116610 D G-III APPAREL GROUP LTD COM 36237H10 456 30902 SH SHARED 30902 D G-III APPAREL GROUP LTD COM 36237H10 19 1300 SH SHARED 01 1300 D G-III APPAREL GROUP LTD COM 36237H10 159 10800 SH SHARED 10 10800 D GSI COMMERCE INC COM 36238G10 510 26181 SH SHARED 26181 D GSI COMMERCE INC COM 36238G10 23 1200 SH SHARED 01 1200 D GSI COMMERCE INC COM 36238G10 975 50000 SH SHARED 02 50000 D GSI COMMERCE INC COM 36238G10 390 20000 SH SHARED 04 20000 D GSI COMMERCE INC COM 36238G10 443 22757 SH SHARED 10 22757 D GSI COMMERCE INC COM 36238G10 25 1330 SH SHARED 21 1330 D GTSI CORP COM 36238K10 1 179 SH SHARED 179 D GTC BIOTHERAPEUTICS INC COM 36238T10 20 24040 SH SHARED 24040 D GABELLI GLOBAL MULTIMEDIA TR COM 36239Q10 1058 82095 SH SHARED 82095 D GABELLI EQUITY TR INC COM 36239710 145 15726 SH SHARED 01 15726 D GABELLI UTIL TR COM 36240A10 1 166 SH SHARED 166 D GSI TECHNOLOGY COM 36241U10 1 519 SH SHARED 519 D GABELLI DIVD & INCOME TR COM 36242H10 3578 173026 SH SHARED 173026 D GABELLI GLOBL UTIL & INCOME COM SH BEN INT 36242L10 0 38 SH SHARED 38 D GSC INVESTMENT CORP COM 36249310 872 86000 SH SHARED 86000 D GAINSCO INC COM 36312720 5 1393 SH SHARED 1393 D GAINSCO INC COM 36312720 2 625 SH SHARED 02 625 D GALAXY ENERGY CORP COM 36318B10 0 1881 SH SHARED 1881 D GALLAGHER ARTHUR J & CO COM 36357610 2120 87645 SH SHARED 87645 D GALLAGHER ARTHUR J & CO COM 36357610 655 27100 SH SHARED 01 27100 D GALLAGHER ARTHUR J & CO COM 36357610 302 12523 SH SHARED 02 12523 D GALLAGHER ARTHUR J & CO COM 36357610 2037 84223 SH SHARED 10 84223 D GALLAGHER ARTHUR J & CO COM 36357610 43 1809 SH SHARED 21 1809 D GALLERY OF HISTORY INC COM 36381210 0 22 SH SHARED 22 D GAMETECH INTERNATIONAL INC COM 36466D10 11 1569 SH SHARED 1569 D GAMING PARTNERS INTL CORP COM 36467A10 0 99 SH SHARED 99 D GAMMON GOLD INC COM 36467T10 385 48068 SH SHARED 48068 D GAMMON GOLD INC COM 36467T10 16 2000 SH SHARED 01 2000 D GAMMON GOLD INC COM 36467T10 2566 320417 SH SHARED 10 320417 D GAMESTOP CORP NEW CL A 36467W10 11404 183617 SH SHARED 183617 D GAMESTOP CORP NEW CL A 36467W10 2124 34211 SH SHARED 01 34211 D GAMESTOP CORP NEW CL A 36467W10 422 6804 SH SHARED 02 6804 D GAMESTOP CORP NEW CL A 36467W10 93 1500 SH SHARED 06 1500 D GAMESTOP CORP NEW CL A 36467W10 53297 858110 SH SHARED 10 824010 34100 D GAMESTOP CORP NEW CL A 36467W10 74 1200 SH SHARED 24 1200 D GANDER MOUNTAIN CO COM 36471P10 17 3476 SH SHARED 3476 D GANNETT CO INC FRNT 7/1 364725AG 83065 83820000 PRN SHARED 3820000 D GANNETT INC COM 36473010 20333 521361 SH SHARED 521361 D GANNETT INC COM 36473010 1871 47991 SH SHARED 01 47616 375 D GANNETT INC COM 36473010 82 2124 SH SHR/OTHR 01 2124 D GANNETT INC COM 36473010 746 19153 SH SHARED 02 19153 D GANNETT INC COM 36473010 3 100 SH SHARED 05 100 D GANNETT INC COM 36473010 27417 703003 SH SHARED 06 703003 D GANNETT INC COM 36473010 6400 164128 SH SHARED 10 164128 D GANNETT INC COM 36473010 370 9489 SH SHARED 14 9489 D GANNETT INC COM 36473010 169 4340 SH SHARED 20 1915 2425 D GANNETT INC COM 36473010 66 1700 SH SHR/OTHR 20 1700 D GANNETT INC COM 36473010 17 440 SH SHARED 21 440 D GANNETT INC COM 36473010 140 3600 SH SHARED 23 3100 500 D GANNETT INC COM 36473010 386 9900 SH SHR/OTHR 23 9900 D GAP INC DEL COM 36476010 483 22740 SH SHARED 22740 D GAP INC DEL COM 36476010 22053 1036366 SH SHARED 1036366 D GAP INC DEL COM 36476010 1805 84840 SH SHARED 01 84840 D GAP INC DEL COM 36476010 18256 857931 SH SHARED 02 857931 D GAP INC DEL COM 36476010 4 225 SH SHARED 05 225 D GAP INC DEL COM 36476010 116 5490 SH SHARED 06 5490 D GAP INC DEL COM 36476010 4796 225390 SH SHARED 10 225390 D GAP INC DEL COM 36476010 1970 92599 SH SHARED 14 92599 D GAP INC DEL COM 36476010 3461 162680 SH SHARED 16 162680 D GAP INC DEL COM 36476010 241 11345 SH SHARED 21 11345 D GARDNER DENVER INC COM 36555810 1202 36430 SH SHARED 36430 D GARDNER DENVER INC COM 36555810 2508 76021 SH SHARED 01 49778 26243 D GARDNER DENVER INC COM 36555810 990 30000 SH SHR/OTHR 01 30000 D GARDNER DENVER INC COM 36555810 240 7300 SH SHARED 02 7300 D GARDNER DENVER INC COM 36555810 12683 384361 SH SHARED 10 384361 D GARDNER DENVER INC COM 36555810 46 1394 SH SHARED 21 1394 D GARDNER DENVER INC COM 36555810 50 1536 SH SHARED 22 1536 D GARTNER INC COM 36665110 426 24283 SH SHARED 24283 D GARTNER INC COM 36665110 438 24953 SH SHARED 01 2687 22266 D GARTNER INC COM 36665110 124 7087 SH SHARED 02 7087 D GARTNER INC COM 36665110 716 40800 SH SHARED 10 40800 D GARTNER INC COM 36665110 2 130 SH SHARED 20 130 D GARTNER INC COM 36665110 454 25909 SH SHARED 23 25909 D GARTNER INC COM 36665110 533 30393 SH SHR/OTHR 23 30393 D GASCO ENERGY INC COM 36722010 44 22334 SH SHARED 22334 D GATEHOUSE MEDIA INC COM 36734810 2198 250350 SH SHARED 250350 D GAYLORD ENTMT CO NEW COM 36790510 50253 1241739 SH SHARED 1241739 D GAYLORD ENTMT CO NEW COM 36790510 3379 83507 SH SHARED 10 83507 D GAYLORD ENTMT CO NEW COM 36790510 121 3000 SH SHARED 23 3000 D GATEWAY FINL HLDGS INC COM 36814010 3 335 SH SHARED 335 D GEHL CO COM 36848310 951 59322 SH SHARED 59322 D GEN-PROBE INC NEW COM 36866T10 561 8922 SH SHARED 8922 D GEN-PROBE INC NEW COM 36866T10 994 15800 SH SHARED 01 15800 D GEN-PROBE INC NEW COM 36866T10 720 11446 SH SHARED 02 11446 D GEN-PROBE INC NEW COM 36866T10 5705 90671 SH SHARED 04 90671 D GEN-PROBE INC NEW COM 36866T10 2030 32262 SH SHARED 10 32262 D GEN-PROBE INC NEW COM 36866T10 56 900 SH SHARED 14 900 D GEMSTAR-TV GUIDE INTL INC COM 36866W10 2380 500000 SH SHARED 500000 D GEMSTAR-TV GUIDE INTL INC 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D GENERAL DYNAMICS CORP COM 36955010 3141 35300 SH SHR/OTHR 20 35300 D GENERAL DYNAMICS CORP COM 36955010 1270 14276 SH SHARED 21 1700 12576 D GENERAL DYNAMICS CORP COM 36955010 213 2400 SH SHR/OTHR 21 2400 D GENERAL DYNAMICS CORP COM 36955010 262 2951 SH SHARED 22 1551 1400 D GENERAL DYNAMICS CORP COM 36955010 35 400 SH SHR/OTHR 22 400 D GENERAL DYNAMICS CORP COM 36955010 30305 340550 SH SHARED 23 9689 330861 D GENERAL DYNAMICS CORP COM 36955010 45290 508936 SH SHR/OTHR 23 508936 D GENERAL ELECTRIC CO COM 36960410 10109 272703 SH SHARED 130560 142143 D GENERAL ELECTRIC CO COM 36960410 575994 15538032 SH SHARED 5311802 226230 D GENERAL ELECTRIC CO COM 36960410 135769 3662525 SH SHARED 01 2047933 1614592 D GENERAL ELECTRIC CO COM 36960410 25647 691870 SH SHR/OTHR 01 691870 D GENERAL ELECTRIC CO COM 36960410 59371 1601616 SH SHARED 02 1601616 D GENERAL ELECTRIC CO COM 36960410 1329 35876 SH SHARED 04 35876 D GENERAL ELECTRIC CO COM 36960410 40899 1103296 SH SHARED 04 1103296 D GENERAL 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COM CL A 37247D10 516 20300 SH SHARED 04 20300 D GENWORTH FINL INC COM CL A 37247D10 5 210 SH SHARED 05 210 D GENWORTH FINL INC COM CL A 37247D10 36311 1426763 SH SHARED 06 1426763 D GENWORTH FINL INC COM CL A 37247D10 8042 316010 SH SHARED 10 312200 3810 D GENWORTH FINL INC COM CL A 37247D10 291 11459 SH SHARED 14 11459 D GENWORTH FINL INC COM CL A 37247D10 4358 171266 SH SHARED 16 171266 D GENWORTH FINL INC COM CL A 37247D10 4685 184107 SH SHARED 19 184107 D GENWORTH FINL INC COM CL A 37247D10 1672 65700 SH SHARED 20 59180 6520 D GENWORTH FINL INC COM CL A 37247D10 89 3500 SH SHR/OTHR 20 3500 D GENWORTH FINL INC COM CL A 37247D10 6 250 SH SHARED 21 250 D GENWORTH FINL INC COM CL A 37247D10 82 3238 SH SHARED 22 2349 889 D GENWORTH FINL INC COM CL A 37247D10 24 955 SH SHR/OTHR 22 955 D GENWORTH FINL INC COM CL A 37247D10 1096 43075 SH SHARED 23 42085 990 D GENWORTH FINL INC COM CL A 37247D10 94 3710 SH SHR/OTHR 23 3710 D GEORESOURCES INC COM 37247610 0 92 SH SHARED 92 D GEOPETRO 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241 6781 SH SHARED 6781 D GUARANTY FINL GROUP INC COM 40108N10 374 23434 SH SHARED 23434 D GUARANTY FINL GROUP INC COM 40108N10 21 1320 SH SHARED 01 1320 D GUARANTY FINL GROUP INC COM 40108N10 452 28300 SH SHARED 02 28300 D GUARANTY FINL GROUP INC COM 40108N10 2 166 SH SHARED 10 166 D GUARANTY FINL GROUP INC COM 40108N10 24 1500 SH SHARED 20 1500 D GUARANTY FINL GROUP INC COM 40108N10 277 17320 SH SHR/OTHR 20 17320 D GUARANTY FED BANCSHARES INC COM 40108P10 1 64 SH SHARED 64 D GUESS INC COM 40161710 7112 187702 SH SHARED 187702 D GUESS INC COM 40161710 1644 43410 SH SHARED 01 24900 18510 D GUESS INC COM 40161710 1174 31000 SH SHR/OTHR 01 31000 D GUESS INC COM 40161710 113 2990 SH SHARED 02 2990 D GUESS INC COM 40161710 70816 1869000 SH SHARED 10 1858800 10200 D GUIDANCE SOFTWARE INC COM 40169210 2 161 SH SHARED 161 D GULF ISLAND FABRICATION INC COM 40230710 86 2735 SH SHARED 2735 D GULF ISLAND FABRICATION INC COM 40230710 22 700 SH SHARED 01 700 D GULF ISLAND FABRICATION INC COM 40230710 180 5700 SH SHARED 10 5700 D GULFMARK OFFSHORE INC COM 40262910 117 2521 SH SHARED 2521 D GULFMARK OFFSHORE INC COM 40262910 1501 32100 SH SHARED 01 31200 900 D GULFMARK OFFSHORE INC COM 40262910 2110 45100 SH SHARED 10 45100 D GULFPORT ENERGY CORP COM NEW 40263530 296 16240 SH SHARED 16240 D GULFPORT ENERGY CORP COM NEW 40263530 2 160 SH SHARED 02 160 D GULFPORT ENERGY CORP COM NEW 40263530 45 2474 SH SHARED 21 2474 D GYMBOREE CORP COM 40377710 745 24488 SH SHARED 24488 D GYMBOREE CORP COM 40377710 30 1000 SH SHARED 01 1000 D GYMBOREE CORP COM 40377710 197 6478 SH SHARED 02 6478 D GYMBOREE CORP COM 40377710 337 11091 SH SHARED 10 11091 D GYRODYNE CO AMER INC COM 40382010 272 5936 SH SHARED 5936 D H & E EQUIPMENT SERVICES INC COM 40403010 64 3428 SH SHARED 3428 D HCC INS HLDGS INC NOTE 1.300% 4/0 404132AB 1025 787000 PRN SHARED 02 787000 D HCC INS HLDGS INC COM 40413210 1808 63060 SH SHARED 63060 D HCC INS HLDGS INC COM 40413210 1147 40000 SH SHARED 01 3400 36600 D HCC INS HLDGS INC COM 40413210 457 15942 SH SHARED 02 15942 D HCC INS HLDGS INC COM 40413210 10457 364619 SH SHARED 10 353419 11200 D HCC INS HLDGS INC COM 40413210 74 2593 SH SHARED 21 2593 D HCC INS HLDGS INC COM 40413210 111 3900 SH SHARED 23 3900 D HCP INC COM 40414L10 2078 59766 SH SHARED 59766 D HCP INC COM 40414L10 103 2975 SH SHARED 01 2975 D HCP INC COM 40414L10 120 3473 SH SHARED 02 3473 D HCP INC COM 40414L10 4630 133150 SH SHARED 10 123750 9400 D HCP INC COM 40414L10 95865 2756350 SH SHARED 11 1375600 1380750 D HCP INC COM 40414L10 47 1368 SH SHARED 20 1368 D HCP INC COM 40414L10 208 6000 SH SHR/OTHR 20 6000 D HCP INC COM 40414L10 111 3200 SH SHARED 21 3200 D HDFC BANK LTD ADR REPS 3 SHS 40415F10 5066 38842 SH SHARED 38842 D HDFC BANK LTD ADR REPS 3 SHS 40415F10 456 3500 SH SHARED 14 3500 D HDFC BANK LTD ADR REPS 3 SHS 40415F10 88 680 SH SHARED 21 680 D HD PARTNERS ACQUISITION CORP COM 40415K10 3016 403300 SH SHARED 403300 D HF FINL CORP COM 40417210 1 96 SH SHARED 96 D HKN INC COM 40420K10 1 179 SH SHARED 179 D HKN INC COM 40420K10 3 408 SH SHARED 02 408 D HLTH CORPORATION COM 40422Y10 1400 104497 SH SHARED 104497 D HLTH CORPORATION COM 40422Y10 483 36100 SH SHARED 01 36100 D HLTH CORPORATION COM 40422Y10 33 2500 SH SHR/OTHR 01 2500 D HLTH CORPORATION COM 40422Y10 14 1095 SH SHARED 02 1095 D HLTH CORPORATION COM 40422Y10 22237 1659500 SH SHARED 04 1659500 D HLTH CORPORATION COM 40422Y10 163 12200 SH SHARED 10 12200 D HMG COURTLAND PPTYS INC COM 40423210 0 12 SH SHARED 12 D HMN FINL INC COM 40424G10 2 91 SH SHARED 91 D HMS HLDGS CORP COM 40425J10 233 7039 SH SHARED 7039 D HMS HLDGS CORP COM 40425J10 6 190 SH SHARED 01 190 D HMS HLDGS CORP COM 40425J10 2059 62000 SH SHARED 10 62000 D HMS HLDGS CORP COM 40425J10 3 110 SH SHARED 21 110 D HNI CORP COM 40425110 3218 91795 SH SHARED 91795 D HNI CORP COM 40425110 538 15350 SH SHARED 01 450 14900 D HNI CORP COM 40425110 452 12899 SH SHARED 02 12899 D HNI CORP COM 40425110 19500 556200 SH SHARED 10 556200 D HQ SUSTAINABLE MARITIM IND I COM NEW 40426A20 1 120 SH SHARED 120 D HRPT PPTYS TR COM SH BEN INT 40426W10 9141 1182640 SH SHARED 1182640 D HRPT PPTYS TR COM SH BEN INT 40426W10 202 26200 SH SHARED 02 26200 D HRPT PPTYS TR COM SH BEN INT 40426W10 85 11000 SH SHARED 10 11000 D HRPT PPTYS TR COM SH BEN INT 40426W10 59206 7659271 SH SHARED 11 7659271 D HSBC HLDGS PLC SPON ADR NEW 40428040 25 300 SH SHARED 300 D HSBC HLDGS PLC SPON ADR NEW 40428040 2615 31248 SH SHARED 31248 D HSBC HLDGS PLC SPON ADR NEW 40428040 1454 17380 SH SHARED 01 11891 5489 D HSBC HLDGS PLC SPON ADR NEW 40428040 380 4543 SH SHARED 20 123 4420 D HSBC HLDGS PLC SPON ADR NEW 40428040 100 1200 SH SHARED 23 1200 D HSBC HLDGS PLC SPON ADR NEW 40428040 25 300 SH SHR/OTHR 23 300 D HSBC HLDGS PLC ADR A 1/40PF A 40428060 3481 170935 SH SHARED 02 170935 D HSBC HLDGS PLC ADR A 1/40PF A 40428060 122 6000 SH SHARED 21 6000 D HSBC HLDGS PLC ADR A 1/40PF A 40428060 81 4000 SH SHARED 22 4000 D HSW INTERNATIONAL INC COM 40431N10 697 111974 SH SHARED 111974 D HSW INTERNATIONAL INC COM 40431N10 5809 932487 SH SHARED 04 932487 D HSW INTERNATIONAL INC COM 40431N10 441 70880 SH SHARED 06 70880 D HABERSHAM BANCORP INC COM 40445910 0 44 SH SHARED 44 D HAEMONETICS CORP COM 40502410 1006 15971 SH SHARED 15971 D HAEMONETICS CORP COM 40502410 61 981 SH SHARED 02 981 D HAEMONETICS CORP COM 40502410 132 2100 SH SHARED 10 2100 D HAEMONETICS CORP COM 40502410 6 101 SH SHARED 21 101 D HAIN CELESTIAL GROUP INC COM 40521710 64 2013 SH SHARED 2013 D HAIN CELESTIAL GROUP INC COM 40521710 153 4800 SH SHARED 01 4800 D HAIN CELESTIAL GROUP INC COM 40521710 454 14200 SH SHARED 10 14200 D HALIFAX CORP COM 40575210 0 68 SH SHARED 68 D HALLIBURTON CO NOTE 3.125% 7/1 406216AM 13412 6620000 PRN SHARED 02 6620000 D HALLIBURTON CO COM 40621610 404018 10657300 SH SHARED 0551240 106060 D HALLIBURTON CO COM 40621610 4617 121798 SH SHARED 01 116653 5145 D HALLIBURTON CO COM 40621610 108 2875 SH SHR/OTHR 01 2875 D HALLIBURTON CO COM 40621610 1546 40795 SH SHARED 02 40795 D HALLIBURTON CO COM 40621610 38589 1017930 SH SHARED 04 1017930 D HALLIBURTON CO COM 40621610 14 392 SH SHARED 05 392 D HALLIBURTON CO COM 40621610 49876 1315649 SH SHARED 06 1315649 D HALLIBURTON CO COM 40621610 19612 517331 SH SHARED 10 517331 D HALLIBURTON CO COM 40621610 1449 38226 SH SHARED 14 38226 D HALLIBURTON CO COM 40621610 4772 125884 SH SHARED 16 125884 D HALLIBURTON CO COM 40621610 30 815 SH SHARED 20 815 D HALLIBURTON CO COM 40621610 13 345 SH SHR/OTHR 21 345 D HALLIBURTON CO COM 40621610 1562 41210 SH SHARED 22 41210 D HALLIBURTON CO COM 40621610 113 3000 SH SHR/OTHR 22 3000 D HALLIBURTON CO COM 40621610 98 2600 SH SHARED 23 2600 D HALLIBURTON CO COM 40621610 2164 57100 SH SHR/OTHR 23 57100 D HALLMARK FINL SVCS INC EC COM NEW 40624Q20 96 6110 SH SHARED 6110 D HALLMARK FINL SVCS INC EC COM NEW 40624Q20 23 1500 SH SHARED 01 1500 D HALLMARK FINL SVCS INC EC COM NEW 40624Q20 567 35800 SH SHARED 10 35800 D HALLWOOD GROUP INC COM PAR $0.10 40636440 1 13 SH SHARED 13 D HALOZYME THERAPEUTICS INC COM 40637H10 2126 299091 SH SHARED 299091 D HAMPDEN BANCORP INC COM 40867E10 2 281 SH SHARED 281 D HAMPTON ROADS BANKSHARES INC COM 40932110 3 247 SH SHARED 247 D HANA BIOSCIENCES INC COM 40963P10 0 729 SH SHARED 729 D HANCOCK HLDG CO COM 41012010 432 11328 SH SHARED 02 11328 D HANCOCK HLDG CO COM 41012010 1298 34000 SH SHARED 10 34000 D HANCOCK JOHN INCOME SECS TR COM 41012310 12 1000 SH SHARED 01 1000 D HANCOCK JOHN PATRIOT PREM II COM SH BEN INT 41013T10 3168 317811 SH SHARED 317811 D HANCOCK JOHN TAX-ADV DIV INC COM 41013V10 208 11655 SH SHARED 11655 D HANDLEMAN CO DEL COM 41025210 59 34723 SH SHARED 34723 D HANESBRANDS INC COM 41034510 5233 192605 SH SHARED 192605 D HANESBRANDS INC COM 41034510 1022 37635 SH SHARED 01 7926 29709 D HANESBRANDS INC COM 41034510 16 593 SH SHR/OTHR 01 593 D HANESBRANDS INC COM 41034510 829 30532 SH SHARED 02 30532 D HANESBRANDS INC COM 41034510 2 75 SH SHARED 05 75 D HANESBRANDS INC COM 41034510 8308 305800 SH SHARED 10 305800 D HANESBRANDS INC COM 41034510 40 1500 SH SHARED 14 1500 D HANESBRANDS INC COM 41034510 59 2200 SH SHARED 20 2200 D HANESBRANDS INC COM 41034510 16 600 SH SHR/OTHR 20 600 D HANESBRANDS INC COM 41034510 5 186 SH SHARED 23 186 D HANESBRANDS INC COM 41034510 36 1350 SH SHR/OTHR 23 1350 D HANGER ORTHOPEDIC GROUP INC COM NEW 41043F20 5 521 SH SHARED 521 D HANGER ORTHOPEDIC GROUP INC COM NEW 41043F20 333 30300 SH SHARED 01 30300 D HANGER ORTHOPEDIC GROUP INC COM NEW 41043F20 31 2900 SH SHARED 02 2900 D HANMI FINL CORP COM 41049510 73 8571 SH SHARED 8571 D HANMI FINL CORP COM 41049510 85 9900 SH SHARED 10 9900 D HANOVER CAP MTG HLDGS INC COM 41076110 0 194 SH SHARED 194 D HANOVER COMPRESSOR CO NOTE 4.750% 3/1 410768AC 1579 1600000 PRN SHARED 1600000 D HANOVER INS GROUP INC COM 41086710 6075 132651 SH SHARED 132651 D HANOVER INS GROUP INC COM 41086710 1770 38660 SH SHARED 01 21605 17055 D HANOVER INS GROUP INC COM 41086710 545 11909 SH SHARED 02 11909 D HANOVER INS GROUP INC COM 41086710 24782 541100 SH SHARED 10 541100 D HANSEN MEDICAL INC COM 41130710 157 5260 SH SHARED 5260 D HANSEN NAT CORP COM 41131010 11855 267686 SH SHARED 267686 D HANSEN NAT CORP COM 41131010 1098 24800 SH SHARED 01 7000 17800 D HANSEN NAT CORP COM 41131010 17 400 SH SHR/OTHR 01 400 D HANSEN NAT CORP COM 41131010 125 2840 SH SHARED 02 2840 D HANSEN NAT CORP COM 41131010 38414 867350 SH SHARED 04 867350 D HANSEN NAT CORP COM 41131010 690 15600 SH SHARED 05 15600 D HANSEN NAT CORP COM 41131010 15747 355550 SH SHARED 06 355550 D HANSEN NAT CORP COM 41131010 232 5243 SH SHARED 10 5243 D HANSEN NAT CORP COM 41131010 3838 86667 SH SHARED 16 86667 D HANSEN NAT CORP COM 41131010 35 800 SH SHARED 20 800 D HARBIN ELECTRIC INC COM 41145W10 20 802 SH SHARED 802 D HARBIN ELECTRIC INC COM 41145W10 3 119 SH SHARED 02 119 D HARDINGE INC COM 41232430 644 38423 SH SHARED 38423 D HARDINGE INC COM 41232430 224 13400 SH SHARED 10 13400 D HARLEY DAVIDSON INC COM 41282210 106 2270 SH SHARED 2270 D HARLEY DAVIDSON INC COM 41282210 49541 1060610 SH SHARED 763110 297500 D HARLEY DAVIDSON INC COM 41282210 1907 40834 SH SHARED 01 40534 300 D HARLEY DAVIDSON INC COM 41282210 65 1400 SH SHR/OTHR 01 1400 D HARLEY DAVIDSON INC COM 41282210 1845 39509 SH SHARED 02 39509 D HARLEY DAVIDSON INC COM 41282210 6 130 SH SHARED 05 130 D HARLEY DAVIDSON INC COM 41282210 140 3002 SH SHARED 06 3002 D HARLEY DAVIDSON INC COM 41282210 76975 1647943 SH SHARED 10 1449443 198500 D HARLEY DAVIDSON INC COM 41282210 102 2200 SH SHARED 14 2200 D HARLEY DAVIDSON INC COM 41282210 2586 55370 SH SHARED 15 55370 D HARLEY DAVIDSON INC COM 41282210 23 500 SH SHARED 20 500 D HARLEY DAVIDSON INC COM 41282210 3 75 SH SHARED 21 75 D HARLEY DAVIDSON INC COM 41282210 177 3800 SH SHR/OTHR 23 3800 D HARLEY DAVIDSON INC COM 41282210 529 11345 SH SHARED 24 11345 D HARLEYSVILLE GROUP INC COM 41282410 227 6441 SH SHARED 6441 D HARLEYSVILLE GROUP INC COM 41282410 3 100 SH SHARED 01 100 D HARLEYSVILLE GROUP INC COM 41282410 301 8525 SH SHARED 02 8525 D HARLEYSVILLE GROUP INC COM 41282410 229 6500 SH SHARED 10 6500 D HARLEYSVILLE NATL CORP PA COM 41285010 7 481 SH SHARED 481 D HARLEYSVILLE NATL CORP PA COM 41285010 141 9700 SH SHARED 02 9700 D HARLEYSVILLE NATL CORP PA COM 41285010 118 8101 SH SHARED 10 8101 D HARLEYSVILLE SVGS FINL CORP COM 41286510 1 88 SH SHARED 88 D HARMAN INTL INDS INC COM 41308610 7210 97828 SH SHARED 97828 D HARMAN INTL INDS INC COM 41308610 740 10050 SH SHARED 01 10050 D HARMAN INTL INDS INC COM 41308610 84 1149 SH SHARED 02 1149 D HARMAN INTL INDS INC COM 41308610 47 650 SH SHARED 06 650 D HARMAN INTL INDS INC COM 41308610 9449 128200 SH SHARED 10 128200 D HARMAN INTL INDS INC COM 41308610 0 13 SH SHARED 14 13 D HARMONIC INC COM 41316010 440 42031 SH SHARED 42031 D HARMONIC INC COM 41316010 18 1800 SH SHARED 01 1800 D HARMONY GOLD MNG LTD SPONSORED ADR 41321630 3222 312543 SH SHARED 312543 D HARMONY GOLD MNG LTD SPONSORED ADR 41321630 2279 221100 SH SHARED 02 221100 D HARRAHS ENTMT INC COM 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41387510 12 195 SH SHARED 21 195 D HARRIS CORP DEL COM 41387510 452 7225 SH SHARED 22 4450 2775 D HARRIS INTERACTIVE INC COM 41454910 47 11144 SH SHARED 11144 D HARRIS INTERACTIVE INC COM 41454910 14 3500 SH SHARED 02 3500 D HARRIS STRATEX NTWRKS INC CL A 41457P10 0 21 SH SHARED 21 D HARSCO CORP COM 41586410 35 561 SH SHARED 561 D HARSCO CORP COM 41586410 3634 56724 SH SHARED 54824 1900 D HARSCO CORP COM 41586410 3557 55520 SH SHARED 01 31120 24400 D HARSCO CORP COM 41586410 468 7320 SH SHARED 02 7320 D HARSCO CORP COM 41586410 38 600 SH SHARED 06 600 D HARSCO CORP COM 41586410 34469 538000 SH SHARED 10 537100 900 D HARSCO CORP COM 41586410 7 110 SH SHARED 21 110 D HARRY WINSTON DIAMOND CORP COM 41587B10 1089 33357 SH SHARED 33357 D HARRY WINSTON DIAMOND CORP COM 41587B10 783 24000 SH SHARED 04 24000 D HARRY WINSTON DIAMOND CORP COM 41587B10 3 100 SH SHARED 10 100 D HARRY WINSTON DIAMOND CORP COM 41587B10 48 1500 SH SHARED 14 1500 D HARTE-HANKS INC COM 41619610 470 27210 SH SHARED 27210 D HARTE-HANKS INC COM 41619610 301 17450 SH SHARED 01 17450 D HARTE-HANKS INC COM 41619610 54 3145 SH SHARED 02 3145 D HARTE-HANKS INC COM 41619610 328 19000 SH SHARED 10 19000 D HARTFORD FINL SVCS GROUP INC COM 41651510 51944 595761 SH SHARED 587661 8100 D HARTFORD FINL SVCS GROUP INC COM 41651510 5245 60163 SH SHARED 01 56547 3616 D HARTFORD FINL SVCS GROUP INC COM 41651510 34 400 SH SHR/OTHR 01 400 D HARTFORD FINL SVCS GROUP INC COM 41651510 892 10234 SH SHARED 02 10234 D HARTFORD FINL SVCS GROUP INC COM 41651510 6064 69550 SH SHARED 04 69550 D HARTFORD FINL SVCS GROUP INC COM 41651510 2132 24460 SH SHARED 05 24460 D HARTFORD FINL SVCS GROUP INC COM 41651510 52977 607605 SH SHARED 06 607605 D HARTFORD FINL SVCS GROUP INC COM 41651510 204898 2350023 SH SHARED 10 2284923 65100 D HARTFORD FINL SVCS GROUP INC COM 41651510 496 5700 SH SHARED 14 5700 D HARTFORD FINL SVCS GROUP INC COM 41651510 1827 20960 SH SHARED 16 20960 D HARTFORD FINL SVCS GROUP INC COM 41651510 43 495 SH SHARED 20 360 135 D HARTFORD FINL SVCS GROUP INC COM 41651510 139 1600 SH SHARED 22 1600 D HARTFORD FINL SVCS GROUP INC COM 41651510 221 2538 SH SHARED 23 2538 D HARTFORD FINL SVCS GROUP INC COM 41651510 1004 11522 SH SHR/OTHR 23 11522 D HARVARD BIOSCIENCE INC COM 41690610 2 636 SH SHARED 636 D HARTMARX CORP COM 41711910 313 91843 SH SHARED 91843 D HARVEST ENERGY TR TRUST UNIT 41752X10 19628 945041 SH SHARED 945041 D HARVEST ENERGY TR TRUST UNIT 41752X10 23239 1118900 SH SHARED 10 1118900 D HARVEST ENERGY TR TRUST UNIT 41752X10 191 9200 SH SHARED 14 9200 D HARVEST ENERGY TR TRUST UNIT 41752X10 24 1200 SH SHR/OTHR 23 1200 D HARVEST NATURAL RESOURCES IN COM 41754V10 7 600 SH SHARED 600 D HARVEST NATURAL RESOURCES IN COM 41754V10 10 850 SH SHARED 02 850 D HARVEST NATURAL RESOURCES IN COM 41754V10 56 4500 SH SHARED 10 4500 D HASBRO INC COM 41805610 6901 269793 SH SHARED 251393 18400 D HASBRO INC COM 41805610 1001 39144 SH SHARED 01 39144 D HASBRO INC COM 41805610 3705 144845 SH SHARED 02 144845 D HASBRO INC COM 41805610 20 790 SH SHARED 06 790 D HASBRO INC COM 41805610 18205 711710 SH SHARED 10 696310 15400 D HASBRO INC COM 41805610 372 14543 SH SHARED 14 14543 D HASTINGS ENTMT INC COM 41836510 1 191 SH SHARED 191 D HAUPPAUGE DIGITAL INC COM 41913110 21 4498 SH SHARED 4498 D HAVERTY FURNITURE INC COM 41959610 533 59300 SH SHARED 59300 D HAWAIIAN ELEC INDUSTRIES COM 41987010 457 20088 SH SHARED 20088 D HAWAIIAN ELEC INDUSTRIES COM 41987010 643 28275 SH SHARED 01 875 27400 D HAWAIIAN ELEC INDUSTRIES COM 41987010 119 5233 SH SHARED 02 5233 D HAWAIIAN ELEC INDUSTRIES COM 41987010 161 7085 SH SHARED 10 7085 D HAWAIIAN ELEC INDUSTRIES COM 41987010 9 400 SH SHARED 20 400 D HAWAIIAN HOLDINGS INC COM 41987910 4 891 SH SHARED 891 D HAWK CORP CL A 42008910 2 155 SH SHARED 155 D HAWKINS INC COM 42026110 3 220 SH SHARED 220 D HAWTHORN BANCSHARES INC COM 42047610 2 102 SH SHARED 102 D HAYES LEMMERZ INTL INC COM NEW 42078130 4826 1056100 SH SHARED 1056100 D HAYES LEMMERZ INTL INC COM NEW 42078130 20822 4556390 SH SHARED 02 4556390 D HAYNES INTERNATIONAL INC COM NEW 42087720 581 8361 SH SHARED 8361 D HAYNES INTERNATIONAL INC COM NEW 42087720 5080 73100 SH SHARED 10 73100 D HEALTHCARE SVCS GRP INC COM 42190610 195 9217 SH SHARED 9217 D HEALTHCARE SVCS GRP INC COM 42190610 37 1780 SH SHARED 21 1780 D HEALTHSOUTH CORP COM NEW 42192430 39813 1895870 SH SHARED 1895870 D HEALTHSOUTH CORP COM NEW 42192430 529 25200 SH SHARED 10 25200 D HEALTH MGMT ASSOC INC NEW NOTE 4.375% 8/0 421933AF 63945 65250000 PRN SHARED 5250000 D HEALTH MGMT ASSOC INC NEW NOTE 4.375% 8/0 421933AF 9731 9930000 PRN SHARED 02 9930000 D HEALTH MGMT ASSOC INC NEW CL A 42193310 487 81595 SH SHARED 81595 D HEALTH MGMT ASSOC INC NEW CL A 42193310 526 88100 SH SHARED 01 6000 82100 D HEALTH MGMT ASSOC INC NEW CL A 42193310 68 11495 SH SHARED 02 11495 D HEALTH MGMT ASSOC INC NEW CL A 42193310 105 17600 SH SHARED 10 17600 D HEALTH MGMT ASSOC INC NEW CL A 42193310 127 21325 SH SHARED 21 21325 D HEALTHCARE RLTY TR 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INC COM 44106010 262 6146 SH SHARED 14 6146 D HOSPIRA INC COM 44106010 107 2520 SH SHARED 20 2520 D HOSPIRA INC COM 44106010 8 200 SH SHR/OTHR 20 200 D HOSPIRA INC COM 44106010 9 220 SH SHARED 21 220 D HOSPIRA INC COM 44106010 6 160 SH SHARED 22 160 D HOSPIRA INC COM 44106010 130 3050 SH SHR/OTHR 22 3050 D HOSPIRA INC COM 44106010 540 12678 SH SHARED 23 9388 3290 D HOSPIRA INC COM 44106010 587 13778 SH SHR/OTHR 23 13778 D HOST HOTELS & RESORTS INC COM 44107P10 14246 836085 SH SHARED 824685 11400 D HOST HOTELS & RESORTS INC COM 44107P10 2074 121714 SH SHARED 01 48855 72859 D HOST HOTELS & RESORTS INC COM 44107P10 11048 648406 SH SHR/OTHR 01 648406 D HOST HOTELS & RESORTS INC COM 44107P10 1374 80671 SH SHARED 02 80671 D HOST HOTELS & RESORTS INC COM 44107P10 3 191 SH SHARED 05 191 D HOST HOTELS & RESORTS INC COM 44107P10 27214 1597123 SH SHARED 10 1565523 31600 D HOST HOTELS & RESORTS INC COM 44107P10 357348 20971168 SH SHARED 11 2336661 8634512 D HOST HOTELS & RESORTS INC COM 44107P10 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SHARED 06 4820 D HUDSON CITY BANCORP COM 44368310 3086 205500 SH SHARED 10 205500 D HUDSON CITY BANCORP COM 44368310 357 23800 SH SHARED 14 23800 D HUDSON CITY BANCORP COM 44368310 617 41091 SH SHR/OTHR 23 41091 D HUDSON HIGHLAND GROUP INC COM 44379210 1930 229500 SH SHARED 229500 D HUDSON HIGHLAND GROUP INC COM 44379210 42 5100 SH SHARED 01 5100 D HUDSON HIGHLAND GROUP INC COM 44379210 4 566 SH SHARED 02 566 D HUDSON HIGHLAND GROUP INC COM 44379210 846 100600 SH SHARED 10 100600 D HUDSON TECHNOLOGIES INC COM 44414410 0 61 SH SHARED 61 D HUGHES COMMUNICATIONS INC COM 44439810 0 3 SH SHARED 3 D HUGOTON RTY TR TEX UNIT BEN INT 44471710 3612 161043 SH SHARED 161043 D HUMANA INC COM 44485910 16879 224127 SH SHARED 169427 54700 D HUMANA INC COM 44485910 2485 33000 SH SHARED 01 33000 D HUMANA INC COM 44485910 803 10666 SH SHARED 02 10666 D HUMANA INC COM 44485910 143 1900 SH SHARED 06 1900 D HUMANA INC COM 44485910 108199 1436726 SH SHARED 10 1429826 6900 D HUMANA INC COM 44485910 165 2198 SH SHARED 14 2198 D HUMANA INC COM 44485910 12 162 SH SHARED 21 162 D HUMAN GENOME SCIENCES INC NOTE 2.250%10/1 444903AK 4097 4354000 PRN SHARED 4354000 D HUMAN GENOME SCIENCES INC NOTE 2.250%10/1 444903AK 10129 10765000 PRN SHARED 02 0765000 D HUMAN GENOME SCIENCES INC NOTE 2.250% 8/1 444903AM 3464 4000000 PRN SHARED 4000000 D HUMAN GENOME SCIENCES INC NOTE 2.250% 8/1 444903AM 3115 3598000 PRN SHARED 02 3598000 D HUMAN GENOME SCIENCES INC COM 44490310 731 70038 SH SHARED 70038 D HUMAN GENOME SCIENCES INC COM 44490310 30 2900 SH SHARED 01 2900 D HUMAN GENOME SCIENCES INC COM 44490310 466 44700 SH SHARED 02 44700 D HUMAN GENOME SCIENCES INC COM 44490310 1 100 SH SHARED 10 100 D HUNGARIAN TEL & CABLE CORP COM 44554210 0 47 SH SHARED 47 D HUNT J B TRANS SVCS INC COM 44565810 306 11113 SH SHARED 11113 D HUNT J B TRANS SVCS INC COM 44565810 1139 41375 SH SHARED 01 975 40400 D HUNT J B TRANS SVCS INC COM 44565810 380 13822 SH SHARED 02 13822 D HUNT J B TRANS SVCS INC COM 44565810 462 16800 SH SHARED 10 16800 D HUNTINGTON BANCSHARES INC COM 44615010 8077 547238 SH SHARED 547238 D HUNTINGTON BANCSHARES INC COM 44615010 628 42600 SH SHARED 01 42200 400 D HUNTINGTON BANCSHARES INC COM 44615010 106 7243 SH SHARED 02 7243 D HUNTINGTON BANCSHARES INC COM 44615010 4 300 SH SHARED 05 300 D HUNTINGTON BANCSHARES INC COM 44615010 33 2240 SH SHARED 06 2240 D HUNTINGTON BANCSHARES INC COM 44615010 8915 604033 SH SHARED 10 604033 D HUNTINGTON BANCSHARES INC COM 44615010 215 14600 SH SHARED 14 14600 D HUNTSMAN CORP COM 44701110 59081 2298882 SH SHARED 2298882 D HUNTSMAN CORP COM 44701110 115 4500 SH SHARED 10 4500 D HUNTSMAN CORP PFD MND CV 5% 44701120 15262 309899 SH SHARED 309899 D HURCO COMPANIES INC COM 44732410 212 4865 SH SHARED 4865 D HURCO COMPANIES INC COM 44732410 218 5000 SH SHR/OTHR 23 5000 D HURON CONSULTING GROUP INC COM 44746210 2402 29800 SH SHARED 29800 D HURON CONSULTING GROUP INC COM 44746210 185 2300 SH SHARED 01 900 1400 D HURON CONSULTING GROUP INC COM 44746210 31211 387100 SH SHARED 10 387100 D HURRAY HLDGS CO LTD SPONSORED ADR 44777310 0 192 SH SHARED 192 D HUTCHINSON TECHNOLOGY INC NOTE 2.250% 3/1 448407AE 2247 2182000 PRN SHARED 2182000 D HUTCHINSON TECHNOLOGY INC NOTE 3.250% 1/1 448407AF 874 911000 PRN SHARED 02 911000 D HUTCHINSON TECHNOLOGY INC COM 44840710 256 9731 SH SHARED 9731 D HUTCHINSON TECHNOLOGY INC COM 44840710 19 725 SH SHARED 01 725 D HUTCHINSON TECHNOLOGY INC COM 44840710 538 20453 SH SHARED 02 20453 D HUTCHINSON TECHNOLOGY INC COM 44840710 219 8322 SH SHARED 10 8322 D HUTCHISON TELECOMM INTL LTD SPONSORED ADR 44841T10 32 1433 SH SHARED 1433 D HUTCHISON TELECOMM INTL LTD SPONSORED ADR 44841T10 31 1400 SH SHARED 01 1400 D HUTCHISON TELECOMM INTL LTD SPONSORED ADR 44841T10 78 3470 SH SHARED 21 3470 D HUTTIG BLDG PRODS INC COM 44845110 864 247738 SH SHARED 247738 D HYDROGENICS CORP COM 44888210 3 4070 SH SHARED 4070 D IDT CORP CL B 44894730 2 275 SH SHARED 275 D IDT CORP CL B 44894730 4 500 SH SHARED 02 500 D IDT CORP CL B 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INTERACTIVECORP COM NEW 44919P30 1615 60000 SH SHARED 15 60000 D IA GLOBAL INC COM 44920E10 0 644 SH SHARED 644 D ICF INTL INC COM 44925C10 388 15364 SH SHARED 15364 D ICF INTL INC COM 44925C10 47 1900 SH SHARED 02 1900 D ICO INC NEW COM 44929310 119 9332 SH SHARED 9332 D ICO INC NEW COM 44929310 38 3000 SH SHARED 02 3000 D ICU MED INC COM 44930G10 13 365 SH SHARED 365 D ICU MED INC COM 44930G10 52 1450 SH SHARED 02 1450 D ICO GLOBAL COMM HLDGS LTD DE CL A 44930K10 10 3397 SH SHARED 3397 D ICOP DIGITAL INC COM NEW 44930M20 0 152 SH SHARED 152 D ICAD INC COM 44934S10 1 883 SH SHARED 883 D IDM PHARMA INC COM 44939410 0 492 SH SHARED 492 D I D SYSTEMS INC COM 44948910 24 1994 SH SHARED 1994 D I-FLOW CORP COM NEW 44952030 1 112 SH SHARED 112 D I-FLOW CORP COM NEW 44952030 0 45 SH SHARED 02 45 D IGI INC COM 44957510 0 169 SH SHARED 169 D IHOP CORP COM 44962310 146 4000 SH SHARED 4000 D IHOP CORP COM 44962310 3 100 SH SHARED 01 100 D IHOP CORP COM 44962310 32 902 SH SHARED 02 902 D IHOP CORP COM 44962310 230 6300 SH SHARED 10 6300 D ILX RESORTS INC COM NEW 44966150 0 46 SH SHARED 46 D I-MANY INC COM 44973Q10 3 1179 SH SHARED 1179 D ING PRIME RATE TR SH BEN INT 44977W10 0 69 SH SHARED 69 D ING CLARION REAL EST INCOME COM SHS 44978810 727 65000 SH SHARED 65000 D IPG PHOTONICS CORP COM 44980X10 61 3087 SH SHARED 3087 D IPG PHOTONICS CORP COM 44980X10 147 7400 SH SHARED 10 7400 D IPCS INC COM NEW 44980Y30 10 293 SH SHARED 293 D IPCS INC COM NEW 44980Y30 127 3530 SH SHARED 10 3530 D ING CLARION GLB RE EST INCM COM 44982G10 7670 554620 SH SHARED 554620 D ING CLARION GLB RE EST INCM COM 44982G10 66 4816 SH SHARED 23 4816 D ING CLARION GLB RE EST INCM COM 44982G10 39 2832 SH SHR/OTHR 23 2832 D ING ASIA PAC HGH DIVID EQ IN COM 44983J10 91 4240 SH SHARED 4240 D IMS HEALTH INC COM 44993410 4032 175040 SH SHARED 175040 D IMS HEALTH INC COM 44993410 3523 152938 SH SHARED 01 119053 33885 D IMS HEALTH INC COM 44993410 146 6350 SH SHR/OTHR 01 6350 D IMS HEALTH INC COM 44993410 82 3586 SH 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SHARED 02 13000 D ISTAR FINL INC COM 45031U10 195 7500 SH SHARED 10 7500 D ISTAR FINL INC COM 45031U10 37858 1453300 SH SHARED 11 1453300 D ISTAR FINL INC COM 45031U10 52 2000 SH SHARED 21 2000 D ISTA PHARMACEUTICALS INC COM NEW 45031X20 19 4040 SH SHARED 4040 D ISTA PHARMACEUTICALS INC COM NEW 45031X20 12 2600 SH SHARED 02 2600 D ITT EDUCATIONAL SERVICES INC COM 45068B10 3210 37656 SH SHARED 37656 D ITT EDUCATIONAL SERVICES INC COM 45068B10 1244 14595 SH SHARED 01 4695 9900 D ITT EDUCATIONAL SERVICES INC COM 45068B10 539 6328 SH SHARED 02 6328 D ITT EDUCATIONAL SERVICES INC COM 45068B10 1662 19500 SH SHARED 10 19500 D ITT EDUCATIONAL SERVICES INC COM 45068B10 17 200 SH SHARED 21 200 D I-TRAX INC COM NEW 45069D20 3 1048 SH SHARED 1048 D IVAX DIAGNOSTICS INC COM 45070W10 0 201 SH SHARED 201 D IXIA COM 45071R10 26 2844 SH SHARED 2844 D IBERIABANK CORP COM 45082810 17 372 SH SHARED 372 D IBERIABANK CORP COM 45082810 575 12300 SH SHARED 10 12300 D IBIS TECHNOLOGY CORP COM 45090910 0 373 SH 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SH SHARED 3830 D ICON PUB LTD CO SPONSORED ADR 45103T10 58 945 SH SHARED 945 D ICON PUB LTD CO SPONSORED ADR 45103T10 13367 216100 SH SHARED 10 216100 D ICICI BK LTD ADR 45104G10 307 5000 SH SHARED 5000 D ICICI BK LTD ADR 45104G10 28158 457869 SH SHARED 457869 D ICICI BK LTD ADR 45104G10 67 1100 SH SHARED 01 1100 D ICICI BK LTD ADR 45104G10 9673 157300 SH SHARED 02 157300 D ICICI BK LTD ADR 45104G10 204 3322 SH SHARED 04 3322 D ICICI BK LTD ADR 45104G10 4471 72700 SH SHARED 04 72700 D ICICI BK LTD ADR 45104G10 69 1138 SH SHARED 21 1138 D ICAGEN INC COM 45104P10 1014 604042 SH SHARED 604042 D ICONIX BRAND GROUP INC NOTE 1.875% 6/3 451055AB 14475 15000000 PRN SHARED 5000000 D ICONIX BRAND GROUP INC COM 45105510 26 1352 SH SHARED 1352 D ICONIX BRAND GROUP INC COM 45105510 304 15500 SH SHARED 01 15500 D ICONIX BRAND GROUP INC COM 45105510 131 6700 SH SHARED 10 6700 D ICAHN ENTERPRISES LP DEPOSITRY UNIT 45110010 50 387 SH SHARED 387 D IDACORP INC COM 45110710 5452 154805 SH SHARED 154805 D 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SHARED 23 337 92 D IDEARC INC COM 45166310 26 1507 SH SHR/OTHR 23 1507 D IDEX CORP COM 45167R10 1317 36475 SH SHARED 36475 D IDEX CORP COM 45167R10 4539 125655 SH SHARED 01 82525 43130 D IDEX CORP COM 45167R10 1005 27840 SH SHR/OTHR 01 27840 D IDEX CORP COM 45167R10 139 3860 SH SHARED 02 3860 D IDEX CORP COM 45167R10 115 3200 SH SHARED 10 3200 D IDEX CORP COM 45167R10 964 26701 SH SHARED 20 20782 5919 D IDEX CORP COM 45167R10 9 275 SH SHR/OTHR 20 275 D IDEX CORP COM 45167R10 203 5641 SH SHARED 22 5641 D IDEX CORP COM 45167R10 54 1521 SH SHR/OTHR 22 1521 D IDEX CORP COM 45167R10 276 7661 SH SHARED 23 7404 257 D IDEX CORP COM 45167R10 400 11075 SH SHR/OTHR 23 11075 D IDEXX LABS INC COM 45168D10 1249 21317 SH SHARED 21317 D IDEXX LABS INC COM 45168D10 351 5995 SH SHARED 02 5995 D IDEXX LABS INC COM 45168D10 13969 238268 SH SHARED 10 238268 D IDEXX LABS INC COM 45168D10 680 11600 SH SHARED 21 11600 D IDERA PHARMACEUTICALS INC COM NEW 45168K30 9 702 SH SHARED 702 D IGATE CORP COM 45169U10 159 18822 SH SHARED 18822 D IGATE CORP COM 45169U10 29 3500 SH SHARED 02 3500 D IGATE CORP COM 45169U10 121 14400 SH SHARED 10 14400 D IKON OFFICE SOLUTIONS INC COM 45171310 320 24649 SH SHARED 24649 D IKON OFFICE SOLUTIONS INC COM 45171310 1174 90215 SH SHARED 01 90215 D IKON OFFICE SOLUTIONS INC COM 45171310 429 33000 SH SHARED 02 33000 D IKON OFFICE SOLUTIONS INC COM 45171310 2192 168411 SH SHARED 10 168411 D ILINC COMMUNICATIONS INC COM 45172410 0 875 SH SHARED 875 D IKANOS COMMUNICATIONS COM 45173E10 3 583 SH SHARED 583 D IHS INC CL A 45173410 1384 22867 SH SHARED 22867 D IHS INC CL A 45173410 3197 52800 SH SHARED 10 52800 D ILLINOIS TOOL WKS INC COM 45230810 321 6000 SH SHARED 6000 D ILLINOIS TOOL WKS INC COM 45230810 21642 404230 SH SHARED 404230 D ILLINOIS TOOL WKS INC COM 45230810 3898 72808 SH SHARED 01 65363 7445 D ILLINOIS TOOL WKS INC COM 45230810 439 8200 SH SHR/OTHR 01 8200 D ILLINOIS TOOL WKS INC COM 45230810 1064 19875 SH SHARED 02 19875 D ILLINOIS TOOL WKS INC COM 45230810 10 200 SH SHARED 05 200 D ILLINOIS TOOL WKS INC COM 45230810 256 4790 SH SHARED 06 4790 D ILLINOIS TOOL WKS INC COM 45230810 22837 426556 SH SHARED 10 424676 1880 D ILLINOIS TOOL WKS INC COM 45230810 2085 38945 SH SHARED 20 10225 28720 D ILLINOIS TOOL WKS INC COM 45230810 1347 25170 SH SHR/OTHR 20 25170 D ILLINOIS TOOL WKS INC COM 45230810 913 17070 SH SHARED 21 14570 2500 D ILLINOIS TOOL WKS INC COM 45230810 42 800 SH SHR/OTHR 21 800 D ILLINOIS TOOL WKS INC COM 45230810 74 1400 SH SHARED 22 600 800 D ILLINOIS TOOL WKS INC COM 45230810 296 5540 SH SHR/OTHR 22 5540 D ILLINOIS TOOL WKS INC COM 45230810 1936 36170 SH SHARED 23 35570 600 D ILLINOIS TOOL WKS INC COM 45230810 686 12822 SH SHR/OTHR 23 12822 D ILLUMINA INC NOTE 0.625% 2/1 452327AB 9572 6525000 PRN SHARED 02 6525000 D ILLUMINA INC COM 45232710 1201 20282 SH SHARED 20282 D ILLUMINA INC COM 45232710 388 6550 SH SHARED 01 6550 D ILLUMINA INC COM 45232710 11746 198227 SH SHARED 10 198227 D ILLUMINA INC COM 45232710 4 75 SH 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1245151 SH SHARED 02 1245151 D INFORMATION SERVICES GROUP I *W EXP 01/31/201 45675Y11 176 175000 SH SHARED 175000 D INFORMATION SERVICES GROUP I *W EXP 01/31/201 45675Y11 52 52000 SH SHARED 02 52000 D INFOSPACE INC COM NEW 45678T20 7062 375666 SH SHARED 375666 D INFOSPACE INC COM NEW 45678T20 22 1200 SH SHARED 01 1200 D INFOSPACE INC COM NEW 45678T20 1017 54100 SH SHARED 10 54100 D INFOSONICS CORP COM 45678410 0 230 SH SHARED 230 D INFOSYS TECHNOLOGIES LTD SPONSORED ADR 45678810 467 10300 SH SHARED 10300 D INFOSYS TECHNOLOGIES LTD SPONSORED ADR 45678810 28703 632789 SH SHARED 632789 D INFOSYS TECHNOLOGIES LTD SPONSORED ADR 45678810 36 800 SH SHARED 01 800 D INFOSYS TECHNOLOGIES LTD SPONSORED ADR 45678810 3261 71900 SH SHARED 02 71900 D INFOSYS TECHNOLOGIES LTD SPONSORED ADR 45678810 1270 28000 SH SHARED 04 28000 D INFOSYS TECHNOLOGIES LTD SPONSORED ADR 45678810 1243 27424 SH SHARED 10 27424 D INFOSYS TECHNOLOGIES LTD SPONSORED ADR 45678810 53 1190 SH SHARED 21 1190 D INFOUSA INC NEW 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SH SHARED 10 75559 D INTERNATIONAL FLAVORS&FRAGRA COM 45950610 1371 28500 SH SHR/OTHR 20 28500 D INTERNATIONAL FLAVORS&FRAGRA COM 45950610 48 1000 SH SHARED 23 1000 D INTERNATIONAL GAME TECHNOLOG DBCV 2.600%12/1 459902AP 13398 13200000 PRN SHARED 3200000 D INTERNATIONAL GAME TECHNOLOG DBCV 2.600%12/1 459902AP 1121 1105000 PRN SHARED 02 1105000 D INTERNATIONAL GAME TECHNOLOG COM 45990210 30910 703630 SH SHARED 703630 D INTERNATIONAL GAME TECHNOLOG COM 45990210 1690 38492 SH SHARED 01 38242 250 D INTERNATIONAL GAME TECHNOLOG COM 45990210 3316 75497 SH SHARED 02 75497 D INTERNATIONAL GAME TECHNOLOG COM 45990210 1559 35500 SH SHARED 04 35500 D INTERNATIONAL GAME TECHNOLOG COM 45990210 5 130 SH SHARED 05 130 D INTERNATIONAL GAME TECHNOLOG COM 45990210 136 3110 SH SHARED 06 3110 D INTERNATIONAL GAME TECHNOLOG COM 45990210 6040 137508 SH SHARED 10 137508 D INTERNATIONAL GAME TECHNOLOG COM 45990210 69 1580 SH SHARED 20 310 1270 D INTERNATIONAL GAME TECHNOLOG COM 45990210 20 470 SH SHR/OTHR 20 470 D INTERNATIONAL GAME TECHNOLOG COM 45990210 52 1200 SH SHARED 23 1200 D INTERNATIONAL GAME TECHNOLOG COM 45990210 35 800 SH SHR/OTHR 23 800 D INTL PAPER CO COM 46014610 96343 2975406 SH SHARED 2965406 10000 D INTL PAPER CO COM 46014610 2476 76484 SH SHARED 01 60013 16471 D INTL PAPER CO COM 46014610 347 10730 SH SHR/OTHR 01 10730 D INTL PAPER CO COM 46014610 5783 178621 SH SHARED 02 178621 D INTL PAPER CO COM 46014610 5 158 SH SHARED 05 158 D INTL PAPER CO COM 46014610 133 4120 SH SHARED 06 4120 D INTL PAPER CO COM 46014610 16801 518899 SH SHARED 10 463099 55800 D INTL PAPER CO COM 46014610 233 7211 SH SHARED 14 7211 D INTL PAPER CO COM 46014610 43 1336 SH SHARED 20 1336 D INTL PAPER CO COM 46014610 145 4500 SH SHARED 21 4500 D INTL PAPER CO COM 46014610 237 7342 SH SHARED 23 6600 742 D INTL PAPER CO COM 46014610 452 13978 SH SHR/OTHR 23 13978 D INTERNATIONAL RECTIFIER CORP COM 46025410 3890 114531 SH SHARED 114531 D INTERNATIONAL RECTIFIER CORP COM 46025410 1063 31300 SH SHARED 01 9600 21700 D INTERNATIONAL RECTIFIER CORP COM 46025410 259 7636 SH SHARED 02 7636 D INTERNATIONAL RECTIFIER CORP COM 46025410 125 3700 SH SHARED 10 3700 D INTERNATIONAL ROYALTY CORP COM 46027710 1 291 SH SHARED 291 D INTERNATIONAL SHIPHOLDING CO COM NEW 46032120 2 111 SH SHARED 111 D INTERNATIONAL SHIPHOLDING CO PFD 6% CONV EX 46032130 232 4300 SH SHARED 02 4300 D INTERNATIONAL SPEEDWAY CORP CL A 46033520 545 13244 SH SHARED 13244 D INTERNATIONAL SPEEDWAY CORP CL A 46033520 695 16900 SH SHARED 01 7800 9100 D INTERNATIONAL SPEEDWAY CORP CL A 46033520 60 1465 SH SHARED 02 1465 D INTERNATIONAL SPEEDWAY CORP CL A 46033520 108 2638 SH SHARED 10 2638 D INTERPHARM HLDGS INC COM 46058810 0 591 SH SHARED 591 D INTERNET INITIATIVE JAPAN IN SPONSORED ADR 46059T10 41 4184 SH SHARED 4184 D INTERNET HOLDRS TR DEPOSIT RCPT 46059W10 1142 19300 SH SHARED 15 19300 D INTERNET HOLDRS TR DEPOSIT RCPT 46059W10 467 7900 SH SHARED 19 7900 D INTERPHASE CORP COM 46059310 1 161 SH SHARED 161 D INTERSIL CORP CL A 46069S10 4992 203933 SH SHARED 203933 D INTERSIL CORP CL A 46069S10 1466 59915 SH SHARED 01 16615 43300 D INTERSIL CORP CL A 46069S10 3036 124026 SH SHARED 02 124026 D INTERSIL CORP CL A 46069S10 24 1000 SH SHARED 06 1000 D INTERSIL CORP CL A 46069S10 273 11192 SH SHARED 10 11192 D INTERSIL CORP CL A 46069S10 21 895 SH SHARED 14 895 D INTERPUBLIC GROUP COS INC NOTE 4.500% 3/1 460690AT 1060 1045000 PRN SHARED 1045000 D INTERPUBLIC GROUP COS INC NOTE 4.500% 3/1 460690AT 2729 2689000 PRN SHARED 02 2689000 D INTERPUBLIC GROUP COS INC COM 46069010 12882 1588505 SH SHARED 1588505 D INTERPUBLIC GROUP COS INC COM 46069010 406 50124 SH SHARED 01 50124 D INTERPUBLIC GROUP COS INC COM 46069010 1395 172027 SH SHARED 02 172027 D INTERPUBLIC GROUP COS INC COM 46069010 3 400 SH SHARED 05 400 D INTERPUBLIC GROUP COS INC COM 46069010 16 2060 SH SHARED 06 2060 D INTERPUBLIC GROUP COS INC COM 46069010 1643 202644 SH SHARED 10 202644 D INTERPUBLIC GROUP COS INC COM 46069010 8 1000 SH SHARED 22 570 430 D INTERSTATE HOTELS & RESRTS I COM 46088S10 44 11118 SH SHARED 11118 D INTERSTATE HOTELS & RESRTS I COM 46088S10 25 6500 SH SHARED 01 6500 D INTERSTATE HOTELS & RESRTS I COM 46088S10 0 15 SH SHR/OTHR 23 15 D INTERVEST BANCSHARES CORP CL A 46092710 5 295 SH SHARED 295 D INTERVEST BANCSHARES CORP CL A 46092710 10 600 SH SHARED 02 600 D INTEROIL CORP COM 46095110 16 875 SH SHARED 875 D INTEROIL CORP COM 46095110 654 33989 SH SHARED 33989 D INTERSECTIONS INC COM 46098130 7 949 SH SHARED 949 D INTERWOVEN INC COM NEW 46114T50 3597 253016 SH SHARED 253016 D INTERWOVEN INC COM NEW 46114T50 447 31499 SH SHARED 23 31499 D INTERVOICE INC NEW COM 46114210 53 6650 SH SHARED 02 6650 D INTEST CORP COM 46114710 0 200 SH SHARED 200 D INTEVAC INC COM 46114810 190 13093 SH SHARED 13093 D INTEVAC INC COM 46114810 21 1500 SH SHARED 01 1500 D INTEVAC INC COM 46114810 1744 120000 SH SHARED 10 120000 D INTRAWARE INC COM NEW 46118M50 0 138 SH SHARED 138 D INTROGEN THERAPEUTICS INC COM 46119F10 2 898 SH SHARED 898 D INTUITIVE SURGICAL INC COM NEW 46120E60 4847 15009 SH SHARED 15009 D INTUITIVE SURGICAL INC COM NEW 46120E60 4110 12725 SH SHARED 01 1200 11525 D INTUITIVE SURGICAL INC COM NEW 46120E60 1870 5791 SH SHARED 02 5791 D INTUITIVE SURGICAL INC COM NEW 46120E60 11305 35000 SH SHARED 05 35000 D INTUITIVE SURGICAL INC COM NEW 46120E60 129 400 SH SHARED 06 400 D INTUITIVE SURGICAL INC COM NEW 46120E60 12259 37955 SH SHARED 10 36455 1500 D INTUIT COM 46120210 12708 402050 SH SHARED 402050 D INTUIT COM 46120210 1371 43397 SH SHARED 01 43097 300 D INTUIT COM 46120210 4065 128607 SH SHARED 02 128607 D INTUIT COM 46120210 1548 49000 SH SHARED 04 49000 D INTUIT COM 46120210 6 200 SH SHARED 05 200 D INTUIT COM 46120210 104 3320 SH SHARED 06 3320 D INTUIT COM 46120210 4587 145136 SH SHARED 10 145136 D INTUIT COM 46120210 14 458 SH SHARED 14 458 D INTUIT COM 46120210 158 5000 SH SHARED 21 5000 D INVACARE CORP COM 46120310 191 7583 SH SHARED 7583 D INVACARE CORP COM 46120310 52 2100 SH SHARED 02 2100 D INVACARE CORP COM 46120310 675 26800 SH SHARED 10 26800 D INTRICON CORP COM 46121H10 1 128 SH SHARED 128 D INVENTURE GROUP INC COM 46121410 0 399 SH SHARED 399 D INVENTIV HEALTH INC COM 46122E10 96 3129 SH SHARED 3129 D INVENTIV HEALTH INC COM 46122E10 21 700 SH SHARED 01 700 D INVENTIV HEALTH INC COM 46122E10 13594 439110 SH SHARED 10 439110 D INVERNESS MED INNOVATIONS IN COM 46126P10 200 3576 SH SHARED 3576 D INVERNESS MED INNOVATIONS IN COM 46126P10 39 700 SH SHARED 01 700 D INVERNESS MED INNOVATIONS IN COM 46126P10 106 1900 SH SHARED 02 1900 D INVERNESS MED INNOVATIONS IN COM 46126P10 2287 40720 SH SHARED 10 40720 D INVESTMENT GRADE MUN INCOME COM 46136810 0 34 SH SHARED 34 D INVESTMENT TECHNOLOGY GRP NE COM 46145F10 444 9345 SH SHARED 9345 D INVESTMENT TECHNOLOGY GRP NE COM 46145F10 123 2600 SH SHARED 10 2600 D INVESTOOLS INC COM 46145P10 51 2922 SH SHARED 2922 D INVESTOOLS INC COM 46145P10 50 2845 SH SHARED 01 2845 D INVESTOOLS INC COM 46145P10 572 32299 SH SHR/OTHR 01 32299 D INVESTORS BANCORP INC COM 46146P10 1094 77430 SH SHARED 77430 D INVESTORS BANCORP INC COM 46146P10 43 3100 SH SHARED 01 3100 D INVESTORS BANCORP INC COM 46146P10 410 29000 SH SHARED 02 29000 D INVESTORS BANCORP INC COM 46146P10 172 12203 SH SHARED 10 12203 D INVESTORS CAP HLDGS LTD COM 46147M10 0 52 SH SHARED 52 D INVESTORS REAL ESTATE TR SH BEN INT 46173010 34 3872 SH SHARED 3872 D INVESTORS TITLE CO COM 46180410 2 58 SH SHARED 58 D INVITROGEN CORP NOTE 2.000% 8/0 46185RAF 2115 1467000 PRN SHARED 1467000 D INVITROGEN CORP NOTE 2.000% 8/0 46185RAJ 71110 49314016 PRN SHARED 9314016 D INVITROGEN CORP COM 46185R10 3170 33937 SH SHARED 33937 D INVITROGEN CORP COM 46185R10 1625 17400 SH SHARED 01 3200 14200 D INVITROGEN CORP COM 46185R10 1572 16834 SH SHARED 02 16834 D INVITROGEN CORP COM 46185R10 5246 56169 SH SHARED 04 56169 D INVITROGEN CORP COM 46185R10 24 260 SH SHARED 06 260 D INVITROGEN CORP COM 46185R10 37382 400200 SH SHARED 10 394000 6200 D INVITROGEN CORP COM 46185R10 35 375 SH SHARED 14 375 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 127 36821 SH SHARED 36821 D IOMEGA CORP COM NEW 46203030 26 7500 SH SHARED 02 7500 D ION GEOPHYSICAL CORP COM 46204410 1641 104021 SH SHARED 104021 D ION GEOPHYSICAL CORP COM 46204410 328 20800 SH SHARED 01 20800 D ION GEOPHYSICAL CORP COM 46204410 9 601 SH SHARED 02 601 D ION GEOPHYSICAL CORP COM 46204410 370 23500 SH SHARED 21 6500 17000 D ION GEOPHYSICAL CORP COM 46204410 189 12000 SH SHR/OTHR 21 12000 D ION GEOPHYSICAL CORP COM 46204410 23 1500 SH SHR/OTHR 23 1500 D IONA TECHNOLOGIES PLC SPONSORED ADR 46206P10 16 4960 SH SHARED 4960 D IONATRON INC COM 46207010 5 2092 SH SHARED 2092 D IONATRON INC COM 46207010 105 37025 SH SHARED 02 37025 D IOWA TELECOMM SERVICES INC COM 46259420 127 7840 SH SHARED 7840 D IOWA TELECOMM SERVICES INC COM 46259420 14941 918900 SH SHARED 10 918900 D IPARTY CORP COM 46261R10 0 459 SH SHARED 459 D IPASS INC COM 46261V10 58 14522 SH SHARED 14522 D IRELAND BK SPONSORED ADR 46267Q10 390 6464 SH SHARED 6464 D IRELAND BK SPONSORED ADR 46267Q10 22 380 SH SHARED 21 380 D IRIDEX CORP COM 46268410 0 199 SH SHARED 199 D IRIS INTL INC COM 46270W10 9 475 SH SHARED 475 D IRIS INTL INC COM 46270W10 47 2400 SH SHARED 02 2400 D IROBOT CORP COM 46272610 40 2223 SH SHARED 2223 D IROBOT CORP COM 46272610 18 1000 SH SHARED 02 1000 D IRON MTN INC COM 46284610 2232 60314 SH SHARED 60314 D IRON MTN INC COM 46284610 66 1800 SH SHARED 01 1800 D IRON MTN INC COM 46284610 239 6458 SH SHARED 02 6458 D IRON MTN INC COM 46284610 70 1900 SH SHARED 06 1900 D IRON MTN INC COM 46284610 5534 149507 SH SHARED 10 149507 D IRVINE SENSORS CORP COM NEW 46366450 0 568 SH SHARED 568 D IRWIN FINL CORP COM 46411910 8 1167 SH SHARED 1167 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 2416 16444 SH SHARED 16444 D ISHARES S&P GSCI COMMODITY I UNIT BEN INT 46428R10 142 2700 SH SHARED 2700 D ISHARES COMEX GOLD TR ISHARES 46428510 24 300 SH SHARED 300 D ISHARES COMEX GOLD TR ISHARES 46428510 82 1000 SH SHARED 01 1000 D ISHARES COMEX GOLD TR ISHARES 46428510 324 3930 SH SHARED 20 3930 D ISHARES INC MSCI AUSTRALIA 46428610 219 7619 SH SHARED 7619 D ISHARES INC MSCI AUSTRALIA 46428610 8 300 SH SHARED 02 300 D ISHARES INC MSCI AUSTRALIA 46428610 1210 42000 SH SHARED 15 42000 D ISHARES INC MSCI AUSTRALIA 46428610 576 20000 SH SHARED 19 20000 D ISHARES INC MSCI AUSTRALIA 46428610 15 524 SH SHARED 20 524 D ISHARES INC MSCI BRAZIL 46428640 288476 3574677 SH SHARED 3574677 D ISHARES INC MSCI BRAZIL 46428640 80 1000 SH SHR/OTHR 01 1000 D ISHARES INC MSCI BRAZIL 46428640 9201 114023 SH SHARED 06 114023 D ISHARES INC MSCI BRAZIL 46428640 2630 32600 SH SHARED 15 32600 D ISHARES INC MSCI BRAZIL 46428640 1049 13000 SH SHARED 19 13000 D ISHARES INC MSCI CDA INDEX 46428650 416 12978 SH SHARED 12978 D ISHARES INC MSCI CDA INDEX 46428650 31140 969500 SH SHARED 02 969500 D ISHARES INC MSCI EMU INDEX 46428660 562 4713 SH SHARED 19 4713 D ISHARES INC MSCI EMU INDEX 46428660 44 372 SH SHARED 23 372 D ISHARES INC MSCI PAC J IDX 46428666 146 950 SH SHARED 950 D ISHARES INC MSCI PAC J IDX 46428666 6642 43053 SH SHARED 43053 D ISHARES INC MSCI PAC J IDX 46428666 4004 25955 SH SHARED 01 25555 400 D ISHARES INC MSCI PAC J IDX 46428666 1002 6500 SH SHARED 15 6500 D ISHARES INC MSCI PAC J IDX 46428666 555 3600 SH SHARED 19 3600 D ISHARES INC MSCI PAC J IDX 46428666 77 500 SH SHARED 20 500 D ISHARES INC MSCI PAC J IDX 46428666 30 200 SH SHR/OTHR 23 200 D ISHARES INC MSCI SINGAPORE 46428667 454 32957 SH SHARED 32957 D ISHARES INC MSCI SINGAPORE 46428667 4068 295000 SH SHARED 02 295000 D ISHARES INC MSCI UTD KINGD 46428669 91 3800 SH SHARED 3800 D ISHARES INC MSCI UTD KINGD 46428669 84 3525 SH SHARED 01 3525 D ISHARES INC MSCI UTD KINGD 46428669 210 8757 SH SHARED 19 8757 D ISHARES INC MSCI UTD KINGD 46428669 30 1253 SH SHARED 20 1253 D ISHARES INC MSCI UTD KINGD 46428669 41 1714 SH SHARED 23 1714 D ISHARES INC MSCI FRANCE 46428670 10 270 SH SHARED 20 270 D ISHARES INC MSCI TAIWAN 46428673 374 24926 SH SHARED 24926 D ISHARES INC MSCI TAIWAN 46428673 171 11400 SH SHARED 11400 D ISHARES INC MSCI TAIWAN 46428673 4253 283000 SH SHARED 01 283000 D ISHARES INC MSCI TAIWAN 46428673 3428 228101 SH SHARED 02 228101 D ISHARES INC MSCI TAIWAN 46428673 368 24500 SH SHARED 21 10500 14000 D ISHARES INC MSCI TAIWAN 46428673 172 11500 SH SHR/OTHR 21 11500 D ISHARES INC MSCI TAIWAN 46428673 22 1500 SH SHR/OTHR 23 1500 D ISHARES INC MSCI SWITZERLD 46428674 21 810 SH SHARED 01 810 D ISHARES INC MSCI SWITZERLD 46428674 20 800 SH SHARED 23 800 D ISHARES INC MSCI SPAIN 46428676 8 136 SH SHARED 20 136 D ISHARES INC MSCI S KOREA 46428677 3593 55547 SH SHARED 55547 D ISHARES INC MSCI S KOREA 46428677 1274 19700 SH SHARED 15 19700 D ISHARES INC MSCI S KOREA 46428677 647 10000 SH SHARED 19 10000 D ISHARES INC MSCI S KOREA 46428677 556 8600 SH SHARED 21 2800 5800 D ISHARES INC MSCI S KOREA 46428677 226 3500 SH SHR/OTHR 21 3500 D ISHARES INC MSCI S KOREA 46428677 32 500 SH SHR/OTHR 23 500 D ISHARES INC MSCI STH AFRCA 46428678 89 690 SH SHARED 690 D ISHARES INC MSCI STH AFRCA 46428678 2641 20300 SH SHARED 02 20300 D ISHARES INC MSCI STH AFRCA 46428678 1571 12075 SH SHARED 06 12075 D ISHARES INC MSCI GERMAN 46428680 708 20000 SH SHARED 20000 D ISHARES INC MSCI GERMAN 46428680 5 159 SH SHARED 20 159 D ISHARES INC MSCI NETHERLND 46428681 11 378 SH SHARED 20 378 D ISHARES INC MSCI MEXICO 46428682 34207 610849 SH SHARED 610849 D ISHARES INC MSCI MALAYSIA 46428683 1389 109176 SH SHARED 109176 D ISHARES INC MSCI MALAYSIA 46428683 59 4700 SH SHR/OTHR 01 4700 D ISHARES INC MSCI JAPAN 46428684 271 20457 SH SHARED 20457 D ISHARES INC MSCI JAPAN 46428684 18836 1417324 SH SHARED 01 1260873 156451 D ISHARES INC MSCI JAPAN 46428684 1512 113780 SH SHR/OTHR 01 113780 D ISHARES INC MSCI JAPAN 46428684 140 10599 SH SHARED 19 10599 D ISHARES INC MSCI JAPAN 46428684 640 48225 SH SHARED 20 43750 4475 D ISHARES INC MSCI JAPAN 46428684 25 1900 SH SHR/OTHR 20 1900 D ISHARES INC MSCI JAPAN 46428684 511 38500 SH SHARED 21 11000 27500 D ISHARES INC MSCI JAPAN 46428684 245 18500 SH SHR/OTHR 21 18500 D ISHARES INC MSCI JAPAN 46428684 7 600 SH SHARED 22 600 D ISHARES INC MSCI JAPAN 46428684 2157 162370 SH SHARED 23 161970 400 D ISHARES INC MSCI JAPAN 46428684 592 44600 SH SHR/OTHR 23 44600 D ISHARES INC MSCI ITALY 46428685 26 800 SH SHARED 800 D ISHARES INC MSCI HONG KONG 46428687 250 11400 SH SHARED 11400 D ISHARES INC MSCI HONG KONG 46428687 2368 108000 SH SHARED 02 108000 D ISHARES INC MSCI HONG KONG 46428687 1684 76800 SH SHARED 15 76800 D ISHARES INC MSCI HONG KONG 46428687 703 32100 SH SHARED 19 32100 D ISHARES INC MSCI HONG KONG 46428687 9 434 SH SHARED 20 434 D ISHARES INC MSCI HONG KONG 46428687 307 14000 SH SHARED 21 4000 10000 D ISHARES INC MSCI HONG KONG 46428687 175 8000 SH SHR/OTHR 21 8000 D ISHARES TR S&P 100 IDX FD 46428710 12071 175459 SH SHARED 175459 D ISHARES TR S&P 100 IDX FD 46428710 10388 151000 SH SHARED 10 151000 D ISHARES TR S&P 100 IDX FD 46428710 3656 53150 SH SHARED 19 53150 D ISHARES TR DJ SEL DIV INX 46428716 161 2500 SH SHARED 2500 D ISHARES TR DJ SEL DIV INX 46428716 144 2237 SH SHR/OTHR 23 2237 D ISHARES TR US TIPS BD FD 46428717 9763 92279 SH SHARED 92279 D ISHARES TR US TIPS BD FD 46428717 3914 36998 SH SHARED 01 12618 24380 D ISHARES TR US TIPS BD FD 46428717 495 4685 SH SHR/OTHR 01 4685 D ISHARES TR US TIPS BD FD 46428717 287 2720 SH SHARED 20 1320 1400 D ISHARES TR US TIPS BD FD 46428717 21 200 SH SHR/OTHR 20 200 D ISHARES TR US TIPS BD FD 46428717 40 380 SH SHR/OTHR 21 380 D ISHARES TR US TIPS BD FD 46428717 988 9341 SH SHARED 22 7301 2040 D ISHARES TR US TIPS BD FD 46428717 282 2670 SH SHR/OTHR 22 2670 D ISHARES TR US TIPS BD FD 46428717 9183 86805 SH SHARED 23 84450 2355 D ISHARES TR US TIPS BD FD 46428717 1535 14514 SH SHR/OTHR 23 14514 D ISHARES TR FTSE XNHUA IDX 46428718 502 2950 SH SHARED 2950 D ISHARES TR FTSE XNHUA IDX 46428718 87257 511926 SH SHARED 02 511926 D ISHARES TR TRANSP AVE IDX 46428719 25049 308300 SH SHARED 308300 D ISHARES TR TRANSP AVE IDX 46428719 22 273 SH SHARED 02 273 D ISHARES TR MSCI EMERG MKT 46428723 229 1527 SH SHARED 1527 D ISHARES TR MSCI EMERG MKT 46428723 244763 1628499 SH SHARED 1628499 D ISHARES TR MSCI EMERG MKT 46428723 6642 44196 SH SHARED 01 15046 29150 D ISHARES TR MSCI EMERG MKT 46428723 2083 13865 SH SHR/OTHR 01 13865 D ISHARES TR MSCI EMERG MKT 46428723 909 6050 SH SHARED 02 6050 D ISHARES TR MSCI EMERG MKT 46428723 39509 262870 SH SHARED 10 262870 D ISHARES TR MSCI EMERG MKT 46428723 4163 27700 SH SHARED 15 27700 D ISHARES TR MSCI EMERG MKT 46428723 24048 160000 SH SHARED 19 160000 D ISHARES TR MSCI EMERG MKT 46428723 3689 24545 SH SHARED 20 16275 8270 D ISHARES TR MSCI EMERG MKT 46428723 323 2150 SH SHR/OTHR 20 2150 D ISHARES TR MSCI EMERG MKT 46428723 807 5370 SH SHARED 21 5370 D ISHARES TR MSCI EMERG MKT 46428723 9112 60629 SH SHARED 22 40614 20015 D ISHARES TR MSCI EMERG MKT 46428723 2617 17418 SH SHR/OTHR 22 17418 D ISHARES TR MSCI EMERG MKT 46428723 20522 136543 SH SHARED 23 134815 1728 D ISHARES TR MSCI EMERG MKT 46428723 11009 73247 SH SHR/OTHR 23 73247 D ISHARES TR S&P500 GRW 46428730 104 1500 SH SHARED 1500 D ISHARES TR S&P500 GRW 46428730 475 6810 SH SHARED 22 6810 D ISHARES TR S&P GBL ENER 46428734 8938 63000 SH SHARED 10 63000 D ISHARES TR S&P GSSI NATL 46428737 2791 20771 SH SHARED 01 2755 18016 D ISHARES TR S&P GSSI NATL 46428737 1951 14525 SH SHR/OTHR 01 14525 D ISHARES TR S&P GSSI NATL 46428737 5665 42158 SH SHARED 20 24340 17818 D ISHARES TR S&P GSSI NATL 46428737 1325 9865 SH SHR/OTHR 20 9865 D ISHARES TR S&P GSSI NATL 46428737 2758 20528 SH SHARED 22 11583 8945 D ISHARES TR S&P GSSI NATL 46428737 454 3380 SH SHR/OTHR 22 3380 D ISHARES TR S&P GSSI NATL 46428737 7419 55213 SH SHARED 23 53593 1620 D ISHARES TR S&P GSSI NATL 46428737 5982 44517 SH SHR/OTHR 23 44517 D ISHARES TR S&P LTN AM 40 46428739 12662 50871 SH SHARED 50871 D ISHARES TR S&P 500 VALUE 46428740 381761 4999500 SH SHARED 02 4999500 D ISHARES TR S&P 500 VALUE 46428740 446 5850 SH SHARED 22 5850 D ISHARES TR S&P 500 VALUE 46428740 273 3586 SH SHR/OTHR 23 3586 D ISHARES TR 20+ YR TRS BD 46428743 9 100 SH SHARED 100 D ISHARES TR 20+ YR TRS BD 46428743 53 580 SH SHARED 01 580 D ISHARES TR 20+ YR TRS BD 46428743 37 400 SH SHARED 02 400 D ISHARES TR 7-10 YR TRS BD 46428744 5684 65327 SH SHARED 65327 D ISHARES TR 7-10 YR TRS BD 46428744 678 7800 SH SHARED 01 7800 D ISHARES TR 1-3 YR TRS BD 46428745 52 642 SH SHARED 01 642 D ISHARES TR MSCI EAFE IDX 46428746 11301 143966 SH SHARED 143966 D ISHARES TR MSCI EAFE IDX 46428746 7125 90766 SH SHARED 01 13425 77341 D ISHARES TR MSCI EAFE IDX 46428746 1130 14405 SH SHR/OTHR 01 14405 D ISHARES TR MSCI EAFE IDX 46428746 302 3854 SH SHARED 02 3854 D ISHARES TR MSCI EAFE IDX 46428746 162 2070 SH SHARED 10 2070 D ISHARES TR MSCI EAFE IDX 46428746 245 3130 SH SHR/OTHR 10 3130 D ISHARES TR MSCI EAFE IDX 46428746 5960 75925 SH SHARED 20 29765 46160 D ISHARES TR MSCI EAFE IDX 46428746 1586 20212 SH SHR/OTHR 20 20212 D ISHARES TR MSCI EAFE IDX 46428746 764 9744 SH SHARED 21 9744 D ISHARES TR MSCI EAFE IDX 46428746 881 11225 SH SHARED 22 6325 4900 D ISHARES TR MSCI EAFE IDX 46428746 275 3510 SH SHR/OTHR 22 3510 D ISHARES TR MSCI EAFE IDX 46428746 6199 78970 SH SHARED 23 77445 1525 D ISHARES TR MSCI EAFE IDX 46428746 3861 49190 SH SHR/OTHR 23 49190 D ISHARES TR RUSSELL MIDCAP 46428749 4 40 SH SHARED 02 40 D ISHARES TR RUSSELL MIDCAP 46428749 29923 289000 SH SHARED 10 289000 D ISHARES TR RUSSELL MIDCAP 46428749 59 570 SH SHARED 21 570 D ISHARES TR S&P MIDCAP 400 46428750 15 185 SH SHARED 23 185 D ISHARES TR S&P GSTI NTWRK 46428753 452 13300 SH SHARED 02 13300 D ISHARES TR S&P GSTI TECHN 46428754 790 13259 SH SHARED 13259 D ISHARES TR S&P GSTI TECHN 46428754 101 1709 SH SHR/OTHR 01 1709 D ISHARES TR S&P GSTI TECHN 46428754 6793 114000 SH SHARED 10 114000 D ISHARES TR NASDQ BIO INDX 46428755 22884 281899 SH SHARED 28699 253200 D ISHARES TR NASDQ BIO INDX 46428755 2370 29200 SH SHARED 01 29200 D ISHARES TR NASDQ BIO INDX 46428755 1404 17300 SH SHARED 02 17300 D ISHARES TR NASDQ BIO INDX 46428755 69887 860900 SH SHARED 10 713400 147500 D ISHARES TR NASDQ BIO INDX 46428755 627 7727 SH SHARED 15 7727 D ISHARES TR NASDQ BIO INDX 46428755 40 500 SH SHR/OTHR 21 500 D ISHARES TR NASDQ BIO INDX 46428755 30 375 SH SHR/OTHR 23 375 D ISHARES TR NASDQ BIO INDX 46428755 1010 12450 SH SHARED 24 12450 D ISHARES TR COHEN&ST RLTY 46428756 52 658 SH SHARED 658 D ISHARES TR COHEN&ST RLTY 46428756 5565 70328 SH SHARED 01 12630 57698 D ISHARES TR COHEN&ST RLTY 46428756 1359 17175 SH SHR/OTHR 01 17175 D ISHARES TR COHEN&ST RLTY 46428756 15159 191554 SH SHARED 10 191554 D ISHARES TR COHEN&ST RLTY 46428756 371 4700 SH SHARED 20 3200 1500 D ISHARES TR COHEN&ST RLTY 46428756 108 1370 SH SHR/OTHR 20 1370 D ISHARES TR COHEN&ST RLTY 46428756 4304 54396 SH SHARED 22 39516 14880 D ISHARES TR COHEN&ST RLTY 46428756 1057 13368 SH SHR/OTHR 22 13368 D ISHARES TR COHEN&ST RLTY 46428756 5696 71980 SH SHARED 23 62615 9365 D ISHARES TR COHEN&ST RLTY 46428756 6305 79675 SH SHR/OTHR 23 79675 D ISHARES TR RUSSELL1000VAL 46428759 88 1100 SH SHARED 1100 D ISHARES TR RUSSELL1000VAL 46428759 64 800 SH SHARED 01 800 D ISHARES TR RUSSELL1000VAL 46428759 30254 377000 SH SHARED 10 377000 D ISHARES TR RUSSELL1000VAL 46428759 15 190 SH SHARED 20 190 D ISHARES TR RUSSELL1000VAL 46428759 83 1035 SH SHARED 21 1035 D ISHARES TR RUSSELL1000VAL 46428759 80 1000 SH SHR/OTHR 23 1000 D ISHARES TR RUSSELL1000GRW 46428761 2340 38500 SH SHARED 38500 D ISHARES TR