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Deutsche Bank AG – ‘13F-HR’ for 6/30/08

On:  Thursday, 8/14/08, at 10:32am ET   ·   Effective:  8/14/08   ·   For:  6/30/08   ·   Accession #:  948046-8-233   ·   File #:  28-10103

Previous ‘13F-HR’:  ‘13F-HR’ on 5/15/08 for 3/31/08   ·   Next:  ‘13F-HR’ on 11/14/08 for 9/30/08   ·   Latest:  ‘13F-HR’ on 2/14/24 for 12/31/23

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  As Of               Filer                 Filing    For·On·As Docs:Size

 8/14/08  Deutsche Bank AG                  13F-HR      6/30/08    1:1.3M

Quarterly Holdings and Combination Report by a Money Manager   —   Form 13F
Filing Table of Contents

Document/Exhibit                   Description                      Pages   Size 

 1: 13F-HR      Dbag 13F 6-30-08                                     395±  2.91M 

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UNITED STATES SECURITIES AND EXCHANGE COMMISSION Washington, D.C. 20549 FORM 13F FORM 13F COVER PAGE Report for the Calender Year or Quarter Ended: JUNE 30, 2008 Check here if Amendment { }; Amendment Number: This Amendment (Check only one.): { } is a restatement. { } adds new holdings entries.
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Institutional Investment Manager Filing this Report: Name: Deutsche Bank Aktiengesellschaft Address: Taunusanlage 12 60325 Frankfurt am Main, Germany 13F File Number: 028-10103 The institutional investment manager filing this report and the person by whom it is signed hereby represent that the person signing the report is authorized to submit it, that all information contained herein is true, correct and complete, and that is understood that all required items, statements, schedules, lists, and tables, are considered integral parts of this form. Person Signing this Report on Behalf of Reporting Manager: Name: Jeffrey Ruiz Title: Director Phone: 212-250-3667 Signature, Place, and Date of Signing: Jeffrey Ruiz New York, New York August 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.
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FORM 13F SUMMARY PAGE Report Summary: Number of Other Included Managers: 15 Form 13F Information Table Entry Total: 21208 Form 13F Information Table Value Total: 151684867 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 19 28-11509 Deutsche Bank (Suisse) S.A. 20 28-11997 Deutsche Bank National Trust Company 21 28-11998 Deutsche Bank Trust Company Delaware 22 28-11999 Deutsche Bank Florida, National Association 23 28-12000 Deutsche Bank Trust Company, National Association 24 28-12485 DWS Tust Confidential treatment has been requested under separate cover for a portion of the Manager's Securities positions held at the end of this quarter. [Enlarge/Download Table] 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 3679201 59659488 SH SHARED 59088177 571311 D DAIMLER AG REG SHS D1668R12 526 8540 SH SHARED 01 8340 200 D DAIMLER AG REG SHS D1668R12 1017 16500 SH SHARED 02 16000 500 D DAIMLER AG REG SHS D1668R12 12690 205777 SH SHARED 04 186501 19276 D DAIMLER AG REG SHS D1668R12 610780 9904016 SH SHARED 04 9904016 D DAIMLER AG REG SHS D1668R12 1991 32290 SH SHARED 05 32290 D DAIMLER AG REG SHS D1668R12 149761 2428438 SH SHARED 06 2110654 317784 D DAIMLER AG REG SHS D1668R12 5003 81131 SH SHARED 10 48436 32695 D DAIMLER AG REG SHS D1668R12 4238 68728 SH SHARED 14 13970 54758 D DAIMLER AG REG SHS D1668R12 1081 17530 SH SHARED 19 17530 D DAIMLER AG REG SHS D1668R12 16 274 SH SHR/OTHR 23 274 D DEUTSCHE BANK AG NAMEN AKT D1819089 3292218 38581629 SH SHARED 38533169 48460 D DEUTSCHE BANK AG NAMEN AKT D1819089 1637 19181 SH SHARED 01 9649 9532 D DEUTSCHE BANK AG NAMEN AKT D1819089 3072 36000 SH SHR/OTHR 01 36000 D DEUTSCHE BANK AG NAMEN AKT D1819089 67 788 SH SHARED 02 788 D DEUTSCHE BANK AG NAMEN AKT D1819089 6944 81367 SH SHARED 04 65235 16132 D DEUTSCHE BANK AG NAMEN AKT D1819089 121231 1420400 SH SHARED 04 1420400 D DEUTSCHE BANK AG NAMEN AKT D1819089 360 4226 SH SHARED 05 4226 D DEUTSCHE BANK AG NAMEN AKT D1819089 117809 1380306 SH SHARED 06 1171478 208828 D DEUTSCHE BANK AG NAMEN AKT D1819089 1803 21128 SH SHARED 10 3039 18089 D DEUTSCHE BANK AG NAMEN AKT D1819089 4022 47127 SH SHARED 14 2400 44727 D DEUTSCHE BANK AG NAMEN AKT D1819089 473 5550 SH SHARED 15 5550 D DEUTSCHE BANK AG NAMEN AKT D1819089 6603 77371 SH SHARED 19 77371 D DEUTSCHE BANK AG NAMEN AKT D1819089 63 740 SH SHARED 20 740 D DEUTSCHE BANK AG NAMEN AKT D1819089 631 7400 SH SHARED 23 7400 D TELVENT GIT SA SHS E9021510 24 1000 SH SHARED 1000 D TELVENT GIT SA SHS E9021510 19 825 SH SHARED 02 825 D ACE LTD ORD G0070K10 15646 284021 SH SHARED 260321 23700 D ACE LTD ORD G0070K10 2479 45014 SH SHARED 01 43014 2000 D ACE LTD ORD G0070K10 1860 33766 SH SHARED 02 28016 5750 D ACE LTD ORD G0070K10 771 14000 SH SHARED 04 14000 D ACE LTD ORD G0070K10 9 170 SH SHARED 05 170 D ACE LTD ORD G0070K10 5922 107501 SH SHARED 06 45631 61870 D ACE LTD ORD G0070K10 115111 2089512 SH SHARED 10 1984612 104900 D ACE LTD ORD G0070K10 1265 22968 SH SHARED 14 22968 D ACE LTD ORD G0070K10 580 10530 SH SHARED 20 8680 1850 D ACE LTD ORD G0070K10 184 3350 SH SHR/OTHR 20 3350 D ACE LTD ORD G0070K10 70 1280 SH SHARED 21 1280 D ACE LTD ORD G0070K10 20 375 SH SHR/OTHR 23 375 D AIRCASTLE LTD COM G0129K10 0 12 SH SHARED 12 D AIRCASTLE LTD COM G0129K10 183 21877 SH SHARED 02 21877 D AIRCASTLE LTD COM G0129K10 89 10600 SH SHARED 10 10600 D AIRCASTLE LTD COM G0129K10 1057 125800 SH SHARED 14 125800 D ALLIED WRLD ASSUR COM HLDG L SHS G0219G20 2339 59048 SH SHARED 28648 30400 D ALLIED WRLD ASSUR COM HLDG L SHS G0219G20 233 5900 SH SHARED 01 5900 D ALLIED WRLD ASSUR COM HLDG L SHS G0219G20 207 5227 SH SHARED 02 5227 D ALLIED WRLD ASSUR COM HLDG L SHS G0219G20 28358 715750 SH SHARED 10 664450 51300 D AMDOCS LTD ORD G0260210 4446 151123 SH SHARED 151123 D AMDOCS LTD ORD G0260210 6228 211718 SH SHARED 02 211718 D AMDOCS LTD ORD G0260210 208 7100 SH SHARED 10 7100 D AMERICAN SAFETY INS HLDGS LT ORD G0299510 0 1 SH SHARED 02 1 D AMERICAN SAFETY INS HLDGS LT ORD G0299510 63 4400 SH SHARED 10 4400 D APEX SILVER MINES LTD ORD G0407410 125 25615 SH SHARED 10 25615 D A POWER ENERGY GENERAT SYS L COM G0413610 40 1512 SH SHARED 1512 D A POWER ENERGY GENERAT SYS L COM G0413610 559 21000 SH SHARED 10 21000 D ARCH CAP GROUP LTD ORD G0450A10 256 3866 SH SHARED 3866 D ARCH CAP GROUP LTD ORD G0450A10 453 6845 SH SHARED 01 4890 1955 D ARCH CAP GROUP LTD ORD G0450A10 71 1075 SH SHR/OTHR 01 1075 D ARCH CAP GROUP LTD ORD G0450A10 86 1300 SH SHARED 02 1300 D ARCH CAP GROUP LTD ORD G0450A10 92 1400 SH SHARED 10 1400 D ARCH CAP GROUP LTD ORD G0450A10 20 305 SH SHARED 20 305 D ARCH CAP GROUP LTD ORD G0450A10 14 220 SH SHR/OTHR 21 220 D ARCH CAP GROUP LTD ORD G0450A10 33 500 SH SHARED 23 500 D ARCH CAP GROUP LTD ORD G0450A10 53 800 SH SHR/OTHR 23 800 D ARGO GROUP INTL HLDGS LTD COM G0464B10 1348 40171 SH SHARED 40171 D ARGO GROUP INTL HLDGS LTD COM G0464B10 52 1554 SH SHARED 01 1554 D ARGO GROUP INTL HLDGS LTD COM G0464B10 249 7436 SH SHARED 02 936 6500 D ARGO GROUP INTL HLDGS LTD COM G0464B10 19222 572782 SH SHARED 10 572782 D ARIES MARITIME TRNSPRT LTD SHS G0474B10 601 124075 SH SHARED 124075 D ARLINGTON TANKERS LTD COM G0489910 447 19257 SH SHARED 19257 D ARLINGTON TANKERS LTD COM G0489910 0 10 SH SHARED 02 10 D ASIA SPECIAL SIT ACQST CORP SHS G0538M10 937 101632 SH SHARED 101632 D ASIA SPECIAL SIT ACQST CORP SHS G0538M10 1650 179000 SH SHARED 02 179000 D ASPEN INSURANCE HOLDINGS LTD SHS G0538410 4722 199495 SH SHARED 199495 D ASPEN INSURANCE HOLDINGS LTD SHS G0538410 101 4300 SH SHARED 01 2000 2300 D ASPEN INSURANCE HOLDINGS LTD SHS G0538410 3 148 SH SHARED 02 148 D ASPEN INSURANCE HOLDINGS LTD SHS G0538410 3879 163880 SH SHARED 10 163880 D ASPEN INSURANCE HOLDINGS LTD SHS G0538410 233 9877 SH SHARED 21 8180 1697 D ASSURED GUARANTY LTD COM G0585R10 132 7363 SH SHARED 7363 D ASSURED GUARANTY LTD COM G0585R10 11 620 SH SHARED 01 620 D ASSURED GUARANTY LTD COM G0585R10 715 39750 SH SHARED 10 39750 D AXIS CAPITAL HOLDINGS SHS G0692U10 2757 92499 SH SHARED 92499 D AXIS CAPITAL HOLDINGS SHS G0692U10 476 15980 SH SHARED 01 10335 5645 D AXIS CAPITAL HOLDINGS SHS G0692U10 67 2275 SH SHR/OTHR 01 2275 D AXIS CAPITAL HOLDINGS SHS G0692U10 177 5963 SH SHARED 02 5963 D AXIS CAPITAL HOLDINGS SHS G0692U10 40 1350 SH SHARED 06 650 700 D AXIS CAPITAL HOLDINGS SHS G0692U10 181 6100 SH SHARED 10 6100 D AXIS CAPITAL HOLDINGS SHS G0692U10 1583 53135 SH SHARED 14 53135 D AXIS CAPITAL HOLDINGS SHS G0692U10 18 630 SH SHARED 20 630 D AXIS CAPITAL HOLDINGS SHS G0692U10 13 460 SH SHR/OTHR 21 460 D AXIS CAPITAL HOLDINGS SHS G0692U10 11 375 SH SHR/OTHR 23 375 D ENERGY XXI (BERMUDA) LTD COM SHS G1008210 21 3119 SH SHARED 3119 D ENERGY XXI (BERMUDA) LTD COM SHS G1008210 0 1 SH SHARED 02 1 D ENERGY XXI (BERMUDA) LTD COM SHS G1008210 92 13300 SH SHARED 10 13300 D ACCENTURE LTD BERMUDA CL A G1150G11 2378 58421 SH SHARED 58421 D ACCENTURE LTD BERMUDA CL A G1150G11 161 3956 SH SHARED 01 1581 2375 D ACCENTURE LTD BERMUDA CL A G1150G11 48 1200 SH SHR/OTHR 01 1200 D ACCENTURE LTD BERMUDA CL A G1150G11 56 1388 SH SHARED 02 1388 D ACCENTURE LTD BERMUDA CL A G1150G11 79303 1947540 SH SHARED 10 1947540 D ACCENTURE LTD BERMUDA CL A G1150G11 368 9050 SH SHARED 20 3350 5700 D ACCENTURE LTD BERMUDA CL A G1150G11 718 17650 SH SHR/OTHR 20 17650 D ACCENTURE LTD BERMUDA CL A G1150G11 101 2500 SH SHR/OTHR 21 2500 D ACCENTURE LTD BERMUDA CL A G1150G11 118 2900 SH SHR/OTHR 22 2900 D ACCENTURE LTD BERMUDA CL A G1150G11 468 11500 SH SHARED 23 11200 300 D ACCENTURE LTD BERMUDA CL A G1150G11 550 13525 SH SHR/OTHR 23 13525 D BROOKFIELD INFRAST PARTNERS LP INT UNIT G1625210 1491 76093 SH SHARED 76093 D BROOKFIELD INFRAST PARTNERS LP INT UNIT G1625210 2 125 SH SHARED 02 125 D BROOKFIELD INFRAST PARTNERS LP INT UNIT G1625210 5 290 SH SHARED 23 80 210 D BROOKFIELD INFRAST PARTNERS LP INT UNIT G1625210 23 1200 SH SHR/OTHR 23 1200 D BUNGE LIMITED COM G1696210 11613 107843 SH SHARED 107843 D BUNGE LIMITED COM G1696210 3720 34550 SH SHARED 01 34550 D BUNGE LIMITED COM G1696210 2741 25460 SH SHARED 02 11132 14328 D BUNGE LIMITED COM G1696210 194490 1806019 SH SHARED 10 1340619 465400 D BUNGE LIMITED COM G1696210 139 1300 SH SHR/OTHR 23 1300 D BUNGE LIMITED COM G1696210 1091 10140 SH SHARED 24 10140 D CASTLEPOINT HOLDINGS LTD COM G1952211 87 9632 SH SHARED 9632 D CASTLEPOINT HOLDINGS LTD COM G1952211 0 1 SH SHARED 02 1 D CASTLEPOINT HOLDINGS LTD COM G1952211 641 70600 SH SHARED 10 70600 D CENTRAL EUROPEAN MEDIA ENTRP CL A NEW G2004520 2446 27024 SH SHARED 27024 D CENTRAL EUROPEAN MEDIA ENTRP CL A NEW G2004520 18 200 SH SHARED 02 200 D CENTRAL EUROPEAN MEDIA ENTRP CL A NEW G2004520 2263 25000 SH SHARED 04 25000 D CENTRAL EUROPEAN MEDIA ENTRP CL A NEW G2004520 9053 100000 SH SHARED 05 100000 D CENTRAL EUROPEAN MEDIA ENTRP CL A NEW G2004520 9053 100000 SH SHARED 06 100000 D CENTRAL EUROPEAN MEDIA ENTRP CL A NEW G2004520 1126 12440 SH SHARED 10 12440 D CDC CORP SHS A G2022L10 38 15532 SH SHARED 15532 D CDC CORP SHS A G2022L10 0 38 SH SHARED 02 38 D CDC CORP SHS A G2022L10 2 1170 SH SHARED 19 1170 D CHINA YUCHAI INTL LTD COM G2108210 6 640 SH SHARED 640 D CHINA YUCHAI INTL LTD COM G2108210 0 14 SH SHARED 02 14 D CHIPMOS TECH BERMUDA LTD SHS G2110R10 2 776 SH SHARED 776 D CHINA NATURAL RESOURCES INC COM G2110U10 116 6623 SH SHARED 6623 D CONSOLIDATED WATER CO INC ORD G2377310 838 42369 SH SHARED 42369 D CONSOLIDATED WATER CO INC ORD G2377310 0 35 SH SHARED 01 35 D CONSOLIDATED WATER CO INC ORD G2377310 288 14583 SH SHARED 02 14583 D CONSOLIDATED WATER CO INC ORD G2377310 3645 184100 SH SHARED 04 184100 D CONSOLIDATED WATER CO INC ORD G2377310 1879 94900 SH SHARED 10 94900 D COOPER INDS LTD CL A G2418210 9807 248300 SH SHARED 248300 D COOPER INDS LTD CL A G2418210 572 14500 SH SHARED 01 14500 D COOPER INDS LTD CL A G2418210 838 21233 SH SHARED 02 21233 D COOPER INDS LTD CL A G2418210 10459 264785 SH SHARED 05 264785 D COOPER INDS LTD CL A G2418210 5655 143177 SH SHARED 10 143177 D CREDICORP LTD COM G2519Y10 138 1690 SH SHARED 1690 D CREDICORP LTD COM G2519Y10 4868 59286 SH SHARED 59286 D CREDICORP LTD COM G2519Y10 13007 158400 SH SHARED 01 158400 D CREDICORP LTD COM G2519Y10 238 2906 SH SHARED 02 2906 D CREDICORP LTD COM G2519Y10 3925 47800 SH SHARED 04 47800 D CREDICORP LTD COM G2519Y10 41207 501800 SH SHARED 10 501800 D COSAN LTD SHS A G2534310 560 44293 SH SHARED 44293 D COSAN LTD SHS A G2534310 460 36422 SH SHARED 02 36422 D COVIDIEN LTD COM G2552X10 0 1 SH SHARED 1 D COVIDIEN LTD COM G2552X10 30731 641711 SH SHARED 641711 D COVIDIEN LTD COM G2552X10 2496 52123 SH SHARED 01 49948 2175 D COVIDIEN LTD COM G2552X10 13 289 SH SHR/OTHR 01 289 D COVIDIEN LTD COM G2552X10 19269 402378 SH SHARED 02 392662 9716 D COVIDIEN LTD COM G2552X10 7681 160400 SH SHARED 04 160400 D COVIDIEN LTD COM G2552X10 4801 100265 SH SHARED 05 100265 D COVIDIEN LTD COM G2552X10 15108 315481 SH SHARED 06 154136 161345 D COVIDIEN LTD COM G2552X10 28324 591454 SH SHARED 10 591454 D COVIDIEN LTD COM G2552X10 261 5467 SH SHARED 14 3800 1667 D COVIDIEN LTD COM G2552X10 126 2650 SH SHR/OTHR 20 2650 D COVIDIEN LTD COM G2552X10 80 1680 SH SHARED 21 1680 D COVIDIEN LTD COM G2552X10 47 1000 SH SHARED 23 875 125 D COVIDIEN LTD COM G2552X10 5 125 SH SHR/OTHR 23 125 D CRM HOLDINGS LTD COM G2554P10 2 720 SH SHARED 720 D CRM HOLDINGS LTD COM G2554P10 0 80 SH SHARED 02 80 D E FUTURE INFORMATION TECH IN SHS G2943810 39 3701 SH SHARED 3701 D ENDURANCE SPECIALTY HLDGS LT SHS G3039710 3641 118267 SH SHARED 118267 D ENDURANCE SPECIALTY HLDGS LT SHS G3039710 3 100 SH SHARED 01 100 D ENDURANCE SPECIALTY HLDGS LT SHS G3039710 33 1103 SH SHARED 02 1103 D ENDURANCE SPECIALTY HLDGS LT SHS G3039710 24827 806350 SH SHARED 10 805950 400 D ENDURANCE SPECIALTY HLDGS LT SHS G3039710 253 8225 SH SHARED 21 6325 1900 D ENSTAR GROUP LIMITED SHS G3075P10 78 900 SH SHARED 900 D ENSTAR GROUP LIMITED SHS G3075P10 0 2 SH SHARED 02 2 D ENSTAR GROUP LIMITED SHS G3075P10 52 600 SH SHARED 23 600 D ASA LIMITED COM G3156P10 76 904 SH SHARED 904 D EVEREST RE GROUP LTD COM G3223R10 2739 34374 SH SHARED 34374 D EVEREST RE GROUP LTD COM G3223R10 1532 19229 SH SHARED 01 19229 D EVEREST RE GROUP LTD COM G3223R10 4475 56145 SH SHARED 02 54545 1600 D EVEREST RE GROUP LTD COM G3223R10 111 1400 SH SHARED 20 1400 D EVEREST RE GROUP LTD COM G3223R10 35 450 SH SHR/OTHR 23 450 D FGX INTERNATIONAL HLDGS LTD ORD SHS G3396L10 1 193 SH SHARED 02 193 D FLAGSTONE REINSURANCE HLDGS SHS G3529T10 5635 477960 SH SHARED 477960 D FLAGSTONE REINSURANCE HLDGS SHS G3529T10 0 1 SH SHARED 02 1 D FOSTER WHEELER LTD SHS NEW G3653513 854 11687 SH SHARED 425 11262 D FOSTER WHEELER LTD SHS NEW G3653513 8927 122047 SH SHARED 122047 D FOSTER WHEELER LTD SHS NEW G3653513 10549 144215 SH SHARED 01 93155 51060 D FOSTER WHEELER LTD SHS NEW G3653513 2176 29758 SH SHR/OTHR 01 29758 D FOSTER WHEELER LTD SHS NEW G3653513 1570 21463 SH SHARED 02 617 20846 D FOSTER WHEELER LTD SHS NEW G3653513 39 536 SH SHARED 04 536 D FOSTER WHEELER LTD SHS NEW G3653513 4389 60000 SH SHARED 05 60000 D FOSTER WHEELER LTD SHS NEW G3653513 212 2900 SH SHARED 06 1200 1700 D FOSTER WHEELER LTD SHS NEW G3653513 730 9984 SH SHARED 10 8500 1484 D FOSTER WHEELER LTD SHS NEW G3653513 5951 81362 SH SHARED 19 81362 D FOSTER WHEELER LTD SHS NEW G3653513 1962 26832 SH SHARED 20 21525 120 5187 D FOSTER WHEELER LTD SHS NEW G3653513 468 6410 SH SHR/OTHR 20 6410 D FOSTER WHEELER LTD SHS NEW G3653513 92 1260 SH SHARED 21 1150 110 D FOSTER WHEELER LTD SHS NEW G3653513 579 7925 SH SHARED 22 7770 155 D FOSTER WHEELER LTD SHS NEW G3653513 182 2500 SH SHR/OTHR 22 2500 D FOSTER WHEELER LTD SHS NEW G3653513 1268 17347 SH SHARED 23 16322 1025 D FOSTER WHEELER LTD SHS NEW G3653513 495 6777 SH SHR/OTHR 23 6777 D FRESH DEL MONTE PRODUCE INC ORD G3673810 1829 77613 SH SHARED 77613 D FRESH DEL MONTE PRODUCE INC ORD G3673810 685 29100 SH SHARED 01 29100 D FRESH DEL MONTE PRODUCE INC ORD G3673810 9 402 SH SHARED 02 2 400 D FRESH DEL MONTE PRODUCE INC ORD G3673810 17340 735685 SH SHARED 04 735685 D FRESH DEL MONTE PRODUCE INC ORD G3673810 1308 55500 SH SHARED 06 10500 45000 D FRESH DEL MONTE PRODUCE INC ORD G3673810 69754 2959462 SH SHARED 10 2223162 736300 D FRESH DEL MONTE PRODUCE INC ORD G3673810 235 10000 SH SHARED 15 10000 D FRESH DEL MONTE PRODUCE INC ORD G3673810 358 15200 SH SHARED 24 15200 D FRONTLINE LTD SHS G3682E12 887 12719 SH SHARED 12719 D FRONTLINE LTD SHS G3682E12 423 6065 SH SHARED 01 4355 1710 D FRONTLINE LTD SHS G3682E12 45 650 SH SHR/OTHR 01 650 D FRONTLINE LTD SHS G3682E12 0 1 SH SHARED 02 1 D FRONTLINE LTD SHS G3682E12 18966 271800 SH SHARED 10 249600 22200 D FRONTLINE LTD SHS G3682E12 18 270 SH SHARED 20 270 D FRONTLINE LTD SHS G3682E12 13 195 SH SHR/OTHR 21 195 D FUWEI FILMS HLDGS CO LTD SHS G3704F10 0 6 SH SHARED 6 D FUWEI FILMS HLDGS CO LTD SHS G3704F10 0 217 SH SHARED 02 217 D GARMIN LTD ORD G3726010 290 6770 SH SHARED 6770 D GARMIN LTD ORD G3726010 231 5400 SH SHARED 02 1300 4100 D GARMIN LTD ORD G3726010 2 50 SH SHARED 05 50 D GARMIN LTD ORD G3726010 359 8400 SH SHARED 10 8400 D GLOBAL CROSSING LTD SHS NEW G3921A17 166 9268 SH SHARED 9268 D GLOBAL CROSSING LTD SHS NEW G3921A17 73 4100 SH SHARED 01 4100 D GLOBAL CROSSING LTD SHS NEW G3921A17 1038 57901 SH SHARED 02 57901 D GLOBAL CROSSING LTD SHS NEW G3921A17 1232 68700 SH SHARED 10 68700 D GENPACT LIMITED SHS G3922B10 19 1304 SH SHARED 1304 D GLOBAL SOURCES LTD ORD G3930010 71 4680 SH SHARED 01 4680 D GLOBAL SOURCES LTD ORD G3930010 3 215 SH SHARED 02 215 D GLOBAL SOURCES LTD ORD G3930010 1624 107020 SH SHARED 10 107020 D GREENLIGHT CAPITAL RE LTD CLASS A G4095J10 19 872 SH SHARED 872 D GREENLIGHT CAPITAL RE LTD CLASS A G4095J10 0 2 SH SHARED 02 2 D GREENLIGHT CAPITAL RE LTD CLASS A G4095J10 75 3300 SH SHARED 10 3300 D HELEN OF TROY CORP LTD COM G4388N10 348 21632 SH SHARED 21632 D HELEN OF TROY CORP LTD COM G4388N10 1 119 SH SHARED 02 119 D HELEN OF TROY CORP LTD COM G4388N10 319 19825 SH SHARED 10 19825 D HERBALIFE LTD COM USD SHS G4412G10 4238 109370 SH SHARED 105670 3700 D HERBALIFE LTD COM USD SHS G4412G10 28 725 SH SHARED 01 725 D HERBALIFE LTD COM USD SHS G4412G10 31 825 SH SHR/OTHR 01 825 D HERBALIFE LTD COM USD SHS G4412G10 2073 53500 SH SHARED 04 53500 D HERBALIFE LTD COM USD SHS G4412G10 43601 1125200 SH SHARED 10 1054600 70600 D INGERSOLL-RAND COMPANY LTD CL A G4776G10 32210 860542 SH SHARED 860542 D INGERSOLL-RAND COMPANY LTD CL A G4776G10 3682 98379 SH SHARED 01 39734 58645 D INGERSOLL-RAND COMPANY LTD CL A G4776G10 21 575 SH SHR/OTHR 01 575 D INGERSOLL-RAND COMPANY LTD CL A G4776G10 1782 47624 SH SHARED 02 45449 2175 D INGERSOLL-RAND COMPANY LTD CL A G4776G10 0 20 SH SHARED 05 20 D INGERSOLL-RAND COMPANY LTD CL A G4776G10 3761 100504 SH SHARED 10 100504 D INGERSOLL-RAND COMPANY LTD CL A G4776G10 50 1350 SH SHARED 20 1350 D INGERSOLL-RAND COMPANY LTD CL A G4776G10 157 4205 SH SHARED 23 4205 D INGERSOLL-RAND COMPANY LTD CL A G4776G10 66 1780 SH SHR/OTHR 23 1780 D INVESCO LTD SHS G491BT10 2956 123306 SH SHARED 123306 D INVESCO LTD SHS G491BT10 7280 303589 SH SHARED 303589 D INVESCO LTD SHS G491BT10 10 445 SH SHARED 02 445 D INVESCO LTD SHS G491BT10 38 1600 SH SHARED 04 1600 D INVESCO LTD SHS G491BT10 7 308 SH SHARED 05 308 D INVESCO LTD SHS G491BT10 202 8428 SH SHARED 06 4228 4200 D INVESCO LTD SHS G491BT10 604 25220 SH SHARED 10 25220 D INVESCO LTD SHS G491BT10 1441 60113 SH SHARED 14 60113 D INVESCO LTD SHS G491BT10 1498 62500 SH SHARED 15 62500 D INVESCO LTD SHS G491BT10 328 13700 SH SHARED 23 13700 D IPC HLDGS LTD ORD G4933P10 5211 196284 SH SHARED 196284 D IPC HLDGS LTD ORD G4933P10 23 900 SH SHARED 01 900 D IPC HLDGS LTD ORD G4933P10 5 193 SH SHARED 02 58 135 D IPC HLDGS LTD ORD G4933P10 2731 102900 SH SHARED 10 102900 D IPC HLDGS LTD ORD G4933P10 45 1708 SH SHARED 21 1708 D JINPAN INTL LTD ORD G5138L10 30 832 SH SHARED 832 D KNIGHTSBRIDGE TANKERS LTD ORD G5299G10 1985 61654 SH SHARED 61654 D KNIGHTSBRIDGE TANKERS LTD ORD G5299G10 22 700 SH SHARED 01 700 D KNIGHTSBRIDGE TANKERS LTD ORD G5299G10 2 71 SH SHARED 02 71 D KNIGHTSBRIDGE TANKERS LTD ORD G5299G10 650 20200 SH SHARED 10 20200 D LAZARD LTD SHS A G5405010 299 8775 SH SHARED 8775 D LAZARD LTD SHS A G5405010 1270 37200 SH SHARED 01 37200 D LAZARD LTD SHS A G5405010 218 6400 SH SHR/OTHR 01 6400 D LAZARD LTD SHS A G5405010 0 14 SH SHARED 02 14 D LAZARD LTD SHS A G5405010 863 25300 SH SHARED 04 25300 D LAZARD LTD SHS A G5405010 481 14100 SH SHARED 06 14100 D LAZARD LTD SHS A G5405010 98632 2888200 SH SHARED 10 1862000 1026200 D LAZARD LTD SHS A G5405010 1123 32900 SH SHARED 14 32900 D LAZARD LTD SHS A G5405010 389 11400 SH SHARED 15 11400 D LAZARD LTD SHS A G5405010 734 21500 SH SHARED 24 21500 D LJ INTL INC ORD G5531210 0 56 SH SHARED 56 D MAIDEN HOLDINGS LTD SHS G5753U11 39 6100 SH SHARED 10 6100 D MARVELL TECHNOLOGY GROUP LTD ORD G5876H10 15057 852605 SH SHARED 852605 D MARVELL TECHNOLOGY GROUP LTD ORD G5876H10 153 8696 SH SHARED 01 1850 6846 D MARVELL TECHNOLOGY GROUP LTD ORD G5876H10 52 2996 SH SHR/OTHR 01 2996 D MARVELL TECHNOLOGY GROUP LTD ORD G5876H10 3336 188911 SH SHARED 02 132111 56800 D MARVELL TECHNOLOGY GROUP LTD ORD G5876H10 88 5000 SH SHARED 06 1500 3500 D MARVELL TECHNOLOGY GROUP LTD ORD G5876H10 2158 122250 SH SHARED 10 122250 D MARVELL TECHNOLOGY GROUP LTD ORD G5876H10 22 1300 SH SHARED 14 1300 D MARVELL TECHNOLOGY GROUP LTD ORD G5876H10 3 200 SH SHR/OTHR 20 200 D MARVELL TECHNOLOGY GROUP LTD ORD G5876H10 3 200 SH SHR/OTHR 21 200 D MARVELL TECHNOLOGY GROUP LTD ORD G5876H10 3 200 SH SHARED 22 200 D MARVELL TECHNOLOGY GROUP LTD ORD G5876H10 12 700 SH SHARED 23 700 D MARVELL TECHNOLOGY GROUP LTD ORD G5876H10 97 5500 SH SHR/OTHR 23 5500 D MAX CAPITAL GROUP LTD SHS G6052F10 251 11800 SH SHARED 11800 D MAX CAPITAL GROUP LTD SHS G6052F10 5 264 SH SHARED 02 264 D MAX CAPITAL GROUP LTD SHS G6052F10 1533 71900 SH SHARED 10 71900 D MF GLOBAL LTD SHS G6064210 268 42508 SH SHARED 42508 D MF GLOBAL LTD SHS G6064210 4597 728600 SH SHARED 01 728600 D MF GLOBAL LTD SHS G6064210 17 2818 SH SHARED 02 2818 D MF GLOBAL LTD SHS G6064210 13 2200 SH SHARED 06 2200 D MF GLOBAL LTD SHS G6064210 50 8000 SH SHARED 10 8000 D MF GLOBAL LTD SHS G6064210 159 25200 SH SHARED 14 25200 D MONTPELIER RE HOLDINGS LTD SHS G6218510 285 19380 SH SHARED 19380 D MONTPELIER RE HOLDINGS LTD SHS G6218510 3 205 SH SHARED 02 205 D MONTPELIER RE HOLDINGS LTD SHS G6218510 588 39900 SH SHARED 10 39900 D NABORS INDUSTRIES LTD SHS G6359F10 12257 248994 SH SHARED 248994 D NABORS INDUSTRIES LTD SHS G6359F10 1170 23768 SH SHARED 01 23768 D NABORS INDUSTRIES LTD SHS G6359F10 4398 89353 SH SHARED 02 74653 14700 D NABORS INDUSTRIES LTD SHS G6359F10 22425 455533 SH SHARED 10 358733 96800 D NOBLE CORPORATION SHS G6542210 113038 1740120 SH SHARED 1740120 D NOBLE CORPORATION SHS G6542210 2585 39800 SH SHARED 01 34000 5800 D NOBLE CORPORATION SHS G6542210 168 2600 SH SHR/OTHR 01 2600 D NOBLE CORPORATION SHS G6542210 2262 34826 SH SHARED 02 24726 10100 D NOBLE CORPORATION SHS G6542210 10 160 SH SHARED 05 160 D NOBLE CORPORATION SHS G6542210 52338 805710 SH SHARED 10 805710 D NOBLE CORPORATION SHS G6542210 214 3300 SH SHARED 23 3300 D NOBLE CORPORATION SHS G6542210 584 9000 SH SHR/OTHR 23 9000 D NORDIC AMERICAN TANKER SHIPP COM G6577310 534 13778 SH SHARED 13778 D NORDIC AMERICAN TANKER SHIPP COM G6577310 53 1370 SH SHARED 02 170 1200 D NORDIC AMERICAN TANKER SHIPP COM G6577310 555 14300 SH SHARED 10 14300 D NORDIC AMERICAN TANKER SHIPP COM G6577310 5 150 SH SHR/OTHR 23 150 D OPENTV CORP CL A G6754310 49 37455 SH SHARED 37455 D OPENTV CORP CL A G6754310 5 4365 SH SHARED 01 4365 D ONEBEACON INSURANCE GROUP LT CL A G6774210 10 575 SH SHARED 575 D ONEBEACON INSURANCE GROUP LT CL A G6774210 54 3108 SH SHARED 02 1558 1550 D ONEBEACON INSURANCE GROUP LT CL A G6774210 70 4000 SH SHARED 23 4000 D ORIENT-EXPRESS HOTELS LTD CL A G6774310 161 3724 SH SHARED 3724 D ORIENT-EXPRESS HOTELS LTD CL A G6774310 7 171 SH SHARED 02 171 D ORIENT-EXPRESS HOTELS LTD CL A G6774310 22682 522160 SH SHARED 10 522160 D ORIGIN AGRITECH LIMITED SHS G6782810 15 2512 SH SHARED 2512 D ORIGIN AGRITECH LIMITED SHS G6782810 0 9 SH SHARED 02 9 D OVERTURE ACQUISITION CORP SHS G6830P10 513 55540 SH SHARED 55540 D OVERTURE ACQUISITION CORP SHS G6830P10 5262 568900 SH SHARED 02 568900 D OVERTURE ACQUISITION CORP *W EXP 01/30/201 G6830P11 21 55700 SH SHARED 02 55700 D OVERTURE ACQUISITION CORP UNIT 99/99/9999 G6830P20 172 17900 SH SHARED 02 17900 D PARTNERRE LTD COM G6852T10 6005 86872 SH SHARED 86872 D PARTNERRE LTD COM G6852T10 69 1000 SH SHARED 01 1000 D PARTNERRE LTD COM G6852T10 64 926 SH SHARED 02 926 D PARTNERRE LTD COM G6852T10 12132 175500 SH SHARED 10 162400 13100 D PARTNERRE LTD COM G6852T10 41 600 SH SHARED 20 600 D PLATINUM UNDERWRITER HLDGS L COM G7127P10 661 20273 SH SHARED 20273 D PLATINUM UNDERWRITER HLDGS L COM G7127P10 65 2000 SH SHARED 01 2000 D PLATINUM UNDERWRITER HLDGS L COM G7127P10 6 207 SH SHARED 02 207 D PLATINUM UNDERWRITER HLDGS L COM G7127P10 4584 140600 SH SHARED 10 140600 D PRIMUS GUARANTY LTD SHS G7245710 2 883 SH SHARED 883 D QIAO XING UNIVERSAL TELEPHON ORD G7303A10 2 567 SH SHARED 567 D QIAO XING UNIVERSAL TELEPHON ORD G7303A10 0 12 SH SHARED 02 12 D QIAO XING MOBILE COMM CO LTD SHS G7303110 17 3534 SH SHARED 3534 D QIAO XING MOBILE COMM CO LTD SHS G7303110 310 63000 SH SHARED 01 63000 D QIAO XING MOBILE COMM CO LTD SHS G7303110 0 20 SH SHARED 02 20 D QUANTA CAPITAL HLDGS LTD SHS G7313F10 11968 4533688 SH SHARED 4533688 D RAM HOLDINGS LTD SHS G7368R10 1 1046 SH SHARED 1046 D RENAISSANCERE HOLDINGS LTD COM G7496G10 2503 56038 SH SHARED 56038 D RENAISSANCERE HOLDINGS LTD COM G7496G10 1 40 SH SHARED 01 40 D RENAISSANCERE HOLDINGS LTD COM G7496G10 148 3318 SH SHARED 02 3238 80 D RENAISSANCERE HOLDINGS LTD COM G7496G10 174 3900 SH SHARED 10 3900 D RENAISSANCERE HOLDINGS LTD COM G7496G10 4 95 SH SHARED 21 95 D RENAISSANCERE HOLDINGS LTD COM G7496G10 16 375 SH SHR/OTHR 23 375 D SEAGATE TECHNOLOGY SHS G7945J10 11246 587886 SH SHARED 586886 1000 D SEAGATE TECHNOLOGY SHS G7945J10 740 38731 SH SHARED 01 38731 D SEAGATE TECHNOLOGY SHS G7945J10 5703 298149 SH SHARED 02 263895 34254 D SEAGATE TECHNOLOGY SHS G7945J10 32712 1710000 SH SHARED 10 1636700 73300 D SEAGATE TECHNOLOGY SHS G7945J10 16 865 SH SHARED 21 865 D SECURITY CAPITAL ASSURANCE COM G8018D10 489 1688242 SH SHARED 1688242 D SECURITY CAPITAL ASSURANCE COM G8018D10 1 5900 SH SHARED 10 5900 D SHANGHAI CENTURY ACQUISIT CO SHS G8063710 2820 357000 SH SHARED 357000 D SHIP FINANCE INTERNATIONAL L SHS G8107510 433 14669 SH SHARED 14669 D SHIP FINANCE INTERNATIONAL L SHS G8107510 55 1893 SH SHARED 02 1015 878 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 15019 352978 SH SHARED 352978 D SINA CORP ORD G8147710 45 1071 SH SHARED 02 21 1050 D SINA CORP ORD G8147710 4599 108100 SH SHARED 10 108100 D SMART MODULAR TECHNOLOGIES I ORD SHS G8224510 32 8368 SH SHARED 8368 D SMART MODULAR TECHNOLOGIES I ORD SHS G8224510 38 10100 SH SHARED 10 10100 D CHINA TECH DEVELOPMENT GP CO SHS G8438410 8 1961 SH SHARED 1961 D STEWART W P & CO LTD COM G8492210 5 3704 SH SHARED 3704 D STEWART W P & CO LTD COM G8492210 8 5700 SH SHARED 10 5700 D TBS INTERNATIONAL LIMITED COM CL A G8697515 5871 146966 SH SHARED 146966 D TBS INTERNATIONAL LIMITED COM CL A G8697515 201 5045 SH SHARED 01 5045 D TBS INTERNATIONAL LIMITED COM CL A G8697515 31 800 SH SHARED 02 400 400 D TBS INTERNATIONAL LIMITED COM CL A G8697515 2804 70200 SH SHARED 10 70200 D UTI WORLDWIDE INC ORD G8721010 3808 190918 SH SHARED 190918 D UTI WORLDWIDE INC ORD G8721010 4283 214690 SH SHARED 01 150525 64165 D UTI WORLDWIDE INC ORD G8721010 752 37705 SH SHR/OTHR 01 37705 D UTI WORLDWIDE INC ORD G8721010 53 2700 SH SHARED 02 2700 D UTI WORLDWIDE INC ORD G8721010 245 12285 SH SHARED 20 12195 90 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 242 12134 SH SHARED 22 11669 465 D UTI WORLDWIDE INC ORD G8721010 33 1700 SH SHR/OTHR 22 1700 D UTI WORLDWIDE INC ORD G8721010 522 26200 SH SHARED 23 23700 2500 D UTI WORLDWIDE INC ORD G8721010 146 7365 SH SHR/OTHR 23 7365 D TEXTAINER GROUP HOLDINGS LTD SHS G8766E10 42 2200 SH SHARED 2200 D TRANSOCEAN INC NEW SHS G9007310 4493 29484 SH SHARED 15980 13504 D TRANSOCEAN INC NEW SHS G9007310 49702 326155 SH SHARED 325419 736 D TRANSOCEAN INC NEW SHS G9007310 5877 38569 SH SHARED 01 36692 1877 D TRANSOCEAN INC NEW SHS G9007310 350 2302 SH SHR/OTHR 01 2302 D TRANSOCEAN INC NEW SHS G9007310 11695 76745 SH SHARED 02 71986 4759 D TRANSOCEAN INC NEW SHS G9007310 158 1040 SH SHARED 04 1040 D TRANSOCEAN INC NEW SHS G9007310 163975 1076025 SH SHARED 04 1076025 D TRANSOCEAN INC NEW SHS G9007310 5356 35149 SH SHARED 05 35149 D TRANSOCEAN INC NEW SHS G9007310 46698 306438 SH SHARED 06 72080 234358 D TRANSOCEAN INC NEW SHS G9007310 101801 668035 SH SHARED 10 627535 40500 D TRANSOCEAN INC NEW SHS G9007310 4571 30000 SH SHARED 14 7000 23000 D TRANSOCEAN INC NEW SHS G9007310 944 6200 SH SHARED 15 6200 D TRANSOCEAN INC NEW SHS G9007310 396 2600 SH SHARED 19 2600 D TRANSOCEAN INC NEW SHS G9007310 61 405 SH SHARED 20 305 100 D TRANSOCEAN INC NEW SHS G9007310 96 630 SH SHR/OTHR 21 630 D TRANSOCEAN INC NEW SHS G9007310 637 4186 SH SHARED 23 4186 D TRANSOCEAN INC NEW SHS G9007310 460 3024 SH SHR/OTHR 23 3024 D TSAKOS ENERGY NAVIGATION LTD SHS G9108L10 1112 30016 SH SHARED 30016 D TYCO INTL LTD BERMUDA SHS G9143X20 0 1 SH SHARED 1 D TYCO INTL LTD BERMUDA SHS G9143X20 37053 925420 SH SHARED 925420 D TYCO INTL LTD BERMUDA SHS G9143X20 3140 78423 SH SHARED 01 74767 3656 D TYCO INTL LTD BERMUDA SHS G9143X20 29 739 SH SHR/OTHR 01 739 D TYCO INTL LTD BERMUDA SHS G9143X20 5227 130548 SH SHARED 02 119551 10997 D TYCO INTL LTD BERMUDA SHS G9143X20 36 900 SH SHARED 04 900 D TYCO INTL LTD BERMUDA SHS G9143X20 10 265 SH SHARED 05 265 D TYCO INTL LTD BERMUDA SHS G9143X20 2705 67581 SH SHARED 06 52436 15145 D TYCO INTL LTD BERMUDA SHS G9143X20 17111 427372 SH SHARED 10 427372 D TYCO INTL LTD BERMUDA SHS G9143X20 538 13447 SH SHARED 14 13447 D TYCO INTL LTD BERMUDA SHS G9143X20 15 375 SH SHARED 20 150 225 D TYCO INTL LTD BERMUDA SHS G9143X20 106 2650 SH SHR/OTHR 20 2650 D TYCO INTL LTD BERMUDA SHS G9143X20 4 110 SH SHR/OTHR 21 110 D TYCO INTL LTD BERMUDA SHS G9143X20 40 1000 SH SHARED 22 1000 D TYCO INTL LTD BERMUDA SHS G9143X20 40 1000 SH SHARED 23 875 125 D TYCO INTL LTD BERMUDA SHS G9143X20 45 1125 SH SHR/OTHR 23 1125 D TYCO ELECTRONICS LTD COM NEW G9144P10 0 1 SH SHARED 1 D TYCO ELECTRONICS LTD COM NEW G9144P10 22808 636758 SH SHARED 636758 D TYCO ELECTRONICS LTD COM NEW G9144P10 1911 53373 SH SHARED 01 51198 2175 D TYCO ELECTRONICS LTD COM NEW G9144P10 10 289 SH SHR/OTHR 01 289 D TYCO ELECTRONICS LTD COM NEW G9144P10 16333 455976 SH SHARED 02 440817 15159 D TYCO ELECTRONICS LTD COM NEW G9144P10 250 7000 SH SHARED 04 7000 D TYCO ELECTRONICS LTD COM NEW G9144P10 9 275 SH SHARED 05 275 D TYCO ELECTRONICS LTD COM NEW G9144P10 2492 69581 SH SHARED 06 53936 15645 D TYCO ELECTRONICS LTD COM NEW G9144P10 25277 705675 SH SHARED 10 695975 9700 D TYCO ELECTRONICS LTD COM NEW G9144P10 59 1667 SH SHARED 14 1667 D TYCO ELECTRONICS LTD COM NEW G9144P10 92 2570 SH SHR/OTHR 20 2570 D TYCO ELECTRONICS LTD COM NEW G9144P10 35 1000 SH SHARED 23 875 125 D TYCO ELECTRONICS LTD COM NEW G9144P10 4 125 SH SHR/OTHR 23 125 D VALIDUS HOLDINGS LTD COM SHS G9319H10 423 19931 SH SHARED 19931 D VALIDUS HOLDINGS LTD COM SHS G9319H10 6 300 SH SHARED 01 300 D VALIDUS HOLDINGS LTD COM SHS G9319H10 907 42700 SH SHARED 10 42700 D VANTAGE DRILLING COMPANY ORD SHS G9320511 2808 325100 SH SHARED 325100 D VANTAGE DRILLING COMPANY *W EXP 05/24/201 G9320512 113 31592 SH SHARED 31592 D VISTAPRINT LIMITED SHS G9376220 40 1500 SH SHARED 1500 D VISTAPRINT LIMITED SHS G9376220 231 8657 SH SHARED 01 8657 D VISTAPRINT LIMITED SHS G9376220 92 3457 SH SHARED 02 265 3192 D VISTAPRINT LIMITED SHS G9376220 999 37360 SH SHARED 10 37360 D VISTAPRINT LIMITED SHS G9376220 21 810 SH SHARED 21 810 D WARNER CHILCOTT LIMITED COM CL A G9435N10 950 56062 SH SHARED 56062 D WARNER CHILCOTT LIMITED COM CL A G9435N10 120 7100 SH SHARED 23 7100 D GOLAR LNG LTD BERMUDA SHS G9456A10 44 2900 SH SHARED 2900 D GOLAR LNG LTD BERMUDA SHS G9456A10 34 2200 SH SHARED 01 2200 D GOLAR LNG LTD BERMUDA SHS G9456A10 2 184 SH SHARED 02 184 D GOLAR LNG LTD BERMUDA SHS G9456A10 184 11900 SH SHARED 10 11900 D WEATHERFORD INTERNATIONAL LT COM G9508910 3304 66638 SH SHARED 66638 D WEATHERFORD INTERNATIONAL LT COM G9508910 14493 292276 SH SHARED 01 290476 1800 D WEATHERFORD INTERNATIONAL LT COM G9508910 109 2200 SH SHR/OTHR 01 2200 D WEATHERFORD INTERNATIONAL LT COM G9508910 10699 215767 SH SHARED 02 70595 145172 D WEATHERFORD INTERNATIONAL LT COM G9508910 17 360 SH SHARED 05 360 D WEATHERFORD INTERNATIONAL LT COM G9508910 13097 264116 SH SHARED 10 264116 D WEATHERFORD INTERNATIONAL LT COM G9508910 29 600 SH SHARED 23 600 D WEATHERFORD INTERNATIONAL LT COM G9508910 736 14850 SH SHR/OTHR 23 14850 D WHITE MTNS INS GROUP LTD COM G9618E10 610 1423 SH SHARED 1423 D WHITE MTNS INS GROUP LTD COM G9618E10 266 622 SH SHARED 02 622 D WHITE MTNS INS GROUP LTD COM G9618E10 171 400 SH SHARED 10 400 D WHITE MTNS INS GROUP LTD COM G9618E10 1093 2548 SH SHARED 14 2548 D WHITE MTNS INS GROUP LTD COM G9618E10 132 310 SH SHARED 23 60 250 D WHITE MTNS INS GROUP LTD COM G9618E10 21 50 SH SHR/OTHR 23 50 D WILLIS GROUP HOLDINGS LTD SHS G9665510 6134 195564 SH SHARED 195564 D WILLIS GROUP HOLDINGS LTD SHS G9665510 170 5450 SH SHARED 02 1550 3900 D XOMA LTD ORD G9825R10 2357 1394706 SH SHARED 1394706 D XOMA LTD ORD G9825R10 1 910 SH SHARED 01 910 D XOMA LTD ORD G9825R10 1 606 SH SHARED 02 606 D XL CAP LTD CL A G9825510 5696 277084 SH SHARED 277084 D XL CAP LTD CL A G9825510 430 20921 SH SHARED 01 20421 500 D XL CAP LTD CL A G9825510 4 200 SH SHR/OTHR 01 200 D XL CAP LTD CL A G9825510 425 20717 SH SHARED 02 20717 D XL CAP LTD CL A G9825510 532 25910 SH SHARED 10 25510 400 D XL CAP LTD CL A G9825510 136 6652 SH SHARED 20 1200 5452 D XL CAP LTD CL A G9825510 4 200 SH SHR/OTHR 20 200 D XL CAP LTD CL A G9825510 146 7115 SH SHARED 21 7115 D XL CAP LTD CL A G9825510 3 150 SH SHARED 23 150 D XL CAP LTD CL A G9825510 17 850 SH SHR/OTHR 23 850 D XYRATEX LTD COM G9826810 937 56299 SH SHARED 56299 D XYRATEX LTD COM G9826810 12 780 SH SHARED 02 780 D YUCHENG TECHNOLOGIES LTD COM G9877710 82 7350 SH SHARED 7350 D YUCHENG TECHNOLOGIES LTD COM G9877710 0 6 SH SHARED 02 6 D ALCON INC COM SHS H0130110 55 340 SH SHARED 140 200 D ALCON INC COM SHS H0130110 162 1000 SH SHARED 02 1000 D ALCON INC COM SHS H0130110 130 800 SH SHARED 06 800 D ALCON INC COM SHS H0130110 8042 49405 SH SHARED 10 49405 D ALCON INC COM SHS H0130110 329 2023 SH SHARED 14 2023 D ALCON INC COM SHS H0130110 862 5300 SH SHARED 21 5300 D LOGITECH INTL S A SHS H5043023 26 1000 SH SHARED 1000 D LOGITECH INTL S A SHS H5043023 49732 1855705 SH SHARED 1855705 D LOGITECH INTL S A SHS H5043023 271 10140 SH SHARED 01 10140 D LOGITECH INTL S A SHS H5043023 0 35 SH SHARED 02 35 D LOGITECH INTL S A SHS H5043023 2066 77101 SH SHARED 04 77101 D LOGITECH INTL S A SHS H5043023 374 13962 SH SHARED 06 10562 3400 D LOGITECH INTL S A SHS H5043023 1777 66317 SH SHARED 10 61450 4867 D LOGITECH INTL S A SHS H5043023 10 380 SH SHARED 14 380 D LOGITECH INTL S A SHS H5043023 280 10450 SH SHARED 19 10450 D UBS AG SHS NEW H8923133 5951 288050 SH SHARED 42500 245550 D UBS AG SHS NEW H8923133 1136410 13314709 SH SHARED 13154011 160698 D UBS AG SHS NEW H8923133 805 38985 SH SHARED 01 38985 D UBS AG SHS NEW H8923133 6427 311092 SH SHARED 02 310000 1092 D UBS AG SHS NEW H8923133 3456 167308 SH SHARED 04 154906 12402 D UBS AG SHS NEW H8923133 142638 6904083 SH SHARED 04 6904083 D UBS AG SHS NEW H8923133 9722 470610 SH SHARED 05 470610 D UBS AG SHS NEW H8923133 38165 1847322 SH SHARED 06 816798 1030524 D UBS AG SHS NEW H8923133 67624 3273188 SH SHARED 10 1997634 1275554 D UBS AG SHS NEW H8923133 2007 97149 SH SHARED 14 21582 75567 D UBS AG SHS NEW H8923133 162727 7876464 SH SHARED 15 7876464 D UBS AG SHS NEW H8923133 2106 101962 SH SHARED 19 101962 D UBS AG SHS NEW H8923133 456 22105 SH SHARED 24 22105 D MILLICOM INTL CELLULAR S A SHS NEW L6388F11 831 8033 SH SHARED 8033 D MILLICOM INTL CELLULAR S A SHS NEW L6388F11 105 1021 SH SHARED 02 1021 D MILLICOM INTL CELLULAR S A SHS NEW L6388F11 3105 30000 SH SHARED 05 30000 D MILLICOM INTL CELLULAR S A SHS NEW L6388F11 1387 13410 SH SHARED 10 13410 D MILLICOM INTL CELLULAR S A SHS NEW L6388F11 161 1560 SH SHARED 21 1560 D ALADDIN KNOWLEDGE SYS LTD ORD M0392N10 223 16526 SH SHARED 16526 D ALLOT COMMUNICATIONS LTD SHS M0854Q10 239 81580 SH SHARED 04 81580 D ALVARION LTD SHS M0861T10 3 500 SH SHARED 500 D ALVARION LTD SHS M0861T10 470 66704 SH SHARED 02 66704 D AUDIOCODES LTD ORD M1534210 569 155313 SH SHARED 155313 D BLUEPHOENIX SOLUTIONS LTD SHS M2015710 33 7255 SH SHARED 7255 D CAMTEK LTD ORD M2079110 7 7500 SH SHARED 02 7500 D CELLCOM ISRAEL LTD SHS M2196U10 4157 121535 SH SHARED 121535 D CELLCOM ISRAEL LTD SHS M2196U10 1481 43300 SH SHARED 14 43300 D CERAGON NETWORKS LTD ORD M2201310 162 21000 SH SHARED 02 21000 D CHECK POINT SOFTWARE TECH LT ORD M2246510 10515 444238 SH SHARED 444238 D CHECK POINT SOFTWARE TECH LT ORD M2246510 178 7543 SH SHARED 02 7543 D CHECK POINT SOFTWARE TECH LT ORD M2246510 1656 70000 SH SHARED 04 70000 D CHECK POINT SOFTWARE TECH LT ORD M2246510 2075 87700 SH SHARED 10 87700 D CHECK POINT SOFTWARE TECH LT ORD M2246510 1630 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 1516 25711 SH SHARED 25711 D ELBIT SYS LTD ORD M3760D10 1607 27248 SH SHARED 01 27248 D ELBIT SYS LTD ORD M3760D10 0 15 SH SHARED 02 15 D ELBIT SYS LTD ORD M3760D10 4720 80000 SH SHARED 05 80000 D ELBIT SYS LTD ORD M3760D10 8708 147600 SH SHARED 10 147600 D ELBIT SYS LTD ORD M3760D10 42 724 SH SHARED 24 724 D FUNDTECH LTD ORD M4709510 3 211 SH SHARED 211 D FUNDTECH LTD ORD M4709510 1158 80500 SH SHARED 10 80500 D MELLANOX TECHNOLOGIES LTD SHS M5136311 131 9713 SH SHARED 9713 D MELLANOX TECHNOLOGIES LTD SHS M5136311 4622 341400 SH SHARED 10 341400 D INTERNET GOLD-GOLDEN LINES L ORD M5659510 33 4566 SH SHARED 4566 D ITURAN LOCATION AND CONTROL SHS M6158M10 27 2265 SH SHARED 2265 D LANOPTICS LTD ORD M6706C10 71 5094 SH SHARED 5094 D ORBOTECH LTD ORD M7525310 7 600 SH SHARED 600 D ORBOTECH LTD ORD M7525310 7 595 SH SHARED 02 595 D RRSAT GLOBAL COMM NTWRK LTD SHS M8183P10 23 2183 SH SHARED 2183 D RRSAT GLOBAL COMM NTWRK LTD SHS M8183P10 402 37300 SH SHARED 10 37300 D RADVISION LTD ORD M8186910 3 639 SH SHARED 639 D RADVISION LTD ORD M8186910 0 110 SH SHARED 02 110 D RADWARE LTD ORD M8187310 678 76986 SH SHARED 76986 D RETALIX LTD ORD M8215W10 1 119 SH SHARED 119 D SILICOM LTD ORD M8411610 23 3509 SH SHARED 3509 D SYNERON MEDICAL LTD ORD SHS M8724510 36 2223 SH SHARED 2223 D SYNERON MEDICAL LTD ORD SHS M8724510 4782 290900 SH SHARED 10 290900 D TEFRON LTD ORD M8748210 2 1243 SH SHARED 1243 D AERCAP HOLDINGS NV SHS N0098510 25 1997 SH SHARED 21 1997 D ASM INTL N V COM N0704510 2234 74483 SH SHARED 74483 D ASM INTL N V COM N0704510 1050 35000 SH SHARED 04 35000 D ASML HOLDING N V NY REG SHS N0705918 2618 107308 SH SHARED 107308 D ASML HOLDING N V NY REG SHS N0705918 7 311 SH SHARED 02 311 D ASML HOLDING N V NY REG SHS N0705918 195 8000 SH SHARED 04 8000 D ASML HOLDING N V NY REG SHS N0705918 7373 302207 SH SHARED 10 302207 D CNH GLOBAL N V SHS NEW N2093520 1751 51564 SH SHARED 51564 D CNH GLOBAL N V SHS NEW N2093520 84 2500 SH SHARED 23 2500 D CORE LABORATORIES N V COM N2271710 457 3216 SH SHARED 3216 D EURAND N V SHS N3101010 3 249 SH SHARED 249 D ORTHOFIX INTL N V COM N6748L10 659 22764 SH SHARED 22764 D QIAGEN N V ORD N7248210 1126 55943 SH SHARED 4791 51152 D QIAGEN N V ORD N7248210 19572 972310 SH SHARED 956160 16150 D QIAGEN N V ORD N7248210 5382 267388 SH SHARED 01 267388 D QIAGEN N V ORD N7248210 39 1965 SH SHR/OTHR 01 1965 D QIAGEN N V ORD N7248210 15 747 SH SHARED 02 747 D QIAGEN N V ORD N7248210 2099 104315 SH SHARED 04 32671 71644 D QIAGEN N V ORD N7248210 222730 11064623 SH SHARED 04 11064623 D QIAGEN N V ORD N7248210 11510 571787 SH SHARED 06 141900 429887 D QIAGEN N V ORD N7248210 126026 6260632 SH SHARED 10 4521969 1738663 D QIAGEN N V ORD N7248210 1161 57700 SH SHARED 14 57700 D QIAGEN N V ORD N7248210 473 23500 SH SHARED 15 23500 D QIAGEN N V ORD N7248210 2648 131573 SH SHARED 19 131573 D QIAGEN N V ORD N7248210 1 84 SH SHARED 20 84 D QIAGEN N V ORD N7248210 817 40600 SH SHARED 24 40600 D BANCO LATINOAMERICANO DE EXP CL E P1699413 99 6160 SH SHARED 6160 D BANCO LATINOAMERICANO DE EXP CL E P1699413 1 90 SH SHARED 01 90 D BANCO LATINOAMERICANO DE EXP CL E P1699413 1 122 SH SHARED 02 122 D BANCO LATINOAMERICANO DE EXP CL E P1699413 1465 90500 SH SHARED 10 90500 D COPA HOLDINGS SA CL A P3107610 281 10000 SH SHARED 10000 D COPA HOLDINGS SA CL A P3107610 250 8910 SH SHARED 8910 D COPA HOLDINGS SA CL A P3107610 11278 400520 SH SHARED 01 400520 D COPA HOLDINGS SA CL A P3107610 3886 138000 SH SHARED 04 138000 D COPA HOLDINGS SA CL A P3107610 4928 175000 SH SHARED 05 175000 D SINOVAC BIOTECH LTD SHS P8696W10 5 1718 SH SHARED 1718 D STEINER LEISURE LTD ORD P8744Y10 414 14606 SH SHARED 14606 D STEINER LEISURE LTD ORD P8744Y10 6 224 SH SHARED 21 224 D ULTRAPETROL BAHAMAS LTD COM P9439810 352 27919 SH SHARED 27919 D ULTRAPETROL BAHAMAS LTD COM P9439810 107 8500 SH SHARED 01 8500 D ULTRAPETROL BAHAMAS LTD COM P9439810 3 300 SH SHARED 02 300 D ULTRAPETROL BAHAMAS LTD COM P9439810 110 8800 SH SHARED 10 8800 D EXCEL MARITIME CARRIERS LTD COM V3267N10 594 15148 SH SHARED 15148 D ROYAL CARIBBEAN CRUISES LTD COM V7780T10 3274 145746 SH SHARED 145746 D ROYAL CARIBBEAN CRUISES LTD COM V7780T10 409 18220 SH SHARED 02 15700 2520 D ROYAL CARIBBEAN CRUISES LTD COM V7780T10 256 11400 SH SHARED 10 11400 D AEGEAN MARINE PETROLEUM NETW SHS Y0017S10 2175 53463 SH SHARED 53463 D CAPITAL PRODUCT PARTNERS L P COM UNIT LP Y1108210 6 352 SH SHARED 352 D DANAOS CORPORATION SHS Y1968P10 231 10508 SH SHARED 10508 D DANAOS CORPORATION SHS Y1968P10 190 8645 SH SHARED 02 8645 D DIANA SHIPPING INC COM Y2066G10 948 30881 SH SHARED 30881 D DIANA SHIPPING INC COM Y2066G10 95 3110 SH SHARED 02 3110 D DRYSHIPS INC SHS Y2109Q10 3166 39494 SH SHARED 39494 D DRYSHIPS INC SHS Y2109Q10 16 200 SH SHARED 02 200 D DRYSHIPS INC SHS Y2109Q10 4409 55000 SH SHARED 05 55000 D DRYSHIPS INC SHS Y2109Q10 3 40 SH SHARED 21 40 D DRYSHIPS INC SHS Y2109Q10 120 1500 SH SHR/OTHR 23 1500 D DOUBLE HULL TANKERS INC COM Y2111010 1035 103281 SH SHARED 103281 D DOUBLE HULL TANKERS INC COM Y2111010 0 1 SH SHARED 02 1 D DOUBLE HULL TANKERS INC COM Y2111010 2 200 SH SHARED 10 200 D EAGLE BULK SHIPPING INC COM Y2187A10 2792 94423 SH SHARED 94423 D EAGLE BULK SHIPPING INC COM Y2187A10 59 2000 SH SHARED 01 2000 D EAGLE BULK SHIPPING INC COM Y2187A10 152 5141 SH SHARED 02 201 4940 D EAGLE BULK SHIPPING INC COM Y2187A10 26719 903600 SH SHARED 10 903600 D EAGLE BULK SHIPPING INC COM Y2187A10 59 2000 SH SHARED 20 2000 D EAGLE BULK SHIPPING INC COM Y2187A10 192 6500 SH SHARED 21 6500 D EUROSEAS LTD COM NEW Y2359220 50 3861 SH SHARED 3861 D FLEXTRONICS INTL LTD ORD Y2573F10 8642 919402 SH SHARED 919402 D FLEXTRONICS INTL LTD ORD Y2573F10 6 697 SH SHARED 01 697 D FLEXTRONICS INTL LTD ORD Y2573F10 1431 152276 SH SHARED 02 150581 1695 D FLEXTRONICS INTL LTD ORD Y2573F10 1410 150000 SH SHARED 04 150000 D FLEXTRONICS INTL LTD ORD Y2573F10 5 547 SH SHARED 05 547 D FLEXTRONICS INTL LTD ORD Y2573F10 167 17831 SH SHARED 06 10711 7120 D FLEXTRONICS INTL LTD ORD Y2573F10 245 26100 SH SHARED 10 26100 D FLEXTRONICS INTL LTD ORD Y2573F10 334 35622 SH SHARED 14 35622 D FREESEAS INC COM Y2649610 6 1046 SH SHARED 1046 D FREESEAS INC COM Y2649610 283 45200 SH SHARED 02 45200 D GENCO SHIPPING & TRADING LTD SHS Y2685T10 1876 28774 SH SHARED 28774 D GENCO SHIPPING & TRADING LTD SHS Y2685T10 39 600 SH SHARED 01 600 D GENCO SHIPPING & TRADING LTD SHS Y2685T10 16 260 SH SHARED 02 260 D GENCO SHIPPING & TRADING LTD SHS Y2685T10 13 200 SH SHARED 06 200 D GENCO SHIPPING & TRADING LTD SHS Y2685T10 234 3600 SH SHARED 10 3600 D GENCO SHIPPING & TRADING LTD SHS Y2685T10 260 4000 SH SHR/OTHR 23 4000 D GENERAL MARITIME CORP SHS Y2692M10 726 27961 SH SHARED 27961 D GENERAL MARITIME CORP SHS Y2692M10 12 500 SH SHARED 01 500 D GENERAL MARITIME CORP SHS Y2692M10 0 2 SH SHARED 02 2 D GENERAL MARITIME CORP SHS Y2692M10 361 13900 SH SHARED 10 13900 D GIGAMEDIA LTD ORD Y2711Y10 447 37516 SH SHARED 37516 D GIGAMEDIA LTD ORD Y2711Y10 119 10000 SH SHARED 02 10000 D NAVIOS MARITIME HOLDINGS INC COM Y6219610 4347 448700 SH SHARED 448700 D NAVIOS MARITIME HOLDINGS INC *W EXP 12/09/200 Y6219611 186 39112 SH SHARED 39112 D NAVIOS MARITIME PARTNERS L P UNIT LPI Y6226710 100 6855 SH SHARED 6855 D NAVIOS MARITIME PARTNERS L P UNIT LPI Y6226710 11 800 SH SHARED 02 800 D OCEANFREIGHT INC SHS Y6420210 7 316 SH SHARED 316 D OMEGA NAVIGATION ENTERPRISES CLASS A Y6476R10 119 7250 SH SHARED 7250 D OMEGA NAVIGATION ENTERPRISES CLASS A Y6476R10 14 900 SH SHARED 02 900 D SEANERGY MARITIME CORP *W EXP 09/24/201 Y7376011 105 58267 SH SHARED 58267 D SEASPAN CORP SHS Y7563810 876 36497 SH SHARED 36497 D SEASPAN CORP SHS Y7563810 696 29000 SH SHARED 02 29000 D STAR BULK CARRIERS CORP COM Y8162K10 207 17581 SH SHARED 17581 D STAR BULK CARRIERS CORP *W EXP 12/16/200 Y8162K11 81 21201 SH SHARED 21201 D TEEKAY LNG PARTNERS L P PRTNRSP UNITS Y8564M10 714 27120 SH SHARED 27120 D TEEKAY LNG PARTNERS L P PRTNRSP UNITS Y8564M10 2290 86987 SH SHARED 02 25700 61287 D TEEKAY OFFSHORE PARTNERS L P PARTNERSHIP UN Y8565J10 17 910 SH SHARED 910 D TEEKAY OFFSHORE PARTNERS L P PARTNERSHIP UN Y8565J10 202 10255 SH SHARED 02 10255 D TEEKAY TANKERS LTD CL A Y8565N10 22 980 SH SHARED 980 D TEEKAY TANKERS LTD CL A Y8565N10 12 556 SH SHARED 02 56 500 D TEEKAY TANKERS LTD CL A Y8565N10 756 32600 SH SHARED 23 32600 D TOP SHIPS INC COM NEW Y8897Y30 2987 466753 SH SHARED 466753 D TOP SHIPS INC COM NEW Y8897Y30 192 30000 SH SHARED 02 30000 D VERIGY LTD SHS Y9369110 1596 70283 SH SHARED 70283 D VERIGY LTD SHS Y9369110 68 3009 SH SHARED 01 3009 D VERIGY LTD SHS Y9369110 158 6989 SH SHARED 02 6989 D VERIGY LTD SHS Y9369110 1 55 SH SHARED 21 55 D VERIGY LTD SHS Y9369110 19 850 SH SHARED 23 850 D VERIGY LTD SHS Y9369110 5 250 SH SHR/OTHR 23 250 D AAON INC COM PAR $0.004 00036020 414 21532 SH SHARED 21532 D AAON INC COM PAR $0.004 00036020 0 22 SH SHARED 02 22 D AAON INC COM PAR $0.004 00036020 96 5000 SH SHARED 10 5000 D AAR CORP NOTE 1.750% 2/0 000361AH 5986 7725000 PRN SHARED 7725000 D AAR CORP COM 00036110 417 30834 SH SHARED 30834 D AAR CORP COM 00036110 132 9813 SH SHARED 02 9813 D AAR CORP COM 00036110 89 6616 SH SHARED 10 6616 D ABB LTD SPONSORED ADR 00037520 1310 46260 SH SHARED 46260 D ABB LTD SPONSORED ADR 00037520 42 1500 SH SHARED 01 1500 D ABB LTD SPONSORED ADR 00037520 4973 175605 SH SHARED 02 175605 D ACCO BRANDS CORP COM 00081T10 2499 222571 SH SHARED 222571 D ACCO BRANDS CORP COM 00081T10 27 2415 SH SHARED 01 1945 470 D ACCO BRANDS CORP COM 00081T10 0 1 SH SHARED 02 1 D ACCO BRANDS CORP COM 00081T10 177 15826 SH SHARED 10 15826 D ACCO BRANDS CORP COM 00081T10 3 308 SH SHARED 23 74 234 D ACCO BRANDS CORP COM 00081T10 8 791 SH SHR/OTHR 23 791 D A C MOORE ARTS & CRAFTS INC COM 00086T10 15 2137 SH SHARED 2137 D A D A M INC COM 00088U10 2 303 SH SHARED 303 D A D C TELECOMMUNICATIONS COM NEW 00088630 4135 279962 SH SHARED 279962 D A D C TELECOMMUNICATIONS COM NEW 00088630 816 55294 SH SHARED 01 16194 39100 D A D C TELECOMMUNICATIONS COM NEW 00088630 27 1864 SH SHARED 02 1224 640 D A D C TELECOMMUNICATIONS COM NEW 00088630 446 30204 SH SHARED 10 30204 D ACM MANAGED DLR INCOME FD COM 00094910 3 521 SH SHARED 01 521 D ABM INDS INC COM 00095710 111 5029 SH SHARED 5029 D ABM INDS INC COM 00095710 6 275 SH SHARED 01 275 D ABM INDS INC COM 00095710 242 10917 SH SHARED 02 10917 D ABM INDS INC COM 00095710 480 21600 SH SHARED 10 21600 D ABM INDS INC COM 00095710 7 348 SH SHARED 21 348 D AEP INDS INC COM 00103110 11 646 SH SHARED 646 D AEP INDS INC COM 00103110 43 2500 SH SHARED 01 700 1800 D AEP INDS INC COM 00103110 59 3408 SH SHARED 02 3408 D AEP INDS INC COM 00103110 107 6200 SH SHARED 10 6200 D AFC ENTERPRISES INC COM 00104Q10 27 3396 SH SHARED 3396 D AFC ENTERPRISES INC COM 00104Q10 48 6105 SH SHARED 02 6105 D AFC ENTERPRISES INC COM 00104Q10 20 2513 SH SHARED 21 2513 D AFLAC INC COM 00105510 2415 38460 SH SHARED 26 38434 D AFLAC INC COM 00105510 19757 314617 SH SHARED 278527 36090 D AFLAC INC COM 00105510 19560 311468 SH SHARED 01 239666 71802 D AFLAC INC COM 00105510 5612 89377 SH SHR/OTHR 01 89377 D AFLAC INC COM 00105510 3486 55517 SH SHARED 02 41753 13764 D AFLAC INC COM 00105510 20 331 SH SHARED 04 331 D AFLAC INC COM 00105510 43 700 SH SHARED 04 700 D AFLAC INC COM 00105510 12618 200930 SH SHARED 05 200930 D AFLAC INC COM 00105510 3953 62956 SH SHARED 06 48466 14490 D AFLAC INC COM 00105510 81916 1304406 SH SHARED 10 1302006 2400 D AFLAC INC COM 00105510 6248 99503 SH SHARED 19 99503 D AFLAC INC COM 00105510 5216 83070 SH SHARED 20 32740 50330 D AFLAC INC COM 00105510 1283 20440 SH SHR/OTHR 20 20440 D AFLAC INC COM 00105510 202 3224 SH SHARED 21 3224 D AFLAC INC COM 00105510 75 1200 SH SHR/OTHR 21 1200 D AFLAC INC COM 00105510 1106 17617 SH SHARED 22 14437 3180 D AFLAC INC COM 00105510 506 8062 SH SHR/OTHR 22 8062 D AFLAC INC COM 00105510 4967 79093 SH SHARED 23 69693 9400 D AFLAC INC COM 00105510 3168 50455 SH SHR/OTHR 23 50455 D AGCO CORP NOTE 1.250%12/1 001084AM 351 243000 PRN SHARED 02 243000 D AGCO CORP COM 00108410 23640 451065 SH SHARED 416265 34800 D AGCO CORP COM 00108410 2248 42900 SH SHARED 01 14000 28900 D AGCO CORP COM 00108410 14 277 SH SHARED 02 277 D AGCO CORP COM 00108410 10751 205134 SH SHARED 04 205134 D AGCO CORP COM 00108410 12444 237447 SH SHARED 05 237447 D AGCO CORP COM 00108410 202 3862 SH SHARED 06 100 3762 D AGCO CORP COM 00108410 73166 1396033 SH SHARED 10 1327533 68500 D AGCO CORP COM 00108410 18 350 SH SHARED 19 350 D AGCO CORP COM 00108410 9 182 SH SHARED 21 182 D AGL RES INC COM 00120410 2765 79961 SH SHARED 79961 D AGL RES INC COM 00120410 861 24925 SH SHARED 01 525 24400 D AGL RES INC COM 00120410 1438 41611 SH SHARED 02 41611 D AGL RES INC COM 00120410 300 8700 SH SHARED 06 8700 D AGL RES INC COM 00120410 79 2300 SH SHARED 10 2300 D A H BELO CORP COM CL A 00128210 54 9629 SH SHARED 9629 D A H BELO CORP COM CL A 00128210 118 20709 SH SHR/OTHR 01 20709 D A H BELO CORP COM CL A 00128210 2 363 SH SHARED 02 363 D A H BELO CORP COM CL A 00128210 15 2700 SH SHARED 06 2700 D AES CORP COM 00130H10 19868 1034256 SH SHARED 1034256 D AES CORP COM 00130H10 1461 76085 SH SHARED 01 76085 D AES CORP COM 00130H10 8093 421324 SH SHARED 02 378374 42950 D AES CORP COM 00130H10 105 5500 SH SHARED 04 5500 D AES CORP COM 00130H10 7 390 SH SHARED 05 390 D AES CORP COM 00130H10 2602 135500 SH SHARED 06 116620 18880 D AES CORP COM 00130H10 5882 306201 SH SHARED 10 306201 D AES CORP COM 00130H10 591 30807 SH SHARED 14 30807 D AK STL HLDG CORP COM 00154710 9521 137990 SH SHARED 137990 D AK STL HLDG CORP COM 00154710 859 12450 SH SHARED 01 12450 D AK STL HLDG CORP COM 00154710 10065 145874 SH SHARED 02 145874 D AK STL HLDG CORP COM 00154710 41 600 SH SHARED 04 600 D AK STL HLDG CORP COM 00154710 86 1250 SH SHARED 06 650 600 D AK STL HLDG CORP COM 00154710 6310 91463 SH SHARED 10 64763 26700 D AK STL HLDG CORP COM 00154710 186 2700 SH SHARED 14 2700 D AMB PROPERTY CORP COM 00163T10 1829 36314 SH SHARED 36314 D AMB PROPERTY CORP COM 00163T10 1576 31300 SH SHARED 01 300 31000 D AMB PROPERTY CORP COM 00163T10 956 18992 SH SHARED 02 13773 5219 D AMB PROPERTY CORP COM 00163T10 599 11900 SH SHARED 10 9300 2600 D AMB PROPERTY CORP COM 00163T10 1078 21400 SH SHARED 11 21400 D AMB PROPERTY CORP COM 00163T10 11 225 SH SHR/OTHR 23 225 D AMAG PHARMACEUTICALS INC COM 00163U10 866 25421 SH SHARED 25421 D AMAG PHARMACEUTICALS INC COM 00163U10 92 2700 SH SHARED 01 2700 D AMAG PHARMACEUTICALS INC COM 00163U10 1354 39721 SH SHARED 02 91 39630 D AMDL INC COM PAR 2006 00167K50 0 269 SH SHARED 269 D AMICAS INC COM 00171210 3 1168 SH SHARED 1168 D AMN HEALTHCARE SERVICES INC COM 00174410 497 29430 SH SHARED 29430 D AMN HEALTHCARE SERVICES INC COM 00174410 4 260 SH SHARED 02 75 185 D AMN HEALTHCARE SERVICES INC COM 00174410 7 420 SH SHARED 10 420 D AMR CORP NOTE 4.250% 9/2 001765BA 3752 4000000 PRN SHARED 02 4000000 D AMR CORP NOTE 4.500% 2/1 001765BB 1188 1600000 PRN SHARED 02 1600000 D AMR CORP NOTE 4.500% 2/1 001765BB 74 100000 PRN SHARED 10 100000 D AMR CORP COM 00176510 80 15665 SH SHARED 15665 D AMR CORP COM 00176510 24 4695 SH SHARED 01 4695 D AMR CORP COM 00176510 968 189205 SH SHARED 02 183755 5450 D AMR CORP COM 00176510 212 41600 SH SHARED 10 41600 D AMR CORP COM 00176510 1 300 SH SHARED 20 300 D AMR CORP COM 00176510 10 2000 SH SHR/OTHR 23 2000 D APAC CUSTOMER SERVICES INC COM 00185E10 1 775 SH SHARED 775 D APP PHARMACEUTICALS INC COM 00202H10 211 12673 SH SHARED 12673 D APP PHARMACEUTICALS INC COM 00202H10 4 280 SH SHARED 01 280 D AP PHARMA INC COM NEW 00202J20 0 802 SH SHARED 802 D APT SATELLITE HOLDINGS LTD SPONSORED ADR 00203R10 68 50396 SH SHARED 50396 D AT&T INC COM 00206R10 1787 53069 SH SHARED 810 52259 D AT&T INC COM 00206R10 337268 10010931 SH SHARED 9900213 110718 D AT&T INC COM 00206R10 57634 1710735 SH SHARED 01 1339657 371078 D AT&T INC COM 00206R10 5456 161955 SH SHR/OTHR 01 161955 D AT&T INC COM 00206R10 8546 253680 SH SHARED 02 162282 91398 D AT&T INC COM 00206R10 468 13911 SH SHARED 04 13911 D AT&T INC COM 00206R10 88193 2617794 SH SHARED 04 2617794 D AT&T INC COM 00206R10 2100 62342 SH SHARED 05 62342 D AT&T INC COM 00206R10 95874 2845781 SH SHARED 06 992935 1852846 D AT&T INC COM 00206R10 291718 8658894 SH SHARED 10 8365892 293002 D AT&T INC COM 00206R10 3005 89220 SH SHARED 14 89220 D AT&T INC COM 00206R10 495 14720 SH SHARED 15 14720 D AT&T INC COM 00206R10 5039 149599 SH SHARED 19 149599 D AT&T INC COM 00206R10 3244 96310 SH SHARED 20 76393 300 19617 D AT&T INC COM 00206R10 729 21648 SH SHR/OTHR 20 21648 D AT&T INC COM 00206R10 1111 32992 SH SHARED 21 16731 16261 D AT&T INC COM 00206R10 558 16587 SH SHR/OTHR 21 16587 D AT&T INC COM 00206R10 1639 48662 SH SHARED 22 33694 14968 D AT&T INC COM 00206R10 368 10924 SH SHR/OTHR 22 10924 D AT&T INC COM 00206R10 6266 186001 SH SHARED 23 150758 35243 D AT&T INC COM 00206R10 8582 254759 SH SHR/OTHR 23 254759 D ATMI INC COM 00207R10 2835 101569 SH SHARED 101569 D ATMI INC COM 00207R10 69 2500 SH SHARED 01 2500 D ATMI INC COM 00207R10 73 2635 SH SHARED 02 2635 D ATMI INC COM 00207R10 83 3008 SH SHARED 10 3008 D ATMI INC COM 00207R10 43 1564 SH SHARED 21 1564 D ATP OIL & GAS CORP COM 00208J10 71 1800 SH SHARED 1800 D ATP OIL & GAS CORP COM 00208J10 1054 26705 SH SHARED 26705 D ATP OIL & GAS CORP COM 00208J10 45 1150 SH SHARED 01 1150 D ATP OIL & GAS CORP COM 00208J10 11 300 SH SHARED 02 300 D ATP OIL & GAS CORP COM 00208J10 254 6437 SH SHARED 10 6437 D A S DAMPSKIBSSELSKABET TORM SPONSORED ADR 00208W10 8 245 SH SHARED 245 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 ATA INC SPONS ADR 00211V10 18 1400 SH SHARED 1400 D ATC TECHNOLOGY CORP COM 00211W10 283 12178 SH SHARED 12178 D ATC TECHNOLOGY CORP COM 00211W10 0 42 SH SHARED 02 42 D ATC TECHNOLOGY CORP COM 00211W10 231 9931 SH SHARED 10 9931 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SHARED 23 40900 D ACTEL CORP COM 00493410 44 2622 SH SHARED 2622 D ACTEL CORP COM 00493410 106 6347 SH SHARED 02 6347 D ACTIVE POWER INC COM 00504W10 2 1986 SH SHARED 1986 D ACTIVE POWER INC COM 00504W10 83 71701 SH SHARED 02 71701 D ACTIVIDENTITY CORP COM 00506P10 0 100 SH SHARED 100 D ACTIVIDENTITY CORP COM 00506P10 3 1223 SH SHARED 1223 D ACTIVIDENTITY CORP COM 00506P10 83 30500 SH SHARED 02 30500 D ACTIONS SEMICONDUCTOR CO LTD ADR 00507E10 4245 1230713 SH SHARED 1230713 D ACTIONS SEMICONDUCTOR CO LTD ADR 00507E10 0 37 SH SHARED 02 37 D ACTUATE CORP COM 00508B10 365 93354 SH SHARED 93354 D ACTUATE CORP COM 00508B10 142 36352 SH SHARED 02 36352 D ACTUANT CORP SDCV 2.000%11/1 00508XAB 3672 2250000 PRN SHARED 2250000 D ACTUANT CORP CL A NEW 00508X20 2084 66504 SH SHARED 66504 D ACTUANT CORP CL A NEW 00508X20 9 316 SH SHARED 02 316 D ACTUANT CORP CL A NEW 00508X20 707 22553 SH SHARED 10 22553 D ACTUANT CORP CL A NEW 00508X20 49 1567 SH SHARED 21 1567 D ACUITY BRANDS INC COM 00508Y10 1846 38395 SH SHARED 38395 D ACUITY BRANDS INC COM 00508Y10 110 2300 SH SHARED 01 2300 D ACUITY BRANDS INC COM 00508Y10 549 11437 SH SHARED 02 10237 1200 D ACUITY BRANDS INC COM 00508Y10 1702 35400 SH SHARED 10 35400 D ACUITY BRANDS INC COM 00508Y10 48 1000 SH SHARED 23 1000 D ACURA PHARMACEUTICALS INC COM NEW 00509L70 32 4100 SH SHARED 4100 D ACURA PHARMACEUTICALS INC COM NEW 00509L70 5 673 SH SHARED 02 673 D ACUSPHERE INC COM 00511R87 7 11204 SH SHARED 11204 D ACXIOM CORP COM 00512510 1337 116410 SH SHARED 71810 44600 D ACXIOM CORP COM 00512510 316 27580 SH SHARED 01 3980 23600 D ACXIOM CORP COM 00512510 470 40915 SH SHARED 02 40915 D ACXIOM CORP COM 00512510 1031 89793 SH SHARED 10 75693 14100 D ADA ES INC COM 00520810 1 146 SH SHARED 146 D ADAMS EXPRESS CO COM 00621210 258 21838 SH SHARED 21838 D ADAMS GOLF INC COM NEW 00622820 0 84 SH SHARED 84 D ADAMS RES & ENERGY INC COM NEW 00635130 4 119 SH SHARED 119 D ADCARE HEALTH SYSTEMS INC COM NEW 00650W30 0 37 SH SHARED 37 D ADAPTEC INC 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64870 SH SHARED 06 48350 16520 D ADVANCED MICRO DEVICES INC COM 00790310 1530 262603 SH SHARED 10 262603 D ADVANCED MICRO DEVICES INC COM 00790310 10 1800 SH SHR/OTHR 23 1800 D AEGON N V NY REGISTRY SH 00792410 38 2936 SH SHARED 2936 D AEGON N V NY REGISTRY SH 00792410 5 399 SH SHARED 01 399 D ADVANTA CORP CL A 00794210 10 1900 SH SHARED 02 1900 D ADVANTA CORP CL B 00794220 211 33600 SH SHARED 33600 D ADVANTA CORP CL B 00794220 0 40 SH SHARED 01 40 D ADVANTA CORP CL B 00794220 419 66702 SH SHARED 02 66702 D ADVANTA CORP CL B 00794220 74 11850 SH SHARED 10 11850 D ADVANCED ENVIRON RECYCLING T CL A 00794710 0 907 SH SHARED 907 D ADVANCED ENERGY INDS COM 00797310 128 9379 SH SHARED 9379 D ADVANCED ENERGY INDS COM 00797310 90 6627 SH SHARED 02 2002 4625 D ADVANCED ENERGY INDS COM 00797310 75 5541 SH SHARED 10 5541 D ADVENT SOFTWARE INC COM 00797410 104 2895 SH SHARED 2895 D ADVENT SOFTWARE INC COM 00797410 306 8500 SH SHARED 01 2100 6400 D ADVENT SOFTWARE INC COM 00797410 1549 42947 SH SHARED 02 41917 1030 D ADVENT SOFTWARE INC COM 00797410 1372 38035 SH SHARED 10 38035 D AEROSONIC CORP DEL COM PAR $0.40 00801530 0 93 SH SHARED 93 D AEROVIRONMENT INC COM 00807310 4 173 SH SHARED 173 D AEROVIRONMENT INC COM 00807310 7 273 SH SHARED 02 273 D AETRIUM INC COM 00817R10 0 268 SH SHARED 268 D AETNA INC NEW COM 00817Y10 24240 598089 SH SHARED 594889 3200 D AETNA INC NEW COM 00817Y10 2479 61175 SH SHARED 01 61175 D AETNA INC NEW COM 00817Y10 5358 132206 SH SHARED 02 123444 8762 D AETNA INC NEW COM 00817Y10 4660 115000 SH SHARED 04 115000 D AETNA INC NEW COM 00817Y10 10 260 SH SHARED 05 260 D AETNA INC NEW COM 00817Y10 2867 70748 SH SHARED 06 54708 16040 D AETNA INC NEW COM 00817Y10 297291 7335105 SH SHARED 10 7287405 47700 D AETNA INC NEW COM 00817Y10 271 6708 SH SHARED 14 2300 4408 D AETNA INC NEW COM 00817Y10 20 500 SH SHARED 23 500 D AETNA INC NEW COM 00817Y10 207 5120 SH SHR/OTHR 23 5120 D AFFILIATED COMPUTER SERVICES CL A 00819010 10003 187016 SH SHARED 187016 D 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27300 SH SHR/OTHR 23 27300 D ANGIOTECH PHARMACEUTICALS IN COM 03491810 3 1314 SH SHARED 1314 D ANGLOGOLD ASHANTI LTD RIGHT 06/23/2008 03512811 258 44619 SH SHARED 44619 D ANGLOGOLD ASHANTI LTD RIGHT 06/23/2008 03512811 8 1478 SH SHARED 01 1478 D ANGLOGOLD ASHANTI LTD RIGHT 06/23/2008 03512811 214 36977 SH SHARED 02 36485 492 D ANGLOGOLD ASHANTI LTD RIGHT 06/23/2008 03512811 525 90676 SH SHARED 10 90676 D ANGLOGOLD ASHANTI LTD RIGHT 06/23/2008 03512811 15 2661 SH SHARED 23 2661 D ANGLOGOLD ASHANTI LTD RIGHT 06/23/2008 03512811 10 1725 SH SHR/OTHR 23 1725 D ANGLOGOLD ASHANTI LTD SPONSORED ADR 03512820 6926 204090 SH SHARED 204090 D ANGLOGOLD ASHANTI LTD SPONSORED ADR 03512820 376 11100 SH SHARED 01 5100 6000 D ANGLOGOLD ASHANTI LTD SPONSORED ADR 03512820 1804 53165 SH SHARED 02 51171 1994 D ANGLOGOLD ASHANTI LTD SPONSORED ADR 03512820 91 2700 SH SHARED 04 2700 D ANGLOGOLD ASHANTI LTD SPONSORED ADR 03512820 50 1500 SH SHARED 06 1500 D ANGLOGOLD ASHANTI LTD SPONSORED ADR 03512820 24045 708460 SH SHARED 10 584360 124100 D ANGLOGOLD ASHANTI LTD SPONSORED ADR 03512820 366 10800 SH SHARED 23 10800 D ANGLOGOLD ASHANTI LTD SPONSORED ADR 03512820 237 7000 SH SHR/OTHR 23 7000 D ANGLOGOLD ASHANTI LTD SPONSORED ADR 03512820 84 2500 SH SHARED 24 2500 D ANHEUSER BUSCH COS INC COM 03522910 99 1600 SH SHARED 1600 D ANHEUSER BUSCH COS INC COM 03522910 115051 1852092 SH SHARED 1584462 267630 D ANHEUSER BUSCH COS INC COM 03522910 6885 110840 SH SHARED 01 103824 7016 D ANHEUSER BUSCH COS INC COM 03522910 222 3582 SH SHR/OTHR 01 3582 D ANHEUSER BUSCH COS INC COM 03522910 70620 1136839 SH SHARED 02 1125401 11438 D ANHEUSER BUSCH COS INC COM 03522910 145 2335 SH SHARED 04 2335 D ANHEUSER BUSCH COS INC COM 03522910 161 2600 SH SHARED 04 2600 D ANHEUSER BUSCH COS INC COM 03522910 21 350 SH SHARED 05 350 D ANHEUSER BUSCH COS INC COM 03522910 7390 118973 SH SHARED 06 96353 22620 D ANHEUSER BUSCH COS INC COM 03522910 20925 336861 SH SHARED 10 336461 400 D ANHEUSER BUSCH COS INC COM 03522910 24 400 SH SHR/OTHR 10 400 D ANHEUSER BUSCH COS INC COM 03522910 1178 18968 SH SHARED 14 18968 D ANHEUSER BUSCH COS INC COM 03522910 3493 56231 SH SHARED 20 19520 36711 D ANHEUSER BUSCH COS INC COM 03522910 4119 66315 SH SHR/OTHR 20 66315 D ANHEUSER BUSCH COS INC COM 03522910 211 3410 SH SHARED 21 3300 110 D ANHEUSER BUSCH COS INC COM 03522910 1757 28287 SH SHARED 23 28287 D ANHEUSER BUSCH COS INC COM 03522910 3291 52992 SH SHR/OTHR 23 52992 D ANIMAL HEALTH INTL INC COM 03525N10 2 417 SH SHARED 417 D ANIMAL HEALTH INTL INC COM 03525N10 44 7080 SH SHARED 01 7080 D ANIMAL HEALTH INTL INC COM 03525N10 38 6200 SH SHARED 10 6200 D ANIMAL HEALTH INTL INC COM 03525N10 94 15118 SH SHARED 23 15118 D ANIKA THERAPEUTICS INC COM 03525510 11 1353 SH SHARED 1353 D ANIXTER INTL INC NOTE 1.000% 2/1 035290AJ 219 200000 PRN SHARED 200000 D ANIXTER INTL INC COM 03529010 151 2553 SH SHARED 2553 D ANIXTER INTL INC COM 03529010 687 11550 SH SHARED 01 11550 D ANIXTER INTL INC COM 03529010 1058 17800 SH SHR/OTHR 01 17800 D ANIXTER INTL INC COM 03529010 1236 20784 SH SHARED 02 20784 D ANIXTER INTL INC COM 03529010 37618 632350 SH SHARED 10 632350 D ANIXTER INTL INC COM 03529010 20 350 SH SHARED 21 350 D ANNALY CAP MGMT INC COM 03571040 1632 105273 SH SHARED 105273 D ANNALY CAP MGMT INC COM 03571040 18342 1182626 SH SHARED 1182626 D ANNALY CAP MGMT INC COM 03571040 323 20870 SH SHARED 01 12870 8000 D ANNALY CAP MGMT INC COM 03571040 201 13000 SH SHR/OTHR 01 13000 D ANNALY CAP MGMT INC COM 03571040 1189 76702 SH SHARED 02 57852 18850 D ANNALY CAP MGMT INC COM 03571040 4 290 SH SHARED 05 290 D ANNALY CAP MGMT INC COM 03571040 1323 85300 SH SHARED 10 75300 10000 D ANNALY CAP MGMT INC COM 03571040 28906 1863750 SH SHARED 11 1863750 D ANNALY CAP MGMT INC COM 03571040 288 18600 SH SHARED 14 18600 D ANNALY CAP MGMT INC COM 03571040 124 8040 SH SHARED 21 8040 D ANNALY CAP MGMT INC COM 03571040 23 1500 SH SHR/OTHR 23 1500 D ANNAPOLIS BANCORP INC COM 03584810 0 60 SH SHARED 60 D ANNTAYLOR STORES 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COM 03702310 73 10501 SH SHARED 02 4501 6000 D ANTHRACITE CAP INC COM 03702310 730 103705 SH SHARED 10 103705 D ANTIGENICS INC DEL NOTE 5.250% 2/0 037032AC 760 1263000 PRN SHARED 1263000 D ANTIGENICS INC DEL COM 03703210 1 741 SH SHARED 741 D ANWORTH MORTGAGE ASSET CP COM 03734710 86 13215 SH SHARED 13215 D ANWORTH MORTGAGE ASSET CP COM 03734710 33 5075 SH SHARED 01 5075 D ANWORTH MORTGAGE ASSET CP COM 03734710 8 1349 SH SHARED 02 349 1000 D ANWORTH MORTGAGE ASSET CP COM 03734710 210 32300 SH SHARED 10 32300 D ANWORTH MORTGAGE ASSET CP COM 03734710 13 2000 SH SHR/OTHR 23 2000 D AON CORP COM 03738910 13431 292373 SH SHARED 292373 D AON CORP COM 03738910 1947 42382 SH SHARED 01 42382 D AON CORP COM 03738910 158 3458 SH SHARED 02 1500 1958 D AON CORP COM 03738910 7 170 SH SHARED 05 170 D AON CORP COM 03738910 1785 38872 SH SHARED 06 30342 8530 D AON CORP COM 03738910 8355 181883 SH SHARED 10 181883 D AON CORP COM 03738910 80 1750 SH SHARED 21 1750 D APACHE CORP COM 03741110 4348 31281 SH SHARED 31281 D APACHE CORP COM 03741110 145111 1043966 SH SHARED 1022646 21320 D APACHE CORP COM 03741110 8570 61659 SH SHARED 01 48734 200 12725 D APACHE CORP COM 03741110 3051 21955 SH SHR/OTHR 01 21955 D APACHE CORP COM 03741110 135914 977805 SH SHARED 02 972301 5504 D APACHE CORP COM 03741110 38336 275800 SH SHARED 04 275800 D APACHE CORP COM 03741110 22 160 SH SHARED 05 160 D APACHE CORP COM 03741110 16318 117400 SH SHARED 06 106980 10420 D APACHE CORP COM 03741110 481662 3465195 SH SHARED 10 3369795 95400 D APACHE CORP COM 03741110 1244 8955 SH SHARED 14 8955 D APACHE CORP COM 03741110 1223 8805 SH SHARED 20 3415 5390 D APACHE CORP COM 03741110 945 6800 SH SHR/OTHR 20 6800 D APACHE CORP COM 03741110 339 2445 SH SHARED 21 2445 D APACHE CORP COM 03741110 194 1400 SH SHR/OTHR 21 1400 D APACHE CORP COM 03741110 624 4490 SH SHARED 22 3490 1000 D APACHE CORP COM 03741110 173 1250 SH SHR/OTHR 22 1250 D APACHE CORP COM 03741110 2317 16670 SH SHARED 23 16470 200 D APACHE CORP COM 03741110 4283 30815 SH SHR/OTHR 23 30815 D APARTMENT INVT & MGMT CO CL A 03748R10 3143 92295 SH SHARED 92295 D APARTMENT INVT & MGMT CO CL A 03748R10 572 16815 SH SHARED 01 16815 D APARTMENT INVT & MGMT CO CL A 03748R10 768 22560 SH SHARED 02 22055 505 D APARTMENT INVT & MGMT CO CL A 03748R10 51 1500 SH SHARED 06 1500 D APARTMENT INVT & MGMT CO CL A 03748R10 2868 84216 SH SHARED 10 80138 4078 D APARTMENT INVT & MGMT CO CL A 03748R10 80355 2359229 SH SHARED 11 2359229 D APARTMENT INVT & MGMT CO CL A 03748R10 173 5100 SH SHARED 14 5100 D APCO ARGENTINA INC CAYMAN IS ORD 03748910 4 141 SH SHARED 141 D APEX BIOVENTURES ACQ CORP COM 03753Q10 6813 914500 SH SHARED 914500 D APEX BIOVENTURES ACQ CORP *W EXP 06/07/201 03753Q11 22 203514 SH SHARED 203514 D APOGEE ENTERPRISES INC COM 03759810 33 2100 SH SHARED 2100 D APOGEE ENTERPRISES INC COM 03759810 742 45969 SH SHARED 45969 D APOGEE ENTERPRISES INC COM 03759810 69 4300 SH SHARED 01 4300 D APOGEE ENTERPRISES INC COM 03759810 157 9728 SH SHARED 02 9728 D APOGEE ENTERPRISES INC COM 03759810 161 10000 SH SHARED 04 10000 D APOGEE ENTERPRISES INC COM 03759810 1351 83619 SH SHARED 10 83619 D APOGENT TECHNOLOGIES INC DBCV 12/1 03760AAK 3352 1746000 PRN SHARED 1746000 D APOGENT TECHNOLOGIES INC DBCV 12/1 03760AAK 2008 1046000 PRN SHARED 02 1046000 D APEX SILVER MINES LTD NOTE 2.875% 3/1 03760XAB 1016 1954000 PRN SHARED 1954000 D APEX SILVER