RUSSELL1000GRW 46428761 272 4476 SH SHARED 01 4476 D ISHARES TR RUSSELL1000GRW 46428761 10387 170900 SH SHARED 02 170900 D ISHARES TR RUSSELL1000GRW 46428761 984 16200 SH SHARED 23 16200 D ISHARES TR RUSSELL1000GRW 46428761 1068 17581 SH SHR/OTHR 23 17581 D ISHARES TR RUSSELL 1000 46428762 294 3700 SH SHARED 3700 D ISHARES TR RUSSELL 1000 46428762 44 558 SH SHARED 02 558 D ISHARES TR RUSL 2000 VALU 46428763 123347 1750100 SH SHARED 1750100 D ISHARES TR RUSL 2000 VALU 46428763 35 500 SH SHR/OTHR 01 500 D ISHARES TR RUSL 2000 VALU 46428763 386 5484 SH SHARED 02 5484 D ISHARES TR RUSL 2000 VALU 46428763 91 1293 SH SHARED 20 1293 D ISHARES TR RUSL 2000 VALU 46428763 18 260 SH SHARED 21 260 D ISHARES TR RUSL 2000 GROW 46428764 68871 825000 SH SHARED 825000 D ISHARES TR RUSL 2000 GROW 46428764 22 270 SH SHARED 01 270 D ISHARES TR RUSL 2000 GROW 46428764 7780 93200 SH SHARED 02 93200 D ISHARES TR RUSL 2000 GROW 46428764 21 255 SH SHARED 21 255 D ISHARES TR RUSSELL 2000 46428765 1877391 24728544 SH SHARED 4728544 D ISHARES TR RUSSELL 2000 46428765 8447 111269 SH SHARED 01 9760 101509 D ISHARES TR RUSSELL 2000 46428765 4762 62727 SH SHR/OTHR 01 62727 D ISHARES TR RUSSELL 2000 46428765 2892 38100 SH SHARED 02 38100 D ISHARES TR RUSSELL 2000 46428765 6832 90000 SH SHARED 10 90000 D ISHARES TR RUSSELL 2000 46428765 59 780 SH SHR/OTHR 10 780 D ISHARES TR RUSSELL 2000 46428765 613 8080 SH SHARED 20 4915 3165 D ISHARES TR RUSSELL 2000 46428765 1059 13950 SH SHR/OTHR 20 13950 D ISHARES TR RUSSELL 2000 46428765 43 579 SH SHARED 21 579 D ISHARES TR RUSSELL 2000 46428765 786 10360 SH SHARED 22 1650 8710 D ISHARES TR RUSSELL 2000 46428765 375 4950 SH SHR/OTHR 22 4950 D ISHARES TR RUSSELL 2000 46428765 3884 51167 SH SHARED 23 45367 5800 D ISHARES TR RUSSELL 2000 46428765 3189 42011 SH SHR/OTHR 23 42011 D ISHARES TR RUSL 3000 GROW 46428767 198 4000 SH SHARED 23 4000 D ISHARES TR DJ US UTILS 46428769 10241 100000 SH SHARED 100000 D ISHARES TR S&P MIDCP VALU 46428770 238656 2999700 SH SHARED 02 2999700 D ISHARES TR DJ US TELECOMM 46428771 708 23994 SH SHARED 02 23994 D ISHARES TR DJ US TELECOMM 46428771 34 1160 SH SHARED 23 1160 D ISHARES TR DJ US TECH SEC 46428772 7 120 SH SHARED 19 120 D ISHARES TR DJ US TECH SEC 46428772 527 8450 SH SHARED 23 8450 D ISHARES TR DJ US REAL EST 46428773 34487 524922 SH SHARED 524922 D ISHARES TR DJ US REAL EST 46428773 69322 1055134 SH SHARED 02 1055134 D ISHARES TR DJ US REAL EST 46428773 157 2400 SH SHR/OTHR 23 2400 D ISHARES TR DJ US INDUSTRL 46428775 16 230 SH SHARED 01 230 D ISHARES TR DJ US HEALTHCR 46428776 757 10725 SH SHARED 01 8800 1925 D ISHARES TR DJ US HEALTHCR 46428776 263 3735 SH SHARED 23 3735 D ISHARES TR DJ US FINL SEC 46428778 118 1260 SH SHARED 20 1260 D ISHARES TR DJ US ENERGY 46428779 21 159 SH SHARED 01 159 D ISHARES TR S&P SMLCAP 600 46428780 157059 2415556 SH SHARED 2415556 D ISHARES TR S&P SMLCAP 600 46428780 8068 124100 SH SHARED 10 124100 D ISHARES TR S&P SMLCAP 600 46428780 132 2035 SH SHARED 23 2035 D ISHARES TR DJ US BAS MATL 46428783 20 261 SH SHARED 01 261 D ISHARES TR S&P EURO PLUS 46428786 15893 139000 SH SHARED 10 139000 D ISHARES TR S&P EURO PLUS 46428786 228 2000 SH SHARED 20 2000 D ISHARES TR S&P EURO PLUS 46428786 19 170 SH SHR/OTHR 23 170 D ISHARES TR S&P SMLCP VALU 46428787 136500 1950000 SH SHARED 02 1950000 D ISHARES TR S&P SMLCP VALU 46428787 677 9675 SH SHARED 20 3130 6545 D ISHARES TR S&P SMLCP VALU 46428787 5 84 SH SHR/OTHR 23 84 D ISHARES TR S&P SMLCP GROW 46428788 4 30 SH SHARED 20 30 D ISHARES TR KLD 400 IDX FD 46428857 190 3655 SH SHARED 01 3655 D ISHARES TR LEHMAN 3-7 YR 46428866 595 5645 SH SHARED 19 5645 D ISHARES TR DJ HOME CONSTN 46428875 10 600 SH SHARED 600 D ISHARES TR DJ BROKER-DEAL 46428879 1027 20075 SH SHARED 20075 D ISHARES TR DJ BROKER-DEAL 46428879 7167 140100 SH SHARED 02 140100 D ISHARES TR MSCI VAL IDX 46428887 25 350 SH SHR/OTHR 20 350 D ISILON SYS INC COM 46432L10 2 436 SH SHARED 436 D ISIS PHARMACEUTICALS INC COM 46433010 310 19703 SH SHARED 19703 D ISIS PHARMACEUTICALS INC COM 46433010 113 7200 SH SHARED 01 7200 D ISIS PHARMACEUTICALS INC COM 46433010 218 13894 SH SHARED 02 13894 D ISIS PHARMACEUTICALS INC COM 46433010 2345 148919 SH SHARED 04 148919 D ISIS PHARMACEUTICALS INC COM 46433010 2953 187537 SH SHARED 10 187537 D ISIS PHARMACEUTICALS INC DEL NOTE 2.625% 2/1 464337AE 879 681000 PRN SHARED 681000 D ISLE OF CAPRI CASINOS INC COM 46459210 1 101 SH SHARED 101 D ISLE OF CAPRI CASINOS INC COM 46459210 25 1875 SH SHARED 01 1875 D ISOLAGEN INC COM 46488N10 2 981 SH SHARED 981 D ISORAY INC COM 46489V10 1 593 SH SHARED 593 D ISRAMCO INC COM NEW 46514140 1 35 SH SHARED 35 D ITERIS INC COM 46564T10 2 725 SH SHARED 725 D ITC HLDGS CORP COM 46568510 26 472 SH SHARED 472 D ITC HLDGS CORP COM 46568510 175 3106 SH SHARED 3106 D ITC HLDGS CORP COM 46568510 124 2200 SH SHARED 01 2200 D ITC HLDGS CORP COM 46568510 10810 191608 SH SHARED 04 191608 D ITC HLDGS CORP COM 46568510 6691 118596 SH SHARED 05 118596 D ITC HLDGS CORP COM 46568510 555 9846 SH SHARED 06 9846 D ITC HLDGS CORP COM 46568510 872 15456 SH SHARED 10 15456 D ITC HLDGS CORP COM 46568510 11 210 SH SHARED 21 210 D ITRON INC COM 46574110 1831 19081 SH SHARED 19081 D ITRON INC COM 46574110 2867 29875 SH SHARED 01 29575 300 D ITRON INC COM 46574110 2687 28000 SH SHR/OTHR 01 28000 D ITRON INC COM 46574110 10982 114433 SH SHARED 04 114433 D ITRON INC COM 46574110 11619 121076 SH SHARED 05 121076 D ITRON INC COM 46574110 959 10000 SH SHARED 06 10000 D ITRON INC COM 46574110 46417 483670 SH SHARED 10 483670 D ITRON INC COM 46574110 959 10000 SH SHARED 14 10000 D I2 TECHNOLOGIES INC COM NEW 46575420 228 18121 SH SHARED 18121 D I2 TECHNOLOGIES INC COM NEW 46575420 347 27600 SH SHARED 10 27600 D IVANHOE MINES LTD COM 46579N10 160 15000 SH SHARED 15000 D IVANHOE MINES LTD COM 46579N10 12141 1131518 SH SHARED 1131518 D IVANHOE MINES LTD COM 46579N10 11011 1026211 SH SHARED 04 1026211 D IVANHOE MINES LTD COM 46579N10 4506 420000 SH SHARED 05 420000 D IVANHOE MINES LTD COM 46579N10 2527 235600 SH SHARED 06 235600 D IVANHOE MINES LTD COM 46579N10 99 9241 SH SHARED 21 9241 D IVIVI TECHNOLOGIES INC COM 46589F10 0 192 SH SHARED 192 D IXYS CORP COM 46600W10 673 83921 SH SHARED 83921 D IXYS CORP COM 46600W10 4 510 SH SHARED 02 510 D J & J SNACK FOODS CORP COM 46603210 202 6467 SH SHARED 6467 D J & J SNACK FOODS CORP COM 46603210 187 6000 SH SHARED 10 6000 D JA SOLAR HOLDINGS CO LTD SPON ADR 46609010 19 279 SH SHARED 279 D JA SOLAR HOLDINGS CO LTD SPON ADR 46609010 10147 145364 SH SHARED 137484 7880 D JA SOLAR HOLDINGS CO LTD SPON ADR 46609010 8327 119292 SH SHARED 04 119292 D JA SOLAR HOLDINGS CO LTD SPON ADR 46609010 9856 141193 SH SHARED 05 141193 D JA SOLAR HOLDINGS CO LTD SPON ADR 46609010 329 4721 SH SHARED 06 4721 D JA SOLAR HOLDINGS CO LTD SPON ADR 46609010 610 8748 SH SHARED 10 8748 D J ALEXANDER CORP COM 46609610 1 124 SH SHARED 124 D J CREW GROUP INC COM 46612H40 1925 39941 SH SHARED 39941 D J CREW GROUP INC COM 46612H40 212 4400 SH SHARED 10 4400 D J CREW GROUP INC COM 46612H40 19 400 SH SHARED 23 400 D JDS UNIPHASE CORP NOTE 1.000% 5/1 46612JAD 11200 14000000 PRN SHARED 04 4000000 D JDS UNIPHASE CORP COM PAR $0.001 46612J50 3 254 SH SHARED 254 D JDS UNIPHASE CORP COM PAR $0.001 46612J50 13905 1045499 SH SHARED 1045462 37 D JDS UNIPHASE CORP COM PAR $0.001 46612J50 738 55543 SH SHARED 01 55462 81 D JDS UNIPHASE CORP COM PAR $0.001 46612J50 1615 121455 SH SHARED 02 121455 D JDS UNIPHASE CORP COM PAR $0.001 46612J50 2 162 SH SHARED 05 162 D JDS UNIPHASE CORP COM PAR $0.001 46612J50 12 907 SH SHARED 06 907 D JDS UNIPHASE CORP COM PAR $0.001 46612J50 1192 89630 SH SHARED 10 89630 D JDS UNIPHASE CORP COM PAR $0.001 46612J50 141 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 861 42092 SH SHARED 42092 D JDA SOFTWARE GROUP INC COM 46612K10 26 1300 SH SHARED 01 1300 D JDA SOFTWARE GROUP INC COM 46612K10 55 2725 SH SHARED 02 2725 D JDA SOFTWARE GROUP INC COM 46612K10 3148 153900 SH SHARED 10 153900 D JER INVT TR INC COM 46614H30 61 5727 SH SHARED 5727 D JER INVT TR INC COM 46614H30 58 5400 SH SHARED 01 5400 D JER INVT TR INC COM 46614H30 3 300 SH SHARED 10 300 D JP MORGAN CHASE & CO COM 46625H10 6937 158934 SH SHARED 87512 71422 D JP MORGAN CHASE & CO COM 46625H10 246502 5647245 SH SHARED 5610715 36530 D JP MORGAN CHASE & CO COM 46625H10 51009 1168613 SH SHARED 01 797020 371593 D JP MORGAN CHASE & CO COM 46625H10 7412 169816 SH SHR/OTHR 01 169816 D JP MORGAN CHASE & CO COM 46625H10 5477 125478 SH SHARED 02 125478 D JP MORGAN CHASE & CO COM 46625H10 1672 38323 SH SHARED 04 381 37942 D JP MORGAN CHASE & CO COM 46625H10 57567 1318840 SH SHARED 04 1318840 D JP MORGAN CHASE & CO COM 46625H10 55 1270 SH SHARED 05 1270 D JP MORGAN CHASE & CO COM 46625H10 27216 623528 SH SHARED 06 623528 D JP MORGAN CHASE & CO COM 46625H10 216383 4957239 SH SHARED 10 4840430 116809 D JP MORGAN CHASE & CO COM 46625H10 161 3700 SH SHR/OTHR 10 3700 D JP MORGAN CHASE & CO COM 46625H10 3454 79147 SH SHARED 14 79147 D JP MORGAN CHASE & CO COM 46625H10 676 15500 SH SHARED 15 15500 D JP MORGAN CHASE & CO COM 46625H10 5456 125013 SH SHARED 16 125013 D JP MORGAN CHASE & CO COM 46625H10 8489 194492 SH SHARED 19 194492 D JP MORGAN CHASE & CO COM 46625H10 8105 185686 SH SHARED 20 77085 108601 D JP MORGAN CHASE & CO COM 46625H10 3477 79669 SH SHR/OTHR 20 79669 D JP MORGAN CHASE & CO COM 46625H10 674 15458 SH SHARED 21 15108 350 D JP MORGAN CHASE & CO COM 46625H10 375 8600 SH SHR/OTHR 21 8600 D JP MORGAN CHASE & CO COM 46625H10 2670 61190 SH SHARED 22 50574 10616 D JP MORGAN CHASE & CO COM 46625H10 267 6118 SH SHR/OTHR 22 6118 D JP MORGAN CHASE & CO COM 46625H10 15866 363499 SH SHARED 23 277474 86025 D JP MORGAN CHASE & CO COM 46625H10 31093 712347 SH SHR/OTHR 23 712347 D J2 GLOBAL COMMUNICATIONS INC COM NEW 46626E20 428 20222 SH SHARED 20222 D J2 GLOBAL COMMUNICATIONS INC COM NEW 46626E20 79 3770 SH SHARED 01 3770 D J2 GLOBAL COMMUNICATIONS INC COM NEW 46626E20 114 5400 SH SHARED 02 5400 D J2 GLOBAL COMMUNICATIONS INC COM NEW 46626E20 372 17600 SH SHARED 04 17600 D J2 GLOBAL COMMUNICATIONS INC COM NEW 46626E20 717 33912 SH SHARED 10 33912 D JMP GROUP INC COM 46629U10 4 508 SH SHARED 508 D JABIL CIRCUIT INC COM 46631310 2852 186807 SH SHARED 186807 D JABIL CIRCUIT INC COM 46631310 827 54200 SH SHARED 01 54200 D JABIL CIRCUIT INC COM 46631310 1680 110032 SH SHARED 02 110032 D JABIL CIRCUIT INC COM 46631310 458 30000 SH SHARED 04 30000 D JABIL CIRCUIT INC COM 46631310 12 820 SH SHARED 06 820 D JABIL CIRCUIT INC COM 46631310 1638 107322 SH SHARED 10 107322 D JACK IN THE BOX INC COM 46636710 9272 359818 SH SHARED 359818 D JACK IN THE BOX INC COM 46636710 795 30850 SH SHARED 01 30700 150 D JACK IN THE BOX INC COM 46636710 566 22000 SH SHR/OTHR 01 22000 D JACK IN THE BOX INC COM 46636710 2135 82887 SH SHARED 10 82887 D JACKSON HEWITT TAX SVCS INC COM 46820210 194 6114 SH SHARED 6114 D JACKSON HEWITT TAX SVCS INC COM 46820210 41 1300 SH SHARED 10 1300 D JACKSONVILLE BANCORP INC ILL COM 46924P10 1 152 SH SHARED 152 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 14988 156763 SH SHARED 156763 D JACOBS ENGR GROUP INC DEL COM 46981410 803 8400 SH SHARED 01 8400 D JACOBS ENGR GROUP INC DEL COM 46981410 436 4570 SH SHARED 02 4570 D JACOBS ENGR GROUP INC DEL COM 46981410 105 1100 SH SHARED 06 1100 D JACOBS ENGR GROUP INC DEL COM 46981410 4837 50600 SH SHARED 10 50600 D JACOBS ENGR GROUP INC DEL COM 46981410 612 6402 SH SHARED 14 6402 D JACOBS ENGR GROUP INC DEL COM 46981410 10 114 SH SHARED 21 114 D JAGUAR MNG INC COM 47009M10 298 25000 SH SHARED 04 25000 D JAGUAR MNG INC COM 47009M10 41 3500 SH SHARED 23 3500 D JAKKS PAC INC NOTE 4.625% 6/1 47012EAB 21890 16300000 PRN SHARED 6300000 D JAKKS PAC INC COM 47012E10 185 7860 SH SHARED 7860 D JAKKS PAC INC COM 47012E10 48 2050 SH SHARED 01 2050 D JAKKS PAC INC COM 47012E10 72 3050 SH SHARED 02 3050 D JAKKS PAC INC COM 47012E10 304 12900 SH SHARED 10 12900 D JAKKS PAC INC COM 47012E10 49 2091 SH SHARED 21 2091 D JAMBA INC COM 47023A10 135 36510 SH SHARED 36510 D JAMBA INC COM 47023A10 73 19900 SH SHARED 10 19900 D JAMES RIVER COAL CO COM NEW 47035520 2263 202449 SH SHARED 202449 D JAMES RIVER COAL CO COM NEW 47035520 10 975 SH SHARED 02 975 D JANUS CAP GROUP INC COM 47102X10 7403 225358 SH SHARED 225358 D JANUS CAP GROUP INC COM 47102X10 545 16600 SH SHARED 01 16600 D JANUS CAP GROUP INC COM 47102X10 2424 73814 SH SHARED 02 73814 D JANUS CAP GROUP INC COM 47102X10 51 1570 SH SHARED 06 1570 D JANUS CAP GROUP INC COM 47102X10 2285 69589 SH SHARED 10 69589 D JANUS CAP GROUP INC COM 47102X10 65 2000 SH SHARED 23 2000 D JAPAN EQUITY FD INC COM 47105710 0 62 SH SHARED 62 D JARDEN CORP COM 47110910 427 18114 SH SHARED 18114 D JARDEN CORP COM 47110910 1088 46107 SH SHARED 01 45200 907 D JARDEN CORP COM 47110910 613 26000 SH SHR/OTHR 01 26000 D JARDEN CORP COM 47110910 27 1175 SH SHARED 02 1175 D JARDEN CORP COM 47110910 604 25598 SH SHARED 10 25598 D JAZZ TECHNOLOGIES INC COM 47214E10 0 463 SH SHARED 463 D JAZZ PHARMACEUTICALS INC COM 47214710 1 109 SH SHARED 109 D JEFFERIES GROUP INC NEW COM 47231910 252 10960 SH SHARED 10960 D JEFFERIES GROUP INC NEW COM 47231910 802 34800 SH SHARED 01 34800 D JEFFERIES GROUP INC NEW COM 47231910 149 6495 SH SHARED 02 6495 D JEFFERIES GROUP INC NEW COM 47231910 210 9149 SH SHARED 10 9149 D JEFFERSON BANCSHARES INC TEN COM 47237510 1 153 SH SHARED 153 D JEFFERSONVILLE BANCORP COM 47559A10 1 110 SH SHARED 110 D JENNIFER CONVS INC COM 47615310 0 112 SH SHARED 112 D JETBLUE AWYS CORP DBCV 3.750% 3/1 477143AC 13005 15000000 PRN SHARED 5000000 D JETBLUE AWYS CORP DBCV 3.750% 3/1 477143AC 2601 3000000 PRN SHARED 02 3000000 D JETBLUE AWYS CORP DBCV 3.750% 3/1 477143AC 31 36500 PRN SHARED 10 36500 D JETBLUE AWYS CORP COM 47714310 1055 178851 SH SHARED 178851 D JETBLUE AWYS CORP COM 47714310 227 38500 SH SHARED 01 3200 35300 D JETBLUE AWYS CORP COM 47714310 2 450 SH SHR/OTHR 01 450 D JETBLUE AWYS CORP COM 47714310 4603 780231 SH SHARED 02 780231 D JETBLUE AWYS CORP COM 47714310 1765 299234 SH SHARED 10 299234 D JETBLUE AWYS CORP COM 47714310 861 146000 SH SHARED 14 146000 D JETBLUE AWYS CORP COM 47714310 442 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 1979 151333 SH SHARED 151333 D JO-ANN STORES INC COM 47758P30 34 2600 SH SHARED 01 2600 D JO-ANN STORES INC COM 47758P30 1467 112200 SH SHARED 10 112200 D JK ACQUISITION CORP COM 47759H10 121 21700 SH SHARED 21700 D JOES JEANS INC COM 47777N10 0 757 SH SHARED 757 D JOHNSON & JOHNSON COM 47816010 1715 25720 SH SHARED 7744 17976 D JOHNSON & JOHNSON COM 47816010 593487 8897862 SH SHARED 8547422 350440 D JOHNSON & JOHNSON COM 47816010 52652 789393 SH SHARED 01 528885 260508 D JOHNSON & JOHNSON COM 47816010 15161 227311 SH SHR/OTHR 01 227311 D JOHNSON & JOHNSON COM 47816010 68237 1023057 SH SHARED 02 1023057 D JOHNSON & JOHNSON COM 47816010 304 4560 SH SHARED 04 4560 D JOHNSON & JOHNSON COM 47816010 19209 288000 SH SHARED 04 288000 D JOHNSON & JOHNSON COM 47816010 1872 28080 SH SHARED 05 28080 D JOHNSON & JOHNSON COM 47816010 1891 28357 SH SHARED 06 28357 D JOHNSON & 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49906410 171 11600 SH SHARED 11600 D KNIGHT TRANSN INC COM 49906410 33 2250 SH SHARED 01 2250 D KNIGHT TRANSN INC COM 49906410 29 2000 SH SHARED 02 2000 D KNIGHT TRANSN INC COM 49906410 3 220 SH SHARED 10 220 D KNOLOGY INC COM 49918380 1 118 SH SHARED 118 D KNOLOGY INC COM 49918380 3 276 SH SHARED 02 276 D KNOT INC COM 49918410 66 4191 SH SHARED 4191 D KNOT INC COM 49918410 4 253 SH SHARED 02 253 D KODIAK OIL & GAS CORP COM 50015Q10 55 25000 SH SHARED 02 25000 D KODIAK OIL & GAS CORP COM 50015Q10 585 266000 SH SHARED 10 266000 D KOHLBERG CAPITAL CORP COM 50023310 2209 184116 SH SHARED 184116 D KOHLS CORP COM 50025510 100 2200 SH SHARED 2200 D KOHLS CORP COM 50025510 61096 1333991 SH SHARED 1333991 D KOHLS CORP COM 50025510 1360 29702 SH SHARED 01 29027 675 D KOHLS CORP COM 50025510 4 100 SH SHR/OTHR 01 100 D KOHLS CORP COM 50025510 6341 138460 SH SHARED 02 138460 D KOHLS CORP COM 50025510 6 150 SH SHARED 05 150 D KOHLS CORP COM 50025510 122 2680 SH SHARED 06 2680 D KOHLS CORP COM 50025510 51448 1123336 SH SHARED 10 1081636 41700 D KOHLS CORP COM 50025510 13 300 SH SHARED 14 300 D KOHLS CORP COM 50025510 781 17060 SH SHARED 20 6130 10930 D KOHLS CORP COM 50025510 96 2100 SH SHR/OTHR 20 2100 D KOHLS CORP COM 50025510 95 2090 SH SHARED 21 2090 D KOHLS CORP COM 50025510 6 150 SH SHR/OTHR 22 150 D KOHLS CORP COM 50025510 4 100 SH SHARED 23 100 D KOHLS CORP COM 50025510 20 450 SH SHR/OTHR 23 450 D KOHLS CORP COM 50025510 63 1377 SH SHARED 24 1377 D KONA GRILL INC COM 50047H20 1 125 SH SHARED 125 D KONGZHONG CORP SPONSORED ADR 50047P10 121 20000 SH SHARED 20000 D KONGZHONG CORP SPONSORED ADR 50047P10 71 11712 SH SHARED 11712 D KONINKLIJKE PHILIPS ELECTRS NY REG SH NEW 50047230 1981 46361 SH SHARED 46361 D KONINKLIJKE PHILIPS ELECTRS NY REG SH NEW 50047230 640 14981 SH SHARED 01 24 14957 D KONINKLIJKE PHILIPS ELECTRS NY REG SH NEW 50047230 106 2498 SH SHARED 22 2498 D KONINKLIJKE PHILIPS ELECTRS NY REG SH NEW 50047230 248 5821 SH SHR/OTHR 23 5821 D KOOKMIN BK NEW SPONSORED ADR 50049M10 11502 156879 SH SHARED 82379 74500 D KOOKMIN BK NEW SPONSORED ADR 50049M10 5808 79225 SH SHARED 01 79225 D KOOKMIN BK NEW SPONSORED ADR 50049M10 1510 20600 SH SHARED 02 20600 D KOOKMIN BK NEW SPONSORED ADR 50049M10 68053 928170 SH SHARED 10 747020 181150 D KOOKMIN BK NEW SPONSORED ADR 50049M10 630 8600 SH SHARED 15 8600 D KOOKMIN BK NEW SPONSORED ADR 50049M10 3244 44250 SH SHARED 24 44250 D KOPPERS HOLDINGS INC COM 50060P10 637 14741 SH SHARED 14741 D KOPIN CORP COM 50060010 25 7969 SH SHARED 7969 D KOPIN CORP COM 50060010 28 9000 SH SHARED 02 9000 D KOREA ELECTRIC PWR SPONSORED ADR 50063110 5296 254017 SH SHARED 254017 D KOREA ELECTRIC PWR SPONSORED ADR 50063110 10 500 SH SHR/OTHR 01 500 D KOREA ELECTRIC PWR SPONSORED ADR 50063110 1705 81800 SH SHARED 02 81800 D KOREA ELECTRIC PWR SPONSORED ADR 50063110 1459 70000 SH SHARED 10 70000 D KOREA ELECTRIC PWR SPONSORED ADR 50063110 5 274 SH SHARED 21 274 D KOSAN BIOSCIENCES INC COM 50064W10 101 28077 SH SHARED 28077 D KORN FERRY INTL COM NEW 50064320 606 32208 SH SHARED 32208 D KORN FERRY INTL COM NEW 50064320 540 28700 SH SHARED 01 17500 11200 D KORN FERRY INTL COM NEW 50064320 48 2572 SH SHARED 02 2572 D KORN FERRY INTL COM NEW 50064320 432 23000 SH SHARED 10 23000 D KOSS CORP COM 50069210 0 28 SH SHARED 28 D KRAFT FOODS INC CL A 50075N10 11 346 SH SHARED 346 D KRAFT FOODS INC CL A 50075N10 181655 5567142 SH SHARED 5539629 27513 D KRAFT FOODS INC CL A 50075N10 9828 301204 SH SHARED 01 223545 77659 D KRAFT FOODS INC CL A 50075N10 48301 1480277 SH SHR/OTHR 01 1480277 D KRAFT FOODS INC CL A 50075N10 1360 41707 SH SHARED 02 41707 D KRAFT FOODS INC CL A 50075N10 7 218 SH SHARED 04 218 D KRAFT FOODS INC CL A 50075N10 24 765 SH SHARED 04 765 D KRAFT FOODS INC CL A 50075N10 24 738 SH SHARED 05 738 D KRAFT FOODS INC CL A 50075N10 27498 842744 SH SHARED 06 842744 D KRAFT FOODS INC CL A 50075N10 24960 764965 SH SHARED 10 764965 D KRAFT FOODS INC CL A 50075N10 15 484 SH SHR/OTHR 10 484 D KRAFT FOODS INC CL A 50075N10 704 21584 SH SHARED 14 21584 D KRAFT FOODS INC CL A 50075N10 4241 130000 SH SHARED 15 130000 D KRAFT FOODS INC CL A 50075N10 765 23458 SH SHARED 20 9346 14112 D KRAFT FOODS INC CL A 50075N10 547 16786 SH SHR/OTHR 20 16786 D KRAFT FOODS INC CL A 50075N10 241 7416 SH SHARED 21 3969 3447 D KRAFT FOODS INC CL A 50075N10 17 548 SH SHARED 22 134 414 D KRAFT FOODS INC CL A 50075N10 796 24424 SH SHARED 23 22487 1937 D KRAFT FOODS INC CL A 50075N10 827 25360 SH SHR/OTHR 23 25360 D KRATOS DEFENSE & SECURITY SO COM 50077B10 3 1316 SH SHARED 1316 D KREISLER MFG CORP COM 50077310 47 3290 SH SHARED 3290 D KRISPY KREME DOUGHNUTS INC COM 50101410 165 52503 SH SHARED 52503 D KROGER CO COM 50104410 59317 2220794 SH SHARED 2048394 172400 D KROGER CO COM 50104410 8941 334762 SH SHARED 01 306597 28165 D KROGER CO COM 50104410 706 26460 SH SHR/OTHR 01 26460 D KROGER CO COM 50104410 1510 56559 SH SHARED 02 56559 D KROGER CO COM 50104410 460 17225 SH SHARED 04 17225 D KROGER CO COM 50104410 7 280 SH SHARED 05 280 D KROGER CO COM 50104410 190 7130 SH SHARED 06 7130 D KROGER CO COM 50104410 110842 4149846 SH SHARED 10 3992926 156920 D KROGER CO COM 50104410 2828 105900 SH SHARED 14 105900 D KROGER CO COM 50104410 1672 62630 SH SHARED 20 48785 13845 D KROGER CO COM 50104410 118 4425 SH SHR/OTHR 20 4425 D KROGER CO COM 50104410 123 4609 SH SHARED 22 4000 609 D KROGER CO COM 50104410 543 20330 SH SHARED 23 19705 625 D KROGER CO COM 50104410 107 4035 SH SHR/OTHR 23 4035 D KRONOS WORLDWIDE INC COM 50105F10 0 40 SH SHARED 40 D KUBOTA CORP ADR 50117320 933 27782 SH SHARED 27782 D KULICKE & SOFFA INDS INC NOTE 0.500%11/3 501242AL 1886 2000000 PRN SHARED 2000000 D KULICKE & SOFFA INDS INC COM 50124210 3200 466547 SH SHARED 466547 D KULICKE & SOFFA INDS INC COM 50124210 6 1000 SH SHARED 01 1000 D KULICKE & SOFFA INDS INC COM 50124210 2 300 SH SHARED 02 300 D KYOCERA CORP ADR 50155620 46 535 SH SHARED 535 D KYOCERA CORP ADR 50155620 43 500 SH SHARED 01 500 D LAN AIRLINES S A SPONSORED ADR 50172310 704 52518 SH SHARED 52518 D LAN AIRLINES S A SPONSORED ADR 50172310 9119 680085 SH SHARED 01 680085 D LAN AIRLINES S A SPONSORED ADR 50172310 2011 150000 SH SHARED 04 150000 D LAN AIRLINES S A SPONSORED ADR 50172310 2408 179600 SH SHARED 10 179600 D LCA-VISION INC COM PAR $.001 50180330 102 5154 SH SHARED 5154 D LCA-VISION INC COM PAR $.001 50180330 59 3000 SH SHARED 01 3000 D LCA-VISION INC COM PAR $.001 50180330 11 600 SH SHARED 10 600 D LCC INTERNATIONAL INC CL A 50181010 1 568 SH SHARED 568 D LDK SOLAR CO LTD SPONSORED ADR 50183L10 3767 80148 SH SHARED 80148 D LGL GROUP INC COM 50186A10 0 43 SH SHARED 43 D LG PHILIP LCD CO LTD SPONS ADR REP 50186V10 1436 55298 SH SHARED 55298 D LG PHILIP LCD CO LTD SPONS ADR REP 50186V10 5172 199100 SH SHARED 10 199100 D LHC GROUP INC COM 50187A10 53 2131 SH SHARED 2131 D LHC GROUP INC COM 50187A10 48 1927 SH SHARED 21 1927 D LKQ CORP COM 50188920 349 16615 SH SHARED 16615 D LKQ CORP COM 50188920 16 800 SH SHARED 02 800 D LSB FINL CORP COM 50192510 0 35 SH SHARED 35 D LMI AEROSPACE INC COM 50207910 311 11749 SH SHARED 11749 D LMI AEROSPACE INC COM 50207910 29 1123 SH SHARED 02 1123 D LMP CAP & INCOME FD INC COM 50208A10 1316 72931 SH SHARED 72931 D LMP REAL ESTATE INCOME FD IN COM 50208C10 1420 97864 SH SHARED 97864 D LNB BANCORP INC COM 50210010 2 188 SH SHARED 188 D L-1 IDENTITY SOLUTIONS INC COM 50212A10 759 42306 SH SHARED 42306 D L-1 IDENTITY SOLUTIONS INC COM 50212A10 314 17544 SH SHARED 10 17544 D LSB CORP COM 50215P10 2 168 SH SHARED 168 D LSI INDS INC COM 50216C10 4227 232273 SH SHARED 232273 D LSI INDS INC COM 50216C10 27 1500 SH SHARED 01 1500 D LSI INDS INC COM 50216C10 935 51400 SH SHARED 10 51400 D LSB INDS INC COM 50216010 279 9892 SH SHARED 9892 D LSI CORPORATION NOTE 4.000% 5/1 502161AJ 6720 7000000 PRN SHARED 7000000 D LSI CORPORATION COM 50216110 15516 2922209 SH SHARED 2922209 D LSI CORPORATION COM 50216110 388 73220 SH SHARED 01 72692 528 D LSI CORPORATION COM 50216110 718 135225 SH SHARED 02 135225 D LSI CORPORATION COM 50216110 34 6500 SH SHARED 06 6500 D LSI CORPORATION COM 50216110 1524 287168 SH SHARED 10 287168 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 72 2900 SH SHARED 02 2900 D LTC PPTYS INC COM 50217510 1663 66395 SH SHARED 10 66395 D LTC PPTYS INC COM 50217510 59222 2364175 SH SHARED 11 1017076 1347099 D LTX CORP COM 50239210 1043 328262 SH SHARED 328262 D L-3 COMMUNICATIONS CORP DEBT 3.000% 8/0 502413AW 181 150000 PRN SHARED 150000 D L-3 COMMUNICATIONS HLDGS INC COM 50242410 468 4425 SH SHARED 4425 D L-3 COMMUNICATIONS HLDGS INC COM 50242410 19877 187626 SH SHARED 185626 2000 D L-3 COMMUNICATIONS HLDGS INC COM 50242410 6988 65966 SH SHARED 01 57966 8000 D L-3 COMMUNICATIONS HLDGS INC COM 50242410 1053 9949 SH SHR/OTHR 01 9949 D L-3 COMMUNICATIONS HLDGS INC COM 50242410 28361 267714 SH SHARED 02 267714 D L-3 COMMUNICATIONS HLDGS INC COM 50242410 1483 14000 SH SHARED 04 14000 D L-3 COMMUNICATIONS HLDGS INC COM 50242410 5 50 SH SHARED 05 50 D L-3 COMMUNICATIONS HLDGS INC COM 50242410 4145 39130 SH SHARED 06 39130 D L-3 COMMUNICATIONS HLDGS INC COM 50242410 11463 108205 SH SHARED 10 104430 3775 D L-3 COMMUNICATIONS HLDGS INC COM 50242410 95 900 SH SHARED 14 900 D L-3 COMMUNICATIONS HLDGS INC COM 50242410 3694 34873 SH SHARED 16 34873 D L-3 COMMUNICATIONS HLDGS INC COM 50242410 1889 17840 SH SHARED 20 15280 2560 D L-3 COMMUNICATIONS HLDGS INC COM 50242410 153 1450 SH SHR/OTHR 20 1450 D L-3 COMMUNICATIONS HLDGS INC COM 50242410 119 1125 SH SHARED 21 1125 D L-3 COMMUNICATIONS HLDGS INC COM 50242410 693 6542 SH SHARED 22 3386 3156 D L-3 COMMUNICATIONS HLDGS INC COM 50242410 26 249 SH SHR/OTHR 22 249 D L-3 COMMUNICATIONS HLDGS INC COM 50242410 1157 10925 SH SHARED 23 10570 355 D L-3 COMMUNICATIONS HLDGS INC COM 50242410 145 1370 SH SHR/OTHR 23 1370 D LA BARGE INC COM 50247010 17 1243 SH SHARED 1243 D LA JOLLA PHARMACEUTICAL CO COM NEW 50345930 2 607 SH SHARED 607 D LA Z BOY INC COM 50533610 996 125605 SH SHARED 125605 D LA Z BOY INC COM 50533610 17 2175 SH SHARED 02 2175 D LA Z BOY INC COM 50533610 116 14700 SH SHARED 10 14700 D LABORATORY CORP AMER HLDGS NOTE 9/1 50540RAG 176 172000 PRN SHARED 02 172000 D LABORATORY CORP AMER HLDGS COM NEW 50540R40 498 6595 SH SHARED 6595 D LABORATORY CORP AMER HLDGS COM NEW 50540R40 16482 218221 SH SHARED 218221 D LABORATORY CORP AMER HLDGS COM NEW 50540R40 12522 165801 SH SHARED 01 105041 60760 D LABORATORY CORP AMER HLDGS COM NEW 50540R40 5153 68234 SH SHR/OTHR 01 68234 D LABORATORY CORP AMER HLDGS COM NEW 50540R40 153 2034 SH SHARED 02 2034 D LABORATORY CORP AMER HLDGS COM NEW 50540R40 208991 2767000 SH SHARED 04 2767000 D LABORATORY CORP AMER HLDGS COM NEW 50540R40 7204 95380 SH SHARED 06 95380 D LABORATORY CORP AMER HLDGS COM NEW 50540R40 42658 564793 SH SHARED 10 541913 22880 D LABORATORY CORP AMER HLDGS COM NEW 50540R40 2434 32230 SH SHARED 14 31500 730 D LABORATORY CORP AMER HLDGS COM NEW 50540R40 3776 50000 SH SHARED 15 50000 D LABORATORY CORP AMER HLDGS COM NEW 50540R40 58 775 SH SHARED 19 775 D LABORATORY CORP AMER HLDGS COM NEW 50540R40 4319 57195 SH SHARED 20 30255 26940 D LABORATORY CORP AMER HLDGS COM NEW 50540R40 973 12895 SH SHR/OTHR 20 12895 D LABORATORY CORP AMER HLDGS COM NEW 50540R40 121 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 1028 13611 SH SHARED 22 10976 2635 D LABORATORY CORP AMER HLDGS COM NEW 50540R40 160 2121 SH SHR/OTHR 22 2121 D LABORATORY CORP AMER HLDGS COM NEW 50540R40 4145 54883 SH SHARED 23 45653 9230 D LABORATORY CORP AMER HLDGS COM NEW 50540R40 2073 27455 SH SHR/OTHR 23 27455 D LABORATORY CORP AMER HLDGS COM NEW 50540R40 52 700 SH SHARED 24 700 D LABRANCHE & CO INC COM 50544710 31 6208 SH SHARED 6208 D LABRANCHE & CO INC COM 50544710 50 10000 SH SHR/OTHR 01 10000 D LABRANCHE & CO INC COM 50544710 76 15200 SH SHARED 10 15200 D LACLEDE GROUP INC COM 50559710 3 100 SH SHARED 01 100 D LACLEDE GROUP INC COM 50559710 350 10229 SH SHARED 02 10229 D LACLEDE GROUP INC COM 50559710 582 17000 SH SHARED 10 17000 D LACLEDE GROUP INC COM 50559710 34 1000 SH SHR/OTHR 23 1000 D LACROSSE FOOTWEAR INC COM 50568810 2 125 SH SHARED 125 D LADENBURG THALMAN FIN SVCS I COM 50575Q10 1040 490993 SH SHARED 490993 D LADISH INC COM NEW 50575420 69 1604 SH SHARED 1604 D LADISH INC COM NEW 50575420 228 5300 SH SHARED 10 5300 D LAKE SHORE BANCORP INC COM 51070010 5 672 SH SHARED 672 D LAKELAND BANCORP INC COM 51163710 7 656 SH SHARED 656 D LAKELAND BANCORP INC COM 51163710 5 459 SH SHARED 02 459 D LAKELAND INDS INC COM 51179510 1 110 SH SHARED 110 D LAKES ENTMNT INC COM 51206P10 69 10022 SH SHARED 10022 D LAKES ENTMNT INC COM 51206P10 20 3000 SH SHARED 10 3000 D LAM RESEARCH CORP COM 51280710 6433 148821 SH SHARED 148821 D LAM RESEARCH CORP COM 51280710 3039 70305 SH SHARED 01 28805 41500 D LAM RESEARCH CORP COM 51280710 345 8000 SH SHARED 02 8000 D LAM RESEARCH CORP COM 51280710 75 1750 SH SHARED 06 1750 D LAM RESEARCH CORP COM 51280710 20491 474000 SH SHARED 10 474000 D LAM RESEARCH CORP COM 51280710 1187 27462 SH SHARED 14 27462 D LAMAR ADVERTISING CO NOTE 2.875%12/3 512815AH 3372 2905000 PRN SHARED 2905000 D LAMAR ADVERTISING CO NOTE 2.875%12/3 512815AH 160 138000 PRN SHARED 02 138000 D LAMAR ADVERTISING CO CL A 51281510 1835 38178 SH SHARED 38178 D LAMAR ADVERTISING CO CL A 51281510 1306 27175 SH SHARED 01 2475 24700 D LAMAR ADVERTISING CO CL A 51281510 1523 31702 SH SHARED 02 31702 D LAMAR ADVERTISING CO CL A 51281510 19 410 SH SHARED 06 410 D LAMAR ADVERTISING CO CL A 51281510 1975 41092 SH SHARED 10 41092 D LANCASTER COLONY CORP COM 51384710 153 3866 SH SHARED 3866 D LANCASTER COLONY CORP COM 51384710 277 7000 SH SHARED 01 7000 D LANCASTER COLONY CORP COM 51384710 40 1019 SH SHARED 02 1019 D LANCE INC COM 51460610 9 460 SH SHARED 460 D LANCE INC COM 51460610 132 6500 SH SHARED 10 6500 D LANDAUER INC COM 51476K10 25 490 SH SHARED 490 D LANDAUER INC COM 51476K10 466 9002 SH SHARED 01 9002 D LANDAUER INC COM 51476K10 197 3800 SH SHARED 10 3800 D LANDEC CORP COM 51476610 100 7532 SH SHARED 7532 D LANDEC CORP COM 51476610 2 204 SH SHARED 02 204 D LANDAMERICA FINL GROUP INC DBCV 3.125%11/1 514936AB 455 500000 PRN SHARED 500000 D LANDAMERICA FINL GROUP INC DBCV 3.125%11/1 514936AB 1060 1165000 PRN SHARED 02 1165000 D LANDAMERICA FINL GROUP INC COM 51493610 4638 138680 SH SHARED 138680 D LANDAMERICA FINL GROUP INC COM 51493610 134 4020 SH SHARED 01 4020 D LANDAMERICA FINL GROUP INC COM 51493610 259 7750 SH SHARED 02 7750 D LANDAMERICA FINL GROUP INC COM 51493610 508 15200 SH SHARED 10 15200 D LANDMARK BANCORP INC COM 51504L10 1 63 SH SHARED 63 D LANDRYS RESTAURANTS INC COM 51508L10 35408 1797400 SH SHARED 1797400 D LANDRYS RESTAURANTS INC COM 51508L10 35 1800 SH SHARED 01 1800 D LANDRYS RESTAURANTS INC COM 51508L10 39 2000 SH SHARED 10 2000 D LANDSTAR SYS INC COM 51509810 323 7680 SH SHARED 7680 D LANDSTAR SYS INC COM 51509810 29 700 SH SHARED 02 700 D LANDSTAR SYS INC COM 51509810 733 17400 SH SHARED 10 17400 D LANGER INC COM 51570710 0 233 SH SHARED 233 D LANNET INC COM 51601210 6 2187 SH SHARED 2187 D LANNET INC COM 51601210 1 425 SH SHARED 02 425 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 2225 21597 SH SHARED 16086 5511 D LAS VEGAS SANDS CORP COM 51783410 64300 623972 SH SHARED 623972 D LAS VEGAS SANDS CORP COM 51783410 12010 116553 SH SHARED 01 76223 40330 D LAS VEGAS SANDS CORP COM 51783410 3418 33170 SH SHR/OTHR 01 33170 D LAS VEGAS SANDS CORP COM 51783410 72099 699652 SH SHARED 02 699652 D LAS VEGAS SANDS CORP COM 51783410 566 5500 SH SHARED 04 5500 D LAS VEGAS SANDS CORP COM 51783410 103 1000 SH SHARED 06 1000 D LAS VEGAS SANDS CORP COM 51783410 1133 10995 SH SHARED 10 9900 1095 D LAS VEGAS SANDS CORP COM 51783410 4840 46972 SH SHARED 19 46972 D LAS VEGAS SANDS CORP COM 51783410 1938 18810 SH SHARED 20 13475 5335 D LAS VEGAS SANDS CORP COM 51783410 424 4120 SH SHR/OTHR 20 4120 D LAS VEGAS SANDS CORP COM 51783410 537 5217 SH SHARED 21 2709 2508 D LAS VEGAS SANDS CORP COM 51783410 740 7181 SH SHARED 22 6281 900 D LAS VEGAS SANDS CORP COM 51783410 125 1216 SH SHR/OTHR 22 1216 D LAS VEGAS SANDS CORP COM 51783410 2755 26744 SH SHARED 23 25739 1005 D LAS VEGAS SANDS CORP COM 51783410 1757 17055 SH SHR/OTHR 23 17055 D LASALLE HOTEL PPTYS COM SH BEN INT 51794210 193 6065 SH SHARED 6065 D LASALLE HOTEL PPTYS COM SH BEN INT 51794210 210 6595 SH SHARED 01 6595 D LASALLE HOTEL PPTYS COM SH BEN INT 51794210 58 1836 SH SHARED 02 1836 D LASALLE HOTEL PPTYS COM SH BEN INT 51794210 6922 217016 SH SHARED 10 217016 D LASALLE HOTEL PPTYS COM SH BEN INT 51794210 76896 2410538 SH SHARED 11 1270440 1140098 D LASERCARD CORP COM 51807U10 14 1380 SH SHARED 1380 D LATIN AMER EQUITY FD INC NEW COM 51827Q10 278 5880 SH SHARED 5880 D LATTICE SEMICONDUCTOR CORP COM 51841510 150 46378 SH SHARED 46378 D LATTICE SEMICONDUCTOR CORP COM 51841510 144 44400 SH SHARED 10 44400 D LAUDER ESTEE COS INC CL A 51843910 8421 193104 SH SHARED 193104 D LAUDER ESTEE COS INC CL A 51843910 650 14914 SH SHARED 01 11989 2925 D LAUDER ESTEE COS INC CL A 51843910 18 415 SH SHR/OTHR 01 415 D LAUDER ESTEE COS INC CL A 51843910 2245 51494 SH SHARED 02 51494 D LAUDER ESTEE COS INC CL A 51843910 44 1030 SH SHARED 06 1030 D LAUDER ESTEE COS INC CL A 51843910 2516 57700 SH SHARED 10 57700 D LAUDER ESTEE COS INC CL A 51843910 65 1500 SH SHARED 14 1500 D LAUDER ESTEE COS INC CL A 51843910 5952 136500 SH SHARED 15 136500 D LAUDER ESTEE COS INC CL A 51843910 358 8225 SH SHARED 20 8225 D LAUDER ESTEE COS INC CL A 51843910 180 4150 SH SHR/OTHR 20 4150 D LAUDER ESTEE COS INC CL A 51843910 492 11300 SH SHARED 23 1600 9700 D LAUDER ESTEE COS INC CL A 51843910 76 1750 SH SHR/OTHR 23 1750 D LAW ENFORCEMENT ASSOCS CORP COM 51948510 0 288 SH SHARED 288 D LAWSON PRODS INC COM 52077610 428 11307 SH SHARED 11307 D LAWSON PRODS INC COM 52077610 12 325 SH SHARED 02 325 D LAWSON SOFTWARE INC NEW NOTE 2.500% 4/1 52078PAA 3867 3500000 PRN SHARED 3500000 D LAWSON SOFTWARE INC NEW COM 52078P10 36 3548 SH SHARED 3548 D LAWSON SOFTWARE INC NEW COM 52078P10 450 44000 SH SHARED 10 44000 D LAYNE CHRISTENSEN CO COM 52105010 294 5992 SH SHARED 5992 D LAYNE CHRISTENSEN CO COM 52105010 378 7700 SH SHARED 01 7700 D LAYNE CHRISTENSEN CO COM 52105010 11361 230883 SH SHARED 04 230883 D LAYNE CHRISTENSEN CO COM 52105010 12861 261364 SH SHARED 05 261364 D LAYNE CHRISTENSEN CO COM 52105010 738 15000 SH SHARED 10 15000 D LEADIS TECHNOLOGY INC COM 52171N10 1 696 SH SHARED 696 D LEAPFROG ENTERPRISES INC CL A 52186N10 10 1500 SH SHARED 01 1500 D LEAPFROG ENTERPRISES INC CL A 52186N10 68 10250 SH SHARED 02 10250 D LEAP WIRELESS INTL INC COM NEW 52186330 2740 58753 SH SHARED 58753 D LEAP WIRELESS INTL INC COM NEW 52186330 8222 176303 SH SHARED 10 176303 D LEAR CORP COM 52186510 2741 99108 SH SHARED 99108 D LEAR CORP COM 52186510 1044 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DESIGN AUTOMATION COM 55918110 55 4575 SH SHARED 02 4575 D MAGNA ENTMT CORP CL A 55921110 66 68115 SH SHARED 68115 D MAGNA INTL INC CL A 55922240 1351 16804 SH SHARED 16004 800 D MAGNA INTL INC CL A 55922240 32 400 SH SHARED 01 400 D MAGNA INTL INC CL A 55922240 36 450 SH SHARED 06 450 D MAGNA INTL INC CL A 55922240 345 4300 SH SHARED 10 4300 D MAGNA INTL INC CL A 55922240 80 1000 SH SHARED 14 1000 D MAGNETEK INC COM 55942410 26 6088 SH SHARED 6088 D MAGYAR BANCORP INC COM 55977T10 0 71 SH SHARED 71 D MAGUIRE PPTYS INC COM 55977510 60059 2038000 SH SHARED 2038000 D MAGUIRE PPTYS INC COM 55977510 277 9410 SH SHARED 01 9410 D MAGUIRE PPTYS INC COM 55977510 1311 44500 SH SHARED 10 44500 D MAGYAR TELEKOM TELECOMMUNS P SPONSORED ADR 55977610 536 19926 SH SHARED 19926 D MAGYAR TELEKOM TELECOMMUNS P SPONSORED ADR 55977610 2765 102700 SH SHARED 02 102700 D MAHANAGAR TEL NIGAM LTD SPONS ADR 2001 55977840 1074 112000 SH SHARED 112000 D MAIDENFORM BRANDS INC COM 56030510 263 19474 SH SHARED 19474 D MAINE & MARITIMES CORP COM 56037710 1 43 SH SHARED 43 D MAINSOURCE FINANCIAL GP INC COM 56062Y10 6 430 SH SHARED 430 D MAINSOURCE FINANCIAL GP INC COM 56062Y10 29 1885 SH SHARED 01 1885 D MAIR HOLDINGS INC COM 56063510 1 318 SH SHARED 318 D MAIR HOLDINGS INC COM 56063510 0 30 SH SHARED 02 30 D MAJESCO 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 8 801 SH SHARED 801 D MAN SANG HLDGS INC COM NEW 56165120 4 464 SH SHARED 464 D MANAGEMENT NETWORK GROUP INC COM 56169310 1 471 SH SHARED 471 D MANAGEMENT NETWORK GROUP INC COM 56169310 1 700 SH SHARED 02 700 D MANATRON INC COM 56204810 1 122 SH SHARED 122 D MANHATTAN ASSOCS INC COM 56275010 3886 147426 SH SHARED 147426 D MANHATTAN ASSOCS INC COM 56275010 4 175 SH SHARED 01 175 D MANHATTAN ASSOCS INC COM 56275010 57 2175 SH SHARED 02 2175 D MANHATTAN ASSOCS INC COM 56275010 160 6100 SH SHARED 10 6100 D MANHATTAN ASSOCS INC COM 56275010 1518 57600 SH SHARED 14 57600 D MANHATTAN PHARMACEUTICALS IN COM NEW 56311820 0 1443 SH SHARED 1443 D MANITOWOC INC COM 56357110 9932 203403 SH SHARED 203403 D MANITOWOC INC COM 56357110 1044 21400 SH SHARED 01 20900 500 D MANITOWOC INC COM 56357110 63 1300 SH SHR/OTHR 01 1300 D MANITOWOC INC COM 56357110 94 1931 SH SHARED 02 1931 D MANITOWOC INC COM 56357110 27476 562700 SH SHARED 10 562700 D MANITOWOC INC COM 56357110 12 260 SH SHARED 21 260 D MANNATECH INC COM 56377110 10 1700 SH SHARED 1700 D MANNATECH INC COM 56377110 155 24677 SH SHARED 24677 D MANNATECH INC COM 56377110 0 146 SH SHARED 02 146 D MANNKIND CORP NOTE 3.750%12/1 56400PAA 801 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 1006 SH SHARED 1006 D MANNKIND CORP COM 56400P20 181 22767 SH SHR/OTHR 01 22767 D MANNKIND CORP COM 56400P20 110 13929 SH SHARED 02 13929 D MANNKIND CORP COM 56400P20 229 28861 SH SHARED 10 28861 D MANPOWER INC COM 56418H10 3679 64674 SH SHARED 64674 D MANPOWER INC COM 56418H10 2001 35175 SH SHARED 01 9475 25700 D MANPOWER INC COM 56418H10 3023 53143 SH SHARED 02 53143 D MANPOWER INC COM 56418H10 70 1240 SH SHARED 06 1240 D MANPOWER INC COM 56418H10 8768 154100 SH SHARED 10 154100 D MANPOWER INC COM 56418H10 417 7342 SH SHARED 14 7342 D MANPOWER INC COM 56418H10 113 2000 SH SHARED 23 2000 D MANTECH INTL CORP CL A 56456310 18771 428376 SH SHARED 428376 D MANTECH INTL CORP CL A 56456310 30 700 SH SHARED 01 700 D MANTECH INTL CORP CL A 56456310 69 1575 SH SHARED 02 1575 D MANTECH INTL CORP CL A 56456310 3360 76700 SH SHARED 10 76700 D MANULIFE FINL CORP COM 56501R10 10888 267212 SH SHARED 262412 4800 D MANULIFE FINL CORP COM 56501R10 213 5230 SH SHARED 01 2230 3000 D MANULIFE FINL CORP COM 56501R10 407 10000 SH SHARED 04 10000 D MANULIFE FINL CORP COM 56501R10 27 674 SH SHARED 05 674 D MANULIFE FINL CORP COM 56501R10 268 6582 SH SHARED 06 6582 D MANULIFE FINL CORP COM 56501R10 2709 66500 SH SHARED 10 66500 D MANULIFE FINL CORP COM 56501R10 1395 34243 SH SHARED 14 34243 D MANULIFE FINL CORP COM 56501R10 27 682 SH SHARED 20 682 D MANULIFE FINL CORP COM 56501R10 46 1150 SH SHR/OTHR 20 1150 D MANULIFE FINL CORP COM 56501R10 27 680 SH SHARED 21 680 D MANULIFE FINL CORP COM 56501R10 743 18240 SH SHARED 23 18240 D MAP PHARMACEUTICALS INC COM 56509R10 1405 80275 SH SHARED 80275 D MARATHON ACQUISITION CORP COM 56575610 1962 252313 SH SHARED 252313 D MARATHON ACQUISITION CORP *W EXP 08/24/201 56575611 24 16836 SH SHARED 16836 D MARATHON OIL CORP COM 56584910 1217 20000 SH SHARED 20000 D MARATHON OIL CORP COM 56584910 179523 2949771 SH SHARED 2894271 55500 D MARATHON OIL CORP COM 56584910 6084 99976 SH SHARED 01 98276 1700 D MARATHON OIL CORP COM 56584910 36 600 SH SHR/OTHR 01 600 D MARATHON OIL CORP COM 56584910 8324 136780 SH SHARED 02 136780 D MARATHON OIL CORP COM 56584910 8 135 SH SHARED 04 135 D MARATHON OIL CORP COM 56584910 91465 1502889 SH SHARED 04 1502889 D MARATHON OIL CORP COM 56584910 18 310 SH SHARED 05 310 D MARATHON OIL CORP COM 56584910 37098 609563 SH SHARED 06 609563 D MARATHON OIL CORP COM 56584910 93484 1536063 SH SHARED 10 1368163 167900 D MARATHON OIL CORP COM 56584910 2712 44568 SH SHARED 14 44568 D MARATHON OIL CORP COM 56584910 57 950 SH SHARED 20 700 250 D MARATHON OIL CORP COM 56584910 176 2894 SH SHARED 21 2410 484 D MARATHON OIL CORP COM 56584910 60 1000 SH SHARED 23 1000 D MARATHON OIL CORP COM 56584910 293 4820 SH SHR/OTHR 23 4820 D MARATHON OIL CORP COM 56584910 1746 28700 SH SHARED 24 28700 D MARCHEX INC CL B 56624R10 0 64 SH SHARED 64 D MARCHEX INC CL B 56624R10 52 4800 SH SHARED 02 4800 D MARCHEX INC CL B 56624R10 43 4000 SH SHARED 22 4000 D MARCUS CORP COM 56633010 16 1093 SH SHARED 1093 D MARCUS CORP COM 56633010 16 1075 SH SHARED 01 1075 D MARINEMAX INC COM 56790810 906 58515 SH SHARED 58515 D MARINE PRODS CORP COM 56842710 0 80 SH SHARED 80 D MARINER ENERGY INC COM 56845T30 452 19759 SH SHARED 19759 D MARINER ENERGY INC COM 56845T30 1773 77530 SH SHARED 01 73430 4100 D MARINER ENERGY INC COM 56845T30 1333 58300 SH SHR/OTHR 01 58300 D MARINER ENERGY INC COM 56845T30 2978 130200 SH SHARED 10 130200 D MARKEL CORP COM 57053510 55 113 SH SHARED 113 D MARKEL CORP COM 57053510 49 100 SH SHARED 01 100 D MARKEL CORP COM 57053510 12 25 SH SHARED 02 25 D MARKEL CORP COM 57053510 505 1030 SH SHARED 10 1030 D MARKEL CORP COM 57053510 1178 2400 SH SHARED 23 2400 D MARKETAXESS HLDGS INC COM 57060D10 0 77 SH SHARED 77 D MARKET VECTORS ETF TR GOLD MINER ETF 57060U10 1493 32587 SH SHARED 32587 D MARKET VECTORS ETF TR GOLD MINER ETF 57060U10 4663 101750 SH SHARED 02 101750 D MARKET VECTORS ETF TR GOLD MINER ETF 57060U10 160 3500 SH SHARED 23 3500 D MARKET VECTORS ETF TR MV STEEL INDEX 57060U30 8 103 SH SHARED 02 103 D MARKET VECTORS ETF TR RUSSIA ETF 57060U50 940 18470 SH SHARED 18470 D MARKET VECTORS ETF TR RUSSIA ETF 57060U50 5129 100700 SH SHARED 02 100700 D MARKWEST ENERGY PARTNERS L P UNIT LTD PARTN 57075910 58733 1738713 SH SHARED 1738713 D MARKWEST HYDROCARBON INC COM 57076210 0 14 SH SHARED 14 D MARKWEST HYDROCARBON INC COM 57076210 56 900 SH SHARED 10 900 D MARLIN BUSINESS SVCS CORP COM 57115710 6 569 SH SHARED 569 D MARLIN BUSINESS SVCS CORP COM 57115710 2287 189684 SH SHARED 02 189684 D MARSH & MCLENNAN COS INC COM 57174810 150 5680 SH SHARED 5680 D MARSH & MCLENNAN COS INC COM 57174810 33897 1280600 SH SHARED 1280600 D MARSH & MCLENNAN COS INC COM 57174810 1786 67507 SH SHARED 01 67507 D MARSH & MCLENNAN COS INC COM 57174810 12 465 SH SHR/OTHR 01 465 D MARSH & MCLENNAN COS INC COM 57174810 12615 476597 SH SHARED 02 476597 D MARSH & MCLENNAN COS INC COM 57174810 5 190 SH SHARED 05 190 D MARSH & MCLENNAN COS INC COM 57174810 122 4610 SH SHARED 06 4610 D MARSH & MCLENNAN COS INC COM 57174810 5882 222245 SH SHARED 10 222245 D MARSH & MCLENNAN COS INC COM 57174810 26 1000 SH SHARED 23 1000 D MARSH & MCLENNAN COS INC COM 57174810 172 6500 SH SHR/OTHR 23 6500 D MARSHALL & ILSLEY CORP NEW COM 57183710 13608 513931 SH SHARED 513931 D MARSHALL & ILSLEY CORP NEW COM 57183710 771 29145 SH SHARED 01 26045 3100 D MARSHALL & ILSLEY CORP NEW COM 57183710 416 15739 SH SHARED 02 15739 D MARSHALL & ILSLEY CORP NEW COM 57183710 113 4299 SH SHARED 06 4299 D MARSHALL & ILSLEY CORP NEW COM 57183710 3920 148052 SH SHARED 10 148052 D MARSHALL & ILSLEY CORP NEW COM 57183710 95 3597 SH SHARED 14 3597 D MARSHALL & ILSLEY CORP NEW COM 57183710 40 1540 SH SHARED 20 1540 D MARSHALL & ILSLEY CORP NEW COM 57183710 23 900 SH SHR/OTHR 20 900 D MARRIOTT INTL INC NEW CL A 57190320 16111 471383 SH SHARED 471383 D MARRIOTT INTL INC NEW CL A 57190320 20031 586060 SH SHARED 01 154264 431796 D MARRIOTT INTL INC NEW CL A 57190320 94903 2776585 SH SHR/OTHR 01 2776585 D MARRIOTT INTL INC NEW CL A 57190320 190 5583 SH SHARED 02 5583 D MARRIOTT INTL INC NEW CL A 57190320 170 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 133 3920 SH SHARED 06 3920 D MARRIOTT INTL INC NEW CL A 57190320 9098 266204 SH SHARED 10 266204 D MARRIOTT INTL INC NEW CL A 57190320 276 8080 SH SHARED 20 3845 4235 D MARRIOTT INTL INC NEW CL A 57190320 683 20000 SH SHR/OTHR 20 20000 D MARRIOTT INTL INC NEW CL A 57190320 46 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 555 16263 SH SHARED 22 13388 2875 D MARRIOTT INTL INC NEW CL A 57190320 74 2180 SH SHR/OTHR 22 2180 D MARRIOTT INTL INC NEW CL A 57190320 2050 59984 SH SHARED 23 55014 4970 D MARRIOTT INTL INC NEW CL A 57190320 1266 37045 SH SHR/OTHR 23 37045 D MARTEK BIOSCIENCES CORP COM 57290110 399 13520 SH SHARED 13520 D MARTEK BIOSCIENCES CORP COM 57290110 112 3800 SH SHARED 01 3800 D MARTEK BIOSCIENCES CORP COM 57290110 1183 40000 SH SHARED 04 40000 D MARTEK BIOSCIENCES CORP COM 57290110 454 15358 SH SHARED 10 15358 D MARTEN TRANS LTD COM 57307510 148 10653 SH SHARED 10653 D MARTEN TRANS LTD COM 57307510 33 2400 SH SHARED 01 2400 D MARTEN TRANS LTD COM 57307510 496 35600 SH SHARED 10 35600 D MARTHA STEWART LIVING OMNIME CL A 57308310 3010 324714 SH SHARED 324714 D MARTHA STEWART LIVING OMNIME CL A 57308310 15 1700 SH SHARED 02 1700 D MARTHA STEWART LIVING OMNIME CL A 57308310 11 1200 SH SHARED 10 1200 D MARTIN MARIETTA MATLS INC COM 57328410 89594 675675 SH SHARED 675675 D MARTIN MARIETTA MATLS INC COM 57328410 2751 20751 SH SHARED 01 6751 14000 D MARTIN MARIETTA MATLS INC COM 57328410 53 400 SH SHR/OTHR 01 400 D MARTIN MARIETTA MATLS INC COM 57328410 7635 57586 SH SHARED 02 57586 D MARTIN MARIETTA MATLS INC COM 57328410 5 40 SH SHARED 05 40 D MARTIN MARIETTA MATLS INC COM 57328410 59 450 SH SHARED 06 450 D MARTIN MARIETTA MATLS INC COM 57328410 18654 140680 SH SHARED 10 110480 30200 D MARTIN MARIETTA MATLS INC COM 57328410 13 100 SH SHARED 21 100 D MARTIN MARIETTA MATLS INC COM 57328410 1312 9900 SH SHARED 24 9900 D MARTIN MIDSTREAM PRTNRS L P UNIT L P INT 57333110 18108 510109 SH SHARED 510109 D MARVEL ENTERTAINMENT INC COM 57383T10 328 12306 SH SHARED 12306 D MARVEL ENTERTAINMENT INC COM 57383T10 73 2750 SH SHARED 02 2750 D MARVEL ENTERTAINMENT INC COM 57383T10 1909 71502 SH SHARED 10 71502 D MARVEL ENTERTAINMENT INC COM 57383T10 11 420 SH SHR/OTHR 23 420 D MASCO CORP COM 57459910 22913 1060327 SH SHARED 1060327 D MASCO CORP COM 57459910 854 39531 SH SHARED 01 39531 D MASCO CORP COM 57459910 531 24586 SH SHARED 02 24586 D MASCO CORP COM 57459910 6 300 SH SHARED 05 300 D MASCO CORP COM 57459910 78 3640 SH SHARED 06 3640 D MASCO CORP COM 57459910 4492 207881 SH SHARED 10 207881 D MASCO CORP COM 57459910 179 8324 SH SHARED 14 8324 D MASCO CORP COM 57459910 4 220 SH SHARED 21 220 D MASCO CORP COM 57459910 41 1920 SH SHARED 22 1920 D MASCO CORP COM 57459910 198 9200 SH SHARED 23 9200 D MASCO CORP COM 57459910 47 2195 SH SHR/OTHR 23 2195 D MASISA S A NEW SPONSORED ADR 57480010 5 500 SH SHARED 500 D MASSBANK CORP READ MASS COM 57615210 8 225 SH SHARED 225 D MASSBANK CORP READ MASS COM 57615210 14 399 SH SHARED 23 399 D MASSEY ENERGY CORP COM 57620610 6397 178942 SH SHARED 178942 D MASSEY ENERGY CORP COM 57620610 284 7969 SH SHARED 01 7969 D MASSEY ENERGY CORP COM 57620610 903 25259 SH SHARED 02 25259 D MASSEY ENERGY CORP COM 57620610 340 9537 SH SHARED 10 6337 3200 D MASSEY ENERGY CORP COM 57620610 303 8500 SH SHARED 14 8500 D MASTEC INC COM 57632310 287 28315 SH SHARED 28315 D MASTEC INC COM 57632310 235 23135 SH SHARED 01 23135 D MASTEC INC COM 57632310 1037 102000 SH SHARED 10 102000 D MASTERCARD INC CL A 57636Q10 473264 2199186 SH SHARED 2199186 D MASTERCARD INC CL A 57636Q10 667 3100 SH SHARED 01 2600 500 D MASTERCARD INC CL A 57636Q10 214646 997426 SH SHARED 02 997426 D MASTERCARD INC CL A 57636Q10 4312 20040 SH SHARED 05 20040 D MASTERCARD INC CL A 57636Q10 161 750 SH SHARED 06 750 D MASTERCARD INC CL A 57636Q10 23949 111290 SH SHARED 10 111290 D MASTERCARD INC CL A 57636Q10 139 649 SH SHARED 21 649 D MATERIAL SCIENCES CORP COM 57667410 2 332 SH SHARED 332 D MATHSTAR INC COM 57680120 95 146685 SH SHARED 146685 D MATRIA HEALTHCARE INC COM NEW 57681720 7 321 SH SHARED 321 D MATRIA HEALTHCARE INC COM NEW 57681720 54 2300 SH SHARED 02 2300 D MATRIA HEALTHCARE INC COM NEW 57681720 33 1425 SH SHARED 21 1425 D MATRIXX INITIATIVES INC COM 57685L10 3 264 SH SHARED 264 D MATRIX SVC CO COM 57685310 105 4852 SH SHARED 4852 D MATRIX SVC CO COM 57685310 1244 57015 SH SHARED 01 56715 300 D MATRIX SVC CO COM 57685310 1200 55000 SH SHR/OTHR 01 55000 D MATRIX SVC CO COM 57685310 5519 252950 SH SHARED 10 252950 D MATSUSHITA ELEC INDL ADR 57687920 386 18898 SH SHARED 18898 D MATSUSHITA ELEC INDL ADR 57687920 5 256 SH SHARED 21 256 D MATTEL INC COM 57708110 104 5500 SH SHARED 5500 D MATTEL INC COM 57708110 34585 1816461 SH SHARED 1287361 529100 D MATTEL INC COM 57708110 1947 102310 SH SHARED 01 102310 D MATTEL INC COM 57708110 444 23357 SH SHARED 02 23357 D MATTEL INC COM 57708110 5 300 SH SHARED 05 300 D MATTEL INC COM 57708110 109 5770 SH SHARED 06 5770 D MATTEL INC COM 57708110 42604 2237637 SH SHARED 10 1927737 309900 D MATTEL INC COM 57708110 281 14800 SH SHARED 15 14800 D MATTEL INC COM 57708110 42 2220 SH SHARED 21 1500 720 D MATTEL INC COM 57708110 353 18550 SH SHR/OTHR 23 18550 D MATTEL INC COM 57708110 544 28600 SH SHARED 24 28600 D MATTHEWS INTL CORP CL A 57712810 192 4109 SH SHARED 4109 D MATTHEWS INTL CORP CL A 57712810 458 9775 SH SHARED 01 175 9600 D MATTHEWS INTL CORP CL A 57712810 82 1767 SH SHARED 02 1767 D MATTHEWS INTL CORP CL A 57712810 276 5900 SH SHARED 10 5900 D MATTSON TECHNOLOGY INC COM 57722310 227 26622 SH SHARED 26622 D MATTSON TECHNOLOGY INC COM 57722310 17 2050 SH SHARED 01 2050 D MAXTOR CORP NOTE 6.800% 4/3 577729AC 22360 20000000 PRN SHARED 0000000 D MAXCOM TELECOMUNICACIONES SA ADR REP PR CTF 57773A50 64 5050 SH SHARED 5050 D MAXCOM TELECOMUNICACIONES SA ADR REP PR CTF 57773A50 289 22800 SH SHARED 01 22800 D MAXCOM TELECOMUNICACIONES SA ADR REP PR CTF 57773A50 1271 100000 SH SHARED 02 100000 D MAXCOM TELECOMUNICACIONES SA ADR REP PR CTF 57773A50 1528 120250 SH SHARED 04 120250 D MAXCOM TELECOMUNICACIONES SA ADR REP PR CTF 57773A50 10276 808500 SH SHARED 10 808500 D MAXCOM TELECOMUNICACIONES SA ADR REP PR CTF 57773A50 179 14100 SH SHARED 24 14100 D MAXUS RLTY TR INC COM 57774B10 0 28 SH SHARED 28 D MAXWELL TECHNOLOGIES INC COM 57776710 3 481 SH SHARED 481 D MAXYGEN INC COM 57777610 540 67360 SH SHARED 67360 D MAXYGEN INC COM 57777610 52 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 206 5358 SH SHARED 5358 D MAXIMUS INC COM 57793310 27 700 SH SHARED 01 700 D MAXIMUS INC COM 57793310 68 1775 SH SHARED 02 1775 D MAXIMUS INC COM 57793310 1119 29000 SH SHARED 10 29000 D MAYFLOWER BANCORP INC COM 57832110 0 51 SH SHARED 51 D MBT FINL CORP COM 57887710 5 619 SH SHARED 619 D MCAFEE INC COM 57906410 3949 105318 SH SHARED 105318 D MCAFEE INC COM 57906410 1843 49157 SH SHARED 01 1882 47275 D MCAFEE INC COM 57906410 2881 76843 SH SHARED 02 76843 D MCAFEE INC COM 57906410 37 1000 SH SHARED 06 1000 D MCAFEE INC COM 57906410 1045 27884 SH SHARED 10 27884 D MCAFEE INC COM 57906410 768 20500 SH SHARED 14 20500 D MCCLATCHY CO CL A 57948910 15090 1205323 SH SHARED 1205323 D MCCLATCHY CO CL A 57948910 263 21036 SH SHARED 02 21036 D MCCLATCHY CO CL A 57948910 118 9500 SH SHARED 10 9500 D MCCLATCHY CO CL A 57948910 7 600 SH SHARED 14 600 D MCCLATCHY CO CL A 57948910 6 511 SH SHR/OTHR 23 511 D MCCORMICK & CO INC COM NON VTG 57978020 23180 611462 SH SHARED 611462 D MCCORMICK & CO INC COM NON VTG 57978020 533 14080 SH SHARED 01 14080 D MCCORMICK & CO INC COM NON VTG 57978020 496 13107 SH SHARED 02 13107 D MCCORMICK & CO INC COM NON VTG 57978020 1727 45580 SH SHARED 06 45580 D MCCORMICK & CO INC COM NON VTG 57978020 6007 158464 SH SHARED 10 143664 14800 D MCCORMICK & CO INC COM NON VTG 57978020 193 5100 SH SHARED 14 5100 D MCCORMICK & SCHMICKS SEAFD R COM 57979310 77 6503 SH SHARED 6503 D MCCORMICK & SCHMICKS SEAFD R COM 57979310 19 1600 SH SHARED 01 1600 D MCCORMICK & SCHMICKS SEAFD R COM 57979310 796 66800 SH SHARED 10 66800 D MCDATA CORP NOTE 2.250% 2/1 580031AD 1061 1114000 PRN SHARED 1114000 D MCDATA CORP NOTE 2.250% 2/1 580031AD 372 391000 PRN SHARED 02 391000 D MCDERMOTT INTL INC COM 58003710 5063 85773 SH SHARED 85773 D MCDERMOTT INTL INC COM 58003710 450 7640 SH SHARED 01 7640 D MCDERMOTT INTL INC COM 58003710 17 300 SH SHR/OTHR 01 300 D MCDERMOTT INTL INC COM 58003710 84 1425 SH SHARED 02 1425 D MCDERMOTT INTL INC COM 58003710 123 2100 SH SHARED 06 2100 D MCDERMOTT INTL INC COM 58003710 20283 343620 SH SHARED 10 343120 500 D MCDERMOTT INTL INC COM 58003710 339 5758 SH SHARED 14 5758 D MCDERMOTT INTL INC COM 58003710 321 5450 SH SHARED 21 5450 D MCDERMOTT INTL INC COM 58003710 519 8800 SH SHR/OTHR 23 8800 D MCDONALDS CORP COM 58013510 3502 59458 SH SHARED 46024 13434 D MCDONALDS CORP COM 58013510 222599 3778640 SH SHARED 3722690 55950 D MCDONALDS CORP COM 58013510 27917 473896 SH SHARED 01 386088 87808 D MCDONALDS CORP COM 58013510 5153 87478 SH SHR/OTHR 01 87478 D MCDONALDS CORP COM 58013510 35475 602200 SH SHARED 02 602200 D MCDONALDS CORP COM 58013510 831 14111 SH SHARED 04 14111 D MCDONALDS CORP COM 58013510 5784 98190 SH SHARED 04 98190 D MCDONALDS CORP COM 58013510 15347 260520 SH SHARED 05 260520 D MCDONALDS CORP COM 58013510 31954 542430 SH SHARED 06 542430 D MCDONALDS CORP COM 58013510 194290 3298085 SH SHARED 10 3206670 91415 D MCDONALDS CORP COM 58013510 366 6216 SH SHR/OTHR 10 6216 D MCDONALDS CORP COM 58013510 630 10704 SH SHARED 14 10704 D MCDONALDS CORP COM 58013510 4418 75000 SH SHARED 15 75000 D MCDONALDS CORP COM 58013510 6248 106063 SH SHARED 19 106063 D MCDONALDS CORP COM 58013510 5032 85431 SH SHARED 20 56280 29151 D MCDONALDS CORP COM 58013510 2104 35723 SH SHR/OTHR 20 35723 D MCDONALDS CORP COM 58013510 1154 19605 SH SHARED 21 15614 3991 D MCDONALDS CORP COM 58013510 954 16200 SH SHR/OTHR 21 16200 D MCDONALDS CORP COM 58013510 1423 24167 SH SHARED 22 16477 7690 D MCDONALDS CORP COM 58013510 140 2377 SH SHR/OTHR 22 2377 D MCDONALDS CORP COM 58013510 3280 55685 SH SHARED 23 51870 3815 D MCDONALDS CORP COM 58013510 7736 131327 SH SHR/OTHR 23 131327 D MCDONALDS CORP COM 58013510 117 2000 SH SHARED 24 2000 D MCF CORP COM NEW 58039530 1 297 SH SHARED 297 D MCG CAPITAL CORP COM 58047P10 12092 1043373 SH SHARED 1043373 D MCG CAPITAL CORP COM 58047P10 96 8300 SH SHARED 02 8300 D MCG CAPITAL CORP COM 58047P10 3847 331950 SH SHARED 10 331950 D MCGRATH RENTCORP COM 58058910 178 6947 SH SHARED 6947 D MCGRATH RENTCORP COM 58058910 77 3025 SH SHARED 01 3025 D MCGRATH RENTCORP COM 58058910 445 17300 SH SHARED 02 17300 D MCGRATH RENTCORP COM 58058910 345 13400 SH SHARED 10 13400 D MCGRATH RENTCORP COM 58058910 33 1305 SH SHARED 21 1305 D MCGRAW HILL COS INC COM 58064510 25510 582307 SH SHARED 582307 D MCGRAW HILL COS INC COM 58064510 6584 150304 SH SHARED 01 63857 86447 D MCGRAW HILL COS INC COM 58064510 5653 129038 SH SHR/OTHR 01 129038 D MCGRAW HILL COS INC COM 58064510 507 11580 SH SHARED 02 11580 D MCGRAW HILL COS INC COM 58064510 8 190 SH SHARED 05 190 D MCGRAW HILL COS INC COM 58064510 147 3370 SH SHARED 06 3370 D MCGRAW HILL COS INC COM 58064510 56380 1286938 SH SHARED 10 1252588 34350 D MCGRAW HILL COS INC COM 58064510 828 18913 SH SHARED 14 18913 D MCGRAW HILL COS INC COM 58064510 4691 107083 SH SHARED 20 30870 76213 D MCGRAW HILL COS INC COM 58064510 2186 49900 SH SHR/OTHR 20 49900 D MCGRAW HILL COS INC COM 58064510 741 16925 SH SHARED 21 14425 2500 D MCGRAW HILL COS INC COM 58064510 21 500 SH SHR/OTHR 21 500 D MCGRAW HILL COS INC COM 58064510 33336 760940 SH SHARED 22 569644 191296 D MCGRAW HILL COS INC COM 58064510 883 20175 SH SHR/OTHR 22 20175 D MCGRAW HILL COS INC COM 58064510 9187 209716 SH SHARED 23 204326 5390 D MCGRAW HILL COS INC COM 58064510 142111 3243821 SH SHR/OTHR 23 3243821 D MCGRAW HILL COS INC COM 58064510 46 1066 SH SHARED 24 1066 D MCKESSON CORP COM 58155Q10 69052 1054078 SH SHARED 991178 62900 D MCKESSON CORP COM 58155Q10 3868 59052 SH SHARED 01 54700 4352 D MCKESSON CORP COM 58155Q10 1753 26761 SH SHARED 02 26761 D MCKESSON CORP COM 58155Q10 8418 128500 SH SHARED 04 128500 D MCKESSON CORP COM 58155Q10 9 148 SH SHARED 05 148 D MCKESSON CORP COM 58155Q10 182 2790 SH SHARED 06 2790 D MCKESSON CORP COM 58155Q10 66586 1016430 SH SHARED 10 943930 72500 D MCKESSON CORP COM 58155Q10 2088 31876 SH SHARED 14 3300 28576 D MCKESSON CORP COM 58155Q10 4449 67928 SH SHARED 16 67928 D MCKESSON CORP COM 58155Q10 7 120 SH SHARED 21 120 D MCMORAN EXPLORATION CO COM 58241110 140 10702 SH SHARED 10702 D MCMORAN EXPLORATION CO COM 58241110 34 2600 SH SHARED 01 2600 D MCMORAN EXPLORATION CO COM 58241110 10 825 SH SHARED 02 825 D MCMORAN EXPLORATION CO COM 58241110 125 9600 SH SHARED 10 9600 D MCMORAN EXPLORATION CO PFD MAND CNV 58241150 3048 30000 SH SHARED 30000 D MEADE INSTRUMENTS CORP COM 58306210 0 436 SH SHARED 436 D MEADOW VY CORP COM 58318510 15 1184 SH SHARED 1184 D MEADOWBROOK INS GROUP INC COM 58319P10 116 12401 SH SHARED 12401 D MEADOWBROOK INS GROUP INC COM 58319P10 1 171 SH SHARED 02 171 D MEADOWBROOK INS GROUP INC COM 58319P10 263 28000 SH SHARED 10 28000 D MEADOWBROOK INS GROUP INC COM 58319P10 16 1765 SH SHARED 22 1765 D MEADWESTVACO CORP COM 58333410 14553 464976 SH SHARED 464976 D MEADWESTVACO CORP COM 58333410 845 27023 SH SHARED 01 26296 727 D MEADWESTVACO CORP COM 58333410 583 18648 SH SHARED 02 18648 D MEADWESTVACO CORP COM 58333410 9 316 SH SHARED 04 316 D MEADWESTVACO CORP COM 58333410 6 200 SH SHARED 05 200 D MEADWESTVACO CORP COM 58333410 62 2010 SH SHARED 06 2010 D MEADWESTVACO CORP COM 58333410 2639 84339 SH SHARED 10 84339 D MEADWESTVACO CORP COM 58333410 68 2193 SH SHR/OTHR 23 2193 D MEASUREMENT SPECIALTIES INC COM 58342110 2 117 SH SHARED 117 D MECHANICAL TECHNOLOGY INC COM 58353810 0 991 SH SHARED 991 D MECHEL OAO SPONSORED ADR 58384010 2574 26500 SH SHARED 26500 D MECHEL OAO SPONSORED ADR 58384010 2456 25291 SH SHARED 25291 D MECHEL OAO SPONSORED ADR 58384010 43713 450000 SH SHARED 04 450000 D MECHEL OAO SPONSORED ADR 58384010 21856 225000 SH SHARED 05 225000 D MEDAREX INC COM 58391610 3055 293187 SH SHARED 293187 D MEDAREX INC COM 58391610 141 13580 SH SHARED 01 13580 D MEDAREX INC COM 58391610 81 7796 SH SHARED 02 7796 D MEDAREX INC COM 58391610 1448 139000 SH SHARED 04 139000 D MEDAREX INC COM 58391610 758 72800 SH SHARED 10 72800 D MEDAREX INC COM 58391610 35 3359 SH SHARED 21 3359 D MEDALLION FINL CORP COM 58392810 5 508 SH SHARED 508 D MEDALLION FINL CORP COM 58392810 10 1000 SH SHR/OTHR 23 1000 D MEDCATH CORP COM 58404W10 119 4873 SH SHARED 4873 D MEDCATH CORP COM 58404W10 27 1100 SH SHARED 01 1100 D MEDCATH CORP COM 58404W10 628 25600 SH SHARED 10 25600 D MEDASSETS INC COM 58404510 8 347 SH SHARED 347 D MEDASSETS INC COM 58404510 64 2700 SH SHARED 02 2200 500 D MEDASSETS INC COM 58404510 2676 111800 SH SHARED 04 111800 D MEDASSETS INC COM 58404510 258 10800 SH SHARED 06 10800 D MEDASSETS INC COM 58404510 258 10800 SH SHARED 10 10800 D MEDCO HEALTH SOLUTIONS INC COM 58405U10 -2199 -21694 SH SHARED -21694 D MEDCO HEALTH SOLUTIONS INC COM 58405U10 44976 443559 SH SHARED 407494 36065 D MEDCO HEALTH SOLUTIONS INC COM 58405U10 5884 58034 SH SHARED 01 51193 6841 D MEDCO HEALTH SOLUTIONS INC COM 58405U10 59 589 SH SHR/OTHR 01 589 D MEDCO HEALTH SOLUTIONS INC COM 58405U10 6088 60049 SH SHARED 02 60049 D MEDCO HEALTH SOLUTIONS INC COM 58405U10 5556 54800 SH SHARED 04 54800 D MEDCO HEALTH SOLUTIONS INC COM 58405U10 15 155 SH SHARED 05 155 D MEDCO HEALTH SOLUTIONS INC COM 58405U10 263 2603 SH SHARED 06 2603 D MEDCO HEALTH SOLUTIONS INC COM 58405U10 111840 1102964 SH SHARED 10 1098364 4600 D MEDCO HEALTH SOLUTIONS INC COM 58405U10 252 2491 SH SHARED 14 1241 1250 D MEDCO HEALTH SOLUTIONS INC COM 58405U10 2 24 SH SHARED 19 24 D MEDCO HEALTH SOLUTIONS INC COM 58405U10 110 1085 SH SHARED 20 1085 D MEDCO HEALTH SOLUTIONS INC COM 58405U10 2 24 SH SHARED 21 24 D MEDCO HEALTH SOLUTIONS INC COM 58405U10 260 2571 SH SHARED 22 2161 410 D MEDCO HEALTH SOLUTIONS INC COM 58405U10 2147 21176 SH SHARED 23 18038 3138 D MEDCO HEALTH SOLUTIONS INC COM 58405U10 2761 27238 SH SHR/OTHR 23 27238 D MEDECISION INC COM 58406P10 0 198 SH SHARED 198 D MEDECISION INC COM 58406P10 1899 657421 SH SHARED 04 657421 D MEDIA & ENTMT HOLDINGS INC COM 58439W10 7305 988586 SH SHARED 988586 D MEDIA & ENTMT HOLDINGS INC *W EXP 03/09/201 58439W11 5 8417 SH SHARED 8417 D MEDIA & ENTMT HOLDINGS INC UNIT 99/99/9999 58439W20 21 2623 SH SHARED 2623 D MEDIA GEN INC CL A 58440410 42453 1997816 SH SHARED 1997816 D MEDIA GEN INC CL A 58440410 116 5500 SH SHARED 01 5500 D MEDIA GEN INC CL A 58440410 22 1062 SH SHARED 02 1062 D MEDIA GEN INC CL A 58440410 554 26100 SH SHARED 10 26100 D MEDIA GEN INC CL A 58440410 21 1000 SH SHARED 23 1000 D MEDIALINK WORLDWIDE INC COM 58445P10 0 157 SH SHARED 157 D MEDIACOM COMMUNICATIONS CORP CL A 58446K10 201 43895 SH SHARED 43895 D MEDIACOM COMMUNICATIONS CORP CL A 58446K10 23 5200 SH SHARED 01 5200 D MEDIACOM COMMUNICATIONS CORP CL A 58446K10 14 3150 SH SHARED 02 3150 D MEDIACOM COMMUNICATIONS CORP CL A 58446K10 427 