MINES LTD NOTE 2.875% 3/1 03760XAB 1566 3013000 PRN SHARED 02 3011000 2000 D APOLLO GROUP INC CL A 03760410 17690 399701 SH SHARED 399701 D APOLLO GROUP INC CL A 03760410 855 19339 SH SHARED 01 19339 D APOLLO GROUP INC CL A 03760410 4 100 SH SHR/OTHR 01 100 D APOLLO GROUP INC CL A 03760410 5569 125847 SH SHARED 02 125847 D APOLLO GROUP INC CL A 03760410 1195 27000 SH SHARED 04 27000 D APOLLO GROUP INC CL A 03760410 4 100 SH SHARED 05 100 D APOLLO GROUP INC CL A 03760410 1847 41750 SH SHARED 06 37700 4050 D APOLLO GROUP INC CL A 03760410 3024 68335 SH SHARED 10 68335 D APOLLO GROUP INC CL A 03760410 35 813 SH SHARED 14 813 D APOLLO GROUP INC CL A 03760410 489 11050 SH SHARED 21 10353 697 D APOLLO INVT CORP COM 03761U10 13411 935897 SH SHARED 935897 D APOLLO INVT CORP COM 03761U10 640 44700 SH SHARED 01 44700 D APOLLO INVT CORP COM 03761U10 175 12256 SH SHARED 02 5506 6750 D APOLLO INVT CORP COM 03761U10 28524 1990543 SH SHARED 10 1990543 D APOLLO INVT CORP COM 03761U10 113 7892 SH SHARED 20 7892 D APOLLO INVT CORP COM 03761U10 83 5830 SH SHARED 23 5830 D APPALACHIAN BANCSHARES INC COM 03767510 0 126 SH SHARED 126 D APPLE INC COM 03783310 1162 6942 SH SHARED 595 6347 D APPLE INC COM 03783310 305693 1825687 SH SHARED 1805007 20680 D APPLE INC COM 03783310 50254 300135 SH SHARED 01 223725 76410 D APPLE INC COM 03783310 11347 67772 SH SHR/OTHR 01 67772 D APPLE INC COM 03783310 83763 500258 SH SHARED 02 420182 80076 D APPLE INC COM 03783310 177 1059 SH SHARED 04 1059 D APPLE INC COM 03783310 15488 92500 SH SHARED 04 92500 D APPLE INC COM 03783310 12623 75390 SH SHARED 05 75390 D APPLE INC COM 03783310 21887 130719 SH SHARED 06 102819 27900 D APPLE INC COM 03783310 430185 2569194 SH SHARED 10 2272021 297173 D APPLE INC COM 03783310 1708 10201 SH SHARED 14 10201 D APPLE INC COM 03783310 502 3000 SH SHARED 15 3000 D APPLE INC COM 03783310 7413 44274 SH SHARED 19 44274 D APPLE INC COM 03783310 5452 32565 SH SHARED 20 23970 65 8530 D APPLE INC COM 03783310 1305 7795 SH SHR/OTHR 20 7795 D APPLE INC COM 03783310 882 5268 SH SHARED 21 1799 3469 D APPLE INC COM 03783310 376 2250 SH SHR/OTHR 21 2250 D APPLE INC COM 03783310 2808 16771 SH SHARED 22 13206 3565 D APPLE INC COM 03783310 493 2950 SH SHR/OTHR 22 2950 D APPLE INC COM 03783310 8147 48658 SH SHARED 23 37433 11225 D APPLE INC COM 03783310 9656 57670 SH SHR/OTHR 23 57670 D APPLE INC COM 03783310 887 5300 SH SHARED 24 5300 D APRIA HEALTHCARE GROUP INC NOTE 3.375% 9/0 037933AB 23382 23500000 PRN SHARED 23500000 D APRIA HEALTHCARE GROUP INC NOTE 3.375% 9/0 037933AB 6467 6500000 PRN SHARED 02 6500000 D APRIA HEALTHCARE GROUP 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375 SH SHR/OTHR 23 375 D APPLERA CORP COM CELERA GRP 03802020 85 7514 SH SHARED 7514 D APPLERA CORP COM CELERA GRP 03802020 167 14704 SH SHARED 01 4550 10154 D APPLERA CORP COM CELERA GRP 03802020 4 426 SH SHARED 02 426 D APPLERA CORP COM CELERA GRP 03802020 704 62000 SH SHARED 04 62000 D APPLERA CORP COM CELERA GRP 03802020 2201 193795 SH SHARED 10 193795 D APPLIANCE RECYCLING CTRS AME COM NEW 03814F20 0 84 SH SHARED 84 D APPLIED ENERGETICS INC COM 03819M10 1 1142 SH SHARED 1142 D APPLIED INDL TECHNOLOGIES IN COM 03820C10 3153 130480 SH SHARED 130480 D APPLIED INDL TECHNOLOGIES IN COM 03820C10 26 1100 SH SHARED 01 1100 D APPLIED INDL TECHNOLOGIES IN COM 03820C10 185 7658 SH SHARED 02 7658 D APPLIED INDL TECHNOLOGIES IN COM 03820C10 1114 46111 SH SHARED 10 46111 D APPLIED MICRO CIRCUITS CORP COM NEW 03822W40 244 28546 SH SHARED 28546 D APPLIED MICRO CIRCUITS CORP COM NEW 03822W40 50 5883 SH SHARED 02 258 5625 D APPLIED MICRO CIRCUITS CORP COM NEW 03822W40 282 33025 SH SHARED 10 33025 D 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03836W10 185 11632 SH SHARED 06 500 11132 D AQUA AMERICA INC COM 03836W10 125 7829 SH SHARED 10 7829 D AQUA AMERICA INC COM 03836W10 118 7400 SH SHARED 14 7400 D AQUA AMERICA INC COM 03836W10 106 6666 SH SHARED 22 6666 D AQUA AMERICA INC COM 03836W10 7 500 SH SHARED 23 500 D AQUILA INC COM 03840P10 1040 275875 SH SHARED 275875 D AQUILA INC COM 03840P10 702 186400 SH SHARED 01 66000 120400 D AQUILA INC COM 03840P10 6 1693 SH SHARED 02 1693 D AQUILA INC COM 03840P10 778 206400 SH SHARED 10 206400 D ARABIAN AMERN DEV CO COM 03846510 5740 1000000 SH SHARED 1000000 D ARACRUZ CELULOSE S A SPON ADR PFD B 03849620 924 12600 SH SHARED 12600 D ARACRUZ CELULOSE S A SPON ADR PFD B 03849620 514 7009 SH SHARED 7009 D ARACRUZ CELULOSE S A SPON ADR PFD B 03849620 10330 140762 SH SHARED 01 140762 D ARACRUZ CELULOSE S A SPON ADR PFD B 03849620 5408 73700 SH SHARED 04 73700 D ARACRUZ CELULOSE S A SPON ADR PFD B 03849620 4307 58700 SH SHARED 10 58700 D ARBINET THEXCHANGE INC COM 03875P10 1243 320583 SH 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NY REGISTRY SH 03938L10 277 2800 SH SHARED 19 2800 D ARCH COAL INC COM 03938010 15141 201807 SH SHARED 201807 D ARCH COAL INC COM 03938010 3482 46420 SH SHARED 01 1320 45100 D ARCH COAL INC COM 03938010 789 10524 SH SHARED 02 9477 1047 D ARCH COAL INC COM 03938010 780 10400 SH SHARED 04 10400 D ARCH COAL INC COM 03938010 8 110 SH SHARED 05 110 D ARCH COAL INC COM 03938010 150 2000 SH SHARED 06 1300 700 D ARCH COAL INC COM 03938010 967 12900 SH SHARED 10 12900 D ARCH COAL INC COM 03938010 4 65 SH SHARED 21 65 D ARCHER DANIELS MIDLAND CO NOTE 0.875% 2/1 039483AW 375 373000 PRN SHARED 02 373000 D ARCHER DANIELS MIDLAND CO NOTE 0.875% 2/1 039483AW 5080 5050000 PRN SHARED 06 5050000 D ARCHER DANIELS MIDLAND CO COM 03948310 965 28600 SH SHARED 28600 D ARCHER DANIELS MIDLAND CO COM 03948310 182715 5413792 SH SHARED 5403992 9800 D ARCHER DANIELS MIDLAND CO COM 03948310 6208 183945 SH SHARED 01 174639 9306 D ARCHER DANIELS MIDLAND CO COM 03948310 2699 79986 SH SHARED 02 78654 1332 D ARCHER DANIELS MIDLAND CO COM 03948310 67044 1986506 SH SHARED 04 1986506 D ARCHER DANIELS MIDLAND CO COM 03948310 16872 499932 SH SHARED 05 499932 D ARCHER DANIELS MIDLAND CO COM 03948310 49516 1467155 SH SHARED 06 730300 736855 D ARCHER DANIELS MIDLAND CO COM 03948310 214249 6348128 SH SHARED 10 4669128 1679000 D ARCHER DANIELS MIDLAND CO COM 03948310 351 10400 SH SHARED 14 10400 D ARCHER DANIELS MIDLAND CO COM 03948310 1424 42200 SH SHARED 15 42200 D ARCHER DANIELS MIDLAND CO COM 03948310 67 2000 SH SHARED 23 2000 D ARCHER DANIELS MIDLAND CO COM 03948310 248 7358 SH SHR/OTHR 23 7358 D ARCHER DANIELS MIDLAND CO COM 03948310 1215 36000 SH SHARED 24 36000 D ARCHER DANIELS MIDLAND CO UNIT 99/99/9999 03948320 40407 921700 SH SHARED 921700 D ARCHER DANIELS MIDLAND CO UNIT 99/99/9999 03948320 9539 217600 SH SHARED 02 217600 D ARCSIGHT INC COM 03966610 0 30 SH SHARED 02 30 D ARCSIGHT INC COM 03966610 1004 114146 SH SHARED 04 114146 D ARCTIC CAT INC COM 03967010 74 9490 SH SHARED 9490 D ARCTIC CAT INC COM 03967010 148 18900 SH SHARED 02 18900 D ARDEA BIOSCIENCES INC COM 03969P10 12 972 SH SHARED 02 889 83 D ARDEA BIOSCIENCES INC COM 03969P10 256 20000 SH SHARED 04 20000 D ARDEN GROUP INC CL A 03976210 0 1 SH SHARED 1 D ARDEN GROUP INC CL A 03976210 0 6 SH SHARED 02 6 D ARENA PHARMACEUTICALS INC COM 04004710 2 427 SH SHARED 427 D ARENA PHARMACEUTICALS INC COM 04004710 2 441 SH SHARED 02 441 D ARENA PHARMACEUTICALS INC COM 04004710 2628 506399 SH SHARED 04 506399 D ARENA PHARMACEUTICALS INC COM 04004710 10 2076 SH SHARED 06 2076 D ARENA PHARMACEUTICALS INC COM 04004710 229 44200 SH SHARED 10 44200 D ARENA RESOURCES INC COM 04004910 9219 174548 SH SHARED 174548 D ARENA RESOURCES INC COM 04004910 135 2570 SH SHARED 01 2570 D ARENA RESOURCES INC COM 04004910 27 514 SH SHARED 02 514 D ARENA RESOURCES INC COM 04004910 1061 20100 SH SHARED 10 20100 D ARENA RESOURCES INC COM 04004910 47 896 SH SHARED 21 896 D ARGAN INC COM 04010E10 1 116 SH SHARED 116 D ARES CAP CORP COM 04010L10 3937 390577 SH SHARED 390577 D ARES CAP CORP COM 04010L10 43 4301 SH SHARED 02 761 3540 D ARES CAP CORP COM 04010L10 350 34816 SH SHARED 10 34816 D ARGON ST INC COM 04014910 0 18 SH SHARED 18 D ARGON ST INC COM 04014910 205 8272 SH SHARED 02 8272 D ARIAD PHARMACEUTICALS INC COM 04033A10 0 352 SH SHARED 02 352 D ARIAD PHARMACEUTICALS INC COM 04033A10 45 19000 SH SHARED 10 19000 D ARIBA INC COM NEW 04033V20 1046 71148 SH SHARED 71148 D ARIBA INC COM NEW 04033V20 81 5550 SH SHARED 01 5550 D ARIBA INC COM NEW 04033V20 38 2608 SH SHARED 02 2108 500 D ARIBA INC COM NEW 04033V20 500 34000 SH SHARED 04 34000 D ARIBA INC COM NEW 04033V20 323 22000 SH SHARED 10 22000 D ARISTOTLE CORP COM NEW 04044820 0 100 SH SHARED 02 100 D ARK RESTAURANTS CORP COM 04071210 1 45 SH SHARED 45 D ARKANSAS BEST CORP DEL COM 04079010 1992 54390 SH SHARED 54390 D ARKANSAS BEST CORP DEL COM 04079010 322 8800 SH SHARED 01 8800 D ARKANSAS BEST CORP DEL COM 04079010 2358 64382 SH SHARED 02 64382 D ARKANSAS BEST CORP DEL COM 04079010 2938 80200 SH SHARED 10 80200 D ARM HLDGS PLC SPONSORED ADR 04206810 322 63437 SH SHARED 63437 D ARMSTRONG WORLD INDS INC NEW COM 04247X10 1704 58325 SH SHARED 17825 40500 D ARMSTRONG WORLD INDS INC NEW COM 04247X10 10632 363867 SH SHARED 02 363867 D ARMSTRONG WORLD INDS INC NEW COM 04247X10 7120 243670 SH SHARED 10 223870 19800 D AROTECH CORP COM NEW 04268220 0 337 SH SHARED 337 D ARQULE INC COM 04269E10 8 2542 SH SHARED 2542 D ARQULE INC COM 04269E10 0 296 SH SHARED 02 296 D ARRIS GROUP INC COM 04269Q10 2409 285102 SH SHARED 285102 D ARRIS GROUP INC COM 04269Q10 31 3700 SH SHARED 01 3700 D ARRIS GROUP INC COM 04269Q10 103 12270 SH SHARED 02 12270 D ARRIS GROUP INC COM 04269Q10 352 41689 SH SHARED 10 41689 D ARRAY BIOPHARMA INC COM 04269X10 7 1619 SH SHARED 1619 D ARRAY BIOPHARMA INC COM 04269X10 1 341 SH SHARED 02 341 D ARRAY BIOPHARMA INC COM 04269X10 1062 226081 SH SHARED 04 226081 D ARRHYTHMIA RESH TECHNOLOGY I COM PAR $0.01 04269830 0 61 SH SHARED 61 D ARRHYTHMIA RESH TECHNOLOGY I COM PAR $0.01 04269830 5 1000 SH SHARED 02 1000 D ARROW ELECTRS INC COM 04273510 3479 113255 SH SHARED 113255 D ARROW ELECTRS INC COM 04273510 1167 38000 SH SHARED 01 1300 36700 D ARROW ELECTRS INC COM 04273510 15 493 SH SHARED 02 493 D ARROW ELECTRS INC COM 04273510 21 700 SH SHARED 06 700 D ARROW ELECTRS INC COM 04273510 2560 83350 SH SHARED 10 78850 4500 D ARROW ELECTRS INC COM 04273510 230 7500 SH SHARED 14 7500 D ARROW FINL CORP COM 04274410 5 288 SH SHARED 288 D ARROW FINL CORP COM 04274410 0 1 SH SHARED 02 1 D ARROWHEAD RESH CORP COM 04279710 2 1025 SH SHARED 1025 D ART TECHNOLOGY GROUP INC COM 04289L10 358 111915 SH SHARED 111915 D ART TECHNOLOGY GROUP INC COM 04289L10 27 8711 SH SHARED 02 8711 D ARTES MEDICAL INC COM 04301Q10 0 405 SH SHARED 405 D ARTESIAN RESOURCES CORP CL A 04311320 3 171 SH SHARED 171 D ARTHROCARE CORP COM 04313610 11106 272144 SH SHARED 272144 D ARTHROCARE CORP COM 04313610 48 1200 SH SHARED 01 1200 D ARTHROCARE CORP COM 04313610 311 7624 SH SHARED 02 7624 D ARTHROCARE CORP COM 04313610 3185 78050 SH SHARED 04 78050 D ARTHROCARE CORP COM 04313610 2434 59645 SH SHARED 10 59645 D ARTS WAY MFG INC COM 04316810 48 2435 SH SHARED 2435 D ARUBA NETWORKS INC COM 04317610 10 2100 SH SHARED 2100 D ARUBA NETWORKS INC COM 04317610 19 3654 SH SHARED 02 3654 D ARVINMERITOR INC NOTE 4.625% 3/0 043353AF 1676 2000000 PRN SHARED 02 2000000 D ARVINMERITOR INC NOTE 4.000% 2/1 043353AH 49350 70000000 PRN SHARED 70000000 D ARVINMERITOR INC NOTE 4.000% 2/1 043353AH 4 7000 PRN SHARED 02 7000 D ARVINMERITOR INC COM 04335310 550 44105 SH SHARED 44105 D ARVINMERITOR INC COM 04335310 324 26000 SH SHARED 01 26000 D ARVINMERITOR INC COM 04335310 612 49089 SH SHARED 02 49089 D ARVINMERITOR INC COM 04335310 506 40604 SH SHARED 10 40604 D ARYX THERAPEUTICS INC COM 04338710 1 130 SH SHARED 130 D ARYX THERAPEUTICS INC COM 04338710 2053 258300 SH SHARED 04 258300 D ASBURY AUTOMOTIVE GROUP INC NOTE 3.000% 9/1 043436AG 4338 6000000 PRN SHARED 02 6000000 D ASBURY AUTOMOTIVE GROUP INC COM 04343610 1663 129438 SH SHARED 129438 D ASBURY AUTOMOTIVE GROUP INC COM 04343610 16 1301 SH SHARED 02 1301 D ASBURY AUTOMOTIVE GROUP INC COM 04343610 155 12135 SH SHARED 10 12135 D ASCENT SOLAR TECHNOLOGIES IN COM 04363510 88 8567 SH SHARED 8567 D ASCENT SOLAR TECHNOLOGIES IN COM 04363510 6 614 SH SHARED 02 614 D ASCENT SOLAR TECHNOLOGIES IN COM 04363510 9 900 SH SHARED 10 900 D ASHFORD HOSPITALITY TR INC COM SHS 04410310 44 9543 SH SHARED 9543 D ASHFORD HOSPITALITY TR INC COM SHS 04410310 42 9300 SH SHARED 01 9300 D ASHFORD HOSPITALITY TR INC COM SHS 04410310 219 47583 SH SHARED 02 1583 46000 D ASHFORD HOSPITALITY TR INC COM SHS 04410310 7355 1592000 SH SHARED 10 1592000 D ASHLAND INC NEW COM 04420910 63535 1318165 SH SHARED 1318165 D ASHLAND INC NEW COM 04420910 468 9715 SH SHARED 01 9600 115 D ASHLAND INC NEW COM 04420910 1174 24376 SH SHARED 02 22546 1830 D ASHLAND INC NEW COM 04420910 4 89 SH SHARED 04 89 D ASHLAND INC NEW COM 04420910 368 7650 SH SHARED 06 6550 1100 D ASHLAND INC NEW COM 04420910 8247 171116 SH SHARED 10 155416 15700 D ASHLAND INC NEW COM 04420910 274 5692 SH SHARED 14 5692 D ASHLAND INC NEW COM 04420910 9 200 SH SHARED 21 200 D ASHLAND INC NEW COM 04420910 10 225 SH SHR/OTHR 23 225 D ASIA PAC FD INC COM 04490110 38 2150 SH SHARED 2150 D ASIA PAC FD INC COM 04490110 15 850 SH SHARED 02 850 D ASIA PAC FD INC COM 04490110 269 15000 SH SHR/OTHR 23 15000 D ASHWORTH INC COM 04516H10 2 823 SH SHARED 823 D ASIA TIGERS FD INC COM 04516T10 46 2100 SH SHARED 02 2100 D ASIAINFO HLDGS INC COM 04518A10 117 9902 SH SHARED 9902 D ASIAINFO HLDGS INC COM 04518A10 68 5763 SH SHARED 02 5763 D ASIAINFO HLDGS INC COM 04518A10 55 4700 SH SHARED 10 4700 D ASPECT MED SYS INC COM 04523510 9 1482 SH SHARED 1482 D ASPECT MED SYS INC COM 04523510 111 17700 SH SHARED 02 17700 D ASPENBIO PHARMA INC COM 04534610 3 495 SH SHARED 495 D ASPYRA INC COM 04538V10 0 209 SH SHARED 209 D ASSET ACCEP CAP CORP COM 04543P10 1 131 SH SHARED 131 D ASSET ACCEP CAP CORP COM 04543P10 0 25 SH SHARED 01 25 D ASSET ACCEP CAP CORP COM 04543P10 54 4463 SH SHARED 02 4463 D ASSET ACCEP CAP CORP COM 04543P10 17 1400 SH SHARED 10 1400 D ASSISTED LIVING CONCPT NEV N CL A 04544X10 1050 191040 SH SHARED 191040 D ASSISTED LIVING CONCPT NEV N CL A 04544X10 0 128 SH SHARED 02 128 D ASSISTED LIVING CONCPT NEV N CL A 04544X10 149 27100 SH SHARED 10 27100 D ASSOCIATED BANC CORP COM 04548710 971 50374 SH SHARED 50374 D ASSOCIATED BANC CORP COM 04548710 763 39557 SH SHARED 01 2160 37397 D ASSOCIATED BANC CORP COM 04548710 32 1683 SH SHARED 02 1683 D ASSOCIATED BANC CORP COM 04548710 29 1510 SH SHARED 06 400 1110 D ASSOCIATED BANC CORP COM 04548710 754 39118 SH SHARED 10 39118 D ASSOCIATED ESTATES RLTY CORP COM 04560410 21 2052 SH SHARED 2052 D ASSURANT INC COM 04621X10 22478 340795 SH SHARED 340795 D ASSURANT INC COM 04621X10 337 5115 SH SHARED 01 5115 D ASSURANT INC COM 04621X10 924 14014 SH SHARED 02 14014 D ASSURANT INC COM 04621X10 1 30 SH SHARED 05 30 D ASSURANT INC COM 04621X10 844 12800 SH SHARED 06 10700 2100 D ASSURANT INC COM 04621X10 11504 174415 SH SHARED 10 174415 D ASSURANT INC COM 04621X10 270 4100 SH SHARED 14 4100 D ASSURANT INC COM 04621X10 9 148 SH SHARED 21 148 D ASTEA INTL INC COM NEW 04622E20 0 158 SH SHARED 158 D ASTA FDG INC COM 04622010 94 10455 SH SHARED 10455 D ASTEC INDS INC COM 04622410 164 5128 SH SHARED 5128 D ASTEC INDS INC COM 04622410 100 3115 SH SHARED 02 3115 D ASTORIA FINL CORP COM 04626510 4569 227557 SH SHARED 205557 22000 D ASTORIA FINL CORP COM 04626510 1266 63075 SH SHARED 01 1625 61450 D ASTORIA FINL CORP COM 04626510 113 5652 SH SHARED 02 5332 320 D ASTORIA FINL CORP COM 04626510 3981 198300 SH SHARED 10 198300 D ASTRAZENECA PLC SPONSORED ADR 04635310 160322 3769631 SH SHARED 3769631 D ASTRAZENECA PLC SPONSORED ADR 04635310 17 400 SH SHARED 01 400 D ASTRAZENECA PLC SPONSORED ADR 04635310 468 11018 SH SHARED 02 8868 2150 D ASTRO-MED INC NEW COM 04638F10 1 129 SH SHARED 129 D ASTRONICS CORP COM 04643310 2 195 SH SHARED 195 D ASYST TECHNOLOGY CORP COM 04648X10 9 2760 SH SHARED 2760 D ASYST TECHNOLOGY CORP COM 04648X10 91 25500 SH SHARED 10 25500 D ATHENAHEALTH INC COM 04685W10 60 1976 SH SHARED 1976 D ATHENAHEALTH INC COM 04685W10 35 1159 SH SHARED 02 1159 D ATHEROS COMMUNICATIONS INC COM 04743P10 77 2598 SH SHARED 2598 D ATHEROS COMMUNICATIONS INC COM 04743P10 231 7700 SH SHARED 01 7700 D ATHEROS COMMUNICATIONS INC COM 04743P10 95 3168 SH SHARED 02 668 2500 D ATHEROS COMMUNICATIONS INC COM 04743P10 22620 754010 SH SHARED 10 754010 D ATHEROS COMMUNICATIONS INC COM 04743P10 20 695 SH SHARED 21 695 D ATHEROGENICS INC NOTE 1.500% 2/0 047439AD 487 7500000 PRN SHARED 02 7500000 D ATHEROGENICS INC COM 04743910 2 3764 SH SHARED 3764 D ATLANTIC AMERN CORP COM 04820910 0 166 SH SHARED 166 D ATLANTIC COAST FED CORP COM 04842510 20 2835 SH SHARED 2835 D ATLANTIC SOUTHERN FINL GRP I COM 04887710 1 102 SH SHARED 102 D ATLANTIC TELE NETWORK INC COM NEW 04907920 89 3238 SH SHARED 3238 D ATLANTIC TELE NETWORK INC COM NEW 04907920 57 2100 SH SHARED 01 2100 D ATLANTIC TELE NETWORK INC COM NEW 04907920 1 43 SH SHARED 02 43 D ATLANTIC TELE NETWORK INC COM NEW 04907920 3898 141725 SH SHARED 10 141725 D ATLAS ACQUISITION HLDGS CORP COM 04916210 2103 229408 SH SHARED 229408 D ATLAS ACQUISITION HLDGS CORP COM 04916210 2092 228200 SH SHARED 02 228200 D ATLAS ACQUISITION HLDGS CORP *W EXP 01/23/201 04916211 94 200000 SH SHARED 200000 D ATLAS ACQUISITION HLDGS CORP *W EXP 01/23/201 04916211 5 11900 SH SHARED 02 11900 D ATLAS ACQUISITION HLDGS CORP UNIT 99/99/9999 04916220 271 28300 SH SHARED 02 28300 D ATLAS AIR WORLDWIDE HLDGS IN COM NEW 04916420 71 1455 SH SHARED 1455 D ATLAS AIR WORLDWIDE HLDGS IN COM NEW 04916420 150 3043 SH SHARED 02 953 2090 D ATLAS AIR WORLDWIDE HLDGS IN COM NEW 04916420 639 12921 SH SHARED 10 12921 D ATLAS AMER INC COM 04916710 222 4945 SH SHARED 4945 D ATLAS AMER INC COM 04916710 106 2373 SH SHARED 01 2175 198 D ATLAS AMER INC COM 04916710 49 1099 SH SHR/OTHR 01 1099 D ATLAS AMER INC COM 04916710 3183 70663 SH SHARED 02 163 70500 D ATLAS AMER INC COM 04916710 184 4100 SH SHARED 10 4100 D ATLAS ENERGY RESOURCES LLC COM 04930310 27926 732030 SH SHARED 732030 D ATLAS ENERGY RESOURCES LLC COM 04930310 2592 67960 SH SHARED 02 67960 D ATLAS ENERGY RESOURCES LLC COM 04930310 76 2000 SH SHARED 10 2000 D ATLAS PIPELINE HOLDINGS LP COM UNITS LP 04939R10 22356 667349 SH SHARED 667349 D ATLAS PIPELINE HOLDINGS LP COM UNITS LP 04939R10 569 17000 SH SHARED 02 17000 D ATLAS PIPELINE PARTNERS LP UNIT L P INT 04939210 28618 732669 SH SHARED 732669 D ATLAS PIPELINE PARTNERS LP UNIT L P INT 04939210 1849 47350 SH SHARED 02 47350 D ATMEL CORP COM 04951310 5472 1572614 SH SHARED 1572614 D ATMEL CORP COM 04951310 537 154500 SH SHARED 01 18500 136000 D ATMEL CORP COM 04951310 30 8673 SH SHARED 02 5873 2800 D ATMEL CORP COM 04951310 74 21400 SH SHARED 10 21400 D ATMEL CORP COM 04951310 13 4000 SH SHR/OTHR 23 4000 D ATMOS ENERGY CORP COM 04956010 2015 73098 SH SHARED 73098 D ATMOS ENERGY CORP COM 04956010 9 350 SH SHARED 01 350 D ATMOS ENERGY CORP COM 04956010 781 28338 SH SHARED 02 28138 200 D ATMOS ENERGY CORP COM 04956010 184 6700 SH SHARED 10 6700 D ATMOS ENERGY CORP COM 04956010 61 2216 SH SHARED 21 2216 D ATRICURE INC COM 04963C20 2 241 SH SHARED 241 D ATRION CORP COM 04990410 19 200 SH SHARED 200 D ATRION CORP COM 04990410 11 124 SH SHARED 02 124 D ATWOOD OCEANICS INC COM 05009510 5272 42401 SH SHARED 42401 D ATWOOD OCEANICS INC COM 05009510 500 4025 SH SHARED 01 4025 D ATWOOD OCEANICS INC COM 05009510 31 250 SH SHR/OTHR 01 250 D ATWOOD OCEANICS INC COM 05009510 49 400 SH SHARED 02 300 100 D ATWOOD OCEANICS INC COM 05009510 24 200 SH SHARED 06 200 D ATWOOD OCEANICS INC COM 05009510 39086 314350 SH SHARED 10 314350 D AUDIOVOX CORP CL A 05075710 13 1371 SH SHARED 1371 D AUDIOVOX CORP CL A 05075710 47 4824 SH SHARED 02 4824 D AUDIOVOX CORP CL A 05075710 97 9930 SH SHARED 10 9930 D AUGUSTA RES CORP COM NEW 05091220 409 71056 SH SHARED 02 71056 D AURIZON MINES LTD COM 05155P10 0 200 SH SHARED 200 D AURIZON MINES LTD COM 05155P10 982 200000 SH SHARED 04 200000 D AURORA OIL & GAS CORP COM 05203610 1 2445 SH SHARED 2445 D AUTHENTEC INC COM 05266010 5 501 SH SHARED 501 D AUTHENTEC INC COM 05266010 14 1425 SH SHARED 02 1425 D AUTHENTIDATE HLDG CORP COM 05266610 0 897 SH SHARED 897 D AUTOBYTEL INC COM 05275N10 1164 820103 SH SHARED 820103 D AUTODESK INC COM 05276910 1 32 SH SHARED 32 D AUTODESK INC COM 05276910 16675 493218 SH SHARED 493218 D AUTODESK INC COM 05276910 1129 33399 SH SHARED 01 33399 D AUTODESK INC COM 05276910 829 24522 SH SHARED 02 23822 700 D AUTODESK INC COM 05276910 258 7650 SH SHARED 04 7650 D AUTODESK INC COM 05276910 43 1300 SH SHARED 04 1300 D AUTODESK INC COM 05276910 3 100 SH SHARED 05 100 D AUTODESK INC COM 05276910 982 29070 SH SHARED 06 22600 6470 D AUTODESK INC COM 05276910 3978 117666 SH SHARED 10 117666 D AUTODESK INC COM 05276910 661 19567 SH SHARED 14 19567 D AUTODESK INC COM 05276910 101 3000 SH SHARED 20 3000 D AUTOLIV INC COM 05280010 22335 479092 SH SHARED 451292 27800 D AUTOLIV INC COM 05280010 851 18265 SH SHARED 01 18265 D AUTOLIV INC COM 05280010 524 11255 SH SHARED 02 9305 1950 D AUTOLIV INC COM 05280010 317 6800 SH SHARED 06 6800 D AUTOLIV INC COM 05280010 49417 1060000 SH SHARED 10 993800 66200 D AUTOLIV INC COM 05280010 7 156 SH SHARED 21 156 D AUTOLIV INC COM 05280010 11 253 SH SHR/OTHR 23 253 D AUTOMATIC DATA PROCESSING IN COM 05301510 25503 608684 SH SHARED 608684 D AUTOMATIC DATA PROCESSING IN COM 05301510 3664 87457 SH SHARED 01 71907 15550 D AUTOMATIC DATA PROCESSING IN COM 05301510 1746 41684 SH SHR/OTHR 01 41684 D AUTOMATIC DATA PROCESSING IN COM 05301510 1120 26753 SH SHARED 02 21746 5007 D AUTOMATIC DATA PROCESSING IN COM 05301510 402 9600 SH SHARED 04 9600 D AUTOMATIC DATA PROCESSING IN COM 05301510 11 270 SH SHARED 05 270 D AUTOMATIC DATA PROCESSING IN COM 05301510 3577 85389 SH SHARED 06 69150 16239 D AUTOMATIC DATA PROCESSING IN COM 05301510 11307 269858 SH SHARED 10 269258 600 D AUTOMATIC DATA PROCESSING IN COM 05301510 58 1400 SH SHR/OTHR 10 1400 D AUTOMATIC DATA PROCESSING IN COM 05301510 134 3200 SH SHARED 20 3200 D AUTOMATIC DATA PROCESSING IN COM 05301510 127 3050 SH SHR/OTHR 20 3050 D AUTOMATIC DATA PROCESSING IN COM 05301510 1121 26778 SH SHARED 21 17528 9250 D AUTOMATIC DATA PROCESSING IN COM 05301510 230 5500 SH SHR/OTHR 21 5500 D AUTOMATIC DATA PROCESSING IN COM 05301510 17 424 SH SHR/OTHR 22 424 D AUTOMATIC DATA PROCESSING IN COM 05301510 1532 36587 SH SHARED 23 36587 D AUTOMATIC DATA PROCESSING IN COM 05301510 1138 27160 SH SHR/OTHR 23 27160 D AUTONATION INC COM 05329W10 7384 737016 SH SHARED 737016 D AUTONATION INC COM 05329W10 218 21794 SH SHARED 01 21794 D AUTONATION INC COM 05329W10 1147 114548 SH SHARED 02 114548 D AUTONATION INC COM 05329W10 390 38952 SH SHARED 06 35275 3677 D AUTONATION INC COM 05329W10 1904 190111 SH SHARED 10 190111 D AUTOZONE INC COM 05333210 52 435 SH SHARED 435 D AUTOZONE INC COM 05333210 10961 90582 SH SHARED 90582 D AUTOZONE INC COM 05333210 1391 11501 SH SHARED 01 8968 2533 D AUTOZONE INC COM 05333210 238 1975 SH SHR/OTHR 01 1975 D AUTOZONE INC COM 05333210 828 6850 SH SHARED 02 6850 D AUTOZONE INC COM 05333210 1426 11790 SH SHARED 06 10650 1140 D AUTOZONE INC COM 05333210 24849 205347 SH SHARED 10 205347 D AUTOZONE INC COM 05333210 388 3210 SH SHARED 14 3210 D AUTOZONE INC COM 05333210 52 435 SH SHARED 20 270 165 D AUTOZONE INC COM 05333210 4 35 SH SHR/OTHR 20 35 D AUTOZONE INC COM 05333210 23 195 SH SHR/OTHR 21 195 D AUTOZONE INC COM 05333210 45 375 SH SHR/OTHR 23 375 D AUXILIUM PHARMACEUTICALS INC COM 05334D10 871 25918 SH SHARED 25918 D AUXILIUM PHARMACEUTICALS INC COM 05334D10 31 945 SH SHARED 02 945 D AUXILIUM PHARMACEUTICALS INC COM 05334D10 11302 336187 SH SHARED 04 336187 D AUXILIUM PHARMACEUTICALS INC COM 05334D10 114 3400 SH SHARED 10 3400 D AVALON HLDGS CORP CL A 05343P10 0 68 SH SHARED 68 D AVALON PHARMACEUTICALS INC COM 05346P10 0 398 SH SHARED 398 D AVANIR PHARMACEUTICALS CL A NEW 05348P40 1 1110 SH SHARED 1110 D AVANEX CORP COM 05348W10 303 268288 SH SHARED 268288 D AVANEX CORP COM 05348W10 1 1413 SH SHARED 02 1413 D AVALONBAY CMNTYS INC COM 05348410 24695 276984 SH SHARED 276984 D AVALONBAY CMNTYS INC COM 05348410 539 6050 SH SHARED 01 6050 D AVALONBAY CMNTYS INC COM 05348410 22 250 SH SHR/OTHR 01 250 D AVALONBAY CMNTYS INC COM 05348410 418 4696 SH SHARED 02 3246 1450 D AVALONBAY CMNTYS INC COM 05348410 5 60 SH SHARED 05 60 D AVALONBAY CMNTYS INC COM 05348410 115 1300 SH SHARED 06 1300 D AVALONBAY CMNTYS INC COM 05348410 23550 264141 SH SHARED 10 259541 4600 D AVALONBAY CMNTYS INC COM 05348410 437361 4905359 SH SHARED 11 2736683 2168676 D AVALONBAY CMNTYS INC COM 05348410 71 800 SH SHR/OTHR 23 800 D AVANT IMMUNOTHERAPEUTICS INC COM NEW 05349120 7 483 SH SHARED 483 D AVANT IMMUNOTHERAPEUTICS INC COM NEW 05349120 95 6547 SH SHARED 02 1547 5000 D AVATAR HLDGS INC COM 05349410 10 355 SH SHARED 355 D AVATAR HLDGS INC COM 05349410 149 4923 SH SHARED 02 4923 D AVATAR HLDGS INC COM 05349410 90 3000 SH SHARED 10 3000 D AVENTINE RENEWABLE ENERGY COM 05356X40 218 49548 SH SHARED 49548 D AVENTINE RENEWABLE ENERGY COM 05356X40 3236 735591 SH SHARED 04 735591 D AVENTINE RENEWABLE ENERGY COM 05356X40 1206 274182 SH SHARED 10 274182 D AVERY DENNISON CORP COM 05361110 8822 200821 SH SHARED 200821 D AVERY DENNISON CORP COM 05361110 1205 27447 SH SHARED 01 13997 13450 D AVERY DENNISON CORP COM 05361110 96 2200 SH SHR/OTHR 01 2200 D AVERY DENNISON CORP COM 05361110 707 16100 SH SHARED 02 16100 D AVERY DENNISON CORP COM 05361110 11673 265740 SH SHARED 06 127500 138240 D AVERY DENNISON CORP COM 05361110 2308 52542 SH SHARED 10 52542 D AVERY DENNISON CORP COM 05361110 258 5889 SH SHARED 20 5889 D AVERY DENNISON CORP COM 05361110 4 100 SH SHR/OTHR 20 100 D AVERY DENNISON CORP COM 05361110 29 681 SH SHR/OTHR 22 681 D AVERY DENNISON CORP COM 05361110 206 4700 SH SHARED 23 4700 D AVERY DENNISON CORP COM 05361110 1002 22817 SH SHR/OTHR 23 22817 D AVID TECHNOLOGY INC COM 05367P10 515 30354 SH SHARED 30354 D AVID TECHNOLOGY INC COM 05367P10 29 1755 SH SHARED 01 1755 D AVID TECHNOLOGY INC COM 05367P10 245 14451 SH SHARED 02 12601 1850 D AVID TECHNOLOGY INC COM 05367P10 6642 390945 SH SHARED 10 390945 D AVIGEN INC COM 05369010 2 698 SH SHARED 698 D AVIS BUDGET GROUP COM 05377410 8562 1022944 SH SHARED 986449 36495 D AVIS BUDGET GROUP COM 05377410 359 42940 SH SHARED 01 12300 30640 D AVIS BUDGET GROUP COM 05377410 198 23718 SH SHARED 02 23718 D AVIS BUDGET GROUP COM 05377410 216 25924 SH SHARED 10 25924 D AVISTA CORP COM 05379B10 1011 47134 SH SHARED 47134 D AVISTA CORP COM 05379B10 77 3590 SH SHARED 01 3590 D AVISTA CORP COM 05379B10 35 1646 SH SHARED 02 1646 D AVISTA CORP COM 05379B10 624 29100 SH SHARED 10 29100 D AVISTAR COMMUNICATIONS CORP COM NEW 05379X20 0 358 SH SHARED 358 D AVNET INC DBCV 2.000% 3/1 053807AL 3099 3000000 PRN SHARED 3000000 D AVNET INC COM 05380710 3751 137513 SH 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SH SHARED 06 269030 284440 D AVON PRODS INC COM 05430310 9120 253194 SH SHARED 10 253194 D AVON PRODS INC COM 05430310 86 2400 SH SHARED 14 2400 D AVON PRODS INC COM 05430310 6 170 SH SHARED 19 170 D AVON PRODS INC COM 05430310 18 500 SH SHARED 20 500 D AVON PRODS INC COM 05430310 36 1000 SH SHR/OTHR 20 1000 D AVON PRODS INC COM 05430310 432 12000 SH SHARED 21 12000 D AVON PRODS INC COM 05430310 64 1800 SH SHARED 22 1800 D AVON PRODS INC COM 05430310 276 7680 SH SHARED 23 7680 D AVON PRODS INC COM 05430310 1217 33800 SH SHR/OTHR 23 33800 D AWARE INC MASS COM 05453N10 1 651 SH SHARED 651 D AWARE INC MASS COM 05453N10 5 1900 SH SHARED 02 1900 D AXA SPONSORED ADR 05453610 2084 70866 SH SHARED 70866 D AXA SPONSORED ADR 05453610 2 80 SH SHARED 02 80 D AXCELIS TECHNOLOGIES INC COM 05454010 36 7484 SH SHARED 7484 D AXCELIS TECHNOLOGIES INC COM 05454010 14 2891 SH SHARED 01 2891 D AXCELIS TECHNOLOGIES INC COM 05454010 51 10493 SH SHARED 02 493 10000 D AXCELIS TECHNOLOGIES INC COM 05454010 212 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NEW 05534B76 50 1461 SH SHARED 01 1461 D BCE INC COM NEW 05534B76 23162 665407 SH SHARED 04 665407 D BCE INC COM NEW 05534B76 6 201 SH SHARED 05 201 D BCE INC COM NEW 05534B76 38156 1096125 SH SHARED 06 1938 1094187 D BCE INC COM NEW 05534B76 8031 230714 SH SHARED 10 230714 D BCE INC COM NEW 05534B76 513 14739 SH SHARED 14 14739 D BCSB BANCORP INC COM 05536710 0 22 SH SHARED 22 D BFC FINL CORP CL A 05538420 175 234533 SH SHARED 234533 D BGC PARTNERS INC CL A 05541T10 59 7828 SH SHARED 7828 D BGC PARTNERS INC CL A 05541T10 15 2100 SH SHARED 01 2100 D BGC PARTNERS INC CL A 05541T10 98 13090 SH SHARED 02 13090 D BGC PARTNERS INC CL A 05541T10 76 10100 SH SHARED 10 10100 D BHP BILLITON PLC SPONSORED ADR 05545E20 124 1602 SH SHARED 1602 D BHP BILLITON PLC SPONSORED ADR 05545E20 46 600 SH SHARED 01 600 D BHP BILLITON PLC SPONSORED ADR 05545E20 170 2200 SH SHARED 02 2200 D BJS WHOLESALE CLUB INC COM 05548J10 1095 28303 SH SHARED 28303 D BJS WHOLESALE CLUB INC COM 05548J10 3465 89553 SH SHARED 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2892 121188 SH SHARED 20 60073 61115 D BANK OF AMERICA CORPORATION COM 06050510 1242 52062 SH SHR/OTHR 20 52062 D BANK OF AMERICA CORPORATION COM 06050510 211 8866 SH SHARED 21 8466 400 D BANK OF AMERICA CORPORATION COM 06050510 1071 44908 SH SHARED 22 32408 12500 D BANK OF AMERICA CORPORATION COM 06050510 203 8528 SH SHR/OTHR 22 8528 D BANK OF AMERICA CORPORATION COM 06050510 4544 190383 SH SHARED 23 175233 15150 D BANK OF AMERICA CORPORATION COM 06050510 6063 254028 SH SHR/OTHR 23 254028 D BANK FLA CORP NAPLES COM 06212810 2 329 SH SHARED 329 D BANK OF GRANITE CORP COM 06240110 6 920 SH SHARED 920 D BANK OF GRANITE CORP COM 06240110 49 7000 SH SHARED 02 7000 D BANK OF GRANITE CORP COM 06240110 42 5925 SH SHARED 10 5925 D BANK HAWAII CORP COM 06254010 1438 30098 SH SHARED 30098 D BANK HAWAII CORP COM 06254010 826 17300 SH SHARED 01 1700 15600 D BANK HAWAII CORP COM 06254010 656 13731 SH SHARED 02 13731 D BANK HAWAII CORP COM 06254010 129 2700 SH SHARED 10 2700 D BANK HAWAII CORP COM 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SHARED 02 2 D BANK OF NEW YORK MELLON CORP COM 06405810 855 22621 SH SHARED 943 21678 D BANK OF NEW YORK MELLON CORP COM 06405810 77468 2047812 SH SHARED 1984712 63100 D BANK OF NEW YORK MELLON CORP COM 06405810 28271 747331 SH SHARED 01 589426 157905 D BANK OF NEW YORK MELLON CORP COM 06405810 17285 456926 SH SHR/OTHR 01 456926 D BANK OF NEW YORK MELLON CORP COM 06405810 4937 130524 SH SHARED 02 115363 15161 D BANK OF NEW YORK MELLON CORP COM 06405810 33 884 SH SHARED 04 884 D BANK OF NEW YORK MELLON CORP COM 06405810 3915 103500 SH SHARED 04 103500 D BANK OF NEW YORK MELLON CORP COM 06405810 20 544 SH SHARED 05 544 D BANK OF NEW YORK MELLON CORP COM 06405810 11441 302454 SH SHARED 06 163278 139176 D BANK OF NEW YORK MELLON CORP COM 06405810 157429 4161490 SH SHARED 10 4002368 159122 D BANK OF NEW YORK MELLON CORP COM 06405810 15 400 SH SHR/OTHR 10 400 D BANK OF NEW YORK MELLON CORP COM 06405810 2813 74366 SH SHARED 14 74366 D BANK OF NEW YORK MELLON CORP COM 06405810 6523 172441 SH SHARED 19 172441 D BANK OF NEW YORK MELLON CORP COM 06405810 4952 130910 SH SHARED 20 88030 260 42620 D BANK OF NEW YORK MELLON CORP COM 06405810 1152 30465 SH SHR/OTHR 20 30465 D BANK OF NEW YORK MELLON CORP COM 06405810 135 3588 SH SHARED 21 3357 231 D BANK OF NEW YORK MELLON CORP COM 06405810 20 540 SH SHR/OTHR 21 540 D BANK OF NEW YORK MELLON CORP COM 06405810 1520 40190 SH SHARED 22 35800 4390 D BANK OF NEW YORK MELLON CORP COM 06405810 530 14031 SH SHR/OTHR 22 14031 D BANK OF NEW YORK MELLON CORP COM 06405810 8618 227818 SH SHARED 23 205691 22127 D BANK OF NEW YORK MELLON CORP COM 06405810 13287 351253 SH SHR/OTHR 23 351253 D BANK NOVA SCOTIA HALIFAX COM 06414910 876 19130 SH SHARED 19130 D BANK NOVA SCOTIA HALIFAX COM 06414910 109251 2384359 SH SHARED 2381559 2800 D BANK NOVA SCOTIA HALIFAX COM 06414910 18 395 SH SHARED 01 395 D BANK NOVA SCOTIA HALIFAX COM 06414910 85071 1856650 SH SHARED 04 1856650 D BANK NOVA SCOTIA HALIFAX COM 06414910 20 452 SH SHARED 05 452 D BANK NOVA SCOTIA HALIFAX COM 06414910 660 14406 SH SHARED 06 9206 5200 D BANK NOVA SCOTIA HALIFAX COM 06414910 1610 35152 SH SHARED 10 35152 D BANK NOVA SCOTIA HALIFAX COM 06414910 448 9779 SH SHARED 14 9779 D BANK OF THE CAROLINES CORP COM 06425J10 0 98 SH SHARED 98 D BANK SOUTH CAROLINA CORP COM 06506610 0 77 SH SHARED 77 D BANK VA CHESTERFIELD COM 06544P10 0 79 SH SHARED 79 D BANKATLANTIC BANCORP CL A 06590850 247 140846 SH SHARED 140846 D BANKATLANTIC BANCORP CL A 06590850 30 17600 SH SHARED 01 17600 D BANKATLANTIC BANCORP CL A 06590850 0 500 SH SHARED 02 500 D BANKFINANCIAL CORP COM 06643P10 27 2114 SH SHARED 2114 D BANKFINANCIAL CORP COM 06643P10 34 2662 SH SHARED 02 2 2660 D BANKFINANCIAL CORP COM 06643P10 49 3800 SH SHARED 10 3800 D BANKRATE INC COM 06646V10 694 17763 SH SHARED 17763 D BANKRATE INC COM 06646V10 238 6100 SH SHARED 01 6100 D BANKRATE INC COM 06646V10 69 1769 SH SHARED 02 1769 D BANKRATE INC COM 06646V10 4128 105672 SH SHARED 10 105672 D BANKS COM INC COM 06647010 0 84 SH SHARED 84 D BANKUNITED FINL CORP NOTE 3.125% 3/0 06652BAE 816 2000000 PRN SHARED 2000000 D BANKUNITED FINL CORP NOTE 3.125% 3/0 06652BAE 1530 3750000 PRN SHARED 02 3750000 D BANKUNITED FINL CORP CL A 06652B10 312 326006 SH SHARED 326006 D BANKUNITED FINL CORP CL A 06652B10 4 4230 SH SHARED 02 4230 D BANNER CORP COM 06652V10 0 8 SH SHARED 8 D BANNER CORP COM 06652V10 24 2800 SH SHARED 01 2800 D BANNER CORP COM 06652V10 155 17600 SH SHARED 10 17600 D BAR HBR BANKSHARES COM 06684910 2 75 SH SHARED 75 D BARCLAYS BK PLC DJAIG CMDTY 36 06738C77 800 11199 SH SHARED 11199 D BARCLAYS BK PLC DJAIG CMDTY 36 06738C77 5399 75511 SH SHARED 01 21986 53525 D BARCLAYS BK PLC DJAIG CMDTY 36 06738C77 375 5249 SH SHR/OTHR 01 5249 D BARCLAYS BK PLC DJAIG CMDTY 36 06738C77 5278 73811 SH SHARED 02 73811 D BARCLAYS BK PLC DJAIG CMDTY 36 06738C77 2038 28508 SH SHARED 20 23739 4769 D BARCLAYS BK PLC DJAIG CMDTY 36 06738C77 1187 16605 SH SHR/OTHR 20 16605 D BARCLAYS BK PLC DJAIG CMDTY 36 06738C77 265 3710 SH SHARED 21 3710 D BARCLAYS BK PLC DJAIG CMDTY 36 06738C77 213 2990 SH SHR/OTHR 21 2990 D BARCLAYS BK PLC DJAIG CMDTY 36 06738C77 1991 27849 SH SHARED 22 15949 11900 D BARCLAYS BK PLC DJAIG CMDTY 36 06738C77 2591 36240 SH SHR/OTHR 22 36240 D BARCLAYS BK PLC DJAIG CMDTY 36 06738C77 40332 564013 SH SHARED 23 549730 14283 D BARCLAYS BK PLC DJAIG CMDTY 36 06738C77 15670 219143 SH SHR/OTHR 23 219143 D BARCLAYS BK PLC GSCI TTL RET36 06738C79 767 10182 SH SHARED 10182 D BARCLAYS BK PLC GSCI TTL RET36 06738C79 26 347 SH SHARED 02 347 D BARCLAYS PLC ADR 06738E20 3394 146647 SH SHARED 146647 D BARCLAYS PLC ADR 06738E20 247 10705 SH SHARED 02 10705 D BARCLAYS PLC ADR 06738E20 3159 136500 SH SHARED 10 136500 D BARCLAYS PLC ADR 06738E20 23 1000 SH SHARED 20 1000 D BARCLAYS BK PLC ETN IPTH IND M 06738G40 9 193 SH SHARED 02 193 D BARD C R INC COM 06738310 8202 93259 SH SHARED 93259 D BARD C R INC COM 06738310 1258 14314 SH SHARED 01 13849 465 D BARD C R INC COM 06738310 105 1200 SH SHR/OTHR 01 1200 D BARD C R INC COM 06738310 4256 48398 SH SHARED 02 48373 25 D BARD C R INC COM 06738310 5382 61200 SH SHARED 04 61200 D BARD C R INC COM 06738310 5 60 SH SHARED 05 60 D BARD C R INC COM 06738310 8647 98320 SH SHARED 06 25300 73020 D BARD C R INC COM 06738310 50676 576201 SH SHARED 10 576201 D BARD C R INC COM 06738310 123 1400 SH SHARED 14 1400 D BARD C R INC COM 06738310 26 300 SH SHR/OTHR 23 300 D BARCLAYS BK PLC IP MSCI IND 36 06739F29 38 739 SH SHARED 739 D BARCLAYS BK PLC IP MSCI IND 36 06739F29 71 1375 SH SHARED 01 1375 D BARCLAYS BK PLC IP MSCI IND 36 06739F29 134 2576 SH SHARED 02 2576 D BARCLAYS BANK PLC ETN IPTH AGRI 06739H20 77 1154 SH SHARED 02 1154 D BARCLAYS BANK PLC ADR PFD SR 5 06739H36 20434 831000 SH SHARED 831000 D BARCLAYS BANK PLC ADS7.75%PFD S4 06739H51 113 5000 SH SHARED 02 5000 D BARCLAYS BANK PLC ETN IPTH LVSTK 06739H74 4242 97890 SH SHARED 35940 61950 D BARCLAYS BANK PLC ETN IPTH LVSTK 06739H74 8 200 SH SHARED 02 200 D BARCLAYS BANK PLC ETN IPTH LVSTK 06739H74 17064 393724 SH SHARED 10 295902 97822 D BARCLAYS BANK PLC SP ADR 7.1%PF3 06739H77 115 5500 SH SHARED 01 1500 4000 D BARCLAYS BANK PLC SP ADR 7.1%PF3 06739H77 42 2050 SH SHR/OTHR 01 2050 D BARCLAYS BANK PLC SP ADR 7.1%PF3 06739H77 41 2000 SH SHARED 02 2000 D BARE ESCENTUALS INC COM 06751110 416 22215 SH SHARED 22215 D BARE ESCENTUALS INC COM 06751110 65 3515 SH SHARED 10 3515 D BARNES & NOBLE INC COM 06777410 1790 72063 SH SHARED 44163 27900 D BARNES & NOBLE INC COM 06777410 427 17200 SH SHARED 01 17200 D BARNES & NOBLE INC COM 06777410 152 6128 SH SHARED 02 6128 D BARNES & NOBLE INC COM 06777410 238 9600 SH SHARED 10 9600 D BARNES GROUP INC NOTE 3.750% 8/0 067806AB 6976 5550000 PRN SHARED 5550000 D BARNES GROUP INC NOTE 3.375% 3/1 067806AD 11046 10500000 PRN SHARED 10500000 D BARNES GROUP INC COM 06780610 1540 66698 SH SHARED 66698 D BARNES GROUP INC COM 06780610 110 4790 SH SHARED 02 4790 D BARNES GROUP INC COM 06780610 13838 599349 SH SHARED 10 599349 D BARRICK GOLD CORP COM 06790110 131248 2884577 SH SHARED 2862877 21700 D BARRICK GOLD CORP COM 06790110 20 445 SH SHARED 01 445 D BARRICK GOLD CORP COM 06790110 281 6177 SH SHARED 02 263 5914 D BARRICK GOLD CORP COM 06790110 23478 516000 SH SHARED 04 516000 D BARRICK GOLD CORP COM 06790110 19 422 SH SHARED 05 422 D BARRICK GOLD CORP COM 06790110 10902 239609 SH SHARED 06 235317 4292 D BARRICK GOLD CORP COM 06790110 45540 1000895 SH SHARED 10 1000895 D BARRICK GOLD CORP COM 06790110 759 16690 SH SHARED 14 16690 D BARRICK GOLD CORP COM 06790110 31 700 SH SHARED 20 700 D BARRICK GOLD CORP COM 06790110 214 4707 SH SHR/OTHR 20 4707 D BARRICK GOLD CORP COM 06790110 47 1050 SH SHR/OTHR 22 1050 D BARRICK GOLD CORP COM 06790110 182 4000 SH SHARED 23 4000 D BARRICK GOLD CORP COM 06790110 273 6000 SH SHR/OTHR 23 6000 D BARNWELL INDS INC COM 06822110 16 1233 SH SHARED 1233 D BARR PHARMACEUTICALS INC COM 06830610 588 13064 SH SHARED 13064 D BARR PHARMACEUTICALS INC COM 06830610 5135 113915 SH SHARED 113915 D BARR PHARMACEUTICALS INC COM 06830610 454 10076 SH SHARED 01 10076 D BARR PHARMACEUTICALS INC COM 06830610 257 5713 SH SHARED 02 5713 D BARR PHARMACEUTICALS INC COM 06830610 626 13900 SH SHARED 06 11500 2400 D BARR PHARMACEUTICALS INC COM 06830610 3706 82229 SH SHARED 10 82229 D BARR PHARMACEUTICALS INC COM 06830610 2208 49000 SH SHARED 14 49000 D BARRETT BILL CORP NOTE 5.000% 3/1 06846NAA 6035 5000000 PRN SHARED 02 5000000 D BARRETT BILL CORP COM 06846N10 8640 145442 SH SHARED 145442 D BARRETT BILL CORP COM 06846N10 855 14400 SH SHARED 01 3200 11200 D BARRETT BILL CORP COM 06846N10 1871 31501 SH SHARED 02 31201 300 D BARRETT BILL CORP COM 06846N10 11 200 SH SHARED 06 200 D BARRETT BILL CORP COM 06846N10 2031 34200 SH SHARED 10 34200 D BARRETT BUSINESS SERVICES IN COM 06846310 59 5025 SH SHARED 5025 D BARRIER THERAPEUTICS INC COM 06850R10 2 577 SH SHARED 577 D BARRY R G CORP OHIO COM 06879810 64 7527 SH SHARED 7527 D BASIC ENERGY SVCS INC NEW COM 06985P10 210 6683 SH SHARED 6683 D BASIC ENERGY SVCS INC NEW COM 06985P10 179 5700 SH SHARED 01 5700 D BASIC ENERGY SVCS INC NEW COM 06985P10 1606 51006 SH SHARED 02 51006 D BASIC ENERGY SVCS INC NEW COM 06985P10 103 3300 SH SHARED 10 3300 D BASIN WTR INC COM 07011T30 11 2459 SH SHARED 2459 D BASIN WTR INC COM 07011T30 112 24086 SH SHARED 02 1386 22700 D BASSETT FURNITURE INDS INC COM 07020310 13 1169 SH SHARED 1169 D BASSETT FURNITURE INDS INC COM 07020310 0 1 SH SHARED 01 1 D BAUER EDDIE HLDGS INC COM 07162510 33 7999 SH SHARED 7999 D BAUER EDDIE HLDGS INC COM 07162510 602 145300 SH SHARED 10 145300 D BAXTER INTL INC COM 07181310 47327 740188 SH SHARED 720788 19400 D BAXTER INTL INC COM 07181310 6562 102635 SH SHARED 01 95850 6785 D BAXTER INTL INC COM 07181310 2942 46027 SH SHARED 02 28564 17463 D BAXTER INTL INC COM 07181310 3 47 SH SHARED 04 47 D BAXTER INTL INC COM 07181310 20400 319050 SH SHARED 04 319050 D BAXTER INTL INC COM 07181310 18 290 SH SHARED 05 290 D BAXTER INTL INC COM 07181310 67391 1053972 SH SHARED 06 329300 724672 D BAXTER INTL INC COM 07181310 172101 2691607 SH SHARED 10 2646407 45200 D BAXTER INTL INC COM 07181310 1826 28559 SH SHARED 14 2900 25659 D BAXTER INTL INC COM 07181310 1641 25680 SH SHARED 20 5100 20580 D BAXTER INTL INC COM 07181310 57 900 SH SHR/OTHR 20 900 D BAXTER INTL INC COM 07181310 671 10499 SH SHARED 21 6399 4100 D BAXTER INTL INC COM 07181310 820 12837 SH SHARED 22 5875 6962 D BAXTER INTL INC COM 07181310 204 3200 SH SHR/OTHR 22 3200 D BAXTER INTL INC COM 07181310 1075 16825 SH SHARED 23 16825 D BAXTER INTL INC COM 07181310 3541 55395 SH SHR/OTHR 23 55395 D BAY NATL CORP COM 07250010 0 55 SH SHARED 55 D BAYTEX ENERGY TR TRUST UNIT 07317610 10798 315000 SH SHARED 315000 D BBVA BANCO FRANCES S A SPONSORED ADR 07329M10 116 22006 SH SHARED 22006 D BE AEROSPACE INC COM 07330210 21834 937486 SH SHARED 937486 D BE AEROSPACE INC COM 07330210 1434 61600 SH SHARED 01 35900 25700 D BE AEROSPACE INC COM 07330210 1216 52250 SH SHR/OTHR 01 52250 D BE AEROSPACE INC COM 07330210 27 1202 SH SHARED 02 1202 D BE AEROSPACE INC COM 07330210 1397 60000 SH SHARED 04 60000 D BE AEROSPACE INC COM 07330210 27705 1189578 SH SHARED 10 1189578 D BE AEROSPACE INC COM 07330210 27 1160 SH SHARED 21 1100 60 D BEACH FIRST NATL BANCSHARES COM 07333410 0 124 SH SHARED 124 D BEACON FED BANCORP INC COM 07358210 1 193 SH SHARED 193 D BEACON POWER CORP COM 07367710 53 25929 SH SHARED 25929 D BEACON POWER CORP COM 07367710 15 7303 SH SHARED 02 7303 D BEACON POWER CORP COM 07367710 12 5800 SH SHARED 10 5800 D BEACON ROOFING SUPPLY INC COM 07368510 14 1350 SH SHARED 1350 D BEACON ROOFING SUPPLY INC COM 07368510 258 24400 SH SHARED 02 24400 D BEACON ROOFING SUPPLY INC COM 07368510 82 7800 SH SHARED 10 7800 D BEARINGPOINT INC COM 07400210 3304 4079290 SH SHARED 4079290 D BEARINGPOINT INC COM 07400210 0 1126 SH SHARED 02 1126 D BEARINGPOINT INC COM 07400210 66 81500 SH SHARED 10 81500 D BEASLEY BROADCAST GROUP INC CL A 07401410 4 1051 SH SHARED 1051 D BEASLEY BROADCAST GROUP INC CL A 07401410 0 200 SH SHARED 02 200 D BEAZER HOMES USA INC COM 07556Q10 14207 2550775 SH SHARED 2550775 D BEAZER HOMES USA INC COM 07556Q10 2901 520941 SH SHARED 02 520941 D BEAZER HOMES USA INC COM 07556Q10 64 11500 SH SHARED 10 11500 D BEBE STORES INC COM 07557110 1540 160327 SH SHARED 160327 D BEBE STORES INC COM 07557110 0 1 SH SHARED 02 1 D BEBE STORES INC COM 07557110 6786 706160 SH SHARED 10 706160 D BECKMAN COULTER INC NOTE 2.500%12/1 075811AD 497 450000 PRN SHARED 06 450000 D BECKMAN COULTER INC COM 07581110 2222 32905 SH SHARED 32905 D BECKMAN COULTER INC COM 07581110 1289 19100 SH SHARED 01 19100 D BECKMAN COULTER INC COM 07581110 6233 92305 SH SHARED 02 42623 49682 D BECKMAN COULTER INC COM 07581110 5166 76500 SH SHARED 04 76500 D BECKMAN COULTER INC COM 07581110 26 390 SH SHARED 06 100 290 D BECKMAN COULTER INC COM 07581110 8543 126520 SH SHARED 10 126520 D BECKMAN COULTER INC COM 07581110 20 300 SH SHARED 14 300 D BECTON DICKINSON & CO COM 07588710 65 800 SH SHARED 800 D BECTON DICKINSON & CO COM 07588710 56 700 SH SHR/OTHR 700 D BECTON DICKINSON & CO COM 07588710 23762 292287 SH SHARED 278687 13600 D BECTON DICKINSON & CO COM 07588710 3068 37740 SH SHARED 01 35780 300 1660 D BECTON DICKINSON & CO COM 07588710 170 2100 SH SHR/OTHR 01 2100 D BECTON DICKINSON & CO COM 07588710 1036 12745 SH SHARED 02 9981 2764 D BECTON DICKINSON & CO COM 07588710 13353 164250 SH SHARED 04 164250 D BECTON DICKINSON & CO COM 07588710 6 80 SH SHARED 05 80 D BECTON DICKINSON & CO COM 07588710 15512 190800 SH SHARED 06 122200 68600 D BECTON DICKINSON & CO COM 07588710 25909 318685 SH SHARED 10 287885 30800 D BECTON DICKINSON & CO COM 07588710 2263 27843 SH SHARED 14 2500 25343 D BECTON DICKINSON & CO COM 07588710 3553 43710 SH SHARED 20 14240 29470 D BECTON DICKINSON & CO COM 07588710 1439 17700 SH SHR/OTHR 20 17700 D BECTON DICKINSON & CO COM 07588710 31 383 SH SHARED 21 275 108 D BECTON DICKINSON & CO COM 07588710 43 535 SH SHR/OTHR 21 535 D BECTON DICKINSON & CO COM 07588710 758 9332 SH SHARED 22 2400 6932 D BECTON DICKINSON & CO COM 07588710 165 2040 SH SHR/OTHR 22 2040 D BECTON DICKINSON & CO COM 07588710 628 7725 SH SHARED 23 7725 D BECTON DICKINSON & CO COM 07588710 2130 26200 SH SHR/OTHR 23 26200 D BED BATH & BEYOND INC COM 07589610 25 910 SH SHARED 910 D BED BATH & BEYOND INC COM 07589610 7806 277796 SH SHARED 277796 D BED BATH & BEYOND INC COM 07589610 781 27825 SH SHARED 01 27100 300 425 D BED BATH & BEYOND INC COM 07589610 14 500 SH SHR/OTHR 01 500 D BED BATH & BEYOND INC COM 07589610 746 26559 SH SHARED 02 26159 400 D BED BATH & BEYOND INC COM 07589610 5 200 SH SHARED 05 200 D BED BATH & BEYOND INC COM 07589610 1002 35660 SH SHARED 06 28600 7060 D BED BATH & BEYOND INC COM 07589610 5208 185350 SH SHARED 10 185350 D BED BATH & BEYOND INC COM 07589610 168 6000 SH SHARED 20 1600 4400 D BED BATH & BEYOND INC COM 07589610 11 400 SH SHARED 21 400 D BED BATH & BEYOND INC COM 07589610 30 1100 SH SHARED 23 1100 D BED BATH & BEYOND INC COM 07589610 418 14910 SH SHR/OTHR 23 14910 D BEL FUSE INC CL B 07734730 43 1758 SH SHARED 1758 D BEL FUSE INC CL B 07734730 25 1048 SH SHARED 02 1048 D BEL FUSE INC CL B 07734730 190 7700 SH SHARED 10 7700 D BELDEN INC COM 07745410 11007 324910 SH SHARED 324910 D BELDEN INC COM 07745410 62 1852 SH SHARED 02 602 1250 D BELDEN INC COM 07745410 332 9800 SH SHARED 10 9800 D BELLUS HEALTH INC COM 07986A10 10 7621 SH SHARED 04 7621 D BELO CORP COM SER A 08055510 4560 623929 SH SHARED 623929 D BELO CORP COM SER A 08055510 194 26600 SH SHARED 01 26600 D BELO CORP COM SER A 08055510 657 90000 SH SHR/OTHR 01 90000 D BELO CORP COM SER A 08055510 19 2625 SH SHARED 02 2625 D BELO CORP COM SER A 08055510 98 13500 SH SHARED 06 13500 D BELO CORP COM SER A 08055510 588 80487 SH SHARED 10 80487 D BEMIS INC COM 08143710 810 36140 SH SHARED 36140 D BEMIS INC COM 08143710 593 26454 SH SHARED 01 26454 D BEMIS INC COM 08143710 308 13768 SH SHARED 02 13768 D BEMIS INC COM 08143710 267 11950 SH SHARED 06 9950 2000 D BEMIS INC COM 08143710 945 42167 SH SHARED 10 42167 D BENCHMARK ELECTRS INC COM 08160H10 826 50570 SH SHARED 50570 D BENCHMARK ELECTRS INC COM 08160H10 52 3200 SH SHARED 01 3200 D BENCHMARK ELECTRS INC COM 08160H10 83 5100 SH SHARED 02 5100 D BENCHMARK ELECTRS INC COM 08160H10 747 45750 SH SHARED 10 45750 D BENCHMARK ELECTRS INC COM 08160H10 162 9960 SH SHARED 21 9960 D BENEFICIAL MUTUAL BANCORP IN COM 08173R10 151 13723 SH SHARED 13723 D BENEFICIAL MUTUAL BANCORP IN COM 08173R10 30 2800 SH SHARED 02 2800 D BENEFICIAL MUTUAL BANCORP IN COM 08173R10 92 8400 SH SHARED 10 8400 D BENIHANA INC CL A 08204720 6 1022 SH SHARED 1022 D BENIHANA INC CL A 08204720 282 44500 SH SHARED 10 44500 D BENJAMIN FRANKLIN BANCORP IN COM 08207310 7 618 SH SHARED 618 D BENTLEY PHARMACEUTICALS INC COM 08265710 2538 157200 SH SHARED 157200 D BENTLEY PHARMACEUTICALS INC COM 08265710 1 94 SH SHARED 02 94 D BERKLEY W R CORP COM 08442310 6269 259503 SH SHARED 259503 D BERKLEY W R CORP COM 08442310 1257 52050 SH SHARED 01 1225 50825 D BERKLEY W R CORP COM 08442310 775 32109 SH SHARED 02 32109 D BERKLEY W R CORP COM 08442310 45 1870 SH SHARED 06 615 1255 D BERKLEY W R CORP COM 08442310 956 39600 SH SHARED 10 39600 D BERKLEY W R CORP COM 08442310 469 19444 SH SHARED 14 19444 D BERKLEY W R CORP COM 08442310 7 300 SH SHR/OTHR 23 300 D BERKSHIRE BANCORP INC DEL COM NEW 08459720 1 94 SH SHARED 94 D BERKSHIRE HATHAWAY INC DEL CL A 08467010 0 3 SH SHARED 3 D BERKSHIRE HATHAWAY INC DEL CL A 08467010 0 112 SH SHARED 101 11 D BERKSHIRE HATHAWAY INC DEL CL A 08467010 0 73 SH SHARED 01 1 5 67 D BERKSHIRE HATHAWAY INC DEL CL A 08467010 0 28 SH SHR/OTHR 01 28 D BERKSHIRE HATHAWAY INC DEL CL A 08467010 0 6 SH SHARED 02 6 D BERKSHIRE HATHAWAY INC DEL CL A 08467010 0 53 SH SHARED 06 53 D BERKSHIRE HATHAWAY INC DEL CL A 08467010 0 1 SH SHARED 20 1 D BERKSHIRE HATHAWAY INC DEL CL A 08467010 0 21 SH SHR/OTHR 20 21 D BERKSHIRE HATHAWAY INC DEL CL A 08467010 0 4 SH SHARED 21 4 D BERKSHIRE HATHAWAY INC DEL CL A 08467010 0 1 SH SHR/OTHR 22 1 D BERKSHIRE HATHAWAY INC DEL CL A 08467010 0 10 SH SHARED 23 10 D BERKSHIRE HATHAWAY INC DEL CL A 08467010 0 4 SH SHR/OTHR 23 4 D BERKSHIRE HATHAWAY INC DEL CL B 08467020 180 45 SH SHARED 45 D BERKSHIRE HATHAWAY INC DEL CL B 08467020 22491 5606 SH SHARED 5406 200 D BERKSHIRE HATHAWAY INC DEL CL B 08467020 786 196 SH SHARED 01 110 86 D BERKSHIRE HATHAWAY INC DEL CL B 08467020 405 101 SH SHR/OTHR 01 101 D BERKSHIRE HATHAWAY INC DEL CL B 08467020 1436 358 SH SHARED 02 358 D BERKSHIRE HATHAWAY INC DEL CL B 08467020 3450 860 SH SHARED 04 860 D BERKSHIRE HATHAWAY INC DEL CL B 08467020 40 10 SH SHARED 05 10 D BERKSHIRE HATHAWAY INC DEL CL B 08467020 637 159 SH SHARED 06 79 80 D BERKSHIRE HATHAWAY INC DEL CL B 08467020 25355 6320 SH SHARED 10 6320 D BERKSHIRE HATHAWAY INC DEL CL B 08467020 168 42 SH SHR/OTHR 10 42 D BERKSHIRE HATHAWAY INC DEL CL B 08467020 373 93 SH SHARED 19 93 D BERKSHIRE HATHAWAY INC DEL CL B 08467020 1364 340 SH SHARED 20 191 149 D BERKSHIRE 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61252 613203 SH SHARED 10 613203 D BURLINGTON NORTHN SANTA FE C COM 12189T10 88 885 SH SHARED 14 885 D BURLINGTON NORTHN SANTA FE C COM 12189T10 45 454 SH SHARED 19 454 D BURLINGTON NORTHN SANTA FE C COM 12189T10 1226 12275 SH SHARED 20 9865 2410 D BURLINGTON NORTHN SANTA FE C COM 12189T10 633 6340 SH SHR/OTHR 20 6340 D BURLINGTON NORTHN SANTA FE C COM 12189T10 365 3660 SH SHARED 21 1434 2226 D BURLINGTON NORTHN SANTA FE C COM 12189T10 952 9540 SH SHR/OTHR 21 9540 D BURLINGTON NORTHN SANTA FE C COM 12189T10 264 2650 SH SHARED 22 2650 D BURLINGTON NORTHN SANTA FE C COM 12189T10 79 795 SH SHR/OTHR 22 795 D BURLINGTON NORTHN SANTA FE C COM 12189T10 7620 76290 SH SHARED 23 4830 71460 D BURLINGTON NORTHN SANTA FE C COM 12189T10 10625 106367 SH SHR/OTHR 23 106367 D BWAY HOLDING COMPANY COM 12429T10 0 108 SH SHARED 108 D BWAY HOLDING COMPANY COM 12429T10 3 405 SH SHARED 02 405 D C&D TECHNOLOGIES INC COM 12466110 20 2462 SH SHARED 2462 D C&D TECHNOLOGIES INC COM 12466110 121 14400 SH SHARED 02 14400 D CAE INC COM 12476510 2076 183928 SH SHARED 183928 D CAE INC COM 12476510 11 1000 SH SHARED 01 1000 D CAE INC COM 12476510 3 300 SH SHARED 06 300 D CAE INC COM 12476510 22761 2016050 SH SHARED 10 2016050 D CAS MED SYS INC COM PAR $0.004 12476920 0 238 SH SHARED 238 D CAI INTERNATIONAL INC COM 12477X10 10 613 SH SHARED 613 D CBIZ INC NOTE 3.125% 6/0 124805AB 1736 1750000 PRN SHARED 1750000 D CBIZ INC COM 12480510 29 3730 SH SHARED 3730 D CBIZ INC COM 12480510 0 1 SH SHARED 02 1 D CBIZ INC COM 12480510 18 2355 SH SHARED 10 2355 D CBL & ASSOC PPTYS INC COM 12483010 1160 50828 SH SHARED 50828 D CBL & ASSOC PPTYS INC COM 12483010 102 4500 SH SHARED 01 4500 D CBL & ASSOC PPTYS INC COM 12483010 131 5741 SH SHARED 02 4166 1575 D CBL & ASSOC PPTYS INC COM 12483010 855 37450 SH SHARED 10 37450 D CBL & ASSOC PPTYS INC COM 12483010 66816 2925400 SH SHARED 11 2925400 D CBL & ASSOC PPTYS INC COM 12483010 3 175 SH SHARED 21 175 D CBS CORP NEW CL A 12485710 6 347 SH SHARED 01 347 D CBS CORP NEW CL A 12485710 51 2650 SH SHARED 02 2650 D CBS CORP NEW CL B 12485720 78370 4021074 SH SHARED 4021074 D CBS CORP NEW CL B 12485720 2158 110757 SH SHARED 01 109358 1399 D CBS CORP NEW CL B 12485720 6 350 SH SHR/OTHR 01 350 D CBS CORP NEW CL B 12485720 1819 93348 SH SHARED 02 81110 12238 D CBS CORP NEW CL B 12485720 87 4500 SH SHARED 04 4500 D CBS CORP NEW CL B 12485720 4 235 SH SHARED 05 235 D CBS CORP NEW CL B 12485720 4188 214915 SH SHARED 06 195125 19790 D CBS CORP NEW CL B 12485720 19792 1015520 SH SHARED 10 936320 79200 D CBS CORP NEW CL B 12485720 508 26079 SH SHARED 14 26079 D CBS CORP NEW CL B 12485720 264 13575 SH SHARED 15 13575 D CBS CORP NEW CL B 12485720 111 5700 SH SHARED 19 5700 D CBS CORP NEW CL B 12485720 19 1015 SH SHARED 20 715 300 D CBS CORP NEW CL B 12485720 10 550 SH SHARED 21 550 D CBS CORP NEW CL B 12485720 3 175 SH SHR/OTHR 22 175 D CBS CORP NEW CL B 12485720 17 900 SH SHARED 23 400 500 D CBS CORP NEW CL B 12485720 179 9228 SH SHR/OTHR 23 9228 D CCA INDS INC COM 12486710 19 2346 SH SHARED 2346 D CCF HLDG CO COM 12487X10 0 74 SH SHARED 74 D CBRL GROUP INC COM 12489V10 3037 123923 SH SHARED 123923 D CBRL GROUP INC COM 12489V10 283 11550 SH SHARED 01 2650 8900 D CBRL GROUP INC COM 12489V10 539 21993 SH SHARED 02 21993 D CBRL GROUP INC COM 12489V10 208 8500 SH SHARED 06 8500 D CBRL GROUP INC COM 12489V10 295 12048 SH SHARED 10 12048 D CB RICHARD ELLIS GROUP INC CL A 12497T10 8 450 SH SHARED 450 D CB RICHARD ELLIS GROUP INC CL A 12497T10 2847 148298 SH SHARED 148298 D CB RICHARD ELLIS GROUP INC CL A 12497T10 3271 170395 SH SHARED 01 115275 55120 D CB RICHARD ELLIS GROUP INC CL A 12497T10 612 31900 SH SHR/OTHR 01 31900 D CB RICHARD ELLIS GROUP INC CL A 12497T10 505 26339 SH SHARED 02 26339 D CB RICHARD ELLIS GROUP INC CL A 12497T10 2 150 SH SHARED 05 150 D CB RICHARD ELLIS GROUP INC CL A 12497T10 554 28900 SH SHARED 06 21350 7550 D CB RICHARD ELLIS GROUP INC CL A 12497T10 1434 74728 SH SHARED 10 74728 D CB RICHARD ELLIS GROUP INC CL A 12497T10 167 8700 SH SHARED 14 8700 D CB RICHARD ELLIS GROUP INC CL A 12497T10 278 14510 SH SHARED 20 14440 70 D CB RICHARD ELLIS GROUP INC CL A 12497T10 7 400 SH SHR/OTHR 20 400 D CB RICHARD ELLIS GROUP INC CL A 12497T10 19 1000 SH SHARED 21 1000 D CB RICHARD ELLIS GROUP INC CL A 12497T10 144 7539 SH SHARED 22 7239 300 D CB RICHARD ELLIS GROUP INC CL A 12497T10 19 1000 SH SHR/OTHR 22 1000 D CB RICHARD ELLIS GROUP INC CL A 12497T10 378 19735 SH SHARED 23 17840 1895 D CB RICHARD ELLIS GROUP INC CL A 12497T10 65 3390 SH SHR/OTHR 23 3390 D CBRE REALTY FINANCE INC COM 12498B30 1520 442017 SH SHARED 442017 D CBRE REALTY FINANCE INC COM 12498B30 41 12000 SH SHARED 02 12000 D C D I CORP COM 12507110 28 1107 SH SHARED 1107 D C D I CORP COM 12507110 15 600 SH SHARED 01 600 D C D I CORP COM 12507110 68 2689 SH SHARED 02 2689 D C D I CORP COM 12507110 71 2800 SH SHARED 10 2800 D CEC ENTMT INC COM 12513710 301 10753 SH SHARED 10753 D CEC ENTMT INC COM 12513710 72 2600 SH SHARED 01 2600 D CEC ENTMT INC COM 12513710 444 15881 SH SHARED 02 15881 D CEC ENTMT INC COM 12513710 4389 156716 SH SHARED 10 156716 D CECO ENVIRONMENTAL CORP COM 12514110 30 5242 SH SHARED 5242 D CE FRANKLIN LTD COM 12515110 49 4987 SH SHARED 4987 D CFS BANCORP INC COM 12525D10 9 809 SH SHARED 809 D CF INDS HLDGS INC COM 12526910 13106 85777 SH SHARED 85777 D CF INDS HLDGS INC COM 12526910 4811 31490 SH SHARED 01 15440 16050 D CF INDS HLDGS INC COM 12526910 2780 18200 SH SHR/OTHR 01 18200 D CF INDS HLDGS INC COM 12526910 971 6361 SH SHARED 02 6002 359 D CF INDS HLDGS INC COM 12526910 45 300 SH SHARED 04 300 D CF INDS HLDGS INC COM 12526910 4584 30000 SH SHARED 05 30000 D CF INDS HLDGS INC COM 12526910 657 4300 SH SHARED 06 4000 300 D CF INDS HLDGS INC COM 12526910 66865 437600 SH SHARED 10 437600 D CHC HELICOPTER CORP CL A SUB VTG 12541C20 5905 191600 SH SHARED 191600 D CH ENERGY GROUP INC COM 12541M10 150 4218 SH SHARED 4218 D CH ENERGY GROUP INC COM 12541M10 123 3468 SH SHARED 02 3468 D CH ENERGY GROUP INC COM 12541M10 412 11600 SH SHARED 10 11600 D CH ENERGY GROUP INC COM 12541M10 71 2000 SH SHARED 23 2000 D C H ROBINSON WORLDWIDE INC COM NEW 12541W20 10303 187885 SH SHARED 187885 D C H ROBINSON WORLDWIDE INC COM NEW 12541W20 1993 36353 SH SHARED 01 36353 D C H ROBINSON WORLDWIDE INC COM NEW 12541W20 365 6667 SH SHR/OTHR 01 6667 D C H ROBINSON WORLDWIDE INC COM NEW 12541W20 1388 25319 SH SHARED 02 23831 1488 D C H ROBINSON WORLDWIDE INC COM NEW 12541W20 1244 22700 SH SHARED 06 17800 4900 D C H ROBINSON WORLDWIDE INC COM NEW 12541W20 4419 80580 SH SHARED 10 80580 D C H ROBINSON WORLDWIDE INC COM NEW 12541W20 18 333 SH SHARED 21 333 D CIGNA CORP COM 12550910 17363 490621 SH SHARED 490621 D CIGNA CORP COM 12550910 1840 52017 SH SHARED 01 51597 420 D CIGNA CORP COM 12550910 1506 42570 SH SHARED 02 38955 3615 D CIGNA CORP COM 12550910 147 4180 SH SHARED 04 4180 D CIGNA CORP COM 12550910 6 180 SH SHARED 05 180 D CIGNA CORP COM 12550910 2254 63713 SH SHARED 06 54483 9230 D CIGNA CORP COM 12550910 10222 288841 SH SHARED 10 288841 D CIGNA CORP COM 12550910 272 7700 SH SHARED 14 7700 D CIGNA CORP COM 12550910 318 9000 SH SHARED 20 9000 D CIGNA CORP COM 12550910 626 17694 SH SHARED 23 17694 D CIGNA CORP COM 12550910 318 9000 SH SHR/OTHR 23 9000 D CIT GROUP INC COM 12558110 1677 246307 SH SHARED 246307 D CIT GROUP INC COM 12558110 335 49300 SH SHARED 01 49300 D CIT GROUP INC COM 12558110 304 44675 SH SHARED 02 44500 175 D CIT GROUP INC COM 12558110 218 32100 SH SHARED 06 26100 6000 D CIT GROUP INC COM 12558110 48018 7051147 SH SHARED 10 6960947 90200 D CIT GROUP INC COM 12558110 157 23145 SH SHARED 14 23145 D CIT GROUP INC UNIT 99/99/9999 12558140 27142 3036100 SH SHARED 3036100 D CIT GROUP INC 8.75%PFD SER C 12558160 122 300000 PRN SHARED 300000 D CIT GROUP INC 8.75%PFD SER C 12558160 13 32200 PRN SHARED 02 32200 D CIT GROUP INC 8.75%PFD SER C 12558160 91 225000 PRN SHARED 10 225000 D CKE RESTAURANTS INC NOTE 4.000%10/0 12561EAG 1072 750000 PRN SHARED 750000 D CKE RESTAURANTS INC COM 12561E10 65 5262 SH SHARED 5262 D CKE RESTAURANTS INC COM 12561E10 11 900 SH SHARED 01 900 D CKE RESTAURANTS INC COM 12561E10 16 1312 SH SHARED 02 1312 D CKE RESTAURANTS INC COM 12561E10 108 8700 SH SHARED 10 8700 D CLECO CORP NEW COM 12561W10 3198 137093 SH SHARED 137093 D CLECO CORP NEW COM 12561W10 65 2805 SH SHARED 01 2805 D CLECO CORP NEW COM 12561W10 142 6112 SH SHARED 02 6112 D CLECO CORP NEW COM 12561W10 1518 65072 SH SHARED 10 65072 D CLECO CORP NEW COM 12561W10 93 4000 SH SHR/OTHR 23 4000 D CKX INC COM 12562M10 5391 616207 SH SHARED 616207 D CKX INC COM 12562M10 105 12100 SH SHARED 01 12100 D CKX INC COM 12562M10 0 1 SH SHARED 02 1 D CKX LANDS INC COM 12562N10 0 51 SH SHARED 51 D CME GROUP INC COM 12572Q10 31307 81702 SH SHARED 77602 4100 D CME GROUP INC COM 12572Q10 2327 6075 SH SHARED 01 6060 15 D CME GROUP INC COM 12572Q10 4396 11474 SH SHARED 02 11184 290 D CME GROUP INC COM 12572Q10 61 160 SH SHARED 04 160 D CME GROUP INC COM 12572Q10 11 30 SH SHARED 05 30 D CME GROUP INC COM 12572Q10 2757 7197 SH SHARED 06 5522 1675 D CME GROUP INC COM 12572Q10 54466 142139 SH SHARED 10 141139 1000 D CME GROUP INC COM 12572Q10 11595 30260 SH SHARED 23 30260 D CME GROUP INC COM 12572Q10 429 1120 SH SHR/OTHR 23 1120 D CMGI INC COM NEW 12575030 5 536 SH SHARED 536 D CMGI INC COM NEW 12575030 22 2100 SH SHARED 01 2100 D CMGI INC COM NEW 12575030 26 2529 SH SHARED 02 2529 D CMGI INC COM NEW 12575030 1132 106844 SH SHARED 10 106844 D CMGI INC COM NEW 12575030 0 70 SH SHARED 20 70 D CMS ENERGY CORP NOTE 2.875%12/0 125896AW 20493 17397008 PRN SHARED 02 17397008 D CMS ENERGY CORP NOTE 3.375% 7/1 125896AY 644 450000 PRN SHARED 02 450000 D CMS ENERGY CORP COM 12589610 1833 123083 SH SHARED 123083 D CMS ENERGY CORP COM 12589610 508 34150 SH SHARED 01 34150 D CMS ENERGY CORP COM 12589610 1885 126556 SH SHARED 02 117478 9078 D CMS ENERGY CORP COM 12589610 348 23400 SH SHARED 06 19700 3700 D CMS ENERGY CORP COM 12589610 5005 335913 SH SHARED 10 335913 D CMS ENERGY CORP COM 12589610 74 5000 SH SHR/OTHR 23 5000 D CPI CORP COM 12590210 4071 217365 SH SHARED 217365 D CSS INDS INC COM 12590610 19 813 SH SHARED 813 D CSS INDS INC COM 12590610 395 16311 SH SHARED 01 16311 D CSS INDS INC COM 12590610 0 33 SH SHARED 02 33 D CSS INDS INC COM 12590610 1068 44100 SH SHARED 10 44100 D CPI AEROSTRUCTURES INC COM NEW 12591930 0 123 SH SHARED 123 D CTI INDUSTRIES CORP COM NEW 12596130 0 40 SH SHARED 40 D CSK AUTO CORP COM 12596510 1272 121427 SH SHARED 02 121427 D CSK AUTO CORP COM 12596510 95 9100 SH SHARED 10 9100 D CNA FINL CORP COM 12611710 5492 218373 SH SHARED 218373 D CNA FINL CORP COM 12611710 64 2549 SH SHARED 01 2549 D CNA FINL CORP COM 12611710 380 15119 SH SHARED 02 15119 D CNA FINL CORP COM 12611710 7 300 SH SHARED 06 300 D CNA FINL CORP COM 12611710 842 33483 SH SHARED 10 33483 D CNA SURETY CORP COM 12612L10 65 5158 SH SHARED 5158 D CNA SURETY CORP COM 12612L10 113 8986 SH SHARED 02 8986 D CNA SURETY CORP COM 12612L10 68 5400 SH SHARED 10 5400 D CNB FINL CORP PA COM 12612810 3 223 SH SHARED 223 D CNET NETWORKS INC COM 12613R10 41026 3570637 SH SHARED 3570637 D CNET NETWORKS INC COM 12613R10 8 732 SH SHARED 02 732 D CNOOC LTD SPONSORED ADR 12613210 11539 66494 SH SHARED 66494 D CNOOC LTD SPONSORED ADR 12613210 1266 7300 SH SHARED 01 7300 D CNOOC LTD SPONSORED ADR 12613210 30 175 SH SHARED 02 115 60 D CNOOC LTD SPONSORED ADR 12613210 485 2800 SH SHARED 04 2800 D CNOOC LTD SPONSORED ADR 12613210 277 1600 SH SHARED 06 1600 D CNOOC LTD SPONSORED ADR 12613210 57589 331850 SH SHARED 10 217250 114600 D CNOOC LTD SPONSORED ADR 12613210 225 1300 SH SHARED 15 1300 D CNOOC LTD SPONSORED ADR 12613210 31 181 SH SHARED 21 181 D CNOOC LTD SPONSORED ADR 12613210 416 2400 SH SHARED 24 2400 D CPFL ENERGIA S A SPONSORED ADR 12615310 205 3009 SH SHARED 3009 D CPFL ENERGIA S A SPONSORED ADR 12615310 632 9255 SH SHARED 02 9255 D CP HOLDRS DEP RCPTS CP 12616K10 41 200 SH SHR/OTHR 23 200 D CNX GAS CORP COM 12618H30 15 357 SH SHARED 357 D CNX GAS CORP COM 12618H30 44 1070 SH SHARED 01 1070 D CNX GAS CORP COM 12618H30 25 598 SH SHARED 02 338 260 D CNX GAS CORP COM 12618H30 309 7351 SH SHARED 10 7351 D CPI INTERNATIONAL INC COM 12618M10 23 1949 SH SHARED 1949 D CRA INTL INC COM 12618T10 432 11968 SH SHARED 11968 D CRH PLC ADR 12626K20 244 8561 SH SHARED 8561 D CSG SYS INTL INC NOTE 2.500% 6/1 126349AB 74 90000 PRN SHARED 02 90000 D CSG SYS INTL INC COM 12634910 386 35108 SH SHARED 35108 D CSG SYS INTL INC COM 12634910 35 3200 SH SHARED 01 3200 D CSG SYS INTL INC COM 12634910 98 8912 SH SHARED 02 8412 500 D CSG SYS INTL INC COM 12634910 3206 290988 SH SHARED 10 290988 D CSP INC COM 12638910 0 75 SH SHARED 75 D CSX CORP COM 12640810 2244878 35740768 SH SHARED 35740768 D CSX CORP COM 12640810 4525 72050 SH SHARED 01 60050 12000 D CSX CORP COM 12640810 1788 28478 SH SHARED 02 26348 2130 D CSX CORP COM 12640810 116851 1860400 SH SHARED 04 1860400 D CSX CORP COM 12640810 11 180 SH SHARED 05 180 D CSX CORP COM 12640810 3278 52200 SH SHARED 06 39200 13000 D CSX CORP COM 12640810 29361 467461 SH SHARED 10 437461 30000 D CSX CORP COM 12640810 942 15000 SH SHARED 14 11900 3100 D CSX CORP COM 12640810 6281 100000 SH SHARED 19 100000 D CSX CORP COM 12640810 630 10032 SH SHARED 23 10032 D CSX CORP COM 12640810 1394 22200 SH SHR/OTHR 23 22200 D CTC MEDIA INC COM 12642X10 702 28476 SH SHARED 28476 D CTS CORP COM 12650110 53 5289 SH SHARED 5289 D CTS CORP COM 12650110 1 133 SH SHARED 02 133 D CTS CORP COM 12650110 250 24910 SH SHARED 10 24910 D CVB FINL CORP COM 12660010 51 5431 SH SHARED 5431 D CVB FINL CORP COM 12660010 64 6783 SH SHARED 01 6783 D CVB FINL CORP COM 12660010 658 69764 SH SHARED 02 69764 D CVB FINL CORP COM 12660010 252 26700 SH SHARED 10 26700 D CVD EQUIPMENT CORP COM 12660110 0 88 SH SHARED 88 D CVR ENERGY INC COM 12662P10 273 14200 SH SHARED 14200 D CVR ENERGY INC COM 12662P10 420 21828 SH SHARED 02 21828 D CVS CAREMARK CORPORATION COM 12665010 707 17869 SH SHARED 17869 D CVS CAREMARK CORPORATION COM 12665010 119425 3018071 SH SHARED 3018071 D CVS CAREMARK CORPORATION COM 12665010 12121 306330 SH SHARED 01 280258 26072 D CVS CAREMARK CORPORATION COM 12665010 18244 461076 SH SHR/OTHR 01 461076 D CVS CAREMARK CORPORATION COM 12665010 36365 919029 SH SHARED 02 885432 33597 D CVS CAREMARK CORPORATION COM 12665010 217 5490 SH SHARED 04 5490 D CVS CAREMARK CORPORATION COM 12665010 80900 2044491 SH SHARED 04 2044491 D CVS CAREMARK CORPORATION COM 12665010 1971 49830 SH SHARED 05 49830 D CVS CAREMARK CORPORATION COM 12665010 64266 1624117 SH SHARED 06 428274 1195843 D CVS CAREMARK CORPORATION COM 12665010 138116 3490442 SH SHARED 10 2695442 795000 D CVS CAREMARK CORPORATION COM 12665010 443 11201 SH SHARED 14 4700 6501 D CVS CAREMARK CORPORATION COM 12665010 182 4600 SH SHARED 15 4600 D CVS CAREMARK CORPORATION COM 12665010 112 2854 SH SHARED 20 918 1936 D CVS CAREMARK CORPORATION COM 12665010 147 3721 SH SHARED 21 1002 2719 D CVS CAREMARK CORPORATION COM 12665010 407 10306 SH SHARED 22 5635 4671 D CVS CAREMARK CORPORATION COM 12665010 19 500 SH SHR/OTHR 22 500 D CVS CAREMARK CORPORATION COM 12665010 1532 38735 SH SHARED 23 28674 10061 D CVS CAREMARK CORPORATION COM 12665010 4497 113659 SH SHR/OTHR 23 113659 D CVS CAREMARK CORPORATION COM 12665010 371 9400 SH SHARED 24 9400 D CV THERAPEUTICS INC NOTE 2.000% 5/1 126667AD 2685 2894000 PRN SHARED 2894000 D CV THERAPEUTICS INC NOTE 2.000% 5/1 126667AD 464 500000 PRN SHARED 02 500000 D CV THERAPEUTICS INC NOTE 2.750% 5/1 126667AF 1047 1296000 PRN SHARED 02 1296000 D CV THERAPEUTICS INC COM 12666710 767 93235 SH SHARED 93235 D CV THERAPEUTICS INC COM 12666710 2 361 SH SHARED 02 361 D CV THERAPEUTICS INC COM 12666710 658 80000 SH SHARED 04 80000 D CV THERAPEUTICS INC COM 12666710 45 5570 SH SHARED 10 5570 D CA INC COM 12673P10 10307 446426 SH SHARED 446426 D CA INC COM 12673P10 1577 68332 SH SHARED 01 68332 D CA INC COM 12673P10 1216 52680 SH SHARED 02 52680 D CA INC COM 12673P10 2595 112400 SH SHARED 04 112400 D CA INC COM 12673P10 6 300 SH SHARED 05 300 D CA INC COM 12673P10 1250 54140 SH SHARED 06 42350 11790 D CA INC COM 12673P10 4198 181815 SH SHARED 10 181815 D CA INC COM 12673P10 16 700 SH SHARED 14 700 D CABELAS INC COM 12680430 64 5826 SH SHARED 5826 D CABELAS INC COM 12680430 101 9197 SH SHARED 02 9197 D CABELAS INC COM 12680430 4205 382000 SH SHARED 10 382000 D CABLEVISION SYS CORP CL A NY CABLVS 12686C10 8579 379623 SH SHARED 379623 D CABLEVISION SYS CORP CL A NY CABLVS 12686C10 241 10680 SH SHARED 02 5600 5080 D CABLEVISION SYS CORP CL A NY CABLVS 12686C10 45 2000 SH SHARED 04 2000 D CABLEVISION SYS CORP CL A NY CABLVS 12686C10 101 4470 SH SHARED 06 2650 1820 D CABLEVISION SYS CORP CL A NY CABLVS 12686C10 343 15206 SH SHARED 10 15206 D CABLEVISION SYS CORP CL A NY CABLVS 12686C10 42 1900 SH SHARED 14 1900 D CABLEVISION SYS CORP CL A NY CABLVS 12686C10 102 4520 SH SHARED 21 4520 D CABLEVISION SYS CORP CL A NY CABLVS 12686C10 226 10000 SH SHARED 23 10000 D CABOT CORP COM 12705510 786 32333 SH SHARED 32333 D CABOT CORP COM 12705510 444 18300 SH SHARED 01 18300 D CABOT CORP COM 12705510 792 32588 SH SHARED 02 5958 26630 D CABOT CORP COM 12705510 7 300 SH SHARED 06 300 D CABOT CORP COM 12705510 766 31533 SH SHARED 10 31533 D CABOT MICROELECTRONICS CORP COM 12709P10 707 21350 SH SHARED 21350 D CABOT MICROELECTRONICS CORP COM 12709P10 118 3562 SH SHARED 02 3472 90 D CABOT MICROELECTRONICS CORP COM 12709P10 20 625 SH SHARED 10 625 D CABOT OIL & GAS CORP COM 12709710 2571 37971 SH SHARED 37971 D CABOT OIL & GAS CORP COM 12709710 267 3950 SH SHARED 01 3950 D CABOT OIL & GAS CORP COM 12709710 295 4360 SH SHARED 02 4360 D CABOT OIL & GAS CORP COM 12709710 731 10800 SH SHARED 06 8900 1900 D CABOT OIL & GAS CORP COM 12709710 3195 47181 SH SHARED 10 47181 D CACHE INC COM NEW 12715030 