93100 SH SHARED 10 93100 D MEDIA SCIENCES INTL INC COM 58446X10 1 244 SH SHARED 244 D MEDIA SCIENCES INTL INC COM 58446X10 86 20000 SH SHR/OTHR 01 20000 D MEDICAL ACTION INDS INC COM 58449L10 16 776 SH SHARED 776 D MEDICAL ACTION INDS INC COM 58449L10 34 1669 SH SHARED 21 1669 D MEDICAL STAFFING NETWK HLDGS COM 58463F10 14 2384 SH SHARED 2384 D MEDICAL PPTYS TRUST INC COM 58463J30 56 5526 SH SHARED 5526 D MEDICAL PPTYS TRUST INC COM 58463J30 212 20900 SH SHARED 10 20900 D MEDICAL PPTYS TRUST INC COM 58463J30 10 1000 SH SHARED 20 1000 D MEDICINOVA INC COM NEW 58468P20 1 251 SH SHARED 251 D MEDICINES CO COM 58468810 51 2690 SH SHARED 2690 D MEDICINES CO COM 58468810 159 8300 SH SHARED 01 8300 D MEDICINES CO COM 58468810 41 2175 SH SHARED 02 2175 D MEDICINES CO COM 58468810 21 1140 SH SHARED 21 1140 D MEDICIS PHARMACEUTICAL CORP NOTE 1.500% 6/0 584690AB 6797 6922000 PRN SHARED 6922000 D MEDICIS PHARMACEUTICAL CORP NOTE 1.500% 6/0 584690AB 2753 2804000 PRN SHARED 02 2804000 D MEDICIS PHARMACEUTICAL CORP CL A NEW 58469030 1487 57267 SH SHARED 57267 D MEDICIS PHARMACEUTICAL CORP CL A NEW 58469030 755 29100 SH SHARED 01 13000 16100 D MEDICIS PHARMACEUTICAL CORP CL A NEW 58469030 486 18725 SH SHARED 02 18725 D MEDICIS PHARMACEUTICAL CORP CL A NEW 58469030 1018 39200 SH SHARED 10 39200 D MEDICIS PHARMACEUTICAL CORP CL A NEW 58469030 1155 44500 SH SHARED 14 44500 D MEDIFAST INC COM 58470H10 7 1517 SH SHARED 1517 D MEDICIS PHARMACEUTICAL CORP NOTE 2.500% 6/0 58470KAA 15007 14500000 PRN SHARED 02 4500000 D MEDIWARE INFORMATION SYS INC COM 58494610 1 152 SH SHARED 152 D MEDTOX SCIENTIFIC INC COM NEW 58497720 10 588 SH SHARED 588 D MEDIS TECHNOLOGIES LTD COM 58500P10 8323 539426 SH SHARED 539426 D MEDIVATION INC COM 58501N10 5032 349490 SH SHARED 349490 D MEDIVATION INC COM 58501N10 27 1900 SH SHARED 10 1900 D MEDTRONIC INC NOTE 1.500% 4/1 585055AL 21233 19900000 PRN SHARED 9900000 D MEDTRONIC INC NOTE 1.500% 4/1 585055AL 42840 40150000 PRN SHARED 04 0150000 D MEDTRONIC INC NOTE 1.625% 4/1 585055AM 1387 1300000 PRN SHARED 1300000 D MEDTRONIC INC COM 58505510 47 950 SH SHARED 950 D MEDTRONIC INC COM 58505510 553066 11001914 SH SHARED 0980814 21100 D MEDTRONIC INC COM 58505510 10481 208498 SH SHARED 01 161102 47396 D MEDTRONIC INC COM 58505510 1992 39637 SH SHR/OTHR 01 39637 D MEDTRONIC INC COM 58505510 16568 329588 SH SHARED 02 329588 D MEDTRONIC INC COM 58505510 263230 5236325 SH SHARED 04 5236325 D MEDTRONIC INC COM 58505510 25 500 SH SHARED 05 500 D MEDTRONIC INC COM 58505510 553 11002 SH SHARED 06 11002 D MEDTRONIC INC COM 58505510 103071 2050348 SH SHARED 10 1985548 64800 D MEDTRONIC INC COM 58505510 34 684 SH SHR/OTHR 10 684 D MEDTRONIC INC COM 58505510 3069 61063 SH SHARED 14 51200 9863 D MEDTRONIC INC COM 58505510 6132 122000 SH SHARED 15 122000 D MEDTRONIC INC COM 58505510 1859 37000 SH SHARED 16 37000 D MEDTRONIC INC COM 58505510 67 1350 SH SHARED 19 1350 D MEDTRONIC INC COM 58505510 1470 29255 SH SHARED 20 5895 23360 D MEDTRONIC INC COM 58505510 1758 34975 SH SHR/OTHR 20 34975 D MEDTRONIC INC COM 58505510 1064 21170 SH SHARED 21 15170 6000 D MEDTRONIC INC COM 58505510 252 5030 SH SHR/OTHR 21 5030 D MEDTRONIC INC COM 58505510 133 2650 SH SHARED 22 1250 1400 D MEDTRONIC INC COM 58505510 121 2424 SH SHR/OTHR 22 2424 D MEDTRONIC INC COM 58505510 2316 46080 SH SHARED 23 41400 4680 D MEDTRONIC INC COM 58505510 5175 102960 SH SHR/OTHR 23 102960 D MEDTRONIC INC COM 58505510 94 1870 SH SHARED 24 1870 D MELCO PBL ENTMNT LTD ADR 58546410 464 40191 SH SHARED 40191 D MELCO PBL ENTMNT LTD ADR 58546410 529 45835 SH SHARED 02 45835 D MELCO PBL ENTMNT LTD ADR 58546410 3633 314280 SH SHARED 10 314280 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 617 22900 SH SHARED 22900 D MENS WEARHOUSE INC COM 58711810 35 1300 SH SHARED 01 1300 D MENS WEARHOUSE INC COM 58711810 22396 830100 SH SHARED 10 830100 D MENS WEARHOUSE INC COM 58711810 32 1204 SH SHARED 21 1204 D MENTOR CORP MINN NOTE 2.750% 1/0 587188AC 693 500000 PRN SHARED 500000 D MENTOR CORP MINN COM 58718810 607 15547 SH SHARED 15547 D MENTOR CORP MINN COM 58718810 7 200 SH SHARED 01 200 D MENTOR CORP MINN COM 58718810 71 1825 SH SHARED 02 1825 D MENTOR CORP MINN COM 58718810 1462 37400 SH SHARED 10 37400 D MENTOR GRAPHICS CORP FRNT 8/0 587200AD 3033 3000000 PRN SHARED 3000000 D MENTOR GRAPHICS CORP SDCV 6.250% 3/0 587200AF 10100 10000000 PRN SHARED 0000000 D MENTOR GRAPHICS CORP SDCV 6.250% 3/0 587200AF 25 25000 PRN SHARED 02 25000 D MENTOR GRAPHICS CORP COM 58720010 2947 273442 SH SHARED 273442 D MENTOR GRAPHICS CORP COM 58720010 299 27800 SH SHARED 01 27800 D MENTOR GRAPHICS CORP COM 58720010 101 9425 SH SHARED 02 9425 D MENTOR GRAPHICS CORP COM 58720010 210 19500 SH SHARED 10 19500 D MERCADOLIBRE INC COM 58733R10 384 5204 SH SHARED 5204 D MERCADOLIBRE INC COM 58733R10 339 4600 SH SHARED 01 4600 D MERCANTILE BANCORP INC ILL COM 58734P10 2 169 SH SHARED 169 D MERCANTILE BANK CORP COM 58737610 103 6647 SH SHARED 6647 D MERCANTILE BANK CORP COM 58737610 0 17 SH SHARED 02 17 D MERCANTILE BANK CORP COM 58737610 0 1 SH SHARED 10 1 D MERCER INS GROUP INC COM 58790210 44 2484 SH SHARED 2484 D MERCER INTL INC COM 58805610 123 15756 SH SHARED 15756 D MERCHANTS BANCSHARES COM 58844810 2 123 SH SHARED 123 D MERCK & CO INC COM 58933110 109 1890 SH SHARED 1110 780 D MERCK & CO INC COM 58933110 368346 6338780 SH SHARED 6234930 103850 D MERCK & CO INC COM 58933110 31007 533605 SH SHARED 01 308122 225483 D MERCK & CO INC COM 58933110 1211 20850 SH SHR/OTHR 01 20850 D MERCK & CO INC COM 58933110 48061 827079 SH SHARED 02 827079 D MERCK & CO INC COM 58933110 125 2157 SH SHARED 04 2157 D MERCK & CO INC COM 58933110 64999 1118567 SH SHARED 04 1118567 D MERCK & CO INC COM 58933110 54 930 SH SHARED 05 930 D MERCK & CO INC COM 58933110 40700 700410 SH SHARED 06 700410 D MERCK & CO INC COM 58933110 129883 2235133 SH SHARED 10 2183933 51200 D MERCK & CO INC COM 58933110 2511 43226 SH SHARED 14 5200 38026 D MERCK & CO INC COM 58933110 3685 63417 SH SHARED 16 63417 D MERCK & CO INC COM 58933110 11 200 SH SHARED 19 200 D MERCK & CO INC COM 58933110 4492 77302 SH SHARED 20 26327 50975 D MERCK & CO INC COM 58933110 6795 116935 SH SHR/OTHR 20 116935 D MERCK & CO INC COM 58933110 775 13337 SH SHARED 21 13337 D MERCK & CO INC COM 58933110 622 10717 SH SHARED 22 10717 D MERCK & CO INC COM 58933110 87 1500 SH SHR/OTHR 22 1500 D MERCK & CO INC COM 58933110 17418 299759 SH SHARED 23 291659 8100 D MERCK & CO INC COM 58933110 15361 264353 SH SHR/OTHR 23 264353 D MERCURY COMPUTER SYS NOTE 2.000% 5/0 589378AB 1816 2000000 PRN SHARED 2000000 D MERCURY COMPUTER SYS COM 58937810 0 10 SH SHARED 10 D MERCURY COMPUTER SYS COM 58937810 7 461 SH SHARED 02 461 D MERCURY GENL CORP NEW COM 58940010 1004 20166 SH SHARED 20166 D MERCURY GENL CORP NEW COM 58940010 244 4900 SH SHARED 01 4900 D MERCURY GENL CORP NEW COM 58940010 214 4309 SH SHARED 02 4309 D MERCURY GENL CORP NEW COM 58940010 568 11417 SH SHARED 10 11417 D MEREDITH CORP COM 58943310 2612 47517 SH SHARED 47517 D MEREDITH CORP COM 58943310 675 12294 SH SHARED 01 9294 3000 D MEREDITH CORP COM 58943310 167 3039 SH SHARED 02 3039 D MEREDITH CORP COM 58943310 5533 100639 SH SHARED 10 100639 D MEREDITH CORP COM 58943310 12 220 SH SHARED 21 220 D MEREDITH CORP COM 58943310 87 1596 SH SHR/OTHR 23 1596 D MERIDIAN BIOSCIENCE INC COM 58958410 102 3394 SH SHARED 3394 D MERIDIAN BIOSCIENCE INC COM 58958410 39 1300 SH SHARED 01 1300 D MERIDIAN RESOURCE CORP COM 58977Q10 55 30400 SH SHARED 30400 D MERIDIAN RESOURCE CORP COM 58977Q10 3 1967 SH SHARED 02 1967 D MERIT MED SYS INC COM 58988910 7 527 SH SHARED 527 D MERIDIAN GOLD INC COM 58997510 1290 36350 SH SHARED 36350 D MERGE TECHNOLOGIES INC COM 58998110 0 826 SH SHARED 826 D MERITAGE HOMES CORP COM 59001A10 243 16702 SH SHARED 16702 D MERITAGE HOMES CORP COM 59001A10 138 9525 SH SHARED 02 9525 D MERITAGE HOMES CORP COM 59001A10 144 9900 SH SHARED 10 9900 D MERITAGE HOMES CORP COM 59001A10 14 1027 SH SHARED 21 1027 D MERIX CORP COM 59004910 221 47735 SH SHARED 47735 D MERRILL LYNCH & CO INC NOTE 3/1 590188W4 10052 9299000 PRN SHARED 9299000 D MERRILL LYNCH & CO INC NOTE 3/1 590188W4 16805 15546000 PRN SHARED 02 5546000 D MERRILL LYNCH & CO INC NOTE 3/1 590188W4 48645 45000000 PRN SHARED 04 5000000 D MERRILL LYNCH & CO INC COM 59018810 216 4036 SH SHARED 3500 536 D MERRILL LYNCH & CO INC COM 59018810 133164 2480702 SH SHARED 2154947 325755 D MERRILL LYNCH & CO INC COM 59018810 10016 186591 SH SHARED 01 151853 34738 D MERRILL LYNCH & CO INC COM 59018810 1001 18655 SH SHR/OTHR 01 18655 D MERRILL LYNCH & CO INC COM 59018810 846 15772 SH SHARED 02 15772 D MERRILL LYNCH & CO INC COM 59018810 5206 97000 SH SHARED 04 97000 D MERRILL LYNCH & CO INC COM 59018810 18 350 SH SHARED 05 350 D MERRILL LYNCH & CO INC COM 59018810 3186 59358 SH SHARED 06 59358 D MERRILL LYNCH & CO INC COM 59018810 82245 1532138 SH SHARED 10 1325938 206200 D MERRILL LYNCH & CO INC COM 59018810 2270 42292 SH SHARED 14 42292 D MERRILL LYNCH & CO INC COM 59018810 391 7300 SH SHARED 15 7300 D MERRILL LYNCH & CO INC COM 59018810 223 4160 SH SHARED 20 2090 2070 D MERRILL LYNCH & CO INC COM 59018810 123 2300 SH SHR/OTHR 20 2300 D MERRILL LYNCH & CO INC COM 59018810 1817 33863 SH SHARED 21 33638 225 D MERRILL LYNCH & CO INC COM 59018810 96 1800 SH SHR/OTHR 21 1800 D MERRILL LYNCH & CO INC COM 59018810 194 3627 SH SHARED 22 2927 700 D MERRILL LYNCH & CO INC COM 59018810 37 695 SH SHR/OTHR 22 695 D MERRILL LYNCH & CO INC COM 59018810 1810 33722 SH SHARED 23 33122 600 D MERRILL LYNCH & CO INC COM 59018810 1035 19297 SH SHR/OTHR 23 19297 D MERRILL LYNCH & CO INC COM 59018810 880 16400 SH SHARED 24 16400 D MERRIMAC INDS INC COM 59026210 0 44 SH SHARED 44 D MERUELO MADDUX PROPERTIES IN COM 59047310 106 26700 SH SHARED 10 26700 D MESA AIR GROUP INC COM 59047910 9 3025 SH SHARED 3025 D MESA LABS INC COM 59064R10 1 73 SH SHARED 73 D MESABI TR CTF BEN INT 59067210 12 606 SH SHARED 606 D MET PRO CORP COM 59087630 4 389 SH SHARED 389 D META FINL GROUP INC COM 59100U10 2 52 SH SHARED 52 D METABASIS THERAPEUTICS INC COM 59101M10 224 74944 SH SHARED 74944 D METABOLIX INC COM 59101880 5 234 SH SHARED 234 D METABOLIX INC COM 59101880 3462 145500 SH SHARED 10 145500 D METAL MGMT INC COM NEW 59109720 138 3052 SH SHARED 3052 D METAL MGMT INC COM NEW 59109720 6087 133700 SH SHARED 10 133700 D METALICO INC COM 59117610 63 5832 SH SHARED 5832 D METALICO INC COM 59117610 28 2600 SH SHARED 02 2600 D METALLICA RES INC COM 59125J10 2452 450000 SH SHARED 04 450000 D METALLICA RES INC COM 59125J10 7123 1307000 SH SHARED 10 1307000 D METALLINE MINING INC COM 59125710 71 30007 SH SHARED 30007 D METAVANTE TECHNOLOGIES INC COM 59140710 5164 221442 SH SHARED 221442 D METAVANTE TECHNOLOGIES INC COM 59140710 850 36490 SH SHARED 01 8248 28242 D METAVANTE TECHNOLOGIES INC COM 59140710 108 4638 SH SHARED 02 4638 D METAVANTE TECHNOLOGIES INC COM 59140710 73 3166 SH SHARED 10 3166 D METAVANTE TECHNOLOGIES INC COM 59140710 0 1 SH SHARED 14 1 D METAVANTE TECHNOLOGIES INC COM 59140710 11 513 SH SHARED 20 513 D METAVANTE TECHNOLOGIES INC COM 59140710 6 300 SH SHR/OTHR 20 300 D METAVANTE TECHNOLOGIES INC COM 59140710 8 360 SH SHARED 21 360 D METHANEX CORP COM 59151K10 2415 87521 SH SHARED 87521 D METHANEX CORP COM 59151K10 5 200 SH SHARED 01 200 D METHANEX CORP COM 59151K10 309 11200 SH SHARED 14 11200 D METHODE ELECTRS INC COM 59152020 1145 69703 SH SHARED 69703 D METHODE ELECTRS INC COM 59152020 20 1275 SH SHARED 01 1275 D METHODE ELECTRS INC COM 59152020 146 8900 SH SHARED 02 8900 D METHODE ELECTRS INC COM 59152020 292 17800 SH SHARED 10 17800 D METLIFE INC COM 59156R10 63774 1034961 SH SHARED 978961 56000 D METLIFE INC COM 59156R10 4593 74544 SH SHARED 01 74144 400 D METLIFE INC COM 59156R10 2037 33070 SH SHARED 02 28360 4710 D METLIFE INC COM 59156R10 369 6000 SH SHARED 04 6000 D METLIFE INC COM 59156R10 2150 34900 SH SHARED 05 34900 D METLIFE INC COM 59156R10 21178 343700 SH SHARED 06 343700 D METLIFE INC COM 59156R10 110051 1785973 SH SHARED 10 1779473 6500 D METLIFE INC COM 59156R10 285 4632 SH SHARED 14 4632 D METLIFE INC COM 59156R10 3081 50000 SH SHARED 15 50000 D METLIFE INC COM 59156R10 9 148 SH SHARED 21 148 D METRO ONE TELECOMMUNICATIONS OM NEW 59163F20 0 132 SH SHARED 132 D METROCORP BANCSHARES INC COM 59165010 147 11363 SH SHARED 11363 D METROPCS COMMUNICATIONS INC COM 59170810 363 18708 SH SHARED 18708 D METROPCS COMMUNICATIONS INC COM 59170810 5380 276625 SH SHARED 02 276625 D METROPCS COMMUNICATIONS INC COM 59170810 270 13900 SH SHARED 10 13900 D METROPOLITAN HEALTH NETWORKS COM 59214210 2 1030 SH SHARED 1030 D METTLER TOLEDO INTERNATIONAL COM 59268810 370 3260 SH SHARED 3260 D METTLER TOLEDO INTERNATIONAL COM 59268810 595 5234 SH SHARED 5234 D METTLER TOLEDO INTERNATIONAL COM 59268810 7745 68060 SH SHARED 01 47680 20380 D METTLER TOLEDO INTERNATIONAL COM 59268810 1593 14004 SH SHR/OTHR 01 14004 D METTLER TOLEDO INTERNATIONAL COM 59268810 147 1300 SH SHARED 02 1300 D METTLER TOLEDO INTERNATIONAL COM 59268810 13 118 SH SHARED 04 118 D METTLER TOLEDO INTERNATIONAL COM 59268810 1138 10000 SH SHARED 04 10000 D METTLER TOLEDO INTERNATIONAL COM 59268810 64741 568910 SH SHARED 10 550000 18910 D METTLER TOLEDO INTERNATIONAL COM 59268810 3113 27360 SH SHARED 20 20470 6890 D METTLER TOLEDO INTERNATIONAL COM 59268810 641 5640 SH SHR/OTHR 20 5640 D METTLER TOLEDO INTERNATIONAL COM 59268810 56 500 SH SHR/OTHR 21 500 D METTLER TOLEDO INTERNATIONAL COM 59268810 643 5653 SH SHARED 22 4000 1653 D METTLER TOLEDO INTERNATIONAL COM 59268810 44 393 SH SHR/OTHR 22 393 D METTLER TOLEDO INTERNATIONAL COM 59268810 1045 9190 SH SHARED 23 8830 360 D METTLER TOLEDO INTERNATIONAL COM 59268810 608 5350 SH SHR/OTHR 23 5350 D METTLER TOLEDO INTERNATIONAL COM 59268810 68 600 SH SHARED 24 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D MIRANT CORP NEW *W EXP 01/03/201 60467R11 55231 3000077 SH SHARED 3000077 D MISONIX INC COM 60487110 0 157 SH SHARED 157 D MISSION WEST PPTYS INC COM 60520310 49 5200 SH SHARED 01 5200 D MISSION WEST PPTYS INC COM 60520310 66 7000 SH SHARED 02 7000 D MITCHAM INDS INC COM 60650110 170 8275 SH SHARED 8275 D MITSUBISHI UFJ FINL GROUP IN SPONSORED ADR 60682210 959 102863 SH SHARED 102863 D MITSUBISHI UFJ FINL GROUP IN SPONSORED ADR 60682210 12 1363 SH SHARED 01 163 1200 D MIZUHO FINL GROUP INC SPONSORED ADR 60687Y10 8 927 SH SHARED 927 D MIZUHO FINL GROUP INC SPONSORED ADR 60687Y10 33 3530 SH SHARED 21 3530 D MOBILE MINI INC COM 60740F10 3 166 SH SHARED 166 D MOBILE MINI INC COM 60740F10 6 350 SH SHARED 01 350 D MOBILE MINI INC COM 60740F10 7 398 SH SHARED 10 398 D MOBILE TELESYSTEMS OJSC SPONSORED ADR 60740910 3562 35000 SH SHARED 35000 D MOBILE TELESYSTEMS OJSC SPONSORED ADR 60740910 48805 479473 SH SHARED 463333 16140 D MOBILE TELESYSTEMS OJSC SPONSORED ADR 60740910 604 5940 SH SHARED 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COM 60902710 21 900 SH SHARED 01 900 D MONARCH CASINO & RESORT INC COM 60902710 351 14600 SH SHARED 10 14600 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 827 53852 SH SHARED 53852 D MONEYGRAM INTL INC COM 60935Y10 301 19594 SH SHARED 01 2694 16900 D MONEYGRAM INTL INC COM 60935Y10 235 15315 SH SHARED 02 15315 D MONEYGRAM INTL INC COM 60935Y10 1613 104979 SH SHARED 10 104979 D MONEYGRAM INTL INC COM 60935Y10 52 3425 SH SHARED 21 3425 D MONMOUTH REAL ESTATE INVT CO CL A 60972010 4 549 SH SHARED 549 D MONOGRAM BIOSCIENCES INC COM 60975U10 12 8708 SH SHARED 8708 D MONOLITHIC PWR SYS INC COM 60983910 468 21800 SH SHARED 21800 D MONOLITHIC PWR SYS INC COM 60983910 53 2500 SH SHARED 04 2500 D MONRO MUFFLER BRAKE INC COM 61023610 15 773 SH SHARED 773 D MONRO MUFFLER BRAKE INC COM 61023610 3 187 SH SHARED 01 187 D MONRO MUFFLER BRAKE INC COM 61023610 30 1561 SH SHARED 21 1561 D MONSANTO CO NEW COM 61166W10 5637 50476 SH SHARED 37888 12588 D MONSANTO CO NEW COM 61166W10 108780 973951 SH SHARED 972651 1300 D MONSANTO CO NEW COM 61166W10 80130 717436 SH SHARED 01 416020 301416 D MONSANTO CO NEW COM 61166W10 20996 187991 SH SHR/OTHR 01 187991 D MONSANTO CO NEW COM 61166W10 1316 11788 SH SHARED 02 11788 D MONSANTO CO NEW COM 61166W10 1688 15121 SH SHARED 04 15121 D MONSANTO CO NEW COM 61166W10 94432 845486 SH SHARED 04 845486 D MONSANTO CO NEW COM 61166W10 93449 836684 SH SHARED 05 836684 D MONSANTO CO NEW COM 61166W10 587 5264 SH SHARED 06 5264 D MONSANTO CO NEW COM 61166W10 160789 1439604 SH SHARED 10 1287916 151688 D MONSANTO CO NEW COM 61166W10 240 2152 SH SHARED 14 2152 D MONSANTO CO NEW COM 61166W10 11664 104436 SH SHARED 19 104436 D MONSANTO CO NEW COM 61166W10 13833 123860 SH SHARED 20 65615 58245 D MONSANTO CO NEW COM 61166W10 4524 40508 SH SHR/OTHR 20 40508 D MONSANTO CO NEW COM 61166W10 3123 27969 SH SHARED 21 14600 13369 D MONSANTO CO NEW COM 61166W10 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22189 484382 SH SHARED 484382 D MOOG INC CL A 61539420 155 3400 SH SHARED 01 3400 D MOOG INC CL A 61539420 59 1300 SH SHARED 02 1300 D MOOG INC CL A 61539420 535 11700 SH SHARED 10 11700 D MOOG INC CL A 61539420 57 1248 SH SHARED 21 1248 D MORGAN STANLEY EASTN EUR FD COM 61698810 66 1745 SH SHARED 1745 D MORGAN STANLEY EMER MKTS DEB COM 61744H10 6504 670600 SH SHARED 670600 D MORGAN STANLEY EMER MKTS DEB COM 61744H10 182 18800 SH SHR/OTHR 23 18800 D MORGAN STANLEY HIGH YIELD FD COM 61744M10 1077 187308 SH SHARED 187308 D MORGAN STANLEY GBL OPP BOND COM 61744R10 69 10000 SH SHR/OTHR 23 10000 D MORGAN STANLEY ASIA PAC FD I COM 61744U10 169 8392 SH SHARED 8392 D MORGAN STANLEY COM NEW 61744644 170224 3205137 SH SHARED 3107937 97200 D MORGAN STANLEY COM NEW 61744644 13824 260304 SH SHARED 01 235151 25153 D MORGAN STANLEY COM NEW 61744644 267 5045 SH SHR/OTHR 01 5045 D MORGAN STANLEY COM NEW 61744644 22252 418984 SH SHARED 02 418984 D MORGAN STANLEY COM NEW 61744644 352 6634 SH SHARED 04 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MORGAN STANLEY MUN PREM INCOM 61745P42 326 38600 SH SHARED 38600 D MORGAN STANLEY MUN INCM OPPTN 61745P45 1 157 SH SHARED 157 D MORGAN STANLEY CA INSD MUN TR 61745P50 0 42 SH SHARED 42 D MORGAN STANLEY QULTY MUN SECS 61745P58 569 42221 SH SHARED 42221 D MORGAN STANLEY QLT MUN INV TR 61745P66 0 42 SH SHARED 42 D MORGAN STANLEY QUALT MUN INCM 61745P73 988 78500 SH SHARED 78500 D MORGAN STANLEY INSD MUN TR 61745P86 990 76155 SH SHARED 76155 D MORGAN STANLEY CHINA A SH FD COM 61746810 1288 25508 SH SHARED 25508 D MORGAN STANLEY EMERG MKT DOM COM 61747710 383 22263 SH SHARED 22263 D MORGANS HOTEL GROUP CO COM 61748W10 91 4757 SH SHARED 4757 D MORGANS HOTEL GROUP CO COM 61748W10 3255 168852 SH SHARED 10 168852 D MORNINGSTAR INC COM 61770010 564 7263 SH SHARED 7263 D MORNINGSTAR INC COM 61770010 15 200 SH SHARED 02 200 D MORNINGSTAR INC COM 61770010 31 399 SH SHARED 10 399 D MORTONS RESTAURANT GRP INC N COM 61943010 40 4314 SH SHARED 4314 D MOSAIC CO COM 61945A10 6909 73238 SH SHARED 73238 D MOSAIC CO COM 61945A10 433 4600 SH SHARED 01 4600 D MOSAIC CO COM 61945A10 199 2114 SH SHARED 02 2114 D MOSAIC CO COM 61945A10 63762 675875 SH SHARED 04 675875 D MOSAIC CO COM 61945A10 85846 909972 SH SHARED 05 909972 D MOSAIC CO COM 61945A10 150 1600 SH SHARED 06 1600 D MOSAIC CO COM 61945A10 12861 136330 SH SHARED 10 107930 28400 D MOSAIC CO COM 61945A10 167 1779 SH SHARED 14 1779 D MOSAIC CO COM 61945A10 830 8800 SH SHARED 24 8800 D MOSYS INC COM 61971810 290 59800 SH SHARED 59800 D MOTHERS WK INC COM 61990310 2 141 SH SHARED 141 D MOTORCAR PTS AMER INC COM 62007110 2 269 SH SHARED 269 D MOTOROLA INC COM 62007610 319 19910 SH SHARED 19910 D MOTOROLA INC COM 62007610 155622 9702161 SH SHARED 9684461 17700 D MOTOROLA INC COM 62007610 5577 347735 SH SHARED 01 322015 25720 D MOTOROLA INC COM 62007610 657 40997 SH SHR/OTHR 01 40997 D MOTOROLA INC COM 62007610 2064 128731 SH SHARED 02 128731 D MOTOROLA INC COM 62007610 184 11528 SH SHARED 04 11528 D MOTOROLA INC COM 62007610 7266 453000 SH SHARED 04 453000 D MOTOROLA INC COM 62007610 16 1040 SH SHARED 05 1040 D MOTOROLA INC COM 62007610 8066 502890 SH SHARED 06 502890 D MOTOROLA INC COM 62007610 16062 1001376 SH SHARED 10 1001376 D MOTOROLA INC COM 62007610 2078 129558 SH SHARED 14 129558 D MOTOROLA INC COM 62007610 5614 350000 SH SHARED 15 350000 D MOTOROLA INC COM 62007610 1934 120597 SH SHARED 16 120597 D MOTOROLA INC COM 62007610 226 14125 SH SHARED 19 14125 D MOTOROLA INC COM 62007610 1154 72000 SH SHR/OTHR 20 72000 D MOTOROLA INC COM 62007610 69 4311 SH SHARED 22 3198 1113 D MOTOROLA INC COM 62007610 6 425 SH SHR/OTHR 22 425 D MOTOROLA INC COM 62007610 754 47040 SH SHARED 23 42000 5040 D MOTOROLA INC COM 62007610 2152 134194 SH SHR/OTHR 23 134194 D MOVE INC COM COM 62458M10 4 1991 SH SHARED 1991 D MOVADO GROUP INC COM 62458010 111 4402 SH SHARED 4402 D MOVADO GROUP INC COM 62458010 65 2595 SH SHARED 01 2595 D MOVADO GROUP INC COM 62458010 1385 54800 SH SHARED 10 54800 D MOVIE STAR INC COM 62459110 0 332 SH SHARED 332 D MTM TECHNOLOGIES INC COM 62474G10 0 243 SH SHARED 243 D MUELLER INDS INC COM 62475610 437 15100 SH SHARED 15100 D MUELLER INDS INC COM 62475610 698 24100 SH SHARED 01 23000 1100 D MUELLER INDS INC COM 62475610 110 3800 SH SHARED 02 3800 D MUELLER INDS INC COM 62475610 1652 57012 SH SHARED 10 57012 D MUELLER WTR PRODS INC COM SER A 62475810 76 8062 SH SHARED 8062 D MUELLER WTR PRODS INC COM SER A 62475810 14582 1531800 SH SHARED 10 1531800 D MUELLER WTR PRODS INC COM SER B 62475820 1010 101310 SH SHARED 101310 D MUELLER WTR PRODS INC COM SER B 62475820 352 35362 SH SHARED 01 35362 D MUELLER WTR PRODS INC COM SER B 62475820 3318 332846 SH SHARED 10 332846 D MUELLER WTR PRODS INC COM SER B 62475820 4 437 SH SHARED 21 437 D MULTI COLOR CORP COM 62538310 3 134 SH SHARED 134 D MULTI FINELINE ELECTRONIX IN COM 62541B10 6 403 SH SHARED 403 D MULTI FINELINE ELECTRONIX IN COM 62541B10 175 10100 SH SHARED 10 10100 D MULTIBAND CORP COM NEW 62544X20 0 192 SH SHARED 192 D MULTIMEDIA GAMES INC COM 62545310 0 26 SH SHARED 26 D MURPHY OIL CORP COM 62671710 21839 257420 SH SHARED 257420 D MURPHY OIL CORP COM 62671710 47824 563700 SH SHARED 01 25700 538000 D MURPHY OIL CORP COM 62671710 22703 267600 SH SHR/OTHR 01 267600 D MURPHY OIL CORP COM 62671710 5335 62891 SH SHARED 02 62891 D MURPHY OIL CORP COM 62671710 144 1700 SH SHARED 06 1700 D MURPHY OIL CORP COM 62671710 19411 228800 SH SHARED 10 228800 D MURPHY OIL CORP COM 62671710 3817 45000 SH SHARED 22 45000 D MUTUALFIRST FINL INC COM 62845B10 1 103 SH SHARED 103 D MYERS INDS INC COM 62846410 579 40073 SH SHARED 40073 D MYLAN INC NOTE 1.250% 3/1 628530AG 88755 91500000 PRN SHARED 1500000 D MYLAN INC COM 62853010 14007 996264 SH SHARED 996264 D MYLAN INC COM 62853010 376 26800 SH SHARED 01 26800 D MYLAN INC COM 62853010 905 64435 SH SHARED 02 64435 D MYLAN INC COM 62853010 6274 446300 SH SHARED 04 446300 D MYLAN INC COM 62853010 25335 1801936 SH SHARED 10 1801936 D MYLAN INC COM 62853010 101 7200 SH SHARED 14 7200 D MYLAN INC COM 62853010 767 54596 SH SHARED 16 54596 D MYLAN INC COM 62853010 6 450 SH SHR/OTHR 23 450 D MYLAN INC PFD CONV 62853020 261176 257000 SH SHARED 257000 D MYLAN INC PFD CONV 62853020 3903 3841 SH SHARED 02 3841 D MYLAN INC PFD CONV 62853020 1117 1100 SH SHARED 14 1100 D MYRIAD GENETICS INC COM 62855J10 175 3770 SH SHARED 3770 D MYRIAD GENETICS INC COM 62855J10 127 2750 SH SHARED 01 2750 D MYRIAD GENETICS INC COM 62855J10 9 200 SH SHARED 02 200 D MYRIAD GENETICS INC COM 62855J10 2222 47869 SH SHARED 10 47869 D NBT BANCORP INC COM 62877810 172 7539 SH SHARED 7539 D NBT BANCORP INC COM 62877810 31 1400 SH SHARED 01 1400 D NBT BANCORP INC COM 62877810 1524 66800 SH SHARED 10 66800 D NBTY INC COM 62878210 2903 105968 SH SHARED 105968 D NBTY INC COM 62878210 767 28000 SH SHARED 01 10700 17300 D NBTY INC COM 62878210 2758 100669 SH SHARED 02 100669 D NBTY INC COM 62878210 904 33000 SH SHARED 10 33000 D NCI BUILDING SYS INC COM 62885210 219 7621 SH SHARED 7621 D NCI BUILDING SYS INC COM 62885210 343 11943 SH SHARED 02 11943 D NCI BUILDING SYS INC COM 62885210 382 13300 SH SHARED 10 13300 D NCR CORP NEW COM 62886E10 1508 60111 SH SHARED 60111 D NCR CORP NEW COM 62886E10 1784 71096 SH SHARED 01 15260 55836 D NCR CORP NEW COM 62886E10 215 8575 SH SHARED 02 8575 D NCR CORP NEW COM 62886E10 1429 56960 SH SHARED 10 56960 D NCI INC CL A 62886K10 2 161 SH SHARED 161 D NCI INC CL A 62886K10 13 800 SH SHARED 02 800 D NDS GROUP PLC SPONSORED ADR 62889110 33 567 SH SHARED 567 D NGP CAP RES CO COM 62912R10 64 4100 SH SHARED 10 4100 D NGAS RESOURCES INC COM 62912T10 6 1214 SH SHARED 1214 D NII HLDGS INC NOTE 2.750% 8/1 62913FAF 12237 10047000 PRN SHARED 0047000 D NII HLDGS INC CL B NEW 62913F20 628 13000 SH SHARED 7500 5500 D NII HLDGS INC CL B NEW 62913F20 6135 126979 SH SHARED 126979 D NII HLDGS INC CL B NEW 62913F20 53 1100 SH SHARED 01 1100 D NII HLDGS INC CL B NEW 62913F20 341 7061 SH SHARED 02 7061 D NII HLDGS INC CL B NEW 62913F20 4 90 SH SHARED 05 90 D NII HLDGS INC CL B NEW 62913F20 56 1160 SH SHARED 06 1160 D NII HLDGS INC CL B NEW 62913F20 50159 1038060 SH SHARED 10 1038060 D NIC INC COM 62914B10 8 1018 SH SHARED 1018 D NIC INC COM 62914B10 62 7400 SH SHARED 10 7400 D NL INDS INC COM NEW 62915640 0 9 SH SHARED 9 D NL INDS INC COM NEW 62915640 8 700 SH SHARED 10 700 D NMS COMMUNICATIONS CORP COM 62924810 1 1190 SH SHARED 1190 D NMT MED INC COM 62929410 1 338 SH SHARED 338 D NN INC COM 62933710 4 439 SH SHARED 439 D NPS PHARMACEUTICALS INC COM 62936P10 3260 851205 SH SHARED 851205 D NPS PHARMACEUTICALS INC COM 62936P10 23 6200 SH SHARED 02 6200 D NRG ENERGY INC COM NEW 62937750 9631 222225 SH SHARED 222225 D NRG ENERGY INC COM NEW 62937750 874 20185 SH SHARED 01 20185 D NRG ENERGY INC COM NEW 62937750 32151 741849 SH SHARED 02 741849 D NRG ENERGY INC COM NEW 62937750 966 22308 SH SHARED 06 22308 D NRG ENERGY INC COM NEW 62937750 2713 62600 SH SHARED 10 61800 800 D NRG ENERGY INC COM NEW 62937750 1586 36600 SH SHARED 14 36600 D NRG ENERGY INC PFD CONV MAND 62937787 84474 224845 SH SHARED 224845 D NRG ENERGY INC PFD CONV MAND 62937787 14456 38480 SH SHARED 02 38480 D NRDC ACQUISITION CORP COM 62941R10 4657 507957 SH SHARED 507957 D NRDC ACQUISITION CORP COM 62941R10 2751 300000 SH SHARED 10 300000 D NRDC ACQUISITION CORP *W EXP 10/17/201 62941R11 254 303399 SH SHARED 303399 D NRDC ACQUISITION CORP *W EXP 10/17/201 62941R11 252 300000 SH SHARED 10 300000 D NTN BUZZTIME INC COM NEW 62941030 0 1199 SH SHARED 1199 D NTR ACQUISITION CO COM 62941510 15225 1602734 SH SHARED 1602734 D NTR ACQUISITION CO *W EXP 06/28/201 62941511 14 11852 SH SHARED 11852 D NTR ACQUISITION CO UNIT 06/28/2010 62941520 67 6275 SH SHARED 6275 D NTT DOCOMO INC SPONS ADR 62942M20 485 29594 SH SHARED 29594 D NTT DOCOMO INC SPONS ADR 62942M20 11 715 SH SHARED 01 715 D NVR INC COM 62944T10 1133 2164 SH SHARED 564 1600 D NVR INC COM 62944T10 1362 2600 SH SHARED 01 1500 1100 D NVR INC COM 62944T10 173 332 SH SHARED 02 332 D NVR INC COM 62944T10 45116 86100 SH SHARED 10 79300 6800 D NVR INC COM 62944T10 236 452 SH SHARED 14 452 D NVE CORP COM NEW 62944520 58 2380 SH SHARED 2380 D NYMEX HOLDINGS INC COM 62948N10 17793 133172 SH SHARED 133172 D NYMEX HOLDINGS INC COM 62948N10 110 828 SH SHARED 02 828 D NYMEX HOLDINGS INC COM 62948N10 1870 14000 SH SHARED 04 14000 D NYMEX HOLDINGS INC COM 62948N10 6 50 SH SHARED 05 50 D NYMEX HOLDINGS INC COM 62948N10 120 900 SH SHARED 06 900 D NYMEX HOLDINGS INC COM 62948N10 3280 24550 SH SHARED 10 24550 D NYMAGIC INC COM 62948410 0 17 SH SHARED 17 D NYSE EURONEXT COM 62949110 294228 3352265 SH SHARED 3352265 D NYSE EURONEXT COM 62949110 2156 24572 SH SHARED 01 24522 50 D NYSE EURONEXT COM 62949110 6171 70319 SH SHARED 02 70319 D NYSE EURONEXT COM 62949110 7 80 SH SHARED 05 80 D NYSE EURONEXT COM 62949110 114 1300 SH SHARED 06 1300 D NYSE EURONEXT COM 62949110 9410 107217 SH SHARED 10 107217 D NYSE EURONEXT COM 62949110 437 4981 SH SHARED 21 4981 D NABI BIOPHARMACEUTICALS NOTE 2.875% 4/1 629519AB 1837 2100000 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62986520 923 81918 SH SHARED 81918 D NANOGEN INC COM 63007510 35 97575 SH SHARED 97575 D NANOMETRICS INC COM 63007710 3 322 SH SHARED 322 D NANOPHASE TCHNOLOGIES CORP COM 63007910 1 439 SH SHARED 439 D NANOSPHERE INC COM 63009F10 97 6949 SH SHARED 6949 D NAPCO SEC SYS INC COM 63040210 9 1467 SH SHARED 1467 D NAPSTER INC COM 63079710 216 109933 SH SHARED 109933 D NARA BANCORP INC COM 63080P10 104 8976 SH SHARED 8976 D NARA BANCORP INC COM 63080P10 372 31900 SH SHARED 10 31900 D NASDAQ STOCK MARKET INC COM 63110310 6376 128845 SH SHARED 70445 58400 D NASDAQ STOCK MARKET INC COM 63110310 700 14160 SH SHARED 01 11870 2290 D NASDAQ STOCK MARKET INC COM 63110310 39 800 SH SHR/OTHR 01 800 D NASDAQ STOCK MARKET INC COM 63110310 32 650 SH SHARED 02 650 D NASDAQ STOCK MARKET INC COM 63110310 742 15000 SH SHARED 04 15000 D NASDAQ STOCK MARKET INC COM 63110310 18326 370300 SH SHARED 10 360400 9900 D NASDAQ STOCK MARKET INC COM 63110310 1100 22227 SH SHARED 21 20892 1335 D NASH FINCH CO FRNT 1.631% 3/1 631158AD 5005 11000000 PRN SHARED 1000000 D NASH FINCH CO FRNT 1.631% 3/1 631158AD 2156 4739000 PRN SHARED 02 4739000 D NASH FINCH CO COM 63115810 232 6581 SH SHARED 6581 D NASH FINCH CO COM 63115810 11903 337401 SH SHARED 10 337401 D NASHUA CORP COM 63122610 1 119 SH SHARED 119 D NATCO GROUP INC CL A 63227W20 849 15680 SH SHARED 15680 D NATCO GROUP INC CL A 63227W20 197 3650 SH SHARED 01 3650 D NATCO GROUP INC CL A 63227W20 6687 123500 SH SHARED 10 123500 D NATHANS FAMOUS INC NEW COM 63234710 2 120 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 0 53 SH SHARED 53 D NATIONAL BANKSHARES INC VA COM 63486510 3 183 SH SHARED 183 D NATIONAL BEVERAGE CORP COM 63501710 38 4845 SH SHARED 4845 D NATIONAL CINEMEDIA INC COM 63530910 82 3253 SH SHARED 3253 D NATIONAL CITY CORP COM 63540510 16502 1002558 SH SHARED 1002558 D NATIONAL CITY CORP COM 63540510 1216 73911 SH SHARED 01 72756 1155 D NATIONAL CITY CORP COM 63540510 69 4200 SH SHR/OTHR 01 4200 D NATIONAL CITY CORP COM 63540510 166 10126 SH SHARED 02 10126 D NATIONAL CITY CORP COM 63540510 5 310 SH SHARED 05 310 D NATIONAL CITY CORP COM 63540510 99 6020 SH SHARED 06 6020 D NATIONAL CITY CORP COM 63540510 5459 331695 SH SHARED 10 331695 D NATIONAL CITY CORP COM 63540510 55 3370 SH SHARED 20 3370 D NATIONAL CITY CORP COM 63540510 6108 371135 SH SHARED 21 371135 D NATIONAL CITY CORP COM 63540510 148 9000 SH SHR/OTHR 21 9000 D NATIONAL CITY CORP COM 63540510 8 500 SH SHARED 22 500 D NATIONAL CITY CORP COM 63540510 148 9000 SH SHARED 23 9000 D NATIONAL DENTEX CORP COM 63563H10 2 143 SH SHARED 143 D NATIONAL HEALTHCARE CORP COM 63590610 15 301 SH SHARED 301 D NATIONAL FINL PARTNERS CORP NOTE 0.750% 2/0 63607PAA 8092 8500000 PRN SHARED 02 8500000 D NATIONAL FINL PARTNERS CORP COM 63607P20 183 4021 SH SHARED 4021 D NATIONAL FINL PARTNERS CORP COM 63607P20 36 800 SH SHARED 01 800 D NATIONAL FINL PARTNERS CORP COM 63607P20 380 8350 SH SHARED 02 8350 D NATIONAL FINL PARTNERS CORP COM 63607P20 1153 25300 SH SHARED 10 25300 D NATIONAL FUEL GAS CO N J COM 63618010 453 9714 SH SHARED 9714 D NATIONAL FUEL GAS CO N J COM 63618010 1179 25275 SH SHARED 01 875 24400 D NATIONAL FUEL GAS CO N J COM 63618010 1351 28954 SH SHARED 02 28954 D NATIONAL FUEL GAS CO N J COM 63618010 683 14632 SH SHARED 10 14632 D NATIONAL GRID PLC SPON ADR NEW 63627430 83 999 SH SHARED 999 D NATIONAL GRID PLC SPON ADR NEW 63627430 20 241 SH SHARED 01 241 D NATIONAL HEALTH INVS INC COM 63633D10 13880 497499 SH SHARED 497499 D NATIONAL HEALTH INVS INC COM 63633D10 198 7100 SH SHARED 02 7100 D NATIONAL HEALTH INVS INC COM 63633D10 181 6500 SH SHARED 10 6500 D NATIONAL INSTRS CORP COM 63651810 355 10670 SH SHARED 10670 D NATIONAL INSTRS CORP COM 63651810 582 17475 SH SHARED 01 525 16950 D NATIONAL INSTRS CORP COM 63651810 187 5615 SH SHARED 02 5615 D NATIONAL INSTRS CORP COM 63651810 613 18399 SH SHARED 10 9899 8500 D NATIONAL INTERSTATE CORP COM 63654U10 65 1985 SH SHARED 1985 D NATIONAL LAMPOON INC NEW COM 63663710 0 172 SH SHARED 172 D NATIONAL MED HEALTH CARD SYS COM NEW 63691830 1 142 SH SHARED 142 D NATIONAL OILWELL VARCO INC COM 63707110 45814 623665 SH SHARED 623665 D NATIONAL OILWELL VARCO INC COM 63707110 5490 74743 SH SHARED 01 74067 676 D NATIONAL OILWELL VARCO INC COM 63707110 29 400 SH SHR/OTHR 01 400 D NATIONAL OILWELL VARCO INC COM 63707110 2474 33688 SH SHARED 02 33688 D NATIONAL OILWELL VARCO INC COM 63707110 47954 652798 SH SHARED 04 652798 D NATIONAL OILWELL VARCO INC COM 63707110 11763 160140 SH SHARED 05 160140 D NATIONAL OILWELL VARCO INC COM 63707110 249 3400 SH SHARED 06 3400 D NATIONAL OILWELL VARCO INC COM 63707110 49828 678310 SH SHARED 10 678310 D NATIONAL OILWELL VARCO INC COM 63707110 1160 15795 SH SHARED 14 15795 D NATIONAL OILWELL VARCO INC COM 63707110 4362 59382 SH SHARED 16 59382 D NATIONAL OILWELL VARCO INC COM 63707110 12 171 SH SHARED 21 171 D NATIONAL PENN BANCSHARES INC COM 63713810 355 23508 SH SHARED 23508 D NATIONAL PENN BANCSHARES INC COM 63713810 32 2115 SH SHARED 01 2115 D NATIONAL PENN BANCSHARES INC COM 63713810 240 15882 SH SHARED 02 15882 D NATIONAL PENN BANCSHARES INC COM 63713810 670 44302 SH SHARED 10 44302 D NATIONAL PRESTO INDS INC COM 63721510 141 2682 SH SHARED 2682 D NATIONAL PRESTO INDS INC COM 63721510 18 350 SH SHARED 02 350 D NATIONAL PRESTO INDS INC COM 63721510 168 3200 SH SHARED 10 3200 D NATIONAL RESEARCH CORP COM 63737210 1 55 SH SHARED 55 D NATIONAL RETAIL PROPERTIES I COM 63741710 2210 94543 SH SHARED 94543 D NATIONAL RETAIL PROPERTIES I COM 63741710 102 4400 SH SHARED 01 4400 D NATIONAL RETAIL PROPERTIES I COM 63741710 1683 72000 SH SHARED 10 72000 D NATIONAL RETAIL PROPERTIES I COM 63741710 14028 600000 SH SHARED 11 600000 D NATIONAL SEC GROUP INC COM 63754610 0 53 SH SHARED 53 D NATIONAL SEMICONDUCTOR CORP COM 63764010 6533 288568 SH SHARED 288568 D NATIONAL SEMICONDUCTOR CORP COM 63764010 1782 78735 SH SHARED 01 63495 15240 D NATIONAL SEMICONDUCTOR CORP COM 63764010 279 12350 SH SHR/OTHR 01 12350 D NATIONAL SEMICONDUCTOR CORP COM 63764010 6407 283026 SH SHARED 02 283026 D NATIONAL SEMICONDUCTOR CORP COM 63764010 905 40000 SH SHARED 04 40000 D NATIONAL SEMICONDUCTOR CORP COM 63764010 91 4040 SH SHARED 06 4040 D NATIONAL SEMICONDUCTOR CORP COM 63764010 14450 638293 SH SHARED 10 638293 D NATIONAL SEMICONDUCTOR CORP COM 63764010 253 11200 SH SHARED 14 11200 D NATIONAL SEMICONDUCTOR CORP COM 63764010 9 400 SH SHARED 20 400 D NATIONAL SEMICONDUCTOR CORP COM 63764010 24 1095 SH SHR/OTHR 21 1095 D NATIONAL SEMICONDUCTOR CORP COM 63764010 5 250 SH SHARED 22 250 D NATIONAL TECHNICAL SYS INC COM 63810410 1 167 SH SHARED 167 D NATIONAL WESTN LIFE INS CO CL A 63852210 6 30 SH SHARED 30 D NATIONAL WESTN LIFE INS CO CL A 63852210 31 150 SH SHARED 02 150 D NATIONAL WESTN LIFE INS CO CL A 63852210 207 1000 SH SHARED 10 1000 D NATIONSHEALTH INC COM 63860C10 0 77 SH SHARED 77 D NATIONSHEALTH INC COM 63860C10 0 100 SH SHARED 02 100 D NATIONWIDE FINL SVCS INC CL A 63861210 6053 134488 SH SHARED 134488 D NATIONWIDE FINL SVCS INC CL A 63861210 160 3575 SH SHARED 01 3575 D NATIONWIDE FINL SVCS INC CL A 63861210 23 528 SH SHARED 02 528 D NATIONWIDE FINL SVCS INC CL A 63861210 396 8814 SH SHARED 10 8814 D NATIONWIDE FINL SVCS INC CL A 63861210 4 105 SH SHARED 21 105 D NATIONWIDE FINL SVCS INC CL A 63861210 9 200 SH SHARED 22 200 D NATIONWIDE HEALTH PPTYS INC COM 63862010 425 13553 SH SHARED 13553 D NATIONWIDE HEALTH PPTYS INC COM 63862010 1013 32300 SH SHARED 01 2200 30100 D NATIONWIDE HEALTH PPTYS INC COM 63862010 138 4402 SH SHARED 02 4402 D NATIONWIDE HEALTH PPTYS INC COM 63862010 9439 300900 SH SHARED 10 300900 D NATIONWIDE HEALTH PPTYS INC COM 63862010 208785 6655578 SH SHARED 11 3548965 3106613 D NATIONWIDE HEALTH PPTYS INC COM 63862010 95 3040 SH SHR/OTHR 23 3040 D NATIONWIDE HEALTH PPTYS INC PFD CV B 7.75% 63862030 13000 100000 SH SHARED 100000 D NATURAL ALTERNATIVES INTL IN COM NEW 63884230 1 118 SH SHARED 118 D NATURAL GAS SERVICES GROUP COM 63886Q10 25 1309 SH SHARED 1309 D NATURAL HEALTH TRENDS CORP COM PAR $.001 63888P40 0 234 SH SHARED 234 D NAVIGATORS GROUP INC COM 63890410 130 2005 SH SHARED 2005 D NAVIGATORS GROUP INC COM 63890410 154 2375 SH SHARED 02 2375 D NAVIGATORS GROUP INC COM 63890410 2970 45700 SH SHARED 10 45700 D NATURAL RESOURCE PARTNERS L COM UNIT L P 63900P10 107 3326 SH SHARED 3326 D NATURE VISION INC COM 63902E10 0 36 SH SHARED 36 D NATUZZI S P A ADR 63905A10 1 367 SH SHARED 367 D NATUS MEDICAL INC DEL COM 63905010 3 190 SH SHARED 190 D NATUS MEDICAL INC DEL COM 63905010 4 250 SH SHARED 01 250 D NAUGATUCK VY FINL CORP COM 63906710 356 37522 SH SHARED 37522 D NAUTILUS INC COM 63910B10 9 2008 SH SHARED 2008 D NAUTILUS INC COM 63910B10 205 42450 SH SHARED 02 42450 D NAVARRE CORP COM 63920810 1 940 SH SHARED 940 D NAVISITE INC COM NEW 63935M20 5 1148 SH SHARED 1148 D NAVISITE INC COM NEW 63935M20 19 3800 SH SHARED 02 3800 D NAVIGANT CONSULTING INC COM 63935N10 96 7054 SH SHARED 7054 D NAVIGANT CONSULTING INC COM 63935N10 217 15900 SH SHARED 01 15900 D NAVIGANT CONSULTING INC COM 63935N10 248 18172 SH SHARED 02 18172 D NAVIGANT CONSULTING INC COM 63935N10 106 7800 SH SHARED 10 7800 D NAVIGANT CONSULTING INC COM 63935N10 26 1916 SH SHARED 21 1916 D NAVTEQ CORP COM 63936L10 51881 686260 SH SHARED 686260 D NAVTEQ CORP COM 63936L10 530 7015 SH SHARED 01 6890 125 D NAVTEQ CORP COM 63936L10 1549 20500 SH SHARED 02 20500 D NAVTEQ CORP COM 63936L10 1285 17000 SH SHARED 04 17000 D NAVTEQ CORP COM 63936L10 52 700 SH SHARED 06 700 D NAVTEQ CORP COM 63936L10 393 5200 SH SHARED 10 5200 D NAVTEQ CORP COM 63936L10 51 675 SH SHR/OTHR 23 675 D NEENAH PAPER INC COM 64007910 3 124 SH SHARED 124 D NEENAH PAPER INC COM 64007910 53 1820 SH SHARED 01 657 1163 D NEENAH PAPER INC COM 64007910 134 4600 SH SHARED 10 4600 D NEENAH PAPER INC COM 64007910 11 400 SH SHARED 23 400 D NEENAH PAPER INC COM 64007910 10 365 SH SHR/OTHR 23 365 D NEKTAR THERAPEUTICS COM 64026810 681 101498 SH SHARED 101498 D NEKTAR THERAPEUTICS COM 64026810 1401 208900 SH SHARED 02 208900 D NEKTAR THERAPEUTICS COM 64026810 11 1700 SH SHARED 10 1700 D NEKTAR THERAPEUTICS COM 64026810 22 3335 SH SHARED 21 3335 D NELNET INC CL A 64031N10 1246 98069 SH SHARED 98069 D NEOGEN CORP COM 64049110 9 367 SH SHARED 367 D NEOGEN CORP COM 64049110 47 1800 SH SHARED 02 1800 D NEOMAGIC CORP COM NEW 64049720 0 321 SH SHARED 321 D NEONODE INC COM 64051M10 1 300 SH SHARED 300 D NEOSE TECHNOLOGIES INC COM 64052210 1 1225 SH SHARED 1225 D NEOSTEM INC COM NEW 64065030 0 42 SH SHARED 42 D NEPHROS INC COM 64067110 0 160 SH SHARED 160 D NEOPHARM INC COM 64091910 0 592 SH SHARED 592 D NESS TECHNOLOGIES INC COM 64104X10 62 6802 SH SHARED 6802 D NESS TECHNOLOGIES INC COM 64104X10 23 2536 SH SHARED 21 2536 D NET 1 UEPS TECHNOLOGIES INC COM NEW 64107N20 133 4549 SH SHARED 4549 D NET 1 UEPS TECHNOLOGIES INC COM NEW 64107N20 99 3395 SH SHARED 01 3395 D NET 1 UEPS TECHNOLOGIES INC COM NEW 64107N20 207 7075 SH SHARED 02 7075 D NET 1 UEPS TECHNOLOGIES INC COM NEW 64107N20 450 15350 SH SHARED 04 15350 D NET 1 UEPS TECHNOLOGIES INC COM NEW 64107N20 431 14700 SH SHARED 10 14700 D NESTOR INC COM NEW 64107450 0 365 SH SHARED 365 D NET SERVICOS DE COMUNICACAO SPONSD ADR NEW 64109T20 14185 1184100 SH SHARED 38500 1145600 D NET SERVICOS DE COMUNICACAO SPONSD ADR NEW 64109T20 8051 672100 SH SHARED 10 672100 D NET SERVICOS DE COMUNICACAO SPONSD ADR NEW 64109T20 329 27500 SH SHARED 15 27500 D NETFLIX INC COM 64110L10 770 28962 SH SHARED 28962 D NETFLIX INC COM 64110L10 1055 39665 SH SHARED 01 21765 17900 D NETFLIX INC COM 64110L10 60 2274 SH SHARED 02 2274 D NETEASE COM INC SPONSORED ADR 64110W10 555 29307 SH SHARED 29307 D NETGEAR INC COM 64111Q10 1346 37754 SH SHARED 37754 D NETGEAR INC COM 64111Q10 1268 35550 SH SHARED 01 35200 350 D NETGEAR INC COM 64111Q10 1159 32500 SH SHR/OTHR 01 32500 D NETGEAR INC COM 64111Q10 13 365 SH SHARED 02 365 D NETGEAR INC COM 64111Q10 53 1499 SH SHARED 21 1499 D NETMANAGE INC COM NEW 64114430 1 195 SH SHARED 195 D NETMANAGE INC COM NEW 64114430 0 20 SH SHARED 01 20 D NETSOL TECHNOLOGIES INC COM NEW 64115A20 1 648 SH SHARED 648 D NETSOL TECHNOLOGIES INC COM NEW 64115A20 28 11625 SH SHARED 02 11625 D NETSCOUT SYS INC COM 64115T10 405 31759 SH SHARED 31759 D NETSCOUT SYS INC COM 64115T10 112 8844 SH SHARED 02 8844 D NETLOGIC MICROSYSTEMS INC COM 64118B10 309 9602 SH SHARED 9602 D NETLOGIC MICROSYSTEMS INC COM 64118B10 35 1100 SH SHARED 01 1100 D NETLOGIC MICROSYSTEMS INC COM 64118B10 1403 43600 SH SHARED 02 43600 D NETLOGIC MICROSYSTEMS INC COM 64118B10 8272 256900 SH SHARED 10 256900 D NETLIST INC COM 64118P10 0 306 SH SHARED 306 D NETWORK APPLIANCE INC COM 64120L10 302 12106 SH SHARED 18 12088 D NETWORK APPLIANCE INC COM 64120L10 12005 481009 SH SHARED 481009 D NETWORK APPLIANCE INC COM 64120L10 936 37500 SH SHARED 01 37500 D NETWORK APPLIANCE INC COM 64120L10 353 14161 SH SHR/OTHR 01 14161 D NETWORK APPLIANCE INC COM 64120L10 4542 181989 SH SHARED 02 181989 D NETWORK APPLIANCE INC COM 64120L10 118 4735 SH SHARED 04 4735 D NETWORK APPLIANCE INC COM 64120L10 1847 74000 SH SHARED 04 74000 D NETWORK APPLIANCE INC COM 64120L10 5 240 SH SHARED 05 240 D NETWORK APPLIANCE INC COM 64120L10 75 3010 SH SHARED 06 3010 D NETWORK APPLIANCE INC COM 64120L10 3618 144962 SH SHARED 10 144962 D NETWORK APPLIANCE INC COM 64120L10 244 9810 SH SHARED 19 9810 D NETWORK APPLIANCE INC COM 64120L10 8 350 SH SHARED 20 350 D NETWORK APPLIANCE INC COM 64120L10 324 13000 SH SHR/OTHR 20 13000 D NETWORK EQUIP TECHNOLOGIES COM 64120810 138 16408 SH SHARED 16408 D NETWORK ENGINES INC COM 64121A10 1 897 SH SHARED 897 D NEUBERGER BERMAN CA INT MUN COM 64123C10 123 9600 SH SHARED 9600 D NEUBERGER BERMAN NY INT MUN COM 64124K10 74 5963 SH SHARED 5963 D NEUROBIOLOGICAL TECH INC COM NEW 64124W30 2 653 SH SHARED 653 D NEUROBIOLOGICAL TECH INC COM NEW 64124W30 119 38872 SH SHR/OTHR 01 38872 D NEUROCRINE BIOSCIENCES INC COM 64125C10 38 8553 SH SHARED 8553 D NEUROCRINE BIOSCIENCES INC COM 64125C10 43 9600 SH SHARED 01 9600 D NEUROCRINE BIOSCIENCES INC COM 64125C10 0 100 SH SHARED 02 100 D NEUROCHEM INC COM 64125K10 22 10000 SH SHARED 04 10000 D NEUROGESX INC COM 64125210 1 189 SH SHARED 189 D NEUROMETRIX INC COM 64125510 9 1038 SH SHARED 1038 D NEUBERGER BERMAN RLTY INC FD COM 64126G10 25010 1580924 SH SHARED 1580924 D NEUBERGER BERMAN INCOME OPP COM SHS 64126L10 4209 377895 SH SHARED 377895 D NEVADA GOLD & CASINOS INC COM NEW 64126Q20 0 258 SH SHARED 258 D NEUSTAR INC CL A 64126X20 697 24315 SH SHARED 24315 D NEUSTAR INC CL A 64126X20 648 22600 SH SHARED 01 22600 D NEUSTAR INC CL A 64126X20 557 19444 SH SHARED 02 19444 D NEUSTAR INC CL A 64126X20 11624 405300 SH SHARED 10 405300 D NEUSTAR INC CL A 64126X20 2 90 SH SHARED 21 90 D NEVADA CHEMICALS INC COM 64127C10 0 99 SH SHARED 99 D NEUBERGER BERMAN DIV ADVANT COM 64127J10 2862 166514 SH SHARED 166514 D NEURALSTEM INC COM 64127R30 2 561 SH SHARED 561 D NEW AMER HIGH INCOME 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SHR/OTHR 23 1000 D NEW YORK TIMES CO CL A 65011110 562 32100 SH SHARED 24 32100 D NEWALLIANCE BANCSHARES INC COM 65020310 8151 707573 SH SHARED 707573 D NEWALLIANCE BANCSHARES INC COM 65020310 125 10900 SH SHARED 01 10900 D NEWALLIANCE BANCSHARES INC COM 65020310 25 2247 SH SHARED 02 2247 D NEWALLIANCE BANCSHARES INC COM 65020310 426 37030 SH SHARED 10 37030 D NEWALLIANCE BANCSHARES INC COM 65020310 8 695 SH SHARED 21 695 D NEWBRIDGE BANCORP COM 65080T10 4 419 SH SHARED 419 D NEWCASTLE INVT CORP COM 65105M10 12 1000 SH SHARED 1000 D NEWCASTLE INVT CORP COM 65105M10 17837 1376362 SH SHARED 1376362 D NEWCASTLE INVT CORP COM 65105M10 226 17500 SH SHARED 01 17500 D NEWCASTLE INVT CORP COM 65105M10 207 16000 SH SHARED 02 16000 D NEWCASTLE INVT CORP COM 65105M10 435 33600 SH SHARED 10 33600 D NEWELL RUBBERMAID INC COM 65122910 17052 658903 SH SHARED 642303 16600 D NEWELL RUBBERMAID INC COM 65122910 854 33031 SH SHARED 01 33031 D NEWELL RUBBERMAID INC COM 65122910 713 27555 SH SHARED 02 27555 D NEWELL RUBBERMAID INC COM 65122910 6 250 SH SHARED 05 250 D NEWELL RUBBERMAID INC COM 65122910 61 2390 SH SHARED 06 2390 D NEWELL RUBBERMAID INC COM 65122910 6986 269947 SH SHARED 10 269947 D NEWELL RUBBERMAID INC COM 65122910 936 36200 SH SHARED 14 36200 D NEWELL RUBBERMAID INC COM 65122910 10 425 SH SHARED 21 425 D NEWELL RUBBERMAID INC COM 65122910 5 200 SH SHARED 22 200 D NEWFIELD EXPL CO COM 65129010 1308 24835 SH SHARED 24835 D NEWFIELD EXPL CO COM 65129010 2118 40200 SH SHARED 01 400 39800 D NEWFIELD EXPL CO COM 65129010 516 9801 SH SHARED 02 9801 D NEWFIELD EXPL CO COM 65129010 67 1290 SH SHARED 06 1290 D NEWFIELD EXPL CO COM 65129010 1876 35615 SH SHARED 10 35615 D NEWFIELD EXPL CO COM 65129010 2134 40500 SH SHARED 14 40500 D NEWMARKET CORP COM 65158710 73299 1316207 SH SHARED 1316207 D NEWMARKET CORP COM 65158710 317 5700 SH SHARED 01 5700 D NEWMARKET CORP COM 65158710 651 11700 SH SHARED 10 11700 D NEWMONT MINING CORP COM 65163910 689 14127 SH SHARED 14127 D NEWMONT MINING CORP COM 65163910 168826 3457437 SH SHARED 3457437 D NEWMONT MINING CORP COM 65163910 2315 47416 SH SHARED 01 43409 4007 D NEWMONT MINING CORP COM 65163910 4 100 SH SHR/OTHR 01 100 D NEWMONT MINING CORP COM 65163910 1978 40522 SH SHARED 02 40522 D NEWMONT MINING CORP COM 65163910 9204 188500 SH SHARED 04 188500 D NEWMONT MINING CORP COM 65163910 11 230 SH SHARED 05 230 D NEWMONT MINING CORP COM 65163910 215 4410 SH SHARED 06 4410 D NEWMONT MINING CORP COM 65163910 28391 581432 SH SHARED 10 581432 D NEWMONT MINING CORP COM 65163910 1214 24877 SH SHARED 14 24877 D NEWMONT MINING CORP COM 65163910 10 215 SH SHARED 21 215 D NEWMONT MINING CORP COM 65163910 253 5200 SH SHARED 23 5200 D NEWMONT MINING CORP COM 65163910 297 6086 SH SHR/OTHR 23 6086 D NEWPARK RES INC COM PAR $.01NEW 65171850 31 5744 SH SHARED 5744 D NEWPARK RES INC COM PAR $.01NEW 65171850 8 1595 SH SHARED 01 1595 D NEWPORT BANCORP INC COM 65175410 1 116 SH SHARED 116 D NEWPORT CORP NOTE 2.500% 2/1 651824AB 9581 11000000 PRN 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SHARED 06 5580 D NEWS CORP CL B 65248E20 1477 69510 SH SHARED 10 69510 D NEWS CORP CL B 65248E20 10 475 SH SHARED 20 475 D NEWS CORP CL B 65248E20 306 14400 SH SHR/OTHR 23 14400 D NEWSTAR FINANCIAL INC COM 65251F10 30 3698 SH SHARED 3698 D NEWTEK BUSINESS SVCS INC COM 65252610 0 706 SH SHARED 706 D NEXMED INC COM 65290310 3 2113 SH SHARED 2113 D NEXMED INC COM 65290310 319 224719 SH SHARED 23 224719 D NEXTEL COMMUNICATIONS INC NOTE 5.250% 1/1 65332VAY 37545 37925008 PRN SHARED 02 7925008 D NEXITY FINL CORP COM NEW 65333R20 4 695 SH SHARED 695 D NEXTEST SYS CORP COM 65333910 6 322 SH SHARED 322 D NEXEN INC COM 65334H10 27832 862491 SH SHARED 693391 169100 D NEXEN INC COM 65334H10 547 16964 SH SHARED 01 16964 D NEXEN INC COM 65334H10 184165 5707009 SH SHARED 04 5707009 D NEXEN INC COM 65334H10 30310 939275 SH SHARED 06 939275 D NEXEN INC COM 65334H10 20112 623244 SH SHARED 10 525144 98100 D NEXEN INC COM 65334H10 1726 53500 SH SHARED 14 1500 52000 D NEXEN INC COM 65334H10 129 4000 SH SHARED 15 4000 D NEXEN INC COM 65334H10 4226 130973 SH SHARED 16 130973 D NEXEN INC COM 65334H10 4 148 SH SHARED 21 148 D NEXEN INC COM 65334H10 309 9600 SH SHARED 24 9600 D NEXCEN BRANDS INC COM 65335110 8 1848 SH SHARED 1848 D NEXCEN BRANDS INC COM 65335110 0 50 SH SHARED 01 50 D NEXCEN BRANDS INC COM 65335110 831 171900 SH SHARED 10 171900 D NEXSTAR BROADCASTING GROUP I CL A 65336K10 34 3731 SH SHARED 3731 D NFJ DIVID INT & PREM STRTGY COM SHS 65337H10 93 4000 SH SHARED 01 4000 D NFJ DIVID INT & PREM STRTGY COM SHS 65337H10 50 2180 SH SHARED 20 2180 D NEXTWAVE WIRELESS INC COM 65337Y10 906 168499 SH SHARED 168499 D NEXXUS LIGHTING INC COM 65338E10 0 123 SH SHARED 123 D NICE SYS LTD SPONSORED ADR 65365610 11187 325981 SH SHARED 70381 255600 D NICE SYS LTD SPONSORED ADR 65365610 962 28050 SH SHARED 01 28050 D NICE SYS LTD SPONSORED ADR 65365610 34269 998525 SH SHARED 10 849925 148600 D NICE SYS LTD SPONSORED ADR 65365610 249 7260 SH SHARED 15 7260 D NICE SYS LTD SPONSORED ADR 65365610 483 14100 SH SHARED 24 14100 D NICHOLAS-APPLGT INTL & PRM S COM 65370C10 8 400 SH SHARED 400 D NICHOLAS-APPLEGATE CV & INC COM 65370F10 2 196 SH SHARED 196 D NICHOLAS-APPLEGATE CV & INC COM 65370F10 0 1 SH SHARED 01 1 D NICHOLAS APPLEGATE EQT CONV COM 65370K10 1893 84791 SH SHARED 84791 D NICOR INC COM 65408610 21581 509608 SH SHARED 509608 D NICOR INC COM 65408610 291 6874 SH SHARED 01 6674 200 D NICOR INC COM 65408610 28 671 SH SHARED 02 671 D NICOR INC COM 65408610 1661 39221 SH SHARED 10 39221 D NIDEC CORP SPONSORED ADR 65409010 17 963 SH SHARED 963 D NIDEC CORP SPONSORED ADR 65409010 1 92 SH SHARED 01 92 D NIKE INC CL B 65410610 2968 46215 SH SHARED 29602 16613 D NIKE INC CL B 65410610 139810 2176371 SH SHARED 2176371 D NIKE INC CL B 65410610 17505 272494 SH SHARED 01 194230 78264 D NIKE INC CL B 65410610 3252 50624 SH SHR/OTHR 01 50624 D NIKE INC CL B 65410610 1709 26613 SH SHARED 02 26613 D NIKE INC CL B 65410610 570 8880 SH SHARED 04 8880 D NIKE INC CL B 65410610 573 8920 SH SHARED 04 8920 D NIKE INC CL B 65410610 11 180 SH SHARED 05 180 D NIKE INC CL B 65410610 2237 34830 SH SHARED 06 34830 D NIKE INC CL B 65410610 21816 339617 SH SHARED 10 337432 2185 D NIKE INC CL B 65410610 488 7600 SH SHARED 14 7600 D NIKE INC CL B 65410610 4873 75868 SH SHARED 19 75868 D NIKE INC CL B 65410610 3075 47880 SH SHARED 20 20190 27690 D NIKE INC CL B 65410610 1371 21345 SH SHR/OTHR 20 21345 D NIKE INC CL B 65410610 112 1750 SH SHARED 21 1750 D NIKE INC CL B 65410610 1013 15775 SH SHARED 22 12075 3700 D NIKE INC CL B 65410610 172 2680 SH SHR/OTHR 22 2680 D NIKE INC CL B 65410610 2764 43037 SH SHARED 23 40287 2750 D NIKE INC CL B 65410610 1080 16826 SH SHR/OTHR 23 16826 D NIGHTHAWK RADIOLOGY HLDGS IN COM 65411N10 47 2250 SH SHARED 2250 D NIGHTHAWK RADIOLOGY HLDGS IN COM 65411N10 13 650 SH SHARED 01 650 D NIGHTHAWK RADIOLOGY HLDGS IN COM 65411N10 1099 52250 SH SHARED 04 52250 D NIGHTHAWK RADIOLOGY HLDGS IN COM 65411N10 14948 710140 SH SHARED 10 710140 D 99 CENTS ONLY STORES COM 65440K10 96 12175 SH SHARED 12175 D 99 CENTS ONLY STORES COM 65440K10 105 13200 SH SHARED 01 13200 D 99 CENTS ONLY STORES COM 65440K10 1592 200124 SH SHARED 02 200124 D NIPPON TELEG & TEL CORP SPONSORED ADR 65462410 518 21008 SH SHARED 21008 D NIPPON TELEG & TEL CORP SPONSORED ADR 65462410 14 595 SH SHARED 21 595 D NISOURCE INC COM 65473P10 17409 921617 SH SHARED 921617 D NISOURCE INC COM 65473P10 614 32547 SH SHARED 01 32547 D NISOURCE INC COM 65473P10 77 4079 SH SHARED 02 4079 D NISOURCE INC COM 65473P10 43 2280 SH SHARED 06 2280 D NISOURCE INC COM 65473P10 2309 122274 SH SHARED 10 122274 D NISOURCE INC COM 65473P10 182 9680 SH SHARED 14 9680 D NISOURCE INC COM 65473P10 18 1000 SH SHARED 20 1000 D NISOURCE INC COM 65473P10 5 270 SH SHARED 21 270 D NISOURCE INC COM 65473P10 37 2000 SH SHR/OTHR 23 2000 D NISSAN MOTORS SPONSORED ADR 65474440 3659 168496 SH SHARED 168496 D NISSAN MOTORS SPONSORED ADR 65474440 28 1302 SH SHARED 01 802 500 D NITCHES INC COM 65476M10 0 90 SH SHARED 90 D NITROMED INC COM 65479850 0 835 SH SHARED 835 D NOAH ED HLDGS LTD ADR 65487R30 174 21693 SH SHARED 21693 D NOVA BIOSOURCE FUELS INC COM 65488W10 2 692 SH SHARED 692 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 78692 2049828 SH SHARED 2049828 D NOKIA CORP SPONSORED ADR 65490220 4119 107300 SH SHARED 01 12150 95150 D NOKIA CORP SPONSORED ADR 65490220 1535 40000 SH SHR/OTHR 01 40000 D NOKIA CORP SPONSORED ADR 65490220 2032 52950 SH SHARED 06 52950 D NOKIA CORP SPONSORED ADR 65490220 46911 1221968 SH SHARED 10 1221968 D NOKIA CORP SPONSORED ADR 65490220 19 500 SH SHR/OTHR 10 500 D NOKIA CORP SPONSORED ADR 65490220 6058 157826 SH SHARED 20 32975 124851 D NOKIA CORP SPONSORED ADR 65490220 2719 70850 SH SHR/OTHR 20 70850 D NOKIA CORP SPONSORED ADR 65490220 861 22435 SH SHARED 21 22435 D NOKIA CORP SPONSORED ADR 65490220 38 1000 SH SHR/OTHR 21 1000 D NOKIA CORP SPONSORED ADR 65490220 719 18750 SH SHARED 22 12550 6200 D NOKIA CORP SPONSORED ADR 65490220 837 21805 SH SHR/OTHR 22 21805 D NOKIA CORP SPONSORED ADR 65490220 2936 76486 SH SHARED 23 67186 9300 D NOKIA CORP SPONSORED ADR 65490220 3152 82110 SH SHR/OTHR 23 82110 D NOBLE ENERGY INC COM 65504410 12337 155152 SH SHARED 155152 D NOBLE ENERGY INC COM 65504410 3482 43797 SH SHARED 01 40797 3000 D NOBLE ENERGY INC COM 65504410 523 6578 SH SHARED 02 6578 D NOBLE ENERGY INC COM 65504410 3101 39000 SH SHARED 04 39000 D NOBLE ENERGY INC COM 65504410 10 130 SH SHARED 05 130 D NOBLE ENERGY INC COM 65504410 46998 591032 SH SHARED 06 591032 D NOBLE ENERGY INC COM 65504410 7614 95750 SH SHARED 10 95750 D NOBLE ENERGY INC COM 65504410 955 12018 SH SHARED 14 12018 D NOBLE ENERGY INC COM 65504410 7 90 SH SHARED 20 90 D NOBLE ENERGY INC COM 65504410 5 65 SH SHR/OTHR 20 65 D NOBLE ENERGY INC COM 65504410 99 1250 SH SHARED 21 1250 D NOBLE INTL LTD COM 65505310 0 7 SH SHARED 7 D NOMURA HLDGS INC SPONSORED ADR 65535H20 46 2765 SH SHARED 2765 D NOMURA HLDGS INC SPONSORED ADR 65535H20 18 1115 SH SHARED 01 1115 D NORDSON CORP COM 65566310 228 3948 SH SHARED 3948 D NORDSON CORP COM 65566310 596 10300 SH SHARED 01 10300 D NORDSON CORP COM 65566310 92 1599 SH SHARED 02 1599 D NORDSON CORP COM 65566310 272 4700 SH SHARED 10 4700 D NORDSON CORP COM 65566310 1280 22100 SH SHARED 14 22100 D NORDSON CORP COM 65566310 50 870 SH SHARED 21 870 D NORDSTROM INC COM 65566410 12203 332261 SH SHARED 332261 D NORDSTROM INC COM 65566410 1101 29989 SH SHARED 01 29989 D NORDSTROM INC COM 65566410 2261 61567 SH SHARED 02 61567 D NORDSTROM INC COM 65566410 36 1000 SH SHARED 06 1000 D NORDSTROM INC COM 65566410 7005 190735 SH SHARED 10 190735 D NORDSTROM INC COM 65566410 282 7700 SH SHARED 14 7700 D NORFOLK SOUTHERN CORP COM 65584410 143158 2838194 SH SHARED 2838194 D NORFOLK SOUTHERN CORP COM 65584410 2965 58794 SH SHARED 01 54064 4730 D NORFOLK SOUTHERN CORP COM 65584410 460 9125 SH SHR/OTHR 01 9125 D NORFOLK SOUTHERN CORP COM 65584410 17318 343342 SH SHARED 02 343342 D NORFOLK SOUTHERN CORP COM 65584410 2522 50000 SH SHARED 04 50000 D NORFOLK SOUTHERN CORP COM 65584410 9 190 SH SHARED 05 190 D NORFOLK SOUTHERN CORP COM 65584410 181 3590 SH SHARED 06 3590 D NORFOLK SOUTHERN CORP COM 65584410 14079 279130 SH SHARED 10 244930 34200 D NORFOLK SOUTHERN CORP COM 65584410 58 1153 SH SHARED 14 1153 D NORFOLK SOUTHERN CORP COM 65584410 50 1000 SH SHR/OTHR 20 1000 D NORFOLK SOUTHERN CORP COM 65584410 17 350 SH SHARED 21 350 D NORFOLK SOUTHERN CORP COM 65584410 3227 63977 SH SHARED 23 59677 4300 D NORFOLK SOUTHERN CORP COM 65584410 1399 27746 SH SHR/OTHR 23 27746 D NORTECH SYS INC COM 65655310 0 35 SH SHARED 35 D NORTEL INVERSORA S A SPON ADR PFD B 65656740 15 748 SH SHARED 748 D NORTEL INVERSORA S A SPON ADR PFD B 65656740 527 26000 SH SHARED 04 26000 D NORTEL NETWORKS CORP NEW NOTE 4.250% 9/0 656568AB 2880 3000000 PRN SHARED 3000000 D NORTEL NETWORKS CORP NEW NOTE 4.250% 9/0 656568AB 3840 4000000 PRN SHARED 02 4000000 D NORTEL NETWORKS CORP NEW NOTE 4.250% 9/0 656568AB 0 10 PRN SHARED 10 10 D NORTEL NETWORKS CORP NEW COM NEW 65656850 0 40 SH SHARED 40 D NORTEL NETWORKS CORP NEW COM NEW 65656850 4186 277454 SH SHARED 277454 D NORTEL NETWORKS CORP NEW COM NEW 65656850 15 1029 SH SHARED 01 1029 D NORTEL NETWORKS CORP NEW COM NEW 65656850 1639 108650 SH SHARED 02 108650 D NORTEL NETWORKS CORP NEW COM NEW 65656850 226 15000 SH SHARED 04 15000 D NORTEL NETWORKS CORP NEW COM NEW 65656850 4 300 SH SHARED 05 300 D NORTEL NETWORKS CORP NEW COM NEW 65656850 27 1850 SH SHARED 06 1850 D NORTEL NETWORKS CORP NEW COM NEW 65656850 236 15680 SH SHARED 10 15680 D NORTEL NETWORKS CORP NEW COM NEW 65656850 258 17122 SH SHARED 14 17122 D NORTEL NETWORKS CORP NEW COM NEW 65656850 37 2500 SH SHARED 20 2500 D NORTEL NETWORKS CORP NEW COM NEW 65656850 1 120 SH SHR/OTHR 23 120 D NORTH AMERN ENERGY PARTNERS COM 65684410 17 1300 SH SHARED 1300 D NORTH AMERN GALVANZNG & CTNG COM 65686Y10 101 16782 SH SHARED 16782 D NORTH AMERN INS LEADERS INC COM 65687M10 156 20000 SH SHARED 20000 D NORTH AMERN PALLADIUM LTD COM 65691210 242 65603 SH SHARED 65603 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 292 8600 SH SHARED 01 8600 D NORTH EUROPEAN OIL RTY TR SH BEN INT 65931010 64 1900 SH SHARED 23 1900 D NORTH PITTSBURGH SYS INC COM 66156210 26 1150 SH SHARED 1150 D NORTH POINTE HLDGS CORP COM 66169610 1 163 SH SHARED 163 D NORTH VALLEY BANCORP COM 66304M10 7 596 SH SHARED 596 D NORTHEAST BANCORP COM 66390410 0 57 SH SHARED 57 D NORTHEAST CMNTY BANCORP INC COM 66411210 291 24611 SH SHARED 24611 D NORTHEAST UTILS COM 66439710 11338 362145 SH SHARED 362145 D NORTHEAST UTILS COM 66439710 1980 63260 SH SHARED 01 17660 45600 D NORTHEAST UTILS COM 66439710 31 1000 SH SHR/OTHR 01 1000 D NORTHEAST UTILS COM 66439710 605 19340 SH SHARED 02 19340 D NORTHEAST UTILS COM 66439710 1314 41999 SH SHARED 10 34999 7000 D NORTHEAST UTILS COM 66439710 18 600 SH SHARED 23 600 D NORTHERN DYNASTY MINERALS LT COM NEW 66510M20 184 14085 SH SHARED 14085 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 148 1940 SH SHARED 1940 D NORTHERN TR CORP COM 66585910 26517 346267 SH SHARED 328867 17400 D NORTHERN TR CORP COM 66585910 2581 33713 SH SHARED 01 24913 8800 D NORTHERN TR CORP COM 66585910 547 7146 SH SHARED 02 7146 D NORTHERN TR CORP COM 66585910 173 2260 SH SHARED 06 2260 D NORTHERN TR CORP COM 66585910 35239 460164 SH SHARED 10 460164 D NORTHERN TR CORP COM 66585910 549 7178 SH SHARED 14 7178 D NORTHERN TR CORP COM 66585910 1531 20000 SH SHARED 20 20000 D NORTHERN TR CORP COM 66585910 536 7000 SH SHR/OTHR 20 7000 D NORTHERN TR CORP COM 66585910 11 155 SH SHARED 21 155 D NORTHERN TR CORP COM 66585910 811 10596 SH SHR/OTHR 23 10596 D NORTHFIELD LABS INC COM 66613510 0 656 SH SHARED 656 D NORTHGATE MINERALS CORP COM 66641610 1621 535224 SH SHARED 535224 D NORTHRIM BANCORP INC COM 66676210 3 158 SH SHARED 158 D NORTHROP GRUMMAN CORP COM 66680710 37 481 SH SHARED 481 D NORTHROP GRUMMAN CORP COM 66680710 32242 410003 SH SHARED 339303 70700 D NORTHROP GRUMMAN CORP COM 66680710 6327 80457 SH SHARED 01 80457 D NORTHROP GRUMMAN CORP COM 66680710 5675 72174 SH SHARED 02 72174 D NORTHROP GRUMMAN CORP COM 66680710 191 2440 SH SHARED 04 2440 D NORTHROP GRUMMAN CORP COM 66680710 5504 70000 SH SHARED 04 70000 D NORTHROP GRUMMAN CORP COM 66680710 13 170 SH SHARED 05 170 D NORTHROP GRUMMAN CORP COM 66680710 7933 100890 SH SHARED 06 100890 D NORTHROP GRUMMAN CORP COM 66680710 208897 2656383 SH SHARED 10 2573683 82700 D NORTHROP GRUMMAN CORP COM 66680710 1296 16487 SH SHARED 14 16487 D NORTHROP GRUMMAN CORP COM 66680710 4698 59753 SH SHARED 16 59753 D NORTHROP GRUMMAN CORP COM 66680710 19 248 SH SHARED 19 248 D NORTHROP GRUMMAN CORP COM 66680710 10 132 SH SHARED 21 132 D NORTHROP GRUMMAN CORP COM 66680710 680 8648 SH SHR/OTHR 23 8648 D NORTHSTAR RLTY FIN CORP COM 66704R10 36 4100 SH SHARED 4100 D NORTHSTAR RLTY FIN CORP COM 66704R10 189 21200 SH SHARED 10 21200 D NORTHSTAR RLTY FIN CORP COM 66704R10 10659 1195000 SH SHARED 11 1195000 D NORTHSTAR NEUROSCIENCE INC COM 66704V10 0 54 SH SHARED 54 D NORTHSTAR NEUROSCIENCE INC COM 66704V10 55 5932 SH SHARED 01 5932 D NORTHSTAR NEUROSCIENCE INC COM 66704V10 1348 145000 SH SHARED 04 145000 D NORTHWEST AIRLS CORP COM 66728040 107162 7385440 SH SHARED 7385440 D NORTHWEST AIRLS CORP COM 66728040 4378 301790 SH SHARED 02 301790 D NORTHWEST AIRLS CORP COM 66728040 287 19800 SH SHARED 10 19800 D NORTHWEST AIRLS CORP COM 66728040 1149 79200 SH SHARED 14 79200 D NORTHWEST BANCORP INC PA COM 66732810 5860 220551 SH SHARED 220551 D NORTHWEST BANCORP INC PA COM 66732810 140 5300 SH SHARED 02 5300 D NORTHWEST BANCORP INC PA COM 66732810 741 27900 SH SHARED 10 27900 D NORTHWEST NAT GAS CO COM 66765510 94 1952 SH SHARED 1952 D NORTHWEST NAT GAS CO COM 66765510 31 650 SH SHARED 01 650 D NORTHWEST NAT GAS CO COM 66765510 2734 