0 15 SH SHARED 15 D CACHE INC COM NEW 12715030 0 1 SH SHARED 02 1 D CACI INTL INC NOTE 2.125% 5/0 127190AD 11583 11000000 PRN SHARED 11000000 D CACI INTL INC CL A 12719030 1024 22376 SH SHARED 22376 D CACI INTL INC CL A 12719030 405 8869 SH SHARED 02 8869 D CACI INTL INC CL A 12719030 23587 515350 SH SHARED 10 515350 D CACI INTL INC CL A 12719030 1350 29500 SH SHARED 14 29500 D CACI INTL INC CL A 12719030 43 950 SH SHR/OTHR 23 950 D CADBURY PLC SPONS ADR 12721E10 4311 85674 SH SHARED 85674 D CADBURY PLC SPONS ADR 12721E10 3 73 SH SHARED 02 73 D CADBURY PLC SPONS ADR 12721E10 16 320 SH SHARED 21 320 D CADBURY PLC SPONS ADR 12721E10 80 1600 SH SHARED 23 1600 D CADENCE FINL CORP COM 12738A10 11 1071 SH SHARED 1071 D CADENCE PHARMACEUTICALS INC COM 12738T10 175 28801 SH SHARED 02 1 28800 D CADENCE DESIGN SYSTEM INC NOTE 8/1 127387AB 9135 9200000 PRN SHARED 9200000 D CADENCE DESIGN SYSTEM INC COM 12738710 2938 290930 SH SHARED 290930 D CADENCE DESIGN SYSTEM INC COM 12738710 825 81701 SH SHARED 01 801 80900 D CADENCE DESIGN SYSTEM INC COM 12738710 18 1793 SH SHARED 02 1793 D CADENCE DESIGN SYSTEM INC COM 12738710 49 4880 SH SHARED 06 2300 2580 D CADENCE DESIGN SYSTEM INC COM 12738710 101 10000 SH SHARED 10 10000 D CADIZ INC COM NEW 12753720 274 17017 SH SHARED 17017 D CADIZ INC COM NEW 12753720 1 66 SH SHARED 02 66 D CAGLES INC CL A 12770310 0 45 SH SHARED 45 D CAL DIVE INTL INC NOTE 3.250%12/1 127914AB 35160 24000000 PRN SHARED 24000000 D CAL DIVE INTL INC NOTE 3.250%12/1 127914AB 1391 950000 PRN SHARED 02 950000 D CAL DIVE INTL INC DEL COM 12802T10 86 6052 SH SHARED 6052 D CAL DIVE INTL INC DEL COM 12802T10 174 12190 SH SHARED 01 12190 D CAL DIVE INTL INC DEL COM 12802T10 62 4375 SH SHARED 02 4375 D CAL DIVE INTL INC DEL COM 12802T10 152 10661 SH SHARED 10 10661 D CAL MAINE FOODS INC COM NEW 12803020 1121 33992 SH SHARED 33992 D CAL MAINE FOODS INC COM NEW 12803020 85 2600 SH SHARED 01 2600 D CAL MAINE FOODS INC COM NEW 12803020 2 85 SH SHARED 02 85 D CAL MAINE FOODS INC COM NEW 12803020 3965 120200 SH SHARED 10 120200 D CALAMOS GBL DYN INCOME FUND COM 12811L10 10 1000 SH SHARED 02 1000 D CALAMOS CONV & HIGH INCOME F COM SHS 12811P10 34 2634 SH SHARED 02 2634 D CALAMOS ASSET MGMT INC 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COM 13809810 89 8814 SH SHARED 8814 D CANTEL MEDICAL CORP COM 13809810 0 82 SH SHARED 02 82 D CANTERBURY PARK HOLDING CORP COM 13811E10 0 72 SH SHARED 72 D CAPE FEAR BK CORP COM 13938010 0 92 SH SHARED 92 D CAPELLA EDUCATION COMPANY COM 13959410 22 381 SH SHARED 02 333 48 D CAPELLA EDUCATION COMPANY COM 13959410 3612 60561 SH SHARED 10 60561 D CAPITAL CITY BK GROUP INC COM 13967410 48 2247 SH SHARED 2247 D CAPITAL CITY BK GROUP INC COM 13967410 0 40 SH SHARED 02 40 D CAPITAL CITY BK GROUP INC COM 13967410 106 4900 SH SHARED 10 4900 D CAPITAL ALLIANCE INCM TR REI COM NEW 13971R30 0 9 SH SHARED 9 D CAPITAL BK CORP COM 13979310 2 285 SH SHARED 285 D CAPITAL CORP OF THE WEST COM NEW 14006520 3 855 SH SHARED 855 D CAPLEASE INC COM 14028810 2 360 SH SHARED 360 D CAPLEASE INC COM 14028810 44 5942 SH SHARED 02 5942 D CAPLEASE INC COM 14028810 9555 1275750 SH SHARED 10 1275750 D CAPITAL ONE FINL CORP COM 14040H10 731 19238 SH SHARED 19238 D CAPITAL ONE FINL CORP COM 14040H10 10247 269603 SH 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COM 14057C10 1914 50916 SH SHARED 10 50916 D CAPSTONE TURBINE CORP COM 14067D10 68 16373 SH SHARED 16373 D CAPSTONE TURBINE CORP COM 14067D10 252 60241 SH SHARED 02 59891 350 D CAPSTONE TURBINE CORP COM 14067D10 14 3400 SH SHARED 10 3400 D CAPSTEAD MTG CORP PFD B CV $1.26 14067E30 52 4200 SH SHARED 23 4200 D CAPSTEAD MTG CORP COM NO PAR 14067E50 149 13762 SH SHARED 13762 D CAPSTEAD MTG CORP COM NO PAR 14067E50 448 41301 SH SHARED 02 41301 D CAPSTEAD MTG CORP COM NO PAR 14067E50 124 11500 SH SHARED 10 11500 D CAPSTEAD MTG CORP COM NO PAR 14067E50 9765 900000 SH SHARED 11 900000 D CAPTARIS INC COM 14071N10 22 5464 SH SHARED 5464 D CARACO PHARMACEUTICAL LABS L COM 14075T10 45 3415 SH SHARED 3415 D CARACO PHARMACEUTICAL LABS L COM 14075T10 27 2100 SH SHARED 01 2100 D CARACO PHARMACEUTICAL LABS L COM 14075T10 0 10 SH SHARED 02 10 D CARACO PHARMACEUTICAL LABS L COM 14075T10 402 30511 SH SHARED 10 30511 D CARBO CERAMICS INC COM 14078110 388 6657 SH SHARED 6657 D CARBO CERAMICS INC COM 14078110 116 2000 SH SHARED 01 2000 D CARBO CERAMICS INC COM 14078110 46 805 SH SHARED 02 805 D CARBO CERAMICS INC COM 14078110 48 827 SH SHARED 10 827 D CARBO CERAMICS INC COM 14078110 9 163 SH SHARED 21 163 D CARAUSTAR INDS INC COM 14090910 2 758 SH SHARED 758 D CARAUSTAR INDS INC COM 14090910 9 3200 SH SHARED 02 3200 D CARDIAC SCIENCE CORP COM 14141A10 55 6792 SH SHARED 6792 D CARDIAC SCIENCE CORP COM 14141A10 136 16670 SH SHARED 10 16670 D CARDICA INC COM 14141R10 17 2106 SH SHARED 2106 D CARDINAL FINL CORP COM 14149F10 8 1287 SH SHARED 1287 D CARDINAL FINL CORP COM 14149F10 101 16200 SH SHARED 01 16200 D CARDINAL FINL CORP COM 14149F10 0 1 SH SHARED 02 1 D CARDINAL HEALTH INC COM 14149Y10 60739 1177583 SH SHARED 1177583 D CARDINAL HEALTH INC COM 14149Y10 2287 44350 SH SHARED 01 44350 D CARDINAL HEALTH INC COM 14149Y10 1817 35238 SH SHARED 02 33906 1332 D CARDINAL HEALTH INC COM 14149Y10 242 4700 SH SHARED 04 4700 D CARDINAL HEALTH INC COM 14149Y10 9 190 SH SHARED 05 190 D CARDINAL HEALTH INC COM 14149Y10 2554 49520 SH SHARED 06 38500 11020 D CARDINAL HEALTH INC COM 14149Y10 11125 215703 SH SHARED 10 215703 D CARDINAL HEALTH INC COM 14149Y10 216 4202 SH SHARED 14 4202 D CARDINAL HEALTH INC COM 14149Y10 684 13269 SH SHARED 20 1550 11719 D CARDINAL HEALTH INC COM 14149Y10 33 650 SH SHR/OTHR 20 650 D CARDINAL HEALTH INC COM 14149Y10 36 700 SH SHARED 23 700 D CARDINAL HEALTH INC COM 14149Y10 76 1484 SH SHR/OTHR 23 1484 D CARDIONET INC COM 14159L10 9 371 SH SHARED 02 371 D CARDIOME PHARMA CORP COM NEW 14159U20 17 2038 SH SHARED 02 38 2000 D CARDIOME PHARMA CORP COM NEW 14159U20 824 93700 SH SHARED 04 93700 D CARDIOME PHARMA CORP COM NEW 14159U20 760 86400 SH SHARED 10 86400 D CARDIODYNAMICS INTL CORP COM NEW 14159730 0 156 SH SHARED 156 D CARDIOTECH INTL INC COM 14160C10 0 522 SH SHARED 522 D CARDTRONICS INC COM 14161H10 6 690 SH SHARED 690 D CARDTRONICS INC COM 14161H10 0 53 SH SHARED 02 53 D CARDTRONICS INC COM 14161H10 202 22862 SH SHARED 10 22862 D CARE INVESTMENT TRUST INC COM 14165710 0 37 SH SHARED 37 D CARE INVESTMENT TRUST INC COM 14165710 9 1000 SH SHARED 02 1000 D CAREER EDUCATION CORP COM 14166510 744 50954 SH SHARED 50954 D CAREER EDUCATION CORP COM 14166510 542 37125 SH SHARED 01 4125 33000 D CAREER EDUCATION CORP COM 14166510 329 22536 SH SHARED 02 22536 D CAREER EDUCATION CORP COM 14166510 135 9248 SH SHARED 10 9248 D CAREER EDUCATION CORP COM 14166510 714 48888 SH SHARED 14 48888 D CARDIUM THERAPEUTICS INC COM 14191610 2 923 SH SHARED 923 D CARIBOU COFFEE INC COM 14204220 1 998 SH SHARED 998 D CARLISLE COS INC COM 14233910 583 20112 SH SHARED 20112 D CARLISLE COS INC COM 14233910 516 17800 SH SHARED 01 17800 D CARLISLE COS INC COM 14233910 254 8791 SH SHARED 02 8791 D CARLISLE COS INC COM 14233910 98 3400 SH SHARED 10 3400 D CARMAX INC COM 14313010 1572 110840 SH SHARED 110840 D CARMAX INC COM 14313010 1092 76967 SH SHARED 01 15267 61700 D CARMAX INC COM 14313010 136 9599 SH SHARED 02 9599 D CARMAX INC COM 14313010 19 1340 SH SHARED 06 300 1040 D CARMAX INC COM 14313010 1709 120481 SH SHARED 10 120481 D CARMIKE CINEMAS INC COM 14343640 25 4262 SH SHARED 4262 D CARMIKE CINEMAS INC COM 14343640 50 8600 SH SHARED 02 8600 D CARMIKE CINEMAS INC COM 14343640 25 4300 SH SHARED 10 4300 D CARNIVAL PLC ADR 14365C10 320 10035 SH SHARED 10035 D CARNIVAL CORP DBCV 2.000% 4/1 143658AN 509 500000 PRN SHARED 500000 D CARNIVAL CORP DBCV 2.000% 4/1 143658AN 203 200000 PRN SHARED 06 200000 D CARNIVAL CORP NOTE 10/2 143658AS 11524 17867008 PRN SHARED 02 17867008 D CARNIVAL CORP DBCV 4/2 143658AV 2222 3500000 PRN SHARED 02 3500000 D CARNIVAL CORP PAIRED CTF 14365830 7 242 SH SHARED 242 D CARNIVAL CORP PAIRED CTF 14365830 46200 1401713 SH SHARED 1401713 D CARNIVAL CORP PAIRED CTF 14365830 1430 43400 SH SHARED 01 43400 D CARNIVAL CORP PAIRED CTF 14365830 2470 74956 SH SHARED 02 23756 51200 D CARNIVAL CORP PAIRED CTF 14365830 59 1800 SH SHARED 04 1800 D CARNIVAL CORP PAIRED CTF 14365830 7 240 SH SHARED 05 240 D CARNIVAL CORP PAIRED CTF 14365830 2947 89441 SH SHARED 06 76161 13280 D CARNIVAL CORP PAIRED CTF 14365830 79728 2418955 SH SHARED 10 2418955 D CARNIVAL CORP PAIRED CTF 14365830 187 5700 SH SHARED 14 5700 D CARNIVAL CORP PAIRED CTF 14365830 28 860 SH SHR/OTHR 20 860 D CARNIVAL CORP PAIRED CTF 14365830 3 115 SH SHARED 21 115 D CARNIVAL CORP PAIRED CTF 14365830 72 2200 SH SHR/OTHR 23 2200 D CARRIAGE SVCS INC COM 14390510 8 1358 SH SHARED 1358 D CARRIAGE SVCS INC COM 14390510 18 2800 SH SHARED 02 2800 D CAROLINA TR BK LINCOLNTON NC COM 14420010 0 44 SH SHARED 44 D CARPENTER TECHNOLOGY CORP COM 14428510 8079 185104 SH SHARED 167304 17800 D CARPENTER TECHNOLOGY CORP COM 14428510 549 12600 SH SHARED 01 12600 D CARPENTER TECHNOLOGY CORP COM 14428510 589 13494 SH SHARED 02 13494 D CARPENTER TECHNOLOGY CORP COM 14428510 296 6804 SH SHARED 04 6804 D CARPENTER TECHNOLOGY CORP COM 14428510 1308 29984 SH SHARED 10 22084 7900 D CARRIZO OIL & CO INC NOTE 4.375% 6/0 144577AA 5130 5000000 PRN SHARED 5000000 D CARRIZO OIL & CO INC NOTE 4.375% 6/0 144577AA 6053 5900000 PRN SHARED 02 5900000 D CARRIZO OIL & CO INC COM 14457710 117 1726 SH SHARED 1726 D CARRIZO OIL & CO INC COM 14457710 135 1990 SH SHARED 01 1990 D CARRIZO OIL & CO INC COM 14457710 34 500 SH SHR/OTHR 01 500 D CARRIZO OIL & CO INC COM 14457710 11 166 SH SHARED 02 166 D CARRIZO OIL & CO INC COM 14457710 15162 222677 SH SHARED 10 222677 D CARROLLTON BANCORP COM 14528210 0 67 SH SHARED 67 D CARROLS RESTAURANT GROUP INC COM 14574X10 8 1647 SH SHARED 1647 D CARTER INC COM 14622910 10786 780491 SH SHARED 780491 D CARTER INC COM 14622910 405 29376 SH SHARED 02 20401 8975 D CARTER INC COM 14622910 4673 338200 SH SHARED 10 338200 D CARTER INC COM 14622910 104 7595 SH SHARED 21 7595 D CARVER BANCORP INC COM 14687510 0 66 SH SHARED 66 D CASCADE BANCORP COM 14715410 355 46215 SH SHARED 46215 D CASCADE BANCORP COM 14715410 13 1783 SH SHARED 02 1783 D CASCADE BANCORP COM 14715410 92 12000 SH SHARED 10 12000 D CASCADE CORP COM 14719510 330 7818 SH SHARED 7818 D CASCADE CORP COM 14719510 29 701 SH SHARED 02 701 D CASCADE CORP COM 14719510 249 5900 SH SHARED 10 5900 D CASCADE FINL CORP COM 14727210 1 286 SH SHARED 286 D CASCADE MICROTECH INC COM 14732210 1 220 SH SHARED 220 D CASELLA WASTE SYS INC CL A 14744810 0 71 SH SHARED 71 D CASELLA WASTE SYS INC CL A 14744810 27 2292 SH SHARED 02 2292 D CASEYS GEN STORES INC COM 14752810 790 34136 SH SHARED 34136 D CASEYS GEN STORES INC COM 14752810 338 14622 SH SHARED 02 14622 D CASEYS GEN STORES INC COM 14752810 602 25990 SH SHARED 10 25990 D CASH AMER INTL INC COM 14754D10 1650 53239 SH SHARED 53239 D CASH AMER INTL INC COM 14754D10 153 4953 SH SHARED 02 4953 D CASH AMER INTL INC COM 14754D10 1860 60000 SH SHARED 04 60000 D CASH AMER INTL INC COM 14754D10 4292 138470 SH SHARED 10 138470 D CASH SYSTEMS INC COM 14756B10 0 481 SH SHARED 481 D CASH TECHNOLOGIES INC COM 14791010 0 566 SH SHARED 566 D CASS INFORMATION SYS INC COM 14808P10 3 118 SH SHARED 118 D CASS INFORMATION SYS INC COM 14808P10 0 14 SH SHARED 02 14 D CASTLE A M & CO COM 14841110 1051 36764 SH SHARED 36764 D CASTLE A M & CO COM 14841110 274 9579 SH SHARED 10 9579 D CASTLE BRANDS INC COM 14843510 0 324 SH SHARED 324 D CASUAL MALE RETAIL GRP INC COM 14871110 19 6500 SH SHARED 02 6500 D CASUAL MALE RETAIL GRP INC COM 14871110 31 10200 SH SHARED 10 10200 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 6 916 SH SHARED 916 D CATAPULT COMMUNICATIONS CORP COM 14901610 16 2300 SH SHARED 02 2300 D CATERPILLAR INC DEL COM 14912310 14 200 SH SHARED 200 D CATERPILLAR INC DEL COM 14912310 91426 1238501 SH SHARED 1208251 30250 D CATERPILLAR INC DEL COM 14912310 7722 104618 SH SHARED 01 95879 8739 D CATERPILLAR INC DEL COM 14912310 214 2900 SH SHR/OTHR 01 2900 D CATERPILLAR INC DEL COM 14912310 5401 73167 SH SHARED 02 59880 13287 D CATERPILLAR INC DEL COM 14912310 72 980 SH SHARED 04 980 D CATERPILLAR INC DEL COM 14912310 2288 31000 SH SHARED 04 31000 D CATERPILLAR INC DEL COM 14912310 22 300 SH SHARED 05 300 D CATERPILLAR INC DEL COM 14912310 10087 136653 SH SHARED 06 116813 19840 D CATERPILLAR INC DEL COM 14912310 136197 1844995 SH SHARED 10 1808395 36600 D CATERPILLAR INC DEL COM 14912310 328 4456 SH SHARED 14 4456 D CATERPILLAR INC DEL COM 14912310 121 1650 SH SHARED 19 1650 D CATERPILLAR INC DEL COM 14912310 763 10341 SH SHARED 20 3681 6660 D CATERPILLAR INC DEL COM 14912310 3406 46150 SH SHR/OTHR 20 46150 D CATERPILLAR INC DEL COM 14912310 15 215 SH SHARED 21 215 D CATERPILLAR INC DEL COM 14912310 15 210 SH SHR/OTHR 21 210 D CATERPILLAR INC DEL COM 14912310 212 2880 SH SHARED 23 800 2080 D CATERPILLAR INC DEL COM 14912310 741 10050 SH SHR/OTHR 23 10050 D CATHAY GENERAL BANCORP COM 14915010 137 12659 SH SHARED 12659 D CATHAY GENERAL BANCORP COM 14915010 196 18075 SH SHARED 01 6375 11700 D CATHAY GENERAL BANCORP COM 14915010 84 7771 SH SHARED 02 7771 D CATHAY GENERAL BANCORP COM 14915010 251 23100 SH SHARED 10 23100 D CATO CORP NEW CL A 14920510 435 30548 SH SHARED 30548 D CATO CORP NEW CL A 14920510 71 5003 SH SHARED 02 5003 D CATO CORP NEW CL A 14920510 175 12300 SH SHARED 10 12300 D CAVALIER HOMES INC COM 14950710 0 477 SH SHARED 477 D CAVCO INDS INC DEL COM 14956810 7 238 SH SHARED 01 238 D CAVIUM NETWORKS INC COM 14965A10 14 700 SH SHARED 700 D CAVIUM NETWORKS INC COM 14965A10 328 15666 SH SHARED 02 1966 13700 D CAVIUM NETWORKS INC COM 14965A10 3801 181000 SH SHARED 04 181000 D CAVIUM NETWORKS INC COM 14965A10 5521 262950 SH SHARED 10 262950 D CBEYOND INC COM 14984710 38 2400 SH SHARED 2400 D CBEYOND INC COM 14984710 5 361 SH SHARED 02 361 D CBEYOND INC COM 14984710 80 5000 SH SHARED 04 5000 D CBEYOND INC COM 14984710 5611 350300 SH SHARED 10 350300 D CEDAR FAIR L P DEPOSITRY UNIT 15018510 28 1533 SH SHARED 1533 D CEDAR FAIR L P DEPOSITRY UNIT 15018510 7 375 SH SHARED 02 375 D CEDAR SHOPPING CTRS INC COM NEW 15060220 34 2913 SH SHARED 2913 D CEDAR SHOPPING CTRS INC COM NEW 15060220 11 1002 SH SHARED 02 2 1000 D CEDAR SHOPPING CTRS INC COM NEW 15060220 305 26100 SH SHARED 10 26100 D CEL-SCI CORP COM NEW 15083740 1 2896 SH SHARED 2896 D CELADON GROUP INC COM 15083810 7 744 SH SHARED 744 D CELADON GROUP INC COM 15083810 0 1 SH SHARED 02 1 D CELANESE CORP DEL COM SER A 15087010 495 10859 SH SHARED 10859 D CELANESE CORP DEL COM SER A 15087010 2548 55813 SH SHARED 55813 D CELANESE CORP DEL COM SER A 15087010 14231 311687 SH SHARED 01 238144 400 73143 D CELANESE CORP DEL COM SER A 15087010 1615 35372 SH SHR/OTHR 01 35372 D CELANESE CORP DEL COM SER A 15087010 2393 52427 SH SHARED 02 22659 29768 D CELANESE CORP DEL COM SER A 15087010 45 1000 SH SHARED 04 1000 D CELANESE CORP DEL COM SER A 15087010 173 3800 SH SHARED 06 3000 800 D CELANESE CORP DEL COM SER A 15087010 24328 532809 SH SHARED 10 531066 1743 D CELANESE CORP DEL COM SER A 15087010 283 6200 SH SHARED 14 6200 D CELANESE CORP DEL COM SER A 15087010 3612 79110 SH SHARED 19 79110 D CELANESE CORP DEL COM SER A 15087010 2000 43805 SH SHARED 20 37965 130 5710 D CELANESE CORP DEL COM SER A 15087010 256 5625 SH SHR/OTHR 20 5625 D CELANESE CORP DEL COM SER A 15087010 49 1080 SH SHARED 21 1080 D CELANESE CORP DEL COM SER A 15087010 338 7405 SH SHARED 22 7010 395 D CELANESE CORP DEL COM SER A 15087010 149 3275 SH SHR/OTHR 22 3275 D CELANESE CORP DEL COM SER A 15087010 1036 22695 SH SHARED 23 20615 2080 D CELANESE CORP DEL COM SER A 15087010 466 10225 SH SHR/OTHR 23 10225 D CELANESE CORP DEL PFD 4.25% CONV 15087020 29488 501925 SH SHARED 501925 D CELANESE CORP DEL PFD 4.25% CONV 15087020 7593 129243 SH SHARED 02 129243 D CELL GENESYS INC NOTE 3.125%11/0 150921AB 990 1380000 PRN SHARED 1380000 D CELL GENESYS INC NOTE 3.125%11/0 150921AB 718 1000000 PRN SHARED 02 1000000 D CELL GENESYS INC COM 15092110 78 30380 SH SHARED 30380 D CELL GENESYS INC COM 15092110 0 362 SH SHARED 02 362 D CELL THERAPEUTICS INC COM NEW 15093440 0 1343 SH SHARED 1343 D CELEBRATE EXPRESS INC COM 15100A10 1 527 SH SHARED 527 D CELESTICA INC SUB VTG SHS 15101Q10 1121 132998 SH SHARED 132998 D CELESTICA INC SUB VTG SHS 15101Q10 895 106200 SH SHARED 02 106200 D CELGENE CORP COM 15102010 791 12394 SH SHARED 12394 D CELGENE CORP COM 15102010 29830 467052 SH SHARED 465102 1950 D CELGENE CORP COM 15102010 37822 592177 SH SHARED 01 338147 254030 D CELGENE CORP COM 15102010 16219 253945 SH SHR/OTHR 01 253945 D CELGENE CORP COM 15102010 877 13734 SH SHARED 02 1444 12290 D CELGENE CORP COM 15102010 29 469 SH SHARED 04 469 D CELGENE CORP COM 15102010 34996 547933 SH SHARED 04 547933 D CELGENE CORP COM 15102010 12 190 SH SHARED 05 190 D CELGENE CORP COM 15102010 3833 60020 SH SHARED 06 46650 13370 D CELGENE CORP COM 15102010 62566 979598 SH SHARED 10 971470 8128 D CELGENE CORP COM 15102010 249 3900 SH SHARED 14 3900 D CELGENE CORP COM 15102010 6195 97002 SH SHARED 19 97002 D CELGENE CORP COM 15102010 4739 74210 SH SHARED 20 43280 175 30755 D CELGENE CORP COM 15102010 2257 35340 SH SHR/OTHR 20 35340 D CELGENE CORP COM 15102010 790 12375 SH SHARED 21 12375 D CELGENE CORP COM 15102010 81 1270 SH SHR/OTHR 21 1270 D CELGENE CORP COM 15102010 2453 38416 SH SHARED 22 31656 6760 D CELGENE CORP COM 15102010 253 3975 SH SHR/OTHR 22 3975 D CELGENE CORP COM 15102010 6421 100538 SH SHARED 23 95833 4705 D CELGENE CORP COM 15102010 8106 126916 SH SHR/OTHR 23 126916 D CELSION CORPORATION COM NEW 15117N30 1 438 SH SHARED 438 D CEMEX SAB DE CV SPON ADR NEW 15129088 44066 1784059 SH SHARED 1782816 1243 D CEMEX SAB DE CV SPON ADR NEW 15129088 13248 536365 SH SHARED 01 536365 D CEMEX SAB DE CV SPON ADR NEW 15129088 10 415 SH SHR/OTHR 01 415 D CEMEX SAB DE CV SPON ADR NEW 15129088 1528 61887 SH SHARED 02 61887 D CEMEX SAB DE CV SPON ADR NEW 15129088 2099 85000 SH SHARED 04 85000 D CEMEX SAB DE CV SPON ADR NEW 15129088 30432 1232077 SH SHARED 10 1232077 D CEMEX SAB DE CV SPON ADR NEW 15129088 25 1015 SH SHARED 23 1015 D CEMEX SAB DE CV SPON ADR NEW 15129088 96 3921 SH SHR/OTHR 23 3921 D CEMEX SAB DE CV SPON ADR NEW 15129088 42 1725 SH SHARED 24 1725 D CENTENNIAL COMMUNCTNS CORP N CL A NEW 15133V20 878 125669 SH SHARED 125669 D CENTENNIAL COMMUNCTNS CORP N CL A NEW 15133V20 65 9400 SH SHARED 01 9400 D CENTENNIAL COMMUNCTNS CORP N CL A NEW 15133V20 69 10000 SH SHARED 02 10000 D CENTENNIAL COMMUNCTNS CORP N CL A NEW 15133V20 927 132700 SH SHARED 10 132700 D CENTENE CORP DEL COM 15135B10 806 48039 SH SHARED 48039 D CENTENE CORP DEL COM 15135B10 1222 72825 SH SHARED 01 72825 D CENTENE CORP DEL COM 15135B10 1722 102600 SH SHR/OTHR 01 102600 D CENTENE CORP DEL COM 15135B10 70 4202 SH SHARED 02 4202 D CENTENE CORP DEL COM 15135B10 18454 1099133 SH SHARED 10 1099133 D CENTER BANCORP INC COM 15140810 4 484 SH SHARED 484 D CENTER FINL CORP CALIF COM 15146E10 3 413 SH SHARED 413 D CENTERLINE HOLDINGS CO SH BEN INT 15188T10 434 260125 SH SHARED 260125 D CENTERLINE HOLDINGS CO SH BEN INT 15188T10 0 25 SH SHARED 01 25 D CENTERPOINT ENERGY INC COM 15189T10 7815 486950 SH SHARED 486950 D CENTERPOINT ENERGY INC COM 15189T10 539 33608 SH SHARED 01 31801 1807 D CENTERPOINT ENERGY INC COM 15189T10 1100 68562 SH SHARED 02 68062 500 D CENTERPOINT ENERGY INC COM 15189T10 40 2500 SH SHARED 04 2500 D CENTERPOINT ENERGY INC COM 15189T10 4 300 SH SHARED 05 300 D CENTERPOINT ENERGY INC COM 15189T10 603 37600 SH SHARED 06 28000 9600 D CENTERPOINT ENERGY INC COM 15189T10 2437 151847 SH SHARED 10 151847 D CENTERPOINT ENERGY INC COM 15189T10 186 11609 SH SHARED 14 11609 D CENTERPOINT ENERGY INC COM 15189T10 231 14400 SH SHR/OTHR 23 14400 D CENTERPLATE INC UNIT 99/99/9999 15200E20 3 750 SH SHARED 02 750 D CENTERPLATE INC UNIT 99/99/9999 15200E20 647 133800 SH SHARED 10 133800 D CENTERSTATE BKS FLA INC COM 15201P10 0 54 SH SHARED 54 D CENTEX CORP COM 15231210 3431 256672 SH SHARED 256672 D CENTEX CORP COM 15231210 230 17224 SH SHARED 01 17224 D CENTEX CORP COM 15231210 1488 111355 SH SHARED 02 111355 D CENTEX CORP COM 15231210 1 100 SH SHARED 05 100 D CENTEX CORP COM 15231210 271 20330 SH SHARED 06 17200 3130 D CENTEX CORP COM 15231210 670 50153 SH SHARED 10 50153 D CENTEX CORP COM 15231210 40 3000 SH SHARED 23 3000 D CENTILLIUM COMMUNICATIONS IN COM 15231910 1 1542 SH SHARED 1542 D CENTRAL BANCORP INC MASS COM 15241810 0 28 SH SHARED 28 D CENTRAL EUROPEAN DIST CORP NOTE 3.000% 3/1 153435AA 13046 10273000 PRN SHARED 10273000 D CENTRAL EUROPEAN DIST CORP COM 15343510 1118 15091 SH SHARED 15091 D CENTRAL EUROPEAN DIST CORP COM 15343510 4 65 SH SHARED 01 65 D CENTRAL EUROPEAN DIST CORP COM 15343510 251 3395 SH SHARED 02 3200 195 D CENTRAL EUROPEAN DIST CORP COM 15343510 1344 18130 SH SHARED 10 18130 D CENTRAL EUROPE AND RUSSIA FD COM 15343610 2031 38532 SH SHARED 02 38532 D CENTRAL FED CORP COM 15346Q10 0 119 SH SHARED 119 D CENTRAL FD CDA LTD CL A 15350110 129 10000 SH SHARED 01 10000 D CENTRAL GARDEN & PET CO COM 15352710 2 515 SH SHARED 515 D CENTRAL GARDEN & PET CO CL A NON-VTG 15352720 26 6406 SH SHARED 6406 D CENTRAL GARDEN & PET CO CL A NON-VTG 15352720 36 8800 SH SHARED 01 8800 D CENTRAL GARDEN & PET CO CL A NON-VTG 15352720 0 3 SH SHARED 02 3 D CENTRAL GARDEN & PET CO CL A NON-VTG 15352720 124 30300 SH SHARED 10 30300 D CENTRAL JERSEY BANCORP NJ COM 15377010 1 237 SH SHARED 237 D CENTRAL PAC FINL CORP COM 15476010 242 22782 SH SHARED 22782 D CENTRAL PAC FINL CORP COM 15476010 55 5200 SH SHARED 01 5200 D CENTRAL PAC FINL CORP COM 15476010 1 117 SH SHARED 02 117 D CENTRAL PAC FINL CORP COM 15476010 143 13500 SH SHARED 10 13500 D CENTRAL SUN MINING INC COM 15543210 213 108865 SH SHARED 108865 D CENTRAL VALLEY CMNTY BANCORP COM 15568510 1 126 SH SHARED 126 D CENTRAL VT PUB SVC CORP COM 15577110 14 767 SH SHARED 767 D CENTRAL VT PUB SVC CORP COM 15577110 1 56 SH SHARED 02 56 D CENTRAL VT PUB SVC CORP COM 15577110 29 1500 SH SHARED 23 1500 D CENTRAL VT PUB SVC CORP COM 15577110 29 1500 SH SHR/OTHR 23 1500 D CENTRAL VA BANKSHARES INC COM 15579210 1 66 SH SHARED 66 D CENTRUE FINL CORP NEW COM 15643B10 1 132 SH SHARED 132 D CENTURY ALUM CO COM 15643110 2955 44457 SH SHARED 44457 D CENTURY ALUM CO COM 15643110 288 4346 SH SHARED 02 4346 D CENTURY ALUM CO COM 15643110 17493 263100 SH SHARED 10 263100 D CENTURY BANCORP INC CL A NON VTG 15643210 1 82 SH SHARED 82 D CENTURY CASINOS INC COM 15649210 1 542 SH SHARED 542 D CEPHEID COM 15670R10 147 5260 SH SHARED 5260 D CEPHEID COM 15670R10 84 3000 SH SHARED 01 3000 D CEPHEID COM 15670R10 151 5383 SH SHARED 02 383 5000 D CEPHEID COM 15670R10 2897 103050 SH SHARED 04 103050 D CEPHEID COM 15670R10 1801 64076 SH SHARED 10 64076 D CENVEO INC COM 15670S10 20 2136 SH SHARED 2136 D CENVEO INC COM 15670S10 66 6800 SH SHARED 01 6800 D CENVEO INC COM 15670S10 67 6902 SH SHARED 02 6902 D CENTURYTEL INC COM 15670010 11726 329502 SH SHARED 329502 D CENTURYTEL INC COM 15670010 998 28051 SH SHARED 01 21911 6140 D CENTURYTEL INC COM 15670010 72 2050 SH SHR/OTHR 01 2050 D CENTURYTEL INC COM 15670010 715 20115 SH SHARED 02 20115 D CENTURYTEL INC COM 15670010 738 20750 SH SHARED 06 18950 1800 D CENTURYTEL INC COM 15670010 7138 200578 SH SHARED 10 200578 D CENTURYTEL INC COM 15670010 250 7052 SH SHARED 20 1572 5480 D CENTURYTEL INC COM 15670010 91 2569 SH SHR/OTHR 20 2569 D CENTURYTEL INC COM 15670010 11 335 SH SHR/OTHR 21 335 D CENTURYTEL INC COM 15670010 17 500 SH SHARED 22 500 D CENTURYTEL INC COM 15670010 88 2500 SH SHARED 23 2500 D CENTURYTEL INC COM 15670010 8 225 SH SHR/OTHR 23 225 D CEPHALON INC NOTE 6/1 156708AL 13 11000 PRN SHARED 02 11000 D CEPHALON INC NOTE 2.000% 6/0 156708AP 5358 3500000 PRN SHARED 02 3500000 D CEPHALON INC COM 15670810 113553 1702701 SH SHARED 1702701 D CEPHALON INC COM 15670810 1493 22400 SH SHARED 01 22400 D CEPHALON INC COM 15670810 266 4002 SH SHARED 02 4002 D CEPHALON INC COM 15670810 5366 80466 SH SHARED 04 80466 D CEPHALON INC COM 15670810 46 700 SH SHARED 06 200 500 D CEPHALON INC COM 15670810 188 2832 SH SHARED 10 2832 D CEPHALON INC COM 15670810 5 75 SH SHR/OTHR 23 75 D CERADYNE INC COM 15671010 255 7435 SH SHARED 7435 D CERADYNE INC COM 15671010 34 1000 SH SHARED 01 1000 D CERADYNE INC COM 15671010 168 4915 SH SHARED 02 4915 D CERADYNE INC COM 15671010 332 9700 SH SHARED 10 9700 D CERNER CORP COM 15678210 916 20276 SH SHARED 20276 D CERNER CORP COM 15678210 1114 24660 SH SHARED 01 2000 22660 D CERNER CORP COM 15678210 27 601 SH SHARED 02 601 D CERNER CORP COM 15678210 3569 79000 SH SHARED 04 79000 D CERNER CORP COM 15678210 259 5740 SH SHARED 10 5740 D CERUS CORP COM 15708510 6 1659 SH SHARED 1659 D CERUS CORP COM 15708510 955 233631 SH SHARED 02 233631 D CEVA INC COM 15721010 27 3429 SH SHARED 3429 D CHAD THERAPEUTICS INC COM 15722810 0 241 SH SHARED 241 D CHAMPION ENTERPRISES INC COM 15849610 33 5674 SH SHARED 5674 D CHAMPION ENTERPRISES INC COM 15849610 38 6590 SH SHARED 01 6590 D CHAMPION ENTERPRISES INC COM 15849610 0 1 SH SHARED 02 1 D CHAMPION ENTERPRISES INC COM 15849610 220 37709 SH SHARED 10 37709 D CHAMPION INDS INC W VA COM 15852010 0 148 SH SHARED 148 D CHANNELL COML CORP COM 15918610 0 164 SH SHARED 164 D CHARLES & COLVARD LTD COM 15976510 0 399 SH SHARED 399 D CHARLES RIVER ASSOCIATES DBCV 2.875% 6/1 159852AB 1112 1000000 PRN SHARED 1000000 D CHARLES RIV LABS INTL INC NOTE 2.250% 6/1 159864AB 7100 5000000 PRN SHARED 5000000 D CHARLES RIV LABS INTL INC NOTE 2.250% 6/1 159864AB 2636 1857000 PRN SHARED 02 1857000 D CHARLES RIV LABS INTL INC COM 15986410 1426 22324 SH SHARED 22324 D CHARLES RIV LABS INTL INC COM 15986410 1406 22000 SH SHARED 01 22000 D CHARLES RIV LABS INTL INC COM 15986410 18 297 SH SHARED 02 297 D CHARLES RIV LABS INTL INC COM 15986410 2301 36000 SH SHARED 04 36000 D CHARLES RIV LABS INTL INC COM 15986410 25 400 SH SHARED 06 400 D CHARLES RIV LABS INTL INC COM 15986410 15424 241310 SH SHARED 10 241310 D CHARLES RIV LABS INTL INC COM 15986410 63 1000 SH SHARED 14 1000 D CHARLOTTE RUSSE HLDG INC COM 16104810 882 49682 SH SHARED 49682 D CHARLOTTE RUSSE HLDG INC COM 16104810 408 23000 SH SHARED 02 23000 D CHARLOTTE RUSSE HLDG INC COM 16104810 81 4600 SH SHARED 10 4600 D CHARMING SHOPPES INC NOTE 1.125% 5/0 161133AE 6060 10000000 PRN SHARED 10000000 D CHARMING SHOPPES INC COM 16113310 910 198303 SH SHARED 198303 D CHARMING SHOPPES INC COM 16113310 195 42600 SH SHARED 01 42600 D CHARMING SHOPPES INC COM 16113310 16 3621 SH SHARED 02 3621 D CHARMING SHOPPES INC COM 16113310 329 71700 SH SHARED 10 71700 D CHART INDS INC COM PAR $0.01 16115Q30 6934 142573 SH SHARED 142573 D CHART INDS INC COM PAR $0.01 16115Q30 68 1400 SH SHARED 01 500 900 D CHART INDS INC COM PAR $0.01 16115Q30 61 1269 SH SHARED 02 1269 D CHART INDS INC COM PAR $0.01 16115Q30 583 12000 SH SHARED 04 12000 D CHART INDS INC COM PAR $0.01 16115Q30 209 4300 SH SHARED 10 4300 D CHARTER COMMUNICATIONS INC D NOTE 6.500%10/0 16117MAF 1511 3250000 PRN SHARED 02 3250000 D CHARTER COMMUNICATIONS INC D CL A 16117M10 402 383107 SH SHARED 383107 D CHARTER COMMUNICATIONS INC D CL A 16117M10 2 2000 SH SHARED 01 2000 D CHARTER COMMUNICATIONS INC D CL A 16117M10 11 10758 SH SHARED 02 1658 9100 D CHARTER 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FACTORY INC COM 16307210 1045 65722 SH SHARED 02 58636 7086 D CHEESECAKE FACTORY INC COM 16307210 1217 76535 SH SHARED 10 55935 20600 D CHELSEA THERAPEUTICS INTL LT COM 16342810 3 681 SH SHARED 681 D CHEMED CORP NEW NOTE 1.875% 5/1 16359RAC 5640 7500000 PRN SHARED 7500000 D CHEMED CORP NEW COM 16359R10 202 5530 SH SHARED 5530 D CHEMED CORP NEW COM 16359R10 41 1125 SH SHARED 01 1125 D CHEMED CORP NEW COM 16359R10 131 3601 SH SHARED 02 3601 D CHEMED CORP NEW COM 16359R10 54 1500 SH SHARED 10 1500 D CHEMED CORP NEW COM 16359R10 31 850 SH SHARED 21 850 D CHEMED CORP NEW COM 16359R10 54 1500 SH SHARED 23 1500 D CHEMICAL FINL CORP COM 16373110 290 14222 SH SHARED 02 14222 D CHEMICAL FINL CORP COM 16373110 97 4800 SH SHARED 10 4800 D CHEMTURA CORP COM 16389310 7430 1272324 SH SHARED 1272324 D CHEMTURA CORP COM 16389310 428 73401 SH SHARED 01 1 73400 D CHEMTURA CORP COM 16389310 1422 243504 SH SHARED 02 243504 D CHEMTURA CORP COM 16389310 4 700 SH SHARED 06 700 D CHEMTURA CORP COM 16389310 466 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CHURCHILL VENTURES LTD *W EXP 03/01/201 17157P11 38 200000 SH SHARED 200000 D CHYRON CORP COM PAR $.01 17160530 1 333 SH SHARED 333 D CIBER INC COM 17163B10 36 5798 SH SHARED 5798 D CIBER INC COM 17163B10 58 9423 SH SHARED 02 9423 D CIBER INC COM 17163B10 307 49500 SH SHARED 10 49500 D CIENA CORP NOTE 0.875% 6/1 171779AE 6015 7500000 PRN SHARED 7500000 D CIENA CORP COM NEW 17177930 2882 124426 SH SHARED 124426 D CIENA CORP COM NEW 17177930 180 7807 SH SHARED 01 7807 D CIENA CORP COM NEW 17177930 3024 130534 SH SHARED 02 130534 D CIENA CORP COM NEW 17177930 654 28228 SH SHARED 04 28228 D CIENA CORP COM NEW 17177930 222 9599 SH SHARED 06 7599 2000 D CIENA CORP COM NEW 17177930 12324 531915 SH SHARED 10 531915 D CIMAREX ENERGY CO COM 17179810 2886 41429 SH SHARED 36329 5100 D CIMAREX ENERGY CO COM 17179810 1952 28020 SH SHARED 01 2020 26000 D CIMAREX ENERGY CO COM 17179810 4516 64821 SH SHARED 02 14936 49885 D CIMAREX ENERGY CO COM 17179810 362 5200 SH SHARED 06 4700 500 D CIMAREX ENERGY CO COM 17179810 15770 226363 SH SHARED 10 208663 17700 D CIMAREX ENERGY CO COM 17179810 362 5200 SH SHARED 14 5200 D CIMAREX ENERGY CO COM 17179810 9 135 SH SHARED 21 135 D CINCINNATI BELL INC NEW COM 17187110 150 37709 SH SHARED 37709 D CINCINNATI BELL INC NEW COM 17187110 381 95900 SH SHARED 01 13100 82800 D CINCINNATI BELL INC NEW COM 17187110 2 660 SH SHARED 02 660 D CINCINNATI BELL INC NEW COM 17187110 1291 324500 SH SHARED 10 324500 D CINCINNATI BELL INC NEW PFD CV DEP1/20 17187140 20 500 SH SHARED 23 500 D CINCINNATI FINL CORP COM 17206210 2334 91897 SH SHARED 91897 D CINCINNATI FINL CORP COM 17206210 411 16220 SH SHARED 01 16220 D CINCINNATI FINL CORP COM 17206210 1093 43044 SH SHARED 02 43044 D CINCINNATI FINL CORP COM 17206210 2 80 SH SHARED 05 80 D CINCINNATI FINL CORP COM 17206210 8510 335076 SH SHARED 06 17323 317753 D CINCINNATI FINL CORP COM 17206210 9916 390398 SH SHARED 10 390398 D CINCINNATI FINL CORP COM 17206210 43 1700 SH SHARED 14 1700 D CINCINNATI FINL CORP COM 17206210 111 4391 SH SHARED 20 4391 D CINCINNATI FINL CORP COM 17206210 106 4190 SH SHR/OTHR 20 4190 D CINEMARK HOLDINGS INC COM 17243V10 4 339 SH SHARED 339 D CINEMARK HOLDINGS INC COM 17243V10 3 270 SH SHARED 02 270 D CIPRICO INC COM 17252910 0 121 SH SHARED 121 D CIRCOR INTL INC COM 17273K10 521 10638 SH SHARED 10638 D CIRCOR INTL INC COM 17273K10 57 1166 SH SHARED 02 106 1060 D CIRCOR INTL INC COM 17273K10 324 6618 SH SHARED 10 6618 D CIRCUIT CITY STORE INC COM 17273710 11293 3907746 SH SHARED 3907746 D CIRCUIT CITY STORE INC COM 17273710 18 6424 SH SHARED 01 6424 D CIRCUIT CITY STORE INC COM 17273710 285 98780 SH SHARED 02 98780 D CIRCUIT CITY STORE INC COM 17273710 143 49800 SH SHARED 10 49800 D CISCO SYS INC COM 17275R10 3845 165314 SH SHARED 20175 145139 D CISCO SYS INC COM 17275R10 187152 8046117 SH SHARED 7938707 107410 D CISCO SYS INC COM 17275R10 48292 2076205 SH SHARED 01 1454456 500 620249 D CISCO SYS INC COM 17275R10 13018 559716 SH SHR/OTHR 01 559716 D CISCO SYS INC COM 17275R10 22842 982052 SH SHARED 02 794989 187063 D CISCO SYS INC COM 17275R10 510 21960 SH SHARED 04 21960 D CISCO SYS INC COM 17275R10 263826 11342490 SH SHARED 04 11342490 D CISCO SYS INC COM 17275R10 12367 531709 SH SHARED 05 531709 D CISCO SYS INC COM 17275R10 51524 2215151 SH SHARED 06 1575343 639808 D CISCO SYS INC COM 17275R10 232922 10013863 SH SHARED 10 9156473 857390 D CISCO SYS INC COM 17275R10 4 200 SH SHR/OTHR 10 200 D CISCO SYS INC COM 17275R10 4468 192123 SH SHARED 14 73200 118923 D CISCO SYS INC COM 17275R10 2058 88500 SH SHARED 15 88500 D CISCO SYS INC COM 17275R10 6197 266448 SH SHARED 19 266448 D CISCO SYS INC COM 17275R10 10077 433266 SH SHARED 20 226780 500 205986 D CISCO SYS INC COM 17275R10 4539 195178 SH SHR/OTHR 20 195178 D CISCO SYS INC COM 17275R10 1813 77952 SH SHARED 21 43069 34883 D CISCO SYS INC COM 17275R10 517 22245 SH SHR/OTHR 21 22245 D CISCO SYS INC COM 17275R10 2464 105950 SH SHARED 22 74940 31010 D CISCO SYS INC COM 17275R10 814 34998 SH SHR/OTHR 22 34998 D CISCO SYS INC COM 17275R10 10552 453688 SH SHARED 23 406718 46970 D CISCO SYS INC COM 17275R10 19190 825049 SH SHR/OTHR 23 825049 D CISCO SYS INC COM 17275R10 350 15050 SH SHARED 24 15050 D CIRRUS LOGIC INC COM 17275510 759 136657 SH SHARED 136657 D CIRRUS LOGIC INC COM 17275510 42 7601 SH SHARED 02 7601 D CITADEL BROADCASTING CORP COM 17285T10 0 520 SH SHARED 520 D CITADEL BROADCASTING CORP COM 17285T10 116 95266 SH SHARED 95217 49 D CITADEL BROADCASTING CORP COM 17285T10 6 5071 SH SHARED 01 2879 2192 D CITADEL BROADCASTING CORP COM 17285T10 0 15 SH SHR/OTHR 01 15 D CITADEL BROADCASTING CORP COM 17285T10 57 46753 SH SHARED 02 9224 37529 D CITADEL BROADCASTING CORP COM 17285T10 43 36057 SH SHARED 10 36057 D CITADEL BROADCASTING CORP COM 17285T10 0 32 SH SHARED 20 32 D CITADEL BROADCASTING CORP COM 17285T10 0 192 SH SHARED 21 191 1 D CITADEL BROADCASTING CORP COM 17285T10 1 1016 SH SHARED 23 786 230 D CITADEL BROADCASTING CORP COM 17285T10 1 1379 SH SHR/OTHR 23 1379 D CINTAS 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SH SHARED 197 D