56200 SH SHARED 10 56200 D NORTHWEST PIPE CO COM 66774610 5 129 SH SHARED 129 D NORTHWEST PIPE CO COM 66774610 3914 100000 SH SHARED 04 100000 D NORTHWEST PIPE CO COM 66774610 8096 206850 SH SHARED 10 206850 D NORTHWESTERN CORP COM NEW 66807430 2494 84555 SH SHARED 84555 D NORTHWESTERN CORP COM NEW 66807430 141 4782 SH SHARED 02 4782 D NORTHWESTERN CORP COM NEW 66807430 749 25400 SH SHARED 10 25400 D NORWOOD FINANCIAL CORP COM 66954910 2 67 SH SHARED 67 D NOVA CHEMICALS CORP COM 66977W10 3785 116841 SH SHARED 116841 D NOVA CHEMICALS CORP COM 66977W10 3 100 SH SHARED 01 100 D NOVA CHEMICALS CORP COM 66977W10 16 500 SH SHARED 06 500 D NOVA CHEMICALS CORP COM 66977W10 9 300 SH SHARED 14 300 D NOVA CHEMICALS CORP COM 66977W10 2 66 SH SHR/OTHR 23 66 D NOVAMED INC DEL NOTE 1.000% 6/1 66986WAA 9551 11550000 PRN SHARED 02 1550000 D NOVAMED INC DEL COM 66986W10 57 13459 SH SHARED 13459 D NOVAMED INC DEL COM 66986W10 329 77604 SH SHARED 02 77604 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 947 317928 SH SHARED 04 317928 D NOVACEA INC COM 66987B10 7 2400 SH SHARED 14 2400 D NOVAGOLD RES INC COM NEW 66987E20 38 4748 SH SHARED 4748 D NOVAGOLD RES INC COM NEW 66987E20 0 85 SH SHARED 21 85 D NOVATEL WIRELESS INC COM NEW 66987M60 510 31483 SH SHARED 31483 D NOVATEL WIRELESS INC COM NEW 66987M60 32 2000 SH SHARED 01 2000 D NOVATEL WIRELESS INC COM NEW 66987M60 5346 330000 SH SHARED 02 330000 D NOVATEL WIRELESS INC COM NEW 66987M60 153 9500 SH SHARED 10 9500 D NOVABAY PHARMACEUTICALS INC COM 66987P10 0 130 SH SHARED 130 D NOVARTIS A G SPONSORED ADR 66987V10 10757 198075 SH SHARED 198075 D NOVARTIS A G SPONSORED ADR 66987V10 2134 39300 SH SHARED 10 39300 D NOVARTIS A G SPONSORED ADR 66987V10 24 450 SH SHARED 20 450 D NOVARTIS A G SPONSORED ADR 66987V10 87 1615 SH SHARED 21 1615 D NOVARTIS A G SPONSORED ADR 66987V10 369 6800 SH SHR/OTHR 23 6800 D NU HORIZONS ELECTRS CORP COM 66990810 12640 1818815 SH SHARED 1818815 D NOVASTAR FINL INC COM NEW 66994788 149 51577 SH SHARED 51577 D NOVASTAR FINL INC COM NEW 66994788 199 68950 SH SHARED 01 68950 D NOVAVAX INC COM 67000210 1620 486590 SH SHARED 486590 D NOVAVAX INC COM 67000210 6 2000 SH SHARED 01 2000 D NOVELL INC DBCV 0.500% 7/1 670006AC 17879 19000000 PRN SHARED 9000000 D NOVELL INC DBCV 0.500% 7/1 670006AC 1279 1360000 PRN SHARED 02 1360000 D NOVELL INC COM 67000610 4114 598891 SH SHARED 591391 7500 D NOVELL INC COM 67000610 432 62929 SH SHARED 02 62929 D NOVELL INC COM 67000610 996 145122 SH SHARED 10 145122 D NOVELLUS SYS INC COM 67000810 13347 484148 SH SHARED 482048 2100 D NOVELLUS SYS INC COM 67000810 723 26225 SH SHARED 01 25825 400 D NOVELLUS SYS INC COM 67000810 1303 47267 SH SHARED 02 47267 D NOVELLUS SYS INC COM 67000810 24 880 SH SHARED 06 880 D NOVELLUS SYS INC COM 67000810 4226 153296 SH SHARED 10 153296 D NOVELLUS SYS INC COM 67000810 239 8700 SH SHARED 14 8700 D NOVELLUS SYS INC COM 67000810 16 600 SH SHARED 20 600 D NOVELLUS SYS INC COM 67000810 12 450 SH SHR/OTHR 23 450 D NOVEN PHARMACEUTICALS INC COM 67000910 370 26721 SH SHARED 26721 D NOVEN PHARMACEUTICALS INC COM 67000910 37 2700 SH SHARED 01 2700 D NOVEN PHARMACEUTICALS INC COM 67000910 39 2875 SH SHARED 02 2875 D NOVEN PHARMACEUTICALS INC COM 67000910 934 67300 SH SHARED 10 67300 D NOVO-NORDISK A S ADR 67010020 18 279 SH SHARED 279 D NOVO-NORDISK A S ADR 67010020 12 200 SH SHARED 01 200 D NOVO-NORDISK A S ADR 67010020 45 700 SH SHARED 21 700 D NU SKIN ENTERPRISES INC CL A 67018T10 159 9718 SH SHARED 9718 D NU SKIN ENTERPRISES INC CL A 67018T10 144 8800 SH SHARED 01 8800 D NU SKIN ENTERPRISES INC CL A 67018T10 111 6806 SH SHARED 10 6806 D NSTAR COM 67019E10 665 18369 SH SHARED 18369 D NSTAR COM 67019E10 1133 31300 SH SHARED 01 31300 D NSTAR COM 67019E10 183 5060 SH SHARED 02 5060 D NSTAR COM 67019E10 227 6274 SH SHARED 10 6274 D NSTAR COM 67019E10 152 4200 SH SHARED 23 4200 D NSTAR COM 67019E10 53 1476 SH SHR/OTHR 23 1476 D NTELOS HLDGS CORP COM 67020Q10 382 12885 SH SHARED 12885 D NTELOS HLDGS CORP COM 67020Q10 1137 38300 SH SHARED 01 37900 400 D NTELOS HLDGS CORP COM 67020Q10 1380 46500 SH SHR/OTHR 01 46500 D NTELOS HLDGS CORP COM 67020Q10 335 11300 SH SHARED 10 11300 D NUANCE COMMUNICATIONS INC COM 67020Y10 33 1773 SH SHARED 1773 D NUANCE COMMUNICATIONS INC COM 67020Y10 159 8552 SH SHARED 8552 D NUANCE COMMUNICATIONS INC COM 67020Y10 35 1900 SH SHARED 01 1900 D NUANCE COMMUNICATIONS INC COM 67020Y10 56 3050 SH SHARED 02 3050 D NUANCE COMMUNICATIONS INC COM 67020Y10 69 3712 SH SHARED 04 3712 D NUANCE COMMUNICATIONS INC COM 67020Y10 1419 76006 SH SHARED 10 76006 D NUANCE COMMUNICATIONS INC COM 67020Y10 28 1506 SH SHARED 19 1506 D NUANCE COMMUNICATIONS INC COM 67020Y10 401 21500 SH SHARED 21 5000 16500 D NUANCE COMMUNICATIONS INC COM 67020Y10 168 9000 SH SHR/OTHR 21 9000 D NUANCE COMMUNICATIONS INC COM 67020Y10 28 1500 SH SHR/OTHR 23 1500 D NUCOR CORP COM 67034610 200151 3379798 SH SHARED 3379798 D NUCOR CORP COM 67034610 4480 75666 SH SHARED 01 75666 D NUCOR CORP COM 67034610 9046 152756 SH SHARED 02 152756 D NUCOR CORP COM 67034610 0 1 SH SHARED 04 1 D NUCOR CORP COM 67034610 8 140 SH SHARED 05 140 D NUCOR CORP COM 67034610 198 3350 SH SHARED 06 3350 D NUCOR CORP COM 67034610 36776 621023 SH SHARED 10 518054 102969 D NUCOR CORP COM 67034610 386 6523 SH SHARED 14 6523 D NUCOR CORP COM 67034610 248 4200 SH SHR/OTHR 22 4200 D NUCOR CORP COM 67034610 904 15267 SH SHARED 24 15267 D NUMEREX CORP PA CL A 67053A10 2 300 SH SHARED 300 D NUSTAR ENERGY LP UNIT COM 67058H10 2903 54479 SH SHARED 54479 D NUSTAR ENERGY LP UNIT COM 67058H10 298 5600 SH SHARED 01 5600 D NUSTAR GP HOLDINGS LLC UNIT RESTG LLC 67059L10 94716 3317573 SH SHARED 3317573 D NUVEEN INSD PREM INCOME MUN COM 6706D810 2892 237700 SH SHARED 237700 D NUVEEN EQTY PRM OPPORTUNITYF COM 6706EM10 1507 92229 SH SHARED 92229 D NUVEEN EQTY PRM OPPORTUNITYF COM 6706EM10 23 1430 SH SHARED 20 1430 D NUVEEN FLTNG RTE INCM OPP FD COM SHS 6706EN10 9768 847943 SH SHARED 847943 D NUVEEN DIVERSIFIED DIV INCM COM 6706EP10 696 48802 SH SHARED 48802 D NUVEEN DIVERSIFIED DIV INCM COM 6706EP10 15 1114 SH SHARED 23 1114 D NUVEEN EQUITY PREM INCOME FD COM 6706ER10 383 23400 SH SHARED 23400 D NUVEEN EQUITY PREM ADV FD COM 6706ET10 549 33405 SH SHARED 33405 D NUVEEN TAX ADV FLTG RATE FUN COM 6706EV10 2363 214300 SH SHARED 214300 D NUVEEN EQUITY PREM & GROWTH COM 6706EW10 3 200 SH SHARED 200 D NUVEEN PREM INCOME MUN FD 4 COM 6706K410 1755 150000 SH SHARED 150000 D NUTRACEUTICAL INTL CORP COM 67060Y10 8 636 SH SHARED 636 D NUVEEN PA PREM INCOME MUN FD COM 67061F10 1193 95600 SH SHARED 95600 D NUVEEN CA INVT QUALITY MUN F COM 67062A10 1 100 SH SHARED 100 D NUVEEN MUN ADVANTAGE FD INC COM 67062H10 18 1340 SH SHARED 20 1340 D NUVEEN PERFORMANCE PLUS MUN COM 67062P10 5718 426758 SH SHARED 426758 D NUVEEN NY PERFORM PLUS MUN F COM 67062R10 47 3350 SH SHARED 22 3350 D NUVEEN MUN MKT OPPORTUNITY F COM 67062W10 3060 230100 SH SHARED 230100 D NUVEEN N Y INVT QUALITY MUN COM 67062X10 230 17700 SH SHARED 17700 D NVIDIA CORP COM 67066G10 72485 2130677 SH SHARED 2124077 6600 D NVIDIA CORP COM 67066G10 11545 339363 SH SHARED 01 261009 78354 D NVIDIA CORP COM 67066G10 2225 65430 SH SHR/OTHR 01 65430 D NVIDIA CORP COM 67066G10 2506 73678 SH SHARED 02 73678 D NVIDIA CORP COM 67066G10 4422 130000 SH SHARED 04 130000 D NVIDIA CORP COM 67066G10 11911 350120 SH SHARED 05 350120 D NVIDIA CORP COM 67066G10 142 4200 SH SHARED 06 4200 D NVIDIA CORP COM 67066G10 56211 1652299 SH SHARED 10 1638599 13700 D NVIDIA CORP COM 67066G10 816 24013 SH SHARED 14 24013 D NVIDIA CORP COM 67066G10 175 5170 SH SHARED 20 2650 2520 D NVIDIA CORP COM 67066G10 5 175 SH SHR/OTHR 20 175 D NVIDIA CORP COM 67066G10 63 1874 SH SHARED 21 1874 D NVIDIA CORP COM 67066G10 986 28996 SH SHARED 22 25456 3540 D NVIDIA CORP COM 67066G10 70 2062 SH SHR/OTHR 22 2062 D NVIDIA CORP COM 67066G10 1353 39775 SH SHARED 23 34225 5550 D NVIDIA CORP COM 67066G10 1001 29443 SH SHR/OTHR 23 29443 D NUVEEN CA DIVIDEND ADV MUN F COM SHS 67066Y10 460 34300 SH SHARED 34300 D NUVEEN SR INCOME FD COM 67067Y10 569 80637 SH SHARED 80637 D NUTRI SYS INC NEW COM 67069D10 1270 47101 SH SHARED 47101 D NUTRI SYS INC NEW COM 67069D10 63 2350 SH SHARED 01 2350 D NUTRI SYS INC NEW COM 67069D10 107 4000 SH SHARED 04 4000 D NUTRITION 21 INC COM 67069V10 0 1307 SH SHARED 1307 D NUVEEN CA DIV ADVANTG MUN FD COM 67069X10 2014 152000 SH SHARED 152000 D NUVEEN DIV ADV MUNI FD 3 COM SH BEN INT 67070X10 100 7400 SH SHARED 7400 D NUVEEN CA DIV ADV MUNI FD 3 COM SH BEN INT 67070Y10 347 27163 SH SHARED 27163 D NUVASIVE INC COM 67070410 4900 124000 SH SHARED 04 124000 D NUVASIVE INC COM 67070410 3054 77300 SH SHARED 10 77300 D NUVASIVE INC COM 67070410 98 2500 SH SHARED 14 2500 D NUVEEN INSD DIVID ADVANTAGE COM 67071L10 977 72400 SH SHARED 72400 D NUVEEN INSD CALIF DIVID COM 67071M10 343 25300 SH SHARED 25300 D NUVEEN CT DIV ADV MUN FD 3 COM 67071Y10 132 10000 SH SHARED 01 10000 D NYER MED GROUP INC COM 67071110 0 79 SH SHARED 79 D NUVEEN QUALITY PFD INCOME FD COM 67072C10 10 1000 SH SHARED 01 1000 D NUVELO INC COM NEW 67072M30 2 1380 SH SHARED 1380 D NUVEEN FLOATING RATE INCOME COM 67072T10 15757 1369032 SH SHARED 1369032 D NXSTAGE MEDICAL INC COM 67072V10 9669 637400 SH SHARED 10 637400 D NUVEEN MULTI STRAT INC & GR COM 67073B10 8097 740850 SH SHARED 740850 D NUVEEN MULTI STRAT INC GR FD COM SHS 67073D10 16121 1465569 SH SHARED 1465569 D NUVEEN TAX ADVANTAGED DIV GR COM 67073G10 6 400 SH SHARED 400 D NYMOX PHARMACEUTICAL CORP COM 67076P10 2 519 SH SHARED 519 D O CHARLEYS INC COM 67082310 241 16144 SH SHARED 16144 D O CHARLEYS INC COM 67082310 110 7382 SH SHARED 02 7382 D OGE ENERGY CORP COM 67083710 5330 146878 SH SHARED 146878 D OGE ENERGY CORP COM 67083710 1172 32300 SH SHARED 01 32300 D OGE ENERGY CORP COM 67083710 317 8754 SH SHARED 02 8754 D OGE 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PHARMACEUTICALS INC COM 68401H10 1845 263600 SH SHARED 04 263600 D OPTIONSXPRESS HLDGS INC COM 68401010 357 10566 SH SHARED 10566 D OPTIONSXPRESS HLDGS INC COM 68401010 166 4920 SH SHARED 01 4920 D OPTIONSXPRESS HLDGS INC COM 68401010 23 709 SH SHARED 02 709 D OPTIONSXPRESS HLDGS INC COM 68401010 392 11600 SH SHARED 10 11600 D OPTIUM CORP COM 68402T10 14 1839 SH SHARED 1839 D ORANGE 21 INC COM 68531710 0 127 SH SHARED 127 D ORASURE TECHNOLOGIES INC COM 68554V10 22 2517 SH SHARED 2517 D ORASURE TECHNOLOGIES INC COM 68554V10 52 5925 SH SHARED 02 5925 D ORBCOMM INC COM 68555P10 5 811 SH SHARED 811 D ORBIT INTL CORP COM NEW 68555930 11 1326 SH SHARED 1326 D ORBITAL SCIENCES CORP COM 68556410 1808 73773 SH SHARED 73773 D ORBITAL SCIENCES CORP COM 68556410 94 3859 SH SHARED 02 3859 D ORBITAL SCIENCES CORP COM 68556410 126 5157 SH SHARED 10 5157 D ORBITZ WORLDWIDE INC COM 68557K10 3 454 SH SHARED 454 D ORCHIDS PAPER PRODS CO DEL COM 68572N10 1 140 SH SHARED 140 D ORCHID CELLMARK INC COM 68573C10 3 762 SH SHARED 762 D O REILLY AUTOMOTIVE INC COM 68609110 455 14057 SH SHARED 14057 D O REILLY AUTOMOTIVE INC COM 68609110 1183 36500 SH SHARED 01 36500 D O REILLY AUTOMOTIVE INC COM 68609110 514 15850 SH SHARED 02 15850 D O REILLY AUTOMOTIVE INC COM 68609110 145 4500 SH SHARED 10 4500 D O REILLY AUTOMOTIVE INC COM 68609110 51 1600 SH SHR/OTHR 23 1600 D OREXIGEN THERAPEUTICS INC COM 68616410 1 125 SH SHARED 125 D ORIENTAL FINL GROUP INC COM 68618W10 653 48736 SH SHARED 48736 D ORIENTAL FINL GROUP INC COM 68618W10 76 5700 SH SHARED 10 5700 D ORIGEN FINL INC COM 68619E20 1 465 SH SHARED 465 D ORITANI FINL CORP COM 68632310 33 2733 SH SHARED 2733 D ORIX CORP SPONSORED ADR 68633010 21 250 SH SHARED 250 D ORIX CORP SPONSORED ADR 68633010 39 460 SH SHARED 21 460 D ORLEANS HOMEBUILDERS INC COM 68658810 1 404 SH SHARED 404 D ORMAT TECHNOLOGIES INC COM 68668810 218 3972 SH SHARED 3972 D ORMAT TECHNOLOGIES INC COM 68668810 3081 56010 SH SHARED 56010 D ORMAT TECHNOLOGIES INC COM 68668810 214 3895 SH SHARED 01 3895 D ORMAT TECHNOLOGIES INC COM 68668810 22 400 SH SHARED 02 400 D ORMAT TECHNOLOGIES INC COM 68668810 12943 235291 SH SHARED 04 235291 D ORMAT TECHNOLOGIES INC COM 68668810 11599 210870 SH SHARED 05 210870 D ORMAT TECHNOLOGIES INC COM 68668810 519 9451 SH SHARED 06 9451 D ORMAT TECHNOLOGIES INC COM 68668810 446 8124 SH SHARED 10 8124 D ORTHOLOGIC CORP COM 68750J10 1 1083 SH SHARED 1083 D ORTHOVITA INC COM 68750U10 6 1922 SH SHARED 1922 D OSAGE BANCSHARES INC COM 68764U10 0 89 SH SHARED 89 D OSCIENT PHARMACEUTICALS CORP NOTE 3.500% 4/1 68812RAC 33 84000 PRN SHARED 84000 D OSCIENT PHARMACEUTICALS CORP NOTE 3.500% 4/1 68812RAC 8 20000 PRN SHARED 02 20000 D OSCIENT PHARMACEUTICALS CORP COM NEW 68812R30 0 323 SH SHARED 323 D OSHKOSH TRUCK CORP COM 68823920 8497 179813 SH SHARED 179813 D OSHKOSH TRUCK CORP COM 68823920 1077 22800 SH SHARED 01 22800 D OSHKOSH TRUCK CORP COM 68823920 827 17515 SH SHARED 02 17515 D OSHKOSH TRUCK CORP COM 68823920 18 400 SH SHARED 06 400 D OSHKOSH TRUCK CORP COM 68823920 16662 352580 SH SHARED 10 352580 D OSHKOSH TRUCK CORP COM 68823920 11 250 SH SHARED 21 250 D OSIRIS THERAPEUTICS INC COM 68827R10 819 68166 SH SHARED 68166 D OSTEOTECH INC COM 68858210 6 832 SH SHARED 832 D OSTEOTECH INC COM 68858210 12 1650 SH SHARED 02 1650 D OTTER TAIL CORP COM 68964810 12 348 SH SHARED 348 D OTTER TAIL CORP COM 68964810 394 11400 SH SHARED 10 11400 D OUTDOOR CHANNEL HLDGS INC COM NEW 69002720 55 8081 SH SHARED 8081 D OUTDOOR CHANNEL HLDGS INC COM NEW 69002720 11 1700 SH SHARED 02 1700 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 3142 42226 SH SHARED 42226 D OVERSEAS SHIPHOLDING GROUP I COM 69036810 1177 15820 SH SHARED 01 6120 9700 D OVERSEAS SHIPHOLDING GROUP I COM 69036810 113 1519 SH SHARED 02 1519 D OVERSEAS SHIPHOLDING GROUP I COM 69036810 140 1886 SH SHARED 10 1886 D OVERSTOCK COM INC DEL COM 69037010 63 4096 SH SHARED 4096 D OWENS & MINOR INC NEW COM 69073210 344 8115 SH SHARED 8115 D OWENS & MINOR INC NEW COM 69073210 33 800 SH SHARED 01 800 D OWENS & MINOR INC NEW COM 69073210 10013 236000 SH SHARED 10 236000 D OWENS & MINOR INC NEW COM 69073210 37 875 SH SHARED 21 875 D OWENS CORNING NEW COM 69074210 79 3952 SH SHARED 3952 D OWENS CORNING NEW COM 69074210 485 24015 SH SHARED 01 18530 5485 D OWENS CORNING NEW COM 69074210 79 3925 SH SHR/OTHR 01 3925 D OWENS CORNING NEW COM 69074210 204 10100 SH SHARED 10 10100 D OWENS CORNING NEW COM 69074210 20 1000 SH SHARED 20 1000 D OWENS CORNING NEW COM 69074210 12 605 SH SHR/OTHR 21 605 D OWENS CORNING NEW COM 69074210 7 350 SH SHARED 22 350 D OWENS ILL INC COM NEW 69076840 3090 62443 SH SHARED 51543 10900 D OWENS ILL INC COM NEW 69076840 227 4600 SH SHARED 01 4600 D OWENS ILL INC COM NEW 69076840 7 150 SH SHARED 05 150 D OWENS ILL INC COM NEW 69076840 75 1530 SH SHARED 06 1530 D OWENS ILL INC COM NEW 69076840 21737 439140 SH SHARED 10 351240 87900 D OWENS ILL INC COM NEW 69076840 126 2550 SH SHARED 14 2550 D OWENS ILL INC COM NEW 69076840 3 70 SH SHARED 21 70 D OWENS ILL INC COM NEW 69076840 1247 25200 SH SHARED 24 25200 D OWENS ILL INC PFD CONV $.01 69076850 23629 472770 SH SHARED 472770 D OXFORD INDS INC COM 69149730 110 4269 SH SHARED 4269 D OXFORD INDS INC COM 69149730 25 1000 SH SHARED 01 1000 D OXFORD INDS INC COM 69149730 582 22600 SH SHARED 10 22600 D OXIGENE INC COM 69182810 1 741 SH SHARED 741 D P & F INDS INC CL A NEW 69283050 0 50 SH SHARED 50 D PAB BANKSHARES INC COM 69313P10 2 219 SH SHARED 219 D P A M TRANSN SVCS INC COM 69314910 12 799 SH SHARED 799 D P C CONNECTION COM 69318J10 844 74434 SH SHARED 74434 D PC MALL INC COM 69323K10 361 38808 SH SHARED 38808 D PC-TEL INC COM 69325Q10 288 42046 SH SHARED 42046 D PDF SOLUTIONS INC COM 69328210 86 9630 SH SHARED 9630 D PDI INC COM 69329V10 1085 115796 SH SHARED 115796 D PDL BIOPHARMA INC COM 69329Y10 5335 304520 SH SHARED 304520 D PDL BIOPHARMA INC COM 69329Y10 1273 72675 SH SHARED 01 37075 35600 D PDL BIOPHARMA INC COM 69329Y10 119 6821 SH SHARED 02 6821 D PDL BIOPHARMA INC COM 69329Y10 3362 191925 SH SHARED 04 191925 D PDL BIOPHARMA INC COM 69329Y10 2447 139700 SH SHARED 10 139700 D PDL BIOPHARMA INC COM 69329Y10 42 2400 SH SHARED 14 2400 D PG&E CORP NOTE 9.500% 6/3 69331CAD 32515 10626000 PRN SHARED 0626000 D PG&E CORP COM 69331C10 52 1207 SH SHARED 1207 D PG&E CORP COM 69331C10 48406 1123372 SH SHARED 1123372 D PG&E CORP COM 69331C10 2747 63754 SH SHARED 01 58279 5475 D PG&E CORP COM 69331C10 140 3250 SH SHR/OTHR 01 3250 D PG&E CORP COM 69331C10 4811 111667 SH SHARED 02 111667 D PG&E CORP COM 69331C10 93197 2162864 SH SHARED 04 2162864 D PG&E CORP COM 69331C10 25447 590556 SH SHARED 05 590556 D PG&E CORP COM 69331C10 57950 1344882 SH SHARED 06 1344882 D PG&E CORP COM 69331C10 7780 180568 SH SHARED 10 180568 D PG&E CORP COM 69331C10 77 1800 SH SHARED 14 1800 D PG&E CORP COM 69331C10 5286 122693 SH SHARED 16 122693 D PG&E CORP COM 69331C10 32 750 SH SHARED 20 750 D PG&E CORP COM 69331C10 21 495 SH SHR/OTHR 21 495 D PG&E CORP COM 69331C10 15 350 SH SHARED 22 350 D PG&E CORP COM 69331C10 592 13750 SH SHR/OTHR 23 13750 D PFF BANCORP INC COM 69331W10 112 9314 SH SHARED 9314 D PFF BANCORP INC COM 69331W10 43 3650 SH SHARED 02 3650 D PFF BANCORP INC COM 69331W10 66 5500 SH SHARED 10 5500 D PHC INC MASS CL A 69331510 1 517 SH SHARED 517 D PHH CORP COM NEW 69332020 2028 115005 SH SHARED 115005 D PHH CORP COM NEW 69332020 91 5165 SH SHARED 01 4665 500 D PHH CORP COM NEW 69332020 315 17900 SH SHARED 10 17900 D P F CHANGS CHINA BISTRO INC COM 69333Y10 370 16222 SH SHARED 16222 D P F CHANGS CHINA BISTRO INC COM 69333Y10 36 1600 SH SHARED 01 1600 D P F CHANGS CHINA BISTRO INC COM 69333Y10 61 2700 SH SHARED 02 2700 D P F CHANGS CHINA BISTRO INC COM 69333Y10 82 3609 SH SHARED 10 3609 D PHI INC COM NON VTG 69336T20 7 242 SH SHARED 242 D PGT INC COM 69336V10 0 64 SH SHARED 64 D PGT INC COM 69336V10 6 1261 SH SHARED 02 1261 D PICO HLDGS INC COM NEW 69336620 11 353 SH SHARED 353 D PICO HLDGS INC COM NEW 69336620 262 7800 SH SHARED 10 7800 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 82 8875 SH SHARED 01 8875 D PLX TECHNOLOGY INC COM 69341710 584 62900 SH SHARED 10 62900 D PMA CAP CORP DBCV 6.500% 9/3 693419AD 1349 1254000 PRN SHARED 1254000 D PMA CAP CORP CL A 69341920 6 769 SH SHARED 769 D PMA CAP CORP CL A 69341920 53 6520 SH SHARED 01 6520 D PMA CAP CORP CL A 69341920 11 1425 SH SHARED 02 1425 D PMA CAP CORP CL A 69341920 129 15700 SH SHARED 10 15700 D PMC COML TR SH BEN INT 69343410 3 280 SH SHARED 280 D PMC-SIERRA INC NOTE 2.250%10/1 69344FAD 24912 24000000 PRN SHARED 4000000 D PMC-SIERRA INC NOTE 2.250%10/1 69344FAD 337 325000 PRN SHARED 02 325000 D PMC-SIERRA INC COM 69344F10 461 70558 SH SHARED 70558 D PMC-SIERRA INC COM 69344F10 70 10795 SH SHARED 01 10795 D PMC-SIERRA INC COM 69344F10 1052 160900 SH SHARED 02 160900 D PMC-SIERRA INC COM 69344F10 5939 908115 SH SHARED 10 908115 D PMC-SIERRA INC COM 69344F10 3270 500000 SH SHARED 15 500000 D PMI GROUP INC COM 69344M10 41730 3142390 SH SHARED 3142390 D PMI GROUP INC COM 69344M10 254 19200 SH SHARED 01 6000 13200 D PMI GROUP INC COM 69344M10 1546 116480 SH SHARED 02 116480 D PMI GROUP INC COM 69344M10 54 4100 SH SHARED 10 4100 D PNC FINL SVCS GROUP INC COM 69347510 3227 49157 SH SHARED 35865 13292 D PNC FINL SVCS GROUP INC COM 69347510 65827 1002696 SH SHARED 1002696 D PNC FINL SVCS GROUP INC COM 69347510 14224 216675 SH SHARED 01 195025 21650 D PNC FINL SVCS GROUP INC COM 69347510 2127 32400 SH SHR/OTHR 01 32400 D PNC FINL SVCS GROUP INC COM 69347510 531 8100 SH SHARED 02 8100 D PNC FINL SVCS GROUP INC COM 69347510 800 12200 SH SHARED 04 12200 D PNC FINL SVCS GROUP INC COM 69347510 9 150 SH SHARED 05 150 D PNC FINL SVCS GROUP INC COM 69347510 197 3001 SH SHARED 06 3001 D PNC FINL SVCS GROUP INC COM 69347510 275054 4189709 SH SHARED 10 4187909 1800 D PNC FINL SVCS GROUP INC COM 69347510 6926 105511 SH SHARED 19 105511 D PNC FINL SVCS GROUP INC COM 69347510 2672 40710 SH SHARED 20 32115 8595 D PNC FINL SVCS GROUP INC COM 69347510 436 6650 SH SHR/OTHR 20 6650 D PNC FINL SVCS GROUP INC COM 69347510 86 1312 SH SHARED 22 821 491 D PNC FINL SVCS GROUP INC COM 69347510 31 486 SH SHR/OTHR 22 486 D PNC FINL SVCS GROUP INC COM 69347510 1725 26290 SH SHARED 23 25780 510 D PNC FINL SVCS GROUP INC COM 69347510 666 10145 SH SHR/OTHR 23 10145 D POSCO SPONSORED ADR 69348310 314 2090 SH SHARED 2090 D POSCO SPONSORED ADR 69348310 13160 87500 SH SHARED 87500 D POSCO SPONSORED ADR 69348310 4835 32150 SH SHARED 01 31900 250 D POSCO SPONSORED ADR 69348310 4512 30000 SH SHARED 04 30000 D POSCO SPONSORED ADR 69348310 2105 14000 SH SHARED 06 14000 D POSCO SPONSORED ADR 69348310 18304 121700 SH SHARED 10 121700 D POSCO SPONSORED ADR 69348310 37 250 SH SHARED 20 250 D POSCO SPONSORED ADR 69348310 2692 17900 SH SHARED 24 17900 D PNM RES INC COM 69349H10 603 28156 SH SHARED 28156 D PNM RES INC COM 69349H10 877 40900 SH SHARED 01 9700 31200 D PNM RES INC COM 69349H10 395 18436 SH SHARED 02 18436 D PNM RES INC COM 69349H10 1488 69387 SH SHARED 10 69387 D PNM RES INC COM 69349H10 42 2000 SH SHR/OTHR 23 2000 D PPG INDS INC COM 69350610 34864 496436 SH SHARED 496436 D PPG INDS INC COM 69350610 1453 20692 SH SHARED 01 19092 1600 D PPG INDS INC COM 69350610 140 2000 SH SHR/OTHR 01 2000 D PPG INDS INC COM 69350610 1091 15536 SH SHARED 02 15536 D PPG INDS INC COM 69350610 7 100 SH SHARED 05 100 D PPG INDS INC COM 69350610 114 1630 SH SHARED 06 1630 D PPG INDS INC COM 69350610 29500 420062 SH SHARED 10 369962 50100 D PPG INDS INC COM 69350610 365 5200 SH SHARED 14 5200 D PPG INDS INC COM 69350610 84 1200 SH SHARED 20 1200 D PPG INDS INC COM 69350610 112 1600 SH SHR/OTHR 22 1600 D PPG INDS INC COM 69350610 10 150 SH SHARED 23 150 D PPG INDS INC COM 69350610 842 12000 SH SHR/OTHR 23 12000 D PPG INDS INC COM 69350610 1146 16320 SH SHARED 24 16320 D PPL CORP COM 69351T10 19503 374425 SH SHARED 374425 D PPL CORP COM 69351T10 7897 151622 SH SHARED 01 151622 D PPL CORP COM 69351T10 900 17282 SH SHARED 02 17282 D PPL CORP COM 69351T10 10 200 SH SHARED 05 200 D PPL CORP COM 69351T10 1825 35049 SH SHARED 06 35049 D PPL CORP COM 69351T10 10481 201226 SH SHARED 10 201226 D PPL CORP COM 69351T10 31 600 SH SHARED 14 600 D PPL CORP COM 69351T10 182 3500 SH SHARED 20 300 3200 D PRB ENERGY INC COM 69353510 0 195 SH SHARED 195 D PRG-SCHULTZ INTERNATIONAL IN COM NEW 69357C50 5471 638423 SH SHARED 638423 D PS BUSINESS PKS INC CALIF COM 69360J10 2559 48705 SH SHARED 48705 D PS BUSINESS PKS INC CALIF COM 69360J10 9 175 SH SHARED 01 175 D PS BUSINESS PKS INC CALIF COM 69360J10 499 9500 SH SHARED 02 9500 D PS BUSINESS PKS INC CALIF COM 69360J10 204 3900 SH SHARED 10 3900 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 21350 17344000 PRN SHARED 7344000 D PSS WORLD MED INC COM 69366A10 35 1794 SH SHARED 1794 D PSS WORLD MED INC COM 69366A10 156 8000 SH SHARED 01 8000 D PSS WORLD MED INC COM 69366A10 116 5954 SH SHARED 02 5954 D PSS WORLD MED INC COM 69366A10 158 8100 SH SHARED 10 8100 D PACCAR INC COM 69371810 55087 1011158 SH SHARED 1011158 D PACCAR INC COM 69371810 2760 50673 SH SHARED 01 50673 D PACCAR INC COM 69371810 174 3205 SH SHR/OTHR 01 3205 D PACCAR INC COM 69371810 711 13068 SH SHARED 02 13068 D PACCAR INC COM 69371810 2451 45000 SH SHARED 04 45000 D PACCAR INC COM 69371810 10 190 SH SHARED 05 190 D PACCAR INC COM 69371810 202 3715 SH SHARED 06 3715 D PACCAR INC COM 69371810 37287 684428 SH SHARED 10 684428 D PACCAR INC COM 69371810 380 6986 SH SHR/OTHR 10 6986 D PACCAR INC COM 69371810 374 6869 SH SHARED 20 603 6266 D PACCAR INC COM 69371810 23 438 SH SHR/OTHR 20 438 D PACCAR INC COM 69371810 121 2227 SH SHARED 23 2227 D PACCAR INC COM 69371810 603 11073 SH SHR/OTHR 23 11073 D PACER INTL INC TENN COM 69373H10 3439 235594 SH SHARED 235594 D PACER INTL INC TENN COM 69373H10 108 7400 SH SHARED 01 7400 D PACER INTL INC TENN COM 69373H10 428 29327 SH SHARED 02 29327 D PACER INTL INC TENN COM 69373H10 125 8600 SH SHARED 10 8600 D PACIFIC CAP BANCORP NEW COM 69404P10 730 36307 SH SHARED 36307 D PACIFIC CAP BANCORP NEW COM 69404P10 166 8258 SH SHARED 01 6508 1750 D PACIFIC CAP BANCORP NEW COM 69404P10 4148 206066 SH SHARED 10 206066 D PACIFIC CONTINENTAL CORP COM 69412V10 3 305 SH SHARED 305 D PACIFIC ETHANOL INC COM 69423U10 4085 497596 SH SHARED 497596 D PACIFIC ETHANOL INC COM 69423U10 10 1250 SH SHARED 02 1250 D PACIFIC MERCANTILE BANCORP COM 69455210 3 270 SH SHARED 270 D PACIFIC PREMIER BANCORP COM 69478X10 174 25197 SH SHARED 25197 D PACIFIC STATE BANCORP CA COM 69486410 41 3278 SH SHARED 3278 D PACIFIC SUNWEAR CALIF INC COM 69487310 5047 357746 SH SHARED 357746 D PACIFIC SUNWEAR CALIF INC COM 69487310 342 24300 SH SHARED 01 24300 D PACIFIC SUNWEAR CALIF INC COM 69487310 47 3350 SH SHARED 02 3350 D PACIFIC SUNWEAR CALIF INC COM 69487310 64 4600 SH SHARED 10 4600 D PACIFIC SUNWEAR CALIF INC COM 69487310 141 10040 SH SHARED 21 10040 D PACIFIC SUNWEAR CALIF INC COM 69487310 17 1264 SH SHR/OTHR 23 1264 D PACKAGING CORP AMER COM 69515610 17809 631534 SH SHARED 620234 11300 D PACKAGING CORP AMER COM 69515610 1130 40100 SH SHARED 01 11900 28200 D PACKAGING CORP AMER COM 69515610 124 4402 SH SHARED 02 4402 D PACKAGING CORP AMER COM 69515610 16722 593000 SH SHARED 10 543900 49100 D PACKAGING CORP AMER COM 69515610 456 16200 SH SHARED 24 16200 D PACKETEER INC COM 69521010 112 18325 SH SHARED 18325 D PACTIV CORP COM 69525710 18955 711827 SH SHARED 711827 D PACTIV CORP COM 69525710 412 15500 SH SHARED 01 15500 D PACTIV CORP COM 69525710 51 1941 SH SHARED 02 1941 D PACTIV CORP COM 69525710 21 800 SH SHARED 06 800 D PACTIV CORP COM 69525710 1463 54968 SH SHARED 10 54968 D PACTIV CORP COM 69525710 79 3000 SH SHARED 14 3000 D PAETEC HOLDING CORP COM 69545910 4 459 SH SHARED 459 D PAETEC HOLDING CORP COM 69545910 136 14000 SH SHARED 02 14000 D PAETEC HOLDING CORP COM 69545910 280 28800 SH SHARED 10 28800 D PAINCARE HLDGS INC COM 69562E10 0 1854 SH SHARED 1854 D PAIN THERAPEUTICS INC COM 69562K10 98 9300 SH SHARED 01 9300 D PAIN THERAPEUTICS INC COM 69562K10 41 3900 SH SHARED 02 3900 D PALATIN TECHNOLOGIES INC COM NEW 69607730 0 2058 SH SHARED 2058 D PALL CORP COM 69642930 16853 417998 SH SHARED 413998 4000 D PALL CORP COM 69642930 610 15144 SH SHARED 01 15144 D PALL CORP COM 69642930 73 1823 SH SHARED 02 1823 D PALL CORP COM 69642930 177745 4408363 SH SHARED 04 4408363 D PALL CORP COM 69642930 15000 372048 SH SHARED 05 372048 D PALL CORP COM 69642930 24 610 SH SHARED 06 610 D PALL CORP COM 69642930 1982 49163 SH SHARED 10 49163 D PALL CORP COM 69642930 1330 33000 SH SHARED 14 33000 D PALL CORP COM 69642930 3770 93520 SH SHARED 16 93520 D PALL CORP COM 69642930 165 4100 SH SHR/OTHR 23 4100 D PALM HARBOR HOMES NOTE 3.250% 5/1 696639AB 70 100000 PRN SHARED 100000 D PALM HARBOR HOMES NOTE 3.250% 5/1 696639AB 17 25000 PRN SHARED 02 25000 D PALM HARBOR HOMES COM 69663910 0 28 SH SHARED 28 D PALM HARBOR HOMES COM 69663910 18 1750 SH SHARED 02 1750 D PALM INC NEW COM 69664310 0 10 SH SHARED 10 D PALM INC NEW COM 69664310 314 49582 SH SHARED 49582 D PALM INC NEW COM 69664310 131 20735 SH SHARED 01 20735 D PALM INC NEW COM 69664310 1518 239442 SH SHARED 02 239442 D PALM INC NEW COM 69664310 179 28300 SH SHARED 10 28300 D PALOMAR MED TECHNOLOGIES INC COM NEW 69752930 178 11677 SH SHARED 11677 D PALOMAR MED TECHNOLOGIES INC COM NEW 69752930 58 3803 SH SHARED 02 3803 D PAMRAPO BANCORP INC COM 69773810 2 102 SH SHARED 102 D PAMRAPO BANCORP INC COM 69773810 72 3600 SH SHARED 01 3600 D PAN AMERICAN SILVER CORP COM 69790010 1028 29433 SH SHARED 29433 D PAN AMERICAN SILVER CORP COM 69790010 2235 64001 SH SHARED 04 64001 D PAN AMERICAN SILVER CORP COM 69790010 26178 749450 SH SHARED 10 749450 D PANACOS PHARMACEUTICALS INC COM 69811Q10 1 1294 SH SHARED 1294 D PANACOS PHARMACEUTICALS INC COM 69811Q10 0 1018 SH SHARED 02 1018 D PANERA BREAD CO CL A 69840W10 141 3941 SH SHARED 941 3000 D PANERA BREAD CO CL A 69840W10 64 1800 SH SHARED 01 1800 D PANHANDLE OIL AND GAS INC CL A 69847710 5 206 SH SHARED 206 D PANTRY INC NOTE 3.000%11/1 698657AL 17268 19623008 PRN SHARED 9623008 D PANTRY INC COM 69865710 1594 61025 SH SHARED 61025 D PANTRY INC COM 69865710 785 30050 SH SHARED 01 30050 D PANTRY INC COM 69865710 2 100 SH SHARED 02 100 D PANTRY INC COM 69865710 27645 1057995 SH SHARED 10 1047595 10400 D PANTRY INC COM 69865710 1424 54500 SH SHARED 15 54500 D PANTRY INC COM 69865710 476 18250 SH SHARED 24 18250 D PAPA JOHNS INTL INC COM 69881310 88 3902 SH SHARED 3902 D PAPA JOHNS INTL INC COM 69881310 3 175 SH SHARED 01 175 D PAPA JOHNS INTL INC COM 69881310 304 13426 SH SHARED 10 13426 D PAR PHARMACEUTICAL COS INC COM 69888P10 584 24349 SH SHARED 24349 D PAR PHARMACEUTICAL COS INC COM 69888P10 266 11100 SH SHARED 01 11100 D PAR PHARMACEUTICAL COS INC COM 69888P10 80 3352 SH SHARED 02 3352 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 50 2764 SH SHARED 2764 D PARALLEL PETE CORP DEL COM 69915710 5 286 SH SHARED 286 D PARALLEL PETE CORP DEL COM 69915710 40 2325 SH SHARED 01 2325 D PARALLEL PETE CORP DEL COM 69915710 54 3090 SH SHARED 02 2725 365 D PARALLEL PETE CORP DEL COM 69915710 27078 1535950 SH SHARED 10 1535950 D PARAMETRIC TECHNOLOGY CORP COM NEW 69917320 362 20289 SH SHARED 20289 D PARAMETRIC TECHNOLOGY CORP COM NEW 69917320 1145 64200 SH SHARED 01 28600 35600 D PARAMETRIC TECHNOLOGY CORP COM NEW 69917320 1900 106463 SH SHARED 02 106463 D PARAMETRIC TECHNOLOGY CORP COM NEW 69917320 1330 74555 SH SHARED 10 74555 D PARAMOUNT GOLD & SILVER CORP COM 69924P10 2 1107 SH SHARED 1107 D PAREXEL INTL CORP COM 69946210 1064 22049 SH SHARED 22049 D PAREXEL INTL CORP COM 69946210 70 1450 SH SHARED 01 1450 D PAREXEL INTL CORP COM 69946210 618 12800 SH SHARED 10 12800 D PARK ELECTROCHEMICAL CORP COM 70041620 121 4314 SH SHARED 4314 D PARK ELECTROCHEMICAL CORP COM 70041620 15949 564782 SH SHARED 10 564782 D PARK NATL CORP COM 70065810 6 100 SH SHARED 100 D PARK NATL CORP COM 70065810 761 11800 SH SHARED 10 11800 D PARK OHIO HLDGS CORP COM 70066610 0 13 SH SHARED 13 D PARK OHIO HLDGS CORP COM 70066610 30 1200 SH SHARED 10 1200 D PARKE BANCORP INC COM 70088510 26 1500 SH SHARED 1500 D PARKER DRILLING CO COM 70108110 217 28755 SH SHARED 28755 D PARKER DRILLING CO COM 70108110 129 17125 SH SHARED 01 17125 D PARKER DRILLING CO COM 70108110 198 26351 SH SHARED 10 26351 D PARKER HANNIFIN CORP COM 70109410 123772 1643510 SH SHARED 1643510 D PARKER HANNIFIN CORP COM 70109410 2184 29002 SH SHARED 01 26330 2672 D PARKER HANNIFIN CORP COM 70109410 55 735 SH SHR/OTHR 01 735 D PARKER HANNIFIN CORP COM 70109410 3050 40504 SH SHARED 02 40504 D PARKER HANNIFIN CORP COM 70109410 3388 45000 SH SHARED 04 45000 D PARKER HANNIFIN CORP COM 70109410 7 105 SH SHARED 05 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PETMED EXPRESS INC COM 71638210 1 150 SH SHARED 02 150 D PETRO-CDA COM 71644E10 7020 130934 SH SHARED 127934 3000 D PETRO-CDA COM 71644E10 206 3858 SH SHARED 01 1858 2000 D PETRO-CDA COM 71644E10 53914 1005500 SH SHARED 04 1005500 D PETRO-CDA COM 71644E10 16 300 SH SHARED 05 300 D PETRO-CDA COM 71644E10 144 2700 SH SHARED 06 2700 D PETRO-CDA COM 71644E10 745 13900 SH SHARED 10 13900 D PETRO-CDA COM 71644E10 738 13769 SH SHARED 14 11800 1969 D PETRO-CDA COM 71644E10 1 31 SH SHARED 21 31 D PETRO-CDA COM 71644E10 107 2000 SH SHARED 23 2000 D PETRO-CDA COM 71644E10 321 6000 SH SHR/OTHR 23 6000 D PETROCHINA CO LTD SPONSORED ADR 71646E10 57 325 SH SHARED 325 D PETROCHINA CO LTD SPONSORED ADR 71646E10 8183 46638 SH SHARED 46638 D PETROCHINA CO LTD SPONSORED ADR 71646E10 26 150 SH SHR/OTHR 01 150 D PETROCHINA CO LTD SPONSORED ADR 71646E10 70 400 SH SHARED 02 400 D PETROCHINA CO LTD SPONSORED ADR 71646E10 350 2000 SH SHARED 23 2000 D PETROCHINA CO LTD SPONSORED ADR 71646E10 877 5000 SH SHR/OTHR 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PETROLEO BRASILEIRO SA PETRO SPONSORED ADR 71654V40 39024 338637 SH SHARED 01 338487 150 D PETROLEO BRASILEIRO SA PETRO SPONSORED ADR 71654V40 23 200 SH SHR/OTHR 01 200 D PETROLEO BRASILEIRO SA PETRO SPONSORED ADR 71654V40 26931 233700 SH SHARED 02 233700 D PETROLEO BRASILEIRO SA PETRO SPONSORED ADR 71654V40 819 7110 SH SHARED 04 7110 D PETROLEO BRASILEIRO SA PETRO SPONSORED ADR 71654V40 133586 1159200 SH SHARED 04 1159200 D PETROLEO BRASILEIRO SA PETRO SPONSORED ADR 71654V40 11178 97000 SH SHARED 06 97000 D PETROLEO BRASILEIRO SA PETRO SPONSORED ADR 71654V40 177354 1539000 SH SHARED 10 1539000 D PETROLEO BRASILEIRO SA PETRO SPONSORED ADR 71654V40 3180 27600 SH SHARED 14 6000 21600 D PETROLEO BRASILEIRO SA PETRO SPONSORED ADR 71654V40 80 700 SH SHARED 21 560 140 D PETROLEO BRASILEIRO SA PETRO SPONSORED ADR 71654V40 7709 66900 SH SHARED 24 66900 D PETROLEUM DEV CORP COM 71657810 16 275 SH SHARED 01 275 D PETROLEUM DEV CORP COM 71657810 10 175 SH SHARED 02 175 D PETROLEUM DEV CORP COM 71657810 201 3400 SH SHARED 10 3400 D PETROLEUM DEV CORP COM 71657810 12 209 SH SHARED 21 209 D PETROQUEST ENERGY INC COM 71674810 227 15932 SH SHARED 15932 D PETROQUEST ENERGY INC COM 71674810 34 2400 SH SHARED 01 2400 D PETROQUEST ENERGY INC COM 71674810 20029 1400674 SH SHARED 10 1400674 D PETROQUEST ENERGY INC COM 71674810 28 2000 SH SHR/OTHR 20 2000 D PETROQUEST ENERGY INC COM 71674810 87 6153 SH SHARED 21 2470 3683 D PETSMART INC COM 71676810 1266 53809 SH SHARED 53809 D PETSMART INC COM 71676810 940 39950 SH SHARED 01 1150 38800 D PETSMART INC COM 71676810 411 17495 SH SHARED 02 17495 D PETSMART INC COM 71676810 16 700 SH SHARED 06 700 D PETSMART INC COM 71676810 1444 61372 SH SHARED 10 61372 D PETSMART INC COM 71676810 70 3000 SH SHARED 21 3000 D PHARMACYCLICS INC COM 71693310 0 560 SH SHARED 560 D PFIZER INC COM 71708110 1151 50665 SH SHARED 30700 19965 D PFIZER INC COM 71708110 812557 35748240 SH SHARED 4838592 909650 D PFIZER INC COM 71708110 33339 1466770 SH SHARED 01 1164611 302159 D PFIZER INC COM 71708110 3507 154330 SH SHR/OTHR 01 154330 D PFIZER INC COM 71708110 67733 2979917 SH SHARED 02 2979917 D PFIZER INC COM 71708110 209 9209 SH SHARED 04 9209 D PFIZER INC COM 71708110 9002 396075 SH SHARED 04 396075 D PFIZER INC COM 71708110 66 2930 SH SHARED 05 2930 D PFIZER INC COM 71708110 1530 67334 SH SHARED 06 67334 D PFIZER INC COM 71708110 544233 23943392 SH SHARED 10 3045824 897571 D PFIZER INC COM 71708110 176 7765 SH SHR/OTHR 10 7765 D PFIZER INC COM 71708110 5524 243040 SH SHARED 14 7800 235240 D PFIZER INC COM 71708110 4140 182168 SH SHARED 15 182168 D PFIZER INC COM 71708110 321 14165 SH SHARED 19 14165 D PFIZER INC COM 71708110 3170 139470 SH SHARED 20 57772 81698 D PFIZER INC COM 71708110 6281 276357 SH SHR/OTHR 20 276357 D PFIZER INC COM 71708110 678 29832 SH SHARED 21 28362 1470 D PFIZER INC COM 71708110 5991 263600 SH SHR/OTHR 21 263600 D PFIZER INC COM 71708110 658 28957 SH SHARED 22 12851 16106 D PFIZER INC COM 71708110 540 23760 SH SHR/OTHR 22 23760 D PFIZER INC COM 71708110 4633 203836 SH SHARED 23 176480 27356 D PFIZER INC COM 71708110 11530 507288 SH SHR/OTHR 23 507288 D PFIZER INC COM 71708110 520 22900 SH SHARED 24 22900 D PFSWEB INC COM 71709810 1 1211 SH SHARED 1211 D PHARMACOPEIA INC COM 7171EP10 3 770 SH SHARED 770 D PHARMACOPEIA INC COM 7171EP10 801 168070 SH SHARED 02 168070 D PHARMACEUTICAL HLDRS TR DEPOSITRY RCPT 71712A20 7627 96323 SH SHARED 96323 D PHARMACEUTICAL HLDRS TR DEPOSITRY RCPT 71712A20 14515 183300 SH SHARED 02 183300 D PHARMACEUTICAL HLDRS TR DEPOSITRY RCPT 71712A20 71 900 SH SHARED 15 900 D PHARMACEUTICAL PROD DEV INC COM 71712410 4550 112721 SH SHARED 112721 D PHARMACEUTICAL PROD DEV INC COM 71712410 1486 36820 SH SHARED 01 3920 32900 D PHARMACEUTICAL PROD DEV INC COM 71712410 571 14156 SH SHARED 02 14156 D PHARMACEUTICAL PROD DEV INC COM 71712410 25965 643192 SH SHARED 10 643192 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 PHARMOS CORP COM PAR $.03 71713930 0 445 SH SHARED 445 D PHARMERICA CORP COM 71714F10 113 8213 SH SHARED 8213 D PHARMERICA CORP COM 71714F10 126 9085 SH SHARED 10 9085 D PHARMATHENE INC COM 71714G10 1 323 SH SHARED 323 D PHARMANET DEV GROUP INC COM 71714810 715 18245 SH SHARED 18245 D PHARMANET DEV GROUP INC COM 71714810 89 2270 SH SHARED 01 2270 D PHARMANET DEV GROUP INC COM 71714810 929 23700 SH SHARED 10 23700 D PHARMION CORP COM 71715B40 535 8516 SH SHARED 8516 D PHARMION CORP COM 71715B40 50 800 SH SHARED 01 800 D PHARMION CORP COM 71715B40 16061 255510 SH SHARED 04 255510 D PHARMION CORP COM 71715B40 1634 26000 SH SHARED 10 26000 D PHARMASSET INC COM 71715N10 4 341 SH SHARED 341 D PHARMASSET INC COM 71715N10 14 1100 SH SHARED 02 1100 D PHARSIGHT CORP COM NEW 71721Q20 0 165 SH SHARED 165 D PHASE FORWARD INC COM 71721R40 311 14329 SH SHARED 14329 D PHASE FORWARD INC COM 71721R40 28 1300 SH SHARED 01 1300 D PHASE FORWARD INC COM 71721R40 3 146 SH SHARED 02 146 D PHASE FORWARD INC COM 71721R40 1626 74800 SH SHARED 10 74800 D PHAZAR CORP COM 71722R10 2 370 SH SHARED 370 D PHILADELPHIA CONS HLDG CORP COM 71752810 122 3116 SH SHARED 3116 D PHILADELPHIA CONS HLDG CORP COM 71752810 165 4200 SH SHARED 01 4200 D PHILADELPHIA CONS HLDG CORP COM 71752810 1258 31972 SH SHARED 02 31972 D PHILADELPHIA CONS HLDG CORP COM 71752810 240 6100 SH SHARED 10 6100 D PHILADELPHIA CONS HLDG CORP COM 71752810 14 358 SH SHARED 21 358 D PHILIPPINE LONG DISTANCE TEL SPONSORED ADR 71825260 330 4370 SH SHARED 4370 D PHILIPPINE LONG DISTANCE TEL SPONSORED ADR 71825260 151 2000 SH SHARED 02 2000 D PHILIPPINE LONG DISTANCE TEL SPONSORED ADR 71825260 106 1400 SH SHARED 10 1400 D PHILLIPS VAN HEUSEN CORP COM 71859210 5083 137922 SH SHARED 137922 D PHILLIPS VAN HEUSEN CORP COM 71859210 1061 28800 SH SHARED 01 15000 13800 D PHILLIPS VAN HEUSEN CORP COM 71859210 774 21000 SH SHR/OTHR 01 21000 D PHILLIPS VAN HEUSEN CORP COM 71859210 116 3174 SH SHARED 02 3174 D PHILLIPS VAN HEUSEN CORP COM 71859210 30179 818764 SH SHARED 10 818764 D PHOENIX COS INC NEW COM 71902E10 425 35875 SH SHARED 35875 D PHOENIX COS INC NEW COM 71902E10 513 43300 SH SHARED 01 43300 D PHOENIX COS INC NEW COM 71902E10 187 15800 SH SHARED 02 15800 D PHOENIX COS INC NEW COM 71902E10 1159 97678 SH SHARED 10 97678 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 11 878 SH SHARED 878 D PHOENIX TECHNOLOGY LTD COM 71915310 101 7900 SH SHARED 02 7900 D PHOTOMEDEX INC COM 71935810 1 1630 SH SHARED 1630 D PHOTON DYNAMICS INC COM 71936410 23 2832 SH SHARED 2832 D PHOTRONICS INC COM 71940510 1680 134732 SH SHARED 134732 D PHOTRONICS INC COM 71940510 28 2300 SH SHARED 01 2300 D PHOTRONICS INC COM 71940510 1222 98000 SH SHARED 10 98000 D PHYSICIANS FORMULA HLDGS INC COM 71942710 7 593 SH SHARED 593 D PIEDMONT NAT GAS INC COM 72018610 504 19300 SH SHARED 19300 D PIEDMONT NAT GAS INC COM 72018610 56 2175 SH SHARED 01 2175 D PIEDMONT NAT GAS INC COM 72018610 13 500 SH SHARED 02 500 D PIEDMONT NAT GAS INC COM 72018610 1438 55000 SH SHARED 10 55000 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 1237 1500000 PRN SHARED 1500000 D PIER 1 IMPORTS INC COM 72027910 23098 4416618 SH SHARED 4416618 D PIER 1 IMPORTS INC COM 72027910 126 24100 SH SHARED 10 24100 D PIKE ELEC CORP COM 72128310 144 8598 SH SHARED 8598 D PILGRIMS PRIDE CORP COM 72146710 11030 381016 SH SHARED 381016 D PILGRIMS PRIDE CORP COM 72146710 52 1800 SH SHARED 02 1800 D PILGRIMS PRIDE CORP COM 72146710 19642 678500 SH SHARED 10 678500 D PILGRIMS PRIDE CORP COM 72146710 2062 71230 SH SHARED 16 71230 D PILGRIMS PRIDE CORP COM 72146710 160 5555 SH SHARED 21 5555 D PIMCO MUN INCOME FD II COM 72200W10 136 10000 SH SHARED 01 10000 D PIMCO STRATEGIC GBL GOV FD I COM 72200X10 7 800 SH SHARED 800 D PIMCO FLOATING RATE INCOME F COM 72201H10 235 15024 SH SHARED 15024 D PIMCO FLOATING RATE STRTGY F COM 72201J10 5105 333248 SH SHARED 333248 D PIMCO GLOBAL STOCKSPLS INCM COM 72201110 132 6000 SH SHARED 6000 D PIMCO MUN ADVANTAGE FD INC COM 72201510 0 44 SH SHARED 44 D PINNACLE BANCSHARES INC COM 72290310 0 38 SH SHARED 38 D PINNACLE AIRL CORP COM 72344310 210 13779 SH SHARED 13779 D PINNACLE DATA SYS INC COM 72345410 0 135 SH SHARED 135 D PINNACLE ENTMT INC COM 72345610 357 15178 SH SHARED 15178 D PINNACLE ENTMT INC COM 72345610 1655 70288 SH SHARED 10 70288 D PINNACLE FINL PARTNERS INC COM 72346Q10 101 3984 SH SHARED 3984 D PINNACLE FINL PARTNERS INC COM 72346Q10 1 70 SH SHARED 02 70 D PINNACLE GAS RESOURCES INC COM 72346430 0 99 SH SHARED 99 D PINNACLE WEST CAP CORP COM 72348410 4703 110904 SH SHARED 110904 D PINNACLE WEST CAP CORP COM 72348410 471 11114 SH SHARED 01 11114 D PINNACLE WEST CAP CORP COM 72348410 148 3500 SH SHR/OTHR 01 3500 D PINNACLE WEST CAP CORP COM 72348410 1497 35318 SH SHARED 02 35318 D PINNACLE WEST CAP CORP COM 72348410 34 820 SH SHARED 06 820 D PINNACLE WEST CAP CORP COM 72348410 2170 51178 SH SHARED 10 51178 D PINNACLE WEST CAP CORP COM 72348410 508 12000 SH SHARED 14 12000 D PINNACLE WEST CAP CORP COM 72348410 82 1940 SH SHARED 21 1940 D PIONEER DIV HIGH INCOME TRUS COM BENE INTER 72365310 5970 301390 SH SHARED 301390 D PIONEER DRILLING CO COM 72365510 148 12511 SH SHARED 12511 D PIONEER DRILLING CO COM 72365510 29 2500 SH SHARED 01 2500 D PIONEER DRILLING CO COM 72365510 1292 108800 SH SHARED 10 108800 D PIONEER HIGH INCOME TR COM 72369H10 1615 115300 SH SHARED 10 115300 D PIONEER FLOATING RATE TR COM 72369J10 7572 478348 SH SHARED 478348 D PIONEER MUN & EQUITY INCOME COM 72376110 14512 1059281 SH SHARED 1059281 D PIONEER NAT RES CO COM 72378710 25742 527083 SH SHARED 527083 D PIONEER NAT RES CO COM 72378710 1852 37925 SH SHARED 01 625 37300 D PIONEER NAT RES CO COM 72378710 287 5885 SH SHARED 02 5885 D PIONEER NAT RES CO COM 72378710 732 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 78 1600 SH SHARED 06 1600 D PIONEER NAT RES CO COM 72378710 488 10000 SH SHARED 10 10000 D PIONEER NAT RES CO COM 72378710 62 1280 SH SHARED 21 1280 D PIPER JAFFRAY COS COM 72407810 1704 36797 SH SHARED 36797 D PIPER JAFFRAY COS COM 72407810 48 1047 SH SHARED 01 899 148 D PIPER JAFFRAY COS COM 72407810 64 1400 SH SHARED 02 1400 D PIPER JAFFRAY COS COM 72407810 291 6300 SH SHARED 10 6300 D PIPER JAFFRAY COS COM 72407810 1 43 SH SHARED 20 43 D PIPEX PHARM INC COM NEW 72415320 1 222 SH SHARED 222 D PITNEY BOWES INC COM 72447910 12413 326334 SH SHARED 326334 D PITNEY BOWES INC COM 72447910 1616 42504 SH SHARED 01 42504 D PITNEY BOWES INC COM 72447910 750 19726 SH SHARED 02 19726 D PITNEY BOWES INC COM 72447910 3 100 SH SHARED 05 100 D PITNEY BOWES INC COM 72447910 93 2460 SH SHARED 06 2460 D PITNEY BOWES INC COM 72447910 4364 114731 SH SHARED 10 114731 D PITNEY BOWES INC COM 72447910 220 5800 SH SHR/OTHR 20 5800 D PITNEY BOWES INC COM 72447910 121 3200 SH SHARED 23 3200 D PITNEY BOWES INC COM 72447910 1926 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 604 840000 PRN SHARED 840000 D PIXELWORKS INC SDCV 1.750% 5/1 72581MAB 10 15000 PRN SHARED 02 15000 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 1015 572000 PRN SHARED 02 572000 D PLAINS ALL AMERN PIPELINE L UNIT LTD PARTN 72650310 15170 291737 SH SHARED 291737 D PLAINS EXPL& PRODTN CO COM 72650510 1634 30277 SH SHARED 30277 D PLAINS EXPL& PRODTN CO COM 72650510 3294 61015 SH SHARED 01 24393 36622 D PLAINS EXPL& PRODTN CO COM 72650510 450 8343 SH SHARED 02 8343 D PLAINS EXPL& PRODTN CO COM 72650510 32 600 SH SHARED 06 600 D PLAINS EXPL& PRODTN CO COM 72650510 408 7560 SH SHARED 10 7560 D PLAINS EXPL& PRODTN CO COM 72650510 8 160 SH SHARED 21 160 D PLAINS EXPL& PRODTN CO COM 72650510 70 1300 SH SHARED 23 1300 D PLANAR SYS INC COM 72690010 937 146430 SH SHARED 146430 D PLANETOUT INC COM NEW 72705820 0 93 SH SHARED 93 D PLANTRONICS INC NEW COM 72749310 296 11404 SH SHARED 11404 D PLANTRONICS INC NEW COM 72749310 482 18575 SH SHARED 01 3275 15300 D PLANTRONICS INC NEW COM 72749310 59 2301 SH SHARED 02 2301 D PLANTRONICS INC NEW COM 72749310 3164 121700 SH SHARED 10 121700 D PLATO LEARNING INC COM 72764Y10 11 2958 SH SHARED 2958 D PLATO LEARNING INC COM 72764Y10 0 1 SH SHARED 01 1 D PLAYBOY ENTERPRISES INC CL B 72811730 15 1650 SH SHARED 02 1650 D PLEXUS CORP COM 72913210 1527 58159 SH SHARED 58159 D PLEXUS CORP COM 72913210 735 28000 SH SHARED 01 23300 4700 D PLEXUS CORP COM 72913210 846 32241 SH SHARED 10 32241 D PLUG POWER INC COM 72919P10 161 40830 SH SHARED 40830 D PLUG POWER INC COM 72919P10 231 58600 SH SHARED 02 58600 D PLUG POWER INC COM 72919P10 18328 4640000 SH SHARED 04 4640000 D PLUM CREEK TIMBER CO INC COM 72925110 48 1047 SH SHARED 1047 D PLUM CREEK TIMBER CO INC COM 72925110 18287 397205 SH SHARED 397205 D PLUM CREEK TIMBER CO INC COM 72925110 1616 35109 SH SHARED 01 24109 11000 D PLUM CREEK TIMBER CO INC COM 72925110 1422 30899 SH SHARED 02 30899 D PLUM CREEK TIMBER CO INC COM 72925110 74425 1616534 SH SHARED 04 1616534 D PLUM CREEK TIMBER CO INC COM 72925110 20286 440628 SH SHARED 05 440628 D PLUM CREEK TIMBER CO INC COM 72925110 819 17792 SH SHARED 06 17792 D PLUM CREEK TIMBER CO INC COM 72925110 4676 101568 SH SHARED 10 101568 D PLUM CREEK TIMBER CO INC COM 72925110 56 1222 SH SHARED 23 1222 D PLUM CREEK TIMBER CO INC COM 72925110 275 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 POINT THERAPEUTICS INC COM 73069410 0 1025 SH SHARED 1025 D POKERTEK INC COM 73086410 1 143 SH SHARED 143 D POLARIS INDS INC COM 73106810 2271 47555 SH SHARED 47555 D POLARIS INDS INC COM 73106810 52 1100 SH SHARED 01 1100 D POLARIS INDS INC COM 73106810 71 1500 SH SHARED 02 1500 D POLARIS INDS INC COM 73106810 6009 125800 SH SHARED 10 125800 D POLARIS INDS INC COM 73106810 33 700 SH SHR/OTHR 23 700 D POLO RALPH LAUREN CORP CL A 73157210 55851 903900 SH SHARED 903900 D POLO RALPH LAUREN CORP CL A 73157210 113 1840 SH SHARED 01 1840 D POLO RALPH LAUREN CORP CL A 73157210 61 1000 SH SHR/OTHR 01 1000 D POLO RALPH LAUREN CORP CL A 73157210 91 1476 SH SHARED 02 1476 D POLO RALPH LAUREN CORP CL A 73157210 20375 329750 SH SHARED 04 329750 D POLO RALPH LAUREN CORP CL A 73157210 24 400 SH SHARED 06 400 D POLO RALPH LAUREN CORP CL A 73157210 38394 621376 SH SHARED 10 621376 D POLO RALPH LAUREN CORP CL A 73157210 196 3175 SH SHARED 14 3175 D POLO RALPH LAUREN CORP CL A 73157210 3387 54829 SH SHARED 16 54829 D POLO RALPH LAUREN CORP CL A 73157210 12 200 SH SHARED 20 200 D POLO RALPH LAUREN CORP CL A 73157210 148 2400 SH SHARED 23 2400 D POLYCOM INC COM 73172K10 3924 141275 SH SHARED 141275 D POLYCOM INC COM 73172K10 1366 49200 SH SHARED 01 20600 28600 D POLYCOM INC COM 73172K10 119 4299 SH SHARED 02 4299 D POLYCOM INC COM 73172K10 13192 474900 SH SHARED 10 474900 D POLYONE CORP COM 73179P10 463 70414 SH SHARED 70414 D POLYONE CORP COM 73179P10 42 6500 SH SHARED 01 6500 D POLYONE CORP COM 73179P10 2096 318600 SH SHARED 10 318600 D POLYPORE INTL INC COM 73179V10 152 8689 SH SHARED 8689 D POMEROY IT SOLUTIONS INC COM 73182210 444 64185 SH SHARED 64185 D POLYMET MINING CORP COM 73191610 76 23500 SH SHARED 23500 D PONIARD PHARMACEUTICALS INC COM NEW 73244930 0 203 SH SHARED 203 D POOL CORPORATION COM 73278L10 868 43799 SH SHARED 43799 D POOL CORPORATION COM 73278L10 69 3507 SH SHARED 01 3507 D POOL CORPORATION COM 73278L10 1110 56000 SH SHARED 02 56000 D POOL CORPORATION COM 73278L10 194 9800 SH SHARED 10 9800 D POOL CORPORATION COM 73278L10 3 192 SH SHARED 21 192 D POPE RES DEL LTD PARTNERSHIP DEPOSITRY RCPT 73285710 951 22248 SH SHARED 22248 D POPULAR INC COM 73317410 2312 218158 SH SHARED 218158 D POPULAR INC COM 73317410 102 9700 SH SHARED 01 6200 3500 D POPULAR INC COM 73317410 152 14400 SH SHARED 10 14400 D PORTEC RAIL PRODS INC COM 73621210 7 667 SH SHARED 667 D PORTER BANCORP INC COM 73623310 366 18339 SH SHARED 18339 D PORTFOLIO RECOVERY ASSOCS IN COM 73640Q10 918 23157 SH SHARED 23157 D PORTFOLIO RECOVERY ASSOCS IN COM 73640Q10 749 18900 SH SHARED 01 18700 200 D PORTFOLIO RECOVERY ASSOCS IN COM 73640Q10 1098 27700 SH SHR/OTHR 01 27700 D PORTFOLIO RECOVERY ASSOCS IN COM 73640Q10 773 19494 SH SHARED 02 19494 D PORTFOLIO RECOVERY ASSOCS IN COM 73640Q10 14523 366109 SH SHARED 10 366109 D PORTFOLIO RECOVERY ASSOCS IN COM 73640Q10 5 149 SH SHARED 20 149 D PORTFOLIO RECOVERY ASSOCS IN COM 73640Q10 8 212 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 2535 91266 SH SHARED 91266 D PORTLAND GEN ELEC CO COM NEW 73650884 2064 74300 SH SHARED 10 74300 D POSSIS MEDICAL INC COM 73740710 6 449 SH SHARED 449 D POSSIS MEDICAL INC COM 73740710 52 3625 SH SHARED 02 3625 D POST PPTYS INC COM 73746410 80944 2304800 SH SHARED 2304800 D POST PPTYS INC COM 73746410 449 12800 SH SHARED 10 12800 D POST PPTYS INC COM 73746410 28617 814850 SH SHARED 11 153500 661350 D POTASH CORP SASK INC COM 73755L10 208441 1447915 SH SHARED 1447915 D POTASH CORP SASK INC COM 73755L10 115 801 SH SHARED 01 801 D POTASH CORP SASK INC COM 73755L10 81032 562884 SH SHARED 04 562884 D POTASH CORP SASK INC COM 73755L10 116379 808412 SH SHARED 05 808412 D POTASH CORP SASK INC COM 73755L10 215 1500 SH SHARED 06 1500 D POTASH CORP SASK INC COM 73755L10 3435 23866 SH SHARED 10 23866 D POTASH CORP SASK INC COM 73755L10 828 5753 SH SHARED 14 5753 D POTLATCH CORP NEW COM 73763010 891 20065 SH SHARED 20065 D POTLATCH CORP NEW COM 73763010 647 14570 SH SHARED 01 1525 13045 D POTLATCH CORP NEW COM 73763010 82 1856 SH SHARED 02 1856 D POTLATCH CORP NEW COM 73763010 1886 42454 SH SHARED 10 42454 D POWELL INDS INC COM 73912810 115 2613 SH SHARED 2613 D POWER INTEGRATIONS INC COM 73927610 22 660 SH SHARED 660 D POWER INTEGRATIONS INC COM 73927610 65 1900 SH SHARED 1900 D POWER INTEGRATIONS INC COM 73927610 110 3200 SH SHARED 02 3200 D POWER INTEGRATIONS INC COM 73927610 8798 255559 SH SHARED 04 255559 D POWER INTEGRATIONS INC COM 73927610 8373 243201 SH SHARED 05 243201 D POWER INTEGRATIONS INC COM 73927610 303 8807 SH SHARED 06 8807 D POWER INTEGRATIONS INC COM 73927610 252 7338 SH SHARED 10 7338 D POWER MED INTERVENTIONS INC COM 73929910 1 100 SH SHARED 100 D POWER-ONE INC COM 73930810 44 11247 SH SHARED 11247 D POWERSHARES QQQ TRUST UNIT SER 1 73935A10 4173 81490 SH SHARED 81490 D POWERSHARES QQQ TRUST UNIT SER 1 73935A10 521036 10172523 SH SHARED 0172523 D POWERSHARES QQQ TRUST UNIT SER 1 73935A10 5024 98088 SH SHARED 01 95125 2963 D POWERSHARES QQQ TRUST UNIT SER 1 73935A10 63732 1244280 SH SHARED 02 1244280 D POWERSHARES QQQ TRUST UNIT SER 1 73935A10 41807 816229 SH SHARED 10 816229 D POWERSHARES QQQ TRUST UNIT SER 1 73935A10 1298 25350 SH SHARED 15 25350 D POWERSHARES QQQ TRUST UNIT SER 1 73935A10 548 10700 SH SHARED 19 10700 D POWERSHARES QQQ TRUST UNIT SER 1 73935A10 25 500 SH SHARED 21 500 D POWERSHARES QQQ TRUST UNIT SER 1 73935A10 6 125 SH SHR/OTHR 22 125 D POWERSHARES QQQ TRUST UNIT SER 1 73935A10 542 10600 SH SHARED 23 10600 D POWERSHARES QQQ TRUST UNIT SER 1 73935A10 5 100 SH SHR/OTHR 23 100 D POWERSHARES DB CMDTY IDX TRA UNIT BEN INT 73935S10 12014 380693 SH SHARED 01 126464 254229 D POWERSHARES DB CMDTY IDX TRA UNIT BEN INT 73935S10 7275 230524 SH SHR/OTHR 01 230524 D POWERSHARES DB CMDTY IDX TRA UNIT BEN INT 73935S10 6312 200000 SH SHARED 02 200000 D POWERSHARES DB CMDTY IDX TRA UNIT BEN INT 73935S10 6809 215755 SH SHARED 20 132550 83205 D POWERSHARES DB CMDTY IDX TRA UNIT BEN INT 73935S10 2325 73698 SH SHR/OTHR 20 73698 D POWERSHARES DB CMDTY IDX TRA UNIT BEN INT 73935S10 50 1600 SH SHARED 21 1600 D POWERSHARES DB CMDTY IDX TRA UNIT BEN INT 73935S10 2508 79499 SH SHARED 22 65224 14275 D POWERSHARES DB CMDTY IDX TRA UNIT BEN INT 73935S10 520 16498 SH SHR/OTHR 22 16498 D POWERSHARES DB CMDTY IDX TRA UNIT BEN INT 73935S10 1524 48310 SH SHARED 23 46215 2095 D POWERSHARES DB CMDTY IDX TRA UNIT BEN INT 73935S10 1024 32455 SH SHR/OTHR 23 32455 D POWERSHARES ETF TRUST PRVT EQTY PORT 73935X19 1035 47000 SH SHARED 47000 D POWERSHARES ETF TRUST CLEANTECH PORT 73935X27 1785 50000 SH SHARED 50000 D POWERSHARES ETF TRUST WNDRHLL CLN EN 73935X50 29 1052 SH SHARED 1052 D POWERSHARES ETF TRUST WNDRHLL CLN EN 73935X50 1 50 SH SHR/OTHR 01 50 D POWERSHARES ETF TRUST WATER RESOURCE 73935X57 45 2125 SH SHARED 01 2125 D POWERSHARES ETF TRUST FTSE RAFI 1000 73935X58 24 420 SH SHARED 20 420 D POWERSHARES ETF TRUST DYN EN EX PROD 73935X65 63 2500 SH SHARED 01 2500 D POWERSHARES DB G10 CURCY HAR COM UT BEN INT 73935Y10 164 6000 SH SHARED 20 6000 D POWERSHARES DB G10 CURCY HAR COM UT BEN INT 73935Y10 24 900 SH SHR/OTHR 20 900 D POWERSHS DB MULTI SECT COMM DB AGRICULT FD 73936B40 10401 315300 SH SHARED 315300 D POWERSHS DB MULTI SECT COMM DB AGRICULT FD 73936B40 7308 221550 SH SHARED 02 221550 D POWERSECURE INTL INC COM 73936N10 510 37830 SH SHARED 37830 D POWERSHARES GLOBAL ETF TRUST GBL CLEAN ENER 73936T61 14 450 SH SHARED 21 450 D POWERSHARES GLOBAL ETF TRUST GBL WTR PORT 73936T62 7069 285985 SH SHARED 285985 D POWERSHARES GLOBAL ETF TRUST GBL WTR PORT 73936T62 494 20000 SH SHARED 02 20000 D POWERWAVE TECHNOLOGIES INC NOTE 1.250% 7/1 739363AB 203 209000 PRN SHARED 209000 D POWERWAVE TECHNOLOGIES INC COM 73936310 2306 572444 SH SHARED 572444 D POWERWAVE TECHNOLOGIES INC COM 73936310 831 206206 SH SHARED 02 206206 D POWERWAVE TECHNOLOGIES INC COM 73936310 201 50100 SH SHARED 10 50100 D POWERWAVE TECHNOLOGIES INC COM 73936310 0 61 SH SHR/OTHR 23 61 D POZEN INC COM 73941U10 248 20692 SH SHARED 20692 D POZEN INC COM 73941U10 40 3350 SH SHARED 02 3350 D PRAXAIR INC COM 74005P10 38258 431280 SH SHARED 431280 D PRAXAIR INC COM 74005P10 5366 60499 SH SHARED 01 43599 16900 D PRAXAIR INC COM 74005P10 3243 36560 SH SHR/OTHR 01 36560 D PRAXAIR INC COM 74005P10 845 9535 SH SHARED 02 9535 D PRAXAIR INC COM 74005P10 1596 18000 SH SHARED 04 18000 D PRAXAIR INC COM 74005P10 13 150 SH SHARED 05 150 D PRAXAIR INC COM 74005P10 1584 17860 SH SHARED 06 17860 D PRAXAIR INC COM 74005P10 96517 1088010 SH SHARED 10 986650 101360 D PRAXAIR INC COM 74005P10 6960 78463 SH SHARED 16 78463 D PRAXAIR INC COM 74005P10 3219 36294 SH SHARED 20 12400 23894 D PRAXAIR INC COM 74005P10 2527 28490 SH SHR/OTHR 20 28490 D PRAXAIR INC COM 74005P10 125 1414 SH SHARED 21 400 1014 D PRAXAIR INC COM 74005P10 70 800 SH SHR/OTHR 21 800 D PRAXAIR INC COM 74005P10 891 10045 SH SHARED 22 7695 2350 D PRAXAIR INC COM 74005P10 282 3190 SH SHR/OTHR 22 3190 D PRAXAIR INC COM 74005P10 4146 46747 SH SHARED 23 43647 3100 D PRAXAIR INC COM 74005P10 3551 40030 SH SHR/OTHR 23 40030 D PRAXAIR INC COM 74005P10 2013 22700 SH SHARED 24 22700 D PRE PAID LEGAL SVCS INC COM 74006510 262 4741 SH SHARED 4741 D PRE PAID LEGAL SVCS INC COM 74006510 45 825 SH SHARED 01 825 D PRECISION CASTPARTS CORP COM 74018910 34 247 SH SHARED 247 D PRECISION CASTPARTS CORP COM 74018910 23311 168072 SH SHARED 168072 D PRECISION CASTPARTS CORP COM 74018910 1969 14200 SH SHARED 01 14200 D PRECISION CASTPARTS CORP COM 74018910 690 4979 SH SHARED 02 4979 D PRECISION CASTPARTS CORP COM 74018910 1234 8900 SH SHARED 05 8900 D PRECISION CASTPARTS CORP COM 74018910 166 1200 SH SHARED 06 1200 D PRECISION CASTPARTS CORP COM 74018910 13280 95750 SH SHARED 10 95750 D PRECISION CASTPARTS CORP COM 74018910 56 410 SH SHARED 20 410 D PRECISION CASTPARTS CORP COM 74018910 41 300 SH SHARED 23 300 D PRECISION DRILLING TR TR UNIT 74021510 2698 177906 SH SHARED 177906 D PRECISION DRILLING TR TR UNIT 74021510 30 2000 SH SHARED 20 2000 D PRECISION DRILLING TR TR UNIT 74021510 7 500 SH SHR/OTHR 23 500 D PREFERRED BK LOS ANGELES CA COM 74036710 18 730 SH SHARED 730 D PREFERRED BK LOS ANGELES CA COM 74036710 2 77 SH SHARED 02 77 D PREFERRED BK LOS ANGELES CA COM 74036710 442 17000 SH SHARED 10 17000 D PREMIER FINL BANCORP INC COM 74050M10 1 101 SH SHARED 101 D PREMIER EXIBITIONS INC COM 74051E10 493 45074 SH SHARED 45074 D PREMIERE GLOBAL SVCS INC COM 74058510 356 23981 SH SHARED 23981 D PREMIERE GLOBAL SVCS INC COM 74058510 28 1900 SH SHARED 01 1900 D PREMIERE GLOBAL SVCS INC COM 74058510 121 8200 SH SHARED 02 8200 D PREMIERE GLOBAL SVCS INC COM 74058510 2468 166200 SH SHARED 10 166200 D PRESIDENTIAL LIFE CORP COM 74088410 17 1000 SH SHARED 1000 D PRESIDENTIAL LIFE CORP COM 74088410 174 9975 SH SHARED 02 9975 D PRESIDENTIAL LIFE CORP COM 74088410 115 6600 SH SHARED 10 6600 D PREMIERWEST BANCORP COM 74092110 4 418 SH SHARED 418 D PRESIDENTIAL RLTY CORP NEW CL B 74100420 0 90 SH SHARED 90 D PRESSTEK INC COM 74111310 3 737 SH SHARED 737 D PRESTIGE BRANDS HLDGS INC COM 74112D10 101 13582 SH SHARED 13582 D PRESTIGE BRANDS HLDGS INC COM 74112D10 73 9800 SH SHARED 10 9800 D PRESSURE BIOSCIENCES INC COM 74112E10 0 44 SH SHARED 44 D PRICE T ROWE GROUP INC COM 74144T10 23202 381119 SH SHARED 351919 29200 D PRICE T ROWE GROUP INC COM 74144T10 3519 57803 SH SHARED 01 32192 25611 D PRICE T ROWE GROUP INC COM 74144T10 8961 147206 SH SHR/OTHR 01 147206 D PRICE T ROWE GROUP INC COM 74144T10 379 6228 SH SHARED 02 6228 D PRICE T ROWE GROUP INC COM 74144T10 9 160 SH SHARED 05 160 D PRICE T ROWE GROUP INC COM 74144T10 127 2090 SH SHARED 06 2090 D PRICE T ROWE GROUP INC COM 74144T10 50006 821402 SH SHARED 10 821402 D PRICE T ROWE GROUP INC COM 74144T10 11 196 SH SHARED 21 196 D PRICE T ROWE GROUP INC COM 74144T10 1692 27800 SH SHR/OTHR 23 27800 D PRICELINE COM INC NOTE 2.250% 1/1 741503AH 557 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 0.750% 9/3 741503AL 8715 3000000 PRN SHARED 3000000 D PRICELINE COM INC COM NEW 74150340 384 3350 SH SHARED 01 3350 D PRICELINE COM INC COM NEW 74150340 2044 17800 SH SHARED 04 17800 D PRICELINE COM INC COM NEW 74150340 1002 8730 SH SHARED 10 8730 D PRICELINE COM INC COM NEW 74150340 4 40 SH SHARED 21 40 D PRIDE INTL INC DEL COM 74153Q10 36503 1076799 SH SHARED 1076799 D PRIDE INTL INC DEL COM 74153Q10 2278 67220 SH SHARED 01 11520 55700 D PRIDE INTL INC DEL COM 74153Q10 3554 104856 SH SHARED 02 104856 D PRIDE INTL INC DEL COM 74153Q10 30 900 SH SHARED 06 900 D PRIDE INTL INC DEL COM 74153Q10 647 19100 SH SHARED 10 19100 D PRIDE INTL INC DEL COM 74153Q10 240 7100 SH SHARED 14 7100 D PRIMEDIA INC COM NEW 74157K84 20 2451 SH SHARED 2451 D PRIMEDIA INC COM NEW 74157K84 1022 120295 SH SHARED 02 120295 D PRIMEDIA INC COM NEW 74157K84 141 16616 SH SHARED 10 16616 D PRIMEENERGY CORP COM 74158E10 1 23 SH SHARED 23 D PRIMEWEST ENERGY TR TR UNIT NEW 74193030 264442 9743637 SH SHARED 9743637 D PRIMEWEST ENERGY TR TR UNIT NEW 74193030 54 2000 SH SHARED 20 2000 D PRINCETON NATL BANCORP INC COM 74228210 2 83 SH SHARED 83 D PRINCETON REVIEW INC COM 74235210 3 447 SH SHARED 447 D PRINCIPAL FINANCIAL GROUP IN COM 74251V10 29817 433144 SH SHARED 433144 D PRINCIPAL FINANCIAL GROUP IN COM 74251V10 1603 23300 SH SHARED 01 23300 D PRINCIPAL FINANCIAL GROUP IN COM 74251V10 303 4414 SH SHARED 02 4414 D PRINCIPAL FINANCIAL GROUP IN COM 74251V10 5 80 SH SHARED 05 80 D PRINCIPAL FINANCIAL GROUP IN COM 74251V10 182 2650 SH SHARED 06 2650 D PRINCIPAL FINANCIAL GROUP IN COM 74251V10 16122 234198 SH SHARED 10 234198 D PRINCIPAL FINANCIAL GROUP IN COM 74251V10 103 1510 SH SHARED 21 1510 D PRINCIPAL FINANCIAL GROUP IN COM 74251V10 50 736 SH SHARED 22 736 D PRINCIPAL FINANCIAL GROUP IN COM 74251V10 203 2951 SH SHARED 23 2951 D PRINTRONIX INC COM 74257810 2 139 SH SHARED 139 D PRO-DEX INC COLO COM 74265M10 0 211 SH SHARED 211 D PROASSURANCE CORP DBCV 3.900% 6/3 74267CAB 4059 3000000 PRN SHARED 3000000 D PROASSURANCE CORP DBCV 3.900% 6/3 74267CAB 1114 824000 PRN SHARED 02 824000 D PROASSURANCE CORP COM 74267C10 816 14875 SH SHARED 14875 D PROASSURANCE CORP COM 74267C10 66 1207 SH SHARED 1207 D PROASSURANCE CORP COM 74267C10 207 3781 SH SHARED 02 3781 D PROASSURANCE CORP COM 74267C10 1103 20100 SH SHARED 10 20100 D PRO PHARMACEUTICALS INC COM 74267T10 0 813 SH SHARED 813 D PROCENTURY CORP COM 74268T10 28 1875 SH SHARED 1875 D PROCERA NETWORKS INC COM 74269U10 2 1815 SH SHARED 1815 D PROCTER & GAMBLE CO COM 74271810 9390 127900 SH SHARED 56418 71482 D PROCTER & GAMBLE CO COM 74271810 374704 5103574 SH SHARED 5029602 73972 D PROCTER & GAMBLE CO COM 74271810 65734 895324 SH SHARED 01 613012 282312 D PROCTER & GAMBLE CO COM 74271810 21671 295166 SH SHR/OTHR 01 295166 D PROCTER & GAMBLE CO COM 74271810 46098 627871 SH SHARED 02 627871 D PROCTER & GAMBLE CO COM 74271810 1565 21322 SH SHARED 04 21322 D PROCTER & GAMBLE CO COM 74271810 44140 601200 SH SHARED 04 601200 D PROCTER & GAMBLE CO COM 74271810 3298 44927 SH SHARED 05 44927 D PROCTER & GAMBLE CO COM 74271810 23183 315772 SH SHARED 06 315772 D PROCTER & GAMBLE CO COM 74271810 216218 2944947 SH SHARED 10 2836747 108200 D PROCTER & GAMBLE CO COM 74271810 326 4449 SH SHR/OTHR 10 4449 D PROCTER & GAMBLE CO COM 74271810 3304 45009 SH SHARED 14 12100 32909 D PROCTER & GAMBLE CO COM 74271810 4772 65000 SH SHARED 15 65000 D PROCTER & GAMBLE CO COM 74271810 12291 167419 SH SHARED 19 167419 D PROCTER & GAMBLE CO COM 74271810 14281 194520 SH SHARED 20 47392 147128 D PROCTER & GAMBLE CO COM 74271810 23290 317219 SH SHR/OTHR 20 317219 D PROCTER & GAMBLE CO COM 74271810 3699 50390 SH SHARED 21 35017 15373 D PROCTER & GAMBLE CO COM 74271810 260 3550 SH SHR/OTHR 21 3550 D PROCTER & GAMBLE CO COM 74271810 2413 32872 SH SHARED 22 17352 15520 D PROCTER & GAMBLE CO COM 74271810 974 13268 SH SHR/OTHR 22 13268 D PROCTER & GAMBLE CO COM 74271810 19768 269248 SH SHARED 23 256201 13047 D PROCTER & GAMBLE CO COM 74271810 45821 624098 SH SHR/OTHR 23 624098 D PROCTER & GAMBLE CO COM 74271810 124 1691 SH SHARED 24 1691 D PRIVATEBANCORP INC COM 74296210 30 937 SH SHARED 937 D PRIVATEBANCORP INC COM 74296210 267 8200 SH SHARED 02 8200 D PRIVATEBANCORP INC COM 74296210 133 4100 SH SHARED 10 4100 D PROGENICS PHARMACEUTICALS IN COM 74318710 2 126 SH SHARED 126 D PROGENICS PHARMACEUTICALS IN COM 74318710 1445 80000 SH SHARED 04 80000 D PROGRESS ENERGY INC COM 74326310 24141 498477 SH SHARED 498477 D PROGRESS ENERGY INC COM 74326310 1515 31301 SH SHARED 01 28474 2827 D PROGRESS ENERGY INC COM 74326310 29 600 SH SHR/OTHR 01 600 D PROGRESS ENERGY INC COM 74326310 4560 94161 SH SHARED 02 94161 D PROGRESS ENERGY INC COM 74326310 6 140 SH SHARED 05 140 D PROGRESS ENERGY INC COM 74326310 134 2770 SH SHARED 06 2770 D PROGRESS ENERGY INC COM 74326310 6003 123969 SH SHARED 10 123969 D PROGRESS ENERGY INC COM 74326310 152 3150 SH SHARED 21 1450 1700 D PROGRESS ENERGY INC COM 74326310 618 12771 SH SHARED 23 12771 D PROGRESS ENERGY INC COM 74326310 56 1168 SH SHR/OTHR 23 1168 D PROGRESS SOFTWARE CORP COM 74331210 354 10515 SH SHARED 10515 D PROGRESS SOFTWARE CORP COM 74331210 20 600 SH SHARED 01 600 D PROGRESS SOFTWARE CORP COM 74331210 57 1700 SH SHARED 02 1700 D PROGRESS SOFTWARE CORP COM 74331210 488 14500 SH SHARED 10 14500 D PROGRESSIVE CORP OHIO COM 74331510 20169 1052697 SH SHARED 1052697 D PROGRESSIVE CORP OHIO COM 74331510 1417 74005 SH SHARED 01 74005 D PROGRESSIVE CORP OHIO COM 74331510 637 33294 SH SHARED 02 33294 D PROGRESSIVE CORP OHIO COM 74331510 7 400 SH SHARED 05 400 D PROGRESSIVE CORP OHIO COM 74331510 132 6930 SH SHARED 06 6930 D PROGRESSIVE CORP OHIO COM 74331510 11893 620744 SH SHARED 10 620744 D PROGRESSIVE CORP OHIO COM 74331510 329 17200 SH SHARED 14 17200 D PROGRESSIVE CORP OHIO COM 74331510 13 685 SH SHARED 21 685 D PROGRESSIVE GAMING INTL CORP COM 74332S10 34 13816 SH SHARED 13816 D PROLIANCE INTL INC COM 74340R10 0 358 SH SHARED 358 D PROLOGIS NOTE 1.875%11/1 743410AR 72540 78000000 PRN SHARED 8000000 D PROLOGIS NOTE 1.875%11/1 743410AR 5115 5500000 PRN SHARED 02 5500000 D PROLOGIS SH BEN INT 74341010 33060 521622 SH SHARED 509022 12600 D PROLOGIS SH BEN INT 74341010 8706 137370 SH SHARED 01 126000 11370 D PROLOGIS SH BEN INT 74341010 502 7930 SH SHR/OTHR 01 7930 D PROLOGIS SH BEN INT 74341010 4437 70019 SH SHARED 02 70019 D PROLOGIS SH BEN INT 74341010 9 150 SH SHARED 05 150 D PROLOGIS SH BEN INT 74341010 48181 760200 SH SHARED 10 748700 11500 D PROLOGIS SH BEN INT 74341010 578915 9134033 SH SHARED 11 5408135 3725898 D PROLOGIS SH BEN INT 74341010 877 13849 SH SHARED 14 13849 D PROLOGIS SH BEN INT 74341010 1043 16466 SH SHARED 20 15645 821 D PROLOGIS SH BEN INT 74341010 115 1830 SH SHR/OTHR 20 1830 D PROLOGIS SH BEN INT 74341010 19 309 SH SHARED 22 309 D PROLOGIS SH BEN INT 74341010 822 12979 SH SHARED 23 4779 8200 D PROLOGIS SH BEN INT 74341010 20 323 SH SHR/OTHR 23 323 D PROS HOLDINGS INC COM 74346Y10 13 711 SH SHARED 711 D PROS HOLDINGS INC COM 74346Y10 2 121 SH SHARED 02 121 D PROSHARES TR ULTRASHT DOW30 74347R86 16735 333500 SH SHARED 333500 D PROSHARES TR ULTRASHT SP500 74347R88 18204 336000 SH SHARED 336000 D PROSPECT ACQUISITION CORP COM 74347T10 385 42350 SH SHARED 42350 D PROSPECT ACQUISITION CORP UNIT 99/99/9999 74347T20 4680 478113 SH SHARED 478113 D PROSPECT CAPITAL CORPORATION COM 74348T10 161 12363 SH SHARED 12363 D PROSPECT CAPITAL CORPORATION COM 74348T10 32 2515 SH SHARED 01 2515 D PROSPECT CAPITAL CORPORATION COM 74348T10 1834 140605 SH SHARED 10 140605 D PROSPECT MEDICAL HOLDINGS IN CL A 74349410 1 296 SH SHARED 296 D PROSPECT STR HIGH INCOME PTF COM NEW 74358640 71 26300 SH SHARED 26300 D PROSPERITY BANCSHARES INC COM 74360610 288 9807 SH SHARED 9807 D PROSPERITY BANCSHARES INC COM 74360610 1173 39937 SH SHARED 10 39937 D PROSPERITY BANCSHARES INC COM 74360610 52 1774 SH SHARED 21 1774 D PROTECTION ONE INC COM NEW 74366340 0 43 SH SHARED 43 D PROTECTIVE LIFE CORP COM 74367410 826 20145 SH SHARED 20145 D PROTECTIVE LIFE CORP COM 74367410 1044 25475 SH SHARED 01 275 25200 D PROTECTIVE LIFE CORP COM 74367410 656 15996 SH SHARED 02 15996 D PROTECTIVE LIFE CORP COM 74367410 7914 192950 SH SHARED 10 192950 D PROTEIN DESIGN LABS INC NOTE 2.750% 8/1 74369LAD 14905 14429000 PRN SHARED 4429000 D PROTEIN DESIGN LABS INC NOTE 2.750% 8/1 74369LAD 10330 10000000 PRN SHARED 02 0000000 D PROTEIN DESIGN LABS INC NOTE 2.000% 2/1 74369LAF 4850 5000000 PRN SHARED 5000000 D PROVIDENCE & WORCESTER RR CO COM 74373710 1 96 SH SHARED 96 D PROVIDENCE SVC CORP COM 74381510 2 83 SH SHARED 83 D PROVIDENCE SVC CORP COM 74381510 20293 721170 SH SHARED 10 721170 D PROVIDENT BANKSHARES CORP COM 74385910 583 27284 SH SHARED 27284 D PROVIDENT BANKSHARES CORP COM 74385910 2 100 SH SHARED 01 100 D PROVIDENT BANKSHARES CORP COM 74385910 2 100 SH SHARED 02 100 D PROVIDENT BANKSHARES CORP COM 74385910 3497 163514 SH SHARED 10 163514 D PROVIDENT BANKSHARES CORP COM 74385910 19 903 SH SHARED 21 903 D PROVIDENT ENERGY TR TR UNIT 74386K10 245 24545 SH SHARED 24545 D PROVIDENT ENERGY TR TR UNIT 74386K10 223 22350 SH SHR/OTHR 23 22350 D PROVIDENT FINL SVCS INC COM 74386T10 37 2593 SH SHARED 2593 D PROVIDENT FINL SVCS INC COM 74386T10 77 5400 SH SHARED 01 5400 D PROVIDENT FINL SVCS INC COM 74386T10 71 4950 SH SHARED 02 4950 D PROVIDENT FINL SVCS INC COM 74386T10 275 19100 SH SHARED 10 19100 D PROVIDENT FINL HLDGS INC COM 74386810 3 183 SH SHARED 183 D PROVIDENT NEW YORK BANCORP COM 74402810 4 357 SH SHARED 357 D PROVIDENT NEW YORK BANCORP COM 74402810 152 11800 SH SHARED 10 11800 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 398 400000 PRN SHARED 400000 D PRUDENTIAL FINL INC FRNT 12/1 744320AG 6623 6650000 PRN SHARED 02 6650000 D PRUDENTIAL FINL INC COM 74432010 93685 1006940 SH SHARED 1006940 D PRUDENTIAL FINL INC COM 74432010 4509 48473 SH SHARED 01 48473 D PRUDENTIAL FINL INC COM 74432010 2 27 SH SHR/OTHR 01 27 D PRUDENTIAL FINL INC COM 74432010 1465 15753 SH SHARED 02 15753 D PRUDENTIAL FINL INC COM 74432010 4486 48220 SH SHARED 04 48220 D PRUDENTIAL FINL INC COM 74432010 19 210 SH SHARED 05 210 D PRUDENTIAL FINL INC COM 74432010 36720 394672 SH SHARED 06 394672 D PRUDENTIAL FINL INC COM 74432010 29248 314361 SH SHARED 10 314361 D PRUDENTIAL FINL INC COM 74432010 161 1734 SH SHARED 14 1734 D PRUDENTIAL FINL INC COM 74432010 1018 10950 SH SHARED 15 10950 D PRUDENTIAL FINL INC COM 74432010 418 4500 SH SHARED 19 4500 D PRUDENTIAL FINL INC COM 74432010 19 214 SH SHARED 22 214 D PRUDENTIAL FINL INC COM 74432010 376 4042 SH SHARED 23 4042 D PRUDENTIAL FINL INC COM 74432010 618 6650 SH SHR/OTHR 23 6650 D PRUDENTIAL PLC ADR 74435K20 920 32140 SH SHARED 32140 D PRUDENTIAL PLC ADR 74435K20 14 500 SH SHARED 01 500 D PSYCHEMEDICS CORP COM NEW 74437520 16 1053 SH SHARED 1053 D PT INDOSAT TBK SPONSORED ADR 74438310 13 300 SH SHARED 300 D PT INDOSAT TBK SPONSORED ADR 74438310 177 3800 SH SHARED 01 3800 D PSYCHIATRIC SOLUTIONS INC COM 74439H10 1919 59047 SH SHARED 59047 D PSYCHIATRIC SOLUTIONS INC COM 74439H10 1132 34860 SH SHARED 01 19060 15800 D PSYCHIATRIC SOLUTIONS INC COM 74439H10 1836 56510 SH SHARED 02 56510 D PSYCHIATRIC SOLUTIONS INC COM 74439H10 1787 55000 SH SHARED 04 55000 D PSYCHIATRIC SOLUTIONS INC COM 74439H10 1006 30974 SH SHARED 10 30974 D PSYCHIATRIC SOLUTIONS INC COM 74439H10 3 95 SH SHARED 21 95 D PUBLIC SVC ENTERPRISE GROUP COM 74457310 43970 447578 SH SHARED 447578 D PUBLIC SVC ENTERPRISE GROUP COM 74457310 7255 73856 SH SHARED 01 72756 1100 D PUBLIC SVC ENTERPRISE GROUP COM 74457310 7277 74083 SH SHARED 02 74083 D PUBLIC SVC ENTERPRISE GROUP COM 74457310 9 100 SH SHARED 05 100 D PUBLIC SVC ENTERPRISE GROUP COM 74457310 3818 38874 SH SHARED 06 38874 D PUBLIC SVC ENTERPRISE GROUP COM 74457310 13759 140061 SH SHARED 10 140061 D PUBLIC SVC ENTERPRISE GROUP COM 74457310 49 500 SH SHARED 22 500 D PUBLIC SVC ENTERPRISE GROUP COM 74457310 235 2400 SH SHARED 23 2300 100 D PUBLIC SVC ENTERPRISE GROUP COM 74457310 73 750 SH SHR/OTHR 23 750 D PUBLIC STORAGE COM 74460D10 16342 222623 SH SHARED 215023 7600 D PUBLIC STORAGE COM 74460D10 1147 15635 SH SHARED 01 15635 D PUBLIC STORAGE COM 74460D10 55 750 SH SHR/OTHR 01 750 D PUBLIC STORAGE COM 74460D10 1259 17156 SH SHARED 02 17156 D PUBLIC STORAGE COM 74460D10 5 70 SH SHARED 05 70 D PUBLIC STORAGE COM 74460D10 18745 255356 SH SHARED 10 248856 6500 D PUBLIC STORAGE COM 74460D10 227170 3094550 SH SHARED 11 1829808 1264742 D PUBLIC STORAGE COM A DP1/1000 74460D72 320 12800 SH SHARED 11 12800 D PUGET ENERGY INC NEW COM 74531010 331 12099 SH SHARED 12099 D PUGET ENERGY INC NEW COM 74531010 1072 39090 SH SHARED 01 4090 35000 D PUGET ENERGY INC NEW COM 74531010 401 14650 SH SHARED 02 14650 D PUGET ENERGY INC NEW COM 74531010 120 4400 SH SHARED 10 4400 D PULASKI FINL CORP COM 74554810 2 225 SH SHARED 225 D PULTE HOMES INC COM 74586710 22836 2166679 SH SHARED 2166679 D PULTE HOMES INC COM 74586710 294 27916 SH SHARED 01 27916 D PULTE HOMES INC COM 74586710 3256 308946 SH SHARED 02 308946 D PULTE HOMES INC COM 74586710 17 1690 SH SHARED 06 1690 D PULTE HOMES INC COM 74586710 995 94438 SH SHARED 10 94438 D PULTE HOMES INC COM 74586710 59 5600 SH SHARED 20 5600 D PURECYCLE CORP COM NEW 74622830 3 434 SH SHARED 434 D PURECYCLE CORP COM NEW 74622830 46 6096 SH SHARED 02 6096 D PUTMAN HIGH INCOME SEC FUND SHS BEN INT 74677910 696 86682 SH SHARED 86682 D PUTNAM MANAGED MUN INCOM TR COM 74682310 13 2003 SH SHARED 2003 D PUTNAM MUN BD FD INC SH BEN INT 74683V10 3 296 SH SHARED 296 D PUTNAM PREMIER INCOME TR SH BEN INT 74685310 1363 219883 SH SHARED 219883 D QIMONDA AG SPONSORED ADR 74690410 18 2610 SH SHARED 2610 D PUTNAM MASTER INTER INCOME T SH BEN INT 74690910 782 123772 SH SHARED 123772 D PUTNAM MUN OPPORTUNITIES TR SH BEN INT 74692210 0 65 SH SHARED 65 D QLT INC NOTE 3.000% 9/1 746927AB 6043 6250000 PRN SHARED 6250000 D QLT INC COM 74692710 6638 1501864 SH SHARED 1501864 D PYRAMID BREWERIES INC COM 74713510 0 168 SH SHARED 168 D PYRAMID OIL CO COM 74721510 0 43 SH 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78530 SH SHARED 06 78530 D QUEST DIAGNOSTICS INC COM 74834L10 9031 170726 SH SHARED 10 170726 D QUEST DIAGNOSTICS INC COM 74834L10 899 17000 SH SHARED 14 17000 D QUEST DIAGNOSTICS INC COM 74834L10 4602 87000 SH SHARED 15 87000 D QUEST DIAGNOSTICS INC COM 74834L10 3706 70072 SH SHARED 16 70072 D QUEST DIAGNOSTICS INC COM 74834L10 1848 34941 SH SHARED 20 13306 21635 D QUEST DIAGNOSTICS INC COM 74834L10 1305 24670 SH SHR/OTHR 20 24670 D QUEST DIAGNOSTICS INC COM 74834L10 26 500 SH SHARED 22 500 D QUEST DIAGNOSTICS INC COM 74834L10 1288 24350 SH SHARED 23 23750 600 D QUEST DIAGNOSTICS INC COM 74834L10 1698 32100 SH SHR/OTHR 23 32100 D QUEST SOFTWARE INC COM 74834T10 6630 359574 SH SHARED 359574 D QUEST SOFTWARE INC COM 74834T10 55 3025 SH SHARED 02 3025 D QUEST SOFTWARE INC COM 74834T10 553 30000 SH SHARED 04 30000 D QUEST SOFTWARE INC COM 74834T10 315 17100 SH SHARED 10 17100 D QUEST RESOURCE CORP COM NEW 74834930 5 785 SH SHARED 785 D QUESTCOR PHARMACEUTICALS INC COM 74835Y10 20 3627 SH SHARED 3627 D QUESTAR CORP COM 74835610 9575 176997 SH SHARED 176997 D QUESTAR CORP COM 74835610 1158 21420 SH SHARED 01 21420 D QUESTAR CORP COM 74835610 333 6170 SH SHARED 02 6170 D QUESTAR CORP COM 74835610 82 1520 SH SHARED 06 1520 D QUESTAR CORP COM 74835610 6072 112246 SH SHARED 10 112246 D QUESTAR CORP COM 74835610 173 3200 SH SHARED 23 3200 D QUEST ENERGY PARTNERS L P COM UNIT LP IN 74836B20 2372 159137 SH SHARED 159137 D QUICKLOGIC CORP COM 74837P10 2 758 SH SHARED 758 D QUICKSILVER RESOURCES INC DBCV 1.875%11/0 74837RAB 58725 29000000 PRN SHARED 9000000 D QUICKSILVER RESOURCES INC COM 74837R10 3062 51392 SH SHARED 51392 D QUICKSILVER RESOURCES INC COM 74837R10 2675 44900 SH SHARED 01 27600 17300 D QUICKSILVER RESOURCES INC COM 74837R10 155 2609 SH SHARED 02 2609 D QUICKSILVER RESOURCES INC COM 74837R10 1961 32909 SH SHARED 10 32909 D QUICKSILVER RESOURCES INC COM 74837R10 8 150 SH SHARED 21 150 D QUIKSILVER INC COM 74838C10 158 18493 SH SHARED 18493 D QUIKSILVER INC COM 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RED HAT INC COM 75657710 358 17189 SH SHARED 02 17189 D RED HAT INC COM 75657710 491 23600 SH SHARED 10 23600 D RED LION HOTELS CORP COM 75676410 10 1045 SH SHARED 1045 D RED LION HOTELS CORP COM 75676410 5686 571500 SH SHARED 10 571500 D RED ROBIN GOURMET BURGERS IN COM 75689M10 111 3500 SH SHARED 3500 D RED ROBIN GOURMET BURGERS IN COM 75689M10 54 1698 SH SHARED 10 1698 D REDENVELOPE INC COM 75733R60 0 117 SH SHARED 117 D REDDY ICE HLDGS INC COM 75734R10 2386 94300 SH SHARED 94300 D REDDY ICE HLDGS INC COM 75734R10 86 3400 SH SHARED 10 3400 D REDHOOK ALE BREWERY COM 75747310 0 144 SH SHARED 144 D REDIFF COM INDIA LTD SPONSORED ADR 75747910 348 31934 SH SHARED 31934 D REDWOOD TR INC COM 75807540 555 16229 SH SHARED 16229 D REDWOOD TR INC COM 75807540 674 19700 SH SHARED 01 19700 D REDWOOD TR INC COM 75807540 47 1375 SH SHARED 02 1375 D REDWOOD TR INC COM 75807540 568 16600 SH SHARED 10 16600 D REED ELSEVIER N V SPONSORED ADR 75820410 59 1500 SH SHARED 1500 D REED ELSEVIER N V SPONSORED ADR 75820410 138 3500 SH SHARED 23 3500 D REED ELSEVIER P L C SPONSORED ADR 75820510 21 400 SH SHARED 400 D REEDS INC COM 75833810 0 104 SH SHARED 104 D RENEGY HOLDINGS INC COM 75845J10 0 69 SH SHARED 69 D REGAL BELOIT CORP COM 75875010 404 9000 SH SHARED 9000 D REGAL BELOIT CORP COM 75875010 328 7300 SH SHARED 01 7300 D REGAL BELOIT CORP COM 75875010 253 5641 SH SHARED 02 5641 D REGAL BELOIT CORP COM 75875010 26116 581010 SH SHARED 10 581010 D REGAL BELOIT CORP COM 75875010 94 2096 SH SHARED 21 1030 1066 D REGAL ENTMT GROUP CL A 75876610 13904 769491 SH SHARED 727191 42300 D REGAL ENTMT GROUP CL A 75876610 1773 98125 SH SHARED 02 98125 D REGAL ENTMT GROUP CL A 75876610 3508 194135 SH SHARED 10 169535 24600 D REGAL ENTMT GROUP CL A 75876610 31 1750 SH SHARED 20 1750 D REGAL ENTMT GROUP CL A 75876610 59 3315 SH SHARED 21 3315 D REGAL ENTMT GROUP CL A 75876610 13 750 SH SHARED 22 750 D REGAL ENTMT GROUP CL A 75876610 421 23300 SH SHARED 23 23300 D REGENCY CTRS CORP COM 75884910 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COM 75936P10 0 100 SH SHARED 02 100 D RELIANCE STEEL & ALUMINUM CO COM 75950910 3991 73637 SH SHARED 73637 D RELIANCE STEEL & ALUMINUM CO COM 75950910 1772 32700 SH SHARED 01 12700 20000 D RELIANCE STEEL & ALUMINUM CO COM 75950910 286 5283 SH SHARED 02 5283 D RELIANCE STEEL & ALUMINUM CO COM 75950910 5956 109900 SH SHARED 10 103400 6500 D RELIANT ENERGY INC COM 75952B10 1167 44510 SH SHARED 44510 D RELIANT ENERGY INC COM 75952B10 1086 41415 SH SHARED 01 39215 2200 D RELIANT ENERGY INC COM 75952B10 15 600 SH SHR/OTHR 01 600 D RELIANT ENERGY INC COM 75952B10 3453 131601 SH SHARED 02 131601 D RELIANT ENERGY INC COM 75952B10 65 2480 SH SHARED 06 2480 D RELIANT ENERGY INC COM 75952B10 1445 55100 SH SHARED 10 55100 D RELIANT ENERGY INC COM 75952B10 12 483 SH SHARED 14 483 D RELIANT ENERGY INC COM 75952B10 320 12221 SH SHARED 21 12221 D RELIANT ENERGY INC COM 75952B10 62 2365 SH SHR/OTHR 23 2365 D RELIV INTL INC COM 75952R10 11 1428 SH SHARED 1428 D RELM WIRELESS CORP COM 75952510 4 1449 SH SHARED 1449 D RENAISSANCE ACQUISITION CORP UNIT 01/28/2011 75966C20 6 1104 SH SHARED 1104 D RENAISSANCE ACQUISITION CORP COM 75966C30 2556 456525 SH SHARED 456525 D RENAISSANCE CAP GRWTH INCM I COM 75966V10 0 96 SH SHARED 96 D RENAISSANCE LEARNING INC COM 75968L10 1864 133200 SH SHARED 133200 D RENAISSANCE LEARNING INC COM 75968L10 17 1275 SH SHARED 02 1275 D RENASANT CORP COM 75970E10 37 1738 SH SHARED 1738 D RENASANT CORP COM 75970E10 293 13600 SH SHARED 10 13600 D RENOVIS INC COM 75988510 1 612 SH SHARED 612 D RENOVIS INC COM 75988510 42 14200 SH SHARED 01 14200 D RENOVIS INC COM 75988510 69 23064 SH SHARED 20 23064 D REPLIGEN CORP COM 75991610 5 765 SH SHARED 765 D RENT A CTR INC NEW COM 76009N10 437 30128 SH SHARED 30128 D RENT A CTR INC NEW COM 76009N10 453 31225 SH SHARED 01 5525 25700 D RENT A CTR INC NEW COM 76009N10 134 9236 SH SHARED 02 9236 D RENT A CTR INC NEW COM 76009N10 4947 340734 SH SHARED 10 340734 D RENTECH INC COM 76011210 32 17770 SH SHARED 17770 D RENTRAK CORP 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76075910 347 11076 SH SHARED 14 11076 D REPUBLIC SVCS INC COM 76075910 8 278 SH SHARED 21 278 D RESEARCH FRONTIERS INC COM 76091110 77 7742 SH SHARED 7742 D RES-CARE INC COM 76094310 126 5021 SH SHARED 5021 D RES-CARE INC COM 76094310 528 21000 SH SHARED 10 21000 D RESEARCH IN MOTION LTD COM 76097510 28952 255313 SH SHARED 255313 D RESEARCH IN MOTION LTD COM 76097510 17340 152918 SH SHARED 01 99873 53045 D RESEARCH IN MOTION LTD COM 76097510 4581 40402 SH SHR/OTHR 01 40402 D RESEARCH IN MOTION LTD COM 76097510 68 600 SH SHARED 02 600 D RESEARCH IN MOTION LTD COM 76097510 5103 45000 SH SHARED 04 45000 D RESEARCH IN MOTION LTD COM 76097510 22 200 SH SHARED 05 200 D RESEARCH IN MOTION LTD COM 76097510 260 2300 SH SHARED 06 2300 D RESEARCH IN MOTION LTD COM 76097510 19344 170590 SH SHARED 10 169600 990 D RESEARCH IN MOTION LTD COM 76097510 1467 12944 SH SHARED 14 12944 D RESEARCH IN MOTION LTD COM 76097510 973 8585 SH SHARED 20 7055 1530 D RESEARCH IN MOTION LTD COM 76097510 49 440 SH 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SHARED 02 24600 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 511 6723 SH SHARED 6723 D REUTERS GROUP PLC SPONSORED ADR 76132M10 113 1493 SH SHARED 01 1493 D REUTERS GROUP PLC SPONSORED ADR 76132M10 30 406 SH SHR/OTHR 01 406 D REVLON INC CL A 76152550 704 596831 SH SHARED 596831 D REVLON INC CL A 76152550 217 184620 SH SHARED 02 184620 D REWARDS NETWORK INC COM 76155710 967 194590 SH SHARED 194590 D REWARDS NETWORK INC COM 76155710 24 4900 SH SHARED 01 4900 D REX STORES CORP COM 76162410 724 45955 SH SHARED 45955 D REYNOLDS AMERICAN INC COM 76171310 45359 687680 SH SHARED 687680 D REYNOLDS AMERICAN INC COM 76171310 1220 18500 SH SHARED 01 18500 D REYNOLDS AMERICAN INC COM 76171310 761 11545 SH SHARED 02 11545 D REYNOLDS AMERICAN INC COM 76171310 135 2058 SH SHARED 04 2058 D REYNOLDS AMERICAN INC COM 76171310 53546 811800 SH SHARED 04 811800 D REYNOLDS AMERICAN INC 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ROBERT HALF INTL INC COM 77032310 4455 164784 SH SHARED 164784 D ROBERT HALF INTL INC COM 77032310 454 16800 SH SHARED 01 16800 D ROBERT HALF INTL INC COM 77032310 392 14525 SH SHARED 02 14525 D ROBERT HALF INTL INC COM 77032310 4 160 SH SHARED 05 160 D ROBERT HALF INTL INC COM 77032310 21 800 SH SHARED 06 800 D ROBERT HALF INTL INC COM 77032310 1905 70475 SH SHARED 10 70475 D ROBERT HALF INTL INC COM 77032310 210 7770 SH SHARED 14 7770 D ROCHESTER MED CORP COM 77149710 3 338 SH SHARED 338 D ROCK OF AGES CORP CL A 77263210 0 107 SH SHARED 107 D ROCK-TENN CO CL A 77273920 1493 58772 SH SHARED 58772 D ROCK-TENN CO CL A 77273920 193 7600 SH SHARED 01 7600 D ROCK-TENN CO CL A 77273920 1049 41300 SH SHARED 02 41300 D ROCK-TENN CO CL A 77273920 4807 189200 SH SHARED 10 189200 D ROCKFORD CORP COM 77316P10 0 170 SH SHARED 170 D ROCKWELL AUTOMATION INC COM 77390310 10547 152946 SH SHARED 152946 D ROCKWELL AUTOMATION INC COM 77390310 1654 23989 SH SHARED 01 23989 D ROCKWELL AUTOMATION INC COM 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SH SHR/OTHR 20 50 D ROCKWELL COLLINS INC COM 77434110 35 489 SH SHARED 21 200 289 D ROCKWELL COLLINS INC COM 77434110 604 8399 SH SHARED 22 7344 1055 D ROCKWELL COLLINS INC COM 77434110 88 1225 SH SHR/OTHR 22 1225 D ROCKWELL COLLINS INC COM 77434110 1183 16446 SH SHARED 23 13946 2500 D ROCKWELL COLLINS INC COM 77434110 777 10800 SH SHR/OTHR 23 10800 D ROCKWELL MEDICAL TECH COM 77437410 1 263 SH SHARED 263 D ROCKWOOD HLDGS INC COM 77441510 126 3809 SH SHARED 3809 D ROCKWOOD HLDGS INC COM 77441510 29 900 SH SHARED 01 900 D ROCKWOOD HLDGS INC COM 77441510 1318 39700 SH SHARED 02 39700 D ROCKWOOD HLDGS INC COM 77441510 1365 41100 SH SHARED 10 41100 D ROCKY BRANDS INC COM 77451510 1 287 SH SHARED 287 D ROCKY MTN CHOCOLATE FACTORY COM PAR $0.03 77467840 2 146 SH SHARED 146 D RODMAN & RENSHAW CAP GP INC COM 77487R10 0 218 SH SHARED 218 D ROFIN SINAR TECHNOLOGIES INC COM 77504310 20468 425447 SH SHARED 425447 D ROFIN SINAR TECHNOLOGIES INC COM 77504310 1286 26750 SH SHARED 01 26500 250 D ROFIN SINAR TECHNOLOGIES INC COM 77504310 1202 25000 SH SHR/OTHR 01 25000 D ROFIN SINAR TECHNOLOGIES INC COM 77504310 1039 21600 SH SHARED 06 21600 D ROFIN SINAR TECHNOLOGIES INC COM 77504310 654 13600 SH SHARED 10 13600 D ROFIN SINAR TECHNOLOGIES INC COM 77504310 22 465 SH SHARED 21 465 D ROGERS COMMUNICATIONS INC CL B 77510920 162 3584 SH SHARED 3584 D ROGERS COMMUNICATIONS INC CL B 77510920 3108 68697 SH SHARED 67297 1400 D ROGERS COMMUNICATIONS INC CL B 77510920 162 3586 SH SHARED 01 3386 200 D ROGERS COMMUNICATIONS INC CL B 77510920 2262 50000 SH SHARED 04 50000 D ROGERS COMMUNICATIONS INC CL B 77510920 9 200 SH SHARED 05 200 D ROGERS COMMUNICATIONS INC CL B 77510920 117 2600 SH SHARED 06 2600 D ROGERS COMMUNICATIONS INC CL B 77510920 1561 34500 SH SHARED 10 34500 D ROGERS COMMUNICATIONS INC CL B 77510920 855 18906 SH SHARED 14 18906 D ROGERS COMMUNICATIONS INC CL B 77510920 90 2000 SH SHARED 21 2000 D ROGERS CORP COM 77513310 47 1091 SH SHARED 1091 D ROGERS CORP COM 77513310 173 4000 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INDS INC NEW COM 77669610 1800 28790 SH SHARED 01 50 28740 D ROPER INDS INC NEW COM 77669610 599 9581 SH SHARED 02 9581 D ROPER INDS INC NEW COM 77669610 17257 275944 SH SHARED 04 275944 D ROPER INDS INC NEW COM 77669610 21231 339493 SH SHARED 05 339493 D ROPER INDS INC NEW COM 77669610 50 800 SH SHARED 06 800 D ROPER INDS INC NEW COM 77669610 26793 428423 SH SHARED 10 428423 D ROPER INDS INC NEW COM 77669610 10 175 SH SHARED 21 175 D ROPER INDS INC NEW COM 77669610 237 3800 SH SHARED 23 3800 D ROSETTA RESOURCES INC COM 77777930 229 11563 SH SHARED 11563 D ROSETTA RESOURCES INC COM 77777930 204 10300 SH SHARED 01 10300 D ROSETTA RESOURCES INC COM 77777930 263 13300 SH SHARED 10 13300 D ROSS STORES INC COM 77829610 3000 117332 SH SHARED 117332 D ROSS STORES INC COM 77829610 1081 42300 SH SHARED 01 42300 D ROSS STORES INC COM 77829610 281 11017 SH SHARED 02 11017 D ROSS STORES INC COM 77829610 18 720 SH SHARED 06 720 D ROSS STORES INC COM 77829610 291 11400 SH SHARED 10 11400 D ROSS STORES INC COM 77829610 259 10155 SH SHARED 14 10155 D ROSTELECOM OPEN JT STK LNG D SPONSORED ADR 77852910 2285 32857 SH SHARED 32857 D ROSTELECOM OPEN JT STK LNG D SPONSORED ADR 77852910 8144 117100 SH SHARED 06 117100 D ROTECH HEALTHCARE INC COM 77866910 657 1730469 SH SHARED 1730469 D ROTECH HEALTHCARE INC COM 77866910 99 260611 SH SHARED 02 260611 D ROWAN COS INC COM 77938210 8213 208140 SH SHARED 208140 D ROWAN COS INC COM 77938210 1091 27669 SH SHARED 01 27669 D ROWAN COS INC COM 77938210 1383 35059 SH SHARED 02 35059 D ROWAN COS INC COM 77938210 1487 37700 SH SHARED 05 37700 D ROWAN COS INC COM 77938210 40 1020 SH SHARED 06 1020 D ROWAN COS INC COM 77938210 26464 670666 SH SHARED 10 670666 D ROWAN COS INC COM 77938210 102 2600 SH SHARED 21 300 2300 D ROWAN COS INC COM 77938210 7 200 SH SHARED 23 200 D ROYAL BK CDA MONTREAL QUE COM 78008710 2768 54240 SH SHARED 54240 D ROYAL BK CDA MONTREAL QUE COM 78008710 15901 311546 SH SHARED 308046 3500 D ROYAL BK CDA MONTREAL QUE COM 78008710 87 1714 SH SHARED 01 1714 D ROYAL BK CDA MONTREAL QUE COM 78008710 30 600 SH SHARED 05 600 D ROYAL BK CDA MONTREAL QUE COM 78008710 296 5800 SH SHARED 06 5800 D ROYAL BK CDA MONTREAL QUE COM 78008710 2419 47400 SH SHARED 10 47400 D ROYAL BK CDA MONTREAL QUE COM 78008710 995 19501 SH SHARED 14 19501 D ROYAL BK SCOTLAND GROUP PLC SP ADR REP SHS 78009772 1 141 SH SHARED 141 D ROYAL BK SCOTLAND GROUP PLC SP ADR PREF S 78009773 3087 152377 SH SHARED 02 152377 D ROYAL BK SCOTLAND GROUP PLC ADR PREF SHS Q 78009775 15 744 SH SHARED 744 D ROYAL BK SCOTLAND GROUP PLC ADR PFD SER P 78009776 76 3950 SH SHARED 01 3950 D ROYAL BK SCOTLAND GROUP PLC ADR PFD SER P 78009776 37 1960 SH SHR/OTHR 01 1960 D ROYAL BK SCOTLAND GROUP PLC ADR PFD SER P 78009776 38 2000 SH SHARED 21 2000 D ROYAL BK SCOTLAND GROUP PLC ADR PREF SER N 78009777 7 400 SH SHARED 20 400 D ROYAL BK SCOTLAND GROUP PLC SP ADR L RP PF 78009778 3799 212275 SH SHARED 02 212275 D ROYAL BK SCOTLAND GROUP PLC SP ADR L RP PF 78009778 78 4400 SH SHARED 23 4400 D ROYAL DUTCH SHELL PLC SPON ADR B 78025910 57232 689550 SH SHARED 689550 D ROYAL DUTCH SHELL PLC SPON ADR B 78025910 91 1099 SH SHARED 01 1099 D ROYAL DUTCH SHELL PLC SPON ADR B 78025910 9 110 SH SHARED 21 110 D ROYAL DUTCH SHELL PLC SPON ADR B 78025910 114 1379 SH SHARED 23 1379 D ROYAL DUTCH SHELL PLC SPON ADR B 78025910 300 3620 SH SHR/OTHR 23 3620 D ROYAL DUTCH SHELL PLC SPONS ADR A 78025920 269 3200 SH SHR/OTHR 3200 D ROYAL DUTCH SHELL PLC SPONS ADR A 78025920 945 11224 SH SHARED 11224 D ROYAL DUTCH SHELL PLC SPONS ADR A 78025920 12321 146331 SH SHARED 01 50239 96092 D ROYAL DUTCH SHELL PLC SPONS ADR A 78025920 5127 60895 SH SHR/OTHR 01 60895 D ROYAL DUTCH SHELL PLC SPONS ADR A 78025920 52531 623890 SH SHARED 10 623490 400 D ROYAL DUTCH SHELL PLC SPONS ADR A 78025920 505 6000 SH SHR/OTHR 10 6000 D ROYAL DUTCH SHELL PLC SPONS ADR A 78025920 8475 100664 SH SHARED 20 25970 74694 D ROYAL DUTCH SHELL PLC SPONS ADR A 78025920 4975 59090 SH SHR/OTHR 20 59090 D ROYAL DUTCH SHELL PLC SPONS ADR A 78025920 22 270 SH SHARED 21 60 210 D ROYAL DUTCH SHELL PLC SPONS ADR A 78025920 673 8000 SH SHR/OTHR 21 8000 D ROYAL DUTCH SHELL PLC SPONS ADR A 78025920 263 3133 SH SHARED 22 2533 600 D ROYAL DUTCH SHELL PLC SPONS ADR A 78025920 403 4791 SH SHR/OTHR 22 4791 D ROYAL DUTCH SHELL PLC SPONS ADR A 78025920 10215 121321 SH SHARED 23 98221 23100 D ROYAL DUTCH SHELL PLC SPONS ADR A 78025920 13723 162989 SH SHR/OTHR 23 162989 D ROYAL GOLD INC COM 78028710 2 68 SH SHARED 68 D ROYAL GOLD INC COM 78028710 295 9685 SH SHARED 01 9685 D ROYAL GOLD INC COM 78028710 149 4900 SH SHARED 02 4900 D ROYAL GOLD INC COM 78028710 262 8594 SH SHARED 10 8594 D ROYAL KPN NV SPONSORED ADR 78064120 83 4577 SH SHARED 4577 D ROYAL KPN NV SPONSORED ADR 78064120 27 1500 SH SHR/OTHR 01 1500 D ROYALE ENERGY INC COM NEW 78074G20 0 135 SH SHARED 135 D ROYCE FOCUS TR COM 78080N10 1 193 SH SHARED 193 D RUBICON TECHNOLOGY INC COM 78112T10 244 10310 SH SHARED 10310 D RUBIOS RESTAURANTS INC COM 78116B10 1 186 SH SHARED 186 D RUBY TUESDAY INC COM 78118210 344 35346 SH SHARED 35346 D RUBY TUESDAY INC COM 78118210 125 12900 SH SHARED 01 2400 10500 D RUBY TUESDAY INC COM 78118210 194 19949 SH SHARED 02 19949 D RUBY TUESDAY INC COM 78118210 630 64689 SH SHARED 10 64689 D RUDDICK CORP COM 78125810 432 12478 SH SHARED 12478 D RUDDICK CORP COM 78125810 506 14600 SH SHARED 01 1500 13100 D RUDDICK CORP COM 78125810 71 2063 SH SHARED 02 2063 D RUDDICK CORP COM 78125810 32808 946311 SH SHARED 10 946311 D RUDOLPH TECHNOLOGIES INC COM 78127010 1212 107122 SH SHARED 107122 D RUDOLPH TECHNOLOGIES INC COM 78127010 27 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 381 20978 SH SHARED 20978 D RUSH ENTERPRISES INC CL A 78184620 6 378 SH SHARED 02 378 D RUSH ENTERPRISES INC CL A 78184620 223 12300 SH SHARED 10 12300 D RURAL CELLULAR CORP CL A 78190410 5 127 SH SHARED 127 D RURAL CELLULAR CORP CL A 78190410 36 825 SH SHARED 01 825 D RURAL CELLULAR CORP CL A 78190410 132 3000 SH SHARED 10 3000 D RUSS BERRIE & CO COM 78223310 17 1100 SH SHARED 02 1100 D RUTHS CHRIS STEAK HSE INC COM 78333210 127 14316 SH SHARED 14316 D RYANAIR HLDGS PLC SPONSORED ADR 78351310 715 18134 SH SHARED 18134 D RYDER SYS INC COM 78354910 9125 194126 SH SHARED 148126 46000 D RYDER SYS INC COM 78354910 1067 22700 SH SHARED 01 22700 D RYDER SYS INC COM 78354910 694 14763 SH SHARED 02 14763 D RYDER SYS INC COM 78354910 60823 1293842 SH SHARED 10 1201842 92000 D RYLAND GROUP INC COM 78376410 2699 97969 SH SHARED 97969 D RYLAND GROUP INC COM 78376410 657 23875 SH SHARED 01 8775 15100 D RYLAND GROUP INC COM 78376410 2375 86211 SH SHARED 02 86211 D RYLAND GROUP INC COM 78376410 60 2200 SH SHARED 10 2200 D RYLAND GROUP INC COM 78376410 2063 74900 SH SHARED 14 74900 D S & T BANCORP INC COM 78385910 50 1816 SH SHARED 1816 D S & T BANCORP INC COM 78385910 7 275 SH SHARED 01 275 D S & T BANCORP INC COM 78385910 2 100 SH SHARED 02 100 D S & T BANCORP INC COM 78385910 279 10100 SH SHARED 10 10100 D SBA COMMUNICATIONS CORP NOTE 0.375%12/0 78388JAJ 2246 2000000 PRN SHARED 2000000 D SBA COMMUNICATIONS CORP NOTE 0.375%12/0 78388JAJ 3691 3287000 PRN SHARED 02 3287000 D SBA COMMUNICATIONS CORP COM 78388J10 36573 1080790 SH SHARED 1080790 D SBA COMMUNICATIONS CORP COM 78388J10 648 19155 SH SHARED 01 19155 D SBA COMMUNICATIONS CORP COM 78388J10 159 4720 SH SHARED 02 4720 D SBA COMMUNICATIONS CORP COM 78388J10 41888 1237845 SH SHARED 10 1237845 D SBA COMMUNICATIONS CORP COM 78388J10 5 160 SH SHARED 21 160 D SAIC INC COM 78390X10 533 26502 SH SHARED 26502 D SAIC INC COM 78390X10 199 9900 SH SHARED 01 9900 D SAIC INC COM 78390X10 1006 50000 SH SHARED 04 50000 D SAIC INC COM 78390X10 4060 201800 SH SHARED 10 201800 D SCBT FINANCIAL CORP COM 78401V10 2 70 SH SHARED 70 D SCM MICROSYSTEMS INC COM 78401810 1 401 SH SHARED 401 D SCPIE HLDGS INC COM 78402P10 290 10581 SH SHARED 10581 D SCOLR PHARMA INC COM 78402X10 1 994 SH SHARED 994 D SCO GROUP INC COM 78403A10 0 909 SH SHARED 909 D SEI INVESTMENTS CO COM 78411710 1242 38633 SH SHARED 38633 D SEI INVESTMENTS CO COM 78411710 1427 44370 SH SHARED 01 5370 39000 D SEI INVESTMENTS CO COM 78411710 1492 46400 SH SHR/OTHR 01 46400 D SEI INVESTMENTS CO COM 78411710 751 23367 SH SHARED 02 23367 D SEI INVESTMENTS CO COM 78411710 160 5000 SH SHARED 10 5000 D SEI INVESTMENTS CO COM 78411710 101 3165 SH SHARED 21 3165 D SESI L L C NOTE 1.500%12/1 78412FAH 5739 5700000 PRN SHARED 5700000 D SESI L L C NOTE 1.500%12/1 78412FAH 1592 1581000 PRN SHARED 02 1581000 D SFBC INTL INC NOTE 2.250% 8/1 784121AB 1140 1000000 PRN SHARED 1000000 D SGX PHARMACEUTICALS INC COM 78423C10 0 177 SH SHARED 177 D SI FINL GROUP INC COM 78425W10 590 60012 SH SHARED 60012 D SI INTL INC COM 78427V10 45 1660 SH SHARED 1660 D SI INTL INC COM 78427V10 120 4400 SH SHARED 10 4400 D SJW CORP COM 78430510 114 3300 SH SHARED 10 3300 D SJW CORP COM 78430510 104 3000 SH SHARED 23 3000 D SK TELECOM LTD SPONSORED ADR 78440P10 1123 37640 SH SHARED 37640 D SK TELECOM LTD SPONSORED ADR 78440P10 1859 62300 SH SHARED 10 62300 D SK TELECOM LTD SPONSORED ADR 78440P10 25 870 SH SHR/OTHR 23 870 D SL GREEN RLTY CORP COM 78440X10 2874 30756 SH SHARED 30756 D SL GREEN RLTY CORP COM 78440X10 18 200 SH SHARED 01 200 D SL GREEN RLTY CORP COM 78440X10 28 300 SH SHARED 02 300 D SL GREEN RLTY CORP COM 78440X10 3 40 SH SHARED 05 40 D SL GREEN RLTY CORP COM 78440X10 8523 91200 SH SHARED 10 91200 D SL GREEN RLTY CORP COM 78440X10 195953 2096660 SH SHARED 11 1271510 825150 D SL GREEN RLTY CORP COM 78440X10 257 2752 SH SHARED 14 2752 D S L INDS INC COM 78441310 4 208 SH SHARED 208 D SLM CORP COM 78442P10 273 13577 SH SHARED 13577 D SLM CORP COM 78442P10 85989 4269602 SH SHARED 4269602 D SLM CORP COM 78442P10 792 39342 SH SHARED 01 39042 300 D SLM CORP COM 78442P10 395 19659 SH SHARED 02 19659 D SLM CORP COM 78442P10 4 220 SH SHARED 05 220 D SLM CORP COM 78442P10 78 3890 SH SHARED 06 3890 D SLM CORP COM 78442P10 4127 204943 SH SHARED 10 204943 D SLM CORP COM 78442P10 42 2100 SH SHARED 14 2100 D SLM CORP COM 78442P10 40 2000 SH SHARED 20 2000 D SLM CORP COM 78442P10 88 4410 SH SHR/OTHR 20 4410 D SLM CORP COM 78442P10 193 9600 SH SHARED 23 9600 D SLM CORP COM 78442P10 357 17750 SH SHR/OTHR 23 17750 D SMF ENERGY CORPORATION COM 78453M10 0 339 SH SHARED 339 D SORL AUTO PTS INC COM 78461U10 1464 200065 SH SHARED 200065 D SPDR TR UNIT SER 1 78462F10 1039 7110 SH SHARED 7110 D SPDR TR UNIT SER 1 78462F10 5266772 36021968 SH SHARED 6021968 D SPDR TR UNIT SER 1 78462F10 12459 85216 SH SHARED 01 24354 60862 D SPDR TR UNIT SER 1 78462F10 1145 7833 SH SHR/OTHR 01 7833 D SPDR TR UNIT SER 1 78462F10 43373 296652 SH SHARED 02 296652 D SPDR TR UNIT SER 1 78462F10 32210 220300 SH SHARED 10 220300 D SPDR TR UNIT SER 1 78462F10 49378 337720 SH SHARED 15 337720 D SPDR TR UNIT SER 1 78462F10 11409 78036 SH SHARED 19 78036 D SPDR TR UNIT SER 1 78462F10 8462 57877 SH SHARED 20 57877 D SPDR TR UNIT SER 1 78462F10 226 1550 SH SHR/OTHR 21 1550 D SPDR TR UNIT SER 1 78462F10 446 3056 SH SHARED 22 3056 D SPDR TR UNIT SER 1 78462F10 36 250 SH SHR/OTHR 22 250 D SPDR TR UNIT SER 1 78462F10 11091 75863 SH SHARED 23 74433 1430 D SPDR TR UNIT SER 1 78462F10 7627 52169 SH SHR/OTHR 23 52169 D SPSS INC COM 78462K10 4997 139157 SH SHARED 139157 D SPSS INC COM 78462K10 107 3000 SH SHARED 01 1200 1800 D SPSS INC COM 78462K10 342 9525 SH SHARED 02 9525 D SPSS INC COM 78462K10 1231 34300 SH SHARED 10 34300 D S1 CORPORATION COM 78463B10 1722 235956 SH SHARED 235956 D S1 CORPORATION COM 78463B10 638 87400 SH SHARED 10 87400 D SPDR INDEX SHS FDS ASIA PACIF ETF 78463X30 7506 86000 SH SHARED 06 86000 D SPDR INDEX SHS FDS DJWS INTL REAL 78463X86 3 70 SH SHARED 01 70 D SPX CORP COM 78463510 38413 373489 SH SHARED 373489 D SPX CORP COM 78463510 8137 79122 SH SHARED 01 3354 75768 D SPX CORP COM 78463510 1066 10366 SH SHR/OTHR 01 10366 D SPX CORP COM 78463510 386 3759 SH SHARED 02 3759 D SPX CORP COM 78463510 1234 12000 SH SHARED 04 12000 D SPX CORP COM 78463510 38 370 SH SHARED 06 370 D SPX CORP COM 78463510 2004 19490 SH SHARED 10 19490 D SPDR SERIES TRUST DJWS SCAP GR 78464A20 14 151 SH SHARED 01 151 D SPDR SERIES TRUST DJWS REIT ETF 78464A60 142 2053 SH SHARED 02 2053 D SPDR SERIES TRUST DJWS REIT ETF 78464A60 34 500 SH SHR/OTHR 23 500 D SPDR SERIES TRUST S&P RETAIL ETF 78464A71 23492 700000 SH SHARED 700000 D SPDR SERIES TRUST S&P RETAIL ETF 78464A71 287 8580 SH SHARED 02 8580 D SPDR SERIES TRUST S&P OILGAS EXP 78464A73 1222 23500 SH SHARED 02 23500 D SPDR SERIES TRUST S&P METALS MNG 78464A75 10368 150000 SH SHARED 150000 D SPDR SERIES TRUST S&P METALS MNG 78464A75 691 10000 SH SHARED 02 10000 D SPDR SERIES TRUST KBW CAP MKTS 78464A77 1271 19000 SH SHARED 02 19000 D SPDR SERIES TRUST KBW BK ETF 78464A79 4 100 SH SHARED 02 100 D SPDR SERIES TRUST S&P HOMEBUILD 78464A88 3453 178500 SH SHARED 178500 D SPDR SERIES TRUST S&P HOMEBUILD 78464A88 42 2200 SH SHARED 02 2200 D SRS LABS INC COM 78464M10 390 72918 SH SHARED 72918 D SRA INTL INC CL A 78464R10 5148 174818 SH SHARED 174818 D SRA INTL INC CL A 78464R10 767 26050 SH SHARED 01 12850 13200 D SRA INTL INC CL A 78464R10 127 4317 SH SHARED 02 4317 D SRA INTL INC CL A 78464R10 1428 48489 SH SHARED 10 48489 D SRI/SURGICAL EXPRESS INC COM 78464W10 14 2403 SH SHARED 2403 D SM&A COM 78465D10 4 797 SH SHARED 797 D SM&A COM 78465D10 9 1600 SH SHARED 02 1600 D SP ACQUISITION HOLDINGS INC COM 78470A10 4393 477547 SH SHARED 477547 D SP ACQUISITION HOLDINGS INC *W EXP 10/10/201 78470A11 259 281800 SH SHARED 281800 D STEC INC COM 78477410 707 80921 SH SHARED 80921 D STEC INC COM 78477410 4 480 SH SHARED 02 480 D STEC INC COM 78477410 24291 2779350 SH SHARED 10 2779350 D SVB FINL GROUP COM 78486Q10 569 11300 SH SHARED 11300 D SVB FINL GROUP COM 78486Q10 977 19390 SH SHARED 01 9190 10200 D SVB FINL GROUP COM 78486Q10 230 4574 SH SHARED 02 4574 D SVB FINL GROUP COM 78486Q10 2579 51180 SH SHARED 10 51180 D SABA SOFTWARE INC COM NEW 78493260 29 5699 SH SHARED 5699 D SPAR GROUP INC COM 78493310 0 92 SH SHARED 92 D SWS GROUP INC COM 78503N10 79 6244 SH SHARED 6244 D SWS GROUP INC COM 78503N10 17 1353 SH SHARED 02 1353 D SWS GROUP INC COM 78503N10 67 5300 SH SHARED 10 5300 D SWS GROUP INC COM 78503N10 1764 139296 SH SHR/OTHR 20 139296 D S Y BANCORP INC COM 78506010 0 3 SH SHARED 3 D S Y BANCORP INC COM 78506010 64 2700 SH SHARED 10 2700 D SYS COM 78507010 0 359 SH SHARED 359 D SABINE ROYALTY TR UNIT BEN INT 78568810 2890 67400 SH SHARED 67400 D SABINE ROYALTY TR UNIT BEN INT 78568810 102 2400 SH SHARED 01 2400 D SABINE ROYALTY TR UNIT BEN INT 78568810 12 300 SH SHR/OTHR 23 300 D SADIA S A SP ADR PFD 30 78632610 8 156 SH SHARED 156 D SAFECO CORP COM 78642910 8839 158749 SH SHARED 158749 D SAFECO CORP COM 78642910 1010 18145 SH SHARED 01 18145 D SAFECO CORP COM 78642910 5573 100106 SH SHARED 02 100106 D SAFECO CORP COM 78642910 66 1200 SH SHARED 06 1200 D SAFECO CORP COM 78642910 8413 151107 SH SHARED 10 151107 D SAFECO CORP COM 78642910 22 400 SH SHARED 14 400 D SAFECO CORP COM 78642910 55 1000 SH SHARED 20 1000 D SAFEGUARD SCIENTIFICS INC DBCV 2.625% 3/1 786449AG 16340 20000000 PRN SHARED 0000000 D SAFEGUARD SCIENTIFICS INC COM 78644910 43 23900 SH SHARED 10 23900 D SAFETY INS GROUP INC COM 78648T10 375 10260 SH SHARED 10260 D SAFETY INS GROUP INC COM 78648T10 32 900 SH SHARED 01 900 D SAFETY INS GROUP INC COM 78648T10 490 13381 SH SHARED 02 13381 D SAFETY INS GROUP INC COM 78648T10 1424 38900 SH SHARED 10 38900 D SAFEWAY INC COM NEW 78651420 23489 686622 SH SHARED 686622 D SAFEWAY INC COM NEW 78651420 1388 40581 SH SHARED 01 40581 D SAFEWAY INC COM NEW 78651420 8438 246681 SH SHARED 02 246681 D SAFEWAY INC COM NEW 78651420 7 220 SH SHARED 05 220 D SAFEWAY INC COM NEW 78651420 155 4540 SH SHARED 06 4540 D SAFEWAY INC COM NEW 78651420 17358 507419 SH SHARED 10 507419 D SAFEWAY INC COM NEW 78651420 62 1813 SH SHARED 14 1813 D SAGA COMMUNICATIONS CL A 78659810 22 3766 SH SHARED 3766 D SAGA COMMUNICATIONS CL A 78659810 5 850 SH SHARED 02 850 D SAIA INC COM 78709Y10 123 9269 SH SHARED 9269 D ST JOE CO COM 79014810 1317 37100 SH SHARED 37100 D ST JOE CO COM 79014810 71 2000 SH SHARED 01 2000 D ST JOE CO COM 79014810 57 1628 SH SHARED 02 1628 D ST JOE CO COM 79014810 131 3700 SH SHARED 10 3700 D ST JUDE MED INC DBCV 1.220%12/1 790849AD 4509 4500000 PRN SHARED 4500000 D ST JUDE MED INC COM 79084910 1081 26609 SH SHARED 26609 D ST JUDE MED INC COM 79084910 24287 597634 SH SHARED 595184 2450 D ST JUDE MED INC COM 79084910 13562 333732 SH SHARED 01 204817 128915 D ST JUDE MED INC COM 79084910 3776 92917 SH SHR/OTHR 01 92917 D ST JUDE MED INC COM 79084910 1388 34168 SH SHARED 02 34168 D ST JUDE MED INC COM 79084910 2011 49500 SH SHARED 04 49500 D ST JUDE MED INC COM 79084910 127 3140 SH SHARED 06 3140 D ST JUDE MED INC COM 79084910 7684 189084 SH SHARED 10 184714 4370 D ST JUDE MED INC COM 79084910 1110 27316 SH SHARED 14 1500 25816 D ST JUDE MED INC COM 79084910 4479 110215 SH SHARED 20 34410 75805 D ST JUDE MED INC COM 79084910 780 19210 SH SHR/OTHR 20 19210 D ST JUDE MED INC COM 79084910 351 8644 SH SHARED 21 8644 D ST JUDE MED INC COM 79084910 32 800 SH SHR/OTHR 21 800 D ST JUDE MED INC COM 79084910 1109 27311 SH SHARED 22 20251 7060 D ST JUDE MED INC COM 79084910 174 4300 SH SHR/OTHR 22 4300 D ST JUDE MED INC COM 79084910 2456 60448 SH SHARED 23 47123 13325 D ST JUDE MED INC COM 79084910 2410 59320 SH SHR/OTHR 23 59320 D ST MARY LD & EXPL CO NOTE 3.500% 4/0 792228AD 2767 2684000 PRN SHARED 02 2684000 D ST MARY LD & EXPL CO COM 79222810 2277 58999 SH SHARED 24599 34400 D ST MARY LD & EXPL CO COM 79222810 413 10700 SH SHARED 01 10700 D ST MARY LD & EXPL CO COM 79222810 10 275 SH SHARED 02 275 D ST MARY LD & EXPL CO COM 79222810 17851 462360 SH SHARED 10 439660 22700 D SAKS INC NOTE 2.000% 3/1 79377WAL 886 500000 PRN SHARED 500000 D SAKS INC NOTE 2.000% 3/1 79377WAL 1932 1090000 PRN SHARED 02 1090000 D SAKS INC COM 79377W10 50124 2414455 SH SHARED 2414455 D SAKS INC COM 79377W10 940 45300 SH SHARED 01 45300 D SAKS INC COM 79377W10 344 16615 SH SHARED 02 16615 D SAKS INC COM 79377W10 141 6800 SH SHARED 10 6800 D SAKS INC COM 79377W10 11 550 SH SHARED 21 550 D SALARY COM INC COM 79400610 4 319 SH SHARED 319 D SALEM COMMUNICATIONS CORP DE CL A 79409310 0 41 SH SHARED 41 D SALEM COMMUNICATIONS CORP DE CL A 79409310 10 1611 SH SHARED 02 1611 D SALEM COMMUNICATIONS CORP DE CL A 79409310 15 2400 SH SHARED 10 2400 D SALESFORCE COM INC COM 79466L30 871 13896 SH SHARED 13896 D SALESFORCE COM INC COM 79466L30 756 12065 SH SHARED 01 10490 1575 D SALESFORCE COM INC COM 79466L30 1073 17122 SH SHARED 02 17122 D SALESFORCE COM INC COM 79466L30 1253 20000 SH SHARED 04 20000 D SALESFORCE COM INC COM 79466L30 11876 189450 SH SHARED 10 189450 D SALIX PHARMACEUTICALS INC COM 79543510 340 43246 SH SHARED 40746 2500 D SALIX PHARMACEUTICALS INC COM 79543510 21 2700 SH SHARED 01 2700 D SALIX PHARMACEUTICALS INC COM 79543510 111 14200 SH SHARED 02 14200 D SALIX PHARMACEUTICALS INC COM 79543510 183 23300 SH SHARED 10 23300 D SALIX PHARMACEUTICALS INC COM 79543510 15 1977 SH SHARED 21 1977 D SALLY BEAUTY HLDGS INC COM 79546E10 1746 193036 SH SHARED 193036 D SALLY BEAUTY HLDGS INC COM 79546E10 30 3349 SH SHARED 01 3349 D SALLY BEAUTY HLDGS INC COM 79546E10 461 51000 SH SHARED 23 51000 D SAMARITAN PHARMACEUTICALS COM NEW 79586Q20 0 722 SH SHARED 722 D SAN JUAN BASIN RTY TR UNIT BEN INT 79824110 108 3243 SH SHARED 3243 D SANDERS MORRIS HARRIS GROUP COM 80000Q10 19 1879 SH SHARED 1879 D SANDERSON FARMS INC COM 80001310 32552 963663 SH SHARED 963663 D SANDERSON FARMS INC COM 80001310 1077 31900 SH SHARED 10 31900 D SANDISK CORP NOTE 1.000% 5/1 80004CAC 4336 5400000 PRN SHARED 5400000 D SANDISK CORP NOTE 1.000% 5/1 80004CAC 46574 58000000 PRN SHARED 04 8000000 D SANDISK CORP COM 80004C10 439 13254 SH SHARED 13254 D SANDISK CORP COM 80004C10 52662 1587649 SH SHARED 1587649 D SANDISK CORP COM 80004C10 1751 52800 SH SHARED 01 51800 1000 D SANDISK CORP COM 80004C10 171 5174 SH SHARED 02 5174 D SANDISK CORP COM 80004C10 19984 602500 SH SHARED 04 602500 D SANDISK CORP COM 80004C10 48 1460 SH SHARED 06 1460 D SANDISK CORP COM 80004C10 3134 94500 SH SHARED 10 94500 D SANDISK CORP COM 80004C10 49 1500 SH SHARED 15 1500 D SANDISK CORP COM 80004C10 46 1405 SH SHARED 21 1405 D SANDRIDGE ENERGY INC COM 80007P30 430 12002 SH SHARED 12002 D SANDY SPRING BANCORP INC COM 80036310 5 185 SH SHARED 185 D SANDY SPRING BANCORP INC COM 80036310 58 2100 SH SHARED 02 2100 D SANDY SPRING BANCORP INC COM 80036310 535 19250 SH SHARED 10 19250 D SANFILIPPO JOHN B & SON INC COM 80042210 1 223 SH SHARED 223 D SANGAMO BIOSCIENCES INC COM 80067710 378 29054 SH SHARED 29054 D SANGAMO BIOSCIENCES INC COM 80067710 59 4600 SH SHARED 02 4600 D SANMINA SCI CORP COM 80090710 531 291912 SH SHARED 291912 D SANMINA SCI CORP COM 80090710 1428 784700 SH SHARED 02 784700 D SANMINA SCI CORP COM 80090710 67 37000 SH SHARED 10 37000 D SANMINA SCI CORP COM 80090710 360 198107 SH SHARED 14 198107 D SANOFI AVENTIS SPONSORED ADR 80105N10 293 6442 SH SHARED 6442 D SANOFI AVENTIS SPONSORED ADR 80105N10 1 29 SH SHARED 01 29 D SANOFI AVENTIS SPONSORED ADR 80105N10 532 11700 SH SHARED 14 11700 D SANOFI AVENTIS SPONSORED ADR 80105N10 4 106 SH SHARED 21 106 D SANTA FE ENERGY TR RCPT DEP UNITS 80201310 735 27900 SH SHARED 27900 D SANTA MONICA MEDIA CORP COM 80250110 7089 949121 SH SHARED 949121 D SANTA MONICA MEDIA CORP *W EXP 03/27/201 80250111 112 215507 SH SHARED 215507 D SANTANDER BANCORP COM 80280910 80 9282 SH SHARED 9282 D SAP AKTIENGESELLSCHAFT SPONSORED ADR 80305420 561 11004 SH SHARED 11004 D SAP AKTIENGESELLSCHAFT SPONSORED ADR 80305420 7 150 SH SHARED 01 150 D SAP AKTIENGESELLSCHAFT SPONSORED ADR 80305420 1112 21800 SH SHARED 02 21800 D SAP AKTIENGESELLSCHAFT SPONSORED ADR 80305420 1888 37000 SH SHARED 04 37000 D SAP AKTIENGESELLSCHAFT SPONSORED ADR 80305420 226 4440 SH SHARED 19 4440 D SAP AKTIENGESELLSCHAFT SPONSORED ADR 80305420 10 200 SH SHARED 20 200 D SAPIENT CORP COM 80306210 533 60554 SH SHARED 60554 D SAPIENT CORP COM 80306210 67 7675 SH SHARED 02 7675 D SAPIENT CORP COM 80306210 317 36000 SH SHARED 04 36000 D SAPIENT CORP COM 80306210 342 38900 SH SHARED 10 38900 D SAPPI LTD SPON ADR NEW 80306920 360 24973 SH SHARED 24973 D SARA LEE CORP COM 80311110 70526 4391421 SH SHARED 4391421 D SARA LEE CORP COM 80311110 1499 93345 SH SHARED 01 83270 10075 D SARA LEE CORP COM 80311110 76 4750 SH SHR/OTHR 01 4750 D SARA LEE CORP COM 80311110 9118 567774 SH SHARED 02 567774 D SARA LEE CORP COM 80311110 6 420 SH SHARED 05 420 D SARA LEE CORP COM 80311110 108 6750 SH SHARED 06 6750 D SARA LEE CORP COM 80311110 5172 322078 SH SHARED 10 322078 D SARA LEE CORP COM 80311110 102 6400 SH SHR/OTHR 10 6400 D SARA LEE CORP COM 80311110 675 42044 SH SHARED 14 42044 D SARA LEE CORP COM 80311110 3879 241540 SH SHARED 16 241540 D SARA LEE CORP COM 80311110 279 17380 SH SHARED 20 2480 14900 D SARA LEE CORP COM 80311110 604 37610 SH SHR/OTHR 20 37610 D SARA LEE CORP COM 80311110 24 1500 SH SHARED 23 1500 D SARA LEE CORP COM 80311110 176 11000 SH SHR/OTHR 23 11000 D SASOL LTD SPONSORED ADR 80386630 666 13478 SH SHARED 13478 D SATCON TECHNOLOGY CORP COM 80389310 1 1151 SH SHARED 1151 D SATYAM COMPUTER SERVICES LTD ADR 80409810 2830 105936 SH SHARED 105936 D SATYAM COMPUTER SERVICES LTD ADR 80409810 732 27424 SH SHARED 10 27424 D SATYAM COMPUTER SERVICES LTD ADR 80409810 80 3000 SH SHARED 19 3000 D SATYAM COMPUTER SERVICES LTD ADR 80409810 37 1410 SH SHARED 21 1410 D SAUER-DANFOSS INC COM 80413710 99 3979 SH SHARED 3979 D SAUER-DANFOSS INC COM 80413710 167 6700 SH SHARED 01 6700 D SAUER-DANFOSS INC COM 80413710 15 600 SH SHARED 02 600 D SAUER-DANFOSS INC COM 80413710 7 300 SH SHARED 10 300 D SAUL CTRS INC COM 80439510 225 4222 SH SHARED 4222 D SAUL CTRS INC COM 80439510 2419 45276 SH SHARED 10 45276 D SAUL CTRS INC COM 80439510 50958 953750 SH SHARED 11 539350 414400 D SAUL CTRS INC COM 80439510 627 11750 SH SHR/OTHR 23 11750 D SAVANNAH BANCORP INC COM 80474810 2 150 SH SHARED 150 D SAVIENT PHARMACEUTICALS INC COM 80517Q10 175 7636 SH SHARED 7636 D SAVIENT PHARMACEUTICALS INC COM 80517Q10 574 25000 SH SHARED 04 25000 D SAVVIS INC NOTE 3.000% 5/1 805423AA 2697 3223000 PRN SHARED 3223000 D SAVVIS INC COM NEW 80542330 0 27 SH SHARED 27 D SAVVIS INC COM NEW 80542330 678 24300 SH SHARED 01 24000 300 D SAVVIS INC COM NEW 80542330 1228 44000 SH SHR/OTHR 01 44000 D SAVVIS INC COM NEW 80542330 491 17600 SH SHARED 10 17600 D SAVVIS INC COM NEW 80542330 3 140 SH SHARED 21 140 D SCANA CORP NEW COM 80589M10 2743 65087 SH SHARED 65087 D SCANA CORP NEW COM 80589M10 1656 39311 SH SHARED 01 3511 35800 D SCANA CORP NEW COM 80589M10 30 733 SH SHR/OTHR 01 733 D SCANA CORP NEW COM 80589M10 650 15426 SH SHARED 02 15426 D SCANA CORP NEW COM 80589M10 21 520 SH SHARED 06 520 D SCANA CORP NEW COM 80589M10 430 10213 SH SHARED 10 10213 D SCANA CORP NEW COM 80589M10 109 2600 SH SHARED 23 2600 D SCANA CORP NEW COM 80589M10 343 8150 SH SHR/OTHR 23 8150 D SCANSOURCE INC COM 80603710 515 15928 SH SHARED 15928 D SCANSOURCE INC COM 80603710 12620 390123 SH SHARED 10 390123 D SCANSOURCE INC COM 80603710 12 373 SH SHARED 21 373 D SCHAWK INC CL A 80637310 2 148 SH SHARED 148 D SCHAWK INC CL A 80637310 40 2595 SH SHARED 01 2595 D SCHAWK INC CL A 80637310 499 32154 SH SHARED 02 32154 D SCHAWK INC CL A 80637310 4517 291100 SH SHARED 10 291100 D SCHAWK INC CL A 80637310 21 1391 SH SHARED 21 1391 D SCHEIN HENRY INC COM 80640710 671 10938 SH SHARED 10938 D SCHEIN HENRY INC COM 80640710 1860 30300 SH SHARED 01 2500 27800 D SCHEIN HENRY INC COM 80640710 321 5241 SH SHARED 02 5241 D SCHEIN HENRY INC COM 80640710 5663 92240 SH SHARED 10 92240 D SCHEIN HENRY INC COM 80640710 107 1750 SH SHARED 21 1750 D SCHEIN HENRY INC COM 80640710 73 1200 SH SHARED 23 1200 D SCHERING PLOUGH CORP COM 80660510 76 2888 SH SHARED 1600 1288 D SCHERING PLOUGH CORP COM 80660510 88084 3306475 SH SHARED 3254075 52400 D SCHERING PLOUGH CORP COM 80660510 7047 264549 SH SHARED 01 257289 7260 D SCHERING PLOUGH CORP COM 80660510 39465 1481447 SH SHR/OTHR 01 1481447 D SCHERING PLOUGH CORP COM 80660510 1112 41762 SH SHARED 02 41762 D SCHERING PLOUGH CORP COM 80660510 110 4158 SH SHARED 04 4158 D SCHERING PLOUGH CORP COM 80660510 6595 247571 SH SHARED 04 247571 D SCHERING PLOUGH CORP COM 80660510 394 14800 SH SHARED 06 14800 D SCHERING PLOUGH CORP COM 80660510 99317 3728137 SH SHARED 10 3710737 17400 D SCHERING PLOUGH CORP COM 80660510 1503 56435 SH SHARED 14 6835 49600 D SCHERING PLOUGH CORP COM 80660510 1031 38717 SH SHARED 20 32117 6600 D SCHERING PLOUGH CORP COM 80660510 4816 180817 SH SHR/OTHR 20 180817 D SCHERING PLOUGH CORP COM 80660510 64 2429 SH SHARED 21 2429 D SCHERING PLOUGH CORP COM 80660510 14250 534920 SH SHARED 22 534920 D SCHERING PLOUGH CORP COM 80660510 679 25500 SH SHARED 23 2000 23500 D SCHERING PLOUGH CORP COM 80660510 812 30500 SH SHR/OTHR 23 30500 D SCHERING PLOUGH CORP PFD CONV MAN07 80660570 218629 900415 SH SHARED 900415 D SCHERING PLOUGH CORP PFD CONV MAN07 80660570 2719 11200 SH SHARED 02 11200 D SCHIFF NUTRITION INTL INC COM 80669310 2 424 SH SHARED 424 D SCHLUMBERGER LTD COM 80685710 5929 60278 SH SHARED 60180 98 D SCHLUMBERGER LTD COM 80685710 309 3144 SH SHR/OTHR 3144 D SCHLUMBERGER LTD COM 80685710 203303 2066722 SH SHARED 2061827 4895 D SCHLUMBERGER LTD COM 80685710 17619 179118 SH SHARED 01 142673 36445 D SCHLUMBERGER LTD COM 80685710 2067 21021 SH SHR/OTHR 01 21021 D SCHLUMBERGER LTD COM 80685710 12282 124856 SH SHARED 02 124856 D SCHLUMBERGER LTD COM 80685710 343488 3491800 SH SHARED 04 3491800 D SCHLUMBERGER LTD COM 80685710 1529 15550 SH SHARED 05 15550 D SCHLUMBERGER LTD COM 80685710 18877 191900 SH SHARED 06 191900 D SCHLUMBERGER LTD COM 80685710 216525 2201133 SH SHARED 10 2044233 156900 D SCHLUMBERGER LTD COM 80685710 8896 90442 SH SHARED 14 38950 51492 D SCHLUMBERGER LTD COM 80685710 794 8080 SH SHARED 15 8080 D SCHLUMBERGER LTD COM 80685710 354 3600 SH SHARED 19 3600 D SCHLUMBERGER LTD COM 80685710 1273 12945 SH SHARED 20 8250 4695 D SCHLUMBERGER LTD COM 80685710 1474 14992 SH SHR/OTHR 20 14992 D SCHLUMBERGER LTD COM 80685710 892 9071 SH SHARED 21 775 8296 D SCHLUMBERGER LTD COM 80685710 786 8000 SH SHR/OTHR 21 8000 D SCHLUMBERGER LTD COM 80685710 1143 11625 SH SHARED 22 7225 4400 D SCHLUMBERGER LTD COM 80685710 88 900 SH SHR/OTHR 22 900 D SCHLUMBERGER LTD COM 80685710 9132 92840 SH SHARED 23 87640 5200 D SCHLUMBERGER LTD COM 80685710 13299 135203 SH SHR/OTHR 23 135203 D SCHLUMBERGER LTD COM 80685710 2713 27582 SH SHARED 24 27582 D SCHMITT INDS INC ORE COM NEW 80687020 0 55 SH SHARED 55 D SCHNITZER STL INDS CL A 80688210 13 190 SH SHARED 190 D SCHNITZER STL INDS CL A 80688210 138 2000 SH SHARED 2000 D SCHNITZER STL INDS CL A 80688210 1569 22700 SH SHARED 01 22600 100 D SCHNITZER STL INDS CL A 80688210 1036 15000 SH SHR/OTHR 01 15000 D SCHNITZER STL INDS CL A 80688210 5419 78389 SH SHARED 04 78389 D SCHNITZER STL INDS CL A 80688210 5956 86158 SH SHARED 05 86158 D SCHNITZER STL INDS CL A 80688210 295 4278 SH SHARED 06 4278 D SCHNITZER STL INDS CL A 80688210 3527 51032 SH SHARED 10 51032 D SCHOLASTIC CORP COM 80706610 486 13951 SH SHARED 13951 D SCHOLASTIC CORP COM 80706610 439 12600 SH SHARED 01 1400 11200 D SCHOLASTIC CORP COM 80706610 375 10763 SH SHARED 02 10763 D SCHOLASTIC CORP COM 80706610 2710 77700 SH SHARED 10 77700 D SCHOOL SPECIALTY INC NOTE 3.750% 8/0 807863AE 6486 6474000 PRN SHARED 02 6474000 D SCHOOL SPECIALTY INC SDCV 3.750%11/3 807863AL 1974 2050000 PRN SHARED 02 2050000 D SCHOOL SPECIALTY INC COM 80786310 51 1491 SH SHARED 1491 D SCHOOL SPECIALTY INC COM 80786310 515 14921 SH SHARED 02 14921 D SCHOOL SPECIALTY INC COM 80786310 120 3500 SH SHARED 10 3500 D SCHULMAN A INC COM 80819410 14399 668182 SH SHARED 668182 D SCHULMAN A INC COM 80819410 105 4900 SH SHARED 02 4900 D SCHULMAN A INC COM 80819410 187 8700 SH SHARED 10 8700 D SCHWAB CHARLES CORP NEW COM 80851310 139764 5470246 SH SHARED 5470246 D SCHWAB CHARLES CORP NEW COM 80851310 3334 130496 SH SHARED 01 130496 D SCHWAB CHARLES CORP NEW COM 80851310 436 17068 SH SHARED 02 17068 D SCHWAB CHARLES CORP NEW COM 80851310 57303 2242800 SH SHARED 04 2242800 D SCHWAB CHARLES CORP NEW COM 80851310 9 380 SH SHARED 05 380 D SCHWAB CHARLES CORP NEW COM 80851310 268 10510 SH SHARED 06 10510 D SCHWAB CHARLES CORP NEW COM 80851310 14448 565496 SH SHARED 10 565496 D SCHWAB CHARLES CORP NEW COM 80851310 2928 114600 SH SHARED 14 114600 D SCHWAB CHARLES CORP NEW COM 80851310 229 9000 SH SHR/OTHR 23 9000 D SCHWEITZER-MAUDUIT INTL INC COM 80854110 128 4943 SH SHARED 4943 D SCHWEITZER-MAUDUIT INTL INC COM 80854110 40 1551 SH SHARED 01 1551 D SCHWEITZER-MAUDUIT INTL INC COM 80854110 103 4000 SH SHARED 02 4000 D SCHWEITZER-MAUDUIT INTL INC COM 80854110 595 23000 SH SHARED 10 23000 D SCHWEITZER-MAUDUIT INTL INC COM 80854110 0 20 SH SHR/OTHR 23 20 D SCICLONE PHARMACEUTICALS INC COM 80862K10 4 2000 SH SHARED 2000 D SCICLONE PHARMACEUTICALS INC COM 80862K10 2 977 SH SHARED 977 D SCIELE PHARMA INC NOTE 2.625% 5/1 808627AA 19 20000 PRN SHARED 02 20000 D SCIELE PHARMA INC COM 80862710 202 9884 SH SHARED 9884 D SCIELE PHARMA INC COM 80862710 111 5450 SH SHARED 01 1600 3850 D SCIELE PHARMA INC COM 80862710 1037 50723 SH SHARED 10 50723 D SCIENTIFIC GAMES CORP SDCV 0.750%12/0 80874PAD 621 500000 PRN SHARED 500000 D SCIENTIFIC GAMES CORP SDCV 0.750%12/0 80874PAD 1 1000 PRN SHARED 02 1000 D SCIENTIFIC GAMES CORP CL A 80874P10 480 14450 SH SHARED 14450 D SCIENTIFIC GAMES CORP CL A 80874P10 92057 2768645 SH SHARED 2768645 D SCIENTIFIC GAMES CORP CL A 80874P10 628 18900 SH SHARED 01 18900 D SCIENTIFIC GAMES CORP CL A 80874P10 3627 109094 SH SHARED 02 109094 D SCIENTIFIC GAMES CORP CL A 80874P10 127 3837 SH SHARED 10 3837 D SCIENTIFIC LEARNING CORP COM 80876010 1 359 SH SHARED 359 D SCOTTS MIRACLE GRO CO CL A 81018610 594 15892 SH SHARED 15892 D SCOTTS MIRACLE GRO CO CL A 81018610 613 16400 SH SHARED 01 16400 D SCOTTS MIRACLE GRO CO CL A 81018610 44 1200 SH SHR/OTHR 01 1200 D SCOTTS MIRACLE GRO CO CL A 81018610 119 3200 SH SHARED 02 3200 D SCOTTS MIRACLE GRO CO CL A 81018610 152 4087 SH SHARED 10 4087 D SCOTTS MIRACLE GRO CO CL A 81018610 21 570 SH SHARED 20 570 D SCOTTS MIRACLE GRO CO CL A 81018610 41 1103 SH SHARED 21 1103 D SCRIPPS E W CO OHIO CL A 81105420 3961 88013 SH SHARED 88013 D SCRIPPS E W CO OHIO CL A 81105420 417 9270 SH SHARED 01 9270 D SCRIPPS E W CO OHIO CL A 81105420 74 1657 SH SHARED 02 1657 D SCRIPPS E W CO OHIO CL A 81105420 1858 41300 SH SHARED 10 41300 D SCRIPPS E W CO OHIO CL A 81105420 180 4000 SH SHARED 23 4000 D SEABOARD CORP COM 81154310 147 100 SH SHARED 100 D SEABOARD CORP COM 81154310 195 133 SH SHARED 10 133 D SEABRIGHT INSURANCE HLDGS IN COM 81165610 190 12652 SH SHARED 12652 D SEABRIGHT INSURANCE HLDGS IN COM 81165610 45 3000 SH SHARED 01 3000 D SEABRIGHT INSURANCE HLDGS IN COM 81165610 2035 135000 SH SHARED 10 135000 D SEACOAST BKG CORP FLA COM 81170730 6 630 SH SHARED 630 D SEACOAST BKG CORP FLA COM 81170730 59 5800 SH SHARED 10 5800 D SEACOR HOLDINGS INC DBCV 2.875%12/1 811904AJ 1352 1000000 PRN SHARED 1000000 D SEACOR HOLDINGS INC DBCV 2.875%12/1 811904AJ 676 500000 PRN SHARED 02 500000 D SEACOR HOLDINGS INC COM 81190410 1128 12168 SH SHARED 12168 D SEACOR HOLDINGS INC COM 81190410 689 7432 SH SHARED 01 7432 D SEACOR HOLDINGS INC COM 81190410 352 3800 SH SHARED 10 2700 1100 D SEABRIDGE GOLD INC COM 81191610 8 285 SH SHARED 285 D SEALED AIR CORP NEW COM 81211K10 6464 279363 SH SHARED 279363 D SEALED AIR CORP NEW COM 81211K10 749 32373 SH SHARED 01 32373 D SEALED AIR CORP NEW COM 81211K10 60 2603 SH SHARED 02 2603 D SEALED AIR CORP NEW COM 81211K10 18 820 SH SHARED 06 820 D SEALED AIR CORP NEW COM 81211K10 6369 275268 SH SHARED 10 275268 D SEALED AIR CORP NEW COM 81211K10 23 1000 SH SHARED 14 1000 D SEALED AIR CORP NEW COM 81211K10 1 50 SH SHARED 20 50 D SEALY CORP COM 81213930 254 22710 SH SHARED 22710 D SEARS HLDGS CORP COM 81235010 50849 498276 SH SHARED 498276 D SEARS HLDGS CORP COM 81235010 780 7644 SH SHARED 01 7644 D SEARS HLDGS CORP COM 81235010 30072 294687 SH SHARED 02 294687 D SEARS HLDGS CORP COM 81235010 105 1037 SH SHARED 06 1037 D SEARS HLDGS CORP COM 81235010 3758 36834 SH SHARED 10 36834 D SEARS HLDGS CORP COM 81235010 255 2500 SH SHARED 14 2500 D SEARS HLDGS CORP COM 81235010 2551 25000 SH SHARED 15 25000 D SEATTLE GENETICS INC COM 81257810 493 43270 SH SHARED 43270 D SEATTLE GENETICS INC COM 81257810 34 3000 SH SHARED 01 3000 D SELECT SECTOR SPDR TR SBI MATERIALS 81369Y10 47955 1150000 SH SHARED 1150000 D SELECT SECTOR SPDR TR SBI MATERIALS 81369Y10 162 3900 SH SHARED 01 3900 D SELECT SECTOR SPDR TR SBI MATERIALS 81369Y10 573 13758 SH SHARED 02 13758 D SELECT SECTOR SPDR TR SBI MATERIALS 81369Y10 94 2270 SH SHARED 23 2270 D SELECT SECTOR SPDR TR SBI HEALTHCARE 81369Y20 26835 760000 SH SHARED 760000 D SELECT SECTOR SPDR TR SBI HEALTHCARE 81369Y20 211 6000 SH SHARED 01 6000 D SELECT SECTOR SPDR TR SBI HEALTHCARE 81369Y20 2118 60000 SH SHARED 02 60000 D SELECT SECTOR SPDR TR SBI HEALTHCARE 81369Y20 20 590 SH SHARED 23 590 D SELECT SECTOR SPDR TR SBI CONS STPLS 81369Y30 8177 283958 SH SHARED 283958 D SELECT SECTOR SPDR TR SBI CONS STPLS 81369Y30 9634 334538 SH SHARED 02 334538 D SELECT SECTOR SPDR TR SBI CONS STPLS 81369Y30 28 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 45907 1403900 SH SHARED 1403900 D SELECT SECTOR SPDR TR SBI CONS DISCR 81369Y40 26 824 SH SHARED 02 824 D SELECT SECTOR SPDR TR SBI CONS DISCR 81369Y40 14 447 SH SHARED 20 447 D SELECT SECTOR SPDR TR SBI INT-ENERGY 81369Y50 451371 5688357 SH SHARED 5688357 D SELECT SECTOR SPDR TR SBI INT-ENERGY 81369Y50 83 1047 SH SHARED 01 1047 D SELECT SECTOR SPDR TR SBI INT-ENERGY 81369Y50 6109 77000 SH SHARED 10 77000 D SELECT SECTOR SPDR TR SBI INT-ENERGY 81369Y50 24 313 SH SHARED 20 313 D SELECT SECTOR SPDR TR SBI INT-ENERGY 81369Y50 39 500 SH SHR/OTHR 23 500 D SELECT SECTOR SPDR TR SBI INT-FINL 81369Y60 424761 14682391 SH SHARED 4682391 D SELECT SECTOR SPDR TR SBI INT-FINL 81369Y60 13812 477434 SH SHARED 02 477434 D SELECT SECTOR SPDR TR SBI INT-FINL 81369Y60 2603 90000 SH SHARED 10 90000 D SELECT SECTOR SPDR TR SBI INT-FINL 81369Y60 17 620 SH SHARED 23 620 D SELECT SECTOR SPDR TR SBI INT-INDS 81369Y70 50908 1300000 SH SHARED 1300000 D SELECT SECTOR SPDR TR SBI INT-INDS 81369Y70 34 882 SH SHARED 02 882 D SELECT SECTOR SPDR TR SBI INT-INDS 81369Y70 15 385 SH SHARED 23 385 D SELECT SECTOR SPDR TR SBI INT-TECH 81369Y80 11989 449700 SH SHARED 449700 D SELECT SECTOR SPDR TR SBI INT-TECH 81369Y80 120 4530 SH SHARED 01 4530 D SELECT SECTOR SPDR TR SBI INT-TECH 81369Y80 12 459 SH SHARED 20 459 D SELECT SECTOR SPDR TR SBI INT-TECH 81369Y80 18 705 SH SHARED 23 705 D SELECT SECTOR SPDR TR SBI INT-UTILS 81369Y88 30023 709262 SH SHARED 709262 D SELECT SECTOR SPDR TR SBI INT-UTILS 81369Y88 1080 25526 SH SHARED 02 25526 D SELECT SECTOR SPDR TR SBI INT-UTILS 81369Y88 8000 189000 SH SHARED 10 189000 D SELECT SECTOR SPDR TR SBI INT-UTILS 81369Y88 40 960 SH SHARED 23 960 D SECURE COMPUTING CORP COM 81370510 962 100287 SH SHARED 100287 D SECURE COMPUTING CORP COM 81370510 18 1900 SH SHARED 01 1900 D SECURE COMPUTING CORP COM 81370510 55 5825 SH SHARED 02 5825 D SECURE COMPUTING CORP COM 81370510 648 67600 SH SHARED 05 67600 D SECURE COMPUTING CORP COM 81370510 1769 184300 SH SHARED 10 184300 D SECURE AMER ACQUISITION CORP UNIT 10/23/2011 81372L20 383 48328 SH SHARED 48328 D SECURITY BANK CORP COM 81404710 38 4200 SH SHARED 4200 D SECURITY BANK CORP COM 81404710 48 