CITRIX SYS INC COM 17737610 13424 456457 SH SHARED 456457 D CITRIX SYS INC COM 17737610 575 19575 SH SHARED 01 19575 D CITRIX SYS INC COM 17737610 1029 34993 SH SHARED 02 28174 6819 D CITRIX SYS INC COM 17737610 3735 127000 SH SHARED 04 127000 D CITRIX SYS INC COM 17737610 23917 813250 SH SHARED 06 282200 531050 D CITRIX SYS INC COM 17737610 32161 1093540 SH SHARED 10 1093540 D CITRIX SYS INC COM 17737610 29 1000 SH SHARED 22 1000 D CITRIX SYS INC COM 17737610 30 1050 SH SHR/OTHR 22 1050 D CITRIX SYS INC COM 17737610 5 200 SH SHR/OTHR 23 200 D CITY BK LYNNWOOD WASH COM 17770A10 6 746 SH SHARED 746 D CITY BK LYNNWOOD WASH COM 17770A10 0 60 SH SHARED 02 60 D CITY BK LYNNWOOD WASH COM 17770A10 121 14100 SH SHARED 10 14100 D CITY HLDG CO COM 17783510 389 9545 SH SHARED 9545 D CITY HLDG CO COM 17783510 40 1000 SH SHARED 01 1000 D CITY HLDG CO COM 17783510 2 64 SH SHARED 02 64 D CITY HLDG CO COM 17783510 5438 133400 SH SHARED 10 133400 D CITY NATL CORP COM 17856610 287 6823 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COLA ENTERPRISES INC COM 19121910 534 30900 SH SHARED 01 27100 3800 D COCA COLA ENTERPRISES INC COM 19121910 46 2700 SH SHR/OTHR 01 2700 D COCA COLA ENTERPRISES INC COM 19121910 874 50541 SH SHARED 02 50541 D COCA COLA ENTERPRISES INC COM 19121910 863 49900 SH SHARED 06 41600 8300 D COCA COLA ENTERPRISES INC COM 19121910 7864 454611 SH SHARED 10 433011 21600 D COCA COLA ENTERPRISES INC COM 19121910 178 10300 SH SHARED 14 10300 D COCA COLA FEMSA S A B DE C V SPON ADR REP L 19124110 1347 23902 SH SHARED 23902 D CODORUS VY BANCORP INC COM 19202510 1 91 SH SHARED 91 D COEUR D ALENE MINES CORP IDA NOTE 1.250% 1/1 192108AQ 886 1064000 PRN SHARED 1064000 D COEUR D ALENE MINES CORP IDA NOTE 1.250% 1/1 192108AQ 9719 11668000 PRN SHARED 02 11606000 62000 D COEUR D ALENE MINES CORP IDA NOTE 3.250% 3/1 192108AR 1021 1212000 PRN SHARED 1212000 D COEUR D ALENE MINES CORP IDA NOTE 3.250% 3/1 192108AR 7909 9382000 PRN SHARED 02 9382000 D COEUR D ALENE MINES CORP IDA COM 19210810 246 84940 SH SHARED 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111403 1612200 SH SHARED 04 1612200 D COLGATE PALMOLIVE CO COM 19416210 12 180 SH SHARED 05 180 D COLGATE PALMOLIVE CO COM 19416210 10026 145100 SH SHARED 06 65600 79500 D COLGATE PALMOLIVE CO COM 19416210 167485 2423807 SH SHARED 10 2376702 47105 D COLGATE PALMOLIVE CO COM 19416210 149 2167 SH SHR/OTHR 10 2167 D COLGATE PALMOLIVE CO COM 19416210 1602 23190 SH SHARED 14 10400 12790 D COLGATE PALMOLIVE CO COM 19416210 69 1000 SH SHARED 19 1000 D COLGATE PALMOLIVE CO COM 19416210 2821 40826 SH SHARED 20 34731 95 6000 D COLGATE PALMOLIVE CO COM 19416210 5088 73635 SH SHR/OTHR 20 73635 D COLGATE PALMOLIVE CO COM 19416210 634 9180 SH SHARED 21 8648 532 D COLGATE PALMOLIVE CO COM 19416210 48 700 SH SHR/OTHR 21 700 D COLGATE PALMOLIVE CO COM 19416210 2143 31027 SH SHARED 22 23386 7641 D COLGATE PALMOLIVE CO COM 19416210 449 6512 SH SHR/OTHR 22 6512 D COLGATE PALMOLIVE CO COM 19416210 8437 122101 SH SHARED 23 109461 12640 D COLGATE PALMOLIVE CO COM 19416210 8696 125854 SH SHR/OTHR 23 125854 D COLLECTORS UNIVERSE INC COM NEW 19421R20 1 178 SH SHARED 178 D COLLECTIVE BRANDS INC COM 19421W10 467 40233 SH SHARED 40233 D COLLECTIVE BRANDS INC COM 19421W10 280 24126 SH SHARED 01 3248 20878 D COLLECTIVE BRANDS INC COM 19421W10 45 3901 SH SHARED 02 3901 D COLLECTIVE BRANDS INC COM 19421W10 234 20200 SH SHARED 10 20200 D COLLECTIVE BRANDS INC COM 19421W10 0 15 SH SHARED 23 15 D COLLEGIATE PACIFIC INC NOTE 5.750%12/0 194589AB 6426 6750000 PRN SHARED 6750000 D COLONIAL BANCGROUP INC COM 19549330 7989 1807581 SH SHARED 1807581 D COLONIAL BANCGROUP INC COM 19549330 192 43500 SH SHARED 01 10100 33400 D COLONIAL BANCGROUP INC COM 19549330 940 212742 SH SHARED 02 211937 805 D COLONIAL BANCGROUP INC COM 19549330 279 63200 SH SHARED 10 63200 D COLONIAL BANCGROUP INC COM 19549330 193 43814 SH SHARED 14 43814 D COLONIAL BANCGROUP INC COM 19549330 13 3000 SH SHR/OTHR 23 3000 D COLONIAL BANKSHARES INC COM 19557210 2 266 SH SHARED 266 D COLONIAL PPTYS TR COM SH BEN INT 19587210 3037 151735 SH SHARED 151735 D COLONIAL PPTYS TR COM SH BEN INT 19587210 68 3400 SH SHARED 01 3400 D COLONIAL PPTYS TR COM SH BEN INT 19587210 649 32428 SH SHARED 02 31968 460 D COLONIAL PPTYS TR COM SH BEN INT 19587210 228 11400 SH SHARED 10 11400 D COLONIAL PPTYS TR COM SH BEN INT 19587210 15007 749623 SH SHARED 11 749623 D COLONIAL PPTYS TR COM SH BEN INT 19587210 34 1700 SH SHARED 21 1700 D COLONY BANKCORP INC COM 19623P10 1 163 SH SHARED 163 D COLUMBIA BANCORP ORE COM 19723110 10 1405 SH SHARED 1405 D COLUMBIA BKG SYS INC COM 19723610 158 8174 SH SHARED 8174 D COLUMBIA BKG SYS INC COM 19723610 1 91 SH SHARED 02 91 D COLUMBIA BKG SYS INC COM 19723610 9937 514100 SH SHARED 10 514100 D COLUMBIA LABS INC COM 19777910 12 3800 SH SHARED 3800 D COLUMBIA LABS INC COM 19777910 23 7255 SH SHARED 02 3855 3400 D COLUMBIA SPORTSWEAR CO COM 19851610 306 8348 SH SHARED 8348 D COLUMBIA SPORTSWEAR CO COM 19851610 205 5602 SH SHARED 02 5602 D COLUMBIA SPORTSWEAR CO COM 19851610 191 5200 SH SHARED 10 5200 D COLUMBUS ACQUISITION CORP COM 19885110 8667 1134526 SH SHARED 1134526 D COLUMBUS ACQUISITION CORP *W EXP 05/18/201 19885111 26 127593 SH SHARED 127593 D COLUMBUS MCKINNON CORP N Y COM 19933310 1111 46170 SH SHARED 46170 D COLUMBUS MCKINNON CORP N Y COM 19933310 67 2810 SH SHARED 01 2810 D COLUMBUS MCKINNON CORP N Y COM 19933310 49 2075 SH SHARED 02 1900 175 D COLUMBUS MCKINNON CORP N Y COM 19933310 2459 102140 SH SHARED 10 102140 D COMFORT SYS USA INC COM 19990810 364 27086 SH SHARED 27086 D COMFORT SYS USA INC COM 19990810 84 6300 SH SHARED 01 6300 D COMFORT SYS USA INC COM 19990810 221 16510 SH SHARED 02 16205 305 D COMFORT SYS USA INC COM 19990810 1921 143000 SH SHARED 10 143000 D COMARCO INC COM 20008010 0 157 SH SHARED 157 D COMBIMATRIX CORPORATION COM 20009T10 1 155 SH SHARED 155 D COMBINATORX INC COM 20010A10 353 99464 SH SHARED 99464 D COMBINATORX INC COM 20010A10 354 99951 SH SHARED 04 99951 D COMCAST CORP NEW CL A 20030N10 127532 6722875 SH SHARED 6680775 42100 D COMCAST CORP NEW CL A 20030N10 7098 374182 SH SHARED 01 369186 4996 D COMCAST CORP NEW CL A 20030N10 764 40300 SH SHR/OTHR 01 40300 D COMCAST CORP NEW CL A 20030N10 14286 753103 SH SHARED 02 728900 24203 D COMCAST CORP NEW CL A 20030N10 4051 213600 SH SHARED 04 213600 D COMCAST CORP NEW CL A 20030N10 18 970 SH SHARED 05 970 D COMCAST CORP NEW CL A 20030N10 25571 1347971 SH SHARED 06 684119 663852 D COMCAST CORP NEW CL A 20030N10 105773 5575836 SH SHARED 10 5408986 166850 D COMCAST CORP NEW CL A 20030N10 300 15850 SH SHARED 14 15850 D COMCAST CORP NEW CL A 20030N10 61 3231 SH SHARED 20 3231 D COMCAST CORP NEW CL A 20030N10 194 10240 SH SHARED 21 10240 D COMCAST CORP NEW CL A 20030N10 34 1800 SH SHARED 22 854 946 D COMCAST CORP NEW CL A 20030N10 191 10091 SH SHARED 23 2141 7950 D COMCAST CORP NEW CL A 20030N10 230 12132 SH SHR/OTHR 23 12132 D COMCAST CORP NEW CL A SPL 20030N20 71225 3796644 SH SHARED 3796644 D COMCAST CORP NEW CL A SPL 20030N20 970 51724 SH SHARED 01 44400 7324 D COMCAST CORP NEW CL A SPL 20030N20 54 2925 SH SHR/OTHR 01 2925 D COMCAST CORP NEW CL A SPL 20030N20 1281 68331 SH SHARED 02 68331 D COMCAST CORP NEW CL A SPL 20030N20 127 6800 SH SHARED 04 6800 D COMCAST CORP NEW CL A SPL 20030N20 7 420 SH SHARED 05 420 D COMCAST CORP NEW CL A SPL 20030N20 397 21195 SH SHARED 06 10275 10920 D COMCAST CORP NEW CL A SPL 20030N20 6462 344500 SH SHARED 10 344500 D COMCAST CORP NEW CL A SPL 20030N20 107 5737 SH SHARED 14 5737 D COMCAST CORP NEW CL A SPL 20030N20 21 1162 SH SHARED 20 1162 D COMCAST CORP NEW CL A SPL 20030N20 192 10243 SH SHR/OTHR 20 10243 D COMCAST CORP NEW CL A SPL 20030N20 154 8250 SH SHARED 22 6427 1823 D COMCAST CORP NEW CL A SPL 20030N20 204 10920 SH SHARED 23 10020 900 D COMCAST CORP NEW CL A SPL 20030N20 332 17705 SH SHR/OTHR 23 17705 D COMERICA INC COM 20034010 12926 504363 SH SHARED 504363 D COMERICA INC COM 20034010 385 15025 SH SHARED 01 15025 D COMERICA INC COM 20034010 2977 116181 SH SHARED 02 115656 525 D COMERICA INC COM 20034010 2178 85000 SH SHARED 04 85000 D COMERICA INC COM 20034010 2 100 SH SHARED 05 100 D COMERICA INC COM 20034010 15520 605543 SH SHARED 06 43500 562043 D COMERICA INC COM 20034010 8263 322402 SH SHARED 10 322402 D COMERICA INC COM 20034010 164 6416 SH SHARED 20 3225 3191 D COMERICA INC COM 20034010 8 347 SH SHR/OTHR 20 347 D COMERICA INC COM 20034010 19 778 SH SHARED 21 778 D COMERICA INC COM 20034010 415 16200 SH SHARED 23 16200 D COMERICA INC COM 20034010 115 4500 SH SHR/OTHR 23 4500 D COMFORCE CORP COM 20038K10 0 291 SH SHARED 291 D COMM BANCORP INC COM 20046810 1 38 SH SHARED 38 D COMMAND SEC CORP COM 20050L10 0 151 SH SHARED 151 D COMMERCE BANCSHARES INC COM 20052510 1183 29852 SH SHARED 29852 D COMMERCE BANCSHARES INC COM 20052510 820 20698 SH SHARED 01 898 19800 D COMMERCE BANCSHARES INC COM 20052510 397 10028 SH SHARED 02 10028 D COMMERCE BANCSHARES INC COM 20052510 154 3885 SH SHARED 10 3885 D COMMERCE ENERGY GROUP INC COM 20061Q10 0 685 SH SHARED 685 D COMMERCIAL METALS CO COM 20172310 889 23600 SH SHARED 23600 D COMMERCIAL METALS CO COM 20172310 158715 4209949 SH SHARED 4209949 D COMMERCIAL METALS CO COM 20172310 1417 37600 SH SHARED 01 37600 D COMMERCIAL METALS CO COM 20172310 532 14130 SH SHARED 02 9880 4250 D COMMERCIAL METALS CO COM 20172310 9852 261337 SH SHARED 10 197537 63800 D COMMERCIAL METALS CO COM 20172310 6 160 SH SHARED 21 160 D COMMERCIAL VEH GROUP INC COM 20260810 0 102 SH SHARED 02 102 D COMMERCIAL VEH GROUP INC COM 20260810 88 9500 SH SHARED 10 9500 D COMMONWEALTH BANKSHARES INC COM 20273610 2 179 SH SHARED 179 D COMMONWEALTH BIOTECHNOLOGIES COM 20273910 0 86 SH SHARED 86 D COMMSCOPE INC SDCV 1.000% 3/1 203372AD 609 250000 PRN SHARED 250000 D COMMSCOPE INC SDCV 1.000% 3/1 203372AD 42150 17289008 PRN SHARED 02 17289008 D COMMSCOPE INC COM 20337210 722 13686 SH SHARED 13686 D COMMSCOPE INC COM 20337210 1082 20518 SH SHARED 01 35 20483 D COMMSCOPE INC COM 20337210 19 363 SH SHARED 02 363 D COMMSCOPE INC COM 20337210 36867 698642 SH SHARED 10 698642 D COMMSCOPE INC COM 20337210 64 1228 SH SHARED 21 1228 D COMMUNITY BANCSHARES INC S C COM 20343F10 2 117 SH SHARED 117 D COMMUNITY BANCORP NEV COM 20343T10 1 386 SH SHARED 386 D COMMUNITY BANCORP NEV COM 20343T10 18 3600 SH SHARED 01 3600 D COMMUNITY BK SHS IND INC COM 20359910 1 89 SH SHARED 89 D COMMUNITY BK SYS INC COM 20360710 45 2185 SH SHARED 2185 D COMMUNITY BK SYS INC COM 20360710 8 400 SH SHARED 01 400 D COMMUNITY BK SYS INC COM 20360710 672 32611 SH SHARED 02 32611 D COMMUNITY BK SYS INC COM 20360710 664 32249 SH SHARED 10 32249 D COMMUNITY CAP CORP S C COM 20363C10 1 115 SH SHARED 115 D COMMUNITY FINL CORP VA COM 20365L10 0 106 SH SHARED 106 D COMMUNITY HEALTH SYS INC NEW COM 20366810 49445 1499242 SH SHARED 1499242 D COMMUNITY HEALTH SYS INC NEW COM 20366810 1005 30500 SH SHARED 01 30500 D COMMUNITY HEALTH SYS INC NEW COM 20366810 33 1009 SH SHARED 02 1009 D COMMUNITY HEALTH SYS INC NEW COM 20366810 9 276 SH SHARED 06 276 D COMMUNITY HEALTH SYS INC NEW COM 20366810 44120 1337807 SH SHARED 10 1337807 D COMMUNITY HEALTH SYS INC NEW COM 20366810 221 6705 SH SHARED 21 6705 D COMMUNICATIONS SYS INC COM 20390010 15 1398 SH SHARED 1398 D COMMUNITY PARTNERS BANCORP COM 20401810 1 174 SH SHARED 174 D COMMUNITY SHORES BANK CORP COM 20404610 0 33 SH SHARED 33 D COMMUNITY TR BANCORP INC COM 20414910 80 3059 SH SHARED 3059 D COMMUNITY TR BANCORP INC COM 20414910 1 45 SH SHARED 02 45 D COMMUNITY TR BANCORP INC COM 20414910 84 3200 SH SHARED 10 3200 D COMMUNITY VALLEY BANCORP CA COM 20415P10 1 175 SH SHARED 175 D COMMUNITY WEST BANCSHARES COM 20415710 0 136 SH SHARED 136 D COMMVAULT SYSTEMS INC COM 20416610 12 747 SH SHARED 02 747 D COMMVAULT SYSTEMS INC COM 20416610 499 30000 SH SHARED 04 30000 D CGG VERITAS SPONSORED ADR 20438610 711 15079 SH SHARED 14879 200 D CGG VERITAS SPONSORED ADR 20438610 138 2927 SH SHARED 01 2927 D CGG VERITAS SPONSORED ADR 20438610 267 5662 SH SHARED 02 5662 D CGG VERITAS SPONSORED ADR 20438610 708 15000 SH SHARED 04 15000 D COMPANHIA BRASILEIRA DE DIST SPON ADR PFD 20440T20 104 2466 SH SHARED 2466 D COMPANHIA SIDERURGICA NACION SPONSORED ADR 20440W10 10125 227994 SH SHARED 226194 1800 D COMPANHIA SIDERURGICA NACION SPONSORED ADR 20440W10 11488 258700 SH SHARED 01 258700 D COMPANHIA SIDERURGICA NACION SPONSORED ADR 20440W10 1511 34024 SH SHARED 02 33574 450 D COMPANHIA SIDERURGICA NACION SPONSORED ADR 20440W10 1780 40100 SH SHARED 04 40100 D COMPANHIA ENERGETICA DE MINA SP ADR N-V PFD 20440960 1636 66662 SH SHARED 64622 2040 D COMPANHIA ENERGETICA DE MINA SP ADR N-V PFD 20440960 6137 250000 SH SHARED 04 250000 D COMPANHIA ENERGETICA DE MINA SPONSORED ADR 20440988 221 10976 SH SHARED 10976 D COMPANHIA DE SANEAMENTO BASI SPONSORED ADR 20441A10 1859 36350 SH SHARED 36350 D COMPANHIA DE SANEAMENTO BASI SPONSORED ADR 20441A10 6522 127492 SH SHARED 127492 D COMPANHIA DE SANEAMENTO BASI SPONSORED ADR 20441A10 25 500 SH SHARED 02 500 D COMPANHIA DE SANEAMENTO BASI SPONSORED ADR 20441A10 23548 460287 SH SHARED 04 460287 D COMPANHIA DE SANEAMENTO BASI SPONSORED ADR 20441A10 21905 428170 SH SHARED 05 428170 D COMPANHIA DE SANEAMENTO BASI SPONSORED ADR 20441A10 170 3341 SH SHARED 06 3341 D COMPANHIA PARANAENSE ENERG C SPON ADR PFD 20441B40 123 6077 SH SHARED 6077 D COMPANHIA DE BEBIDAS DAS AME SPONSORED ADR 20441W10 258 4351 SH SHARED 4351 D COMPANHIA DE BEBIDAS DAS AME SPON ADR PFD 20441W20 4826 76195 SH SHARED 76195 D COMPANHIA DE BEBIDAS DAS AME SPON ADR PFD 20441W20 25181 397500 SH SHARED 10 397500 D COMPANHIA VALE DO RIO DOCE SPON ADR PFD 20441210 35690 1196062 SH SHARED 1193062 3000 D COMPANHIA VALE DO RIO DOCE SPON ADR PFD 20441210 3604 120800 SH SHARED 01 120800 D COMPANHIA VALE DO RIO DOCE SPON ADR PFD 20441210 0 5 SH SHARED 02 5 D COMPANHIA VALE DO RIO DOCE SPON ADR PFD 20441210 10596 355100 SH SHARED 04 355100 D COMPANHIA VALE DO RIO DOCE SPON ADR PFD 20441210 8068 270400 SH SHARED 06 270400 D COMPANHIA VALE DO RIO DOCE SPON ADR PFD 20441210 146747 4917800 SH SHARED 10 4917800 D COMPANHIA VALE DO RIO DOCE SPON ADR PFD 20441210 6922 232000 SH SHARED 14 232000 D COMPANHIA VALE DO RIO DOCE SPON ADR PFD 20441210 97 3281 SH SHARED 24 3281 D COMPANHIA VALE DO RIO DOCE SPONSORED ADR 20441220 1696 47350 SH SHARED 47350 D COMPANHIA VALE DO RIO DOCE SPONSORED ADR 20441220 133526 3727704 SH SHARED 3724204 3500 D COMPANHIA VALE DO RIO DOCE SPONSORED ADR 20441220 34728 969528 SH SHARED 01 966128 3400 D COMPANHIA VALE DO RIO DOCE SPONSORED ADR 20441220 2882 80459 SH SHARED 02 6110 74349 D COMPANHIA VALE DO RIO DOCE SPONSORED ADR 20441220 6311 176200 SH SHARED 04 176200 D COMPANHIA VALE DO RIO DOCE SPONSORED ADR 20441220 15467 431800 SH SHARED 06 146800 285000 D COMPANHIA VALE DO RIO DOCE SPONSORED ADR 20441220 120928 3376000 SH SHARED 10 3288700 87300 D COMPANHIA VALE DO RIO DOCE SPONSORED ADR 20441220 127 3560 SH SHR/OTHR 23 3560 D COMPANHIA VALE DO RIO DOCE SPONSORED ADR 20441220 544 15200 SH SHARED 24 15200 D COMPANIA CERVECERIAS UNIDAS SPONSORED ADR 20442910 257 8814 SH SHARED 8814 D 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5201 SH SHARED 14 5201 D COMPUTER TASK GROUP INC COM 20547710 2 415 SH SHARED 415 D COMPUTER TASK GROUP INC COM 20547710 4 900 SH SHARED 02 900 D COMPX INTERNATIONAL INC CL A 20563P10 8 1521 SH SHARED 1521 D COMPX INTERNATIONAL INC CL A 20563P10 13 2303 SH SHARED 02 2303 D COMPUWARE CORP COM 20563810 2869 300737 SH SHARED 300737 D COMPUWARE CORP COM 20563810 425 44600 SH SHARED 01 44600 D COMPUWARE CORP COM 20563810 478 50111 SH SHARED 02 50111 D COMPUWARE CORP COM 20563810 545 57150 SH SHARED 06 52150 5000 D COMPUWARE CORP COM 20563810 5417 567877 SH SHARED 10 511677 56200 D COMSCORE INC COM 20564W10 10 463 SH SHARED 463 D COMSCORE INC COM 20564W10 397 18234 SH SHARED 02 1013 17221 D COMSTOCK HOMEBUILDING COS IN CL A 20568410 0 729 SH SHARED 729 D COMSTOCK RES INC COM NEW 20576820 188 2232 SH SHARED 2232 D COMSTOCK RES INC COM NEW 20576820 168 2000 SH SHARED 01 2000 D COMSTOCK RES INC COM NEW 20576820 594 7043 SH SHARED 02 5083 1960 D COMSTOCK RES INC COM NEW 20576820 16 200 SH SHARED 06 200 D COMSTOCK RES INC COM NEW 20576820 8342 98810 SH SHARED 10 98810 D COMSTOCK RES INC COM NEW 20576820 16 195 SH SHARED 21 195 D COMSYS IT PARTNERS INC COM 20581E10 8909 976931 SH SHARED 976931 D COMSYS IT PARTNERS INC COM 20581E10 51 5600 SH SHARED 01 5600 D COMSYS IT PARTNERS INC COM 20581E10 973 106765 SH SHARED 10 106765 D COMTECH TELECOMMUNICATIONS C NOTE 2.000% 2/0 205826AD 1155 750000 PRN SHARED 750000 D COMTECH TELECOMMUNICATIONS C COM NEW 20582620 386 7891 SH SHARED 7891 D COMTECH TELECOMMUNICATIONS C COM NEW 20582620 48 986 SH SHARED 02 986 D COMVERGE INC COM 20585910 41 3000 SH SHARED 3000 D COMVERGE INC COM 20585910 62 4500 SH SHR/OTHR 01 4500 D COMVERGE INC COM 20585910 79 5656 SH SHARED 02 5656 D COMVERGE INC COM 20585910 641 45901 SH SHARED 06 45901 D CONAGRA FOODS INC COM 20588710 29941 1552983 SH SHARED 1552983 D CONAGRA FOODS INC COM 20588710 1203 62400 SH SHARED 01 61400 1000 D CONAGRA FOODS INC COM 20588710 1606 83309 SH SHARED 02 81309 2000 D CONAGRA FOODS INC COM 20588710 9898 513400 SH SHARED 04 513400 D CONAGRA FOODS INC COM 20588710 6 350 SH SHARED 05 350 D CONAGRA FOODS INC COM 20588710 9659 501010 SH SHARED 06 486550 14460 D CONAGRA FOODS INC COM 20588710 10981 569572 SH SHARED 10 568972 600 D CONAGRA FOODS INC COM 20588710 61 3200 SH SHR/OTHR 10 3200 D CONAGRA FOODS INC COM 20588710 1697 88022 SH SHARED 14 88022 D CONAGRA FOODS INC COM 20588710 17 915 SH SHARED 20 915 D CONAGRA FOODS INC COM 20588710 101 5250 SH SHR/OTHR 20 5250 D CONAGRA FOODS INC COM 20588710 41 2164 SH SHR/OTHR 23 2164 D CON-WAY INC COM 20594410 9370 198284 SH SHARED 198284 D CON-WAY INC COM 20594410 701 14845 SH SHARED 01 1745 13100 D CON-WAY INC COM 20594410 318 6737 SH SHARED 02 6737 D CON-WAY INC COM 20594410 236 5000 SH SHARED 06 5000 D CON-WAY INC COM 20594410 118 2500 SH SHARED 10 2500 D CONCEPTUS INC COM 20601610 169 9189 SH SHARED 02 189 9000 D CONCHO RES INC COM 20605P10 1663 44600 SH SHARED 44600 D CONCHO RES INC COM 20605P10 89 2400 SH SHARED 01 2400 D CONCHO RES INC COM 20605P10 85 2297 SH SHARED 02 2297 D CONCHO RES INC COM 20605P10 52 1407 SH SHARED 21 1407 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 191 5748 SH SHARED 5748 D CONCUR TECHNOLOGIES INC COM 20670810 133 4004 SH SHARED 02 1204 2800 D CONCUR TECHNOLOGIES INC COM 20670810 106 3200 SH SHARED 10 3200 D CONCUR TECHNOLOGIES INC COM 20670810 2 70 SH SHARED 21 70 D CONCURRENT COMPUTER CORP NEW COM 20671020 1 2170 SH SHARED 2170 D CONEXANT SYSTEMS INC NOTE 4.000% 3/0 207142AH 14400 19200000 PRN SHARED 19200000 D CONEXANT SYSTEMS INC COM 20714210 92 193289 SH SHARED 193289 D CONMED CORP COM 20741010 445 16764 SH SHARED 16764 D CONMED CORP COM 20741010 63 2400 SH SHARED 01 2400 D CONMED CORP COM 20741010 120 4548 SH SHARED 02 4548 D CONMED CORP COM 20741010 438 16500 SH SHARED 10 16500 D CONNECTICUT BK&TR CO HART NE COM 20754610 0 93 SH SHARED 93 D CONNECTICUT WTR SVC INC COM 20779710 0 44 SH SHARED 44 D CONNS INC COM 20824210 35 2229 SH SHARED 2229 D CONNS INC COM 20824210 279 17400 SH SHARED 02 17400 D CONNS INC COM 20824210 5483 341250 SH SHARED 10 341250 D CONOCOPHILLIPS COM 20825C10 3222 34140 SH SHARED 8950 25190 D CONOCOPHILLIPS COM 20825C10 271221 2873414 SH SHARED 2828894 44520 D CONOCOPHILLIPS COM 20825C10 49496 524380 SH SHARED 01 467622 56758 D CONOCOPHILLIPS COM 20825C10 724 7680 SH SHR/OTHR 01 7680 D CONOCOPHILLIPS COM 20825C10 9173 97188 SH SHARED 02 64257 32931 D CONOCOPHILLIPS COM 20825C10 11987 127000 SH SHARED 04 127000 D CONOCOPHILLIPS COM 20825C10 1685 17860 SH SHARED 05 17860 D CONOCOPHILLIPS COM 20825C10 104635 1108540 SH SHARED 06 418784 689756 D CONOCOPHILLIPS COM 20825C10 813744 8621091 SH SHARED 10 8488791 132300 D CONOCOPHILLIPS COM 20825C10 1719 18222 SH SHARED 14 18222 D CONOCOPHILLIPS COM 20825C10 1236 13100 SH SHARED 15 13100 D CONOCOPHILLIPS COM 20825C10 500 5300 SH SHARED 19 5300 D CONOCOPHILLIPS COM 20825C10 3120 33060 SH SHARED 20 20170 12890 D CONOCOPHILLIPS COM 20825C10 441 4682 SH SHR/OTHR 20 4682 D CONOCOPHILLIPS COM 20825C10 423 4486 SH SHARED 21 4221 265 D CONOCOPHILLIPS COM 20825C10 742 7868 SH SHR/OTHR 21 7868 D CONOCOPHILLIPS COM 20825C10 460 4880 SH SHARED 22 700 4180 D CONOCOPHILLIPS COM 20825C10 402 4266 SH SHR/OTHR 22 4266 D CONOCOPHILLIPS COM 20825C10 1675 17752 SH SHARED 23 15686 2066 D CONOCOPHILLIPS COM 20825C10 6707 71064 SH SHR/OTHR 23 71064 D CONOLOG CORP COM PAR$0.01NEW 20825487 0 27 SH SHARED 27 D CONSECO INC DBCV 3.500% 9/3 208464BH 113 140000 PRN SHARED 02 140000 D CONSECO INC COM NEW 20846488 422 42553 SH SHARED 42553 D CONSECO INC COM NEW 20846488 108 10900 SH SHARED 01 10900 D CONSECO INC COM NEW 20846488 94 9483 SH SHARED 02 4533 4950 D CONSECO INC COM NEW 20846488 127 12810 SH SHARED 10 12810 D CONSOL ENERGY INC COM 20854P10 42351 376896 SH SHARED 376896 D CONSOL ENERGY INC COM 20854P10 2455 21850 SH SHARED 01 21850 D CONSOL ENERGY INC COM 20854P10 1252 11142 SH SHARED 02 11097 45 D CONSOL ENERGY INC COM 20854P10 13203 117500 SH SHARED 04 117500 D CONSOL ENERGY INC COM 20854P10 2 20 SH SHARED 05 20 D CONSOL ENERGY INC COM 20854P10 2762 24580 SH SHARED 06 19100 5480 D CONSOL ENERGY INC COM 20854P10 12174 108345 SH SHARED 10 108345 D CONSOL ENERGY INC COM 20854P10 13 120 SH SHARED 21 120 D CONSOLIDATED COMM HLDGS INC COM 20903410 46 3108 SH SHARED 3108 D CONSOLIDATED COMM HLDGS INC COM 20903410 8 553 SH SHARED 02 553 D CONSOLIDATED COMM HLDGS INC COM 20903410 5 400 SH SHARED 10 400 D CONSOLIDATED EDISON INC COM 20911510 27830 711952 SH SHARED 711952 D CONSOLIDATED EDISON INC COM 20911510 1601 40964 SH SHARED 01 29844 11120 D CONSOLIDATED EDISON INC COM 20911510 1011 25871 SH SHARED 02 23977 1894 D CONSOLIDATED EDISON INC COM 20911510 82 2100 SH SHARED 04 2100 D CONSOLIDATED EDISON INC COM 20911510 4 120 SH SHARED 05 120 D CONSOLIDATED EDISON INC COM 20911510 1569 40150 SH SHARED 06 31550 8600 D CONSOLIDATED EDISON INC COM 20911510 5724 146442 SH SHARED 10 146442 D CONSOLIDATED EDISON INC COM 20911510 9 250 SH SHR/OTHR 20 250 D CONSOLIDATED EDISON INC COM 20911510 68 1740 SH SHARED 21 1740 D CONSOLIDATED EDISON INC COM 20911510 11 304 SH SHR/OTHR 22 304 D CONSOLIDATED EDISON INC COM 20911510 156 4000 SH SHARED 23 4000 D CONSOLIDATED EDISON INC COM 20911510 195 5000 SH SHR/OTHR 23 5000 D CONSOLIDATED GRAPHICS INC COM 20934110 66 1349 SH SHARED 1349 D CONSOLIDATED GRAPHICS INC COM 20934110 91 1850 SH SHARED 01 1850 D CONSOLIDATED GRAPHICS INC COM 20934110 404 8201 SH SHARED 02 8201 D CONSOLIDATED GRAPHICS INC COM 20934110 1423 28900 SH SHARED 10 28900 D CONSOLIDATED TOMOKA LD CO COM 21022610 11 282 SH SHARED 282 D CONSOLIDATED TOMOKA LD CO COM 21022610 0 1 SH SHARED 02 1 D CONSTANT CONTACT INC COM 21031310 20 1109 SH SHARED 02 1109 D CONSTELLATION BRANDS INC CL A 21036P10 4581 230674 SH SHARED 230674 D CONSTELLATION BRANDS INC CL A 21036P10 379 19100 SH SHARED 01 19100 D CONSTELLATION BRANDS INC CL A 21036P10 5027 253153 SH SHARED 02 250253 2900 D CONSTELLATION BRANDS INC CL A 21036P10 335 16900 SH SHARED 04 16900 D CONSTELLATION BRANDS INC CL A 21036P10 452 22800 SH SHARED 06 17050 5750 D CONSTELLATION BRANDS INC CL A 21036P10 1837 92528 SH SHARED 10 92528 D CONSTELLATION BRANDS INC CL A 21036P10 119 6000 SH SHR/OTHR 23 6000 D CONSTAR INTL INC NEW COM 21036U10 3 1288 SH SHARED 1288 D CONSTAR INTL INC NEW COM 21036U10 2 1000 SH SHARED 02 1000 D CONSTELLATION ENERGY GROUP I COM 21037110 18248 222277 SH SHARED 220827 1450 D CONSTELLATION ENERGY GROUP I COM 21037110 13344 162538 SH SHARED 01 162338 200 D CONSTELLATION ENERGY GROUP I COM 21037110 2560 31190 SH SHARED 02 30396 794 D CONSTELLATION ENERGY GROUP I COM 21037110 3776 46000 SH SHARED 04 46000 D CONSTELLATION ENERGY GROUP I COM 21037110 6 80 SH SHARED 05 80 D CONSTELLATION ENERGY GROUP I COM 21037110 3243 39505 SH SHARED 06 19338 20167 D CONSTELLATION ENERGY GROUP I COM 21037110 41272 502708 SH SHARED 10 502708 D CONSTELLATION ENERGY GROUP I COM 21037110 147 1800 SH SHARED 14 1800 D CONSTELLATION ENERGY GROUP I COM 21037110 164 2000 SH SHARED 23 2000 D CONSTELLATION ENERGY PRTNR L COM UNIT LLC B 21038E10 8596 414700 SH SHARED 414700 D CONSULIER ENGR INC COM PAR $0.01 21044630 0 18 SH SHARED 18 D CONSUMER PORTFOLIO SVCS INC COM 21050210 0 350 SH SHARED 350 D CONTANGO OIL & GAS COMPANY COM NEW 21075N20 145 1561 SH SHARED 1561 D CONTANGO OIL & GAS COMPANY COM NEW 21075N20 142 1535 SH SHARED 01 1535 D CONTANGO OIL & GAS COMPANY COM NEW 21075N20 5 57 SH SHARED 02 57 D CONTANGO OIL & GAS COMPANY COM NEW 21075N20 27 300 SH SHARED 10 300 D CONTINENTAL AIRLS INC NOTE 5.000% 6/1 210795PJ 1491 1950000 PRN SHARED 1950000 D CONTINENTAL AIRLS INC CL B 21079530 140 13932 SH SHARED 13932 D CONTINENTAL AIRLS INC CL B 21079530 661 65432 SH SHARED 02 6432 59000 D CONTINENTAL AIRLS INC CL B 21079530 450 44598 SH SHARED 10 31698 12900 D CONVERA CORP CL A 21191910 1 769 SH SHARED 769 D CONTINENTAL RESOURCES INC COM 21201510 940 13574 SH SHARED 13574 D CONTINENTAL RESOURCES INC COM 21201510 16 231 SH SHARED 02 231 D CONTINENTAL RESOURCES INC COM 21201510 6 100 SH SHARED 10 100 D CONTINUCARE CORP COM 21217210 2 1090 SH SHARED 1090 D CONVERGYS CORP COM 21248510 2354 158464 SH SHARED 158464 D CONVERGYS CORP COM 21248510 190 12800 SH SHARED 01 12800 D CONVERGYS CORP COM 21248510 1477 99453 SH SHARED 02 98728 725 D CONVERGYS CORP COM 21248510 147 9950 SH SHARED 06 9950 D CONVERGYS CORP COM 21248510 827 55713 SH SHARED 10 55713 D CONVERSION SERVICES INTL INC COM NEW 21254R20 0 994 SH SHARED 994 D CONVERTED ORGANICS INC COM 21254S10 0 71 SH SHARED 71 D COOPER CAMERON CORP DBCV 1.500% 5/1 216640AE 8735 2723000 PRN SHARED 02 2723000 D COOPER COS INC COM NEW 21664840 291 7854 SH SHARED 7854 D COOPER COS INC COM NEW 21664840 185 5000 SH SHARED 04 5000 D COOPER COS INC COM NEW 21664840 26 700 SH SHARED 06 700 D COOPER COS INC COM NEW 21664840 15733 423500 SH SHARED 10 423500 D COOPER TIRE & RUBR CO COM 21683110 0 68 SH SHARED 68 D COOPER TIRE & RUBR CO COM 21683110 111 14159 SH SHARED 01 14159 D COOPER TIRE & RUBR CO COM 21683110 0 30 SH SHARED 02 30 D COOPER TIRE & RUBR CO COM 21683110 5068 646505 SH SHARED 10 646505 D COOPERATIVE BANKSHARES INC COM 21684410 0 142 SH SHARED 142 D COPANO ENERGY L L C COM UNITS 21720210 61851 1832648 SH SHARED 1832648 D COPANO ENERGY L L C COM UNITS 21720210 33 1000 SH SHARED 02 1000 D COPART INC COM 21720410 2495 58288 SH SHARED 58288 D COPART INC COM 21720410 933 21800 SH SHARED 01 21800 D COPART INC COM 21720410 83 1944 SH SHARED 02 1944 D COPART INC COM 21720410 170 3983 SH SHARED 10 3983 D CORCEPT THERAPEUTICS INC COM 21835210 1 586 SH SHARED 586 D CORCEPT THERAPEUTICS INC COM 21835210 3 2000 SH SHARED 02 2000 D CORE LABORATORIES LP NOTE 0.250%10/3 21868FAB 6733 4300000 PRN SHARED 4300000 D CORE LABORATORIES LP NOTE 0.250%10/3 21868FAB 3664 2340000 PRN SHARED 02 2340000 D CORE MARK HOLDING CO INC COM 21868110 1 59 SH SHARED 02 59 D CORE MARK HOLDING CO INC COM 21868110 107 4100 SH SHARED 10 4100 D CORE MOLDING TECHNOLOGIES IN COM 21868310 7 1109 SH SHARED 1109 D COREL CORP NEW COM 21869X10 20 2172 SH SHARED 2172 D CORINTHIAN COLLEGES INC COM 21886810 3165 272681 SH SHARED 272681 D CORINTHIAN COLLEGES INC COM 21886810 353 30450 SH SHARED 01 3750 26700 D CORINTHIAN COLLEGES INC COM 21886810 300 25843 SH SHARED 02 24043 1800 D CORINTHIAN COLLEGES INC COM 21886810 696 60000 SH SHARED 04 60000 D CORINTHIAN COLLEGES INC COM 21886810 122 10528 SH SHARED 10 10528 D CORN PRODS INTL INC COM 21902310 28418 578678 SH SHARED 578678 D CORN PRODS INTL INC COM 21902310 1270 25879 SH SHARED 01 2875 23004 D CORN PRODS INTL INC COM 21902310 62 1264 SH SHARED 02 1264 D CORN PRODS INTL INC COM 21902310 31828 648100 SH SHARED 04 648100 D CORN PRODS INTL INC COM 21902310 17998 366500 SH SHARED 10 366500 D CORN PRODS INTL INC COM 21902310 61 1244 SH SHARED 21 1244 D CORN PRODS INTL INC COM 21902310 569 11600 SH SHR/OTHR 23 11600 D CORNELL COMPANIES INC COM 21914110 2 86 SH SHARED 02 86 D CORNING INC COM 21935010 6 300 SH SHARED 300 D CORNING INC COM 21935010 58078 2519682 SH SHARED 2519282 400 D CORNING INC COM 21935010 6829 296274 SH SHARED 01 275578 20696 D CORNING INC COM 21935010 11763 510342 SH SHARED 02 341194 169148 D CORNING INC COM 21935010 9941 431300 SH SHARED 04 431300 D CORNING INC COM 21935010 14 650 SH SHARED 05 650 D CORNING INC COM 21935010 38665 1677459 SH SHARED 06 761109 916350 D CORNING INC COM 21935010 30865 1339065 SH SHARED 10 1339065 D CORNING INC COM 21935010 314 13652 SH SHARED 14 13652 D CORNING INC COM 21935010 626 27200 SH SHARED 15 27200 D CORNING INC COM 21935010 262 11400 SH SHARED 19 11400 D CORNING INC COM 21935010 41 1800 SH SHR/OTHR 20 1800 D CORNING INC COM 21935010 458 19900 SH SHARED 23 19900 D CORNING INC COM 21935010 936 40650 SH SHR/OTHR 23 40650 D CORPORATE EXECUTIVE BRD CO COM 21988R10 11066 263171 SH SHARED 263171 D CORPORATE EXECUTIVE BRD CO COM 21988R10 422 10050 SH SHARED 01 450 9600 D CORPORATE EXECUTIVE BRD CO COM 21988R10 332 7917 SH SHARED 02 7517 400 D CORPORATE EXECUTIVE BRD CO COM 21988R10 105 2500 SH SHARED 10 2500 D CORPORATE OFFICE PPTYS TR SH BEN INT 22002T10 148 4315 SH SHARED 4315 D CORPORATE OFFICE PPTYS TR SH BEN INT 22002T10 171 5000 SH SHARED 01 5000 D CORPORATE OFFICE PPTYS TR SH BEN INT 22002T10 5 153 SH SHARED 02 153 D CORPORATE OFFICE PPTYS TR SH BEN INT 22002T10 1792 52200 SH SHARED 10 52200 D CORRECTIONS CORP AMER NEW COM NEW 22025Y40 584 21262 SH SHARED 21262 D CORRECTIONS CORP AMER NEW COM NEW 22025Y40 1057 38500 SH SHARED 01 38500 D CORRECTIONS CORP AMER NEW COM NEW 22025Y40 25 932 SH SHARED 02 503 429 D CORRECTIONS CORP AMER NEW COM NEW 22025Y40 120 4400 SH SHARED 10 4400 D CORRECTIONS CORP AMER NEW COM NEW 22025Y40 488 17800 SH SHARED 14 17800 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 322 77541 SH SHARED 77541 D CORUS BANKSHARES INC COM 22087310 48 11600 SH SHARED 01 11600 D CORUS BANKSHARES INC COM 22087310 66 15904 SH SHARED 02 15904 D CORUS BANKSHARES INC COM 22087310 987 237400 SH SHARED 10 237400 D CORUS ENTERTAINMENT INC COM CL B NON VTG 22087410 155 8674 SH SHARED 8674 D CORVEL CORP COM 22100610 90 2671 SH SHARED 2671 D CORVEL CORP COM 22100610 72 2150 SH SHARED 01 2150 D CORVEL CORP COM 22100610 2 65 SH SHARED 02 65 D CORVEL CORP COM 22100610 1303 38500 SH SHARED 10 38500 D COSI INC COM 22122P10 15 6268 SH SHARED 6268 D COST PLUS INC CALIF COM 22148510 907 363094 SH SHARED 363094 D COSTCO WHSL CORP NEW COM 22160K10 48859 696596 SH SHARED 693896 2700 D COSTCO WHSL CORP NEW COM 22160K10 4525 64526 SH SHARED 01 54026 10500 D COSTCO WHSL CORP NEW COM 22160K10 373 5325 SH SHR/OTHR 01 5325 D COSTCO WHSL CORP NEW COM 22160K10 24575 350383 SH SHARED 02 343418 6965 D COSTCO WHSL CORP NEW COM 22160K10 119 1700 SH SHARED 04 1700 D COSTCO WHSL CORP NEW COM 22160K10 14 200 SH SHARED 05 200 D COSTCO WHSL CORP NEW COM 22160K10 3965 56530 SH SHARED 06 43350 13180 D COSTCO WHSL CORP NEW COM 22160K10 30095 429075 SH SHARED 10 429075 D COSTCO WHSL CORP NEW COM 22160K10 1127 16075 SH SHARED 20 11765 4310 D COSTCO WHSL CORP NEW COM 22160K10 77 1100 SH SHR/OTHR 20 1100 D COSTCO WHSL CORP NEW COM 22160K10 476 6791 SH SHARED 21 6392 399 D COSTCO WHSL CORP NEW COM 22160K10 17 250 SH SHR/OTHR 21 250 D COSTCO WHSL CORP NEW COM 22160K10 56 800 SH SHARED 22 400 400 D COSTCO WHSL CORP NEW COM 22160K10 39 559 SH SHR/OTHR 22 559 D COSTCO WHSL CORP NEW COM 22160K10 96 1375 SH SHARED 23 1000 375 D COSTCO WHSL CORP NEW COM 22160K10 647 9225 SH SHR/OTHR 23 9225 D COSTAR GROUP INC COM 22160N10 200 4500 SH SHARED 4500 D COSTAR GROUP INC COM 22160N10 31 700 SH SHARED 01 700 D COSTAR GROUP INC COM 22160N10 107 2408 SH SHARED 02 2408 D COSTAR GROUP INC COM 22160N10 22 508 SH SHARED 10 508 D COTT CORP QUE COM 22163N10 93 29810 SH SHARED 29810 D COUGAR BIOTECHNOLOGY INC COM 22208310 287 12060 SH SHARED 12060 D COUGAR BIOTECHNOLOGY INC COM 22208310 29 1229 SH SHARED 02 1229 D COUGAR BIOTECHNOLOGY INC COM 22208310 7 300 SH SHARED 10 300 D COUNTRYWIDE FINANCIAL CORP DBCV 4/1 222372AN 68680 71319008 PRN SHARED 71319008 D COUNTRYWIDE FINANCIAL CORP DBCV 5/1 222372AP 73782 78827008 PRN SHARED 78827008 D COUNTRYWIDE FINANCIAL CORP DBCV 5/1 222372AP 1872 2000000 PRN SHARED 02 2000000 D COUNTRYWIDE FINANCIAL CORP COM 22237210 10920 2569446 SH SHARED 2569446 D COUNTRYWIDE FINANCIAL CORP COM 22237210 217 51200 SH SHARED 01 51200 D COUNTRYWIDE FINANCIAL CORP COM 22237210 2508 590285 SH SHARED 02 587225 3060 D COUNTRYWIDE FINANCIAL CORP COM 22237210 1 308 SH SHARED 05 308 D COUNTRYWIDE FINANCIAL CORP COM 22237210 1070 251939 SH SHARED 10 251939 D COUNTRYWIDE FINANCIAL CORP COM 22237210 45 10691 SH SHARED 14 10691 D COURIER CORP COM 22266010 15 775 SH SHARED 775 D COURIER CORP COM 22266010 90 4500 SH SHARED 10 4500 D COUSINS PPTYS INC COM 22279510 1652 71521 SH SHARED 71521 D COUSINS PPTYS INC COM 22279510 1072 46432 SH SHARED 01 33250 13182 D COUSINS PPTYS INC COM 22279510 1039 45000 SH SHR/OTHR 01 45000 D COUSINS PPTYS INC COM 22279510 188 8175 SH SHARED 02 7854 321 D COUSINS PPTYS INC COM 22279510 808 35000 SH SHARED 10 35000 D COVANCE INC COM 22281610 151 1761 SH SHARED 1761 D COVANCE INC COM 22281610 1554 18067 SH SHARED 18067 D COVANCE INC COM 22281610 1785 20752 SH SHARED 01 1152 19600 D COVANCE INC COM 22281610 113 1325 SH SHARED 02 1325 D COVANCE INC COM 22281610 1513 17600 SH