5300 SH SHARED 10 5300 D SECURITY NATL FINL CORP CL A NEW 81478530 0 121 SH SHARED 121 D SECURITY W ADVANCED TECHNOLO COM 81517510 0 99 SH SHARED 99 D SELECT COMFORT CORP COM 81616X10 133 19028 SH SHARED 19028 D SELECT COMFORT CORP COM 81616X10 12 1838 SH SHARED 21 1838 D SELECTICA INC COM 81628810 1 691 SH SHARED 691 D SELECTIVE INS GROUP INC COM 81630010 2224 96768 SH SHARED 96768 D SELECTIVE INS GROUP INC COM 81630010 38 1675 SH SHARED 01 1675 D SELECTIVE INS GROUP INC COM 81630010 491 21400 SH SHARED 02 21400 D SELECTIVE INS GROUP INC COM 81630010 12435 540900 SH SHARED 10 540900 D SELIGMAN LASALLE INTL REAL E COM 81634A10 870 53900 SH SHARED 53900 D SELIGMAN SELECT MUN FD INC COM 81634410 58 5910 SH SHARED 5910 D SEMGROUP ENERGY PARTNERS L P COM UNIT LP 81662W10 1163 40350 SH SHARED 40350 D SEMICONDUCTOR MFG INTL CORP SPONSORED ADR 81663N20 174 33600 SH SHARED 30000 3600 D SEMICONDUCTOR HLDRS TR DEP RCPT 81663620 0 10 SH SHARED 10 D SEMICONDUCTOR HLDRS TR DEP RCPT 81663620 16 500 SH SHARED 01 500 D SEMICONDUCTOR HLDRS TR DEP RCPT 81663620 19329 595493 SH SHARED 02 595493 D SEMOTUS SOLUTIONS INC COM NEW 81684P20 0 46 SH SHARED 46 D SEMTECH CORP COM 81685010 3745 241327 SH SHARED 241327 D SEMTECH CORP COM 81685010 228 14750 SH SHARED 01 450 14300 D SEMTECH CORP COM 81685010 99 6442 SH SHARED 02 6442 D SEMTECH CORP COM 81685010 336 21657 SH SHARED 10 21657 D SEMPRA ENERGY COM 81685110 16994 274638 SH SHARED 256138 18500 D SEMPRA ENERGY COM 81685110 10945 176880 SH SHARED 01 176880 D SEMPRA ENERGY COM 81685110 535 8658 SH SHARED 02 8658 D SEMPRA ENERGY COM 81685110 22 364 SH SHARED 04 364 D SEMPRA ENERGY COM 81685110 10 170 SH SHARED 05 170 D SEMPRA ENERGY COM 81685110 173 2800 SH SHARED 06 2800 D SEMPRA ENERGY COM 81685110 92694 1497977 SH SHARED 10 1419877 78100 D SEMPRA ENERGY COM 81685110 74 1200 SH SHARED 14 1200 D SEMPRA ENERGY COM 81685110 14 230 SH SHARED 20 230 D SEMPRA ENERGY COM 81685110 6 100 SH SHR/OTHR 20 100 D SEMPRA ENERGY COM 81685110 17 285 SH SHARED 21 285 D SEMPRA ENERGY COM 81685110 46 751 SH SHR/OTHR 23 751 D SEMITOOL INC COM 81690910 422 48635 SH SHARED 48635 D SENECA FOODS CORP NEW CL A 81707050 3 141 SH SHARED 141 D SENECA FOODS CORP NEW CL A 81707050 7 300 SH SHARED 02 300 D SENESCO TECHNOLOGIES INC COM NEW 81720840 0 416 SH SHARED 416 D SENIOR HSG PPTYS TR SH BEN INT 81721M10 176 7772 SH SHARED 7772 D SENIOR HSG PPTYS TR SH BEN INT 81721M10 81 3600 SH SHARED 01 3600 D SENIOR HSG PPTYS TR SH BEN INT 81721M10 8109 357550 SH SHARED 10 357550 D SENIOR HSG PPTYS TR SH BEN INT 81721M10 165503 7297340 SH SHARED 11 2959540 4337800 D SENOMYX INC COM 81724Q10 5918 790125 SH SHARED 790125 D SENOMYX INC COM 81724Q10 0 4 SH SHARED 02 4 D SENOMYX INC COM 81724Q10 767 102500 SH SHARED 10 102500 D SENORX INC COM 81724W10 2 328 SH SHARED 328 D SENSIENT TECHNOLOGIES CORP COM 81725T10 2529 89442 SH SHARED 89442 D SENSIENT TECHNOLOGIES CORP COM 81725T10 408 14438 SH SHARED 01 14438 D SENSIENT TECHNOLOGIES CORP COM 81725T10 190 6726 SH SHARED 02 6726 D SENSIENT TECHNOLOGIES CORP COM 81725T10 613 21700 SH SHARED 10 21700 D SEPRACOR INC NOTE 12/1 817315AT 505 500000 PRN SHARED 500000 D SEPRACOR INC NOTE 12/1 817315AT 1011 1000000 PRN SHARED 02 1000000 D SEPRACOR INC NOTE 12/1 817315AU 4552 4356000 PRN SHARED 4356000 D SEPRACOR INC NOTE 12/1 817315AU 5498 5262000 PRN SHARED 02 5262000 D SEPRACOR INC NOTE 10/1 817315AW 2125 2354000 PRN SHARED 2354000 D SEPRACOR INC NOTE 10/1 817315AW 16468 18238000 PRN SHARED 02 8238000 D SEPRACOR INC COM 81731510 4748 180882 SH SHARED 68382 112500 D SEPRACOR INC COM 81731510 1594 60750 SH SHARED 01 24840 35910 D SEPRACOR INC COM 81731510 36 1375 SH SHR/OTHR 01 1375 D SEPRACOR INC COM 81731510 1064 40565 SH SHARED 02 40565 D SEPRACOR INC COM 81731510 2905 110697 SH SHARED 04 110697 D SEPRACOR INC COM 81731510 47079 1793500 SH SHARED 10 1775000 18500 D SEPRACOR INC COM 81731510 6 250 SH SHARED 20 250 D SEPRACOR INC COM 81731510 5 200 SH SHR/OTHR 21 200 D SEPRACOR INC COM 81731510 17 650 SH SHARED 22 250 400 D SEQUENOM INC COM NEW 81733740 417 43678 SH SHARED 43678 D SEQUENOM INC COM NEW 81733740 47 5000 SH SHARED 02 5000 D SERVICE CORP INTL COM 81756510 28 2000 SH SHARED 2000 D SERVICE CORP INTL COM 81756510 1730 123200 SH SHARED 123200 D SERVICE CORP INTL COM 81756510 1216 86600 SH SHARED 01 86600 D SERVICE CORP INTL COM 81756510 191 13647 SH SHARED 02 13647 D SERVICE CORP INTL COM 81756510 224 16000 SH SHARED 10 16000 D SERVICE CORP INTL COM 81756510 63 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 5159 154756 SH SHARED 154756 D SHARPER IMAGE CORP COM 82001310 14 5177 SH SHARED 5177 D SHAW COMMUNICATIONS INC CL B CONV 82028K20 62689 2647371 SH SHARED 2647371 D SHAW COMMUNICATIONS INC CL B CONV 82028K20 60 2540 SH SHARED 01 2540 D SHAW COMMUNICATIONS INC CL B CONV 82028K20 18 800 SH SHARED 06 800 D SHAW COMMUNICATIONS INC CL B CONV 82028K20 442 18700 SH SHARED 10 18700 D SHAW COMMUNICATIONS INC CL B CONV 82028K20 361 15266 SH SHARED 14 15266 D SHAW COMMUNICATIONS INC CL B CONV 82028K20 284 12000 SH SHARED 23 12000 D SHAW GROUP INC COM 82028010 28 472 SH SHARED 472 D SHAW GROUP INC COM 82028010 4215 69747 SH SHARED 48047 21700 D SHAW GROUP INC COM 82028010 446 7395 SH SHARED 01 7395 D SHAW GROUP INC COM 82028010 24 400 SH SHR/OTHR 01 400 D SHAW GROUP INC COM 82028010 548 9067 SH SHARED 02 9067 D SHAW GROUP INC COM 82028010 9565 158267 SH SHARED 04 158267 D SHAW GROUP INC COM 82028010 10178 168405 SH SHARED 05 168405 D SHAW GROUP INC COM 82028010 513 8489 SH SHARED 06 8489 D SHAW GROUP INC COM 82028010 18146 300238 SH SHARED 10 293138 7100 D SHAW GROUP INC COM 82028010 11 190 SH SHARED 21 190 D SHENANDOAH TELECOMMUNICATION COM 82312B10 16 671 SH SHARED 671 D SHENANDOAH TELECOMMUNICATION COM 82312B10 261 10900 SH SHARED 10 10900 D SHERWIN WILLIAMS CO COM 82434810 144923 2496954 SH SHARED 2496954 D SHERWIN WILLIAMS CO COM 82434810 1119 19294 SH SHARED 01 17794 1500 D SHERWIN WILLIAMS CO COM 82434810 1436 24750 SH SHARED 02 24750 D SHERWIN WILLIAMS CO COM 82434810 6 120 SH SHARED 05 120 D SHERWIN WILLIAMS CO COM 82434810 44 770 SH SHARED 06 770 D SHERWIN WILLIAMS CO COM 82434810 30331 522594 SH SHARED 10 522594 D SHERWIN WILLIAMS CO COM 82434810 156 2700 SH SHARED 14 2700 D SHERWIN WILLIAMS CO COM 82434810 163 2810 SH SHARED 20 1810 1000 D SHERWIN WILLIAMS CO COM 82434810 504 8699 SH SHARED 21 8161 538 D SHERWIN WILLIAMS CO COM 82434810 26 450 SH SHR/OTHR 23 450 D SHILOH INDS INC COM 82454310 2 230 SH SHARED 230 D SHILOH INDS INC COM 82454310 3 400 SH SHARED 02 400 D SHINHAN FINANCIAL GROUP CO L SPN ADR RESTRD 82459610 1740 15180 SH SHARED 15180 D SHIRE PLC SPONSORED ADR 82481R10 26863 389602 SH SHARED 389602 D SHIRE PLC SPONSORED ADR 82481R10 2511 36432 SH SHARED 02 36432 D SHIRE PLC SPONSORED ADR 82481R10 5706 82760 SH SHARED 10 82760 D SHIRE PLC SPONSORED ADR 82481R10 71 1040 SH SHARED 21 1040 D SHIRE PLC SPONSORED ADR 82481R10 193 2800 SH SHARED 23 2800 D SHOE CARNIVAL INC COM 82488910 737 52258 SH SHARED 52258 D SHOE CARNIVAL INC COM 82488910 19 1400 SH SHARED 01 1400 D SHOE CARNIVAL INC COM 82488910 172 12200 SH SHARED 10 12200 D SHOE PAVILION INC COM 82489410 0 155 SH SHARED 155 D SHORE BANCSHARES INC COM 82510710 4 207 SH SHARED 207 D SHUFFLE MASTER INC COM 82554910 188 15700 SH SHARED 15700 D SHUFFLE MASTER INC COM 82554910 64 5420 SH SHARED 01 5420 D SHUFFLE MASTER INC COM 82554910 3 300 SH SHARED 02 300 D SHUFFLE MASTER INC COM 82554910 5 495 SH SHARED 21 495 D SHUTTERFLY INC COM 82568P30 167 6533 SH SHARED 6533 D SHUTTERFLY INC COM 82568P30 23 900 SH SHARED 01 900 D SHUTTERFLY INC COM 82568P30 476 18600 SH SHARED 10 18600 D SIEBERT FINL CORP COM 82617610 0 64 SH SHARED 64 D SIEMENS A G SPONSORED ADR 82619750 947 6024 SH SHARED 6024 D SIEMENS A G SPONSORED ADR 82619750 26 171 SH SHARED 01 21 150 D SIEMENS A G SPONSORED ADR 82619750 23 150 SH SHR/OTHR 01 150 D SIEMENS A G SPONSORED ADR 82619750 31 200 SH SHARED 20 200 D SIEMENS A G SPONSORED ADR 82619750 94 600 SH SHARED 21 600 D SIEMENS A G SPONSORED ADR 82619750 236 1500 SH SHARED 23 1500 D SIEMENS A G SPONSORED ADR 82619750 31 200 SH SHR/OTHR 23 200 D SIERRA BANCORP COM 82620P10 0 2 SH SHARED 2 D SIERRA HEALTH SVCS INC DBCV 2.250% 3/1 826322AB 14759 3217000 PRN SHARED 3217000 D SIERRA HEALTH SVCS INC DBCV 2.250% 3/1 826322AB 2151 469000 PRN SHARED 02 469000 D SIERRA HEALTH SVCS INC COM 82632210 6115 145756 SH SHARED 145756 D SIERRA HEALTH SVCS INC COM 82632210 29 700 SH SHARED 01 700 D SIERRA HEALTH SVCS INC COM 82632210 109 2600 SH SHARED 10 2600 D SIERRA PAC RES NEW COM 82642810 1898 111781 SH SHARED 44681 67100 D SIERRA PAC RES NEW COM 82642810 1331 78440 SH SHARED 01 10440 68000 D SIERRA PAC RES NEW COM 82642810 330 19446 SH SHARED 02 19446 D SIERRA PAC RES NEW COM 82642810 7850 462350 SH SHARED 10 462350 D SIERRA PAC RES NEW COM 82642810 338 19959 SH SHARED 21 19959 D SIERRA WIRELESS INC COM 82651610 63 4267 SH SHARED 4267 D SIFCO INDS INC COM 82654610 138 8249 SH SHARED 8249 D SIFY TECHNOLOGIES LIMITED SPONSORED ADR 82655M10 61 11593 SH SHARED 11593 D SIGMA ALDRICH CORP COM 82655210 6685 122444 SH SHARED 122444 D SIGMA ALDRICH CORP COM 82655210 877 16064 SH SHARED 01 13564 2500 D SIGMA ALDRICH CORP COM 82655210 40 750 SH SHR/OTHR 01 750 D SIGMA ALDRICH CORP COM 82655210 384 7034 SH SHARED 02 7034 D SIGMA ALDRICH CORP COM 82655210 53 980 SH SHARED 06 980 D SIGMA ALDRICH CORP COM 82655210 2997 54908 SH SHARED 10 54908 D SIGMA ALDRICH CORP COM 82655210 642 11773 SH SHARED 20 4160 7613 D SIGMA ALDRICH CORP COM 82655210 546 10000 SH SHR/OTHR 20 10000 D SIGMA ALDRICH CORP COM 82655210 10 200 SH SHARED 23 200 D SIGMA ALDRICH CORP COM 82655210 196 3600 SH SHR/OTHR 23 3600 D SIGMA DESIGNS INC COM 82656510 1466 26561 SH SHARED 26561 D SIGMA DESIGNS INC COM 82656510 335 6075 SH SHARED 01 6075 D SIGMA DESIGNS INC COM 82656510 88 1600 SH SHARED 10 1600 D SIGMATRON INTL INC COM 82661L10 0 88 SH SHARED 88 D SIGMATEL INC COM 82661W10 2 1325 SH SHARED 1325 D SIGNATURE BK NEW YORK N Y COM 82669G10 419 12418 SH SHARED 12418 D SIGNATURE BK NEW YORK N Y COM 82669G10 64 1900 SH SHARED 01 1900 D SIGNATURE BK NEW YORK N Y COM 82669G10 211 6253 SH SHARED 02 6253 D SIGNATURE BK NEW YORK N Y COM 82669G10 429 12733 SH SHARED 10 12733 D SIGNATURE BK NEW YORK N Y COM 82669G10 3 95 SH SHARED 21 95 D SIGNALIFE INC COM 82669P10 0 827 SH SHARED 827 D SIGA TECHNOLOGIES INC COM 82691710 2 682 SH SHARED 682 D SILICON LABORATORIES INC COM 82691910 2742 73273 SH SHARED 73273 D SILICON LABORATORIES INC COM 82691910 1030 27540 SH SHARED 01 11340 16200 D SILICON LABORATORIES INC COM 82691910 483 12911 SH SHARED 02 12911 D SILICON LABORATORIES INC COM 82691910 934 24970 SH SHARED 10 24970 D SILGAN HOLDINGS INC COM 82704810 617 11882 SH SHARED 11882 D SILGAN HOLDINGS INC COM 82704810 1591 30645 SH SHARED 10 30645 D SILICON IMAGE INC COM 82705T10 127 28258 SH SHARED 28258 D SILICON GRAPHICS INC COM NEW 82705630 508 27818 SH SHARED 27818 D SILICON STORAGE TECHNOLOGY I COM 82705710 16 5453 SH SHARED 5453 D SILICON STORAGE TECHNOLOGY I COM 82705710 60 20300 SH SHARED 01 20300 D SILICON MOTION TECHNOLOGY CO SPONSORED ADR 82706C10 5957 335087 SH SHARED 335087 D SILICON VY BANCSHARES NOTE 6/1 827064AC 1505 1000000 PRN SHARED 1000000 D SILICONWARE PRECISION INDS L SPONSD ADR SPL 82708486 407 45889 SH SHARED 45889 D SILICONWARE PRECISION INDS L SPONSD ADR SPL 82708486 3 345 SH SHARED 02 345 D SILVER STD RES INC COM 82823L10 230 6322 SH SHARED 6322 D SILVER STD RES INC COM 82823L10 5072 138864 SH SHARED 04 138864 D SILVER STD RES INC COM 82823L10 85 2330 SH SHARED 21 2330 D SILVER STATE BANCORP COM 82825110 3 262 SH SHARED 262 D SILVER WHEATON CORP COM 82833610 169 10000 SH SHARED 10000 D SILVER WHEATON CORP COM 82833610 4823 284257 SH SHARED 284257 D SILVER WHEATON CORP COM 82833610 6278 370000 SH SHARED 02 370000 D SILVER WHEATON CORP COM 82833610 10163 598910 SH SHARED 04 598910 D SILVER WHEATON CORP COM 82833610 7636 450000 SH SHARED 05 450000 D SILVER WHEATON CORP COM 82833610 30473 1795700 SH SHARED 10 1795700 D SILVER WHEATON CORP COM 82833610 8 500 SH SHARED 19 500 D SILVERLEAF RESORTS INC COM 82839510 2 522 SH SHARED 522 D SIMCERE PHARMACEUTICAL GROUP SPON ADR 82859P10 0 11 SH SHARED 11 D SIMCLAR INC COM 82859910 0 44 SH SHARED 44 D SIMMONS 1ST NATL CORP CL A $1 PAR 82873020 3 117 SH SHARED 117 D SIMMONS 1ST NATL CORP CL A $1 PAR 82873020 119 4500 SH SHARED 02 4500 D SIMMONS 1ST NATL CORP CL A $1 PAR 82873020 196 7400 SH SHARED 10 7400 D SIMON PPTY GROUP INC NEW COM 82880610 29239 336624 SH SHARED 325524 11100 D SIMON PPTY GROUP INC NEW COM 82880610 2482 28583 SH SHARED 01 26513 2070 D SIMON PPTY GROUP INC NEW COM 82880610 531 6117 SH SHARED 02 6117 D SIMON PPTY GROUP INC NEW COM 82880610 8 100 SH SHARED 05 100 D SIMON PPTY GROUP INC NEW COM 82880610 48404 557265 SH SHARED 10 548475 8790 D SIMON PPTY GROUP INC NEW COM 82880610 747946 8610944 SH SHARED 11 4460143 4150801 D SIMON PPTY GROUP INC NEW COM 82880610 382 4400 SH SHARED 14 4400 D SIMON PPTY GROUP INC NEW COM 82880610 672 7740 SH SHARED 20 1660 6080 D SIMON PPTY GROUP INC NEW COM 82880610 342 3940 SH SHR/OTHR 20 3940 D SIMON PPTY GROUP INC NEW COM 82880610 13 150 SH SHARED 22 150 D SIMON PPTY GROUP INC NEW COM 82880610 256 2950 SH SHARED 23 2600 350 D SIMON PPTY GROUP INC NEW COM 82880610 43 500 SH SHR/OTHR 23 500 D SIMON PPTY GROUP INC NEW PFD CONV I 6% 82880680 85030 1188571 SH SHARED 1188571 D SIMON PPTY GROUP INC NEW PFD CONV I 6% 82880680 129 1810 SH SHARED 01 60 1750 D SIMON PPTY GROUP INC NEW PFD CONV I 6% 82880680 3369 47098 SH SHARED 02 47098 D SIMON PPTY GROUP INC NEW PFD CONV I 6% 82880680 75 1050 SH SHARED 23 1050 D SIMON PPTY GROUP INC NEW PFD CONV I 6% 82880680 35 498 SH SHR/OTHR 23 498 D SIMPSON MANUFACTURING CO INC COM 82907310 69 2627 SH SHARED 2627 D SIMPSON MANUFACTURING CO INC COM 82907310 113 4274 SH SHARED 10 4274 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 3612 2000000 PRN SHARED 2000000 D SINA CORP NOTE 7/1 82922RAB 7901 4375000 PRN SHARED 02 4375000 D SINCLAIR BROADCAST GROUP INC NOTE 3.000% 5/1 829226AW 716000 8000000 SH SHARED 8000000 D SINCLAIR BROADCAST GROUP INC NOTE 3.000% 5/1 829226AW 808632 9035000 SH SHARED 02 9035000 D SINCLAIR BROADCAST GROUP INC CL A 82922610 502 61190 SH SHARED 61190 D SINCLAIR BROADCAST GROUP INC CL A 82922610 121 14775 SH SHARED 02 14775 D SINCLAIR BROADCAST GROUP INC CL A 82922610 846 103100 SH SHARED 10 103100 D SINGAPORE FD INC COM 82929L10 0 40 SH SHARED 40 D SINGAPORE FD INC COM 82929L10 176 9940 SH SHARED 01 9940 D SINGAPORE FD INC COM 82929L10 168 9440 SH SHARED 23 9440 D SINGAPORE FD INC COM 82929L10 373 20978 SH SHR/OTHR 23 20978 D SINOPEC SHANGHAI PETROCHEMIC SPON ADR H 82935M10 840 13766 SH SHARED 13766 D SIRONA DENTAL SYSTEMS INC COM 82966C10 77 2320 SH SHARED 2320 D SIRIUS SATELLITE RADIO INC NOTE 2.500% 2/1 82966UAC 21 21000 PRN SHARED 02 21000 D SIRIUS SATELLITE RADIO INC COM 82966U10 471 155734 SH SHARED 155734 D SIRIUS SATELLITE RADIO INC COM 82966U10 174 57445 SH SHARED 01 37445 20000 D SIRIUS SATELLITE RADIO INC COM 82966U10 451 149075 SH SHARED 02 149075 D SIRIUS SATELLITE RADIO INC COM 82966U10 20 6730 SH SHARED 06 6730 D SIRIUS SATELLITE RADIO INC COM 82966U10 288 95300 SH SHARED 10 95300 D SIRIUS SATELLITE RADIO INC COM 82966U10 163 53900 SH SHARED 14 53900 D SIRIUS SATELLITE RADIO INC COM 82966U10 3 1000 SH SHARED 20 1000 D SIRIUS SATELLITE RADIO INC COM 82966U10 10 3500 SH SHR/OTHR 23 3500 D SIRF TECHNOLOGY HLDGS INC COM 82967H10 7893 314087 SH SHARED 314087 D SIRF TECHNOLOGY HLDGS INC COM 82967H10 249 9940 SH SHARED 01 9940 D SIRF TECHNOLOGY HLDGS INC COM 82967H10 128881 5128600 SH SHARED 04 5128600 D SIRF TECHNOLOGY HLDGS INC COM 82967H10 7917 315055 SH SHARED 10 315055 D SIRF TECHNOLOGY HLDGS INC COM 82967H10 904 36000 SH SHARED 14 36000 D SIRTRIS PHARMACEUTICALS INC COM 82968A10 922 67379 SH SHARED 67379 D SIX FLAGS INC COM 83001P10 38 19068 SH SHARED 19068 D SIX FLAGS INC COM 83001P10 76 37900 SH SHARED 10 37900 D SIX FLAGS INC COM 83001P10 203 100000 SH SHARED 22 100000 D SIX FLAGS INC PIERS 83001P50 10061 701150 SH SHARED 701150 D SKECHERS U S A INC CL A 83056610 2229 114291 SH SHARED 114291 D SKECHERS U S A INC CL A 83056610 325 16700 SH SHARED 01 16700 D SKECHERS U S A INC CL A 83056610 138 7100 SH SHARED 02 7100 D SKECHERS U S A INC CL A 83056610 47 2440 SH SHARED 10 2440 D SKECHERS U S A INC CL A 83056610 19 1000 SH SHARED 20 500 500 D SKILLED HEALTHCARE GROUP INC CL A 83066R10 10 688 SH SHARED 688 D SKILLED HEALTHCARE GROUP INC CL A 83066R10 1012 69200 SH SHARED 10 69200 D SKYLINE CORP COM 83083010 5 194 SH SHARED 194 D SKYLINE CORP COM 83083010 112 3819 SH SHARED 01 3819 D SKYLINE CORP COM 83083010 17 600 SH SHARED 02 600 D SKYWEST INC COM 83087910 297 11091 SH SHARED 11091 D SKYWEST INC COM 83087910 488 18200 SH SHARED 01 18200 D SKYWEST INC COM 83087910 359 13400 SH SHARED 02 13400 D SKYWEST INC COM 83087910 4674 174100 SH SHARED 10 174100 D SKYWEST INC COM 83087910 5 210 SH SHARED 21 210 D SKYWORKS SOLUTIONS INC NOTE 1.250% 3/0 83088MAF 5440 4915000 PRN SHARED 4915000 D SKYWORKS SOLUTIONS INC NOTE 1.500% 3/0 83088MAH 8265 7500000 PRN SHARED 7500000 D SKYWORKS SOLUTIONS INC COM 83088M10 3172 373199 SH SHARED 373199 D SKYWORKS SOLUTIONS INC COM 83088M10 68 8015 SH SHARED 01 8015 D SKYWORKS SOLUTIONS INC COM 83088M10 1183 139262 SH SHARED 10 139262 D SLADES FERRY BANCORP COM 83089610 2 106 SH SHARED 106 D SKILLSOFT PLC SPONSORED ADR 83092810 5 601 SH SHARED 601 D SKILLSOFT PLC SPONSORED ADR 83092810 6 710 SH SHARED 02 710 D SMART BALANCE INC COM 83169Y10 8 791 SH SHARED 791 D SMARTPROS LTD COM 83171G10 0 105 SH SHARED 105 D SMITH & NEPHEW PLC SPDN ADR NEW 83175M20 13 230 SH SHARED 230 D SMITH & NEPHEW PLC SPDN ADR NEW 83175M20 2457 42801 SH SHARED 42801 D SMITH & NEPHEW PLC SPDN ADR NEW 83175M20 25 450 SH SHARED 01 450 D SMITH & WESSON HLDG CORP COM 83175610 65 10771 SH SHARED 10771 D SMITH & WESSON HLDG CORP COM 83175610 1525 250000 SH SHARED 04 250000 D SMITH A O COM 83186520 1871 53400 SH SHARED 53400 D SMITH A O COM 83186520 182 5200 SH SHARED 01 5200 D SMITH A O COM 83186520 245 7000 SH SHARED 02 7000 D SMITH A O COM 83186520 515 14700 SH SHARED 10 14700 D SMART MOVE INC COM 83192010 0 79 SH SHARED 79 D SMITH INTL INC COM 83211010 12938 175199 SH SHARED 175199 D SMITH INTL INC COM 83211010 1844 24978 SH SHARED 01 24978 D SMITH INTL INC COM 83211010 234 3180 SH SHARED 02 3180 D SMITH INTL INC COM 83211010 135 1840 SH SHARED 06 1840 D SMITH INTL INC COM 83211010 11350 153700 SH SHARED 10 153700 D SMITH MICRO SOFTWARE INC COM 83215410 59 7000 SH SHARED 7000 D SMITHFIELD FOODS INC COM 83224810 612 21180 SH SHARED 21180 D SMITHFIELD FOODS INC COM 83224810 1032 35700 SH SHARED 01 35700 D SMITHFIELD FOODS INC COM 83224810 183 6334 SH SHARED 02 6334 D SMITHFIELD FOODS INC COM 83224810 1707 59050 SH SHARED 10 59050 D SMITHTOWN BANCORP INC COM 83244910 13 629 SH SHARED 629 D SMUCKER J M CO COM NEW 83269640 3149 61235 SH SHARED 61235 D SMUCKER J M CO COM NEW 83269640 1235 24023 SH SHARED 01 7154 16869 D SMUCKER J M CO COM NEW 83269640 1 36 SH SHR/OTHR 01 36 D SMUCKER J M CO COM NEW 83269640 145 2825 SH SHARED 02 2825 D SMUCKER J M CO COM NEW 83269640 35473 689600 SH SHARED 10 689600 D SMUCKER J M CO COM NEW 83269640 0 8 SH SHARED 20 8 D SMUCKER J M CO COM NEW 83269640 3 60 SH SHR/OTHR 20 60 D SMUCKER J M CO COM NEW 83269640 22 440 SH SHARED 23 440 D SMUCKER J M CO COM NEW 83269640 82 1611 SH SHR/OTHR 23 1611 D SMURFIT-STONE CONTAINER CORP COM 83272710 10 1002 SH SHARED 1002 D SMURFIT-STONE CONTAINER CORP COM 83272710 878 83192 SH SHARED 83192 D SMURFIT-STONE CONTAINER CORP COM 83272710 149 14200 SH SHARED 01 14200 D SMURFIT-STONE CONTAINER CORP COM 83272710 174776 16550800 SH SHARED 04 6550800 D SMURFIT-STONE CONTAINER CORP COM 83272710 13 1240 SH SHARED 06 1240 D SMURFIT-STONE CONTAINER CORP COM 83272710 151 14389 SH SHARED 10 14389 D SMURFIT-STONE CONTAINER CORP COM 83272710 3158 299100 SH SHARED 14 155000 144100 D SMURFIT-STONE CONTAINER CORP COM 83272710 2878 272559 SH SHARED 16 272559 D SNAP ON INC COM 83303410 4016 83251 SH SHARED 83251 D SNAP ON INC COM 83303410 383 7948 SH SHARED 01 7948 D SNAP ON INC COM 83303410 278 5773 SH SHARED 02 5773 D SNAP ON INC COM 83303410 1105 22925 SH SHARED 10 22925 D SOCIEDAD QUIMICA MINERA DE C SPON ADR SER B 83363510 12234 69217 SH SHARED 69217 D SOCIEDAD QUIMICA MINERA DE C SPON ADR SER B 83363510 8018 45365 SH SHARED 01 45365 D SOCIEDAD QUIMICA MINERA DE C SPON ADR SER B 83363510 1148 6500 SH SHARED 10 6500 D SOCKET COMMUNICATIONS INC COM 83367210 0 788 SH SHARED 788 D SOFTBRANDS INC COM 83402A10 1 883 SH SHARED 883 D SOFTBRANDS INC COM 83402A10 0 172 SH SHARED 01 172 D SOFTWARE HOLDRS TR DEPOSITRY RCPT 83404B10 105 2400 SH SHARED 2400 D SOHU COM INC COM 83408W10 5752 105508 SH SHARED 105508 D SOHU COM INC COM 83408W10 452 8295 SH SHARED 01 8295 D SOHU COM INC COM 83408W10 87 1600 SH SHARED 10 1600 D SOLARFUN POWER HOLDINGS CO L SPONSORED ADR 83415U10 5546 169884 SH SHARED 169884 D SOLERA HOLDINGS INC COM 83421A10 114 4630 SH SHARED 4630 D SOLITARIO RES CORP COM 83422R10 3 634 SH SHARED 634 D SOLITARIO RES CORP COM 83422R10 212 40000 SH SHARED 23 40000 D SOMANETICS CORP COM NEW 83444540 7 324 SH SHARED 324 D SOMANETICS CORP COM NEW 83444540 133 5650 SH SHARED 02 5650 D SOMANETICS CORP COM NEW 83444540 7764 328300 SH SHARED 10 328300 D SONESTA INTL HOTELS CORP CL A 83543840 1843 52678 SH SHARED 52678 D SONIC AUTOMOTIVE INC NOTE 4.250%11/3 83545GAK 3305 3225000 PRN SHARED 3225000 D SONIC AUTOMOTIVE INC CL A 83545G10 27 1427 SH SHARED 1427 D SONIC AUTOMOTIVE INC CL A 83545G10 265 13718 SH SHARED 10 13718 D SONIC FDRY INC COM 83545R10 1 823 SH SHARED 823 D SONIC CORP COM 83545110 203 9300 SH SHARED 9300 D SONIC CORP COM 83545110 66 3019 SH SHARED 01 3019 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 3 359 SH SHARED 359 D SONICWALL INC COM 83547010 227 21200 SH SHARED 21200 D SONICWALL INC COM 83547010 72 6758 SH SHARED 20 6758 D SONOCO PRODS CO COM 83549510 583 17847 SH SHARED 17847 D SONOCO PRODS CO COM 83549510 1657 50704 SH SHARED 01 3170 47534 D SONOCO PRODS CO COM 83549510 49 1500 SH SHR/OTHR 01 1500 D SONOCO PRODS CO COM 83549510 168 5170 SH SHARED 02 5170 D SONOCO PRODS CO COM 83549510 62937 1925862 SH SHARED 04 1925862 D SONOCO PRODS CO COM 83549510 24959 763755 SH SHARED 06 763755 D SONOCO PRODS CO COM 83549510 1900 58170 SH SHARED 10 47300 10870 D SONOCO PRODS CO COM 83549510 2388 73100 SH SHARED 15 73100 D SONOCO PRODS CO COM 83549510 96 2960 SH SHARED 20 2645 315 D SONOCO PRODS CO COM 83549510 6 200 SH SHARED 22 200 D SONOCO PRODS CO COM 83549510 16 500 SH SHARED 23 500 D SONOCO PRODS CO COM 83549510 214 6554 SH SHR/OTHR 23 6554 D SONOSITE INC NOTE 3.750% 7/1 83568GAA 1111 1000000 PRN SHARED 1000000 D SONOSITE INC COM 83568G10 17 525 SH SHARED 01 525 D SONOSITE INC COM 83568G10 1531 45500 SH SHARED 10 45500 D SONUS PHARMACEUTICALS INC COM 83569210 0 857 SH SHARED 857 D SONY CORP ADR NEW 83569930 1295 23866 SH SHARED 23866 D SONY CORP ADR NEW 83569930 1 34 SH SHARED 01 34 D SONY CORP ADR NEW 83569930 676 12465 SH SHARED 10 12465 D SONY CORP ADR NEW 83569930 1857 34200 SH SHARED 14 34200 D SOTHEBYS COM 83589810 7 200 SH SHARED 200 D SOTHEBYS COM 83589810 1728 45374 SH SHARED 42944 2430 D SOTHEBYS COM 83589810 1192 31300 SH SHARED 01 9900 21400 D SOTHEBYS COM 83589810 120 3152 SH SHARED 02 3152 D SOTHEBYS COM 83589810 1055 27700 SH SHARED 10 27700 D SOTHEBYS COM 83589810 2 65 SH SHARED 21 65 D SONUS NETWORKS INC COM 83591610 115 19847 SH SHARED 19847 D SONUS NETWORKS INC COM 83591610 109 18750 SH SHARED 10 18750 D SOUNDBITE COMMUNICATIONS INC COM 83609110 0 136 SH SHARED 136 D SOURCE INTERLINK COS INC COM NEW 83615120 441 153438 SH SHARED 153438 D SOURCE INTERLINK COS INC COM NEW 83615120 3 1147 SH SHARED 02 1147 D SOURCEFIRE INC COM 83616T10 0 99 SH SHARED 99 D SOURCEFORGE INC COM 83616W10 685 279841 SH SHARED 279841 D SOUTH FINL GROUP INC COM 83784110 545 34915 SH SHARED 34915 D SOUTH FINL GROUP INC COM 83784110 34 2200 SH SHARED 01 2200 D SOUTH FINL GROUP INC COM 83784110 932 59681 SH SHARED 10 59681 D SOUTH JERSEY INDS INC COM 83851810 252 6983 SH SHARED 6983 D SOUTH JERSEY INDS INC COM 83851810 35 975 SH SHARED 01 975 D SOUTH JERSEY INDS INC COM 83851810 2126 58912 SH SHARED 10 58912 D SOUTH TEXAS OIL CO COM 84055V10 2 221 SH SHARED 221 D SOUTHCOAST FINANCIAL CORP COM 84129R10 2 143 SH SHARED 143 D SOUTHERN CO COM 84258710 74676 1927123 SH SHARED 1903323 23800 D SOUTHERN CO COM 84258710 4065 104929 SH SHARED 01 96379 8550 D SOUTHERN CO COM 84258710 65 1700 SH SHR/OTHR 01 1700 D SOUTHERN CO COM 84258710 1140 29424 SH SHARED 02 29424 D SOUTHERN CO COM 84258710 13 350 SH SHARED 05 350 D SOUTHERN CO COM 84258710 254 6580 SH SHARED 06 6580 D SOUTHERN CO COM 84258710 16613 428745 SH SHARED 10 428145 600 D SOUTHERN CO COM 84258710 352 9100 SH SHARED 14 9100 D SOUTHERN CO COM 84258710 1765 45574 SH SHARED 20 1100 44474 D SOUTHERN CO COM 84258710 184 4774 SH SHR/OTHR 20 4774 D SOUTHERN CO COM 84258710 112 2914 SH SHARED 21 2914 D SOUTHERN CO COM 84258710 77 2000 SH SHR/OTHR 21 2000 D SOUTHERN CO COM 84258710 119 3080 SH SHARED 23 3080 D SOUTHERN CO COM 84258710 143 3700 SH SHR/OTHR 23 3700 D SOUTHERN CMNTY FINL CORP COM 84263210 3 460 SH SHARED 460 D SOUTHERN COPPER CORP COM 84265V10 89 850 SH SHARED 850 D SOUTHERN COPPER CORP COM 84265V10 9943 94579 SH SHARED 94579 D SOUTHERN COPPER CORP COM 84265V10 199 1900 SH SHARED 01 1900 D SOUTHERN COPPER CORP COM 84265V10 21 200 SH SHR/OTHR 01 200 D SOUTHERN COPPER CORP COM 84265V10 741 7052 SH SHARED 02 7052 D SOUTHERN COPPER CORP COM 84265V10 3553 33801 SH SHARED 04 33801 D SOUTHERN COPPER CORP COM 84265V10 8957 85200 SH SHARED 05 85200 D SOUTHERN COPPER CORP COM 84265V10 12479 118702 SH SHARED 10 118702 D SOUTHERN COPPER CORP COM 84265V10 5241 49856 SH SHARED 14 49856 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 21544 733799 SH SHARED 732499 1300 D SOUTHERN UN CO NEW COM 84403010 140 4800 SH SHARED 02 4800 D SOUTHERN UN CO NEW COM 84403010 24349 829341 SH SHARED 10 829341 D SOUTHERN UN CO NEW COM 84403010 42 1450 SH SHARED 23 1450 D SOUTHERN UN CO NEW COM 84403010 39 1350 SH SHR/OTHR 23 1350 D SOUTHSIDE BANCSHARES INC COM 84470P10 1 84 SH SHARED 84 D SOUTHWEST AIRLS CO COM 84474110 14849 1217212 SH SHARED 1217212 D SOUTHWEST AIRLS CO COM 84474110 1226 100517 SH SHARED 01 100517 D SOUTHWEST AIRLS CO COM 84474110 153 12609 SH SHARED 02 12609 D SOUTHWEST AIRLS CO COM 84474110 3 300 SH SHARED 05 300 D SOUTHWEST AIRLS CO COM 84474110 11 980 SH SHARED 06 980 D SOUTHWEST AIRLS CO COM 84474110 4023 329819 SH SHARED 10 329819 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 402 33000 SH SHR/OTHR 23 33000 D SOUTHWEST BANCORP INC OKLA COM 84476710 136 7452 SH SHARED 7452 D SOUTHWEST GAS CORP COM 84489510 352 11846 SH SHARED 11846 D SOUTHWEST GAS CORP COM 84489510 54 1825 SH SHARED 01 1475 350 D SOUTHWEST GAS CORP COM 84489510 50 1709 SH SHARED 02 1709 D SOUTHWEST GAS CORP COM 84489510 2950 99100 SH SHARED 10 99100 D SOUTHWEST GA FINL CORP COM 84502A10 1 103 SH SHARED 103 D SOUTHWEST WTR CO COM 84533110 23 1871 SH SHARED 1871 D SOUTHWESTERN ENERGY CO COM 84546710 16384 294058 SH SHARED 294058 D SOUTHWESTERN ENERGY CO COM 84546710 2975 53400 SH SHARED 01 1700 51700 D SOUTHWESTERN ENERGY CO COM 84546710 586 10527 SH SHARED 02 10527 D SOUTHWESTERN ENERGY CO COM 84546710 8 150 SH SHARED 05 150 D SOUTHWESTERN ENERGY CO COM 84546710 69 1250 SH SHARED 06 1250 D SOUTHWESTERN ENERGY CO COM 84546710 37865 679561 SH SHARED 10 679561 D SOUTHWESTERN ENERGY CO COM 84546710 4 85 SH SHARED 21 85 D SOVEREIGN BANCORP INC COM 84590510 13666 1198787 SH SHARED 1196287 2500 D SOVEREIGN BANCORP INC COM 84590510 701 61574 SH SHARED 01 61574 D SOVEREIGN BANCORP INC COM 84590510 284 24987 SH SHARED 02 24987 D SOVEREIGN BANCORP INC COM 84590510 74 6500 SH SHARED 04 6500 D SOVEREIGN BANCORP INC COM 84590510 28 2530 SH SHARED 06 2530 D SOVEREIGN BANCORP INC COM 84590510 54995 4824148 SH SHARED 10 4824148 D SOVEREIGN BANCORP INC COM 84590510 292 25656 SH SHARED 14 25656 D SOVEREIGN BANCORP INC COM 84590510 2214 194268 SH SHARED 16 194268 D SOVRAN SELF STORAGE INC COM 84610H10 148 3700 SH SHARED 3700 D SOVRAN SELF STORAGE INC COM 84610H10 72 1800 SH SHARED 01 1800 D SOVRAN SELF STORAGE INC COM 84610H10 49 1225 SH SHARED 02 1225 D SOVRAN SELF STORAGE INC COM 84610H10 1780 44400 SH SHARED 10 44400 D SPACEHAB INC COM NEW 84624340 0 119 SH SHARED 119 D SPAN AMER MED SYS INC COM 84639610 0 50 SH SHARED 50 D SPANISH BROADCASTING SYS INC CL A 84642588 77 42048 SH SHARED 42048 D SPANISH BROADCASTING SYS INC CL A 84642588 1 830 SH SHARED 02 830 D SPANISH BROADCASTING SYS INC CL A 84642588 342 184908 SH SHARED 10 184908 D SPANSION INC COM CL A 84649R10 15840 4030747 SH SHARED 4030747 D SPANSION INC COM CL A 84649R10 0 100 SH SHARED 02 100 D SPANSION INC COM CL A 84649R10 468 119275 SH SHARED 10 119275 D SPARK NETWORKS INC COM 84651P10 19 3923 SH SHARED 3923 D SPARTAN MTRS INC COM 84681910 29 3900 SH SHARED 3900 D SPARTAN STORES INC NOTE 3.375% 5/1 846822AE 4565 5000000 PRN SHARED 5000000 D SPARTAN STORES INC COM 84682210 182 8000 SH SHARED 8000 D SPARTAN STORES INC COM 84682210 36 1600 SH SHARED 01 1600 D SPARTAN STORES INC COM 84682210 770 33700 SH SHARED 10 33700 D SPARTECH CORP COM NEW 84722020 222 15755 SH SHARED 15755 D SPARTECH CORP COM NEW 84722020 626 44400 SH SHARED 10 44400 D SPARTON CORP COM 84723510 0 177 SH SHARED 177 D SPECIALTY UNDERWRITERS ALLIA COM 84751T30 2 432 SH SHARED 432 D SPECTRA ENERGY PARTNERS LP COM 84756N10 2611 108999 SH SHARED 108999 D SPECTRA ENERGY PARTNERS LP COM 84756N10 299 12500 SH SHARED 01 12500 D SPECTRA ENERGY CORP COM 84756010 26314 1019169 SH SHARED 1019169 D SPECTRA ENERGY CORP COM 84756010 2298 89011 SH SHARED 01 80855 8156 D SPECTRA ENERGY CORP COM 84756010 78 3051 SH SHR/OTHR 01 3051 D SPECTRA ENERGY CORP COM 84756010 3083 119407 SH SHARED 02 119407 D SPECTRA ENERGY CORP COM 84756010 7 280 SH SHARED 05 280 D SPECTRA ENERGY CORP COM 84756010 148 5740 SH SHARED 06 5740 D SPECTRA ENERGY CORP COM 84756010 17707 685811 SH SHARED 10 600911 84900 D SPECTRA ENERGY CORP COM 84756010 379 14682 SH SHARED 14 14682 D SPECTRA ENERGY CORP COM 84756010 18 700 SH SHARED 20 200 500 D SPECTRA ENERGY CORP COM 84756010 9 365 SH SHARED 21 365 D SPECTRA ENERGY CORP COM 84756010 12 500 SH SHARED 22 500 D SPECTRA ENERGY CORP COM 84756010 64 2500 SH SHARED 23 2500 D SPECTRA ENERGY CORP COM 84756010 131 5106 SH SHR/OTHR 23 5106 D SPECTRANETICS CORP COM 84760C10 7 500 SH SHARED 500 D SPECTRUM CTL INC COM 84761510 120 7828 SH SHARED 7828 D SPECTRUM CTL INC COM 84761510 0 64 SH SHARED 02 64 D SPECTRUM BRANDS INC COM 84762L10 27516 5162563 SH SHARED 5162563 D SPECTRUM PHARMACEUTICALS INC COM 84763A10 2 803 SH SHARED 803 D SPEEDUS CORP COM NEW 84772320 0 52 SH SHARED 52 D SPEEDWAY MOTORSPORTS INC COM 84778810 231 7463 SH SHARED 7463 D SPEEDWAY MOTORSPORTS INC COM 84778810 44 1425 SH SHARED 01 1425 D SPEEDWAY MOTORSPORTS INC COM 84778810 76 2458 SH SHARED 02 2458 D SPEEDWAY MOTORSPORTS INC COM 84778810 49 1603 SH SHARED 10 1603 D SPHERIX INC COM 84842R10 0 304 SH SHARED 304 D SPHERION CORP COM 84842010 969 133185 SH SHARED 133185 D SPHERION CORP COM 84842010 238 32735 SH SHARED 02 32735 D SPIRE CORP COM 84856510 80 3412 SH SHARED 3412 D SPIRIT AEROSYSTEMS HLDGS INC COM CL A 84857410 1770 51333 SH SHARED 51333 D SPIRIT AEROSYSTEMS HLDGS INC COM CL A 84857410 538 15600 SH SHARED 10 15600 D SPIRIT AEROSYSTEMS HLDGS INC COM CL A 84857410 151 4400 SH SHARED 14 4400 D SPORT-HALEY INC COM 84892510 0 49 SH SHARED 49 D SPORT SUPPLY GROUP INC DEL COM 84916A10 2 270 SH SHARED 270 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 SPREADTRUM COMMUNICATIONS IN ADR 84941520 413 33766 SH SHARED 33766 D SPRINT NEXTEL CORP COM SER 1 85206110 2 177 SH SHARED 177 D SPRINT NEXTEL CORP COM SER 1 85206110 94768 7217738 SH SHARED 7217738 D SPRINT NEXTEL CORP COM SER 1 85206110 4420 336644 SH SHARED 01 334844 1800 D SPRINT NEXTEL CORP COM SER 1 85206110 74 5707 SH SHR/OTHR 01 5707 D SPRINT NEXTEL CORP COM SER 1 85206110 10586 806320 SH SHARED 02 806320 D SPRINT NEXTEL CORP COM SER 1 85206110 656 50000 SH SHARED 04 50000 D SPRINT NEXTEL CORP COM SER 1 85206110 14 1087 SH SHARED 05 1087 D SPRINT NEXTEL CORP COM SER 1 85206110 365 27799 SH SHARED 06 27799 D SPRINT NEXTEL CORP COM SER 1 85206110 18859 1436342 SH SHARED 10 1394342 42000 D SPRINT NEXTEL CORP COM SER 1 85206110 1346 102562 SH SHARED 14 102562 D SPRINT NEXTEL CORP COM SER 1 85206110 2560 195000 SH SHARED 15 195000 D SPRINT NEXTEL CORP COM SER 1 85206110 4 316 SH SHARED 20 316 D SPRINT NEXTEL CORP COM SER 1 85206110 65 5000 SH SHARED 22 5000 D SPRINT NEXTEL CORP COM SER 1 85206110 46 3558 SH SHARED 23 1023 2535 D SPRINT NEXTEL CORP COM SER 1 85206110 33 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 20 1408 SH SHARED 1408 D STAGE STORES INC COM NEW 85254C30 1566 105875 SH SHARED 10 105875 D STAGE STORES INC COM NEW 85254C30 23 1594 SH SHARED 21 1594 D STAKTEK HLDGS INC COM 85256P10 150 76621 SH SHARED 76621 D STAMPS COM INC COM NEW 85285720 246 20243 SH SHARED 20243 D STANCORP FINL GROUP INC COM 85289110 404 8026 SH SHARED 8026 D STANCORP FINL GROUP INC COM 85289110 937 18600 SH SHARED 01 3000 15600 D STANCORP FINL GROUP INC COM 85289110 189 3770 SH SHARED 02 3770 D STANCORP FINL GROUP INC COM 85289110 14672 291245 SH SHARED 10 291245 D STANCORP FINL GROUP INC COM 85289110 1823 36200 SH SHARED 14 36200 D STANDARD MICROSYSTEMS CORP COM 85362610 49 1279 SH SHARED 1279 D STANDARD MICROSYSTEMS CORP COM 85362610 42 1075 SH SHARED 01 825 250 D STANDARD MICROSYSTEMS CORP COM 85362610 70 1802 SH SHARED 02 1802 D STANDARD MICROSYSTEMS CORP COM 85362610 13842 354300 SH SHARED 10 354300 D STANDARD MTR PRODS INC SDCV 6.750% 7/1 853666AB 48 50000 PRN SHARED 23 50000 D STANDARD MTR PRODS INC COM 85366610 700 85906 SH SHARED 85906 D STANDARD MTR PRODS INC COM 85366610 14 1800 SH SHARED 02 1800 D STANDARD MTR PRODS INC COM 85366610 11 1400 SH SHARED 10 1400 D STANDARD PAC CORP NEW COM 85375C10 195 58432 SH SHARED 58432 D STANDARD PAC CORP NEW COM 85375C10 161 48175 SH SHARED 02 48175 D STANDARD PAC CORP NEW COM 85375C10 3428 1023400 SH SHARED 10 1023400 D STANDARD REGISTER CO COM 85388710 113 9700 SH SHARED 02 9700 D STANDARD REGISTER CO COM 85388710 6 600 SH SHARED 10 600 D STANDEX INTL CORP COM 85423110 185 10625 SH SHARED 02 10625 D STANDEX INTL CORP COM 85423110 24 1400 SH SHARED 10 1400 D STANLEY FURNITURE INC COM NEW 85430520 5 435 SH SHARED 435 D STANLEY INC COM 85453210 430 13437 SH SHARED 13437 D STANLEY INC COM 85453210 7521 234900 SH SHARED 10 234900 D STANLEY WKS COM 85461610 77 1600 SH SHARED 1600 D STANLEY WKS COM 85461610 6589 135931 SH SHARED 135931 D STANLEY WKS COM 85461610 826 17044 SH SHARED 01 15244 1800 D STANLEY WKS COM 85461610 1420 29297 SH SHARED 02 29297 D STANLEY WKS COM 85461610 19 400 SH SHARED 06 400 D STANLEY WKS COM 85461610 5617 115868 SH SHARED 10 115868 D STANLEY WKS COM 85461610 177 3663 SH SHARED 14 3663 D STANLEY WKS COM 85461610 9 200 SH SHARED 20 200 D STANLEY WKS COM 85461610 479 9900 SH SHARED 23 9900 D STANTEC INC COM 85472N10 18 468 SH SHARED 468 D STANTEC INC COM 85472N10 4936 126507 SH SHARED 04 126507 D STANTEC INC COM 85472N10 1110 28463 SH SHARED 05 28463 D STANTEC INC COM 85472N10 195 5018 SH SHARED 06 5018 D STANTEC INC COM 85472N10 166 4259 SH SHARED 10 4259 D STAPLES INC COM 85503010 53603 2323495 SH SHARED 2323495 D STAPLES INC COM 85503010 2806 121651 SH SHARED 01 80021 41630 D STAPLES INC COM 85503010 5 225 SH SHR/OTHR 01 225 D STAPLES INC COM 85503010 5081 220272 SH SHARED 02 220272 D STAPLES INC COM 85503010 8 365 SH SHARED 05 365 D STAPLES INC COM 85503010 158 6850 SH SHARED 06 6850 D STAPLES INC COM 85503010 272790 11824462 SH SHARED 10 1757812 66650 D STAPLES INC COM 85503010 760 32978 SH SHARED 14 32978 D STAPLES INC COM 85503010 1393 60403 SH SHARED 20 28030 32373 D STAPLES INC COM 85503010 639 27700 SH SHR/OTHR 20 27700 D STAPLES INC COM 85503010 340 14740 SH SHARED 21 2740 12000 D STAPLES INC COM 85503010 161 7000 SH SHR/OTHR 21 7000 D STAPLES INC COM 85503010 335 14550 SH SHARED 23 14550 D STAPLES INC COM 85503010 739 32050 SH SHR/OTHR 23 32050 D STAPLES INC COM 85503010 47 2051 SH SHARED 24 2051 D STAR BUFFET INC COM 85508610 0 37 SH SHARED 37 D STAR GAS PARTNERS L P UNIT LTD PARTNR 85512C10 548 138066 SH SHARED 138066 D STAR SCIENTIFIC INC COM 85517P10 1 1475 SH SHARED 1475 D STARBUCKS CORP COM 85524410 50144 2449653 SH SHARED 2441908 7745 D STARBUCKS CORP COM 85524410 1931 94350 SH SHARED 01 94050 300 D STARBUCKS CORP COM 85524410 131 6400 SH SHR/OTHR 01 6400 D STARBUCKS CORP COM 85524410 48278 2358499 SH SHARED 02 2358499 D STARBUCKS CORP COM 85524410 2047 100000 SH SHARED 04 100000 D STARBUCKS CORP COM 85524410 7 380 SH SHARED 05 380 D STARBUCKS CORP COM 85524410 151 7410 SH SHARED 06 7410 D STARBUCKS CORP COM 85524410 7399 361476 SH SHARED 10 361476 D STARBUCKS CORP COM 85524410 59 2900 SH SHARED 20 2400 500 D STARBUCKS CORP COM 85524410 37 1809 SH SHARED 21 1809 D STARBUCKS CORP COM 85524410 10 500 SH SHR/OTHR 22 500 D STARENT NETWORKS CORP COM 85528P10 109 5990 SH SHARED 5990 D STARENT NETWORKS CORP COM 85528P10 23 1300 SH SHARED 01 1300 D STARENT NETWORKS CORP COM 85528P10 209 11500 SH SHARED 10 11500 D STARRETT L S CO CL A 85566810 572 33856 SH SHARED 33856 D STARTEK INC COM 85569C10 1435 154170 SH SHARED 154170 D STARTEK INC COM 85569C10 10 1100 SH SHARED 02 1100 D STATE AUTO FINL CORP COM 85570710 70 2691 SH SHARED 2691 D STATE AUTO FINL CORP COM 85570710 266 10125 SH SHARED 02 10125 D STATE BANCORP INC N.Y COM 85571610 4 317 SH SHARED 317 D STARWOOD HOTELS&RESORTS WRLD COM 85590A40 143047 3248857 SH SHARED 3248857 D STARWOOD HOTELS&RESORTS WRLD COM 85590A40 956 21721 SH SHARED 01 21621 100 D STARWOOD HOTELS&RESORTS WRLD COM 85590A40 14933 339167 SH SHARED 02 339167 D STARWOOD HOTELS&RESORTS WRLD COM 85590A40 220 5000 SH SHARED 04 5000 D STARWOOD HOTELS&RESORTS WRLD COM 85590A40 5 120 SH SHARED 05 120 D STARWOOD HOTELS&RESORTS WRLD COM 85590A40 8873 201541 SH SHARED 10 201541 D STARWOOD HOTELS&RESORTS WRLD COM 85590A40 62832 1427037 SH SHARED 11 878426 548611 D STARWOOD HOTELS&RESORTS WRLD COM 85590A40 506 11514 SH SHARED 14 11514 D STARWOOD HOTELS&RESORTS WRLD COM 85590A40 17 400 SH SHR/OTHR 23 400 D STATE STR CORP COM 85747710 48195 593540 SH SHARED 593540 D STATE STR CORP COM 85747710 3966 48845 SH SHARED 01 48645 200 D STATE STR CORP COM 85747710 487 6000 SH SHR/OTHR 01 6000 D STATE STR CORP COM 85747710 1387 17087 SH SHARED 02 17087 D STATE STR CORP COM 85747710 1948 24000 SH SHARED 04 24000 D STATE STR CORP COM 85747710 12 150 SH SHARED 05 150 D STATE STR CORP COM 85747710 325 4012 SH SHARED 06 4012 D STATE STR CORP COM 85747710 70480 867984 SH SHARED 10 835894 32090 D STATE STR CORP COM 85747710 4441 54701 SH SHARED 16 54701 D STATE STR CORP COM 85747710 4631 57044 SH SHARED 20 13100 43944 D STATE STR CORP COM 85747710 3611 44482 SH SHR/OTHR 20 44482 D STATE STR CORP COM 85747710 2850 35100 SH SHARED 23 35100 D STATE STR CORP COM 85747710 198 2450 SH SHR/OTHR 23 2450 D STATE STR CORP COM 85747710 87 1080 SH SHARED 24 1080 D STATOILHYDRO ASA SPONSORED ADR 85771P10 880 28848 SH SHARED 28848 D STATOILHYDRO ASA SPONSORED ADR 85771P10 19 646 SH SHARED 01 646 D STATOILHYDRO ASA SPONSORED ADR 85771P10 18024 590570 SH SHARED 10 431870 158700 D STATOILHYDRO ASA SPONSORED ADR 85771P10 1575 51630 SH SHARED 24 51630 D STATS CHIPPAC LTD SPONSORED ADR 85771T10 0 5 SH SHARED 5 D STEAK N SHAKE CO COM 85787310 30 2770 SH SHARED 01 2770 D STEAK N SHAKE CO COM 85787310 109 10000 SH SHARED 10 10000 D STEEL DYNAMICS INC NOTE 4.000%12/1 858119AD 4392 627000 PRN SHARED 627000 D STEEL DYNAMICS INC COM 85811910 126998 2131923 SH SHARED 2131923 D STEEL DYNAMICS INC COM 85811910 2406 40400 SH SHARED 01 9100 31300 D STEEL DYNAMICS INC COM 85811910 272 4573 SH SHARED 02 4573 D STEEL DYNAMICS INC COM 85811910 12061 202480 SH SHARED 10 155280 47200 D STEEL DYNAMICS INC COM 85811910 905 15200 SH SHARED 24 15200 D STEELCLOUD INC COM 85815M10 0 331 SH SHARED 331 D STEELCASE INC CL A 85815520 13476 849198 SH SHARED 849198 D STEELCASE INC CL A 85815520 163 10300 SH SHARED 01 10300 D STEELCASE INC CL A 85815520 346 21838 SH SHARED 02 21838 D STEELCASE INC CL A 85815520 284 17900 SH SHARED 10 17900 D STEIN MART INC COM 85837510 259 54791 SH SHARED 54791 D STEIN MART INC COM 85837510 108 22865 SH SHARED 02 22865 D STEINWAY MUSICAL INSTRS INC COM 85849510 0 18 SH SHARED 18 D STEINWAY MUSICAL INSTRS INC COM 85849510 46 1700 SH SHARED 01 1700 D STEINWAY MUSICAL INSTRS INC COM 85849510 22 800 SH SHARED 10 800 D STEMCELLS INC COM 85857R10 5 3863 SH SHARED 3863 D STEPAN CO COM 85858610 95 2921 SH SHARED 2921 D STEPAN CO COM 85858610 22 700 SH SHARED 01 700 D STEPAN CO COM 85858610 195 6000 SH SHARED 10 6000 D STEPAN CO PFD CONV 5.50% 85858620 412 11188 SH SHARED 11188 D STEPHAN CO COM 85860310 0 35 SH SHARED 35 D STERLING BANCSHARES INC COM 85890710 272 24400 SH SHARED 24400 D STERLING BANCSHARES INC COM 85890710 45 4100 SH SHARED 01 4100 D STERLING BANCSHARES INC COM 85890710 2565 229910 SH SHARED 10 229910 D STERICYCLE INC COM 85891210 3224 54278 SH SHARED 39266 15012 D STERICYCLE INC COM 85891210 5124 86268 SH SHARED 86268 D STERICYCLE INC COM 85891210 15468 260412 SH SHARED 01 162222 98190 D STERICYCLE INC COM 85891210 2759 46460 SH SHR/OTHR 01 46460 D STERICYCLE INC COM 85891210 244 4116 SH SHARED 02 4116 D STERICYCLE INC COM 85891210 1027 17302 SH SHARED 04 17302 D STERICYCLE INC COM 85891210 1505 25340 SH SHARED 10 24370 970 D STERICYCLE INC COM 85891210 7731 130167 SH SHARED 19 130167 D STERICYCLE INC COM 85891210 1661 27975 SH SHARED 20 17195 10780 D STERICYCLE INC COM 85891210 750 12640 SH SHR/OTHR 20 12640 D STERICYCLE INC COM 85891210 26 450 SH SHARED 21 450 D STERICYCLE INC COM 85891210 65 1100 SH SHR/OTHR 21 1100 D STERICYCLE INC COM 85891210 587 9889 SH SHARED 22 9419 470 D STERICYCLE INC COM 85891210 53 905 SH SHR/OTHR 22 905 D STERICYCLE INC COM 85891210 1620 27277 SH SHARED 23 24882 2395 D STERICYCLE INC COM 85891210 1527 25715 SH SHR/OTHR 23 25715 D STERIS CORP COM 85915210 573 19892 SH SHARED 19892 D STERIS CORP COM 85915210 605 21000 SH SHARED 01 1200 19800 D STERIS CORP COM 85915210 137 4779 SH SHARED 02 4779 D STERIS CORP COM 85915210 1156 40100 SH SHARED 10 40100 D STERLING BANCORP COM 85915810 4 357 SH SHARED 357 D STERLING BANCORP COM 85915810 110 8100 SH SHARED 10 8100 D STEREOTAXIS INC COM 85916J10 10 826 SH SHARED 826 D STEREOTAXIS INC COM 85916J10 1 100 SH SHARED 02 100 D STERLING CONSTRUCTION CO INC COM 85924110 48 2242 SH SHARED 2242 D STERLING CONSTRUCTION CO INC COM 85924110 28 1300 SH SHARED 02 1300 D STERLING CONSTRUCTION CO INC COM 85924110 14162 649050 SH SHARED 10 649050 D STERLING FINL CORP COM 85931710 5 332 SH SHARED 332 D STERLING FINL CORP COM 85931710 38 2320 SH SHARED 01 2320 D STERLING FINL CORP COM 85931710 32 2000 SH SHARED 10 2000 D STERLING FINL CORP WASH COM 85931910 749 44657 SH SHARED 44657 D STERLING FINL CORP WASH COM 85931910 132 7900 SH SHARED 01 7900 D STERLING FINL CORP WASH COM 85931910 716 42700 SH SHARED 02 42700 D STERLING FINL CORP WASH COM 85931910 10566 629329 SH SHARED 10 629329 D STERLITE INDS INDIA LTD ADS 85973720 2287 87729 SH SHARED 87729 D STEWART ENTERPRISES INC NOTE 3.125% 7/1 860370AH 8168 8000000 PRN SHARED 8000000 D STEWART ENTERPRISES INC NOTE 3.375% 7/1 860370AK 8120 8000000 PRN SHARED 8000000 D STEWART ENTERPRISES INC CL A 86037010 319 35911 SH SHARED 35911 D STEWART ENTERPRISES INC CL A 86037010 357 40200 SH SHARED 10 40200 D STEWART INFORMATION SVCS COR COM 86037210 1926 73825 SH SHARED 73825 D STEWART INFORMATION SVCS COR COM 86037210 11 450 SH SHARED 02 450 D STEWART INFORMATION SVCS COR COM 86037210 195 7500 SH SHARED 10 7500 D STEWART INFORMATION SVCS COR COM 86037210 0 20 SH SHARED 23 20 D STIFEL FINL CORP COM 86063010 4 95 SH SHARED 95 D STILLWATER MNG CO COM 86074Q10 2022 209409 SH SHARED 209409 D STILLWATER MNG CO COM 86074Q10 87 9009 SH SHARED 10 9009 D STMICROELECTRONICS N V NY REGISTRY 86101210 1631 114086 SH SHARED 114086 D STOCKERYALE INC COM NEW 86126T20 0 815 SH SHARED 815 D STONE ENERGY CORP COM 86164210 225 4800 SH SHARED 4800 D STONE ENERGY CORP COM 86164210 362 7725 SH SHARED 01 7725 D STONE ENERGY CORP COM 86164210 10 225 SH SHARED 02 225 D STONE ENERGY CORP COM 86164210 1046 22300 SH SHARED 10 22300 D STONERIDGE INC COM 86183P10 1 216 SH SHARED 216 D STONERIDGE INC COM 86183P10 14 1825 SH SHARED 02 1825 D STONEMOR PARTNERS L P COM UNITS 86183Q10 3 153 SH SHARED 153 D STONELEIGH PARTNERS ACQUS CO COM 86192310 16133 2159816 SH SHARED 2159816 D STONELEIGH PARTNERS ACQUS CO *W EXP 05/31/201 86192312 125 179892 SH SHARED 179892 D STONELEIGH PARTNERS ACQUS CO UNIT 99/99/9999 86192320 8 1047 SH SHARED 1047 D STORA ENSO CORP SPON ADR REP R 86210M10 217 14813 SH SHARED 14813 D STORA ENSO CORP SPON ADR REP R 86210M10 6 461 SH SHARED 21 461 D STRATASYS INC COM 86268510 285 11059 SH SHARED 11059 D STRATEGIC DIAGNOSTICS INC COM 86270010 2 407 SH SHARED 407 D STRATEGIC HOTELS & RESORTS I COM 86272T10 6583 393525 SH SHARED 393525 D STRATEGIC HOTELS & RESORTS I COM 86272T10 282 16865 SH SHARED 01 9965 6900 D STRATEGIC HOTELS & RESORTS I COM 86272T10 625 37400 SH SHARED 02 37400 D STRATEGIC HOTELS & RESORTS I COM 86272T10 1949 116500 SH SHARED 10 116500 D STRATEGIC HOTELS & RESORTS I COM 86272T10 968 57900 SH SHARED 11 57900 D STRATTEC SEC CORP COM 86311110 1064 25685 SH SHARED 25685 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 STREAMLINE HEALTH SOLUTIONS COM 86323X10 0 134 SH SHARED 134 D STRAYER ED INC COM 86323610 580 3405 SH SHARED 3405 D STRAYER ED INC COM 86323610 814 4775 SH SHARED 01 575 4200 D STRAYER ED INC COM 86323610 170 1002 SH SHARED 02 1002 D STRAYER ED INC COM 86323610 1023 6000 SH SHARED 10 6000 D STREETTRACKS GOLD TR GOLD SHS 86330710 25479 308993 SH SHARED 308993 D STREETTRACKS GOLD TR GOLD SHS 86330710 4392 53272 SH SHARED 01 52177 1095 D STREETTRACKS GOLD TR GOLD SHS 86330710 110 1343 SH SHR/OTHR 01 1343 D STREETTRACKS GOLD TR GOLD SHS 86330710 6015 72954 SH SHARED 02 72954 D STREETTRACKS GOLD TR GOLD SHS 86330710 38997 472921 SH SHARED 10 354510 118411 D STREETTRACKS GOLD TR GOLD SHS 86330710 27312 331223 SH SHARED 19 331223 D STREETTRACKS GOLD TR GOLD SHS 86330710 183 2230 SH SHARED 21 2230 D STREETTRACKS GOLD TR GOLD SHS 86330710 915 11100 SH SHARED 23 11100 D STREETTRACKS GOLD TR GOLD SHS 86330710 90 1100 SH SHR/OTHR 23 1100 D STREETTRACKS GOLD TR GOLD SHS 86330710 3165 38387 SH SHARED 24 38387 D STRYKER CORP COM 86366710 580 7775 SH SHARED 7775 D STRYKER CORP COM 86366710 28707 384205 SH SHARED 243805 140400 D STRYKER CORP COM 86366710 2854 38204 SH SHARED 01 37604 600 D STRYKER CORP COM 86366710 443 5942 SH SHARED 02 5942 D STRYKER CORP COM 86366710 523 7000 SH SHARED 04 7000 D STRYKER CORP COM 86366710 11 150 SH SHARED 05 150 D STRYKER CORP COM 86366710 181 2430 SH SHARED 06 2430 D STRYKER CORP COM 86366710 50841 680430 SH SHARED 10 598530 81900 D STRYKER CORP COM 86366710 261 3500 SH SHARED 15 3500 D STRYKER CORP COM 86366710 149 2000 SH SHARED 23 2000 D STRYKER CORP COM 86366710 478 6400 SH SHARED 24 6400 D STUDENT LN CORP COM 86390210 342 3113 SH SHARED 3113 D STUDENT LN CORP COM 86390210 8 78 SH SHARED 21 78 D STURM RUGER & CO INC COM 86415910 354 42767 SH SHARED 42767 D STURM RUGER & CO INC COM 86415910 26 3200 SH SHARED 01 3200 D STURM RUGER & CO INC COM 86415910 70 8550 SH SHARED 02 8550 D STURM RUGER & CO INC COM 86415910 545 65900 SH SHARED 10 65900 D SUBURBAN PROPANE PARTNERS L UNIT LTD PARTN 86448210 1940 47904 SH SHARED 47904 D SUBURBAN PROPANE PARTNERS L UNIT LTD PARTN 86448210 68 1700 SH SHARED 01 1700 D SUBURBAN PROPANE PARTNERS L UNIT LTD PARTN 86448210 16566 409050 SH SHARED 10 409050 D SUFFOLK BANCORP COM 86473910 0 3 SH SHARED 3 D SUFFOLK BANCORP COM 86473910 168 5500 SH SHARED 10 5500 D SUFFOLK BANCORP COM 86473910 985 32100 SH SHARED 23 32100 D SUFFOLK FIRST BK VA COM 86478810 0 59 SH SHARED 59 D SUCAMPO PHARMACEUTICALS INC CL A 86490910 3209 175000 SH SHARED 04 175000 D SULPHCO INC COM 86537810 70 13562 SH SHARED 3462 10100 D SUMMER INFANT INC COM 86564610 1152 236100 SH SHARED 10 236100 D SUMMIT FINANCIAL GROUP INC COM 86606G10 2 178 SH SHARED 178 D SUMTOTAL SYS INC COM 86661510 929 195582 SH SHARED 195582 D SUN BANCORP INC COM 86663B10 12 793 SH SHARED 793 D SUN BANCORP INC COM 86663B10 17 1102 SH SHARED 20 1102 D SUN AMERICAN BANCORP COM NEW 86664A20 1287 345178 SH SHARED 345178 D SUN COMMUNITIES INC COM 86667410 93 4420 SH SHARED 4420 D SUN COMMUNITIES INC COM 86667410 427 20300 SH SHARED 02 20300 D SUN COMMUNITIES INC COM 86667410 4 200 SH SHARED 10 200 D SUN COMMUNITIES INC COM 86667410 71 3400 SH SHARED 21 3400 D SUN LIFE FINL INC COM 86679610 3641 65091 SH SHARED 65091 D SUN LIFE FINL INC COM 86679610 46 826 SH SHARED 01 826 D SUN LIFE FINL INC COM 86679610 16 300 SH SHARED 05 300 D SUN LIFE FINL INC COM 86679610 159 2850 SH SHARED 06 2850 D SUN LIFE FINL INC COM 86679610 2134 38162 SH SHARED 10 38162 D SUN LIFE FINL INC COM 86679610 349 6242 SH SHARED 14 6242 D SUN LIFE FINL INC COM 86679610 248 4443 SH SHR/OTHR 20 4443 D SUN MICROSYSTEMS INC COM NEW 86681020 455 25142 SH SHARED 24767 375 D SUN MICROSYSTEMS INC COM NEW 86681020 58468 3224976 SH SHARED 2415714 809262 D SUN MICROSYSTEMS INC COM NEW 86681020 3341 184321 SH SHARED 01 176458 7863 D SUN MICROSYSTEMS INC COM NEW 86681020 3539 195215 SH SHARED 02 195215 D SUN MICROSYSTEMS INC COM NEW 86681020 1813 100000 SH SHARED 04 100000 D SUN MICROSYSTEMS INC COM NEW 86681020 8 447 SH SHARED 05 447 D SUN MICROSYSTEMS INC COM NEW 86681020 133 7372 SH SHARED 06 7372 D SUN MICROSYSTEMS INC COM NEW 86681020 81132 4475036 SH SHARED 10 3982286 492750 D SUN MICROSYSTEMS INC COM NEW 86681020 32 1775 SH SHARED 14 1775 D SUN MICROSYSTEMS INC COM NEW 86681020 7829 431850 SH SHARED 15 431850 D SUN MICROSYSTEMS INC COM NEW 86681020 59 3300 SH SHARED 19 3300 D SUN MICROSYSTEMS INC COM NEW 86681020 20 1150 SH SHARED 20 250 900 D SUN MICROSYSTEMS INC COM NEW 86681020 2 125 SH SHARED 23 125 D SUN MICROSYSTEMS INC COM NEW 86681020 829 45750 SH SHARED 24 45750 D SUN-TIMES MEDIA GROUP INC COM 86688Q10 7376 3352811 SH SHARED 3352811 D SUN-TIMES MEDIA GROUP INC COM 86688Q10 2 1255 SH SHARED 02 1255 D SUN HEALTHCARE GROUP INC COM NEW 86693340 332 19337 SH SHARED 19337 D SUN HEALTHCARE GROUP INC COM NEW 86693340 56 3295 SH SHARED 01 3295 D SUN HEALTHCARE GROUP INC COM NEW 86693340 245 14300 SH SHARED 10 14300 D SUN HYDRAULICS CORP COM 86694210 98 3915 SH SHARED 3915 D SUN HYDRAULICS CORP COM 86694210 18 750 SH SHARED 01 750 D SUN HYDRAULICS CORP COM 86694210 2 100 SH SHARED 02 100 D SUN HYDRAULICS CORP COM 86694210 408 16200 SH SHARED 10 16200 D SUNAIR SERVICES CORP COM 86701710 0 157 SH SHARED 157 D SUNAMERICA FCSED ALPHA GRW F COM 86703710 1273 67300 SH SHARED 67300 D SUNCOM WIRELESS HLDGS INC CL A NEW 86722Q20 82 3082 SH SHARED 3082 D SUNCOR ENERGY INC COM 86722910 1087 10000 SH SHARED 10000 D SUNCOR ENERGY INC COM 86722910 42091 387123 SH SHARED 384323 2800 D SUNCOR ENERGY INC COM 86722910 259 2388 SH SHARED 01 2388 D SUNCOR ENERGY INC COM 86722910 160353 1474785 SH SHARED 04 1474785 D SUNCOR ENERGY INC COM 86722910 1500 13800 SH SHARED 05 13800 D SUNCOR ENERGY INC COM 86722910 61558 566159 SH SHARED 06 566159 D SUNCOR ENERGY INC COM 86722910 36657 337143 SH SHARED 10 260243 76900 D SUNCOR ENERGY INC COM 86722910 2950 27134 SH SHARED 14 700 26434 D SUNCOR ENERGY INC COM 86722910 6285 57807 SH SHARED 16 57807 D SUNCOR ENERGY INC COM 86722910 26 242 SH SHARED 21 242 D SUNCOR ENERGY INC COM 86722910 967 8900 SH SHARED 23 300 8600 D SUNCOR ENERGY INC COM 86722910 505 4650 SH SHR/OTHR 23 4650 D SUNCOR ENERGY INC COM 86722910 2696 24800 SH SHARED 24 24800 D SUNESIS PHARMACEUTICALS INC COM 86732850 1 670 SH SHARED 670 D SUNESIS PHARMACEUTICALS INC COM 86732850 1111 558400 SH SHARED 04 558400 D SUNLINK HEALTH SYSTEMS INC COM 86737U10 0 135 SH SHARED 135 D SUNOPTA INC COM 8676EP10 253 19000 SH SHARED 19000 D SUNOPTA INC COM 8676EP10 11310 847210 SH SHARED 847210 D SUNOPTA INC COM 8676EP10 13801 1033800 SH SHARED 10 1033800 D SUNOCO LOGISTICS PRTNRS L P COM UNITS 86764L10 41 827 SH SHARED 827 D SUNOCO INC COM 86764P10 37165 513051 SH SHARED 479351 33700 D SUNOCO INC COM 86764P10 2379 32851 SH SHARED 01 29026 3825 D SUNOCO INC COM 86764P10 159 2200 SH SHR/OTHR 01 2200 D SUNOCO INC COM 86764P10 5846 80704 SH SHARED 02 80704 D SUNOCO INC COM 86764P10 39 549 SH SHARED 04 549 D SUNOCO INC COM 86764P10 89 1240 SH SHARED 06 1240 D SUNOCO INC COM 86764P10 26338 363588 SH SHARED 10 356588 7000 D SUNOCO INC COM 86764P10 316 4364 SH SHARED 14 4364 D SUNOCO INC COM 86764P10 1 25 SH SHARED 20 25 D SUNOCO INC COM 86764P10 289 4000 SH SHR/OTHR 20 4000 D SUNOCO INC COM 86764P10 36 500 SH SHARED 22 100 400 D SUNOCO INC COM 86764P10 249 3450 SH SHARED 23 3450 D SUNOCO INC COM 86764P10 149 2060 SH SHR/OTHR 23 2060 D SUNPOWER CORP DBCV 1.250% 2/1 867652AA 22192 9500000 PRN SHARED 9500000 D SUNPOWER CORP COM CL A 86765210 23 184 SH SHARED 184 D SUNPOWER CORP COM CL A 86765210 12985 99589 SH SHARED 92749 6840 D SUNPOWER CORP COM CL A 86765210 189 1450 SH SHARED 01 950 500 D SUNPOWER CORP COM CL A 86765210 1669 12804 SH SHARED 02 12804 D SUNPOWER CORP COM CL A 86765210 22559 173015 SH SHARED 04 173015 D SUNPOWER CORP COM CL A 86765210 26280 201554 SH SHARED 05 201554 D SUNPOWER CORP COM CL A 86765210 396 3043 SH SHARED 06 3043 D SUNPOWER CORP COM CL A 86765210 691 5306 SH SHARED 10 5306 D SUNRISE SENIOR LIVING INC COM 86768K10 230 7500 SH SHARED 7500 D SUNRISE SENIOR LIVING INC COM 86768K10 936 30520 SH SHARED 01 30520 D SUNRISE SENIOR LIVING INC COM 86768K10 13226 431100 SH SHARED 10 431100 D SUNSTONE HOTEL INVS INC NEW COM 86789210 541 29611 SH SHARED 29611 D SUNSTONE HOTEL INVS INC NEW COM 86789210 101 5545 SH SHARED 01 5545 D SUNSTONE HOTEL INVS INC NEW COM 86789210 184 10100 SH SHARED 02 10100 D SUNSTONE HOTEL INVS INC NEW COM 86789210 1700 93000 SH SHARED 10 93000 D SUNTRUST BKS INC COM 86791410 97809 1565207 SH SHARED 1563007 2200 D SUNTRUST BKS INC COM 86791410 7369 117935 SH SHARED 01 102745 15190 D SUNTRUST BKS INC COM 86791410 190 3056 SH SHR/OTHR 01 3056 D SUNTRUST BKS INC COM 86791410 839 13441 SH SHARED 02 13441 D SUNTRUST BKS INC COM 86791410 10 169 SH SHARED 05 169 D SUNTRUST BKS INC COM 86791410 203 3260 SH SHARED 06 3260 D SUNTRUST BKS INC COM 86791410 23359 373812 SH SHARED 10 331212 42600 D SUNTRUST BKS INC COM 86791410 199 3200 SH SHARED 14 3200 D SUNTRUST BKS INC COM 86791410 525 8405 SH SHARED 20 8375 30 D SUNTRUST BKS INC COM 86791410 161 2588 SH SHR/OTHR 20 2588 D SUNTRUST BKS INC COM 86791410 31 500 SH SHR/OTHR 22 500 D SUNTRUST BKS INC COM 86791410 374 6000 SH SHARED 23 6000 D SUNTRUST BKS INC COM 86791410 316 5060 SH SHR/OTHR 23 5060 D SUPERCONDUCTOR TECHNOLOGIES COM NEW 86793130 3 667 SH SHARED 667 D SUNTECH PWR HLDGS CO LTD ADR 86800C10 20219 245617 SH SHARED 238417 7200 D SUNTECH PWR HLDGS CO LTD ADR 86800C10 123 1500 SH SHARED 01 1500 D SUNTECH PWR HLDGS CO LTD ADR 86800C10 4403 53494 SH SHARED 02 53494 D SUNTECH PWR HLDGS CO LTD ADR 86800C10 19508 236984 SH SHARED 04 236984 D SUNTECH PWR HLDGS CO LTD ADR 86800C10 25114 305079 SH SHARED 05 305079 D SUNTECH PWR HLDGS CO LTD ADR 86800C10 1830 22237 SH SHARED 10 22237 D SUPER MICRO COMPUTER INC COM 86800U10 2 290 SH SHARED 290 D SUPERGEN INC COM 86805910 3 913 SH SHARED 913 D SUPERGEN INC COM 86805910 40 11050 SH SHARED 02 11050 D SUPERIOR BANCORP COM 86806M10 26 4911 SH SHARED 4911 D SUPERIOR ESSEX INC COM 86815V10 7393 308047 SH SHARED 308047 D SUPERIOR ESSEX INC COM 86815V10 826 34450 SH SHARED 01 32300 2150 D SUPERIOR ESSEX INC COM 86815V10 744 31000 SH SHR/OTHR 01 31000 D SUPERIOR ESSEX INC COM 86815V10 12855 535650 SH SHARED 10 535650 D SUPERIOR ENERGY SVCS INC COM 86815710 9795 284588 SH SHARED 284588 D SUPERIOR ENERGY SVCS INC COM 86815710 1283 37275 SH SHARED 01 13275 24000 D SUPERIOR ENERGY SVCS INC COM 86815710 5489 159493 SH SHARED 02 159493 D SUPERIOR ENERGY SVCS INC COM 86815710 25810 749883 SH SHARED 10 749883 D SUPERIOR ENERGY SVCS INC COM 86815710 35 1035 SH SHARED 21 1035 D SUPERIOR INDS INTL INC COM 86816810 124 6848 SH SHARED 6848 D SUPERIOR INDS INTL INC COM 86816810 62 3425 SH SHARED 02 3425 D SUPERIOR INDS INTL INC COM 86816810 185 10200 SH SHARED 10 10200 D SUPERIOR OFFSHORE INTL INC COM 86825Q10 1 229 SH SHARED 229 D SUPERIOR OFFSHORE INTL INC COM 86825Q10 100 20000 SH SHARED 02 20000 D SUPERIOR UNIFORM GP INC COM 86835810 1 121 SH SHARED 121 D SUPERIOR WELL SVCS INC COM 86837X10 64 3051 SH SHARED 3051 D SUPERTEL HOSPITALITY INC MD COM 86852610 2 487 SH SHARED 487 D SUPERTEX INC COM 86853210 115 3704 SH SHARED 3704 D SUPERVALU INC COM 86853610 7 200 SH SHARED 200 D SUPERVALU INC COM 86853610 51678 1377370 SH SHARED 1377370 D SUPERVALU INC COM 86853610 1355 36138 SH SHARED 01 36138 D SUPERVALU INC COM 86853610 315 8411 SH SHARED 02 8411 D SUPERVALU INC COM 86853610 2 59 SH SHARED 05 59 D SUPERVALU INC COM 86853610 75 2014 SH SHARED 06 2014 D SUPERVALU INC COM 86853610 8978 239306 SH SHARED 10 227406 11900 D SUPERVALU INC COM 86853610 6 182 SH SHARED 20 182 D SUPPORTSOFT INC COM 86858710 5 1186 SH SHARED 1186 D SUPPORTSOFT INC COM 86858710 30 6840 SH SHARED 02 6840 D SUPREME INDS INC CL A 86860710 1 242 SH SHARED 242 D SUREWEST COMMUNICATIONS COM 86873310 12 734 SH SHARED 734 D SUREWEST COMMUNICATIONS COM 86873310 51 3000 SH SHARED 10 3000 D SURMODICS INC COM 86887310 250 4621 SH SHARED 4621 D SURMODICS INC COM 86887310 52 975 SH SHARED 02 975 D SUSQUEHANNA BANCSHARES INC P COM 86909910 34 1898 SH SHARED 1898 D SUSQUEHANNA BANCSHARES INC P COM 86909910 1492 80925 SH SHARED 10 80925 D SUSSER HLDGS CORP COM 86923310 5 267 SH SHARED 267 D SUSSER HLDGS CORP COM 86923310 20 1000 SH SHARED 02 1000 D SUSSEX BANCORP COM 86924510 219 16558 SH SHARED 16558 D SUTRON CORP COM 86938010 0 58 SH SHARED 58 D SWIFT ENERGY CO COM 87073810 2605 59175 SH SHARED 59175 D SWIFT ENERGY CO COM 87073810 920 20915 SH SHARED 01 20915 D SWIFT ENERGY CO COM 87073810 352 8015 SH SHARED 02 1505 6510 D SWIFT ENERGY CO COM 87073810 5587 126900 SH SHARED 10 126900 D SWISS HELVETIA FD INC COM 87087510 14 878 SH SHARED 01 878 D SWITCH & DATA FACILITIES COM COM 87104310 14 902 SH SHARED 902 D SYBASE INC COM 87113010 9848 377470 SH SHARED 377470 D SYBASE INC COM 87113010 2452 94020 SH SHARED 01 65870 28150 D SYBASE INC COM 87113010 1487 57000 SH SHR/OTHR 01 57000 D SYBASE INC COM 87113010 166 6398 SH SHARED 02 6398 D SYBASE INC COM 87113010 18128 694850 SH SHARED 10 694850 D SYBASE INC COM 87113010 65 2499 SH SHARED 21 2499 D SYCAMORE NETWORKS INC COM 87120610 0 100 SH SHARED 100 D SYCAMORE NETWORKS INC COM 87120610 5521 1437837 SH SHARED 1437837 D SYCAMORE NETWORKS INC COM 87120610 146 38100 SH SHARED 10 38100 D SYKES ENTERPRISES INC COM 87123710 98 5477 SH SHARED 5477 D SYKES ENTERPRISES INC COM 87123710 72 4044 SH SHARED 02 4044 D SYMANTEC CORP NOTE 0.750% 6/1 871503AD 9169 8800000 PRN SHARED 8800000 D SYMANTEC CORP NOTE 1.000% 6/1 871503AF 1160 1115000 PRN SHARED 02 1115000 D SYMANTEC CORP NOTE 1.000% 6/1 871503AF 20299 19500000 PRN SHARED 04 9500000 D SYMANTEC CORP COM 87150310 523 32460 SH SHARED 32460 D SYMANTEC CORP COM 87150310 64101 3971606 SH SHARED 2901906 1069700 D SYMANTEC CORP COM 87150310 3477 215471 SH SHARED 01 212828 2643 D SYMANTEC CORP COM 87150310 6 400 SH SHR/OTHR 01 400 D SYMANTEC CORP COM 87150310 758 47013 SH SHARED 02 47013 D SYMANTEC CORP COM 87150310 214624 13297700 SH SHARED 04 3297700 D SYMANTEC CORP COM 87150310 3789 234800 SH SHARED 06 234800 D SYMANTEC CORP COM 87150310 78265 4849189 SH SHARED 10 4242689 606500 D SYMANTEC CORP COM 87150310 4404 272866 SH SHARED 14 100000 172866 D SYMANTEC CORP COM 87150310 387 24000 SH SHARED 15 24000 D SYMANTEC CORP COM 87150310 10 620 SH SHARED 20 75 545 D SYMANTEC CORP COM 87150310 72 4500 SH SHARED 21 4500 D SYMANTEC CORP COM 87150310 96 6000 SH SHARED 23 6000 D SYMANTEC CORP COM 87150310 16 1044 SH SHR/OTHR 23 1044 D SYMANTEC CORP COM 87150310 698 43300 SH SHARED 24 43300 D SYMMETRICOM INC NOTE 3.250% 6/1 871543AB 11310 13000000 PRN SHARED 3000000 D SYMMETRICOM INC COM 87154310 1031 218981 SH SHARED 218981 D SYMMETRICOM INC COM 87154310 338 71936 SH SHARED 02 71936 D SYMMETRY MED INC COM 87154620 67 3845 SH SHARED 3845 D SYMMETRY MED INC COM 87154620 52 3000 SH SHARED 02 3000 D SYMMETRY MED INC COM 87154620 161 9273 SH SHARED 10 9273 D SYMYX TECHNOLOGIES COM 87155S10 64 8433 SH SHARED 8433 D SYMYX TECHNOLOGIES COM 87155S10 13 1766 SH SHARED 20 1766 D SYNALLOY CP DEL COM 87156510 578 33634 SH SHARED 33634 D SYNALLOY CP DEL COM 87156510 1 75 SH SHARED 02 75 D SYNCHRONOSS TECHNOLOGIES INC COM 87157B10 345 9751 SH SHARED 9751 D SYNCHRONOSS TECHNOLOGIES INC COM 87157B10 2326 65650 SH SHARED 01 65000 650 D SYNCHRONOSS TECHNOLOGIES INC COM 87157B10 2480 70000 SH SHR/OTHR 01 70000 D SYNCHRONOSS TECHNOLOGIES INC COM 87157B10 252 7135 SH SHARED 02 7135 D SYNCHRONOSS TECHNOLOGIES INC COM 87157B10 886 25000 SH SHARED 20 25000 D SYNCHRONOSS TECHNOLOGIES INC COM 87157B10 3 90 SH SHARED 21 90 D SYNAPTICS INC NOTE 0.750%12/0 87157DAB 6635 6225000 PRN SHARED 6225000 D SYNAPTICS INC COM 87157D10 2577 62615 SH SHARED 62615 D SYNAPTICS INC COM 87157D10 148 3600 SH SHARED 01 3600 D SYNAPTICS INC COM 87157D10 5791 140700 SH SHARED 10 140700 D SYNERGY BRANDS INC COM PAR $.001 87159E40 0 181 SH SHARED 181 D SYNGENTA AG SPONSORED ADR 87160A10 893 17638 SH SHARED 17638 D SYNGENTA AG SPONSORED ADR 87160A10 1706 33680 SH SHARED 10 33680 D SYNGENTA AG SPONSORED ADR 87160A10 95 1890 SH SHARED 21 1890 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 2 398 SH SHARED 398 D SYNPLICITY INC COM 87160Y10 12 2100 SH SHARED 02 2100 D SYNOPSYS INC COM 87160710 5015 193428 SH SHARED 193428 D SYNOPSYS INC COM 87160710 1128 43517 SH SHARED 01 517 43000 D SYNOPSYS INC COM 87160710 384 14841 SH SHARED 02 14841 D SYNOPSYS INC COM 87160710 18 730 SH SHARED 06 730 D SYNOPSYS INC COM 87160710 611 23581 SH SHARED 10 23581 D SYNOPSYS INC COM 87160710 285 11005 SH SHARED 14 11005 D SYNOVUS FINL CORP COM 87161C10 18774 779660 SH SHARED 779660 D SYNOVUS FINL CORP COM 87161C10 847 35195 SH SHARED 01 35195 D SYNOVUS FINL CORP COM 87161C10 524 21786 SH SHARED 02 21786 D SYNOVUS FINL CORP COM 87161C10 55 2310 SH SHARED 06 2310 D SYNOVUS FINL CORP COM 87161C10 4814 199924 SH SHARED 10 199924 D SYNOVUS FINL CORP COM 87161C10 2213 91942 SH SHARED 16 91942 D SYNOVIS LIFE TECHNOLOGIES IN COM 87162G10 80 4115 SH SHARED 4115 D SYNOVIS LIFE TECHNOLOGIES IN COM 87162G10 31 1600 SH SHARED 02 1600 D SYNTEL INC COM 87162H10 607 15773 SH SHARED 15773 D SYNTEL INC COM 87162H10 58 1525 SH SHARED 01 1525 D SYNTEL INC COM 87162H10 67 1750 SH SHARED 02 1750 D SYNTEL INC COM 87162H10 766 19900 SH SHARED 10 19900 D SYNTA PHARMACEUTICALS CORP COM 87162T20 2 400 SH SHARED 400 D SYNNEX CORP COM 87162W10 1603 81808 SH SHARED 81808 D SYNIVERSE HLDGS INC COM 87163F10 141 9079 SH SHARED 9079 D SYNIVERSE HLDGS INC COM 87163F10 353 22700 SH SHARED 01 22700 D SYNIVERSE HLDGS INC COM 87163F10 258 16592 SH SHARED 02 16592 D SYNIVERSE HLDGS INC COM 87163F10 1068 68600 SH SHARED 10 68600 D SYNTAX BRILLIAN CORP COM 87163L10 455 148025 SH SHARED 148025 D SYNTROLEUM CORP COM 87163010 5 6295 SH SHARED 6295 D SYNUTRA INTL INC COM 87164C10 23 776 SH SHARED 776 D SYNVISTA THERAPEUTICS INC COM 87164M10 0 52 SH SHARED 52 D SYNVISTA THERAPEUTICS INC COM 87164M10 0 21 SH SHARED 02 21 D SYPRIS SOLUTIONS INC COM 87165510 729 119551 SH SHARED 119551 D SYPRIS SOLUTIONS INC COM 87165510 6 1025 SH SHARED 02 1025 D SYSCO CORP COM 87182910 183 5880 SH SHARED 5880 D SYSCO CORP COM 87182910 29204 935752 SH SHARED 875552 60200 D SYSCO CORP COM 87182910 8264 264810 SH SHARED 01 217085 47725 D SYSCO CORP COM 87182910 1239 39729 SH SHR/OTHR 01 39729 D SYSCO CORP COM 87182910 1427 45729 SH SHARED 02 45729 D SYSCO CORP COM 87182910 9 300 SH SHARED 05 300 D SYSCO CORP COM 87182910 174 5600 SH SHARED 06 5600 D SYSCO CORP COM 87182910 25437 815036 SH SHARED 10 815036 D SYSCO CORP COM 87182910 733 23500 SH SHR/OTHR 10 23500 D SYSCO CORP COM 87182910 330 10600 SH SHARED 14 10600 D SYSCO CORP COM 87182910 88 2830 SH SHARED 19 2830 D SYSCO CORP COM 87182910 4397 140886 SH SHARED 20 29766 111120 D SYSCO CORP COM 87182910 1397 44780 SH SHR/OTHR 20 44780 D SYSCO CORP COM 87182910 162 5210 SH SHARED 21 5210 D SYSCO CORP COM 87182910 592 18970 SH SHARED 22 16565 2405 D SYSCO CORP COM 87182910 138 4425 SH SHR/OTHR 22 4425 D SYSCO CORP COM 87182910 1189 38105 SH SHARED 23 38055 50 D SYSCO CORP COM 87182910 1387 44443 SH SHR/OTHR 23 44443 D SYSTEMAX INC COM 87185110 2170 106832 SH SHARED 106832 D SYSTEMAX INC COM 87185110 22 1100 SH SHARED 01 1100 D SYSTEMAX INC COM 87185110 479 23600 SH SHARED 10 23600 D TCF FINL CORP COM 87227510 4912 273971 SH SHARED 273971 D TCF FINL CORP COM 87227510 674 37595 SH SHARED 01 1595 36000 D TCF FINL CORP COM 87227510 632 35257 SH SHARED 02 35257 D TCF FINL CORP COM 87227510 10 590 SH SHARED 06 590 D TCF FINL CORP COM 87227510 190 10600 SH SHARED 10 10600 D TC PIPELINES LP UT COM LTD PRT 87233Q10 43210 1193672 SH SHARED 1193672 D TCW STRATEGIC INCOME FUND IN COM 87234010 4987 1358993 SH SHARED 1358993 D TDK CORP AMERN DEP SH 87235140 19 261 SH SHARED 261 D TDK CORP AMERN DEP SH 87235140 21 290 SH SHARED 21 290 D TD AMERITRADE HLDG CORP COM 87236Y10 2852 142183 SH SHARED 142183 D TD AMERITRADE HLDG CORP COM 87236Y10 235 11745 SH SHARED 01 11745 D TD AMERITRADE HLDG CORP COM 87236Y10 44 2200 SH SHR/OTHR 01 2200 D TD AMERITRADE HLDG CORP COM 87236Y10 105 5235 SH SHARED 02 5235 D TD AMERITRADE HLDG CORP COM 87236Y10 2607 130000 SH SHARED 04 130000 D TD AMERITRADE HLDG CORP COM 87236Y10 2491 124200 SH SHARED 10 124200 D TD AMERITRADE HLDG CORP COM 87236Y10 272 13600 SH SHARED 14 13600 D TECO ENERGY INC COM 87237510 3408 198057 SH SHARED 198057 D TECO ENERGY INC COM 87237510 323 18800 SH SHARED 01 18800 D TECO ENERGY INC COM 87237510 300 17434 SH SHARED 02 17434 D TECO ENERGY INC COM 87237510 7600 441640 SH SHARED 10 441640 D TECO ENERGY INC COM 87237510 20 1200 SH SHARED 23 1200 D TECO ENERGY INC COM 87237510 98 5700 SH SHR/OTHR 23 5700 D TEPPCO PARTNERS L P UT LTD PARTNER 87238410 30125 785954 SH SHARED 785954 D TESSCO TECHNOLOGIES INC COM 87238610 1 89 SH SHARED 89 D TF FINL CORP COM 87239110 1 71 SH SHARED 71 D TFS FINL CORP COM 87240R10 2490 208617 SH SHARED 208617 D TGC INDS INC COM NEW 87241730 3 384 SH SHARED 384 D TICC CAPITAL CORP COM 87244T10 4109 445258 SH SHARED 445258 D TICC CAPITAL CORP COM 87244T10 1 128 SH SHARED 02 128 D THQ INC COM NEW 87244340 1128 40045 SH SHARED 40045 D THQ INC COM NEW 87244340 1166 41387 SH SHARED 01 40875 512 D THQ INC COM NEW 87244340 1353 48000 SH SHR/OTHR 01 48000 D THQ INC COM NEW 87244340 56 2000 SH SHARED 02 2000 D THQ INC COM NEW 87244340 1550 55000 SH SHARED 04 55000 D THQ INC COM NEW 87244340 25738 913020 SH SHARED 10 913020 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 243 253000 PRN SHARED 02 253000 D TJX COS INC NEW COM 87254010 547 19050 SH SHARED 19050 D TJX COS INC NEW COM 87254010 14312 498166 SH SHARED 498166 D TJX COS INC NEW COM 87254010 6786 236200 SH SHARED 01 217530 18670 D TJX COS INC NEW COM 87254010 225 7865 SH SHR/OTHR 01 7865 D TJX COS INC NEW COM 87254010 1519 52898 SH SHARED 02 52898 D TJX COS INC NEW COM 87254010 7 260 SH SHARED 05 260 D TJX COS INC NEW COM 87254010 120 4200 SH SHARED 06 4200 D TJX COS INC NEW COM 87254010 19206 668507 SH SHARED 10 668507 D TJX COS INC NEW COM 87254010 508 17686 SH SHARED 14 17686 D TJX COS INC NEW COM 87254010 712 24810 SH SHARED 20 22495 2315 D TJX COS INC NEW COM 87254010 72 2530 SH SHR/OTHR 20 2530 D TJX COS INC NEW COM 87254010 164 5717 SH SHARED 22 2600 3117 D TJX COS INC NEW COM 87254010 57 2000 SH SHARED 23 2000 D TJX COS INC NEW COM 87254010 40 1400 SH SHR/OTHR 23 1400 D TLC VISION CORP COM 87254910 15 4801 SH SHARED 4801 D TM ENTMT & MEDIA INC COM 87260T10 1133 155670 SH SHARED 155670 D TM ENTMT & MEDIA INC *W EXP 10/17/201 87260T11 90 150000 SH SHARED 150000 D TM ENTMT & MEDIA INC UNIT 10/17/2011 87260T20 411 52721 SH SHARED 52721 D TRC COS INC COM 87262510 12 1508 SH SHARED 1508 D TRM CORP COM 87263610 4 11045 SH SHARED 11045 D TRW AUTOMOTIVE HLDGS CORP COM 87264S10 2032 97252 SH SHARED 97252 D TRW AUTOMOTIVE HLDGS CORP COM 87264S10 146 7000 SH SHARED 01 7000 D TRW AUTOMOTIVE HLDGS CORP COM 87264S10 109 5225 SH SHARED 02 5225 D TRW AUTOMOTIVE HLDGS CORP COM 87264S10 45 2200 SH SHARED 10 2200 D TS&W CLAYMORE TAX ADVNTG BL COM 87280R10 1609 122885 SH SHARED 122885 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 8 485 SH SHARED 485 D TNS INC COM 87296010 69 3925 SH SHARED 02 3925 D TNS INC COM 87296010 138 7800 SH SHARED 10 7800 D TTM TECHNOLOGIES INC COM 87305R10 63 5420 SH SHARED 5420 D TTM TECHNOLOGIES INC COM 87305R10 141 12100 SH SHARED 10 12100 D T-3 ENERGY SRVCS INC COM 87306E10 1742 37060 SH SHARED 37060 D TAILWIND FINL INC COM 87402310 5571 734967 SH SHARED 734967 D TAILWIND FINL INC *W EXP 04/11/201 87402311 0 892 SH SHARED 892 D TAITRON COMPONENTS INC CL A 87402810 0 98 SH SHARED 98 D TAIWAN FD INC COM 87403610 177 10000 SH SHR/OTHR 23 10000 D TAIWAN SEMICONDUCTOR MFG LTD SPONSORED ADR 87403910 1792 180000 SH SHARED 180000 D TAIWAN SEMICONDUCTOR MFG LTD SPONSORED ADR 87403910 39317 3947505 SH SHARED 3947040 465 D TAIWAN SEMICONDUCTOR MFG LTD SPONSORED ADR 87403910 21 2123 SH SHARED 01 55 2068 D TAIWAN SEMICONDUCTOR MFG LTD SPONSORED ADR 87403910 1574 158128 SH SHARED 02 158128 D TAIWAN SEMICONDUCTOR MFG LTD SPONSORED ADR 87403910 643 64616 SH SHARED 04 64616 D TAIWAN SEMICONDUCTOR MFG LTD SPONSORED ADR 87403910 106747 10717625 SH SHARED 04 0717625 D TAIWAN SEMICONDUCTOR MFG LTD SPONSORED ADR 87403910 8964 900000 SH SHARED 05 900000 D TAIWAN SEMICONDUCTOR MFG LTD SPONSORED ADR 87403910 31795 3192278 SH SHARED 06 3192278 D TAIWAN SEMICONDUCTOR MFG LTD SPONSORED ADR 87403910 12532 1258323 SH SHARED 10 1258323 D TAIWAN SEMICONDUCTOR MFG LTD SPONSORED ADR 87403910 1458 146393 SH SHARED 14 44000 102393 D TAIWAN SEMICONDUCTOR MFG LTD SPONSORED ADR 87403910 2876 288794 SH SHARED 16 288794 D TAIWAN SEMICONDUCTOR MFG LTD SPONSORED ADR 87403910 2 265 SH SHARED 20 265 D TAIWAN SEMICONDUCTOR MFG LTD SPONSORED ADR 87403910 40 4030 SH SHARED 21 4030 D TAKE-TWO INTERACTIVE SOFTWAR COM 87405410 2996 162415 SH SHARED 162415 D TAKE-TWO INTERACTIVE SOFTWAR COM 87405410 355 19245 SH SHARED 01 19245 D TAKE-TWO INTERACTIVE SOFTWAR COM 87405410 55 3025 SH SHARED 02 3025 D TAKE-TWO INTERACTIVE SOFTWAR COM 87405410 176 9551 SH SHARED 10 9551 D TAL INTL GROUP INC COM 87408310 37 1626 SH SHARED 1626 D TAL INTL GROUP INC COM 87408310 212 9350 SH SHARED 02 9350 D TAL INTL GROUP INC COM 87408310 118 5200 SH SHARED 10 5200 D TALBOTS INC COM 87416110 628 53148 SH SHARED 53148 D TALBOTS INC COM 87416110 46 3900 SH SHARED 02 3900 D TALBOTS INC COM 87416110 892 75500 SH SHARED 10 75500 D TALEO CORP CL A 87424N10 15 515 SH SHARED 515 D TALISMAN ENERGY INC COM 87425E10 22140 1195503 SH SHARED 1186003 9500 D TALISMAN ENERGY INC COM 87425E10 250 13519 SH SHARED 01 6094 7425 D TALISMAN ENERGY INC COM 87425E10 1328 71745 SH SHR/OTHR 01 71745 D TALISMAN ENERGY INC COM 87425E10 555 30000 SH SHARED 04 30000 D TALISMAN ENERGY INC COM 87425E10 7 400 SH SHARED 05 400 D TALISMAN ENERGY INC COM 87425E10 116 6300 SH SHARED 06 6300 D TALISMAN ENERGY INC COM 87425E10 605 32700 SH SHARED 10 32700 D TALISMAN ENERGY INC COM 87425E10 288 15600 SH SHARED 19 15600 D TALISMAN ENERGY INC COM 87425E10 33 1800 SH SHARED 20 1800 D TALISMAN ENERGY INC COM 87425E10 359 19400 SH SHARED 23 19400 D TALISMAN ENERGY INC COM 87425E10 535 28900 SH SHR/OTHR 23 28900 D TAM SA SP ADR REP PFD 87484D10 195 8100 SH SHARED 8100 D TAM SA SP ADR REP PFD 87484D10 5528 229206 SH SHARED 229206 D TAM SA SP ADR REP PFD 87484D10 1760 73000 SH SHARED 02 73000 D TALON INTL INC COM 87484F10 0 494 SH SHARED 494 D TANDY BRANDS ACCESSORIES INC COM 87537810 1 151 SH SHARED 151 D TANDY LEATHER FACTORY INC COM 87538X10 0 184 SH SHARED 184 D TANGER FACTORY OUTLET CTRS I COM 87546510 448 11900 SH SHARED 11900 D TANGER FACTORY OUTLET CTRS I COM 87546510 486 12900 SH SHARED 01 2900 10000 D TANGER FACTORY OUTLET CTRS I COM 87546510 2375 63000 SH SHARED 02 63000 D TANGER FACTORY OUTLET CTRS I COM 87546510 7098 188250 SH SHARED 10 188250 D TANGER FACTORY OUTLET CTRS I COM 87546510 141997 3765500 SH SHARED 11 2325400 1440100 D TANZANIAN ROYALTY EXPL CORP COM 87600U10 6 936 SH SHARED 936 D TAPESTRY PHARMACEUTICALS INC COM NEW 87603120 0 345 SH SHARED 345 D TARGACEPT INC COM 87611R30 2 340 SH SHARED 340 D TARGA RESOURCES PARTNERS LP COM UNIT 87611X10 1049 35427 SH SHARED 35427 D TARGANTA THERAPEUTICS CORP COM 87612C10 3227 357001 SH SHARED 357001 D TARGET CORP COM 87612E10 1790311 35806224 SH SHARED 5806224 D TARGET CORP COM 87612E10 5969 119384 SH SHARED 01 110216 9168 D TARGET CORP COM 87612E10 177 3550 SH SHR/OTHR 01 3550 D TARGET CORP COM 87612E10 290731 5814637 SH SHARED 02 5814637 D TARGET CORP COM 87612E10 1293 25870 SH SHARED 05 25870 D TARGET CORP COM 87612E10 405 8103 SH SHARED 06 8103 D TARGET CORP COM 87612E10 95359 1907191 SH SHARED 10 1843891 63300 D TARGET CORP COM 87612E10 144 2896 SH SHARED 14 2896 D TARGET CORP COM 87612E10 1812 36245 SH SHARED 20 13175 23070 D TARGET CORP COM 87612E10 340 6800 SH SHR/OTHR 20 6800 D TARGET CORP COM 87612E10 20 400 SH SHR/OTHR 21 400 D TARGET CORP COM 87612E10 218 4375 SH SHARED 22 2075 2300 D TARGET CORP COM 87612E10 100 2000 SH SHR/OTHR 22 2000 D TARGET CORP COM 87612E10 1468 29370 SH SHARED 23 28270 1100 D TARGET CORP COM 87612E10 2989 59792 SH SHR/OTHR 23 59792 D TARGET CORP COM 87612E10 100 2016 SH SHARED 24 2016 D TARGETED GENETICS CORP COM NEW 87612M30 0 430 SH SHARED 430 D TARRAGON CORP COM 87628710 0 132 SH SHARED 132 D TARRAGON CORP COM 87628710 9 6200 SH SHARED 10 6200 D TARRANT APPAREL GROUP COM 87628910 0 466 SH SHARED 466 D TASER INTL INC COM 87651B10 50 3500 SH SHARED 3500 D TASER INTL INC COM 87651B10 32 2250 SH SHARED 01 2250 D TASER INTL INC COM 87651B10 123 8614 SH SHARED 02 8614 D TASEKO MINES LTD COM 87651110 46 9057 SH SHARED 9057 D TASTY BAKING CO COM 87655330 7 901 SH SHARED 901 D TATA MTRS LTD SPONSORED ADR 87656850 25801 1368037 SH SHARED 1368037 D TATA MTRS LTD SPONSORED ADR 87656850 20 1100 SH SHARED 01 1100 D TATA MTRS LTD SPONSORED ADR 87656850 320 17000 SH SHARED 02 17000 D TATA MTRS LTD SPONSORED ADR 87656850 1963 104100 SH SHARED 10 104100 D TAUBMAN CTRS INC COM 87666410 442 8987 SH SHARED 8987 D TAUBMAN CTRS INC COM 87666410 207 4220 SH SHARED 01 4220 D TAUBMAN CTRS INC COM 87666410 3922 79750 SH SHARED 10 79750 D TAUBMAN CTRS INC COM 87666410 97666 1985500 SH SHARED 11 1223150 762350 D TAYLOR CAP GROUP INC COM 87685110 153 7505 SH SHARED 7505 D TAYLOR CAP GROUP INC COM 87685110 75 3700 SH SHARED 01 1800 1900 D TAYLOR CAP GROUP INC COM 87685110 318 15600 SH SHARED 10 15600 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 572 15656 SH SHARED 15656 D TEAM INC COM 87815510 1316 36000 SH SHARED 10 36000 D TEAM INC COM 87815510 31 860 SH SHARED 21 860 D TECH DATA CORP COM 87823710 20469 542678 SH SHARED 457878 84800 D TECH DATA CORP COM 87823710 1307 34675 SH SHARED 01 18075 16600 D TECH DATA CORP COM 87823710 148 3927 SH SHARED 02 3927 D TECH DATA CORP COM 87823710 11591 307300 SH SHARED 10 289700 17600 D TECH OPS SEVCON INC COM 87829310 0 68 SH SHARED 68 D TECHTEAM GLOBAL INC COM 87831110 3 282 SH SHARED 282 D TECHTEAM GLOBAL INC COM 87831110 5 400 SH SHARED 02 400 D TECHE HLDG CO COM 87833010 2 53 SH SHARED 53 D TECHNE CORP COM 87837710 327 4963 SH SHARED 4963 D TECHNE CORP COM 87837710 885 13400 SH SHARED 01 13400 D TECHNE CORP COM 87837710 152 2315 SH SHARED 02 2315 D TECHNE CORP COM 87837710 998 15120 SH SHARED 10 15120 D TECHNE CORP COM 87837710 7 120 SH SHARED 21 120 D TECHNITROL INC COM 87855510 358 12551 SH SHARED 12551 D TECHNITROL INC COM 87855510 694 24300 SH SHARED 01 24300 D TECHNITROL INC COM 87855510 1731 60600 SH SHARED 10 60600 D TECHNOLOGY SOLUTIONS CO COM NEW 87872T20 0 58 SH SHARED 58 D TECHNOLOGY SOLUTIONS CO COM NEW 87872T20 0 125 SH SHARED 02 125 D TECHNOLOGY RESH CORP COM NEW 87872730 0 154 SH SHARED 154 D TECHWELL INC COM 87874D10 16 1476 SH SHARED 1476 D TECHTARGET INC COM 87874R10 0 6 SH SHARED 6 D TECK COMINCO LTD CL B 87874220 4497 125942 SH SHARED 123542 2400 D TECK COMINCO LTD CL B 87874220 310 8682 SH SHARED 01 1732 6950 D TECK COMINCO LTD CL B 87874220 60 1700 SH SHR/OTHR 01 1700 D TECK COMINCO LTD CL B 87874220 3366 94260 SH SHARED 04 94260 D TECK COMINCO LTD CL B 87874220 7 200 SH SHARED 05 200 D TECK COMINCO LTD CL B 87874220 674 18900 SH SHARED 06 18900 D TECK COMINCO LTD CL B 87874220 303 8500 SH SHARED 10 8500 D TECK COMINCO LTD CL B 87874220 344 9652 SH SHARED 14 9652 D TECUMSEH PRODS CO CL A 87889520 7 300 SH SHARED 300 D TECUMSEH PRODS CO CL A 87889520 56 2400 SH SHARED 02 2400 D TECUMSEH PRODS CO CL A 87889520 42 1800 SH SHARED 10 1800 D TEGAL CORP COM NEW 87900820 0 185 SH SHARED 185 D TEJON RANCH CO DEL COM 87908010 38 933 SH SHARED 933 D TEKELEC NOTE 2.250% 6/1 879101AE 4436 4522000 PRN SHARED 4522000 D TEKELEC COM 87910110 179 14396 SH SHARED 14396 D TEKELEC COM 87910110 41 3350 SH SHARED 01 3350 D TEKELEC COM 87910110 843 67500 SH SHARED 10 67500 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 1598 82900 SH SHARED 7600 75300 D TELE NORTE LESTE PART S A SPON ADR PFD 87924610 22680 1176361 SH SHARED 1176361 D TELE NORTE LESTE PART S A SPON ADR PFD 87924610 5302 275000 SH SHARED 02 275000 D TELE NORTE LESTE PART S A SPON ADR PFD 87924610 14267 740000 SH SHARED 04 740000 D TELECOM HLDRS TR DEPOSITRY RCPT 87927P20 2 55 SH SHARED 02 55 D TELECOM ITALIA S P A NEW SPON ADR ORD 87927Y10 266 8638 SH SHARED 8638 D TELECOM ITALIA S P A NEW SPON ADR ORD 87927Y10 105 3415 SH SHARED 21 3415 D TELECOM ITALIA S P A NEW SPON ADR SVGS 87927Y20 10 431 SH SHARED 21 431 D TELECOM ARGENTINA S A SPON ADR REP B 87927320 110 4950 SH SHARED 4950 D TELECOM ARGENTINA S A SPON ADR REP B 87927320 1890 84951 SH SHARED 84951 D TELECOM CORP NEW ZEALAND LTD SPONSORED ADR 87927820 573 34540 SH SHARED 34540 D TELECOM CORP NEW ZEALAND LTD SPONSORED ADR 87927820 90 5466 SH SHARED 21 5466 D TELECOMUNICACOES BRASILEIRAS SPONSORED ADR 87928730 0 20 SH SHARED 20 D TELECOMUNICACOES DE SAO PAUL SPON ADR PFD 87929A10 2482 97546 SH SHARED 97546 D TELECOMMUNICATION SYS INC CL A 87929J10 3 843 SH SHARED 843 D TELEDYNE TECHNOLOGIES INC COM 87936010 394 7400 SH SHARED 7400 D TELEDYNE TECHNOLOGIES INC COM 87936010 31 600 SH SHARED 01 600 D TELEDYNE TECHNOLOGIES INC COM 87936010 304 5710 SH SHARED 02 5710 D TELEDYNE TECHNOLOGIES INC COM 87936010 895 16796 SH SHARED 10 16796 D TELEFLEX INC COM 87936910 8910 141420 SH SHARED 137220 4200 D TELEFLEX INC COM 87936910 1053 16725 SH SHARED 01 5500 11225 D TELEFLEX INC COM 87936910 580 9220 SH SHARED 02 9220 D TELEFLEX INC COM 87936910 14864 235900 SH SHARED 10 212600 23300 D TELEFLEX INC COM 87936910 53 854 SH SHARED 21 854 D TELEFLEX INC COM 87936910 75 1200 SH SHR/OTHR 23 1200 D TELEFONICA DE ARGENTINA S A SPONSORED ADR 87937840 4 300 SH SHARED 300 D TELEFONICA S A SPONSORED ADR 87938220 0 2 SH SHARED 2 D TELEFONICA S A SPONSORED ADR 87938220 2495 25572 SH SHARED 25572 D TELEFONICA S A SPONSORED ADR 87938220 1000 10252 SH SHARED 01 7462 2790 D TELEFONICA S A SPONSORED ADR 87938220 156 1600 SH SHR/OTHR 01 1600 D TELEFONICA S A SPONSORED ADR 87938220 50 518 SH SHARED 02 518 D TELEFONICA S A SPONSORED ADR 87938220 860 8820 SH SHARED 20 6263 2557 D TELEFONICA S A SPONSORED ADR 87938220 1401 14365 SH SHR/OTHR 20 14365 D TELEFONICA S A SPONSORED ADR 87938220 23 245 SH SHR/OTHR 21 245 D TELEFONICA S A SPONSORED ADR 87938220 24 250 SH SHARED 22 250 D TELEFONICA S A SPONSORED ADR 87938220 131 1350 SH SHR/OTHR 23 1350 D TELEFONOS DE MEXICO S A B SPON ADR ORD L 87940378 8780 238337 SH SHARED 238337 D TELEFONOS DE MEXICO S A B SPON ADR ORD L 87940378 169 4600 SH SHARED 01 4600 D TELEFONOS DE MEXICO S A B SPON ADR ORD L 87940378 2578 70000 SH SHARED 02 70000 D TELEFONOS DE MEXICO S A B SPON ADR ORD L 87940378 3684 100000 SH SHARED 04 100000 D TELEFONOS DE MEXICO S A B SPON ADR ORD L 87940378 4630 125700 SH SHARED 14 125700 D TELEFONOS DE MEXICO S A B SPON ADR ORD L 87940378 197 5360 SH SHARED 20 5360 D TELEPHONE & DATA SYS INC COM 87943310 5354 85528 SH SHARED 26928 58600 D TELEPHONE & DATA SYS INC COM 87943310 3111 49700 SH SHARED 01 16600 33100 D TELEPHONE & DATA SYS INC COM 87943310 333 5334 SH SHARED 02 5334 D TELEPHONE & DATA SYS INC COM 87943310 3130 50000 SH SHARED 04 50000 D TELEPHONE & DATA SYS INC COM 87943310 28 450 SH SHARED 06 450 D TELEPHONE & DATA SYS INC COM 87943310 21894 349757 SH SHARED 10 322957 26800 D TELEPHONE & DATA SYS INC COM 87943310 93 1500 SH SHARED 23 1500 D TELEPHONE & DATA SYS INC SPL COM 87943386 2426 42129 SH SHARED 42129 D TELEPHONE & DATA SYS INC SPL COM 87943386 322 5600 SH SHARED 01 5600 D TELEPHONE & DATA SYS INC SPL COM 87943386 31 547 SH SHARED 02 547 D TELEPHONE & DATA SYS INC SPL COM 87943386 15 267 SH SHARED 14 267 D TELEPHONE & DATA SYS INC SPL COM 87943386 106 1850 SH SHARED 21 1850 D TELEPHONE & DATA SYS INC SPL COM 87943386 86 1500 SH SHARED 23 1500 D TELEMIG CELULAR PART S A SPON ADR PFD 87944E10 270 4824 SH SHARED 4824 D TELESTONE TECHNOLOGIES CORP COM 87953J10 58 8912 SH SHARED 8912 D TELIK INC COM 87959M10 3 1127 SH SHARED 1127 D TELIK INC COM 87959M10 3 1007 SH SHARED 02 1007 D TELKOM SA LTD SPONSORED ADR 87960310 16 205 SH SHARED 205 D TELKOM SA LTD SPONSORED ADR 87960310 13 170 SH SHARED 21 170 D TELKONET INC COM 87960410 1 1636 SH SHARED 1636 D TELLABS INC COM 87966410 6352 971279 SH SHARED 971279 D TELLABS INC COM 87966410 284 43475 SH SHARED 01 43475 D TELLABS INC COM 87966410 2475 378532 SH SHARED 02 378532 D TELLABS INC COM 87966410 23 3610 SH SHARED 06 3610 D TELLABS INC COM 87966410 1194 182646 SH SHARED 10 182646 D TELLABS INC COM 87966410 8 1254 SH SHARED 14 1254 D TELULAR CORP COM NEW 87970T20 2 421 SH SHARED 421 D TELUS CORP NON-VTG SHS 87971M20 1731 35880 SH SHARED 35880 D TELUS CORP NON-VTG SHS 87971M20 67 1396 SH SHARED 01 1396 D TELUS CORP NON-VTG SHS 87971M20 1394 28900 SH SHARED 02 28900 D TELUS CORP NON-VTG SHS 87971M20 28 600 SH SHARED 06 600 D TELUS CORP NON-VTG SHS 87971M20 545 11300 SH SHARED 10 11300 D TELUS CORP NON-VTG SHS 87971M20 369 7655 SH SHARED 14 7655 D TEMECULA VY BANCORP INC CA COM 87972L10 211 18036 SH SHARED 18036 D TEMPLE INLAND INC COM 87986810 35987 1726032 SH SHARED 1726032 D TEMPLE INLAND INC COM 87986810 394 18904 SH SHARED 01 14944 3960 D TEMPLE INLAND INC COM 87986810 80 3879 SH SHARED 02 3879 D TEMPLE INLAND INC COM 87986810 18 870 SH SHARED 06 870 D TEMPLE INLAND INC COM 87986810 3125 149900 SH SHARED 10 149900 D TEMPLE INLAND INC COM 87986810 6 300 SH SHARED 14 300 D TEMPLE INLAND INC COM 87986810 93 4500 SH SHARED 20 4500 D TEMPLE INLAND INC COM 87986810 1083 51960 SH SHR/OTHR 20 51960 D TEMPLE INLAND INC EX-DISTRIB 87986811 171 9500 SH SHARED 9500 D TEMPLE INLAND INC EX-DISTRIB 87986811 568 31600 SH SHARED 01 31600 D TEMPLE INLAND INC EX-DISTRIB 87986811 939 52200 SH SHARED 14 52200 D TELETECH HOLDINGS INC COM 87993910 417 19625 SH SHARED 19625 D TELETECH HOLDINGS INC COM 87993910 350 16500 SH SHARED 01 16500 D TELETECH HOLDINGS INC COM 87993910 955 44900 SH SHARED 10 44900 D TEMPLETON DRAGON FD INC COM 88018T10 296 9607 SH SHARED 9607 D TEMPLETON DRAGON FD INC COM 88018T10 309 10000 SH SHARED 01 10000 D TEMPLETON DRAGON FD INC COM 88018T10 80 2600 SH SHR/OTHR 01 2600 D TEMPLETON DRAGON FD INC COM 88018T10 216 7000 SH SHARED 23 7000 D TEMPLETON EMERGING MKTS FD I COM 88019110 22 952 SH SHARED 952 D TEMPLETON EMERGING MKTS FD I COM 88019110 278 12000 SH SHR/OTHR 23 12000 D TEMPLETON EMERG MKTS INCOME COM 88019210 0 45 SH SHARED 45 D TEMPLETON EMERG MKTS INCOME COM 88019210 2196 166914 SH SHR/OTHR 23 166914 D TEMPLETON RUS AND EAST EUR F COM 88022F10 1125 15000 SH SHARED 15000 D TEMPUR PEDIC INTL INC COM 88023U10 641 24697 SH SHARED 24697 D TEMPUR PEDIC INTL INC COM 88023U10 381 14700 SH SHARED 01 14700 D TEMPUR PEDIC INTL INC COM 88023U10 17 675 SH SHARED 02 675 D TEMPUR PEDIC INTL INC COM 88023U10 711 27403 SH SHARED 10 27403 D TEMPUR PEDIC INTL INC COM 88023U10 18 706 SH SHARED 21 706 D TENARIS S A SPONSORED ADR 88031M10 89 2000 SH SHARED 2000 D TENARIS S A SPONSORED ADR 88031M10 18078 404161 SH SHARED 210561 193600 D TENARIS S A SPONSORED ADR 88031M10 22147 495135 SH SHARED 01 495135 D TENARIS S A SPONSORED ADR 88031M10 7698 172100 SH SHARED 04 172100 D TENARIS S A SPONSORED ADR 88031M10 81323 1818100 SH SHARED 10 1641700 176400 D TENARIS S A SPONSORED ADR 88031M10 3099 69300 SH SHARED 14 69300 D TENARIS S A SPONSORED ADR 88031M10 2509 56100 SH SHARED 24 56100 D TENET HEALTHCARE CORP COM 88033G10 5757 1133362 SH SHARED 1133362 D TENET HEALTHCARE CORP COM 88033G10 329 64900 SH SHARED 01 64900 D TENET HEALTHCARE CORP COM 88033G10 95 18853 SH SHARED 02 18853 D TENET HEALTHCARE CORP COM 88033G10 1075 211698 SH SHARED 10 211698 D TENGASCO INC COM NEW 88033R20 0 989 SH SHARED 989 D TENNANT CO COM 88034510 1 40 SH SHARED 40 D TENNECO INC COM 88034910 27 1067 SH SHARED 1 1066 D TENNECO INC COM 88034910 1927 73918 SH SHARED 73918 D TENNECO INC COM 88034910 39 1520 SH SHARED 01 1520 D TENNECO INC COM 88034910 14 575 SH SHARED 02 575 D TENNECO INC COM 88034910 8252 316534 SH SHARED 04 316534 D TENNECO INC COM 88034910 4609 176817 SH SHARED 05 176817 D TENNECO INC COM 88034910 332 12758 SH SHARED 06 12758 D TENNECO INC COM 88034910 590 22655 SH SHARED 10 22655 D TENNESSEE COMMERCE BANCORP I COM 88043P10 3 123 SH SHARED 123 D TERADATA CORP DEL COM 88076W10 5639 205754 SH SHARED 205754 D TERADATA CORP DEL COM 88076W10 611 22296 SH SHARED 01 21460 836 D TERADATA CORP DEL COM 88076W10 73 2692 SH SHARED 02 2692 D TERADATA CORP DEL COM 88076W10 5981 218209 SH SHARED 10 218209 D TERADATA CORP DEL COM 88076W10 8 310 SH SHARED 21 310 D TERADYNE INC COM 88077010 6082 588273 SH SHARED 588273 D TERADYNE INC COM 88077010 187 18100 SH SHARED 01 17800 300 D TERADYNE INC COM 88077010 229 22241 SH SHARED 02 22241 D TERADYNE INC COM 88077010 2922 282662 SH SHARED 10 282662 D TERADYNE INC COM 88077010 3 300 SH SHARED 14 300 D TEREX CORP NEW COM 88077910 2272 34663 SH SHARED 25154 9509 D TEREX CORP NEW COM 88077910 26639 406275 SH SHARED 406275 D TEREX CORP NEW COM 88077910 10574 161266 SH SHARED 01 131097 30169 D TEREX CORP NEW COM 88077910 1908 29102 SH SHR/OTHR 01 29102 D TEREX CORP NEW COM 88077910 1936 29527 SH SHARED 02 29527 D TEREX CORP NEW COM 88077910 651 9931 SH SHARED 04 9931 D TEREX CORP NEW COM 88077910 68 1050 SH SHARED 06 1050 D TEREX CORP NEW COM 88077910 52022 793395 SH SHARED 10 791780 1615 D TEREX CORP NEW COM 88077910 59 900 SH SHARED 14 900 D TEREX CORP NEW COM 88077910 4833 73715 SH SHARED 19 73715 D TEREX CORP NEW COM 88077910 1992 30390 SH SHARED 20 24235 6155 D TEREX CORP NEW COM 88077910 273 4175 SH SHR/OTHR 20 4175 D TEREX CORP NEW COM 88077910 152 2328 SH SHARED 22 2085 243 D TEREX CORP NEW COM 88077910 54 825 SH SHR/OTHR 22 825 D TEREX CORP NEW COM 88077910 517 7894 SH SHARED 23 7434 460 D TEREX CORP NEW COM 88077910 253 3861 SH SHR/OTHR 23 3861 D TERCICA INC COM 88078L10 342 50527 SH SHARED 50527 D TERCICA INC COM 88078L10 3156 465545 SH SHARED 04 465545 D TERNIUM SA SPON ADR 88089010 2104 52471 SH SHARED 52471 D TERNIUM SA SPON ADR 88089010 2181 54400 SH SHARED 01 54400 D TERNIUM SA SPON ADR 88089010 2406 60000 SH SHARED 04 60000 D TERNIUM SA SPON ADR 88089010 9490 236600 SH SHARED 10 236600 D TERNIUM SA SPON ADR 88089010 1363 34000 SH SHARED 24 34000 D TERRA INDS INC COM 88091510 15388 322208 SH SHARED 322208 D TERRA INDS INC COM 88091510 1732 36275 SH SHARED 01 8275 28000 D TERRA INDS INC COM 88091510 210 4398 SH SHARED 02 4398 D TERRA INDS INC COM 88091510 14328 300000 SH SHARED 05 300000 D TERRA INDS INC COM 88091510 54236 1135600 SH SHARED 10 1135600 D TERRA INDS INC COM 88091510 4 95 SH SHARED 21 95 D TERRA NITROGEN CO L P COM UNIT 88100520 84 562 SH SHARED 562 D TERREMARK WORLDWIDE INC COM NEW 88144820 394 60678 SH SHARED 60678 D TERREMARK WORLDWIDE INC COM NEW 88144820 6 1000 SH SHARED 01 1000 D TERRESTAR CORP COM 88145110 812 112132 SH SHARED 112132 D TERRESTAR CORP COM 88145110 54 7500 SH SHARED 01 7500 D TESCO CORP COM 88157K10 14 507 SH SHARED 507 D TESORO CORP COM 88160910 34275 718563 SH SHARED 660063 58500 D TESORO CORP COM 88160910 1600 33544 SH SHARED 01 32324 1220 D TESORO CORP COM 88160910 41 875 SH SHR/OTHR 01 875 D TESORO CORP COM 88160910 107 2262 SH SHARED 02 2262 D TESORO CORP COM 88160910 2 60 SH SHARED 05 60 D TESORO CORP COM 88160910 71 1500 SH SHARED 06 1500 D TESORO CORP COM 88160910 66861 1401700 SH SHARED 10 1391900 9800 D TESORO CORP COM 88160910 23 500 SH SHARED 14 500 D TESORO CORP COM 88160910 23 502 SH SHARED 20 502 D TESORO CORP COM 88160910 5 105 SH SHARED 21 105 D TESORO CORP COM 88160910 6 135 SH SHR/OTHR 21 135 D TESORO CORP COM 88160910 4 100 SH SHARED 22 100 D TETRA TECHNOLOGIES INC DEL COM 88162F10 260 16740 SH SHARED 16740 D TETRA TECHNOLOGIES INC DEL COM 88162F10 89 5770 SH SHARED 01 5770 D TETRA TECHNOLOGIES INC DEL COM 88162F10 319 20535 SH SHARED 10 20535 D TETRA TECH INC NEW COM 88162G10 20 943 SH SHARED 943 D TETRA TECH INC NEW COM 88162G10 238 11074 SH SHARED 11074 D TETRA TECH INC NEW COM 88162G10 82 3848 SH SHARED 02 3848 D TETRA TECH INC NEW COM 88162G10 11796 548660 SH SHARED 04 548660 D TETRA TECH INC NEW COM 88162G10 10990 511191 SH SHARED 05 511191 D TETRA TECH INC NEW COM 88162G10 473 22004 SH SHARED 06 22004 D TETRA TECH INC NEW COM 88162G10 1019 47414 SH SHARED 10 47414 D TEVA PHARMACEUTICAL INDS LTD ADR 88162420 3040 65410 SH SHARED 65410 D TEVA PHARMACEUTICAL INDS LTD ADR 88162420 2161 46500 SH SHARED 01 46500 D TEVA PHARMACEUTICAL INDS LTD ADR 88162420 37 800 SH SHR/OTHR 01 800 D TEVA PHARMACEUTICAL INDS LTD ADR 88162420 756 16280 SH SHARED 02 16280 D TEVA PHARMACEUTICAL INDS LTD ADR 88162420 36177 778346 SH SHARED 04 778346 D TEVA PHARMACEUTICAL INDS LTD ADR 88162420 5577 120000 SH SHARED 16 120000 D TEVA PHARMACEUTICAL INDS LTD ADR 88162420 13 300 SH SHARED 20 300 D TEVA PHARMACEUTICAL INDS LTD ADR 88162420 94 2030 SH SHARED 21 2030 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 TEVA PHARMACEUTICAL FIN LLC DBCV 0.250% 2/0 88163VAE 25 25000 PRN SHARED 02 25000 D TESSERA TECHNOLOGIES INC COM 88164L10 4143 99602 SH SHARED 99602 D TESSERA TECHNOLOGIES INC COM 88164L10 33 800 SH SHARED 01 800 D TESSERA TECHNOLOGIES INC COM 88164L10 96 2319 SH SHARED 02 2319 D TESSERA TECHNOLOGIES INC COM 88164L10 2912 70000 SH SHARED 04 70000 D TESSERA TECHNOLOGIES INC COM 88164L10 40293 968600 SH SHARED 10 968600 D TEVA PHARMACEUTICAL FIN II L DBCV 0.500% 2/0 88164RAA 688 550000 PRN SHARED 550000 D TEVA PHARMACEUTICAL FIN II L DBCV 0.500% 2/0 88164RAA 732 585000 PRN SHARED 02 585000 D TEVA PHARMACEUTICAL FIN II L DBCV 0.250% 2/0 88164RAB 6130 4488000 PRN SHARED 02 4488000 D TEVA PHARMACEUTICAL FIN CO B NOTE 1.750% 2/0 88165FAA 8325 7500000 PRN SHARED 7500000 D TEXAS CAPITAL BANCSHARES INC COM 88224Q10 346 18975 SH SHARED 18975 D TEXAS CAPITAL BANCSHARES INC COM 88224Q10 312 17100 SH SHARED 10 17100 D TEXAS INDS INC COM 88249110 1614 23026 SH SHARED 23026 D TEXAS INDS INC COM 88249110 10051 143392 SH SHARED 10 143392 D TEXAS INDS INC COM 88249110 14 200 SH SHARED 23 200 D TEXAS INDS INC COM 88249110 14 200 SH SHR/OTHR 23 200 D TEXAS INSTRS INC COM 88250810 13 400 SH SHARED 400 D TEXAS INSTRS INC COM 88250810 166750 4992528 SH SHARED 4992438 90 D TEXAS INSTRS INC COM 88250810 9832 294391 SH SHARED 01 221648 72743 D TEXAS INSTRS INC COM 88250810 787 23580 SH SHR/OTHR 01 23580 D TEXAS INSTRS INC COM 88250810 4483 134223 SH SHARED 02 134223 D TEXAS INSTRS INC COM 88250810 8236 246600 SH SHARED 04 246600 D TEXAS INSTRS INC COM 88250810 20 600 SH SHARED 05 600 D TEXAS INSTRS INC COM 88250810 1362 40790 SH SHARED 06 40790 D TEXAS INSTRS INC COM 88250810 35827 1072678 SH SHARED 10 1070738 1940 D TEXAS INSTRS INC COM 88250810 1891 56639 SH SHARED 14 56639 D TEXAS INSTRS INC COM 88250810 1670 50000 SH SHARED 15 50000 D TEXAS INSTRS INC COM 88250810 37 1110 SH SHARED 19 1110 D TEXAS INSTRS INC COM 88250810 2742 82115 SH SHARED 20 27115 55000 D TEXAS INSTRS INC COM 88250810 3965 118725 SH SHR/OTHR 20 118725 D TEXAS INSTRS INC COM 88250810 160 4794 SH SHARED 21 4520 274 D TEXAS INSTRS INC COM 88250810 39 1170 SH SHR/OTHR 21 1170 D TEXAS INSTRS INC COM 88250810 11 350 SH SHARED 22 350 D TEXAS INSTRS INC COM 88250810 153 4603 SH SHR/OTHR 22 4603 D TEXAS INSTRS INC COM 88250810 1184 35461 SH SHARED 23 34861 600 D TEXAS INSTRS INC COM 88250810 3070 91940 SH SHR/OTHR 23 91940 D TEXAS PAC LD TR SUB CTF PROP I T 88261010 671 15000 SH SHARED 15000 D TEXAS ROADHOUSE INC CL A 88268110 277 25134 SH SHARED 25134 D THAI FD INC COM 88290410 58 4448 SH SHARED 4448 D THAI CAP FD INC COM NEW 88290520 6 481 SH SHARED 481 D TEXTRON INC COM 88320310 30811 432144 SH SHARED 432144 D TEXTRON INC COM 88320310 3852 54038 SH SHARED 01 40438 13600 D TEXTRON INC COM 88320310 805 11304 SH SHARED 02 11304 D TEXTRON INC COM 88320310 3850 54000 SH SHARED 04 54000 D TEXTRON INC COM 88320310 7 100 SH SHARED 05 100 D TEXTRON INC COM 88320310 5866 82280 SH SHARED 06 82280 D TEXTRON INC COM 88320310 11269 158054 SH SHARED 10 158054 D TEXTRON INC COM 88320310 548 7695 SH SHARED 14 7695 D TEXTRON INC COM 88320310 3674 51534 SH SHARED 16 51534 D TEXTRON INC COM 88320310 114 1600 SH SHARED 21 1600 D TEXTRON INC COM 88320310 238 3350 SH SHARED 23 3350 D THE BANK HOLDINGS INC COM 88331E10 20 2326 SH SHARED 2326 D THE9 LTD ADR 88337K10 52 2456 SH SHARED 2456 D THERAGENICS CORP COM 88337510 2 760 SH SHARED 760 D THERAGENICS CORP COM 88337510 11 3075 SH SHARED 02 3075 D THERAVANCE INC COM 88338T10 29 1517 SH SHARED 1517 D THERAVANCE INC COM 88338T10 278 14286 SH SHARED 01 14286 D THERAVANCE INC COM 88338T10 4 250 SH SHARED 02 250 D THERAVANCE INC COM 88338T10 30 1550 SH SHARED 10 1550 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 2503 43405 SH SHARED 34192 9213 D THERMO FISHER SCIENTIFIC INC COM 88355610 51511 893054 SH SHARED 893054 D THERMO FISHER SCIENTIFIC INC COM 88355610 17510 303578 SH SHARED 01 259273 44305 D THERMO FISHER SCIENTIFIC INC COM 88355610 2110 36588 SH SHR/OTHR 01 36588 D THERMO FISHER SCIENTIFIC INC COM 88355610 4036 69982 SH SHARED 02 69982 D THERMO FISHER SCIENTIFIC INC COM 88355610 574 9960 SH SHARED 04 9960 D THERMO FISHER SCIENTIFIC INC COM 88355610 86643 1502145 SH SHARED 04 1502145 D THERMO FISHER SCIENTIFIC INC COM 88355610 2976 51610 SH SHARED 05 51610 D THERMO FISHER SCIENTIFIC INC COM 88355610 57606 998730 SH SHARED 06 998730 D THERMO FISHER SCIENTIFIC INC COM 88355610 67321 1167151 SH SHARED 10 1128891 38260 D THERMO FISHER SCIENTIFIC INC COM 88355610 412 7154 SH SHARED 14 5600 1554 D THERMO FISHER SCIENTIFIC INC COM 88355610 5594 97000 SH SHARED 15 97000 D THERMO FISHER SCIENTIFIC INC COM 88355610 8401 145660 SH SHARED 16 145660 D THERMO FISHER SCIENTIFIC INC COM 88355610 4931 85500 SH SHARED 19 85500 D THERMO FISHER SCIENTIFIC INC COM 88355610 1979 34322 SH SHARED 20 28205 6117 D THERMO FISHER SCIENTIFIC INC COM 88355610 120 2090 SH SHR/OTHR 20 2090 D THERMO FISHER SCIENTIFIC INC COM 88355610 31 550 SH SHARED 21 550 D THERMO FISHER SCIENTIFIC INC COM 88355610 791 13719 SH SHARED 22 11600 2119 D THERMO FISHER SCIENTIFIC INC COM 88355610 37 650 SH SHR/OTHR 22 650 D THERMO FISHER SCIENTIFIC INC COM 88355610 2189 37963 SH SHARED 23 22293 15670 D THERMO FISHER SCIENTIFIC INC COM 88355610 1170 20289 SH SHR/OTHR 23 20289 D THERMO FISHER SCIENTIFIC INC COM 88355610 69 1200 SH SHARED 24 1200 D THERMOGENESIS CORP COM NEW 88362320 2 1432 SH SHARED 1432 D THESTREET COM COM 88368Q10 424 26665 SH SHARED 26665 D THESTREET COM COM 88368Q10 4 256 SH SHARED 02 256 D THINK PARTNERSHIP INC COM 88409N10 192 126757 SH SHARED 126757 D THINKENGINE NETWORKS INC COM 88409U10 0 144 SH SHARED 144 D THIRD WAVE TECHNOLOGIES INC COM 88428W10 258 26819 SH SHARED 26819 D THIRD WAVE TECHNOLOGIES INC COM 88428W10 49 5100 SH SHARED 02 5100 D THOMAS & BETTS CORP COM 88431510 865 17650 SH SHARED 17650 D THOMAS & BETTS CORP COM 88431510 1493 30445 SH SHARED 30445 D THOMAS & BETTS CORP COM 88431510 3959 80741 SH SHARED 01 60400 20341 D THOMAS & BETTS CORP COM 88431510 109 2240 SH SHR/OTHR 01 2240 D THOMAS & BETTS CORP COM 88431510 623 12715 SH SHARED 02 12715 D THOMAS & BETTS CORP COM 88431510 8396 171214 SH SHARED 10 171214 D THOMAS & BETTS CORP COM 88431510 494 10085 SH SHARED 20 8795 1290 D THOMAS & BETTS CORP COM 88431510 1839 37500 SH SHARED 23 19500 18000 D THOMAS GROUP INC COM 88440210 41 5624 SH SHARED 5624 D THOMAS GROUP INC COM 88440210 0 14 SH SHARED 02 14 D THOMAS PPTYS GROUP INC COM 88445310 0 34 SH SHARED 34 D THOMAS PPTYS GROUP INC COM 88445310 4581 425000 SH SHARED 10 425000 D THOMAS WEISEL PARTNERS GRP I COM 88448110 77 5655 SH SHARED 5655 D THOMAS WEISEL PARTNERS GRP I COM 88448110 521 38000 SH SHR/OTHR 01 38000 D THOMAS WEISEL PARTNERS GRP I COM 88448110 93 6800 SH SHARED 10 6800 D THOMPSON CREEK METALS CO INC COM 88476810 34 2000 SH SHARED 2000 D THOMPSON CREEK METALS CO INC COM 88476810 0 1 SH SHARED 04 1 D THOMSON CORP COM 88490310 69 1717 SH SHARED 1717 D THOMSON CORP COM 88490310 7386 181266 SH SHARED 181266 D THOMSON CORP COM 88490310 158 3897 SH SHARED 01 3897 D THOMSON CORP COM 88490310 8 200 SH SHARED 05 200 D THOMSON CORP COM 88490310 52 1300 SH SHARED 06 1300 D THOMSON CORP COM 88490310 819 20100 SH SHARED 10 20100 D THOMSON CORP COM 88490310 153 3769 SH SHARED 14 3769 D THOMSON SPONSORED ADR 88511810 50 3615 SH SHARED 3615 D THOR INDS INC COM 88516010 158 4182 SH SHARED 4182 D THOR INDS INC COM 88516010 456 12000 SH SHARED 01 300 11700 D THOR INDS INC COM 88516010 206 5440 SH SHARED 02 5440 D THOR INDS INC COM 88516010 79 2100 SH SHARED 10 2100 D THOR INDS INC COM 88516010 38 1005 SH SHARED 21 1005 D THORATEC CORP NOTE 1.379% 5/1 885175AB 1332 2000000 PRN SHARED 2000000 D THORATEC CORP COM NEW 88517530 52 2875 SH SHARED 02 2875 D THORATEC CORP COM NEW 88517530 7914 435085 SH SHARED 10 435085 D THORNBURG MTG INC COM 88521810 1620 175353 SH SHARED 175353 D THORNBURG MTG INC COM 88521810 150 16300 SH SHARED 01 16300 D THORNBURG MTG INC COM 88521810 78 8500 SH SHARED 10 8500 D THORNBURG MTG INC PFD CONV SER F 88521870 32212 1342200 SH SHARED 1342200 D 3COM CORP COM 88553510 4167 921967 SH SHARED 915967 6000 D 3COM CORP COM 88553510 568 125750 SH SHARED 01 450 125300 D 3COM CORP COM 88553510 84 18788 SH SHARED 02 18788 D 3COM CORP COM 88553510 579 128200 SH SHARED 10 128200 D 3-D SYS CORP DEL COM NEW 88554D20 1 67 SH SHARED 67 D 3SBIO INC SPONSORED ADR 88575Y10 86 5794 SH SHARED 5794 D 3M CO COM 88579Y10 426 5060 SH SHARED 5060 D 3M CO COM 88579Y10 153678 1822566 SH SHARED 1819166 3400 D 3M CO COM 88579Y10 12793 151726 SH SHARED 01 101246 50480 D 3M CO COM 88579Y10 1914 22700 SH SHR/OTHR 01 22700 D 3M CO COM 88579Y10 1489 17661 SH SHARED 02 17661 D 3M CO COM 88579Y10 86 1020 SH SHARED 04 1020 D 3M CO COM 88579Y10 42228 500810 SH SHARED 04 500810 D 3M CO COM 88579Y10 22 270 SH SHARED 05 270 D 3M CO COM 88579Y10 603 7160 SH SHARED 06 7160 D 3M CO COM 88579Y10 331088 3926576 SH SHARED 10 3926176 400 D 3M CO COM 88579Y10 33 400 SH SHR/OTHR 10 400 D 3M CO COM 88579Y10 980 11627 SH SHARED 14 11627 D 3M CO COM 88579Y10 4091 48521 SH SHARED 20 15005 33516 D 3M CO COM 88579Y10 3688 43748 SH SHR/OTHR 20 43748 D 3M CO COM 88579Y10 937 11122 SH SHARED 21 5947 5175 D 3M CO COM 88579Y10 252 3000 SH SHARED 22 3000 D 3M CO COM 88579Y10 113 1350 SH SHR/OTHR 22 1350 D 3M CO COM 88579Y10 10281 121935 SH SHARED 23 120935 1000 D 3M CO COM 88579Y10 9646 114400 SH SHR/OTHR 23 114400 D THRESHOLD PHARMACEUTICAL INC COM 88580710 47 89056 SH SHARED 89056 D TIBCO SOFTWARE INC COM 88632Q10 15 1900 SH SHARED 1900 D TIBCO SOFTWARE INC COM 88632Q10 2517 311927 SH SHARED 311927 D TIBCO SOFTWARE INC COM 88632Q10 59 7337 SH SHARED 02 7337 D TIBCO SOFTWARE INC COM 88632Q10 403 50000 SH SHARED 04 50000 D TIBCO SOFTWARE INC COM 88632Q10 526 65300 SH SHARED 10 65300 D TIDELANDS BANCSHARES INC COM 88637410 1 111 SH SHARED 111 D TIDEWATER INC COM 88642310 5472 99745 SH SHARED 99745 D TIDEWATER INC COM 88642310 1733 31600 SH SHARED 01 14800 16800 D TIDEWATER INC COM 88642310 142 2598 SH SHARED 02 2598 D TIDEWATER INC COM 88642310 8694 158490 SH SHARED 10 158490 D TIDEWATER INC COM 88642310 5 105 SH SHARED 21 105 D TIER TECHNOLOGIES INC CL B 88650Q10 4 484 SH SHARED 484 D TIER TECHNOLOGIES INC CL B 88650Q10 9 1125 SH SHARED 02 1125 D TIERONE CORP COM 88650R10 174 7900 SH SHARED 10 7900 D TIFFANY & CO NEW COM 88654710 13403 291188 SH SHARED 291188 D TIFFANY & CO NEW COM 88654710 735 15970 SH SHARED 01 15745 225 D TIFFANY & CO NEW COM 88654710 1097 23845 SH SHARED 02 23845 D TIFFANY & CO NEW COM 88654710 5 130 SH SHARED 05 130 D TIFFANY & CO NEW COM 88654710 51 1120 SH SHARED 06 1120 D TIFFANY & CO NEW COM 88654710 56237 1221761 SH SHARED 10 1191661 30100 D TIFFANY & CO NEW COM 88654710 1012 22000 SH SHARED 20 1780 20220 D TIFFANY & CO NEW COM 88654710 18 400 SH SHR/OTHR 20 400 D TIFFANY & CO NEW COM 88654710 846 18400 SH SHARED 23 5900 12500 D TIFFANY & CO NEW COM 88654710 460 10000 SH SHR/OTHR 23 10000 D TIFFANY & CO NEW COM 88654710 46 1000 SH SHARED 24 1000 D TIM HORTONS INC COM 88706M10 5804 157170 SH SHARED 157170 D TIM HORTONS INC COM 88706M10 5055 136898 SH SHARED 01 100838 36060 D TIM HORTONS INC COM 88706M10 802 21720 SH SHR/OTHR 01 21720 D TIM HORTONS INC COM 88706M10 231 6266 SH SHARED 02 6266 D TIM HORTONS INC COM 88706M10 42 1164 SH SHARED 06 1164 D TIM HORTONS INC COM 88706M10 2709 73363 SH SHARED 10 73363 D TIM HORTONS INC COM 88706M10 34 930 SH SHARED 20 860 70 D TIM HORTONS INC COM 88706M10 2 75 SH SHR/OTHR 20 75 D TIM HORTONS INC COM 88706M10 7 200 SH SHARED 21 200 D TIM HORTONS INC COM 88706M10 170 4628 SH SHARED 22 4143 485 D TIM HORTONS INC COM 88706M10 36 1000 SH SHR/OTHR 22 1000 D TIM HORTONS INC COM 88706M10 664 17992 SH SHARED 23 14892 3100 D TIM HORTONS INC COM 88706M10 113 3085 SH SHR/OTHR 23 3085 D TIM PARTICIPACOES S A SPONS ADR PFD 88706P10 262 7500 SH SHARED 7500 D TIM PARTICIPACOES S A SPONS ADR PFD 88706P10 50 1432 SH SHARED 1432 D TIM PARTICIPACOES S A SPONS ADR PFD 88706P10 3145 90000 SH SHARED 04 90000 D TIM PARTICIPACOES S A SPONS ADR PFD 88706P10 13913 398100 SH SHARED 10 398100 D TIMBERLAND BANCORP INC COM 88709810 12 1061 SH SHARED 1061 D TIMBERLAND CO CL A 88710010 85 4711 SH SHARED 4711 D TIMBERLAND CO CL A 88710010 685 37897 SH SHARED 01 22097 15800 D TIMBERLAND CO CL A 88710010 42 2350 SH SHARED 02 2350 D TIMBERLAND CO CL A 88710010 197 10900 SH SHARED 10 10900 D TIME WARNER INC COM 88731710 3 225 SH SHARED 225 D TIME WARNER INC COM 88731710 192073 11633750 SH SHARED 1628885 4865 D TIME WARNER INC COM 88731710 8916 540086 SH SHARED 01 416769 123317 D TIME WARNER INC COM 88731710 3033 183746 SH SHR/OTHR 01 183746 D TIME WARNER INC COM 88731710 2386 144565 SH SHARED 02 144565 D TIME WARNER INC COM 88731710 637 38600 SH SHARED 04 38600 D TIME WARNER INC COM 88731710 162640 9851000 SH SHARED 04 9851000 D TIME WARNER INC COM 88731710 26 1610 SH SHARED 05 1610 D TIME WARNER INC COM 88731710 4520 273780 SH SHARED 06 273780 D TIME WARNER INC COM 88731710 43385 2627839 SH SHARED 10 2557839 70000 D TIME WARNER INC COM 88731710 2070 125436 SH SHARED 14 78000 47436 D TIME WARNER INC COM 88731710 4080 247180 SH SHARED 15 247180 D TIME WARNER INC COM 88731710 188 11400 SH SHARED 19 11400 D TIME WARNER INC COM 88731710 1002 60712 SH SHARED 20 4700 56012 D TIME WARNER INC COM 88731710 6831 413793 SH SHR/OTHR 20 413793 D TIME WARNER INC COM 88731710 36 2240 SH SHARED 21 1600 640 D TIME WARNER INC COM 88731710 41 2500 SH SHR/OTHR 21 2500 D TIME WARNER INC COM 88731710 437 26529 SH SHARED 22 24129 2400 D TIME WARNER INC COM 88731710 757 45875 SH SHR/OTHR 22 45875 D TIME WARNER INC COM 88731710 2011 121859 SH SHARED 23 94469 27390 D TIME WARNER INC COM 88731710 3039 184100 SH SHR/OTHR 23 184100 D TIME WARNER TELECOM INC DBCV 2.375% 4/0 887319AC 10176 8000000 PRN SHARED 8000000 D TIME WARNER TELECOM INC CL A 88731910 2196 108249 SH SHARED 108249 D TIME WARNER TELECOM INC CL A 88731910 260 12840 SH SHARED 01 12840 D TIME WARNER TELECOM INC CL A 88731910 1162 57300 SH SHARED 10 57300 D TIME WARNER CABLE INC CL A 88732J10 2427 87960 SH SHARED 87960 D TIME WARNER CABLE INC CL A 88732J10 11293 409202 SH SHARED 02 409202 D TIME WARNER CABLE INC CL A 88732J10 552 20000 SH SHARED 04 20000 D TIME WARNER CABLE INC CL A 88732J10 27 1000 SH SHARED 06 1000 D TIME WARNER CABLE INC CL A 88732J10 151 5500 SH SHARED 10 5500 D TIME WARNER CABLE INC CL A 88732J10 73 2670 SH SHARED 21 2670 D TIMKEN CO COM 88738910 315 9618 SH SHARED 9618 D TIMKEN CO COM 88738910 1070 32600 SH SHARED 01 32600 D TIMKEN CO COM 88738910 149 4538 SH SHARED 02 4538 D TIMKEN CO COM 88738910 151 4600 SH SHARED 10 4600 D TIMKEN CO COM 88738910 43 1323 SH SHARED 20 1323 D TIMKEN CO COM 88738910 11 365 SH SHARED 21 365 D TITAN INTL INC ILL COM 88830M10 502 16059 SH SHARED 16059 D TITAN INTL INC ILL COM 88830M10 31 1000 SH SHARED 10 1000 D TITAN MACHY INC COM 88830R10 2 156 SH SHARED 156 D TITAN PHARMACEUTICALS INC DE COM 88831410 1 1159 SH SHARED 1159 D TITANIUM METALS CORP COM NEW 88833920 6332 239428 SH SHARED 239428 D TITANIUM METALS CORP COM NEW 88833920 260 9850 SH SHARED 01 9850 D TITANIUM METALS CORP COM NEW 88833920 34 1303 SH SHARED 02 1303 D TITANIUM METALS CORP COM NEW 88833920 922 34860 SH SHARED 10 34860 D TIVO INC COM 88870610 14964 1794335 SH SHARED 1794335 D TIVO INC COM 88870610 79 9500 SH SHARED 01 9500 D TIVO INC COM 88870610 15 1800 SH SHARED 02 1800 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 5487 273556 SH SHARED 273556 D TOLL BROTHERS INC COM 88947810 830 41400 SH SHARED 01 41400 D TOLL BROTHERS INC COM 88947810 2093 104375 SH SHARED 02 104375 D TOLL BROTHERS INC COM 88947810 19 980 SH SHARED 06 980 D TOLL BROTHERS INC COM 88947810 237 11843 SH SHARED 10 11843 D TOLLGRADE COMMUNICATIONS INC COM 88954210 1861 232125 SH SHARED 232125 D TOMKINS PLC SPONSORED ADR 89003020 19 1398 SH SHARED 1398 D TOMKINS PLC SPONSORED ADR 89003020 3 237 SH SHARED 21 237 D TOMOTHERAPY INC COM 89008810 6 348 SH SHARED 348 D TOMOTHERAPY INC COM 89008810 164 8400 SH SHARED 01 8400 D TOMPKINS FINANCIAL CORPORATI COM 89011010 9 256 SH SHARED 256 D TOMPKINS FINANCIAL CORPORATI COM 89011010 155 4010 SH SHARED 10 4010 D TOOTSIE ROLL INDS INC COM 89051610 96 3530 SH SHARED 3530 D TOOTSIE ROLL INDS INC COM 89051610 182 6643 SH SHARED 01 6643 D TOOTSIE ROLL INDS INC COM 89051610 128 4675 SH SHARED 02 4675 D TOOTSIE ROLL INDS INC COM 89051610 207 7554 SH SHARED 10 7554 D TOR MINERALS INTL INC COM 89087810 0 141 SH SHARED 141 D TORCHMARK CORP COM 89102710 5634 93078 SH SHARED 93078 D TORCHMARK CORP COM 89102710 691 11420 SH SHARED 01 11420 D TORCHMARK CORP COM 89102710 148 2455 SH SHARED 02 2455 D TORCHMARK CORP COM 89102710 55 920 SH SHARED 06 920 D TORCHMARK CORP COM 89102710 11029 182220 SH SHARED 10 182220 D TORCHMARK CORP COM 89102710 294 4860 SH SHARED 14 4860 D TOREADOR RES CORP COM 89105010 0 38 SH SHARED 38 D TORO CO COM 89109210 568 10443 SH SHARED 10443 D TORO CO COM 89109210 157 2900 SH SHARED 02 2900 D TORO CO COM 89109210 824 15151 SH SHARED 10 7951 7200 D TORONTO DOMINION BK ONT COM NEW 89116050 19248 275182 SH SHARED 275182 D TORONTO DOMINION BK ONT COM NEW 89116050 70908 1013706 SH SHARED 04 1013706 D TORONTO DOMINION BK ONT COM NEW 89116050 6 100 SH SHARED 05 100 D TORONTO DOMINION BK ONT COM NEW 89116050 223 3200 SH SHARED 06 3200 D TORONTO DOMINION BK ONT COM NEW 89116050 156 2243 SH SHARED 14 2243 D TORONTO DOMINION BK ONT COM NEW 89116050 3684 52676 SH SHARED 16 52676 D TORONTO DOMINION BK ONT COM NEW 89116050 69 1000 SH SHARED 22 1000 D TORTOISE ENERGY INFRSTRCTR C COM 89147L10 10824 324957 SH SHARED 10 324957 D TORTOISE ENERGY INFRSTRCTR C COM 89147L10 51 1546 SH SHR/OTHR 23 1546 D TORTOISE CAP RES CORP COM 89147N30 16 1317 SH SHARED 1317 D TOTAL S A SPONSORED ADR 89151E10 1139 13797 SH SHARED 13797 D TOTAL S A SPONSORED ADR 89151E10 330 4000 SH SHARED 01 300 3700 D TOTAL S A SPONSORED ADR 89151E10 1036 12550 SH SHR/OTHR 01 12550 D TOTAL S A SPONSORED ADR 89151E10 356 4317 SH SHARED 20 667 3650 D TOTAL S A SPONSORED ADR 89151E10 518 6274 SH SHR/OTHR 20 6274 D TOTAL S A SPONSORED ADR 89151E10 114 1387 SH SHARED 21 1210 177 D TOTAL S A SPONSORED ADR 89151E10 363 4400 SH SHARED 22 3600 800 D TOTAL S A SPONSORED ADR 89151E10 208 2520 SH SHARED 23 2520 D TOTAL S A SPONSORED ADR 89151E10 668 8092 SH SHR/OTHR 23 8092 D TOWER GROUP INC COM 89177710 150 4506 SH SHARED 4506 D TOWER GROUP INC COM 89177710 14675 439400 SH SHARED 10 439400 D TOWER GROUP INC COM 89177710 3 105 SH SHARED 21 105 D TOTAL SYS SVCS INC COM 89190610 302 10786 SH SHARED 10786 D TOTAL SYS SVCS INC COM 89190610 4 175 SH SHARED 01 175 D TOTAL SYS SVCS INC COM 89190610 204 7307 SH SHARED 02 7307 D TOTAL SYS SVCS INC COM 89190610 358 12800 SH SHARED 10 12800 D TRACK DATA CORP COM NEW 89191820 0 95 SH SHARED 95 D TOWERSTREAM CORP COM 89200010 2 690 SH SHARED 690 D TOWN SPORTS INTL HLDGS INC COM 89214A10 184 19324 SH SHARED 19324 D TOWN SPORTS INTL HLDGS INC COM 89214A10 34 3600 SH SHARED 01 3600 D TOWN SPORTS INTL HLDGS INC COM 89214A10 781 81700 SH SHARED 10 81700 D TOWNEBANK PORTSMOUTH VA COM 89214P10 10 625 SH SHARED 625 D TOYOTA MOTOR CORP SP ADR REP2COM 89233130 3336 31424 SH SHARED 31424 D TOYOTA MOTOR CORP SP ADR REP2COM 89233130 21 200 SH SHARED 01 200 D TOYOTA MOTOR CORP SP ADR REP2COM 89233130 10 100 SH SHARED 20 100 D TOYOTA MOTOR CORP SP ADR REP2COM 89233130 241 2274 SH SHARED 21 560 1714 D TOYOTA MOTOR CORP SP ADR REP2COM 89233130 159 1500 SH SHARED 23 500 1000 D TOYOTA MOTOR CORP SP ADR REP2COM 89233130 63 600 SH SHR/OTHR 23 600 D TORREYPINES THERAPEUTICS INC COM 89235K10 1 834 SH SHARED 834 D TRACTOR SUPPLY CO COM 89235610 407 11348 SH SHARED 11348 D TRACTOR SUPPLY CO COM 89235610 17 500 SH SHARED 02 500 D TRACTOR SUPPLY CO COM 89235610 187 5228 SH SHARED 10 5228 D TRADESTATION GROUP INC COM 89267P10 631 44459 SH SHARED 44459 D TRADESTATION GROUP INC COM 89267P10 6 428 SH SHARED 02 428 D TRAFFIX INC COM 89272110 2 339 SH SHARED 339 D TRAILER BRIDGE COM 89278210 1 90 SH SHARED 90 D TRANE INC COM 89289310 53297 1141022 SH SHARED 1141022 D TRANE INC COM 89289310 1422 30453 SH SHARED 01 27753 2700 D TRANE INC COM 89289310 130 2800 SH SHR/OTHR 01 2800 D TRANE INC COM 89289310 1810 38750 SH SHARED 02 38750 D TRANE INC COM 89289310 4 90 SH SHARED 05 90 D TRANE INC COM 89289310 93 2000 SH SHARED 06 2000 D TRANE INC COM 89289310 4895 104816 SH SHARED 10 98516 6300 D TRANE INC COM 89289310 240 5148 SH SHARED 14 5148 D TRANE INC COM 89289310 274 5870 SH SHARED 20 5870 D TRANE INC COM 89289310 128 2750 SH SHARED 23 750 2000 D TRANE INC COM 89289310 32 700 SH SHR/OTHR 23 700 D TRANSACT TECHNOLOGIES INC COM 89291810 1 248 SH SHARED 248 D TRANS-INDIA ACQUISITION CORP COM 89323710 6753 911468 SH SHARED 911468 D TRANS-INDIA ACQUISITION CORP UNIT 02/08/2012 89323720 200 25000 SH SHARED 25000 D TRANS LUX CORP COM 89324710 0 53 SH SHARED 53 D TRANS WORLD ENTMT CORP COM 89336Q10 8 1664 SH SHARED 1664 D TRANSALTA CORP COM 89346D10 101849 3042106 SH SHARED 3042106 D TRANSALTA CORP COM 89346D10 191 5729 SH SHARED 01 5729 D TRANSALTA CORP COM 89346D10 20 600 SH SHARED 06 600 D TRANSALTA CORP COM 89346D10 1416 42300 SH SHARED 10 42300 D TRANSATLANTIC HLDGS INC COM 89352110 52 724 SH SHARED 724 D TRANSATLANTIC HLDGS INC COM 89352110 152 2100 SH SHARED 01 2100 D TRANSATLANTIC HLDGS INC COM 89352110 417 5750 SH SHARED 02 5750 D TRANSATLANTIC HLDGS INC COM 89352110 4002 55073 SH SHARED 10 55073 D TRANSATLANTIC HLDGS INC COM 89352110 230 3174 SH SHR/OTHR 10 3174 D TRANSATLANTIC HLDGS INC COM 89352110 61 843 SH SHARED 20 843 D TRANSATLANTIC HLDGS INC COM 89352110 440 6056 SH SHR/OTHR 20 6056 D TRANSCAT INC COM 89352910 1 168 SH SHARED 168 D TRANSCANADA CORP COM 89353D10 2660 65000 SH SHARED 65000 D TRANSCANADA CORP COM 89353D10 6856 167517 SH SHARED 167517 D TRANSCANADA CORP COM 89353D10 94 2317 SH SHARED 01 2317 D TRANSCANADA CORP COM 89353D10 14 354 SH SHARED 05 354 D TRANSCANADA CORP COM 89353D10 96 2350 SH SHARED 06 2350 D TRANSCANADA CORP COM 89353D10 456 11144 SH SHARED 10 11144 D TRANSCANADA CORP COM 89353D10 387 9462 SH SHARED 14 9462 D TRANSCANADA CORP COM 89353D10 53 1310 SH SHARED 21 1310 D TRANSCANADA CORP COM 89353D10 13 333 SH SHR/OTHR 23 333 D TRANSCONTINENTAL RLTY INVS COM NEW 89361720 0 37 SH SHARED 37 D TRANSDIGM GROUP INC COM 89364110 350 7762 SH SHARED 7762 D TRANSFORMA ACQUISITION GROUP COM 89366E10 3054 401894 SH SHARED 401894 D TRANSMERIDIAN EXPL INC COM 89376N10 44 22493 SH SHARED 22493 D TRANSMERIDIAN EXPL INC COM 89376N10 25 13100 SH SHARED 02 13100 D TRANSMERIDIAN EXPL INC COM 89376N10 141 72045 SH SHARED 10 72045 D TRANSMETA CORP DEL COM 89376R20 4 313 SH SHARED 313 D TRANSMONTAIGNE PARTNERS L P COM UNIT L P 89376V10 6275 221035 SH SHARED 221035 D TRANSOCEAN SEDCO FOREX INC NOTE 1.625%12/1 893830AU 83932 77500000 PRN SHARED 7500000 D TRANSOCEAN SEDCO FOREX INC NOTE 1.500%12/1 893830AV 75996 69850000 PRN SHARED 9850000 D TRANSOCEAN SEDCO FOREX INC NOTE 1.500%12/1 893830AV 11440 10515000 PRN SHARED 02 0515000 D TRANSOCEAN SEDCO FOREX INC NOTE 1.500%12/1 893830AW 158047 45532000 PRN SHARED 5532000 D TRANSOCEAN SEDCO FOREX INC NOTE 1.500%12/1 893830AW 2117 1950000 PRN SHARED 02 1950000 D TRANSPORTADORA DE GAS SUR SPON ADR B 89387020 7 1215 SH SHARED 1215 D TRANSCEND SERVICES INC COM NEW 89392920 2 165 SH SHARED 165 D TRANSWITCH CORP COM 89406510 116 132901 SH SHARED 130901 2000 D TRAVELERS COMPANIES INC COM 89417E10 19 370 SH SHARED 370 D TRAVELERS COMPANIES INC COM 89417E10 112567 2092333 SH SHARED 2054033 38300 D 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5200 SH SHR/OTHR 01 5200 D ULTRA PETROLEUM CORP COM 90391410 1430 20000 SH SHARED 04 20000 D ULTRA PETROLEUM CORP COM 90391410 97 1370 SH SHARED 06 1370 D ULTRA PETROLEUM CORP COM 90391410 69464 971530 SH SHARED 10 939630 31900 D ULTRA PETROLEUM CORP COM 90391410 71 1000 SH SHARED 21 1000 D ULTRA PETROLEUM CORP COM 90391410 743 10400 SH SHARED 24 10400 D ULTRAPAR PARTICIPACOES S A SP ADR REP PFD 90400P10 30 882 SH SHARED 882 D ULURU INC COM 90403T10 3 1325 SH SHARED 1325 D UMPQUA HLDGS CORP COM 90421410 162 10621 SH SHARED 10621 D UMPQUA HLDGS CORP COM 90421410 85 5600 SH SHARED 01 5600 D UMPQUA HLDGS CORP COM 90421410 338 22076 SH SHARED 10 22076 D UNDER ARMOUR INC CL A 90431110 147 3372 SH SHARED 3372 D UNDER ARMOUR INC CL A 90431110 1586 36330 SH SHARED 10 36330 D UNIBANCO-UNIAO DE BANCOS BRA GDR REP PFD UT 90458E10 3907 27980 SH SHARED 27980 D UNIBANCO-UNIAO DE BANCOS BRA GDR REP PFD UT 90458E10 20239 144943 SH SHARED 144643 300 D UNIBANCO-UNIAO DE BANCOS BRA GDR REP PFD UT 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CV VALE 91912C20 2388 36900 SH SHARED 02 36900 D VALE CAP LTD NT RIO P VALE 91912C30 20949 325000 SH SHARED 325000 D VALE CAP LTD NT RIO P VALE 91912C30 2942 45650 SH SHARED 02 45650 D VALERO ENERGY CORP NEW COM 91913Y10 1009 14418 SH SHARED 14418 D VALERO ENERGY CORP NEW COM 91913Y10 100627 1436917 SH SHARED 1435247 1670 D VALERO ENERGY CORP NEW COM 91913Y10 16583 236804 SH SHARED 01 195538 41266 D VALERO ENERGY CORP NEW COM 91913Y10 2189 31267 SH SHR/OTHR 01 31267 D VALERO ENERGY CORP NEW COM 91913Y10 17360 247902 SH SHARED 02 247902 D VALERO ENERGY CORP NEW COM 91913Y10 62 890 SH SHARED 04 890 D VALERO ENERGY CORP NEW COM 91913Y10 358 5120 SH SHARED 04 5120 D VALERO ENERGY CORP NEW COM 91913Y10 16 240 SH SHARED 05 240 D VALERO ENERGY CORP NEW COM 91913Y10 374 5350 SH SHARED 06 5350 D VALERO ENERGY CORP NEW COM 91913Y10 81171 1159097 SH SHARED 10 1082967 76130 D VALERO ENERGY CORP NEW COM 91913Y10 807 11528 SH SHARED 14 11528 D VALERO ENERGY CORP NEW COM 91913Y10 1240 17715 SH SHARED 20 13155 4560 D VALERO ENERGY CORP NEW COM 91913Y10 170 2435 SH SHR/OTHR 20 2435 D VALERO ENERGY CORP NEW COM 91913Y10 161 2300 SH SHARED 21 2300 D VALERO ENERGY CORP NEW COM 91913Y10 35 500 SH SHR/OTHR 21 500 D VALERO ENERGY CORP NEW COM 91913Y10 179 2568 SH SHARED 22 2318 250 D VALERO ENERGY CORP NEW COM 91913Y10 126 1800 SH SHR/OTHR 22 1800 D VALERO ENERGY CORP NEW COM 91913Y10 2352 33590 SH SHARED 23 27615 5975 D VALERO ENERGY CORP NEW COM 91913Y10 1683 24045 SH SHR/OTHR 23 24045 D VALERO ENERGY CORP NEW COM 91913Y10 1176 16800 SH SHARED 24 16800 D VALLEY FINL CORP VA COM 91962910 0 79 SH SHARED 79 D VALLEY NATL BANCORP COM 91979410 371 19510 SH SHARED 19510 D VALLEY NATL BANCORP COM 91979410 14 744 SH SHARED 01 744 D VALLEY NATL BANCORP COM 91979410 130 6825 SH SHARED 10 6825 D VALMONT INDS INC COM 92025310 50 570 SH SHARED 570 D VALMONT INDS INC COM 92025310 1864 20920 SH SHARED 20920 D VALMONT INDS INC COM 92025310 20739 232719 SH SHARED 04 232719 D VALMONT INDS INC COM 92025310 22415 251516 SH SHARED 05 251516 D VALMONT INDS INC COM 92025310 834 9365 SH SHARED 06 9365 D VALMONT INDS INC COM 92025310 894 10037 SH SHARED 10 10037 D VALPEY FISHER CORP COM 92034410 0 67 SH SHARED 67 D VALSPAR CORP COM 92035510 664 29472 SH SHARED 29472 D VALSPAR CORP COM 92035510 624 27700 SH SHARED 01 27700 D VALSPAR CORP COM 92035510 107 4763 SH SHARED 02 4763 D VALSPAR CORP COM 92035510 105 4700 SH SHARED 10 4700 D VALSPAR CORP COM 92035510 43 1934 SH SHARED 21 1934 D VALUE LINE INC COM 92043710 11 275 SH SHARED 01 275 D VALUE LINE INC COM 92043710 5 125 SH SHARED 02 125 D VALUECLICK INC COM 92046N10 48 221009 PRN SHARED 221009 D VALUECLICK INC COM 92046N10 7 32800 PRN SHARED 01 1800 31000 D VALUECLICK INC COM 92046N10 0 329 PRN SHR/OTHR 01 329 D VALUECLICK INC COM 92046N10 1 6189 PRN SHARED 02 6189 D VALUECLICK INC COM 92046N10 8 41000 PRN SHARED 04 41000 D VALUECLICK INC COM 92046N10 11 50537 PRN SHARED 10 50537 D VALUECLICK INC COM 92046N10 0 2159 PRN SHARED 21 2014 145 D VALUERICH INC COM 92046V10 0 42 SH SHARED 42 D VALUEVISION MEDIA INC CL A 92047K10 25 4102 SH SHARED 4102 D VALUEVISION MEDIA INC CL A 92047K10 48 7700 SH SHARED 02 7700 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 0 50 SH SHARED 50 D VAN KAMPEN SENIOR INCOME TR COM 92096110 9708 1394917 SH SHARED 1394917 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 331 27417 SH SHARED 27417 D VAN KAMPEN SELECT SECTOR MUN COM 92112M10 997 84800 SH SHARED 84800 D VAN KAMPEN PA VALUE MUN INCO COM 92112T10 268 20652 SH SHARED 20652 D VANCEINFO TECHNOLOGIES INC ADR 92156410 7197 799700 SH SHARED 10 799700 D VANGUARD WHITEHALL FDS INC HIGH DIV YLD 92194640 14402 281847 SH SHARED 281847 D VANGUARD INTL EQUITY INDEX F ALLWRLD EX US 92204277 111 1900 SH SHARED 23 1900 D VANGUARD INTL EQUITY INDEX F EMR MKT ETF 92204285 740 7101 SH SHARED 7101 D VANGUARD INTL EQUITY INDEX F EMR MKT ETF 92204285 281 2700 SH SHARED 23 2700 D VANGUARD INTL EQUITY INDEX F EMR MKT ETF 92204285 88 850 SH SHR/OTHR 23 850 D VANGUARD INTL EQUITY INDEX F PACIFIC ETF 92204286 235 3470 SH SHARED 23 3470 D VANGUARD NATURAL RESOURCES L COM UNIT 92205F10 2950 184420 SH SHARED 184420 D VANTAGE ENERGY SERVICES INC COM 92209F10 8101 1066000 SH SHARED 1066000 D VANTAGE ENERGY SERVICES INC *W EXP 99/99/999 92209F11 204 157127 SH SHARED 157127 D VANTAGE ENERGY SERVICES INC UNIT 99/99/9999 92209F20 1246 139700 SH SHARED 139700 D VARIAN MED SYS INC COM 92220P10 6237 119578 SH SHARED 119578 D VARIAN MED SYS INC COM 