SHARED 04 17600 D COVANCE INC COM 22281610 3010 35000 SH SHARED 05 35000 D COVANCE INC COM 22281610 68 800 SH SHARED 06 800 D COVANCE INC COM 22281610 22600 262740 SH SHARED 10 262740 D COVANCE INC COM 22281610 25 300 SH SHARED 14 300 D COVANCE INC COM 22281610 28 330 SH SHARED 21 290 40 D COVANCE INC COM 22281610 68 800 SH SHR/OTHR 23 800 D COVANTA HLDG CORP COM 22282E10 34 1293 SH SHARED 1293 D COVANTA HLDG CORP COM 22282E10 1409 52811 SH SHARED 52811 D COVANTA HLDG CORP COM 22282E10 525 19685 SH SHARED 01 19485 200 D COVANTA HLDG CORP COM 22282E10 101 3817 SH SHARED 02 1317 2500 D COVANTA HLDG CORP COM 22282E10 22368 838068 SH SHARED 04 838068 D COVANTA HLDG CORP COM 22282E10 25919 971144 SH SHARED 05 971144 D COVANTA HLDG CORP COM 22282E10 1829 68546 SH SHARED 06 68546 D COVANTA HLDG CORP COM 22282E10 1308 49020 SH SHARED 10 45020 4000 D COVANTA HLDG CORP COM 22282E10 5 200 SH SHR/OTHR 23 200 D COVENANT TRANSN GROUP INC CL A 22284P10 466 139267 SH SHARED 139267 D COVENANT TRANSN GROUP INC CL A 22284P10 4 1400 SH SHARED 02 1400 D COVENTRY HEALTH CARE INC COM 22286210 6439 211701 SH SHARED 211701 D COVENTRY HEALTH CARE INC COM 22286210 474 15600 SH SHARED 01 15200 400 D COVENTRY HEALTH CARE INC COM 22286210 221 7284 SH SHARED 02 7284 D COVENTRY HEALTH CARE INC COM 22286210 1130 37150 SH SHARED 04 37150 D COVENTRY HEALTH CARE INC COM 22286210 3 130 SH SHARED 05 130 D COVENTRY HEALTH CARE INC COM 22286210 982 32292 SH SHARED 06 28227 4065 D COVENTRY HEALTH CARE INC COM 22286210 7519 247194 SH SHARED 10 247194 D COVENTRY HEALTH CARE INC COM 22286210 39 1300 SH SHARED 14 1300 D COVENTRY HEALTH CARE INC COM 22286210 140 4605 SH SHARED 21 4605 D COWEN GROUP INC COM 22362110 3 389 SH SHARED 389 D COWLITZ BANCORP LONGVIEW WAS COM 22376710 0 110 SH SHARED 110 D COX RADIO INC CL A 22405110 27 2292 SH SHARED 2292 D CRAFTMADE INTL INC COM 22413E10 4 724 SH SHARED 724 D CRANE CO COM 22439910 3177 82477 SH SHARED 82477 D CRANE CO COM 22439910 699 18150 SH SHARED 01 2550 15600 D CRANE CO COM 22439910 829 21539 SH SHARED 02 21539 D CRANE CO COM 22439910 7 200 SH SHARED 06 200 D CRANE CO COM 22439910 247 6418 SH SHARED 10 6418 D CRAWFORD & CO CL B 22463310 66 8316 SH SHARED 8316 D CRAWFORD & CO CL B 22463310 4 530 SH SHARED 01 530 D CRAWFORD & CO CL B 22463310 11 1443 SH SHARED 02 1443 D CRAY INC NOTE 3.000%12/0 225223AB 896 1025000 PRN SHARED 1025000 D CRAY INC COM NEW 22522330 13 2920 SH SHARED 2920 D CRAY INC COM NEW 22522330 0 130 SH SHARED 02 130 D CREDENCE SYS CORP COM 22530210 71 54656 SH SHARED 54656 D CREDENCE SYS CORP COM 22530210 70 54100 SH SHARED 10 54100 D CREDIT ACCEP CORP MICH COM 22531010 139 5457 SH SHARED 5457 D CREDIT ACCEP CORP MICH COM 22531010 10 430 SH SHARED 01 430 D CREDIT ACCEP CORP MICH COM 22531010 66 2600 SH SHARED 02 2600 D CREDIT SUISSE GROUP SPONSORED ADR 22540110 6210 137065 SH SHARED 137065 D CREDIT SUISSE GROUP SPONSORED ADR 22540110 15 350 SH SHARED 01 350 D CREDIT SUISSE GROUP SPONSORED ADR 22540110 52 1155 SH SHARED 02 1155 D CREDO PETE CORP COM PAR $0.10 22543920 10 775 SH SHARED 775 D CREDIT SUISSE HIGH YLD BND F SH BEN INT 22544F10 203 62730 SH SHARED 62730 D CREE INC COM 22544710 23 1037 SH SHARED 1037 D CREE INC COM 22544710 4880 213981 SH SHARED 213981 D CREE INC COM 22544710 606 26600 SH SHARED 01 26600 D CREE INC COM 22544710 86 3809 SH SHARED 02 3621 188 D CREE INC COM 22544710 9438 413778 SH SHARED 04 413778 D CREE INC COM 22544710 10845 475462 SH SHARED 05 475462 D CREE INC COM 22544710 1279 56081 SH SHARED 06 56081 D CREE INC COM 22544710 330 14477 SH SHARED 10 14477 D CRESCENT FINL CORP COM 22574410 1 239 SH SHARED 239 D CRESUD S A C I F Y A SPONSORED ADR 22640610 297 20000 SH SHARED 20000 D CRESUD S A C I F Y A SPONSORED ADR 22640610 99 6721 SH SHARED 6721 D CRESUD S A C I F Y A SPONSORED ADR 22640610 11601 780744 SH SHARED 04 780744 D CRESUD S A C I F Y A SPONSORED ADR 22640610 2972 200000 SH SHARED 05 200000 D CRESUD S A C I F Y A SPONSORED ADR 22640610 3002 202022 SH SHARED 06 65520 136502 D CRESUD S A C I F Y A SPONSORED ADR 22640610 3688 248218 SH SHARED 10 248218 D CRITICAL THERAPEUTICS INC COM 22674T10 0 700 SH SHARED 700 D CROCS INC COM 22704610 9409 1174721 SH SHARED 1174721 D CROCS INC COM 22704610 374 46805 SH SHARED 02 44805 2000 D CROCS INC COM 22704610 7 900 SH SHARED 10 900 D CROSS A T CO CL A 22747810 1 191 SH SHARED 191 D CROSS CTRY HEALTHCARE INC COM 22748310 49 3421 SH SHARED 3421 D CROSS CTRY HEALTHCARE INC COM 22748310 3 230 SH SHARED 01 230 D CROSS CTRY HEALTHCARE INC COM 22748310 106 7420 SH SHARED 02 7420 D CROSS CTRY HEALTHCARE INC COM 22748310 292 20300 SH SHARED 10 20300 D CROSS TIMBERS RTY TR TR UNIT 22757R10 9 156 SH SHARED 156 D CROSSTEX ENERGY L P COM 22765U10 13 477 SH SHARED 477 D CROSSTEX ENERGY INC COM 22765Y10 56 1633 SH SHARED 1633 D CROSSTEX ENERGY INC COM 22765Y10 14 431 SH SHARED 02 431 D CROSSTEX ENERGY INC COM 22765Y10 44 1295 SH SHARED 10 1295 D CROWN CASTLE INTL CORP COM 22822710 5441 140511 SH SHARED 140511 D CROWN CASTLE INTL CORP COM 22822710 297 7687 SH SHARED 01 7675 12 D CROWN CASTLE INTL CORP COM 22822710 27970 722203 SH SHARED 02 705451 16752 D CROWN CASTLE INTL CORP COM 22822710 6266 161800 SH SHARED 04 161800 D CROWN CASTLE INTL CORP COM 22822710 5 130 SH SHARED 05 130 D CROWN CASTLE INTL CORP COM 22822710 159 4110 SH SHARED 06 1900 2210 D CROWN CASTLE INTL CORP COM 22822710 19526 504182 SH SHARED 10 504182 D CROWN CASTLE INTL CORP COM 22822710 1592 41125 SH SHARED 11 41125 D CROWN CRAFTS INC COM 22830910 0 222 SH SHARED 222 D CROWN CRAFTS INC COM 22830910 527 145805 SH SHR/OTHR 01 145805 D CROWN HOLDINGS INC COM 22836810 1131 43532 SH SHARED 43532 D CROWN HOLDINGS INC COM 22836810 201 7761 SH SHARED 02 2456 5305 D CROWN HOLDINGS INC COM 22836810 503 19387 SH SHARED 10 19387 D CROWN MEDIA HLDGS INC CL A 22841110 25 5300 SH SHARED 02 5300 D CRYOLIFE INC COM 22890310 214 18778 SH SHARED 18778 D CRYOLIFE INC COM 22890310 89 7850 SH SHARED 02 7850 D CRYSTAL RIV CAP INC COM 22939330 147 40284 SH SHARED 40284 D CRYSTAL RIV CAP INC COM 22939330 154 42300 SH SHARED 02 42300 D CRYSTAL RIV CAP INC COM 22939330 21 5800 SH SHARED 10 5800 D CRYSTALLEX INTL CORP COM 22942F10 1 1400 SH SHARED 1400 D CRYSTALLEX INTL CORP COM 22942F10 23 20836 SH SHARED 02 20836 D CTRIP COM INTL LTD ADR 22943F10 650 14200 SH SHARED 14200 D CTRIP COM INTL LTD ADR 22943F10 49088 1072271 SH SHARED 1072271 D CTRIP COM INTL LTD ADR 22943F10 362 7922 SH SHARED 02 6754 1168 D CTRIP COM INTL LTD ADR 22943F10 5035 110000 SH SHARED 04 110000 D CTRIP COM INTL LTD ADR 22943F10 4496 98220 SH SHARED 06 49220 49000 D CUBIC CORP COM 22966910 105 4720 SH SHARED 4720 D CUBIC CORP COM 22966910 12 575 SH SHARED 01 575 D CUBIC CORP COM 22966910 0 10 SH SHARED 02 10 D CUBIC CORP COM 22966910 89 4000 SH SHR/OTHR 23 4000 D CUBIST PHARMACEUTICALS INC NOTE 2.250% 6/1 229678AC 891 1011000 PRN SHARED 1011000 D CUBIST PHARMACEUTICALS INC COM 22967810 1006 56379 SH SHARED 56379 D CUBIST PHARMACEUTICALS INC COM 22967810 179 10025 SH SHARED 01 10025 D CUBIST PHARMACEUTICALS INC COM 22967810 375 21019 SH SHARED 02 319 20700 D CUBIST PHARMACEUTICALS INC COM 22967810 6779 379612 SH SHARED 04 379612 D CUBIST PHARMACEUTICALS INC COM 22967810 3148 176300 SH SHARED 10 176300 D CUBIST PHARMACEUTICALS INC COM 22967810 53 3000 SH SHR/OTHR 23 3000 D CULLEN FROST BANKERS INC COM 22989910 974 19551 SH SHARED 19551 D CULLEN FROST BANKERS INC COM 22989910 1066 21400 SH SHARED 01 100 21300 D CULLEN FROST BANKERS INC COM 22989910 500 10038 SH SHARED 02 10038 D CULLEN FROST BANKERS INC COM 22989910 169 3400 SH SHARED 10 3400 D CULLEN FROST BANKERS INC COM 22989910 50 1004 SH SHARED 21 1004 D CUISINE SOLUTIONS INC COM 22990410 0 173 SH SHARED 173 D CULP INC COM 23021510 6 960 SH SHARED 960 D CUMMINS INC COM 23102110 13465 205522 SH SHARED 205522 D CUMMINS INC COM 23102110 1847 28200 SH SHARED 01 28200 D CUMMINS INC COM 23102110 591 9032 SH SHARED 02 8732 300 D CUMMINS INC COM 23102110 7 120 SH SHARED 05 120 D CUMMINS INC COM 23102110 1841 28107 SH SHARED 06 22107 6000 D CUMMINS INC COM 23102110 8681 132505 SH SHARED 10 128805 3700 D CUMMINS INC COM 23102110 163 2500 SH SHARED 14 2500 D CUMMINS INC COM 23102110 209 3200 SH SHR/OTHR 23 3200 D CUMULUS MEDIA INC CL A 23108210 0 200 SH SHARED 200 D CUMULUS MEDIA INC CL A 23108210 9 2400 SH SHARED 01 2400 D CUMULUS MEDIA INC CL A 23108210 32 8300 SH SHARED 02 8300 D CURAGEN CORP COM 23126R10 24 26015 SH SHARED 26015 D CURIS INC COM 23126910 2 1647 SH SHARED 1647 D CURRENCYSHARES SWEDISH KRONA SWEDISH KRONA 23129R10 3 19 SH SHARED 19 D CURRENCYSHARES SWEDISH KRONA SWEDISH KRONA 23129R10 16 100 SH SHARED 02 100 D CURRENCYSHS BRIT POUND STER BRIT POUND STE 23129S10 19 100 SH SHARED 100 D CURRENCYSHARES AUSTRALIAN DL AUSTRALIAN DOL 23129U10 617 6405 SH SHARED 02 6405 D CURRENCYSHARES SWISS FRANC T SWISS FRANC SH 23129V10 19 200 SH SHARED 02 200 D CURRENCYSHARES CDN DLR TR CDN DOLLAR SHS 23129X10 19 200 SH SHARED 02 200 D CURRENCYSHS JAPANESE YEN TR JAPANESE YEN 23130A10 471 5017 SH SHARED 01 17 5000 D CURRENCYSHS JAPANESE YEN TR JAPANESE YEN 23130A10 54 578 SH SHARED 02 578 D CURRENCY SHARES EURO TR EURO SHS 23130C10 7 49 SH SHARED 49 D CURRENCY SHARES EURO TR EURO SHS 23130C10 4 30 SH SHARED 01 30 D CURRENCY SHARES EURO TR EURO SHS 23130C10 22 142 SH SHARED 02 142 D CURRENCYSHARES MEXICAN PESO MEXICAN PES SH 23130H10 32 336 SH SHARED 336 D CURTISS WRIGHT CORP COM 23156110 351 7855 SH SHARED 7855 D CURTISS WRIGHT CORP COM 23156110 33 750 SH SHARED 01 750 D CURTISS WRIGHT CORP COM 23156110 472 10564 SH SHARED 02 9072 1492 D CURTISS WRIGHT CORP COM 23156110 29137 651264 SH SHARED 10 651264 D CUSHING MLP TOTAL RETURN FD COM SHS 23163110 1978 116033 SH SHARED 02 116033 D CUTERA INC COM 23210910 17 1970 SH SHARED 1970 D CYANOTECH CORP COM PAR $0.02 23243730 0 117 SH SHARED 117 D CYBERSOURCE CORP COM 23251J10 319 19104 SH SHARED 19104 D CYBERSOURCE CORP COM 23251J10 547 32743 SH SHARED 02 32743 D CYBERSOURCE CORP COM 23251J10 485 29000 SH SHARED 04 29000 D CYBERSOURCE CORP COM 23251J10 18741 1120217 SH SHARED 10 1120217 D CYBERONICS INC COM 23251P10 54 2532 SH SHARED 2532 D CYBERONICS INC COM 23251P10 63 2916 SH SHARED 02 2916 D CYBEROPTICS CORP COM 23251710 8 863 SH SHARED 863 D CYBEX INTL INC COM 23252E10 0 288 SH SHARED 288 D CYCLACEL PHARMACEUTICALS INC COM 23254L10 3 1801 SH SHARED 1801 D CYCLACEL PHARMACEUTICALS INC PFD CONV EX 6% 23254L20 407 133162 SH SHARED 133162 D CYGNE DESIGNS INC COM 23255610 0 356 SH SHARED 356 D CYMER INC COM 23257210 707 26335 SH SHARED 26335 D CYMER INC COM 23257210 2150 80002 SH SHARED 02 80002 D CYMER INC COM 23257210 3837 142759 SH SHARED 10 142759 D CYNOSURE INC CL A 23257720 40 2056 SH SHARED 2056 D CYNOSURE INC CL A 23257720 3 161 SH SHARED 02 161 D CYPRESS BIOSCIENCES INC COM PAR $.02 23267450 7 979 SH SHARED 979 D CYPRESS BIOSCIENCES INC COM PAR $.02 23267450 87 12125 SH SHARED 01 12125 D CYPRESS BIOSCIENCES INC COM PAR $.02 23267450 2085 290111 SH SHARED 04 290111 D CYPRESS BIOSCIENCES INC COM PAR $.02 23267450 1834 255100 SH SHARED 10 255100 D CYPRESS SEMICONDUCTOR CORP NOTE 1.000% 9/1 232806AK 10982 9500000 PRN SHARED 9500000 D CYPRESS SEMICONDUCTOR CORP COM 23280610 46442 1876461 SH SHARED 1876461 D CYPRESS SEMICONDUCTOR CORP COM 23280610 1298 52475 SH SHARED 01 3175 49300 D CYPRESS SEMICONDUCTOR CORP COM 23280610 8 363 SH SHARED 02 163 200 D CYPRESS SEMICONDUCTOR CORP COM 23280610 742 30000 SH SHARED 04 30000 D CYPRESS SEMICONDUCTOR CORP COM 23280610 306 12376 SH SHARED 10 12376 D CYTOKINETICS INC COM 23282W10 0 97 SH SHARED 97 D CYTOKINETICS INC COM 23282W10 0 189 SH SHARED 02 189 D CYTEC INDS INC COM 23282010 7672 140621 SH SHARED 140621 D CYTEC INDS INC COM 23282010 1153 21143 SH SHARED 01 1343 19800 D CYTEC INDS INC COM 23282010 3808 69801 SH SHARED 02 69801 D CYTEC INDS INC COM 23282010 927 17000 SH SHARED 06 17000 D CYTEC INDS INC COM 23282010 780 14300 SH SHARED 10 12400 1900 D CYTEC INDS INC COM 23282010 927 17000 SH SHARED 14 17000 D CYTRX CORP COM NEW 23282830 1 2312 SH SHARED 2312 D CYTOMEDIX INC COM NEW 23283B20 0 689 SH SHARED 689 D CYTORI THERAPEUTICS INC COM 23283K10 99 15405 SH SHARED 15405 D CYTORI THERAPEUTICS INC COM 23283K10 10 1640 SH SHARED 02 1640 D D & E COMMUNICATIONS INC COM 23286010 9 1022 SH SHARED 1022 D D & E COMMUNICATIONS INC COM 23286010 100 11270 SH SHARED 10 11270 D CYCLE CTRY ACCESSORIES CORP COM 23298410 0 110 SH SHARED 110 D DCP MIDSTREAM PARTNERS LP COM UT LTD PTN 23311P10 118 4052 SH SHARED 4052 D DCP MIDSTREAM PARTNERS LP COM UT LTD PTN 23311P10 175 6000 SH SHARED 02 6000 D DCT INDUSTRIAL TRUST INC COM 23315310 427 51666 SH SHARED 51666 D DCT INDUSTRIAL TRUST INC COM 23315310 62 7600 SH SHARED 01 7600 D DCT INDUSTRIAL TRUST INC COM 23315310 8 980 SH SHARED 02 980 D DCT INDUSTRIAL TRUST INC COM 23315310 1735 209650 SH SHARED 10 209650 D DCT INDUSTRIAL TRUST INC COM 23315310 25552 3086050 SH SHARED 11 3086050 D DDI CORP COM 0.0001 NEW 23316250 2221 369567 SH SHARED 369567 D DGSE COMPANIES INC COM 23323G10 0 94 SH SHARED 94 D DNP SELECT INCOME FD COM 23325P10 67 6500 SH SHARED 23 6500 D DG FASTCHANNEL INC COM 23326R10 58 3400 SH SHARED 01 3400 D DG FASTCHANNEL INC COM 23326R10 1 92 SH SHARED 02 92 D DG FASTCHANNEL INC COM 23326R10 1661 96324 SH SHARED 10 96324 D DPL INC COM 23329310 18688 708453 SH SHARED 708453 D DPL INC COM 23329310 975 36962 SH SHARED 01 36962 D DPL INC COM 23329310 1514 57423 SH SHARED 02 55173 2250 D DPL INC COM 23329310 584 22168 SH SHARED 10 22168 D DPL INC COM 23329310 160 6100 SH SHARED 23 1100 5000 D DRI CORPORATION COM 23330F10 0 290 SH SHARED 290 D DRS TECHNOLOGIES INC COM 23330X10 76746 974930 SH SHARED 974930 D DRS TECHNOLOGIES INC COM 23330X10 1046 13300 SH SHARED 01 13300 D DRS TECHNOLOGIES INC COM 23330X10 10 129 SH SHARED 02 14 115 D DRS TECHNOLOGIES INC COM 23330X10 24009 305000 SH SHARED 10 305000 D DRS TECHNOLOGIES INC COM 23330X10 78 1000 SH SHARED 23 1000 D D R HORTON INC COM 23331A10 5915 545236 SH SHARED 545236 D D R HORTON INC COM 23331A10 543 50100 SH SHARED 01 50100 D D R HORTON INC COM 23331A10 1444 133173 SH SHARED 02 133173 D D R HORTON INC COM 23331A10 2 200 SH SHARED 05 200 D D R HORTON INC COM 23331A10 640 59023 SH SHARED 06 51600 7423 D D R HORTON INC COM 23331A10 12375 1140606 SH SHARED 10 900906 239700 D DSP GROUP INC COM 23332B10 15 2190 SH SHARED 2190 D DSP GROUP INC COM 23332B10 19 2726 SH SHARED 02 2366 360 D DSP GROUP INC COM 23332B10 108 15500 SH SHARED 10 15500 D DST SYS INC DEL DBCV 4.125% 8/1 233326AB 6858 5500000 PRN SHARED 5500000 D DST SYS INC DEL DBCV 3.625% 8/1 233326AD 2601 2272000 PRN SHARED 2272000 D DST SYS INC DEL DBCV 3.625% 8/1 233326AD 12702 11094000 PRN SHARED 02 11094000 D DST SYS INC DEL COM 23332610 1644 29875 SH SHARED 29875 D DST SYS INC DEL COM 23332610 1029 18700 SH SHARED 01 18700 D DST SYS INC DEL COM 23332610 1868 33943 SH SHARED 02 33943 D DST SYS INC DEL COM 23332610 23 420 SH SHARED 06 100 320 D DST SYS INC DEL COM 23332610 126 2301 SH SHARED 10 2301 D DTE ENERGY CO COM 23333110 15950 375831 SH SHARED 375831 D DTE ENERGY CO COM 23333110 1038 24465 SH SHARED 01 24465 D DTE ENERGY CO COM 23333110 951 22416 SH SHARED 02 22091 325 D DTE ENERGY CO COM 23333110 63 1500 SH SHARED 04 1500 D DTE ENERGY CO COM 23333110 5 130 SH SHARED 05 130 D DTE ENERGY CO COM 23333110 1010 23800 SH SHARED 06 19300 4500 D DTE ENERGY CO COM 23333110 10061 237080 SH SHARED 10 237080 D DTE ENERGY CO COM 23333110 241 5700 SH SHARED 14 5700 D DTE ENERGY CO COM 23333110 21 500 SH SHARED 23 500 D DTE ENERGY CO COM 23333110 55 1300 SH SHR/OTHR 23 1300 D DSW INC CL A 23334L10 3 339 SH SHARED 339 D DSW INC CL A 23334L10 47 4001 SH SHARED 02 1 4000 D DSW INC CL A 23334L10 9 777 SH SHARED 10 777 D DTS INC COM 23335C10 318 10163 SH SHARED 10163 D DTS INC COM 23335C10 152 4870 SH SHARED 02 4145 725 D DTS INC COM 23335C10 12 400 SH SHARED 23 400 D DTS INC COM 23335C10 12 400 SH SHR/OTHR 23 400 D DWS HIGH INCOME TR SHS 23337C10 4 1000 SH SHARED 01 1000 D DXP ENTERPRISES INC NEW COM NEW 23337740 1044 25086 SH SHARED 25086 D DXP ENTERPRISES INC NEW COM NEW 23337740 12 300 SH SHARED 01 300 D DXP ENTERPRISES INC NEW COM NEW 23337740 12 296 SH SHARED 02 296 D DWS MULTI MKT INCOME TR SHS 23338L10 8 1000 SH SHARED 01 1000 D DWS STRATEGIC INCOME TR SHS 23338N10 17 1566 SH SHARED 1566 D DWS GLOBAL HIGH INCOME FD COM 23338W10 189 22535 SH SHARED 02 22535 D DWS RREEF REAL ESTATE FD II COM 23338X10 156 13579 SH SHARED 02 13579 D DWS GLOBAL COMMODITIES STK F COM 23338Y10 168 8292 SH SHARED 8292 D DWS GLOBAL COMMODITIES STK F COM 23338Y10 2450 120714 SH SHARED 02 120714 D DWS RREEF REAL ESTATE FD INC COM 23338410 161 9999 SH SHARED 02 9999 D DWS RREEF REAL ESTATE FD INC COM 23338410 61 3800 SH SHR/OTHR 20 3800 D DWS DREMAN VAL INCOME EDGE F COM 23339M10 4693 350500 SH SHARED 350500 D DWS DREMAN VAL INCOME EDGE F COM 23339M10 360 26919 SH SHARED 02 26919 D DWS RREEF WORLD REAL EST & T COM 23339T10 82 6720 SH SHARED 6720 D DWS RREEF WORLD REAL EST & T COM 23339T10 91 7525 SH SHARED 02 7525 D DAG MEDIA INC COM 23372910 0 49 SH SHARED 49 D DAKTRONICS INC COM 23426410 922 45736 SH SHARED 45736 D DAKTRONICS INC COM 23426410 21 1050 SH SHARED 01 1050 D DAKTRONICS INC COM 23426410 107 5318 SH SHARED 02 5318 D DAKTRONICS INC COM 23426410 58 2900 SH SHARED 10 2900 D DANA HOLDING CORP COM 23582520 29 5559 SH SHARED 5559 D DANA HOLDING CORP COM 23582520 240 45001 SH SHARED 02 1 45000 D DANA HOLDING CORP COM 23582520 124 23300 SH SHARED 10 23300 D DANAHER CORP DEL COM 23585110 40308 521456 SH SHARED 521456 D DANAHER CORP DEL COM 23585110 2291 29650 SH SHARED 01 28850 800 D DANAHER CORP DEL COM 23585110 3458 44747 SH SHARED 02 42132 2615 D DANAHER CORP DEL COM 23585110 6238 80700 SH SHARED 04 80700 D DANAHER CORP DEL COM 23585110 8 110 SH SHARED 05 110 D DANAHER CORP DEL COM 23585110 2583 33420 SH SHARED 06 25650 7770 D DANAHER CORP DEL COM 23585110 14398 186269 SH SHARED 10 186269 D DANAHER CORP DEL COM 23585110 1507 19500 SH SHARED 14 19500 D DANAHER CORP DEL COM 23585110 582 7531 SH SHARED 21 3100 4431 D DANAHER CORP DEL COM 23585110 200 2600 SH SHR/OTHR 21 2600 D DANAHER CORP DEL COM 23585110 61 800 SH SHARED 22 800 D DANAHER CORP DEL COM 23585110 548 7100 SH SHARED 23 7100 D DANAHER CORP DEL COM 23585110 131 1700 SH SHR/OTHR 23 1700 D DANVERS BANCORP INC COM 23644210 0 1 SH SHARED 1 D DARA BIOSCIENCES INC COM 23703P10 0 25 SH SHARED 25 D DARDEN RESTAURANTS INC COM 23719410 15540 486557 SH SHARED 468657 17900 D DARDEN RESTAURANTS INC COM 23719410 706 22124 SH SHARED 01 22124 D DARDEN RESTAURANTS INC COM 23719410 432 13527 SH SHARED 02 13527 D DARDEN RESTAURANTS INC COM 23719410 603 18910 SH SHARED 06 14600 4310 D DARDEN RESTAURANTS INC COM 23719410 44720 1400151 SH SHARED 10 1362551 37600 D DARDEN RESTAURANTS INC COM 23719410 227 7132 SH SHARED 14 7132 D DARDEN RESTAURANTS INC COM 23719410 2 85 SH SHARED 21 85 D DARDEN RESTAURANTS INC COM 23719410 95 3000 SH SHR/OTHR 23 3000 D DARLING INTL INC COM 23726610 98 5952 SH SHARED 5952 D DARLING INTL INC COM 23726610 185 11200 SH SHARED 01 6900 4300 D DARLING INTL INC COM 23726610 30 1827 SH SHARED 02 577 1250 D DARLING INTL INC COM 23726610 4377 264980 SH SHARED 10 264980 D DARWIN PROFESSIONAL UNDERWRI COM 23750210 89 2900 SH SHARED 2900 D DARWIN PROFESSIONAL UNDERWRI COM 23750210 9 300 SH SHARED 01 300 D DARWIN PROFESSIONAL UNDERWRI COM 23750210 0 31 SH SHARED 02 31 D DARWIN PROFESSIONAL UNDERWRI COM 23750210 286 9300 SH SHARED 10 9300 D DASSAULT SYS S A SPONSORED ADR 23754510 3 59 SH SHARED 59 D DATA DOMAIN INC COM 23767P10 214 9213 SH SHARED 02 2013 7200 D DATA DOMAIN INC COM 23767P10 303 13000 SH SHARED 04 13000 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 12 2770 SH SHARED 2770 D DATARAM CORP COM PAR $1 23810820 0 208 SH SHARED 208 D DATASCOPE CORP COM 23811310 226 4813 SH SHARED 4813 D DATASCOPE CORP COM 23811310 112 2399 SH SHARED 02 2278 121 D DATASCOPE CORP COM 23811310 183 3900 SH SHARED 10 3900 D DATATRAK INTL INC COM 23813410 0 354 SH SHARED 354 D DAVITA INC COM 23918K10 2241 42186 SH SHARED 42186 D DAVITA INC COM 23918K10 5 100 SH SHARED 01 100 D DAVITA INC COM 23918K10 40 765 SH SHARED 02 565 200 D DAVITA INC COM 23918K10 7156 134700 SH SHARED 04 134700 D DAVITA INC COM 23918K10 966 18190 SH SHARED 06 100 18090 D DAVITA INC COM 23918K10 738 13900 SH SHARED 10 13900 D DAVITA INC COM 23918K10 940 17700 SH SHARED 14 17700 D DAWSON GEOPHYSICAL CO COM 23935910 299 5041 SH SHARED 5041 D DAWSON GEOPHYSICAL CO COM 23935910 74 1245 SH SHARED 01 1245 D DAWSON GEOPHYSICAL CO COM 23935910 903 15200 SH SHARED 10 15200 D DAXOR CORP COM 23946710 0 39 SH SHARED 39 D DAYSTAR TECHNOLOGIES INC COM 23962Q10 22 4944 SH SHARED 4944 D DAYTON SUPERIOR CORP COM 24002830 0 231 SH SHARED 231 D DEALERTRACK HLDGS INC COM 24230910 226 16049 SH SHARED 16049 D DEALERTRACK HLDGS INC COM 24230910 378 26801 SH SHARED 02 26801 D DEALERTRACK HLDGS INC COM 24230910 592 42000 SH SHARED 04 42000 D DEALERTRACK HLDGS INC COM 24230910 5403 382946 SH SHARED 10 382946 D DEAN FOODS CO NEW COM 24237010 313 16000 SH SHARED 16000 D DEAN FOODS CO NEW COM 24237010 8400 428161 SH SHARED 428161 D DEAN FOODS CO NEW COM 24237010 1174 59866 SH SHARED 01 59866 D DEAN FOODS CO NEW COM 24237010 2732 139254 SH SHARED 02 137016 2238 D DEAN FOODS CO NEW COM 24237010 41578 2119180 SH SHARED 04 2119180 D DEAN FOODS CO NEW COM 24237010 18251 930250 SH SHARED 06 418500 511750 D DEAN FOODS CO NEW COM 24237010 44703 2278464 SH SHARED 10 2244664 33800 D DEAN FOODS CO NEW COM 24237010 723 36900 SH SHARED 15 36900 D DEAN FOODS CO NEW COM 24237010 304 15500 SH SHARED 19 15500 D DEARBORN BANCORP INC COM 24242R10 1 227 SH SHARED 227 D DEBT RESOLVE INC COM NEW 24276R20 0 172 SH SHARED 172 D DECKERS OUTDOOR CORP COM 24353710 351 2527 SH SHARED 2527 D DECKERS OUTDOOR CORP COM 24353710 1066 7660 SH SHARED 01 7060 600 D DECKERS OUTDOOR CORP COM 24353710 1510 10850 SH SHR/OTHR 01 10850 D DECKERS OUTDOOR CORP COM 24353710 80 575 SH SHARED 02 475 100 D DECKERS OUTDOOR CORP COM 24353710 97 700 SH SHARED 10 700 D DECODE GENETICS INC COM 24358610 0 1000 SH SHARED 02 1000 D DECORATOR INDS INC COM PAR $0.20 24363120 0 70 SH SHARED 70 D DEERE & CO COM 24419910 44474 616586 SH SHARED 616586 D DEERE & CO COM 24419910 6374 88378 SH SHARED 01 81378 7000 D DEERE & CO COM 24419910 108 1500 SH SHR/OTHR 01 1500 D DEERE & CO COM 24419910 13110 181769 SH SHARED 02 160268 21501 D DEERE & CO COM 24419910 2975 41250 SH SHARED 04 41250 D DEERE & CO COM 24419910 14 200 SH SHARED 05 200 D DEERE & CO COM 24419910 7306 101296 SH SHARED 06 87636 13660 D DEERE & CO COM 24419910 14578 202118 SH SHARED 10 202118 D DEERE & CO COM 24419910 151 2100 SH SHARED 14 2100 D DEERE & CO COM 24419910 1157 16050 SH SHARED 20 6530 9520 D DEERE & CO COM 24419910 118 1640 SH SHARED 23 1640 D DEERE & CO COM 24419910 331 4600 SH SHR/OTHR 23 4600 D DEERFIELD CAPITAL CORP COM 24433110 2 3236 SH SHARED 3236 D DEERFIELD CAPITAL CORP COM 24433110 2 2801 SH SHARED 01 2801 D DEERFIELD CAPITAL CORP COM 24433110 0 689 SH SHARED 02 689 D DEERFIELD CAPITAL CORP COM 24433110 442 559657 SH SHARED 10 559657 D DEFINED STRATEGY FD INC COM 24476Y10 17 1160 SH SHARED 1160 D DEKANIA CORP COM 24488U10 5750 602106 SH SHARED 602106 D DEL MONTE FOODS CO COM 24522P10 -200 -28269 SH SHARED -28269 D DEL MONTE FOODS CO COM 24522P10 362 51112 SH SHARED 51112 D DEL MONTE FOODS CO COM 24522P10 459 64648 SH SHARED 01 63846 802 D DEL MONTE FOODS CO COM 24522P10 229 32320 SH SHARED 02 32320 D DEL MONTE FOODS CO COM 24522P10 7126 1003700 SH SHARED 04 1003700 D DEL MONTE FOODS CO COM 24522P10 21237 2991250 SH SHARED 10 2991250 D DEL MONTE FOODS CO COM 24522P10 9 1339 SH SHARED 20 1339 D DEL MONTE FOODS CO COM 24522P10 16 2344 SH SHR/OTHR 21 2344 D DEL MONTE FOODS CO COM 24522P10 60 8572 SH SHARED 23 3572 5000 D DEL MONTE FOODS CO COM 24522P10 19 2678 SH SHR/OTHR 23 2678 D DELAWAR INVTS AZ MUN INCOME COM 24610010 334 27422 SH SHARED 27422 D DELCATH SYS INC COM 24661P10 1 538 SH SHARED 538 D DELEK US HLDGS INC COM 24664710 28 3049 SH SHARED 3049 D DELEK US HLDGS INC COM 24664710 2 280 SH SHARED 02 280 D DELEK US HLDGS INC COM 24664710 25 2792 SH SHARED 10 2792 D DELIA'S INC NEW COM 24691110 7 3812 SH SHARED 3812 D DELIA'S INC NEW COM 24691110 4 2000 SH SHARED 02 2000 D DELL INC COM 24702R10 375 17143 SH SHARED 703 16440 D DELL INC COM 24702R10 1517966 11825754 SH SHARED 11775201 50553 D DELL INC COM 24702R10 7363 336531 SH SHARED 01 316896 19635 D DELL INC COM 24702R10 216 9900 SH SHR/OTHR 01 9900 D DELL INC COM 24702R10 4897 223820 SH SHARED 02 207796 16024 D DELL INC COM 24702R10 103194 4716400 SH SHARED 04 4716400 D DELL INC COM 24702R10 21 970 SH SHARED 05 970 D DELL INC COM 24702R10 21950 1003230 SH SHARED 06 548978 454252 D DELL INC COM 24702R10 36821 1682902 SH SHARED 10 1682902 D DELL INC COM 24702R10 1354 61925 SH SHARED 14 30800 31125 D DELL INC COM 24702R10 94 4340 SH SHARED 20 1340 3000 D DELL INC COM 24702R10 10 500 SH SHR/OTHR 20 500 D DELL INC COM 24702R10 37 1700 SH SHARED 21 1700 D DELL INC COM 24702R10 21 960 SH SHR/OTHR 21 960 D DELL INC COM 24702R10 6 300 SH SHARED 23 300 D DELL INC COM 24702R10 249 11400 SH SHR/OTHR 23 11400 D DELPHI FINL GROUP INC CL A 24713110 3324 143650 SH SHARED 143650 D DELPHI FINL GROUP INC CL A 24713110 85 3693 SH SHARED 02 3693 D DELPHI FINL GROUP INC CL A 24713110 670 28957 SH SHARED 10 28957 D DELTA AIR LINES INC DEL COM NEW 24736170 1508 264618 SH SHARED 264618 D DELTA AIR LINES INC DEL COM NEW 24736170 57 10118 SH SHARED 02 118 10000 D DELTA AIR LINES INC DEL COM NEW 24736170 48 8500 SH SHARED 10 8500 D DELTA APPAREL INC COM 24736810 0 166 SH SHARED 166 D DELTA NAT GAS INC COM 24774810 2 86 SH SHARED 86 D DELTEK INC COM 24784L10 7 934 SH SHARED 934 D DELTEK INC COM 24784L10 2 333 SH SHARED 02 333 D DELTIC TIMBER CORP COM 24785010 42 794 SH SHARED 794 D DELTIC TIMBER CORP COM 24785010 2809 52499 SH SHARED 01 52499 D DELTIC TIMBER CORP COM 24785010 993 18571 SH SHR/OTHR 01 18571 D DELTIC TIMBER CORP COM 24785010 45 848 SH SHARED 02 48 800 D DELTIC TIMBER CORP COM 24785010 30 570 SH SHARED 21 570 D DELTIC TIMBER CORP COM 24785010 444 8312 SH SHARED 22 8312 D DELTA PETE CORP COM NEW 24790720 128 5019 SH SHARED 5019 D DELTA PETE CORP COM NEW 24790720 220 8625 SH SHARED 01 8625 D DELTA PETE CORP COM NEW 24790720 1642 64361 SH SHARED 02 31001 33360 D DELTA PETE CORP COM NEW 24790720 1096 42975 SH SHARED 06 42975 D DELTA PETE CORP COM NEW 24790720 226 8893 SH SHARED 10 8893 D DENBURY RES INC COM NEW 24791620 4653 127490 SH SHARED 127490 D DENBURY RES INC COM NEW 24791620 2993 82020 SH SHARED 01 5020 77000 D DENBURY RES INC COM NEW 24791620 539 14786 SH SHARED 02 14286 500 D DENBURY RES INC COM NEW 24791620 686 18800 SH SHARED 04 18800 D DENBURY RES INC COM NEW 24791620 164 4500 SH SHARED 06 1700 2800 D DENBURY RES INC COM NEW 24791620 2916 79909 SH SHARED 10 79909 D DENBURY RES INC COM NEW 24791620 693 19000 SH SHARED 21 19000 D DELUXE CORP COM 24801910 4641 260484 SH SHARED 260484 D DELUXE CORP COM 24801910 444 24926 SH SHARED 01 5326 19600 D DELUXE CORP COM 24801910 143 8061 SH SHARED 02 8061 D DELUXE CORP COM 24801910 8781 492800 SH SHARED 10 492800 D DELUXE CORP COM 24801910 31 1753 SH SHR/OTHR 20 1753 D DEMANDTEC INC COM NEW 24802R50 1 142 SH SHARED 142 D DEMANDTEC INC COM NEW 24802R50 12 1616 SH SHARED 02 1616 D DENDREON CORP NOTE 4.750% 6/1 24823QAB 3335 5000000 PRN SHARED 5000000 D DENDREON CORP COM 24823Q10 793 178273 SH SHARED 178273 D DENDREON CORP COM 24823Q10 12 2722 SH SHARED 02 2722 D DENISON MINES CORP COM 24835610 399 45538 SH SHARED 39538 6000 D DENISON MINES CORP COM 24835610 860 98000 SH SHARED 04 98000 D DENNYS CORP COM 24869P10 90 31908 SH SHARED 31908 D DENNYS CORP COM 24869P10 1 502 SH SHARED 02 502 D DENTSPLY INTL INC NEW COM 24903010 3596 97726 SH SHARED 97726 D DENTSPLY INTL INC NEW COM 24903010 1729 47000 SH SHARED 01 47000 D DENTSPLY INTL INC NEW COM 24903010 62 1700 SH SHR/OTHR 01 1700 D DENTSPLY INTL INC NEW COM 24903010 338 9208 SH SHARED 02 8608 600 D DENTSPLY INTL INC NEW COM 24903010 139 3800 SH SHARED 04 3800 D DENTSPLY INTL INC NEW COM 24903010 4 130 SH SHARED 05 130 D DENTSPLY INTL INC NEW COM 24903010 63 1720 SH SHARED 06 200 1520 D DENTSPLY INTL INC NEW COM 24903010 2041 55462 SH SHARED 10 55462 D DENTSPLY INTL INC NEW COM 24903010 73 2000 SH SHARED 23 2000 D DESCARTES SYS GROUP INC COM 24990610 5 1750 SH SHARED 1750 D DEPOMED INC COM 24990810 25 7900 SH SHARED 7900 D DEPOMED INC COM 24990810 28 8955 SH SHARED 02 3955 5000 D DESARROLLADORA HOMEX S A DE SPONSORED ADR 25030W10 2525 43104 SH SHARED 43104 D DESARROLLADORA HOMEX S A DE SPONSORED ADR 25030W10 11 200 SH SHARED 02 200 D DESARROLLADORA HOMEX S A DE SPONSORED ADR 25030W10 556 9500 SH SHR/OTHR 23 9500 D DESIGN WITHIN REACH INC COM 25055710 0 261 SH SHARED 261 D DESWELL INDS INC COM 25063910 0 6 SH SHARED 02 6 D DESWELL INDS INC COM 25063910 48 8500 SH SHARED 10 8500 D DEUTSCHE BK AG LDN BRH DBL LONG ETN38 25154H74 849 37265 SH SHARED 02 100 37165 D DEUTSCHE BK AG LDN BRH DBL SHRT ETN38 25154H75 2 100 SH SHARED 02 100 D DEUTSCHE TELEKOM AG SPONSORED ADR 25156610 5754 351543 SH SHARED 351543 D DEUTSCHE TELEKOM AG SPONSORED ADR 25156610 288 17651 SH SHARED 01 17651 D DEUTSCHE TELEKOM AG SPONSORED ADR 25156610 13 795 SH SHARED 02 795 D DEUTSCHE TELEKOM AG SPONSORED ADR 25156610 96 5896 SH SHARED 21 5896 D DEUTSCHE TELEKOM AG SPONSORED ADR 25156610 73 4500 SH SHR/OTHR 23 4500 D DEVELOPERS DIVERSIFIED RLTY NOTE 3.500% 8/1 251591AQ 7280 8000000 PRN SHARED 02 8000000 D DEVELOPERS DIVERSIFIED RLTY NOTE 3.000% 3/1 251591AS 8730 10000000 PRN SHARED 10000000 D DEVELOPERS DIVERSIFIED RLTY COM 25159110 6566 189174 SH SHARED 189174 D DEVELOPERS DIVERSIFIED RLTY COM 25159110 255 7350 SH SHARED 01 7350 D DEVELOPERS DIVERSIFIED RLTY COM 25159110 1078 31080 SH SHARED 02 19197 11883 D DEVELOPERS DIVERSIFIED RLTY COM 25159110 1 50 SH SHARED 05 50 D DEVELOPERS DIVERSIFIED RLTY COM 25159110 69 2000 SH SHARED 06 2000 D DEVELOPERS DIVERSIFIED RLTY COM 25159110 2504 72156 SH SHARED 10 72156 D DEVELOPERS DIVERSIFIED RLTY COM 25159110 15022 432800 SH SHARED 11 432800 D DEVON ENERGY CORP NEW DEB 4.900% 8/1 25179MAA 17 10000 PRN SHARED 01 10000 D DEVON ENERGY CORP NEW DEB 4.900% 8/1 25179MAA 138 79000 PRN SHARED 23 79000 D DEVON ENERGY CORP NEW DEB 4.900% 8/1 25179MAA 17 10000 PRN SHR/OTHR 23 10000 D DEVON ENERGY CORP NEW DEB 4.950% 8/1 25179MAB 5680 3246000 PRN SHARED 3246000 D DEVON ENERGY CORP NEW COM 25179M10 357 2978 SH SHARED 2978 D DEVON ENERGY CORP NEW COM 25179M10 74942 623689 SH SHARED 623689 D DEVON ENERGY CORP NEW COM 25179M10 5222 43465 SH SHARED 01 42800 665 D DEVON ENERGY CORP NEW COM 25179M10 15561 129508 SH SHARED 02 94161 35347 D DEVON ENERGY CORP NEW COM 25179M10 4325 36000 SH SHARED 04 36000 D DEVON ENERGY CORP NEW COM 25179M10 22 190 SH SHARED 05 190 D DEVON ENERGY CORP NEW COM 25179M10 78198 650788 SH SHARED 06 130105 520683 D DEVON ENERGY CORP NEW COM 25179M10 566179 4711881 SH SHARED 10 4711881 D DEVON ENERGY CORP NEW COM 25179M10 370 3087 SH SHARED 14 3087 D DEVON ENERGY CORP NEW COM 25179M10 514 4284 SH SHARED 23 4284 D DEVON ENERGY CORP NEW COM 25179M10 901 7500 SH SHR/OTHR 23 7500 D DEVRY INC DEL COM 25189310 524 9781 SH SHARED 9781 D DEVRY INC DEL COM 25189310 1185 22100 SH SHARED 01 3200 18900 D DEVRY INC DEL COM 25189310 857 15994 SH SHARED 02 15936 58 D DEVRY INC DEL COM 25189310 2182 40700 SH SHARED 10 40700 D DEXCOM INC NOTE 4.750% 3/1 252131AD 3592 3700000 PRN SHARED 3700000 D DEXCOM INC COM 25213110 70 11595 SH SHARED 02 2160 9435 D DEXCOM INC COM 25213110 906 150000 SH SHARED 04 150000 D DIAGEO P L C SPON ADR NEW 25243Q20 2266 30684 SH SHARED 30684 D DIAGEO P L C SPON ADR NEW 25243Q20 73 1000 SH SHARED 01 1000 D DIAGEO P L C SPON ADR NEW 25243Q20 3510 47527 SH SHARED 02 47527 D DIAGEO P L C SPON ADR NEW 25243Q20 7989 108150 SH SHARED 10 108150 D DIAGEO P L C SPON ADR NEW 25243Q20 158 2150 SH SHARED 23 2150 D DIALYSIS CORP AMER COM 25252910 10 1384 SH SHARED 1384 D DIALYSIS CORP AMER COM 25252910 250 34460 SH SHARED 02 34460 D DIAMOND FOODS INC COM 25260310 30 1323 SH SHARED 02 1323 D DIAMOND FOODS INC COM 25260310 5269 228700 SH SHARED 10 228700 D DIAMOND HILL FINL TRNDS FD I COM 25264C10 536 53828 SH SHARED 53828 D DIAMOND HILL INVESTMENT GROU COM NEW 25264R20 14 170 SH SHARED 02 170 D DIAMOND MGMT & TECHNOLOGY CO COM 25269L10 21 4121 SH SHARED 4121 D DIAMOND OFFSHORE DRILLING IN COM 25271C10 1576 11330 SH SHARED 11330 D DIAMOND OFFSHORE DRILLING IN COM 25271C10 28909 207774 SH SHARED 207774 D DIAMOND OFFSHORE DRILLING IN COM 25271C10 34264 246256 SH SHARED 02 244812 1444 D DIAMOND OFFSHORE DRILLING IN COM 25271C10 143023 1027909 SH SHARED 04 1027909 D DIAMOND OFFSHORE DRILLING IN COM 25271C10 12056 86650 SH SHARED 06 74600 12050 D DIAMOND OFFSHORE DRILLING IN COM 25271C10 1729 12430 SH SHARED 10 12430 D DIAMOND OFFSHORE DRILLING IN COM 25271C10 1600 11500 SH SHARED 14 11500 D DIAMOND OFFSHORE DRILLING IN COM 25271C10 13 100 SH SHARED 20 100 D DIAMOND OFFSHORE DRILLING IN COM 25271C10 15 114 SH SHARED 21 114 D DIAMONDROCK HOSPITALITY CO COM 25278430 474 43544 SH SHARED 43544 D DIAMONDROCK HOSPITALITY CO COM 25278430 71 6600 SH SHARED 01 6600 D DIAMONDROCK HOSPITALITY CO COM 25278430 214 19717 SH SHARED 02 18817 900 D DIAMONDROCK HOSPITALITY CO COM 25278430 804 73900 SH SHARED 10 73900 D DIAMONDROCK HOSPITALITY CO COM 25278430 18481 1697100 SH SHARED 11 1697100 D DIAMONDS TR UNIT SER 1 25278710 