92220P10 443 8511 SH SHARED 01 8511 D VARIAN MED SYS INC COM 92220P10 149 2861 SH SHARED 02 2861 D VARIAN MED SYS INC COM 92220P10 49 940 SH SHARED 06 940 D VARIAN MED SYS INC COM 92220P10 3082 59100 SH SHARED 10 59100 D VARIAN MED SYS INC COM 92220P10 160 3071 SH SHARED 14 3071 D VARIAN MED SYS INC COM 92220P10 78 1500 SH SHARED 21 1500 D VARIAN MED SYS INC COM 92220P10 104 2000 SH SHR/OTHR 23 2000 D VARIAN INC COM 92220610 815 12491 SH SHARED 12491 D VARIAN INC COM 92220610 721 11050 SH SHARED 01 1150 9900 D VARIAN INC COM 92220610 144 2216 SH SHARED 02 2216 D VARIAN INC COM 92220610 1835 28106 SH SHARED 10 28106 D VARIAN SEMICONDUCTOR EQUIPMN COM 92220710 7539 203773 SH SHARED 203773 D VARIAN SEMICONDUCTOR EQUIPMN COM 92220710 830 22455 SH SHARED 01 22455 D VARIAN SEMICONDUCTOR EQUIPMN COM 92220710 410 11100 SH SHARED 02 11100 D VARIAN SEMICONDUCTOR EQUIPMN COM 92220710 20329 549436 SH SHARED 10 549436 D VARSITY GROUP INC COM 92228110 0 473 SH SHARED 473 D VASCO DATA SEC INTL INC COM 92230Y10 550 19730 SH SHARED 19730 D VASCO DATA SEC INTL INC COM 92230Y10 446 16000 SH SHARED 01 16000 D VASCO DATA SEC INTL INC COM 92230Y10 8 320 SH SHARED 02 320 D VASCO DATA SEC INTL INC COM 92230Y10 251 9000 SH SHARED 10 9000 D VASCO DATA SEC INTL INC COM 92230Y10 3 120 SH SHARED 21 120 D VASCULAR SOLUTIONS INC COM 92231M10 2 334 SH SHARED 334 D VECTREN CORP COM 92240G10 1350 46565 SH SHARED 46565 D VECTREN CORP COM 92240G10 728 25100 SH SHARED 01 1700 23400 D VECTREN CORP COM 92240G10 833 28724 SH SHARED 02 28724 D VECTREN CORP COM 92240G10 252 8719 SH SHARED 10 8719 D VECTREN CORP COM 92240G10 354 12221 SH SHARED 21 7000 5221 D VECTOR GROUP LTD NOTE 5.000%11/1 92240MAH 15171 10775000 PRN SHARED 0775000 D VECTOR GROUP LTD COM 92240M10 217 10822 SH SHARED 10822 D VECTOR GROUP LTD COM 92240M10 158 7900 SH SHARED 01 7900 D VECTOR GROUP LTD COM 92240M10 30179 1504469 SH SHARED 10 1504469 D VAUGHAN FOODS INC COM 92241M10 0 60 SH SHARED 60 D VEECO INSTRS INC DEL COM 92241710 343 20551 SH SHARED 20551 D VEECO INSTRS INC DEL COM 92241710 37 2220 SH SHARED 01 2220 D VEECO INSTRS INC DEL COM 92241710 225 13500 SH SHARED 10 13500 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 1185 59496 SH SHARED 59496 D VENOCO INC COM 92275P30 47 2400 SH SHARED 01 2400 D VENTAS INC COM 92276F10 2 56 SH SHARED 56 D VENTAS INC COM 92276F10 1071 23673 SH SHARED 23673 D VENTAS INC COM 92276F10 1419 31360 SH SHARED 01 31360 D VENTAS INC COM 92276F10 1062 23490 SH SHARED 02 23490 D VENTAS INC COM 92276F10 16240 358900 SH SHARED 10 358900 D VENTAS INC COM 92276F10 209249 4624300 SH SHARED 11 2131600 2492700 D VENTANA MED SYS INC COM 92276H10 181399 2079548 SH SHARED 2079548 D VENTANA MED SYS INC COM 92276H10 819 9400 SH SHARED 01 700 8700 D VENTANA MED SYS INC COM 92276H10 123 1412 SH SHARED 02 1412 D VENTANA MED SYS INC COM 92276H10 1474 16900 SH SHARED 10 16900 D VANGUARD INDEX FDS STK MRK ETF 92290876 3530 24325 SH SHR/OTHR 23 24325 D VEOLIA ENVIRONNEMENT SPONSORED ADR 92334N10 375 4132 SH SHARED 4132 D VERAZ NETWORKS INC COM 92335910 44 9256 SH SHARED 9256 D VERAZ NETWORKS INC COM 92335910 0 119 SH SHARED 02 119 D VERASUN ENERGY CORP COM 92336G10 29684 1942732 SH SHARED 1942732 D VERASUN ENERGY CORP COM 92336G10 2732 178800 SH SHARED 10 178800 D VERENIUM CORPORATION NOTE 5.500% 4/0 92340PAA 2175 2500000 PRN SHARED 2500000 D VERENIUM CORPORATION COM 92340P10 324 65116 SH SHARED 65116 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 69 2986 SH SHARED 2986 D VERIFONE HLDGS INC COM 92342Y10 25 1090 SH SHARED 01 1090 D VERIFONE HLDGS INC COM 92342Y10 90 3900 SH SHARED 02 3900 D VERIFONE HLDGS INC COM 92342Y10 58 2500 SH SHARED 10 2500 D VERISIGN INC COM 92343E10 9026 240000 SH SHARED 236400 3600 D VERISIGN INC COM 92343E10 1239 32954 SH SHARED 01 32954 D VERISIGN INC COM 92343E10 7394 196612 SH SHARED 02 196612 D VERISIGN INC COM 92343E10 3020 80300 SH SHARED 04 80300 D VERISIGN INC COM 92343E10 4896 130200 SH SHARED 05 130200 D VERISIGN INC COM 92343E10 1408 37440 SH SHARED 06 37440 D VERISIGN INC COM 92343E10 5880 156346 SH SHARED 10 156346 D VERISIGN INC COM 92343E10 1342 35700 SH SHARED 14 35700 D VERISIGN INC COM 92343E10 22 600 SH SHARED 20 600 D VERISIGN INC COM 92343E10 11 300 SH SHARED 22 300 D VERISIGN INC COM 92343E10 16 450 SH SHARED 23 450 D VERISIGN INC COM 92343E10 16 450 SH SHR/OTHR 23 450 D VERIZON COMMUNICATIONS COM 92343V10 1124 25730 SH SHARED 750 24980 D VERIZON COMMUNICATIONS COM 92343V10 21 500 SH SHR/OTHR 500 D VERIZON COMMUNICATIONS COM 92343V10 335015 7668010 SH SHARED 7544160 123850 D VERIZON COMMUNICATIONS COM 92343V10 30070 688268 SH SHARED 01 572519 115749 D VERIZON COMMUNICATIONS COM 92343V10 1887 43200 SH SHR/OTHR 01 43200 D VERIZON COMMUNICATIONS COM 92343V10 7407 169541 SH SHARED 02 169541 D VERIZON COMMUNICATIONS COM 92343V10 217 4979 SH SHARED 04 4979 D VERIZON COMMUNICATIONS COM 92343V10 30146 690000 SH SHARED 04 690000 D VERIZON COMMUNICATIONS COM 92343V10 51 1170 SH SHARED 05 1170 D VERIZON COMMUNICATIONS COM 92343V10 24425 559067 SH SHARED 06 559067 D VERIZON COMMUNICATIONS COM 92343V10 481566 11022345 SH SHARED 10 0738965 283380 D VERIZON COMMUNICATIONS COM 92343V10 3415 78186 SH SHARED 14 78186 D VERIZON COMMUNICATIONS COM 92343V10 2621 60000 SH SHARED 15 60000 D VERIZON COMMUNICATIONS COM 92343V10 3647 83478 SH SHARED 16 83478 D VERIZON COMMUNICATIONS COM 92343V10 2749 62938 SH SHARED 20 49764 13174 D VERIZON COMMUNICATIONS COM 92343V10 144 3306 SH SHR/OTHR 20 3306 D VERIZON COMMUNICATIONS COM 92343V10 245 5630 SH SHARED 21 5250 380 D VERIZON COMMUNICATIONS COM 92343V10 1371 31385 SH SHARED 22 21902 9483 D VERIZON COMMUNICATIONS COM 92343V10 129 2975 SH SHR/OTHR 22 2975 D VERIZON COMMUNICATIONS COM 92343V10 3319 75983 SH SHARED 23 54117 21866 D VERIZON COMMUNICATIONS COM 92343V10 5475 125335 SH SHR/OTHR 23 125335 D VERMILLION INC COM 92407M10 0 864 SH SHARED 864 D VERMONT PURE HLDGS LTD NEW COM 92423710 0 279 SH SHARED 279 D VERSANT CORP COM NEW 92528430 6 222 SH SHARED 222 D VERSAR INC COM 92529710 1 165 SH SHARED 165 D VERSO TECHNOLOGIES INC COM NEW 92531720 0 1562 SH SHARED 1562 D VERTEX PHARMACEUTICALS INC COM 92532F10 2372 102120 SH SHARED 102120 D VERTEX PHARMACEUTICALS INC COM 92532F10 1258 54170 SH SHARED 01 5270 48900 D VERTEX PHARMACEUTICALS INC COM 92532F10 180 7771 SH SHARED 02 7771 D VERTEX PHARMACEUTICALS INC COM 92532F10 4530 195008 SH SHARED 04 195008 D VERTEX PHARMACEUTICALS INC COM 92532F10 16 700 SH SHARED 06 700 D VERTEX PHARMACEUTICALS INC COM 92532F10 1200 51698 SH SHARED 10 51698 D VERTEX PHARMACEUTICALS INC COM 92532F10 6 300 SH SHARED 23 300 D VERTICALNET INC COM 92532L40 0 42 SH SHARED 42 D VESTIN RLTY MTG II INC COM 92549X10 3 1011 SH SHARED 1011 D VESTIN REALTY MORTGAGE I INC COM 92549010 0 167 SH SHARED 167 D VIAD CORP COM NEW 92552R40 224 7100 SH SHARED 7100 D VIAD CORP COM NEW 92552R40 21 674 SH SHARED 01 674 D VIAD CORP COM NEW 92552R40 287 9097 SH SHARED 02 9097 D VIAD CORP COM NEW 92552R40 296 9400 SH SHARED 10 9400 D VIASAT INC COM 92552V10 390 11356 SH SHARED 11356 D VIASAT INC COM 92552V10 42 1245 SH SHARED 01 1245 D VIASAT INC COM 92552V10 99 2900 SH SHARED 02 2900 D VIASAT INC COM 92552V10 33 963 SH SHARED 10 963 D VIACOM INC NEW CL A 92553P10 475 10819 SH SHARED 10819 D VIACOM INC NEW CL A 92553P10 15 347 SH SHARED 01 347 D VIACOM INC NEW CL A 92553P10 0 3 SH SHARED 02 3 D VIACOM INC NEW CL B 92553P20 37664 857569 SH SHARED 857569 D VIACOM INC NEW CL B 92553P20 3755 85516 SH SHARED 01 82513 3003 D VIACOM INC NEW CL B 92553P20 28 650 SH SHR/OTHR 01 650 D VIACOM INC NEW CL B 92553P20 577 13152 SH SHARED 02 13152 D VIACOM INC NEW CL B 92553P20 6588 150000 SH SHARED 04 150000 D VIACOM INC NEW CL B 92553P20 9 215 SH SHARED 05 215 D VIACOM INC NEW CL B 92553P20 294 6710 SH SHARED 06 6710 D VIACOM INC NEW CL B 92553P20 13092 298091 SH SHARED 10 298091 D VIACOM INC NEW CL B 92553P20 2411 54900 SH SHARED 14 54900 D VIACOM INC NEW CL B 92553P20 596 13575 SH SHARED 15 13575 D VIACOM INC NEW CL B 92553P20 250 5700 SH SHARED 19 5700 D VIACOM INC NEW CL B 92553P20 18 425 SH SHARED 20 425 D VIACOM INC NEW CL B 92553P20 233 5310 SH SHARED 21 5310 D VIACOM INC NEW CL B 92553P20 343 7812 SH SHARED 22 7812 D VIACOM INC NEW CL B 92553P20 7 175 SH SHR/OTHR 22 175 D VIACOM INC NEW CL B 92553P20 39 900 SH SHARED 23 400 500 D VIACOM INC NEW CL B 92553P20 418 9528 SH SHR/OTHR 23 9528 D VIA PHARMACEUTICALS INC COM 92554T10 0 105 SH SHARED 105 D VICAL INC COM 92560210 23 5474 SH SHARED 5474 D VICON INDS INC COM 92581110 1 165 SH SHARED 165 D VICOR CORP COM 92581510 188 12100 SH SHARED 02 12100 D VICOR CORP COM 92581510 10 700 SH SHARED 10 700 D VICTORY ACQUISITION CORP COM 92644D10 8413 868300 SH SHARED 868300 D VICTORY ACQUISITION CORP *W EXP 04/24/201 92644D11 19 11763 SH SHARED 11763 D VICTORY ACQUISITION CORP UNIT 99/99/9999 92644D20 141 12700 SH SHARED 02 12700 D VIDEO DISPLAY CORP COM 92655510 0 120 SH SHARED 120 D VIDESH SANCHAR NIGAM LTD SPON ADR NEW 92659G60 644 17116 SH SHARED 17116 D VIEWPOINT CORP COM 92672P10 2 2168 SH SHARED 2168 D VIEWPOINT FINL GROUP COM 92672710 4267 258143 SH SHARED 258143 D VIGNETTE CORP COM NEW 92673440 0 18 SH SHARED 18 D VIGNETTE CORP COM NEW 92673440 367 25184 SH SHARED 25184 D VIGNETTE CORP COM NEW 92673440 33 2295 SH SHARED 21 2295 D VIMICRO INTL CORP ADR 92718N10 16 4500 SH SHARED 4500 D VINEYARD NATL BANCORP COM 92742610 2 275 SH SHARED 275 D VION PHARMACEUTICALS INC COM 92762410 21 38236 SH SHARED 38236 D VIRAGE LOGIC CORP COM 92763R10 3 411 SH SHARED 411 D VIRCO MFG CO COM 92765110 2 350 SH SHARED 350 D VIRGIN MEDIA INC COM 92769L10 3 194 SH SHARED 194 D VIRGIN MEDIA INC COM 92769L10 1432 83595 SH SHARED 83595 D VIRGIN MEDIA INC COM 92769L10 263 15377 SH SHARED 01 15377 D VIRGIN MEDIA INC COM 92769L10 40 2350 SH SHARED 06 2350 D VIRGIN MEDIA INC COM 92769L10 1358 79232 SH SHARED 10 79232 D VIRGIN MEDIA INC COM 92769L10 217 12700 SH SHARED 14 12700 D VIRGIN MEDIA INC *W EXP 99/99/999 92769L11 0 5 SH SHARED 5 D VIRGIN MEDIA INC *W EXP 99/99/999 92769L11 0 457 SH SHARED 457 D VIRGIN MOBILE USA INC CL A 92769R10 0 76 SH SHARED 76 D VIRGIN MOBILE USA INC CL A 92769R10 16002 1800000 SH SHARED 10 1800000 D VIRGIN MOBILE USA INC CL A 92769R10 315 35500 SH SHARED 14 35500 D VIRGINIA COMM BANCORP INC COM 92778Q10 1 94 SH SHARED 94 D VIRGINIA FINL GROUP INC COM 92781010 5 368 SH SHARED 368 D VISION-SCIENCES INC DEL COM 92791210 0 432 SH SHARED 432 D VISTA GOLD CORP COM NEW 92792630 4 835 SH SHARED 835 D VIROPHARMA INC COM 92824110 231 29187 SH SHARED 29187 D VIROPHARMA INC COM 92824110 104 13220 SH SHARED 01 13220 D VIROPHARMA INC COM 92824110 115 14500 SH SHARED 02 14500 D VIROPHARMA INC COM 92824110 797 100500 SH SHARED 10 100500 D VIRTUALSCOPICS INC COM 92826910 0 165 SH SHARED 165 D VISHAY INTERTECHNOLOGY INC NOTE 3.625% 8/0 928298AF 36964 37150000 PRN SHARED 7150000 D VISHAY INTERTECHNOLOGY INC COM 92829810 43 385498 PRN SHARED 385498 D VISHAY INTERTECHNOLOGY INC COM 92829810 9 86087 PRN SHARED 01 25300 60787 D VISHAY INTERTECHNOLOGY INC COM 92829810 2 25043 PRN SHARED 02 25043 D VISHAY INTERTECHNOLOGY INC COM 92829810 2 20900 PRN SHARED 10 20900 D VISICU INC COM 92831L20 0 72 SH SHARED 72 D VISTEON CORP COM 92839U10 6029 1373496 SH SHARED 1373496 D VISTEON CORP COM 92839U10 16 3710 SH SHARED 01 3710 D VISTEON CORP COM 92839U10 234 53475 SH SHARED 02 53475 D VISTEON CORP COM 92839U10 115 26300 SH SHARED 10 26300 D VISTEON CORP COM 92839U10 2 471 SH SHARED 20 471 D VISTEON CORP COM 92839U10 1 300 SH SHR/OTHR 23 300 D VISTACARE INC CL A 92839Y10 124 17136 SH SHARED 17136 D VITAL SIGNS INC COM 92846910 119 2344 SH SHARED 2344 D VITAL SIGNS INC COM 92846910 52 1025 SH SHARED 02 1025 D VITRAN CORP INC COM 92850E10 4 294 SH SHARED 294 D VITRO SOCIEDAD ANONIMA SPONSORED ADR 92850230 4 664 SH SHARED 664 D VITRO SOCIEDAD ANONIMA SPONSORED ADR 92850230 0 10 SH SHARED 02 10 D VIVO PARTICIPACOES S A SPON ADR PFD 92855S10 89 16353 SH SHARED 16353 D VIVO PARTICIPACOES S A SPON ADR PFD 92855S10 3001 548650 SH SHARED 04 548650 D VIVUS INC COM 92855110 2880 556035 SH SHARED 02 556035 D VMWARE INC CL A COM 92856340 2745 32301 SH SHARED 32301 D VMWARE INC CL A COM 92856340 84 1000 SH SHARED 01 1000 D VMWARE INC CL A COM 92856340 121 1427 SH SHARED 02 1427 D VMWARE INC CL A COM 92856340 35823 421500 SH SHARED 10 405900 15600 D VMWARE INC CL A COM 92856340 42 500 SH SHARED 24 500 D VNUS MED TECHNOLOGIES INC COM 92856610 4 329 SH SHARED 329 D VNUS MED TECHNOLOGIES INC COM 92856610 30 2100 SH SHARED 02 2100 D VODAFONE GROUP PLC NEW SPONS ADR NEW 92857W20 24652 660563 SH SHARED 660563 D VODAFONE GROUP PLC NEW SPONS ADR NEW 92857W20 1382 37043 SH SHARED 01 21694 15349 D VODAFONE GROUP PLC NEW SPONS ADR NEW 92857W20 224 6011 SH SHR/OTHR 01 6011 D VODAFONE GROUP PLC NEW SPONS ADR NEW 92857W20 35 962 SH SHARED 10 962 D VODAFONE GROUP PLC NEW SPONS ADR NEW 92857W20 941 25218 SH SHARED 20 3750 21468 D VODAFONE GROUP PLC NEW SPONS ADR NEW 92857W20 800 21445 SH SHR/OTHR 20 21445 D VODAFONE GROUP PLC NEW SPONS ADR NEW 92857W20 24 644 SH SHARED 21 481 163 D VODAFONE GROUP PLC NEW SPONS ADR NEW 92857W20 212 5685 SH SHARED 22 4559 1126 D VODAFONE GROUP PLC NEW SPONS ADR NEW 92857W20 575 15413 SH SHARED 23 15413 D VODAFONE GROUP PLC NEW SPONS ADR NEW 92857W20 961 25754 SH SHR/OTHR 23 25754 D VOCUS INC COM 92858J10 483 14000 SH SHARED 14000 D VOCUS INC COM 92858J10 321 9300 SH SHARED 10 9300 D VOLCOM INC COM 92864N10 0 15 SH SHARED 15 D VOLCOM INC COM 92864N10 108 4928 SH SHARED 02 4928 D VOLCOM INC COM 92864N10 10800 490261 SH SHARED 10 490261 D VOLCANO CORPORATION COM 92864510 10 824 SH SHARED 824 D VOLT INFORMATION SCIENCES IN COM 92870310 733 40159 SH SHARED 40159 D VOLT INFORMATION SCIENCES IN COM 92870310 19 1050 SH SHARED 02 1050 D VOLTERRA SEMICONDUCTOR CORP COM 92870810 0 83 SH SHARED 83 D VOLTERRA SEMICONDUCTOR CORP COM 92870810 4 371 SH SHARED 20 371 D VONAGE HLDGS CORP COM 92886T20 134 58607 SH SHARED 58607 D VORNADO RLTY TR SH BEN INT 92904210 247 2816 SH SHARED 2816 D VORNADO RLTY TR SH BEN INT 92904210 33810 384429 SH SHARED 376229 8200 D VORNADO RLTY TR SH BEN INT 92904210 6679 75946 SH SHARED 01 65295 10651 D VORNADO RLTY TR SH BEN INT 92904210 899 10230 SH SHR/OTHR 01 10230 D VORNADO RLTY TR SH BEN INT 92904210 1799 20458 SH SHARED 02 20458 D VORNADO RLTY TR SH BEN INT 92904210 6 70 SH SHARED 05 70 D VORNADO RLTY TR SH BEN INT 92904210 40597 461602 SH SHARED 10 451817 9785 D VORNADO RLTY TR SH BEN INT 92904210 537562 6112133 SH SHARED 11 3638011 2474122 D VORNADO RLTY TR SH BEN INT 92904210 175 2000 SH SHARED 14 2000 D VORNADO RLTY TR SH BEN INT 92904210 2975 33831 SH SHARED 19 33831 D VORNADO RLTY TR SH BEN INT 92904210 1707 19415 SH SHARED 20 15360 4055 D VORNADO RLTY TR SH BEN INT 92904210 190 2165 SH SHR/OTHR 20 2165 D VORNADO RLTY TR SH BEN INT 92904210 35 400 SH SHARED 21 400 D VORNADO RLTY TR SH BEN INT 92904210 82 937 SH SHARED 22 690 247 D VORNADO RLTY TR SH BEN INT 92904210 37 425 SH SHR/OTHR 22 425 D VORNADO RLTY TR SH BEN INT 92904210 651 7403 SH SHARED 23 7057 346 D VORNADO RLTY TR SH BEN INT 92904210 151 1727 SH SHR/OTHR 23 1727 D VORNADO RLTY L P DEB 3.875% 4/1 929043AC 42892 38195008 PRN SHARED 8195008 D VORNADO RLTY L P DEB 3.875% 4/1 929043AC 112 100000 PRN SHARED 01 100000 D VORNADO RLTY L P DEB 3.875% 4/1 929043AC 6556 5838000 PRN SHARED 02 5838000 D VORNADO RLTY L P DBCV 3.625%11/1 929043AE 7206 7850000 PRN SHARED 7850000 D VOXWARE INC COM NEW 92906L50 0 78 SH SHARED 78 D VOTORANTIM CELULOSE E PAPEL SPONSORED ADR 92906P10 1137 38170 SH SHARED 38170 D VOTORANTIM CELULOSE E PAPEL SPONSORED ADR 92906P10 258 8660 SH SHARED 7260 1400 D VOTORANTIM CELULOSE E PAPEL SPONSORED ADR 92906P10 16639 558200 SH SHARED 04 558200 D VOTORANTIM CELULOSE E PAPEL SPONSORED ADR 92906P10 5505 184700 SH SHARED 10 184700 D VULCAN MATLS CO COM 92916010 20078 253875 SH SHARED 253875 D VULCAN MATLS CO COM 92916010 3533 44683 SH SHARED 01 38804 5879 D VULCAN MATLS CO COM 92916010 68 865 SH SHR/OTHR 01 865 D VULCAN MATLS CO COM 92916010 257 3262 SH SHARED 02 3262 D VULCAN MATLS CO COM 92916010 3 40 SH SHARED 05 40 D VULCAN MATLS CO COM 92916010 79 1000 SH SHARED 06 1000 D VULCAN MATLS CO COM 92916010 6004 75920 SH SHARED 10 75920 D VULCAN MATLS CO COM 92916010 384 4865 SH SHARED 20 4865 D VULCAN MATLS CO COM 92916010 61 775 SH SHARED 21 775 D VULCAN MATLS CO COM 92916010 63 800 SH SHARED 22 800 D VULCAN MATLS CO COM 92916010 242 3060 SH SHR/OTHR 22 3060 D VULCAN MATLS CO COM 92916010 72 915 SH SHR/OTHR 23 915 D W & T OFFSHORE INC COM 92922P10 755 25211 SH SHARED 25211 D W & T OFFSHORE INC COM 92922P10 641 21400 SH SHARED 01 21400 D W & T OFFSHORE INC COM 92922P10 10 350 SH SHARED 02 350 D W & T OFFSHORE INC COM 92922P10 451 15080 SH SHARED 10 15080 D WCI CMNTYS INC COM 92923C10 545 144404 SH SHARED 144404 D WCI CMNTYS INC COM 92923C10 793 209817 SH SHARED 02 209817 D WCI CMNTYS INC COM 92923C10 43 11600 SH SHARED 10 11600 D WD-40 CO COM 92923610 58 1551 SH SHARED 1551 D WD-40 CO COM 92923610 2 70 SH SHARED 01 70 D WD-40 CO COM 92923610 42 1125 SH SHARED 02 1125 D WGL HLDGS INC COM 92924F10 472 14438 SH SHARED 14438 D WGL HLDGS INC COM 92924F10 520 15900 SH SHARED 01 1600 14300 D WGL HLDGS INC COM 92924F10 76 2342 SH SHARED 02 2342 D WGL HLDGS INC COM 92924F10 2668 81442 SH SHARED 10 81442 D WGL HLDGS INC COM 92924F10 39 1200 SH SHARED 23 1200 D W-H ENERGY SVCS INC COM 92925E10 17774 316223 SH SHARED 316223 D W-H ENERGY SVCS INC COM 92925E10 720 12820 SH SHARED 01 12820 D W-H ENERGY SVCS INC COM 92925E10 697 12400 SH SHARED 10 12400 D W HLDG CO INC COM 92925110 8 6688 SH SHARED 6688 D W HLDG CO INC COM 92925110 26 22250 SH SHARED 01 22250 D W HLDG CO INC COM 92925110 27 22800 SH SHARED 10 22800 D WCA WASTE CORP COM 92926K10 5 923 SH SHARED 923 D WABCO HLDGS INC COM 92927K10 17 346 SH SHARED 346 D WABCO HLDGS INC COM 92927K10 13830 276117 SH SHARED 276117 D WABCO HLDGS INC COM 92927K10 215 4309 SH SHARED 01 4309 D WABCO HLDGS INC COM 92927K10 601 11999 SH SHARED 02 11999 D WABCO HLDGS INC COM 92927K10 6860 136970 SH SHARED 04 136970 D WABCO HLDGS INC COM 92927K10 7920 158127 SH SHARED 05 158127 D WABCO HLDGS INC COM 92927K10 230 4608 SH SHARED 06 4608 D WABCO HLDGS INC COM 92927K10 738 14734 SH SHARED 10 14734 D WABCO HLDGS INC COM 92927K10 70 1411 SH SHARED 20 1411 D WABCO HLDGS INC COM 92927K10 273 5470 SH SHARED 21 5470 D WJ COMMUNICATIONS INC COM 92928410 0 1132 SH SHARED 1132 D WMS INDS INC NOTE 2.750% 7/1 929297AE 9859 3500000 PRN SHARED 02 3500000 D WMS INDS INC COM 92929710 2294 62613 SH SHARED 62613 D WMS INDS INC COM 92929710 123 3370 SH SHARED 01 3370 D WMS INDS INC COM 92929710 2399 65500 SH SHARED 02 65500 D WMS INDS INC COM 92929710 2241 61165 SH SHARED 10 61165 D W P CAREY & CO LLC COM 92930Y10 5751 173239 SH SHARED 173239 D WPP GROUP PLC SPON ADR 0905 92930940 24 385 SH SHARED 385 D WPP GROUP PLC SPON ADR 0905 92930940 21870 340189 SH SHARED 340189 D WPP GROUP PLC SPON ADR 0905 92930940 10 167 SH SHARED 01 17 150 D WPP GROUP PLC SPON ADR 0905 92930940 1581 24600 SH SHARED 10 24600 D WPP GROUP PLC SPON ADR 0905 92930940 52 810 SH SHARED 21 810 D WPCS INTL INC COM NEW 92931L20 3 361 SH SHARED 361 D WNS HOLDINGS LTD SPON ADR 92932M10 60 3700 SH SHARED 3700 D WSI INDS INC COM 92932Q10 0 70 SH SHARED 70 D WSFS FINL CORP COM 92932810 153 3060 SH SHARED 3060 D WSFS FINL CORP COM 92932810 35 700 SH SHARED 01 700 D WSFS FINL CORP COM 92932810 180 3600 SH SHARED 02 3600 D WSFS FINL CORP COM 92932810 1470 29300 SH SHARED 10 29300 D WSB FINANCIAL GROUP INC COM 92933E10 0 137 SH SHARED 137 D WUXI PHARMATECH CAYMAN INC SPONS ADR SHS 92935210 28 961 SH SHARED 961 D WUXI PHARMATECH CAYMAN INC SPONS ADR SHS 92935210 1245 42600 SH SHARED 01 42600 D WUXI PHARMATECH CAYMAN INC SPONS ADR SHS 92935210 5462 186800 SH SHARED 10 186800 D WUXI PHARMATECH CAYMAN INC SPONS ADR SHS 92935210 777 26600 SH SHARED 24 26600 D WVS FINL CORP COM 92935810 0 52 SH SHARED 52 D WABASH NATL CORP COM 92956610 29 3808 SH SHARED 3808 D WABASH NATL CORP COM 92956610 71 9300 SH SHARED 10 9300 D WABTEC CORP COM 92974010 476 13848 SH SHARED 13848 D WABTEC CORP COM 92974010 723 20995 SH SHARED 01 6995 14000 D WABTEC CORP COM 92974010 92 2684 SH SHARED 02 2684 D WABTEC CORP COM 92974010 626 18200 SH SHARED 10 18200 D WACHOVIA CORP NEW COM 92990310 99169 2607665 SH SHARED 2607665 D WACHOVIA CORP NEW COM 92990310 10019 263463 SH SHARED 01 242006 21457 D WACHOVIA CORP NEW COM 92990310 335 8814 SH SHR/OTHR 01 8814 D WACHOVIA CORP NEW COM 92990310 7262 190975 SH SHARED 02 190975 D WACHOVIA CORP NEW COM 92990310 731 19235 SH SHARED 05 19235 D WACHOVIA CORP NEW COM 92990310 741 19495 SH SHARED 06 19495 D WACHOVIA CORP NEW COM 92990310 442375 11632286 SH SHARED 10 1594486 37800 D WACHOVIA CORP NEW COM 92990310 1136 29874 SH SHARED 14 29874 D WACHOVIA CORP NEW COM 92990310 617 16235 SH SHARED 20 8560 7675 D WACHOVIA CORP NEW COM 92990310 102 2690 SH SHR/OTHR 20 2690 D WACHOVIA CORP NEW COM 92990310 231 6092 SH SHARED 21 5572 520 D WACHOVIA CORP NEW COM 92990310 345 9090 SH SHARED 22 2564 6526 D WACHOVIA CORP NEW COM 92990310 24 650 SH SHR/OTHR 22 650 D WACHOVIA CORP NEW COM 92990310 1452 38185 SH SHARED 23 35485 2700 D WACHOVIA CORP NEW COM 92990310 1120 29458 SH SHR/OTHR 23 29458 D WACOAL HOLDINGS CORP ADR 93000420 16 250 SH SHARED 250 D WACOAL HOLDINGS CORP ADR 93000420 4 73 SH SHARED 21 73 D WADDELL & REED FINL INC CL A 93005910 3214 89058 SH SHARED 89058 D WADDELL & REED FINL INC CL A 93005910 1009 27966 SH SHARED 01 3266 24700 D WADDELL & REED FINL INC CL A 93005910 142 3952 SH SHARED 02 3952 D WADDELL & REED FINL INC CL A 93005910 53932 1494400 SH SHARED 10 1494400 D WADDELL & REED FINL INC CL A 93005910 65 1806 SH SHARED 21 1806 D WAINWRIGHT BK&TR CO BOSTON M COM 93070510 1 146 SH SHARED 146 D WAL MART STORES INC COM 93114210 1426 30022 SH SHARED 23012 7010 D WAL MART STORES INC COM 93114210 404530 8511057 SH SHARED 8237957 273100 D WAL MART STORES INC COM 93114210 32169 676817 SH SHARED 01 555174 121643 D WAL MART STORES INC COM 93114210 3251 68418 SH SHR/OTHR 01 68418 D WAL MART STORES INC COM 93114210 207618 4368154 SH SHARED 02 4368154 D WAL MART STORES INC COM 93114210 49 1050 SH SHARED 04 1050 D WAL MART STORES INC COM 93114210 49 1040 SH SHARED 05 1040 D WAL MART STORES INC COM 93114210 1144 24070 SH SHARED 06 24070 D WAL MART STORES INC COM 93114210 111319 2342096 SH SHARED 10 2148796 193300 D WAL MART STORES INC COM 93114210 4291 90299 SH SHARED 14 90299 D WAL MART STORES INC COM 93114210 180 3800 SH SHARED 15 3800 D WAL MART STORES INC COM 93114210 79 1678 SH SHARED 19 1678 D WAL MART STORES INC COM 93114210 3337 70226 SH SHARED 20 14475 55751 D WAL MART STORES INC COM 93114210 1107 23291 SH SHR/OTHR 20 23291 D WAL MART STORES INC COM 93114210 548 11545 SH SHARED 21 11545 D WAL MART STORES INC COM 93114210 735 15475 SH SHR/OTHR 21 15475 D WAL MART STORES INC COM 93114210 299 6300 SH SHARED 22 3965 2335 D WAL MART STORES INC COM 93114210 303 6382 SH SHR/OTHR 22 6382 D WAL MART STORES INC COM 93114210 4956 104289 SH SHARED 23 103289 1000 D WAL MART STORES INC COM 93114210 8475 178312 SH SHR/OTHR 23 178312 D WAL MART STORES INC COM 93114210 365 7700 SH SHARED 24 7700 D WALGREEN CO COM 93142210 37254 978325 SH SHARED 978325 D WALGREEN CO COM 93142210 5198 136505 SH SHARED 01 130205 6300 D WALGREEN CO COM 93142210 1308 34354 SH SHR/OTHR 01 34354 D WALGREEN CO COM 93142210 4819 126552 SH SHARED 02 126552 D WALGREEN CO COM 93142210 76674 2013500 SH SHARED 04 2013500 D WALGREEN CO COM 93142210 1297 34070 SH SHARED 05 34070 D WALGREEN CO COM 93142210 400 10510 SH SHARED 06 10510 D WALGREEN CO COM 93142210 67665 1776924 SH SHARED 10 1729424 47500 D WALGREEN CO COM 93142210 1108 29099 SH SHARED 14 24000 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 993 26100 SH SHR/OTHR 20 26100 D WALGREEN CO COM 93142210 374 9842 SH SHARED 21 9842 D WALGREEN CO COM 93142210 51 1350 SH SHARED 22 1350 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 3889 102137 SH SHR/OTHR 23 102137 D WALGREEN CO COM 93142210 63 1665 SH SHARED 24 1665 D WALTER INDS INC NOTE 3.750% 5/0 93317QAC 2898 750000 PRN SHARED 02 750000 D WALTER INDS INC COM 93317Q10 2824 78617 SH SHARED 78617 D WALTER INDS INC COM 93317Q10 760 21160 SH SHARED 01 21160 D WALTER INDS INC COM 93317Q10 134 3750 SH SHARED 02 3750 D WALTER INDS INC COM 93317Q10 14472 402800 SH SHARED 10 402800 D WALTER INDS INC COM 93317Q10 11 320 SH SHARED 21 320 D WARNACO GROUP INC COM NEW 93439040 739 21250 SH SHARED 21250 D WARNACO GROUP INC COM NEW 93439040 657 18900 SH SHARED 01 5100 13800 D WARNACO GROUP INC COM NEW 93439040 75 2158 SH SHARED 02 2158 D WARNACO GROUP INC COM NEW 93439040 1815 52171 SH SHARED 10 52171 D WARNER MUSIC GROUP CORP COM 93455010 9 1579 SH SHARED 1579 D WARNER MUSIC GROUP CORP COM 93455010 33 5550 SH SHARED 02 5550 D WARNER MUSIC GROUP CORP COM 93455010 246 40623 SH SHARED 10 24923 15700 D WARNER MUSIC GROUP CORP COM 93455010 1184 195500 SH SHARED 14 195500 D WARREN RES INC COM 93564A10 169 11998 SH SHARED 11998 D WARREN RES INC COM 93564A10 10 750 SH SHARED 02 750 D WARREN RES INC COM 93564A10 8 600 SH SHARED 10 600 D WARWICK VALLEY TEL CO COM 93675010 2 184 SH SHARED 184 D WASHINGTON BKG CO OAK HBR WA COM 93730310 3 246 SH SHARED 246 D WASHINGTON FED INC COM 93882410 636 30158 SH SHARED 30158 D WASHINGTON FED INC COM 93882410 507 24029 SH SHARED 01 24029 D WASHINGTON FED INC COM 93882410 607 28791 SH SHARED 02 28791 D WASHINGTON FED INC COM 93882410 119 5665 SH SHARED 10 5665 D WASHINGTON MUT INC COM 93932210 8 600 SH SHR/OTHR 600 D WASHINGTON MUT INC COM 93932210 13340 980218 SH SHARED 980218 D WASHINGTON MUT INC COM 93932210 1562 114777 SH SHARED 01 103978 10799 D WASHINGTON MUT INC COM 93932210 16 1209 SH SHR/OTHR 01 1209 D WASHINGTON MUT INC COM 93932210 253 18624 SH SHARED 02 18624 D WASHINGTON MUT INC COM 93932210 544 40000 SH SHARED 04 40000 D WASHINGTON MUT INC COM 93932210 4 330 SH SHARED 05 330 D WASHINGTON MUT INC COM 93932210 9584 704199 SH SHARED 06 704199 D WASHINGTON MUT INC COM 93932210 253849 18651696 SH SHARED 10 8651696 D WASHINGTON MUT INC COM 93932210 181 13300 SH SHARED 14 13300 D WASHINGTON MUT INC COM 93932210 58 4300 SH SHARED 20 2110 2190 D WASHINGTON MUT INC COM 93932210 78 5756 SH SHR/OTHR 20 5756 D WASHINGTON MUT INC COM 93932210 38 2820 SH SHARED 22 300 2520 D WASHINGTON MUT INC COM 93932210 25 1875 SH SHARED 23 1875 D WASHINGTON MUT INC COM 93932210 138 10175 SH SHR/OTHR 23 10175 D WASHINGTON POST CO CL B 93964010 4098 5178 SH SHARED 5178 D WASHINGTON POST CO CL B 93964010 189 240 SH SHARED 01 240 D WASHINGTON POST CO CL B 93964010 394 499 SH SHARED 02 499 D WASHINGTON POST CO CL B 93964010 31 40 SH SHARED 06 40 D WASHINGTON POST CO CL B 93964010 2087 2638 SH SHARED 10 2638 D WASHINGTON POST CO CL B 93964010 843 1066 SH SHARED 20 16 1050 D WASHINGTON POST CO CL B 93964010 395 500 SH SHR/OTHR 20 500 D WASHINGTON REAL ESTATE INVT NOTE 3.875% 9/1 939653AK 2882 3130000 PRN SHARED 02 3130000 D WASHINGTON REAL ESTATE INVT SH BEN INT 93965310 228 7261 SH SHARED 7261 D WASHINGTON REAL ESTATE INVT SH BEN INT 93965310 49 1575 SH SHARED 01 1575 D WASHINGTON REAL ESTATE INVT SH BEN INT 93965310 1042 33200 SH SHARED 10 33200 D WASHINGTON REAL ESTATE INVT SH BEN INT 93965310 5512 175500 SH SHARED 11 175500 D WASHINGTON SVGS BK FSB BOWIE COM 93969610 13 2562 SH SHARED 2562 D WASHINGTON TR BANCORP COM 94061010 23 939 SH SHARED 939 D WASHINGTON TR BANCORP COM 94061010 131 5200 SH SHARED 10 5200 D WASHINGTON TR BANCORP COM 94061010 63 2530 SH SHARED 20 2530 D WASTE CONNECTIONS INC COM 94105310 3319 107425 SH SHARED 107425 D WASTE CONNECTIONS INC COM 94105310 40 1300 SH SHARED 01 1300 D WASTE CONNECTIONS INC COM 94105310 3 101 SH SHARED 02 101 D WASTE CONNECTIONS INC COM 94105310 1963 63550 SH SHARED 10 63550 D WASTE CONNECTIONS INC COM 94105310 36 1168 SH SHARED 21 1168 D WASTE INDUSTRIES USA INC COM 94105710 240 6628 SH SHARED 6628 D WASTE INDUSTRIES USA INC COM 94105710 25 700 SH SHARED 01 700 D WASTE INDUSTRIES USA INC COM 94105710 47 1320 SH SHARED 02 1320 D WASTE INDUSTRIES USA INC COM 94105710 667 18400 SH SHARED 10 18400 D WASTE MGMT INC DEL COM 94106L10 166 5100 SH SHARED 5100 D WASTE MGMT INC DEL COM 94106L10 74037 2266235 SH SHARED 2262235 4000 D WASTE MGMT INC DEL COM 94106L10 1471 45036 SH SHARED 01 45036 D WASTE MGMT INC DEL COM 94106L10 3677 112576 SH SHARED 02 112576 D WASTE MGMT INC DEL COM 94106L10 7 230 SH SHARED 05 230 D WASTE MGMT INC DEL COM 94106L10 175 5360 SH SHARED 06 5360 D WASTE MGMT INC DEL COM 94106L10 8226 251809 SH SHARED 10 251809 D WASTE MGMT INC DEL COM 94106L10 2284 69917 SH SHARED 14 69917 D WASTE MGMT INC DEL COM 94106L10 555 17000 SH SHARED 23 17000 D WATERS CORP COM 94184810 9906 125293 SH SHARED 125293 D WATERS CORP COM 94184810 1859 23520 SH SHARED 01 20570 2950 D WATERS CORP COM 94184810 197 2500 SH SHR/OTHR 01 2500 D WATERS CORP COM 94184810 659 8344 SH SHARED 02 8344 D WATERS CORP COM 94184810 5540 70070 SH SHARED 05 70070 D WATERS CORP COM 94184810 68 860 SH SHARED 06 860 D WATERS CORP COM 94184810 4174 52795 SH SHARED 10 52795 D WATERS CORP COM 94184810 331 4190 SH SHARED 14 4190 D WATERS CORP COM 94184810 186 2360 SH SHARED 20 550 1810 D WATERS CORP COM 94184810 94 1200 SH SHR/OTHR 20 1200 D WATERS CORP COM 94184810 10 136 SH SHARED 21 136 D WATERS CORP COM 94184810 25 320 SH SHR/OTHR 21 320 D WATERS CORP COM 94184810 11 150 SH SHARED 22 150 D WATERS CORP COM 94184810 110 1400 SH SHARED 23 1400 D WATSCO INC COM 94262220 200 5461 SH SHARED 5461 D WATSCO INC COM 94262220 441 12003 SH SHARED 02 12003 D WATSCO INC COM 94262220 180 4900 SH SHARED 10 4900 D WATSON PHARMACEUTICALS INC COM 94268310 3825 140965 SH SHARED 140965 D WATSON PHARMACEUTICALS INC COM 94268310 276 10200 SH SHARED 01 10200 D WATSON PHARMACEUTICALS INC COM 94268310 413 15234 SH SHARED 02 15234 D WATSON PHARMACEUTICALS INC COM 94268310 1942 71563 SH SHARED 10 71563 D WATSON PHARMACEUTICALS INC COM 94268310 1639 60400 SH SHARED 14 60400 D WATSON WYATT WORLDWIDE INC CL A 94271210 491 10600 SH SHARED 10600 D WATSON WYATT WORLDWIDE INC CL A 94271210 212 4575 SH SHARED 01 4575 D WATSON WYATT WORLDWIDE INC CL A 94271210 1768 38100 SH SHARED 10 38100 D WATTS WATER TECHNOLOGIES INC CL A 94274910 2847 95537 SH SHARED 95537 D WATTS WATER TECHNOLOGIES INC CL A 94274910 154 5200 SH SHARED 01 5200 D WATTS WATER TECHNOLOGIES INC CL A 94274910 13 441 SH SHARED 02 441 D WATTS WATER TECHNOLOGIES INC CL A 94274910 15072 505780 SH SHARED 10 505780 D WAUSAU PAPER CORP COM 94331510 583 64932 SH SHARED 64932 D WAUSAU PAPER CORP COM 94331510 57 6400 SH SHARED 10 6400 D WAUWATOSA HLDGS INC COM 94348P10 361 28224 SH SHARED 28224 D WAVE SYSTEMS CORP COM NEW 94352630 1 1294 SH SHARED 1294 D WAVECOM S A SPONSORED ADR 94353110 3 218 SH SHARED 218 D WAYNE SVGS BANCSHARES INC NE COM 94624Q10 0 74 SH SHARED 74 D WAYSIDE TECHNOLOGY GROUP INC COM 94676010 2 333 SH SHARED 333 D WEBSENSE INC COM 94768410 365 21534 SH SHARED 21534 D WEBSENSE INC COM 94768410 282 16640 SH SHARED 01 16640 D WEBSENSE INC COM 94768410 358 21100 SH SHARED 10 21100 D WEBMD CORP NOTE 1.750% 6/1 94769MAE 997 1000000 PRN SHARED 1000000 D WEBMD CORP NOTE 1.750% 6/1 94769MAE 15725 15773000 PRN SHARED 02 5773000 D WEBMD CORP NOTE 1.750% 6/1 94769MAE 19940 20000000 PRN SHARED 04 0000000 D WEBMD CORP NOTE 3.125% 9/0 94769MAG 74 75000 PRN SHARED 02 75000 D WEBSITE PROS INC COM 94769V10 8 710 SH SHARED 710 D WEBMD HEALTH CORP CL A 94770V10 1396 34006 SH SHARED 34006 D WEBMD HEALTH CORP CL A 94770V10 164 4000 SH SHARED 20 4000 D WEBSTER FINL CORP CONN COM 94789010 371 11626 SH SHARED 11626 D WEBSTER FINL CORP CONN COM 94789010 610 19100 SH SHARED 01 100 19000 D WEBSTER FINL CORP CONN COM 94789010 298 9333 SH SHARED 02 9333 D WEBSTER FINL CORP CONN COM 94789010 115 3600 SH SHARED 10 3600 D WEBZEN INC SPONSORED ADR 94846M10 2 602 SH SHARED 602 D WEGENER CORP COM 94858510 0 202 SH SHARED 202 D WEIGHT WATCHERS INTL INC NEW COM 94862610 342 7575 SH SHARED 7575 D WEIGHT WATCHERS INTL INC NEW COM 94862610 99 2200 SH SHARED 02 2200 D WEIGHT WATCHERS INTL INC NEW COM 94862610 225 5000 SH SHARED 04 5000 D WEIGHT WATCHERS INTL INC NEW COM 94862610 303 6721 SH SHARED 10 6721 D WEIGHT WATCHERS INTL INC NEW COM 94862610 1486 32900 SH SHARED 14 32900 D WEIGHT WATCHERS INTL INC NEW COM 94862610 9 200 SH SHARED 20 200 D WEINGARTEN RLTY INVS NOTE 3.950% 8/0 948741AF 608 650000 PRN SHARED 02 650000 D WEINGARTEN RLTY INVS SH BEN INT 94874110 1977 62892 SH SHARED 62892 D WEINGARTEN RLTY INVS SH BEN INT 94874110 844 26850 SH SHARED 01 1300 25550 D WEINGARTEN RLTY INVS SH BEN INT 94874110 5 175 SH SHR/OTHR 01 175 D WEINGARTEN RLTY INVS SH BEN INT 94874110 144 4588 SH SHARED 02 4588 D WEINGARTEN RLTY INVS SH BEN INT 94874110 103 3300 SH SHARED 10 3300 D WEINGARTEN RLTY INVS SH BEN INT 94874110 34 1105 SH SHARED 23 1105 D WEINGARTEN RLTY INVS SH BEN INT 94874110 40 1300 SH SHR/OTHR 23 1300 D WEIS MKTS INC COM 94884910 15025 376192 SH SHARED 376192 D WEIS MKTS INC COM 94884910 18885 472850 SH SHARED 10 472850 D WELLCARE HEALTH PLANS INC COM 94946T10 435 10270 SH SHARED 10270 D WELLCARE HEALTH PLANS INC COM 94946T10 470 11100 SH SHARED 01 2500 8600 D WELLCARE HEALTH PLANS INC COM 94946T10 325 7676 SH SHARED 02 7676 D WELLCARE HEALTH PLANS INC COM 94946T10 63 1500 SH SHARED 10 1500 D WELLPOINT INC COM 94973V10 37 424 SH SHARED 424 D WELLPOINT INC COM 94973V10 74971 854567 SH SHARED 854567 D WELLPOINT INC COM 94973V10 7256 82711 SH SHARED 01 82661 50 D WELLPOINT INC COM 94973V10 653 7450 SH SHR/OTHR 01 7450 D WELLPOINT INC COM 94973V10 5194 59207 SH SHARED 02 59207 D WELLPOINT INC COM 94973V10 163 1861 SH SHARED 04 1861 D WELLPOINT INC COM 94973V10 21520 245300 SH SHARED 04 245300 D WELLPOINT INC COM 94973V10 22 260 SH SHARED 05 260 D WELLPOINT INC COM 94973V10 7974 90900 SH SHARED 06 90900 D WELLPOINT INC COM 94973V10 59302 675968 SH SHARED 10 660068 15900 D WELLPOINT INC COM 94973V10 1239 14130 SH SHARED 14 5800 8330 D WELLPOINT INC COM 94973V10 3929 44796 SH SHARED 16 44796 D WELLPOINT INC COM 94973V10 197 2250 SH SHARED 20 1750 500 D WELLPOINT INC COM 94973V10 491 5600 SH SHARED 23 5600 D WELLPOINT INC COM 94973V10 140 1600 SH SHR/OTHR 23 1600 D WELLS FARGO & CO NEW DBCV 5/0 949746FA 13382 13450000 PRN SHARED 3450000 D WELLS FARGO & CO NEW COM 94974610 157679 5222919 SH SHARED 4992419 230500 D WELLS FARGO & CO NEW COM 94974610 27683 916972 SH SHARED 01 711196 205776 D WELLS FARGO & CO NEW COM 94974610 4927 163210 SH SHR/OTHR 01 163210 D WELLS FARGO & CO NEW COM 94974610 12614 417839 SH SHARED 02 417839 D WELLS FARGO & CO NEW COM 94974610 603 20000 SH SHARED 04 20000 D WELLS FARGO & CO NEW COM 94974610 41 1370 SH SHARED 05 1370 D WELLS FARGO & CO NEW COM 94974610 969 32100 SH SHARED 06 32100 D WELLS FARGO & CO NEW COM 94974610 131294 4348937 SH SHARED 10 3962199 386738 D WELLS FARGO & CO NEW COM 94974610 1102 36512 SH SHARED 14 36512 D WELLS FARGO & CO NEW COM 94974610 3028 100300 SH SHARED 15 100300 D WELLS FARGO & CO NEW COM 94974610 27 920 SH SHARED 19 920 D WELLS FARGO & CO NEW COM 94974610 8631 285915 SH SHARED 20 126591 159324 D WELLS FARGO & CO NEW COM 94974610 4211 139493 SH SHR/OTHR 20 139493 D WELLS FARGO & CO NEW COM 94974610 374 12412 SH SHARED 21 6600 5812 D WELLS FARGO & CO NEW COM 94974610 69 2300 SH SHR/OTHR 21 2300 D WELLS FARGO & CO NEW COM 94974610 912 30222 SH SHARED 22 21245 8977 D WELLS FARGO & CO NEW COM 94974610 448 14862 SH SHR/OTHR 22 14862 D WELLS FARGO & CO NEW COM 94974610 6745 223419 SH SHARED 23 202709 20710 D WELLS FARGO & CO NEW COM 94974610 8601 284925 SH SHR/OTHR 23 284925 D WELLS GARDNER ELECTRS CORP COM 94976510 0 256 SH SHARED 256 D WENDYS INTL INC COM 95059010 14949 578560 SH SHARED 578560 D WENDYS INTL INC COM 95059010 390 15120 SH SHARED 01 15120 D WENDYS INTL INC COM 95059010 651 25230 SH SHARED 02 25230 D WENDYS INTL INC COM 95059010 14 560 SH SHARED 06 560 D WENDYS INTL INC COM 95059010 1048 40591 SH SHARED 10 40591 D WENDYS INTL INC COM 95059010 28 1100 SH SHARED 14 1100 D WERNER ENTERPRISES INC COM 95075510 360 21192 SH SHARED 21192 D WERNER ENTERPRISES INC COM 95075510 255 14975 SH SHARED 01 14975 D WERNER ENTERPRISES INC COM 95075510 65 3861 SH SHARED 02 3861 D WERNER ENTERPRISES INC COM 95075510 386 22701 SH SHARED 10 22701 D WERNER ENTERPRISES INC COM 95075510 4 255 SH SHARED 21 255 D WESBANCO INC COM 95081010 195 9500 SH SHARED 10 9500 D WESCO FINL CORP COM 95081710 10 26 SH SHARED 26 D WESCO FINL CORP COM 95081710 61 150 SH SHARED 01 150 D WESCO FINL CORP COM 95081710 10 25 SH SHARED 02 25 D WESCO FINL CORP COM 95081710 122 300 SH SHARED 20 300 D WESCO INTL INC DBCV 2.625%10/1 95082PAE 48457 42100000 PRN SHARED 2100000 D WESCO INTL INC DBCV 2.625%10/1 95082PAE 811 705000 PRN SHARED 02 705000 D WESCO INTL INC NOTE 1.750%11/1 95082PAG 12615 15000000 PRN SHARED 5000000 D WESCO INTL INC NOTE 1.750%11/1 95082PAG 11367 13517000 PRN SHARED 02 3517000 D WESCO INTL INC COM 95082P10 1311 33081 SH SHARED 33081 D WESCO INTL INC COM 95082P10 677 17085 SH SHARED 01 7500 9585 D WESCO INTL INC COM 95082P10 32 825 SH SHARED 02 825 D WESCO INTL INC COM 95082P10 7940 200305 SH SHARED 04 200305 D WESCO INTL INC COM 95082P10 8696 219389 SH SHARED 05 219389 D WESCO INTL INC COM 95082P10 166 4209 SH SHARED 06 4209 D WESCO INTL INC COM 95082P10 14837 374302 SH SHARED 10 368702 5600 D WESCO INTL INC COM 95082P10 70 1772 SH SHARED 21 829 943 D WEST BANCORPORATION INC CAP STK 95123P10 5 430 SH SHARED 430 D WEST BANCORPORATION INC CAP STK 95123P10 10 800 SH SHARED 02 800 D WEST COAST BANCORP ORE NEW COM 95214510 1 68 SH SHARED 68 D WEST COAST BANCORP ORE NEW COM 95214510 148 8000 SH SHARED 10 8000 D WEST MARINE INC COM 95423510 640 71302 SH SHARED 71302 D WEST MARINE INC COM 95423510 26 3000 SH SHARED 01 3000 D WEST MARINE INC COM 95423510 106 11861 SH SHARED 02 11861 D WEST MARINE INC COM 95423510 486 54200 SH SHARED 10 54200 D WEST PHARMACEUTICAL SVSC INC COM 95530610 34 843 SH SHARED 843 D WEST PHARMACEUTICAL SVSC INC COM 95530610 1321 32550 SH SHARED 01 32300 250 D WEST PHARMACEUTICAL SVSC INC COM 95530610 1035 25500 SH SHR/OTHR 01 25500 D WEST PHARMACEUTICAL SVSC INC COM 95530610 52 1300 SH SHARED 02 1300 D WEST PHARMACEUTICAL SVSC INC COM 95530610 9412 231890 SH SHARED 10 231890 D WESTAFF INC COM 95707010 0 217 SH SHARED 217 D WESTAR ENERGY INC COM 95709T10 8446 325600 SH SHARED 325600 D WESTAR ENERGY INC COM 95709T10 1648 63540 SH SHARED 01 34370 29170 D WESTAR ENERGY INC COM 95709T10 1024 39500 SH SHR/OTHR 01 39500 D WESTAR ENERGY INC COM 95709T10 313 12074 SH SHARED 02 12074 D WESTAR ENERGY INC COM 95709T10 2622 101100 SH SHARED 10 101100 D WESTAR ENERGY INC COM 95709T10 52 2008 SH SHARED 21 2008 D WESTAMERICA BANCORPORATION COM 95709010 2221 49866 SH SHARED 49866 D WESTAMERICA BANCORPORATION COM 95709010 485 10900 SH SHARED 01 700 10200 D WESTAMERICA BANCORPORATION COM 95709010 61 1390 SH SHARED 02 1390 D WESTAMERICA BANCORPORATION COM 95709010 333 7485 SH SHARED 10 7485 D WESTELL TECHNOLOGIES INC CL A 95754110 6292 4369574 SH SHARED 4369574 D WESTERN ALLIANCE BANCORP COM 95763810 871 46452 SH SHARED 46452 D WESTERN ALLIANCE BANCORP COM 95763810 1 80 SH SHARED 02 80 D WESTERN ALLIANCE BANCORP COM 95763810 35 1900 SH SHARED 10 1900 D WESTERN ASSET EMRG MKT DEBT COM 95766A10 8030 451400 SH SHARED 451400 D WESTERN ASSET GLB HI INCOME COM 95766B10 7942 678817 SH SHARED 678817 D WESTERN AST EMRG MKT FLT RT COM 95766C10 191 16495 SH SHARED 16495 D WESTERN ASSET EMRG MKT INCM COM 95766E10 3663 293100 SH SHARED 293100 D WESTERN ASSET EMRG MKT INCM COM 95766F10 62 4883 SH SHARED 4883 D WESTERN ASSET GLB PTNRS INCO COM 95766G10 136 12261 SH SHARED 12261 D WESTERN ASSET HIGH INCM FD I COM 95766H10 119 13287 SH SHARED 13287 D WESTERN ASSET HIGH INCM FD I COM 95766J10 8676 859026 SH SHARED 859026 D WESTERN ASSET HIGH INCM OPP COM 95766K10 7 1249 SH SHARED 1249 D WESTERN ASSETT MGD HI INCM F COM 95766L10 441 76842 SH SHARED 76842 D WESTERN ASST MNG MUN FD INC COM 95766M10 41 3817 SH SHR/OTHR 01 3817 D WESTERN ASSET CLYM INFL OPP COM 95766R10 6728 572181 SH SHARED 572181 D WESTERN ASSET INFL MGMT FD I COM 95766U10 2142 132610 SH SHARED 132610 D WESTERN ASSET WORLDWIDE INCO COM 95766810 1901 146532 SH SHARED 146532 D WESTERN ASSET ZENIX INCOME F COM 95766910 0 68 SH SHARED 68 D WESTERN DIGITAL CORP COM 95810210 187 6209 SH SHARED 6209 D WESTERN DIGITAL CORP COM 95810210 4125 136548 SH SHARED 136548 D WESTERN DIGITAL CORP COM 95810210 2670 88400 SH SHARED 01 21600 66800 D WESTERN DIGITAL CORP COM 95810210 112 3725 SH SHR/OTHR 01 3725 D WESTERN DIGITAL CORP COM 95810210 366 12126 SH SHARED 02 12126 D WESTERN DIGITAL CORP COM 95810210 74 2468 SH SHARED 04 2468 D WESTERN DIGITAL CORP COM 95810210 69 2300 SH SHARED 06 2300 D WESTERN DIGITAL CORP COM 95810210 1244 41200 SH SHARED 10 41200 D WESTERN DIGITAL CORP COM 95810210 514 17038 SH SHARED 14 17038 D WESTERN REFNG INC COM 95931910 2030 83881 SH SHARED 83881 D WESTERN REFNG INC COM 95931910 135 5600 SH SHARED 01 5600 D WESTERN REFNG INC COM 95931910 10 450 SH SHARED 02 450 D WESTERN REFNG INC COM 95931910 3931 162400 SH SHARED 10 162400 D WESTERN UN CO COM 95980210 22172 913200 SH SHARED 913200 D WESTERN UN CO COM 95980210 2247 92569 SH SHARED 01 90619 1950 D WESTERN UN CO COM 95980210 4 200 SH SHR/OTHR 01 200 D WESTERN UN CO COM 95980210 315 12982 SH SHARED 02 12982 D WESTERN UN CO COM 95980210 6677 275000 SH SHARED 04 275000 D WESTERN UN CO COM 95980210 8 359 SH SHARED 05 359 D WESTERN UN CO COM 95980210 212 8747 SH SHARED 06 8747 D WESTERN UN CO COM 95980210 10973 451975 SH SHARED 10 451975 D WESTERN UN CO COM 95980210 503 20750 SH SHARED 14 20750 D WESTERN UN CO COM 95980210 461 19010 SH SHARED 20 6800 12210 D WESTERN UN CO COM 95980210 135 5580 SH SHR/OTHR 20 5580 D WESTERN UN CO COM 95980210 14 600 SH SHARED 21 600 D WESTERN UN CO COM 95980210 63 2600 SH SHARED 22 2600 D WESTERN UN CO COM 95980210 101 4200 SH SHR/OTHR 22 4200 D WESTERN UN CO COM 95980210 644 26550 SH SHARED 23 1850 24700 D WESTERN UN CO COM 95980210 108 4468 SH SHR/OTHR 23 4468 D WESTFIELD FINANCIAL INC NEW COM 96008P10 844 87075 SH SHARED 87075 D WESTLAKE CHEM CORP COM 96041310 34 1839 SH SHARED 1839 D WESTLAKE CHEM CORP COM 96041310 180 9500 SH SHARED 02 9500 D WESTLAKE CHEM CORP COM 96041310 7 404 SH SHARED 10 404 D WESTMORELAND COAL CO COM 96087810 3 264 SH SHARED 264 D WESTMORELAND COAL CO COM 96087810 13 1000 SH SHARED 01 1000 D WESTPAC BKG CORP SPONSORED ADR 96121430 24 200 SH SHARED 200 D WESTSIDE ENERGY CORP COM 96149R10 0 483 SH SHARED 483 D WESTWOOD HLDGS GROUP INC COM 96176510 5 138 SH SHARED 138 D WESTWOOD HLDGS GROUP INC COM 96176510 197 5250 SH SHR/OTHR 20 5250 D WESTWOOD ONE INC COM 96181510 3 1748 SH SHARED 1748 D WESTWOOD ONE INC COM 96181510 24 12500 SH SHARED 01 12500 D WET SEAL INC CL A 96184010 33 14204 SH SHARED 14204 D WEYCO GROUP INC COM 96214910 2 94 SH SHARED 94 D WEYERHAEUSER CO COM 96216610 291204 3949070 SH SHARED 3947270 1800 D WEYERHAEUSER CO COM 96216610 1819 24677 SH SHARED 01 24677 D WEYERHAEUSER CO COM 96216610 437 5928 SH SHARED 02 5928 D WEYERHAEUSER CO COM 96216610 20573 279000 SH SHARED 04 279000 D WEYERHAEUSER CO COM 96216610 1204 16328 SH SHARED 05 16328 D WEYERHAEUSER CO COM 96216610 3048 41340 SH SHARED 06 41340 D WEYERHAEUSER CO COM 96216610 26540 359920 SH SHARED 10 298620 61300 D WEYERHAEUSER CO COM 96216610 44 600 SH SHARED 23 600 D WEYERHAEUSER CO COM 96216610 73 1000 SH SHR/OTHR 23 1000 D WEYERHAEUSER CO COM 96216610 1488 20180 SH SHARED 24 20180 D WHIRLPOOL CORP COM 96332010 31 380 SH SHARED 380 D WHIRLPOOL CORP COM 96332010 38840 475813 SH SHARED 475813 D WHIRLPOOL CORP COM 96332010 895 10969 SH SHARED 01 10969 D WHIRLPOOL CORP COM 96332010 2805 34374 SH SHARED 02 34374 D WHIRLPOOL CORP COM 96332010 128 1573 SH SHARED 04 1573 D WHIRLPOOL CORP COM 96332010 1126 13800 SH SHARED 05 13800 D WHIRLPOOL CORP COM 96332010 43 530 SH SHARED 06 530 D WHIRLPOOL CORP COM 96332010 5141 62985 SH SHARED 10 62985 D WHIRLPOOL CORP COM 96332010 163 2000 SH SHARED 14 2000 D WHIRLPOOL CORP COM 96332010 14 172 SH SHARED 19 172 D WHIRLPOOL CORP COM 96332010 11 145 SH SHARED 21 145 D WHITE ELECTR DESIGNS CORP COM 96380110 890 191851 SH SHARED 191851 D WHITE RIVER CAPITAL INC COM 96445P10 1 74 SH SHARED 74 D WHITING PETE CORP NEW COM 96638710 12 216 SH SHARED 216 D WHITING PETE CORP NEW COM 96638710 249 4325 SH SHARED 01 4325 D WHITING PETE CORP NEW COM 96638710 25 446 SH SHARED 02 446 D WHITING PETE CORP NEW COM 96638710 1654 28700 SH SHARED 10 28700 D WHITNEY HLDG CORP COM 96661210 16 619 SH SHARED 619 D WHITNEY HLDG CORP COM 96661210 24 950 SH SHARED 01 950 D WHITNEY HLDG CORP COM 96661210 768 29400 SH SHARED 02 29400 D WHITNEY HLDG CORP COM 96661210 133 5100 SH SHARED 10 5100 D WHITNEY HLDG CORP COM 96661210 29 1109 SH SHARED 21 1109 D WHOLE FOODS MKT INC SDCV 3/0 966837AC 218 250000 PRN SHARED 02 250000 D WHOLE FOODS MKT INC COM 96683710 93 2288 SH SHARED 2288 D WHOLE FOODS MKT INC COM 96683710 8833 216503 SH SHARED 216503 D WHOLE FOODS MKT INC COM 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COM 96924N10 1 162 SH SHARED 162 D WILLIAMS COS INC DEL COM 96945710 72516 2026723 SH SHARED 2026723 D WILLIAMS COS INC DEL COM 96945710 1928 53906 SH SHARED 01 51906 2000 D WILLIAMS COS INC DEL COM 96945710 11665 326046 SH SHARED 02 326046 D WILLIAMS COS INC DEL COM 96945710 10 290 SH SHARED 05 290 D WILLIAMS COS INC DEL COM 96945710 211 5910 SH SHARED 06 5910 D WILLIAMS COS INC DEL COM 96945710 22391 625800 SH SHARED 10 625800 D WILLIAMS COS INC DEL COM 96945710 514 14382 SH SHARED 14 14382 D WILLIAMS COS INC DEL COM 96945710 665 18600 SH SHARED 23 18600 D WILLIAMS COS INC DEL COM 96945710 107 3000 SH SHR/OTHR 23 3000 D WILLIAMS CTLS INC COM NEW 96946560 2 146 SH SHARED 146 D WILLIAMS CLAYTON ENERGY INC COM 96949010 187 6014 SH SHARED 6014 D WILLIAMS CLAYTON ENERGY INC COM 96949010 43 1400 SH SHARED 01 1400 D WILLIAMS CLAYTON ENERGY INC COM 96949010 563 18100 SH SHARED 10 18100 D WILLIAMS PARTNERS L P COM UNIT L P 96950F10 22478 573437 SH SHARED 573437 D WILLIAMS SONOMA INC COM 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XCESSORIES GROUP IN COM 97652L10 0 96 SH SHARED 96 D WIRELESS TELECOM GROUP INC COM 97652410 0 510 SH SHARED 510 D WISCONSIN ENERGY CORP COM 97665710 1218 25021 SH SHARED 25021 D WISCONSIN ENERGY CORP COM 97665710 13917 285723 SH SHARED 01 250123 35600 D WISCONSIN ENERGY CORP COM 97665710 722 14839 SH SHARED 02 14839 D WISCONSIN ENERGY CORP COM 97665710 61 1260 SH SHARED 06 1260 D WISCONSIN ENERGY CORP COM 97665710 418 8600 SH SHARED 10 8600 D WISCONSIN ENERGY CORP COM 97665710 43 900 SH SHARED 23 900 D WISCONSIN ENERGY CORP COM 97665710 204 4200 SH SHR/OTHR 23 4200 D WISDOMTREE TRUST INTL SMCAP DIV 97717W76 176 2750 SH SHARED 23 2750 D WOLVERINE WORLD WIDE INC COM 97809710 2140 87279 SH SHARED 87279 D WOLVERINE WORLD WIDE INC COM 97809710 9890 403350 SH SHARED 10 403350 D WOODWARD GOVERNOR CO COM 98074510 572 8424 SH SHARED 8424 D WOODWARD GOVERNOR CO COM 98074510 77 1145 SH SHARED 01 1145 D WOODWARD GOVERNOR CO COM 98074510 536 7900 SH SHARED 02 7900 D WOODWARD GOVERNOR CO COM 98074510 156 2300 SH SHARED 10 2300 D WOODWARD GOVERNOR CO COM 98074510 67 1000 SH SHARED 23 1000 D WOORI FIN HLDGS CO LTD ADR 98106310 280 4709 SH SHARED 4709 D WORLD ACCEP CORPORATION NOTE 3.000%10/0 981417AB 2870 3500000 PRN SHARED 3500000 D WORLD ACCEP CORP DEL COM 98141910 16 623 SH SHARED 623 D WORLD ACCEP CORP DEL COM 98141910 81 3016 SH SHARED 02 3016 D WORLD FUEL SVCS CORP COM 98147510 178 6144 SH SHARED 6144 D WORLD FUEL SVCS CORP COM 98147510 455 15700 SH SHARED 01 15700 D WORLD FUEL SVCS CORP COM 98147510 10 375 SH SHARED 02 375 D WORLD FUEL SVCS CORP COM 98147510 26 900 SH SHARED 10 900 D WORLD WRESTLING ENTMT INC CL A 98156Q10 146 9900 SH SHARED 01 9900 D WORLD WRESTLING ENTMT INC CL A 98156Q10 85 5791 SH SHARED 02 5791 D WORLD WRESTLING ENTMT INC CL A 98156Q10 42 2900 SH SHARED 10 2900 D WORLDSPACE INC CL A 98157910 208 123933 SH SHARED 123933 D WORLDSPACE INC CL A 98157910 4 2700 SH SHARED 02 2700 D WORTHINGTON INDS INC COM 98181110 1361 76161 SH SHARED 76161 D WORTHINGTON INDS INC COM 98181110 513 28722 SH SHARED 01 6222 22500 D WORTHINGTON INDS INC COM 98181110 61 3415 SH SHARED 02 3415 D WORTHINGTON INDS INC COM 98181110 8617 481953 SH SHARED 10 481953 D WORTHINGTON INDS INC COM 98181110 211 11825 SH SHARED 21 11825 D WPT ENTERPRISES INC COM 98211W10 0 160 SH SHARED 160 D WRIGHT EXPRESS CORP COM 98233Q10 65 1859 SH SHARED 1859 D WRIGHT EXPRESS CORP COM 98233Q10 68 1925 SH SHARED 02 1925 D WRIGHT EXPRESS CORP COM 98233Q10 548 15450 SH SHARED 10 15450 D WRIGHT MED GROUP INC COM 98235T10 19 675 SH SHARED 675 D WRIGHT MED GROUP INC COM 98235T10 51 1775 SH SHARED 02 1775 D WRIGHT MED GROUP INC COM 98235T10 3 125 SH SHARED 21 125 D WRIGLEY WM JR CO COM 98252610 14609 249518 SH SHARED 239218 10300 D WRIGLEY WM JR CO COM 98252610 3050 52101 SH SHARED 01 37951 14150 D WRIGLEY WM JR CO COM 98252610 549 9387 SH SHR/OTHR 01 9387 D WRIGLEY WM JR CO COM 98252610 733 12531 SH SHARED 02 12531 D WRIGLEY WM JR CO COM 98252610 94 1612 SH SHARED 06 1612 D WRIGLEY WM JR CO COM 98252610 24781 423258 SH SHARED 10 418358 4900 D WRIGLEY WM JR CO COM 98252610 4449 76000 SH SHARED 15 76000 D WRIGLEY WM JR CO COM 98252610 0 3 SH SHARED 23 3 D WRIGLEY WM JR CO COM 98252610 395 6750 SH SHR/OTHR 23 6750 D WYETH DBCV 1/1 983024AD 3850 3650000 PRN SHARED 3650000 D WYETH DBCV 1/1 983024AD 47475 45000000 PRN SHARED 04 5000000 D WYETH COM 98302410 227690 5152545 SH SHARED 4890745 261800 D WYETH COM 98302410 12507 283043 SH SHARED 01 201390 81653 D WYETH COM 98302410 1395 31584 SH SHR/OTHR 01 31584 D WYETH COM 98302410 14946 338222 SH SHARED 02 338222 D WYETH COM 98302410 125254 2834462 SH SHARED 04 2834462 D WYETH COM 98302410 25 570 SH SHARED 05 570 D WYETH COM 98302410 24697 558888 SH SHARED 06 558888 D WYETH COM 98302410 400442 9061845 SH SHARED 10 8886645 175200 D WYETH COM 98302410 106 2400 SH SHR/OTHR 10 2400 D WYETH COM 98302410 7247 164002 SH SHARED 14 27800 136202 D WYETH COM 98302410 5324 120500 SH SHARED 15 120500 D WYETH COM 98302410 2870 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98391910 695 31795 SH SHARED 01 31795 D XILINX INC COM 98391910 2 100 SH SHR/OTHR 01 100 D XILINX INC COM 98391910 2352 107557 SH SHARED 02 107557 D XILINX INC COM 98391910 5 270 SH SHARED 05 270 D XILINX INC COM 98391910 91 4180 SH SHARED 06 4180 D XILINX INC COM 98391910 4055 185459 SH SHARED 10 165059 20400 D XINHUA FIN MEDIA LTD SPONSORED ADR 98398210 1 197 SH SHARED 197 D XINHUA FIN MEDIA LTD SPONSORED ADR 98398210 481 80200 SH SHARED 14 80200 D XCORPOREAL INC COM 98400P10 0 124 SH SHARED 124 D XCORPOREAL INC COM 98400P10 6 1300 SH SHARED 02 1300 D XELR8 HOLDINGS INC COM 98400Y10 0 299 SH SHARED 299 D XENOPORT INC COM 98411C10 224 4015 SH SHARED 4015 D XENOPORT INC COM 98411C10 226 4050 SH SHARED 01 4050 D XENOPORT INC COM 98411C10 12908 231000 SH SHARED 04 231000 D XENOPORT INC COM 98411C10 1676 30000 SH SHARED 16 30000 D XENONICS HLDGS INC COM 98411710 0 456 SH SHARED 456 D XEROX CORP COM 98412110 97271 6008095 SH SHARED 6007795 300 D XEROX CORP COM 98412110 1832 113217 SH SHARED 01 113217 D XEROX CORP COM 98412110 587 36316 SH SHARED 02 36316 D XEROX CORP COM 98412110 9 600 SH SHARED 05 600 D XEROX CORP COM 98412110 136 8410 SH SHARED 06 8410 D XEROX CORP COM 98412110 9111 562773 SH SHARED 10 562773 D XEROX CORP COM 98412110 800 49424 SH SHARED 14 49424 D XEROX CORP COM 98412110 9 590 SH SHARED 20 590 D XEROX CORP COM 98412110 9 590 SH SHARED 21 590 D XEROX CORP COM 98412110 29 1800 SH SHR/OTHR 23 1800 D XTENT INC COM 98414110 4 428 SH SHARED 428 D XERIUM TECHNOLOGIES INC COM 98416J10 99 19209 SH SHARED 19209 D XERIUM TECHNOLOGIES INC COM 98416J10 23 4500 SH SHARED 01 4500 D XERIUM TECHNOLOGIES INC COM 98416J10 214 41200 SH SHARED 10 41200 D XETHANOL CORP COM 98420A10 15 26028 SH SHARED 26028 D YPF SOCIEDAD ANONIMA SPON ADR CL D 98424510 151 3520 SH SHARED 3520 D YRC WORLDWIDE INC COM 98424910 412 24127 SH SHARED 24127 D YRC WORLDWIDE INC COM 98424910 842 49317 SH SHARED 01 28517 20800 D YRC WORLDWIDE INC COM 98424910 75 4407 SH SHARED 02 4407 D YRC WORLDWIDE INC COM 98424910 56 3300 SH SHARED 10 3300 D YADKIN VALLEY FINANCIAL CORP COM 98431410 4 277 SH SHARED 277 D YAHOO INC FRNT 4/0 984332AB 2791 2400000 PRN SHARED 2400000 D YAHOO INC FRNT 4/0 984332AB 541 466000 PRN SHARED 02 466000 D YAHOO INC FRNT 4/0 984332AB 63965 55000000 PRN SHARED 04 5000000 D YAHOO INC COM 98433210 7 320 SH SHARED 320 D YAHOO INC COM 98433210 129265 5557430 SH SHARED 5265330 292100 D YAHOO INC COM 98433210 4440 190909 SH SHARED 01 189859 1050 D YAHOO INC COM 98433210 55187 2372651 SH SHARED 02 2372651 D YAHOO INC COM 98433210 23 1000 SH SHARED 04 1000 D YAHOO INC COM 98433210 29540 1270000 SH SHARED 04 1270000 D YAHOO INC COM 98433210 13 590 SH SHARED 05 590 D YAHOO INC COM 98433210 259 11170 SH SHARED 06 11170 D YAHOO INC COM 98433210 68276 2935365 SH SHARED 10 2781915 153450 D YAHOO INC COM 98433210 64 2757 SH SHARED 14 2757 D YAHOO INC COM 98433210 7143 307100 SH SHARED 15 307100 D YAHOO INC COM 98433210 18 800 SH SHARED 20 800 D YAHOO INC COM 98433210 430 18500 SH SHARED 21 6000 12500 D YAHOO INC COM 98433210 220 9500 SH SHR/OTHR 21 9500 D YAHOO INC COM 98433210 19 820 SH SHR/OTHR 23 820 D YAHOO INC COM 98433210 323 13900 SH SHARED 24 13900 D YAMANA GOLD INC COM 98462Y10 375 29000 SH SHARED 29000 D YAMANA GOLD INC COM 98462Y10 8191 633006 SH SHARED 633006 D YAMANA GOLD INC COM 98462Y10 5 447 SH SHARED 01 447 D YAMANA GOLD INC COM 98462Y10 15016 1160500 SH SHARED 04 1160500 D YAMANA GOLD INC COM 98462Y10 344 26600 SH SHARED 06 26600 D YAMANA GOLD INC COM 98462Y10 66936 5172798 SH SHARED 10 5172798 D YAMANA GOLD INC COM 98462Y10 9457 730869 SH SHARED 16 730869 D YANZHOU COAL MNG CO LTD SPON ADR H SHS 98484610 304 3137 SH SHARED 3137 D YELLOW ROADWAY CORP NOTE 5.000% 8/0 985577AA 19155 20037008 PRN SHARED 0037008 D YELLOW ROADWAY CORP NOTE 5.000% 8/0 985577AA 3546 3710000 PRN SHARED 02 3710000 D YELLOW ROADWAY CORP NOTE 3.375%11/2 985577AB 1435 1750000 PRN SHARED 1750000 D YELLOW ROADWAY CORP NOTE 3.375%11/2 985577AB 1336 1630000 PRN SHARED 02 1630000 D YINGLI GREEN ENERGY HLDG CO ADR 98584B10 19 493 SH SHARED 493 D YINGLI GREEN ENERGY HLDG CO ADR 98584B10 18939 489392 SH SHARED 489392 D YINGLI GREEN ENERGY HLDG CO ADR 98584B10 1292 33400 SH SHARED 01 33400 D YINGLI GREEN ENERGY HLDG CO ADR 98584B10 32984 852300 SH SHARED 04 852300 D YINGLI GREEN ENERGY HLDG CO ADR 98584B10 8187 211556 SH SHARED 05 211556 D YINGLI GREEN ENERGY HLDG CO ADR 98584B10 4606 119033 SH SHARED 06 119033 D YINGLI GREEN ENERGY HLDG CO ADR 98584B10 13404 346369 SH SHARED 10 294169 52200 D YINGLI GREEN ENERGY HLDG CO ADR 98584B10 1458 37700 SH SHARED 24 37700 D YORK WTR CO COM 98718410 4 289 SH SHARED 289 D YORK WTR CO COM 98718410 574 37089 SH SHARED 22 3500 33589 D YOUBET COM INC COM 98741310 1 1031 SH SHARED 1031 D YOUNG BROADCASTING INC CL A 98743410 0 680 SH SHARED 680 D YOUNG BROADCASTING INC CL A 98743410 10 10000 SH SHARED 23 10000 D YOUNG INNOVATIONS INC COM 98752010 121 5066 SH SHARED 5066 D YOUNG INNOVATIONS INC COM 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2600 D YUM BRANDS INC COM 98849810 942 24624 SH SHR/OTHR 23 24624 D ZBB ENERGY CORPORATION COM 98876R20 1 992 SH SHARED 992 D ZVUE CORP COM 98880110 0 462 SH SHARED 462 D ZALE CORP NEW COM 98885810 1087 67701 SH SHARED 67701 D ZALE CORP NEW COM 98885810 2 175 SH SHARED 01 175 D ZALE CORP NEW COM 98885810 293 18304 SH SHARED 10 18304 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 1 250 SH SHARED 02 250 D ZAREBA SYSTEMS INC COM 98913110 0 51 SH SHARED 51 D ZARLINK SEMICONDUCTOR INC COM 98913910 163 226940 SH SHARED 226940 D ZEBRA TECHNOLOGIES CORP CL A 98920710 291 8406 SH SHARED 8406 D ZEBRA TECHNOLOGIES CORP CL A 98920710 749 21600 SH SHARED 01 800 20800 D ZEBRA TECHNOLOGIES CORP CL A 98920710 368 10629 SH SHARED 02 10629 D ZEBRA TECHNOLOGIES CORP CL A 98920710 869 25055 SH SHARED 10 12155 12900 D ZENITH NATL INS CORP COM 98939010 18250 408025 SH SHARED 408025 D ZENITH NATL INS CORP COM 98939010 414 9275 SH SHARED 02 9275 D ZENITH NATL INS CORP COM 98939010 565 12650 SH SHARED 10 12650 D ZEP INC COM 98944B10 1130 81520 SH SHARED 81520 D ZEP INC COM 98944B10 78 5650 SH SHARED 10 5650 D ZEP INC COM 98944B10 17 1280 SH SHARED 23 780 500 D ZHONE TECHNOLOGIES INC NEW COM 98950P10 94 80399 SH SHARED 80399 D ZHONE TECHNOLOGIES INC NEW COM 98950P10 15 13200 SH SHARED 01 13200 D ZILA INC COM PAR $0.01 98951320 1 1625 SH SHARED 1625 D ZILOG INC COM PAR $0.01 98952430 1 441 SH SHARED 441 D ZIMMER HLDGS INC COM 98956P10 10 160 SH SHARED 160 D ZIMMER HLDGS INC COM 98956P10 61434 928718 SH SHARED 926918 1800 D ZIMMER HLDGS INC COM 98956P10 8241 124587 SH SHARED 01 84832 39755 D ZIMMER HLDGS INC COM 98956P10 2422 36625 SH SHR/OTHR 01 36625 D ZIMMER HLDGS INC COM 98956P10 2617 39575 SH SHARED 02 39575 D ZIMMER HLDGS INC COM 98956P10 7453 112675 SH SHARED 04 112675 D ZIMMER HLDGS INC COM 98956P10 8 130 SH SHARED 05 130 D ZIMMER HLDGS INC COM 98956P10 1010 15270 SH SHARED 06 15270 D ZIMMER HLDGS INC COM 98956P10 56150 848832 SH SHARED 10 817492 31340 D ZIMMER HLDGS INC COM 98956P10 6 96 SH SHR/OTHR 10 96 D ZIMMER HLDGS INC COM 98956P10 1077 16288 SH SHARED 14 1500 14788 D ZIMMER HLDGS INC COM 98956P10 2646 40000 SH SHARED 15 40000 D ZIMMER HLDGS INC COM 98956P10 860 13005 SH SHARED 20 4120 8885 D ZIMMER HLDGS INC COM 98956P10 436 6605 SH SHR/OTHR 20 6605 D ZIMMER HLDGS INC COM 98956P10 1898 28705 SH SHARED 21 25205 3500 D ZIMMER HLDGS INC COM 98956P10 6 100 SH SHR/OTHR 21 100 D ZIMMER HLDGS INC COM 98956P10 852 12887 SH SHARED 22 8427 4460 D ZIMMER HLDGS INC COM 98956P10 286 4324 SH SHR/OTHR 22 4324 D ZIMMER HLDGS INC COM 98956P10 2714 41028 SH SHARED 23 28014 13014 D ZIMMER HLDGS INC COM 98956P10 15933 240875 SH SHR/OTHR 23 240875 D ZIMMER HLDGS INC COM 98956P10 69 1050 SH SHARED 24 1050 D ZION OIL & GAS INC COM 98969610 1 158 SH SHARED 158 D ZIONS BANCORPORATION COM 98970110 5419 116082 SH SHARED 116082 D ZIONS BANCORPORATION COM 98970110 522 11200 SH SHARED 01 11100 100 D ZIONS BANCORPORATION COM 98970110 247 5307 SH SHARED 02 5307 D ZIONS BANCORPORATION COM 98970110 17559 376084 SH SHARED 06 376084 D ZIONS BANCORPORATION COM 98970110 2374 50857 SH SHARED 10 50857 D ZIONS BANCORPORATION COM 98970110 487 10436 SH SHARED 14 10436 D ZIOPHARM ONCOLOGY INC COM 98973P10 1 474 SH SHARED 474 D ZIX CORP COM 98974P10 7 1523 SH SHARED 1523 D ZIPREALTY INC COM 98974V10 1 308 SH SHARED 308 D ZORAN CORP COM 98975F10 1897 84277 SH SHARED 84277 D ZORAN CORP COM 98975F10 581 25841 SH SHARED 01 22165 3676 D ZORAN CORP COM 98975F10 4460 198167 SH SHARED 10 198167 D ZOLTEK COS INC COM 98975W10 6435 150106 SH SHARED 150106 D ZOLTEK COS INC COM 98975W10 197 4600 SH SHARED 01 4600 D ZOLTEK COS INC COM 98975W10 666 15538 SH SHARED 05 15538 D ZOOM TECHNOLOGIES INC DEL COM 98976E10 0 209 SH SHARED 209 D ZONES INC COM 98976N10 2 243 SH SHARED 243 D ZUMIEZ INC COM 98981710 136 5618 SH SHARED 5618 D ZUMIEZ INC COM 98981710 9127 374700 SH SHARED 10 374700 D ZWEIG FD COM 98983410 278 55307 SH SHARED 55307 D ZWEIG TOTAL RETURN FD INC COM 98983710 975 215727 SH SHARED 215727 D ZYMOGENETICS INC COM 98985T10 275 23600 SH SHARED 23600 D ZYMOGENETICS INC COM 98985T10 121 10400 SH SHARED 02 10400 D ZYMOGENETICS INC COM 98985T10 33 2860 SH SHARED 10 2860 D ZYGO CORP COM 98985510 426 34245 SH SHARED 34245 D ZYGO CORP COM 98985510 26 2150 SH SHARED 01 2150 D ZOLL MED CORP COM 98992210 3 113 SH SHARED 113 D ZOLL MED CORP COM 98992210 52 1975 SH SHARED 02 1975 S REPORT SUMMARY 19406 DATA RECORDS 178734097 0 OTHER MANAGERS ON WHOSE BEHALF REPORT IS FILED
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