21458 189195 SH SHARED 189195 D DIAMONDS TR UNIT SER 1 25278710 23 203 SH SHARED 01 203 D DIAMONDS TR UNIT SER 1 25278710 780 6881 SH SHARED 02 6881 D DIAMONDS TR UNIT SER 1 25278710 21322 188000 SH SHARED 10 188000 D DIAMONDS TR UNIT SER 1 25278710 90 800 SH SHARED 23 800 D DICE HLDGS INC COM 25301710 10 1288 SH SHARED 1288 D DICKS SPORTING GOODS INC NOTE 1.606% 2/1 253393AB 1474 2000000 PRN SHARED 02 2000000 D DICKS SPORTING GOODS INC COM 25339310 913 51486 SH SHARED 51486 D DICKS SPORTING GOODS INC COM 25339310 436 24600 SH SHARED 01 24600 D DICKS SPORTING GOODS INC COM 25339310 238 13452 SH SHARED 02 13302 150 D DICKS SPORTING GOODS INC COM 25339310 11903 671007 SH SHARED 10 671007 D DIEBOLD INC COM 25365110 2021 56816 SH SHARED 56816 D DIEBOLD INC COM 25365110 788 22150 SH SHARED 01 50 22100 D DIEBOLD INC COM 25365110 591 16628 SH SHARED 02 16378 250 D DIEBOLD INC COM 25365110 156 4400 SH SHARED 10 4400 D DIEBOLD INC COM 25365110 935 26300 SH SHARED 14 26300 D DIEBOLD INC COM 25365110 71 2000 SH SHARED 23 2000 D DIEDRICH COFFEE INC COM NEW 25367520 0 77 SH SHARED 77 D DIGI INTL INC COM 25379810 95 12140 SH SHARED 12140 D DIGI INTL INC COM 25379810 1 151 SH SHARED 02 151 D DIGIMARC CORP COM 25380710 23 1666 SH SHARED 02 1666 D DIGITAL ALLY INC COM 25382P10 27 3182 SH SHARED 3182 D DIGIRAD CORP COM 25382710 0 402 SH SHARED 402 D DIGITAL PWR CORP COM 25386210 0 82 SH SHARED 82 D DIGITAL RLTY TR INC COM 25386810 28638 700046 SH SHARED 700046 D DIGITAL RLTY TR INC COM 25386810 294 7200 SH SHARED 01 7200 D DIGITAL RLTY TR INC COM 25386810 7860 192150 SH SHARED 10 192150 D DIGITAL RLTY TR INC COM 25386810 183617 4488327 SH SHARED 11 2578617 1909710 D DIGITAL RLTY TR INC COM 25386810 30 740 SH SHARED 21 740 D DIGITAL RIV INC COM 25388B10 500 12971 SH SHARED 12971 D DIGITAL RIV INC COM 25388B10 1022 26500 SH SHARED 01 15100 11400 D DIGITAL RIV INC COM 25388B10 2325 60276 SH SHARED 02 57026 3250 D DIGITAL RIV INC COM 25388B10 1331 34500 SH SHARED 04 34500 D DIGITAL RIV INC COM 25388B10 74 1930 SH SHARED 10 1930 D DIGITALFX INTL INC COM 25389E10 0 170 SH SHARED 170 D DIME CMNTY BANCSHARES COM 25392210 228 13841 SH SHARED 13841 D DIME CMNTY BANCSHARES COM 25392210 39 2400 SH SHARED 01 2400 D DIME CMNTY BANCSHARES COM 25392210 502 30443 SH SHARED 02 30213 230 D DIME CMNTY BANCSHARES COM 25392210 1220 73900 SH SHARED 10 73900 D DIME CMNTY BANCSHARES COM 25392210 11 675 SH SHR/OTHR 23 675 D DILLARDS INC CL A 25406710 28271 2443521 SH SHARED 2443521 D DILLARDS INC CL A 25406710 97 8400 SH SHARED 01 8400 D DILLARDS INC CL A 25406710 766 66269 SH SHARED 02 65424 845 D DILLARDS INC CL A 25406710 75 6500 SH SHARED 06 6500 D DILLARDS INC CL A 25406710 1147 99206 SH SHARED 10 91506 7700 D DILLARDS INC CL A 25406710 4 355 SH SHARED 21 355 D DIME BANCORP INC NEW *W EXP 99/99/999 25429Q11 249 842808 SH SHARED 842808 D DIME BANCORP INC NEW *W EXP 99/99/999 25429Q11 5 19500 SH SHARED 01 19500 D DINEEQUITY INC COM 25442310 41 1118 SH SHARED 1118 D DINEEQUITY INC COM 25442310 3 100 SH SHARED 01 100 D DINEEQUITY INC COM 25442310 140 3750 SH SHARED 02 2570 1180 D DINEEQUITY INC COM 25442310 301 8066 SH SHARED 10 8066 D DIODES INC NOTE 2.250%10/0 254543AA 937 960000 PRN SHARED 02 960000 D DIODES INC COM 25454310 440 15940 SH SHARED 15940 D DIODES INC COM 25454310 31 1156 SH SHARED 02 1156 D DIODES INC COM 25454310 45 1639 SH SHARED 10 1639 D DIODES INC COM 25454310 35 1295 SH SHARED 21 1295 D DIONEX CORP COM 25454610 345 5205 SH SHARED 5205 D DIONEX CORP COM 25454610 56 850 SH SHARED 01 850 D DIONEX CORP COM 25454610 677 10203 SH SHARED 02 10203 D DIONEX CORP COM 25454610 287 4330 SH SHARED 10 4330 D DIRECTV GROUP INC COM 25459L10 26417 1019581 SH SHARED 903181 116400 D DIRECTV GROUP INC COM 25459L10 2271 87684 SH SHARED 01 87684 D DIRECTV GROUP INC COM 25459L10 2064 79670 SH SHARED 02 77507 2163 D DIRECTV GROUP INC COM 25459L10 5306 204800 SH SHARED 04 204800 D DIRECTV GROUP INC COM 25459L10 7 285 SH SHARED 05 285 D DIRECTV GROUP INC COM 25459L10 3091 119304 SH SHARED 06 97524 21780 D DIRECTV GROUP INC COM 25459L10 104821 4045606 SH SHARED 10 3895306 150300 D DIRECTV GROUP INC COM 25459L10 1355 52312 SH SHARED 14 52312 D DIRECTV GROUP INC COM 25459L10 72 2790 SH SHARED 23 29 2761 D DIRECTV GROUP INC COM 25459L10 12 475 SH SHR/OTHR 23 475 D DISCOVERY LABORATORIES INC N COM 25466810 10 6414 SH SHARED 02 414 6000 D DISCOVERY HOLDING CO CL A COM 25468Y10 3696 168321 SH SHARED 168321 D DISCOVERY HOLDING CO CL A COM 25468Y10 199 9095 SH SHARED 01 8944 151 D DISCOVERY HOLDING CO CL A COM 25468Y10 188 8583 SH SHARED 02 2340 6243 D DISCOVERY HOLDING CO CL A COM 25468Y10 50 2300 SH SHARED 04 2300 D DISCOVERY HOLDING CO CL A COM 25468Y10 4 196 SH SHARED 05 196 D DISCOVERY HOLDING CO CL A COM 25468Y10 114 5215 SH SHARED 06 2400 2815 D DISCOVERY HOLDING CO CL A COM 25468Y10 2428 110602 SH SHARED 10 110602 D DISCOVERY HOLDING CO CL A COM 25468Y10 14 677 SH SHR/OTHR 10 677 D DISCOVERY HOLDING CO CL A COM 25468Y10 1495 68100 SH SHARED 14 68100 D DISCOVERY HOLDING CO CL A COM 25468Y10 74 3386 SH SHARED 20 3386 D DISCOVERY HOLDING CO CL A COM 25468Y10 32 1500 SH SHARED 23 1500 D DISCOVERY HOLDING CO CL A COM 25468Y10 8 400 SH SHR/OTHR 23 400 D DISNEY WALT CO COM DISNEY 25468710 4440 142315 SH SHARED 142315 D DISNEY WALT CO COM DISNEY 25468710 115430 3699708 SH SHARED 3648339 51369 D DISNEY WALT CO COM DISNEY 25468710 12526 401502 SH SHARED 01 294939 106563 D DISNEY WALT CO COM DISNEY 25468710 986 31625 SH SHR/OTHR 01 31625 D DISNEY WALT CO COM DISNEY 25468710 10614 340201 SH SHARED 02 149887 190314 D DISNEY WALT CO COM DISNEY 25468710 26 850 SH SHARED 04 850 D DISNEY WALT CO COM DISNEY 25468710 6810 218300 SH SHARED 04 218300 D DISNEY WALT CO COM DISNEY 25468710 25 810 SH SHARED 05 810 D DISNEY WALT CO COM DISNEY 25468710 8016 256944 SH SHARED 06 198904 58040 D DISNEY WALT CO COM DISNEY 25468710 63944 2049491 SH SHARED 10 1968691 80800 D DISNEY WALT CO COM DISNEY 25468710 149 4800 SH SHR/OTHR 10 4800 D DISNEY WALT CO COM DISNEY 25468710 761 24420 SH SHARED 14 24420 D DISNEY WALT CO COM DISNEY 25468710 249 8000 SH SHARED 20 3050 4950 D DISNEY WALT CO COM DISNEY 25468710 199 6400 SH SHR/OTHR 20 6400 D DISNEY WALT CO COM DISNEY 25468710 733 23501 SH SHARED 21 22376 1125 D DISNEY WALT CO COM DISNEY 25468710 14 470 SH SHR/OTHR 21 470 D DISNEY WALT CO COM DISNEY 25468710 26 850 SH SHARED 22 850 D DISNEY WALT CO COM DISNEY 25468710 46 1500 SH SHR/OTHR 22 1500 D DISNEY WALT CO COM DISNEY 25468710 2114 67783 SH SHARED 23 43283 24500 D DISNEY WALT CO COM DISNEY 25468710 4371 140099 SH SHR/OTHR 23 140099 D DISH NETWORK CORP CL A 25470M10 7007 239320 SH SHARED 225320 14000 D DISH NETWORK CORP CL A 25470M10 293 10035 SH SHARED 01 5980 4055 D DISH NETWORK CORP CL A 25470M10 133 4575 SH SHR/OTHR 01 4575 D DISH NETWORK CORP CL A 25470M10 252 8617 SH SHARED 02 8617 D DISH NETWORK CORP CL A 25470M10 124 4240 SH SHARED 06 2450 1790 D DISH NETWORK CORP CL A 25470M10 38274 1307200 SH SHARED 10 1198100 109100 D DISH NETWORK CORP CL A 25470M10 348 11908 SH SHARED 14 11908 D DISH NETWORK CORP CL A 25470M10 6 225 SH SHARED 20 225 D DISH NETWORK CORP CL A 25470M10 4 165 SH SHR/OTHR 21 165 D DISH NETWORK CORP CL A 25470M10 87 3000 SH SHARED 23 3000 D DISH NETWORK CORP CL A 25470M10 2 75 SH SHR/OTHR 23 75 D DISCOVER FINL SVCS COM 25470910 5659 429752 SH SHARED 429752 D DISCOVER FINL SVCS COM 25470910 1014 77005 SH SHARED 01 75703 1302 D DISCOVER FINL SVCS COM 25470910 0 75 SH SHR/OTHR 01 75 D DISCOVER FINL SVCS COM 25470910 1688 128197 SH SHARED 02 127138 1059 D DISCOVER FINL SVCS COM 25470910 2 195 SH SHARED 05 195 D DISCOVER FINL SVCS COM 25470910 1078 81921 SH SHARED 06 67325 14596 D DISCOVER FINL SVCS COM 25470910 10866 825109 SH SHARED 10 763309 61800 D DISCOVER FINL SVCS COM 25470910 70 5370 SH SHARED 14 5370 D DISCOVER FINL SVCS COM 25470910 81 6170 SH SHARED 15 6170 D DISCOVER FINL SVCS COM 25470910 35 2700 SH SHARED 19 2700 D DISCOVER FINL SVCS COM 25470910 11 876 SH SHARED 20 876 D DISCOVER FINL SVCS COM 25470910 6 480 SH SHR/OTHR 20 480 D DISCOVER FINL SVCS COM 25470910 43 3275 SH SHARED 23 150 3125 D DISCOVER FINL SVCS COM 25470910 48 3654 SH SHR/OTHR 23 3654 D DISTRIBUTED ENERGY SYS CORP COM 25475V10 0 3131 SH SHARED 3131 D DISTRIBUTED ENERGY SYS CORP COM 25475V10 0 3000 SH SHARED 02 3000 D DISTRIBUCION Y SERVICIO D&S SPONSORED ADR 25475310 19 913 SH SHARED 913 D DISTRIBUCION Y SERVICIO D&S SPONSORED ADR 25475310 73 3500 SH SHARED 02 3500 D DITECH NETWORKS INC COM 25500T10 5 2623 SH SHARED 2623 D DIVIDEND CAP RLTY INCM ALLC COM 25537T10 5 1000 SH SHARED 02 1000 D DIVX INC COM 25541310 23 3247 SH SHARED 3247 D DIVX INC COM 25541310 17 2406 SH SHARED 02 406 2000 D DIVX INC COM 25541310 113 15466 SH SHARED 10 15466 D DIXIE GROUP INC CL A 25551910 3 523 SH SHARED 523 D DIXIE GROUP INC CL A 25551910 70 10760 SH SHARED 10 10760 D DR REDDYS LABS LTD ADR 25613520 653 41886 SH SHARED 41886 D DOCUMENT SEC SYS INC COM 25614T10 1 217 SH SHARED 217 D DOLAN MEDIA CO COM 25659P40 156 8625 SH SHARED 8625 D DOLAN MEDIA CO COM 25659P40 17 935 SH SHARED 02 935 D DOLBY LABORATORIES INC COM 25659T10 1075 26698 SH SHARED 26698 D DOLBY LABORATORIES INC COM 25659T10 62 1562 SH SHARED 02 1500 62 D DOLBY LABORATORIES INC COM 25659T10 10073 249975 SH SHARED 10 249975 D DOLBY LABORATORIES INC COM 25659T10 2 65 SH SHARED 21 65 D DOLLAR FINL CORP NOTE 2.875% 6/3 256664AB 8289 11340000 PRN SHARED 11340000 D DOLLAR FINL CORP COM 25666410 162 10763 SH SHARED 10763 D DOLLAR FINL CORP COM 25666410 21 1400 SH SHARED 01 1400 D DOLLAR FINL CORP COM 25666410 11 743 SH SHARED 02 743 D DOLLAR FINL CORP COM 25666410 432 28600 SH SHARED 10 28600 D DOLLAR THRIFTY AUTOMOTIVE GP COM 25674310 189 20041 SH SHARED 20041 D DOLLAR THRIFTY AUTOMOTIVE GP COM 25674310 28 3020 SH SHARED 01 3020 D DOLLAR THRIFTY AUTOMOTIVE GP COM 25674310 77 8202 SH SHARED 02 8202 D DOLLAR THRIFTY AUTOMOTIVE GP COM 25674310 477 50530 SH SHARED 10 50530 D DOLLAR TREE INC COM 25674610 6 200 SH SHARED 200 D DOLLAR TREE INC COM 25674610 9667 295747 SH SHARED 295747 D DOLLAR TREE INC COM 25674610 1960 59987 SH SHARED 01 30137 29850 D DOLLAR TREE INC COM 25674610 2088 63901 SH SHARED 02 63501 400 D DOLLAR TREE INC COM 25674610 11598 354800 SH SHARED 05 354800 D DOLLAR TREE INC COM 25674610 1402 42900 SH SHARED 10 42900 D DOLLAR TREE INC COM 25674610 283 8680 SH SHARED 14 8680 D DOMINION RES INC VA NEW COM 25746U10 47716 1004765 SH SHARED 1004765 D DOMINION RES INC VA NEW COM 25746U10 4283 90208 SH SHARED 01 74696 15512 D DOMINION RES INC VA NEW COM 25746U10 1008 21227 SH SHARED 02 9559 11668 D DOMINION RES INC VA NEW COM 25746U10 199 4200 SH SHARED 04 4200 D DOMINION RES INC VA NEW COM 25746U10 12 262 SH SHARED 05 262 D DOMINION RES INC VA NEW COM 25746U10 3833 80720 SH SHARED 06 62800 17920 D DOMINION RES INC VA NEW COM 25746U10 15210 320278 SH SHARED 10 320278 D DOMINION RES INC VA NEW COM 25746U10 244 5144 SH SHARED 14 5144 D DOMINION RES INC VA NEW COM 25746U10 160 3390 SH SHARED 20 2990 400 D DOMINION RES INC VA NEW COM 25746U10 156 3300 SH SHR/OTHR 20 3300 D DOMINION RES INC VA NEW COM 25746U10 104 2200 SH SHR/OTHR 21 2200 D DOMINION RES INC VA NEW COM 25746U10 94 2000 SH SHARED 22 2000 D DOMINION RES INC VA NEW COM 25746U10 1407 29638 SH SHARED 23 24738 4900 D DOMINION RES INC VA NEW COM 25746U10 1449 30526 SH SHR/OTHR 23 30526 D DOMINOS PIZZA INC COM 25754A20 119 10375 SH SHARED 10375 D DOMINOS PIZZA INC COM 25754A20 226 19736 SH SHARED 02 19736 D DOMINOS PIZZA INC COM 25754A20 203 17700 SH SHARED 10 17700 D DOMTAR CORP COM 25755910 23073 4233579 SH SHARED 4233579 D DOMTAR CORP COM 25755910 66 12265 SH SHARED 01 12265 D DOMTAR CORP COM 25755910 3 563 SH SHARED 02 563 D DOMTAR CORP COM 25755910 1 245 SH SHARED 05 245 D DOMTAR CORP COM 25755910 21 4000 SH SHARED 06 1000 3000 D DOMTAR CORP COM 25755910 1515 278123 SH SHARED 10 239823 38300 D DOMTAR CORP COM 25755910 1411 258900 SH SHARED 14 258900 D DONALDSON INC COM 25765110 21 472 SH SHARED 472 D DONALDSON INC COM 25765110 1273 28533 SH SHARED 28533 D DONALDSON INC COM 25765110 999 22400 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D ELIZABETH ARDEN INC COM 28660G10 112 7404 SH SHARED 02 7404 D ELIZABETH ARDEN INC COM 28660G10 148 9800 SH SHARED 10 9800 D ELIXIR GAMING TECHNOLOGIES I COM 28661G10 0 426 SH SHARED 426 D ELIXIR GAMING TECHNOLOGIES I COM 28661G10 6 5576 SH SHARED 02 5576 D ELLIS PERRY INTL INC COM 28885310 645 30438 SH SHARED 30438 D ELLIS PERRY INTL INC COM 28885310 61 2900 SH SHARED 01 2900 D ELLIS PERRY INTL INC COM 28885310 1 55 SH SHARED 02 55 D ELLIS PERRY INTL INC COM 28885310 3177 149725 SH SHARED 10 149725 D ELMIRA SVGS BK FSB N Y COM 28966010 0 41 SH SHARED 41 D ELONG INC SPONSORED ADR 29013820 0 10 SH SHARED 02 10 D ELOYALTY CORP COM NEW 29015130 0 154 SH SHARED 154 D ELRON ELECTR INDS LTD ORD 29016010 9 1201 SH SHARED 1201 D ELRON ELECTR INDS LTD ORD 29016010 297 36760 SH SHARED 02 36760 D EMAGEON INC COM 29076V10 2 1139 SH SHARED 1139 D EMBARQ CORP COM 29078E10 15029 317948 SH SHARED 268048 49900 D EMBARQ CORP COM 29078E10 1047 22156 SH SHARED 01 20856 1300 D EMBARQ CORP COM 29078E10 29 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INC COM 29084Q10 308 10815 SH SHARED 02 10605 210 D EMCOR GROUP INC COM 29084Q10 42404 1486300 SH SHARED 10 1486300 D EMCORE CORP COM 29084610 2 400 SH SHARED 400 D EMCORE CORP COM 29084610 110 17620 SH SHARED 17620 D EMCORE CORP COM 29084610 227 36388 SH SHARED 02 36388 D EMCORE CORP COM 29084610 6 984 SH SHARED 06 984 D EMCORE CORP COM 29084610 7 1200 SH SHARED 10 1200 D EMERGENT BIOSOLUTIONS INC COM 29089Q10 19 1995 SH SHARED 1995 D EMERGENT BIOSOLUTIONS INC COM 29089Q10 6 650 SH SHARED 02 650 D EMERGENT BIOSOLUTIONS INC COM 29089Q10 82 8300 SH SHARED 10 8300 D EMERGENCY MEDICAL SVCS CORP CL A 29100P10 0 1 SH SHARED 1 D EMERGENCY MEDICAL SVCS CORP CL A 29100P10 549 24300 SH SHARED 01 24300 D EMERGENCY MEDICAL SVCS CORP CL A 29100P10 848 37500 SH SHR/OTHR 01 37500 D EMERGENCY MEDICAL SVCS CORP CL A 29100P10 0 2 SH SHARED 02 2 D EMERGENCY MEDICAL SVCS CORP CL A 29100P10 67 3000 SH SHARED 10 3000 D EMERITUS CORP COM 29100510 1 101 SH SHARED 101 D EMERITUS CORP COM 29100510 9 668 SH SHARED 02 668 D EMERITUS CORP COM 29100510 44 3037 SH SHARED 10 3037 D EMERSON ELEC CO COM 29101110 58 1174 SH SHARED 1174 D EMERSON ELEC CO COM 29101110 47306 956650 SH SHARED 953400 3250 D EMERSON ELEC CO COM 29101110 10161 205494 SH SHARED 01 110165 95329 D EMERSON ELEC CO COM 29101110 2041 41288 SH SHR/OTHR 01 41288 D EMERSON ELEC CO COM 29101110 3213 64989 SH SHARED 02 46415 18574 D EMERSON ELEC CO COM 29101110 26178 529398 SH SHARED 04 529398 D EMERSON ELEC CO COM 29101110 21933 443542 SH SHARED 05 443542 D EMERSON ELEC CO COM 29101110 9109 184216 SH SHARED 06 112738 71478 D EMERSON ELEC CO COM 29101110 78378 1585011 SH SHARED 10 1584011 1000 D EMERSON ELEC CO COM 29101110 39 800 SH SHR/OTHR 10 800 D EMERSON ELEC CO COM 29101110 2091 42292 SH SHARED 14 42292 D EMERSON ELEC CO COM 29101110 791 16000 SH SHARED 15 16000 D EMERSON ELEC CO COM 29101110 331 6700 SH SHARED 19 6700 D EMERSON ELEC CO COM 29101110 2979 60262 SH SHARED 20 12688 47574 D EMERSON ELEC CO COM 29101110 1326 26820 SH SHR/OTHR 20 26820 D EMERSON ELEC CO COM 29101110 267 5400 SH SHARED 21 5400 D EMERSON ELEC CO COM 29101110 1186 24000 SH SHR/OTHR 21 24000 D EMERSON ELEC CO COM 29101110 697 14100 SH SHARED 22 12500 1600 D EMERSON ELEC CO COM 29101110 47 964 SH SHR/OTHR 22 964 D EMERSON ELEC CO COM 29101110 6948 140510 SH SHARED 23 132610 7900 D EMERSON ELEC CO COM 29101110 8967 181349 SH SHR/OTHR 23 181349 D EMERSON RADIO CORP COM NEW 29108720 56 47718 SH SHARED 47718 D EMISPHERE TECHNOLOGIES INC COM 29134510 2364 879059 SH SHARED 879059 D EMISPHERE TECHNOLOGIES INC COM 29134510 111 41300 SH SHARED 02 41300 D EMMIS COMMUNICATIONS CORP CL A 29152510 2 1169 SH SHARED 1169 D EMMIS COMMUNICATIONS CORP CL A 29152510 77 30655 SH SHARED 10 30655 D EMMIS COMMUNICATIONS CORP PFD CV SER A 29152520 12716 508676 SH SHARED 508676 D EMPIRE DIST ELEC CO COM 29164110 410 22167 SH SHARED 22167 D EMPIRE DIST ELEC CO COM 29164110 219 11858 SH SHARED 02 11858 D EMPIRE DIST ELEC CO COM 29164110 430 23200 SH SHARED 10 23200 D EMPIRE RESORTS INC NOTE 8.000% 7/3 292052AB 762 1269000 PRN SHARED 1269000 D EMPIRE RESORTS INC COM 29205210 13 4576 SH SHARED 4576 D EMPIRE RESORTS INC COM 29205210 13 4700 SH SHARED 02 4200 500 D EMPIRE RES INC DEL COM 29206E10 3 830 SH SHARED 830 D EMPLOYERS HOLDINGS INC COM 29221810 36 1743 SH SHARED 1743 D EMPLOYERS HOLDINGS INC COM 29221810 3 192 SH SHARED 02 192 D EMPLOYERS HOLDINGS INC COM 29221810 486 23500 SH SHARED 10 23500 D EMPRESA DIST Y COMERCIAL NOR SPON ADR 29244A10 167 14672 SH SHARED 14672 D EMPRESA DIST Y COMERCIAL NOR SPON ADR 29244A10 285 25000 SH SHARED 02 25000 D EMPRESA NACIONAL DE ELCTRCID SPONSORED ADR 29244T10 930 21755 SH SHARED 21755 D EMPRESA NACIONAL DE ELCTRCID SPONSORED ADR 29244T10 11040 258200 SH SHARED 01 258200 D EMPRESAS ICA S A DE CV SPONS ADR NEW 29244820 201 8100 SH SHARED 8100 D EMPRESAS ICA S A DE CV SPONS ADR NEW 29244820 208 8400 SH SHARED 02 8400 D EMPRESAS ICA S A DE CV SPONS ADR NEW 29244820 4968 200000 SH SHARED 04 200000 D EMRISE CORP COM 29246J10 0 60 SH SHARED 02 60 D EN POINTE TECHNOLOGIES INC COM 29247F10 0 143 SH SHARED 143 D EMULEX CORP COM NEW 29247520 3749 321804 SH SHARED 321804 D EMULEX CORP COM NEW 29247520 175 15025 SH SHARED 01 15025 D EMULEX CORP COM NEW 29247520 1 96 SH SHARED 02 1 95 D EMULEX CORP COM NEW 29247520 1529 131300 SH SHARED 10 131300 D EMULEX CORP COM NEW 29247520 28 2410 SH SHARED 21 2410 D ENBRIDGE INC COM 29250N10 3436 79580 SH SHARED 54200 25380 D ENBRIDGE INC COM 29250N10 33695 780348 SH SHARED 780348 D ENBRIDGE INC COM 29250N10 7 164 SH SHARED 01 164 D ENBRIDGE INC COM 29250N10 82851 1918757 SH SHARED 04 1918757 D ENBRIDGE INC COM 29250N10 8 200 SH SHARED 05 200 D ENBRIDGE INC COM 29250N10 228 5286 SH SHARED 06 3436 1850 D ENBRIDGE INC COM 29250N10 25550 591710 SH SHARED 10 444710 147000 D ENBRIDGE INC COM 29250N10 563 13050 SH SHARED 11 13050 D ENBRIDGE ENERGY PARTNERS L P COM 29250R10 28650 569472 SH SHARED 569472 D ENBRIDGE ENERGY PARTNERS L P COM 29250R10 3125 62125 SH SHARED 02 12500 49625 D ENBRIDGE ENERGY MANAGEMENT L SHS UNITS LLI 29250X10 26 511 SH SHARED 511 D ENBRIDGE ENERGY MANAGEMENT L SHS UNITS LLI 29250X10 399 7808 SH SHARED 02 7808 D ENCANA CORP COM 29250510 145630 1601567 SH SHARED 1601567 D ENCANA CORP COM 29250510 392 4318 SH SHARED 01 240 4078 D ENCANA CORP COM 29250510 45 500 SH SHR/OTHR 01 500 D ENCANA CORP COM 29250510 784 8626 SH SHARED 02 1300 7326 D ENCANA CORP COM 29250510 196651 2162664 SH SHARED 04 2162664 D ENCANA CORP COM 29250510 29 324 SH SHARED 05 324 D ENCANA CORP COM 29250510 1613 17742 SH SHARED 06 13892 3850 D ENCANA CORP COM 29250510 40380 444079 SH SHARED 10 356679 87400 D ENCANA CORP COM 29250510 2719 29913 SH SHARED 14 13500 16413 D ENCANA CORP COM 29250510 833 9164 SH SHARED 20 9164 D ENCANA CORP COM 29250510 18 205 SH SHARED 21 205 D ENCANA CORP COM 29250510 54 600 SH SHR/OTHR 22 600 D ENCANA CORP COM 29250510 800 8800 SH SHARED 23 4800 4000 D ENCANA CORP COM 29250510 454 5000 SH SHR/OTHR 23 5000 D ENCISION INC COM 29254Q10 0 97 SH SHARED 97 D ENCORE BANCSHARES INC COM 29255V20 3 219 SH SHARED 219 D ENCORE ACQUISITION CO COM 29255W10 730 9719 SH SHARED 9719 D ENCORE ACQUISITION CO COM 29255W10 1481 19700 SH SHARED 01 2400 17300 D ENCORE ACQUISITION CO COM 29255W10 473 6298 SH SHARED 02 6298 D ENCORE ACQUISITION CO COM 29255W10 15 200 SH SHARED 06 200 D ENCORE ACQUISITION CO COM 29255W10 9190 122225 SH SHARED 10 122225 D ENCORE ACQUISITION CO COM 29255W10 96 1286 SH SHARED 21 1286 D ENCORE CAP GROUP INC NOTE 3.375% 9/1 292554AB 21477 27325008 PRN SHARED 27325008 D ENCORE CAP GROUP INC COM 29255410 0 94 SH SHARED 94 D ENCORE CAP GROUP INC COM 29255410 0 1 SH SHARED 02 1 D ENCORE CAP GROUP INC COM 29255410 37 4300 SH SHARED 10 4300 D ENCORE WIRE CORP COM 29256210 1271 59982 SH SHARED 59982 D ENCORE WIRE CORP COM 29256210 334 15801 SH SHARED 02 15801 D ENCORE WIRE CORP COM 29256210 186 8800 SH SHARED 10 8800 D ENCORE ENERGY PARTNERS LP COM UNIT 29257A10 107 3846 SH SHARED 3846 D ENCORIUM GROUP INC COM 29257R10 0 394 SH SHARED 394 D ENDEAVOUR INTL CORP COM 29259G10 20 9366 SH SHARED 02 9366 D ENDWAVE CORP COM NEW 29264A20 1 303 SH SHARED 303 D ENDWAVE CORP COM NEW 29264A20 67 10626 SH SHARED 02 10626 D ENDO PHARMACEUTICALS HLDGS I NOTE 1.750% 4/1 29264FAA 1702 1720000 PRN SHARED 02 1720000 D ENDO PHARMACEUTICALS HLDGS I COM 29264F20 1023 42328 SH SHARED 42328 D ENDO PHARMACEUTICALS HLDGS I COM 29264F20 832 34400 SH SHARED 01 34400 D ENDO PHARMACEUTICALS HLDGS I COM 29264F20 407 16841 SH SHARED 02 16841 D ENDO PHARMACEUTICALS HLDGS I COM 29264F20 75 3115 SH SHARED 06 3115 D ENDO PHARMACEUTICALS HLDGS I COM 29264F20 125 5200 SH SHARED 10 5200 D ENDOCARE INC COM NEW 29264P20 1 274 SH SHARED 274 D ENERGEN CORP COM 29265N10 2231 28601 SH SHARED 28601 D ENERGEN CORP COM 29265N10 16658 213490 SH SHARED 01 191590 21900 D ENERGEN CORP COM 29265N10 239 3064 SH SHARED 02 3064 D ENERGEN CORP COM 29265N10 5 70 SH SHARED 05 70 D ENERGEN CORP COM 29265N10 31 400 SH SHARED 06 400 D ENERGEN CORP COM 29265N10 468 6000 SH SHARED 10 6000 D ENERGEN CORP COM 29265N10 117 1500 SH SHARED 21 1500 D ENERGY CONVERSION DEVICES IN COM 29265910 2291 31116 SH SHARED 31116 D ENERGY CONVERSION DEVICES IN COM 29265910 316 4300 SH SHARED 01 4300 D ENERGY CONVERSION DEVICES IN COM 29265910 600 8155 SH SHARED 02 7865 290 D ENERGY CONVERSION DEVICES IN COM 29265910 102 1391 SH SHARED 10 1391 D ENERGY EAST CORP COM 29266M10 13074 528904 SH SHARED 528904 D ENERGY EAST CORP COM 29266M10 1221 49400 SH SHARED 01 49400 D ENERGY EAST CORP COM 29266M10 51 2066 SH SHARED 02 2066 D ENERGY EAST CORP COM 29266M10 44 1800 SH SHARED 04 1800 D ENERGY EAST CORP COM 29266M10 23 970 SH SHARED 06 250 720 D ENERGY EAST CORP COM 29266M10 397 16100 SH SHARED 10 16100 D ENERGIZER HLDGS INC COM 29266R10 4390 60072 SH SHARED 60072 D ENERGIZER HLDGS INC COM 29266R10 6872 94025 SH SHARED 01 50610 200 43215 D ENERGIZER HLDGS INC COM 29266R10 1499 20521 SH SHR/OTHR 01 20521 D ENERGIZER HLDGS INC COM 29266R10 1564 21410 SH SHARED 02 21410 D ENERGIZER HLDGS INC COM 29266R10 29 400 SH SHARED 04 400 D ENERGIZER HLDGS INC COM 29266R10 30 420 SH SHARED 06 100 320 D ENERGIZER HLDGS INC COM 29266R10 236 3236 SH SHARED 10 2500 736 D ENERGIZER HLDGS INC COM 29266R10 204 2800 SH SHARED 14 2800 D ENERGIZER HLDGS INC COM 29266R10 1057 14466 SH SHARED 20 12326 55 2085 D ENERGIZER HLDGS INC COM 29266R10 190 2600 SH SHR/OTHR 20 2600 D ENERGIZER HLDGS INC COM 29266R10 40 550 SH SHARED 21 550 D ENERGIZER HLDGS INC COM 29266R10 38 525 SH SHR/OTHR 21 525 D ENERGIZER HLDGS INC COM 29266R10 565 7735 SH SHARED 22 6260 1475 D ENERGIZER HLDGS INC COM 29266R10 199 2725 SH SHR/OTHR 22 2725 D ENERGIZER HLDGS INC COM 29266R10 1026 14045 SH SHARED 23 13205 840 D ENERGIZER HLDGS INC COM 29266R10 579 7935 SH SHR/OTHR 23 7935 D ENDOLOGIX INC COM 29266S10 2 976 SH SHARED 976 D ENER1 INC COM NEW 29267A20 440 59308 SH SHARED 59308 D ENER1 INC COM NEW 29267A20 21 2959 SH SHARED 02 2959 D ENER1 INC COM NEW 29267A20 14 2000 SH SHARED 10 2000 D ENERGY FOCUS INC COM 29268T10 0 299 SH SHARED 299 D ENERGY INFRASTRUCTURE ACQUI COM 29269P10 1845 186439 SH SHARED 186439 D ENERGY INFRASTRUCTURE ACQUI COM 29269P10 106 10800 SH SHARED 02 10800 D ENERGY INFRASTRUCTURE ACQUI *W EXP 07/17/201 29269P11 6 24254 SH SHARED 24254 D ENERGY INCOME & GROWTH FD COM 29269710 257 11350 SH SHARED 02 11350 D ENERGY PARTNERS LTD COM 29270U10 317 21291 SH SHARED 21291 D ENERGY PARTNERS LTD COM 29270U10 6 421 SH SHARED 02 421 D ENERGY SVCS ACQUISITION CORP COM 29271Q10 274 48400 SH SHARED 48400 D ENERGY TRANSFER PRTNRS L P UNIT LTD PARTN 29273R10 57608 1325250 SH SHARED 1325250 D ENERGY TRANSFER PRTNRS L P UNIT LTD PARTN 29273R10 3211 73879 SH SHARED 02 73879 D ENERGY TRANSFER PRTNRS L P UNIT LTD PARTN 29273R10 259 5975 SH SHARED 11 5975 D ENERGY TRANSFER EQUITY L P COM UT LTD PTN 29273V10 9211 317746 SH SHARED 317746 D ENERGY TRANSFER EQUITY L P COM UT LTD PTN 29273V10 14 500 SH SHARED 02 500 D ENERGY TRANSFER EQUITY L P COM UT LTD PTN 29273V10 128 4425 SH SHARED 11 4425 D ENERGY WEST INC COM NEW 29274A20 0 83 SH SHARED 83 D ENERPLUS RES FD UNIT TR G NEW 29274D60 37915 819971 SH SHARED 819971 D ENERPLUS RES FD UNIT TR G NEW 29274D60 9 200 SH SHR/OTHR 01 200 D ENERPLUS RES FD UNIT TR G NEW 29274D60 41 900 SH SHARED 02 900 D ENERPLUS RES FD UNIT TR G NEW 29274D60 32 700 SH SHARED 04 700 D ENERPLUS RES FD UNIT TR G NEW 29274D60 212 4600 SH SHARED 10 4600 D ENERPLUS RES FD UNIT TR G NEW 29274D60 92 2000 SH SHR/OTHR 23 2000 D ENERSIS S A SPONSORED ADR 29274F10 2140 137372 SH SHARED 137372 D ENERSIS S A SPONSORED ADR 29274F10 0 3 SH SHARED 02 3 D ENERSYS COM 29275Y10 611 17869 SH SHARED 17869 D ENERSYS COM 29275Y10 73 2150 SH SHARED 01 2150 D ENERSYS COM 29275Y10 316 9243 SH SHARED 02 5243 4000 D ENERSYS COM 29275Y10 90 2658 SH SHARED 06 2658 D ENERSYS COM 29275Y10 276 8076 SH SHARED 10 8076 D ENERSYS COM 29275Y10 3 110 SH SHARED 21 110 D ENERGYSOLUTIONS INC DEPOSITARY SH 29275620 2046 91548 SH SHARED 91548 D ENERGYSOLUTIONS INC DEPOSITARY SH 29275620 9 446 SH SHARED 02 446 D ENERGYSOLUTIONS INC DEPOSITARY SH 29275620 1676 75000 SH SHARED 04 75000 D ENERNOC INC COM 29276410 4 246 SH SHARED 246 D ENERNOC INC COM 29276410 1 95 SH SHARED 02 95 D ENERNOC INC COM 29276410 77 4300 SH SHARED 10 4300 D ENERGYSOUTH INC COM 29297010 0 1 SH SHARED 1 D ENERGYSOUTH INC COM 29297010 2 47 SH SHARED 02 47 D ENGLOBAL CORP COM 29330610 40 2838 SH SHARED 2838 D ENGLOBAL CORP COM 29330610 13 922 SH SHARED 02 922 D ENLIVEN MARKETING TECH CORP COM 29336110 1 2168 SH SHARED 2168 D ENNIS INC COM 29338910 20 1336 SH SHARED 1336 D ENNIS INC COM 29338910 1 118 SH SHARED 02 118 D ENNIS INC COM 29338910 11847 757000 SH SHARED 10 757000 D ENOVA SYSTEMS INC COM NEW 29355M20 1 326 SH SHARED 326 D ENPRO INDS INC DBCV 3.937%10/1 29355XAB 34273 25750000 PRN SHARED 25750000 D ENPRO INDS INC COM 29355X10 668 17898 SH SHARED 17898 D ENPRO INDS INC COM 29355X10 194 5202 SH SHARED 01 3302 1900 D ENPRO INDS INC COM 29355X10 101 2705 SH SHARED 02 2085 620 D ENPRO INDS INC COM 29355X10 2382 63800 SH SHARED 10 63800 D ENTEGRIS INC COM 29362U10 331 50621 SH SHARED 50621 D ENTEGRIS INC COM 29362U10 64 9917 SH SHARED 01 1617 8300 D ENTEGRIS INC COM 29362U10 16 2557 SH SHARED 02 2557 D ENTEGRIS INC COM 29362U10 400 61111 SH SHARED 10 61111 D ENTERCOM COMMUNICATIONS CORP CL A 29363910 1080 153850 SH SHARED 153850 D ENTERCOM COMMUNICATIONS CORP CL A 29363910 73 10400 SH SHARED 01 10400 D ENTERCOM COMMUNICATIONS CORP CL A 29363910 455 64926 SH SHARED 02 44601 20325 D ENTERCOM COMMUNICATIONS CORP CL A 29363910 42 6100 SH SHARED 10 6100 D ENTERGY CORP NEW COM 29364G10 924 7677 SH SHARED 7677 D ENTERGY CORP NEW COM 29364G10 49936 414477 SH SHARED 414389 88 D ENTERGY CORP NEW COM 29364G10 18018 149559 SH SHARED 01 141609 400 7550 D ENTERGY CORP NEW COM 29364G10 2846 23630 SH SHR/OTHR 01 23630 D ENTERGY CORP NEW COM 29364G10 3255 27025 SH SHARED 02 26725 300 D ENTERGY CORP NEW COM 29364G10 95201 790183 SH SHARED 04 790183 D ENTERGY CORP NEW COM 29364G10 12103 100459 SH SHARED 05 100459 D ENTERGY CORP NEW COM 29364G10 43331 359655 SH SHARED 06 33170 326485 D ENTERGY CORP NEW COM 29364G10 25805 214192 SH SHARED 10 214192 D ENTERGY CORP NEW COM 29364G10 277 2300 SH SHARED 11 2300 D ENTERGY CORP NEW COM 29364G10 457 3795 SH SHARED 20 1845 1950 D ENTERGY CORP NEW COM 29364G10 69 580 SH SHR/OTHR 20 580 D ENTERGY CORP NEW COM 29364G10 48 400 SH SHARED 21 400 D ENTERGY CORP NEW COM 29364G10 204 1700 SH SHARED 22 1500 200 D ENTERGY CORP NEW COM 29364G10 570 4735 SH SHR/OTHR 22 4735 D ENTERGY CORP NEW COM 29364G10 2480 20587 SH SHARED 23 16212 4375 D ENTERGY CORP NEW COM 29364G10 4434 36809 SH SHR/OTHR 23 36809 D ENTERGY CORP NEW EQUITY UNIT 29364G20 39283 555636 SH SHARED 555636 D ENTEROMEDICS INC COM 29365M10 0 130 SH SHARED 130 D ENTEROMEDICS INC COM 29365M10 1170 260000 SH SHARED 04 260000 D ENTERPRISE ACQUISITION CORP COM 29365R10 2017 216502 SH SHARED 216502 D ENTERPRISE ACQUISITION CORP COM 29365R10 4492 482000 SH SHARED 02 482000 D ENTERPRISE ACQUISITION CORP *W EXP 11/07/201 29365R11 106 178011 SH SHARED 178011 D ENTERPRISE ACQUISITION CORP *W EXP 11/07/201 29365R11 156 260000 SH SHARED 02 260000 D ENTERPRISE ACQUISITION CORP UNIT 99/99/9999 29365R20 0 73 SH SHARED 73 D ENTERPRISE ACQUISITION CORP UNIT 99/99/9999 29365R20 36 3700 SH SHARED 02 3700 D ENTERPRISE BANCORP INC MASS COM 29366810 1 155 SH SHARED 155 D ENTERPRISE FINL SVCS CORP COM 29371210 14 777 SH SHARED 777 D ENTERPRISE GP HLDGS L P UNIT LP INT 29371610 95105 3161766 SH SHARED 3161766 D ENTERPRISE GP HLDGS L P UNIT LP INT 29371610 15 500 SH SHARED 02 500 D ENTERPRISE PRODS PARTNERS L COM 29379210 14904 504555 SH SHARED 504555 D ENTERPRISE PRODS PARTNERS L COM 29379210 6367 215557 SH SHARED 02 21500 194057 D ENTERTAINMENT PPTYS TR COM SH BEN INT 29380T10 218 4411 SH SHARED 4411 D ENTERTAINMENT PPTYS TR COM SH BEN INT 29380T10 1676 33915 SH SHARED 02 33545 370 D ENTERTAINMENT PPTYS TR COM SH BEN INT 29380T10 1270 25700 SH SHARED 10 25700 D ENTERTAINMENT PPTYS TR COM SH BEN INT 29380T10 34284 693460 SH SHARED 11 128237 565223 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 102 478910 PRN SHARED 478910 D ENTERTAINMENT PPTYS TR PFD C CNV 5.75% 29380T40 24 115100 PRN SHARED 02 115100 D ENTERTAINMENT PPTYS TR CONV PFD 9% SR E 29380T60 9162 344450 SH SHARED 344450 D ENTERRA ENERGY TR TR UNIT 29381P10 374 79926 SH SHARED 79926 D ENTREMED INC COM 29382F10 0 1577 SH SHARED 1577 D ENTERTAINMENT DIST CO INC COM 29382J10 0 1696 SH SHARED 1696 D ENTRAVISION COMMUNICATIONS C CL A 29382R10 715 177989 SH SHARED 177989 D ENTRAVISION COMMUNICATIONS C CL A 29382R10 43 10903 SH SHARED 02 10903 D ENTRAVISION COMMUNICATIONS C CL A 29382R10 27 6800 SH SHARED 10 6800 D ENTREE GOLD INC COM 29383G10 0 166 SH SHARED 02 166 D ENTORIAN TECHNOLOGIES INC COM 29383P10 0 285 SH SHARED 285 D ENTROPIC COMMUNICATIONS INC COM 29384R10 0 209 SH SHARED 209 D ENTROPIC COMMUNICATIONS INC COM 29384R10 0 38 SH SHARED 02 38 D ENTRUST INC COM 29384810 21 7191 SH SHARED 7191 D ENTRUST INC COM 29384810 41 14146 SH SHARED 02 14146 D ENZON PHARMACEUTICALS INC NOTE 4.500% 7/0 293904AB 2000 2000000 PRN SHARED 2000000 D ENZON PHARMACEUTICALS INC NOTE 4.000% 6/0 293904AE 8028 9000000 PRN SHARED 9000000 D ENZON PHARMACEUTICALS INC NOTE 4.000% 6/0 293904AE 10101 11325000 PRN SHARED 02 11325000 D ENZON PHARMACEUTICALS INC COM 29390410 2 300 SH SHARED 300 D ENZON PHARMACEUTICALS INC COM 29390410 520 73045 SH SHARED 73045 D ENZON PHARMACEUTICALS INC COM 29390410 30 4300 SH SHARED 01 4300 D ENZON PHARMACEUTICALS INC COM 29390410 1 241 SH SHARED 02 241 D ENZON PHARMACEUTICALS INC COM 29390410 642 90200 SH SHARED 10 90200 D ENVIRONMENTAL PWR CORP COM NEW 29406L20 3 761 SH SHARED 761 D ENVIRONMENTAL PWR CORP COM NEW 29406L20 35 8500 SH SHARED 02 8500 D ENVIRONMENTAL TECTONICS CORP COM 29409210 0 107 SH SHARED 107 D ENZO BIOCHEM INC COM 29410010 49 4455 SH SHARED 4455 D ENZO BIOCHEM INC COM 29410010 28 2500 SH SHARED 02 2500 D EPICOR SOFTWARE CORP COM 29426L10 33 4833 SH SHARED 4833 D EPICOR SOFTWARE CORP COM 29426L10 24 3476 SH SHARED 02 3476 D EPICOR SOFTWARE CORP COM 29426L10 118 17089 SH SHARED 10 17089 D EPICEPT CORP COM 29426420 0 777 SH SHARED 777 D EQUIFAX INC COM 29442910 3702 110123 SH SHARED 110123 D EQUIFAX INC COM 29442910 917 27300 SH SHARED 01 13100 14200 D EQUIFAX INC COM 29442910 247 7350 SH SHR/OTHR 01 7350 D EQUIFAX INC COM 29442910 397 11810 SH SHARED 02 11696 114 D EQUIFAX INC COM 29442910 3 90 SH SHARED 05 90 D EQUIFAX INC COM 29442910 532 15850 SH SHARED 06 12500 3350 D EQUIFAX INC COM 29442910 1873 55722 SH SHARED 10 55722 D EQUIFAX INC COM 29442910 115 3435 SH SHARED 14 3435 D EQUIFAX INC COM 29442910 1562 46477 SH SHARED 20 19742 26735 D EQUIFAX INC COM 29442910 247 7349 SH SHR/OTHR 20 7349 D EQUIFAX INC COM 29442910 2181 64900 SH SHARED 23 64900 D EQUIFAX INC COM 29442910 907 27000 SH SHR/OTHR 23 27000 D EQUINIX INC DBCV 2.500% 2/1 29444UAE 3450 1503000 PRN SHARED 1503000 D EQUINIX INC NOTE 2.500% 4/1 29444UAF 2052 2000000 PRN SHARED 2000000 D EQUINIX INC NOTE 3.000%10/1 29444UAG 6040 5635000 PRN SHARED 5635000 D EQUINIX INC COM NEW 29444U50 838 9393 SH SHARED 9393 D EQUINIX INC COM NEW 29444U50 484 5425 SH SHARED 01 5425 D EQUINIX INC COM NEW 29444U50 26 300 SH SHARED 02 300 D EQUINIX INC COM NEW 29444U50 7895 88500 SH SHARED 04 88500 D EQUINIX INC COM NEW 29444U50 16032 179700 SH SHARED 10 179700 D EQUINIX INC COM NEW 29444U50 3 40 SH SHARED 21 40 D EQUITABLE RES INC COM 29454910 5465 79142 SH SHARED 79142 D EQUITABLE RES INC COM 29454910 3867 56000 SH SHARED 01 56000 D EQUITABLE RES INC COM 29454910 2743 39732 SH SHARED 02 39032 700 D EQUITABLE RES INC COM 29454910 69 1000 SH SHARED 04 1000 D EQUITABLE RES INC COM 29454910 6 90 SH SHARED 05 90 D EQUITABLE RES INC COM 29454910 108 1570 SH SHARED 06 700 870 D EQUITABLE RES INC COM 29454910 5973 86497 SH SHARED 10 86497 D EQUITABLE RES INC COM 29454910 248 3600 SH SHR/OTHR 23 3600 D EQUITY INCOME FD UT 1 EX SR-ATT 29470070 30 300 SH SHARED 02 300 D EQUITY INCOME FD UT 1 EX SR-ATT 29470070 303 3000 SH SHARED 20 1500 1500 D EQUITY LIFESTYLE PPTYS INC COM 29472R10 7068 160650 SH SHARED 160650 D EQUITY LIFESTYLE PPTYS INC COM 29472R10 377 8585 SH SHARED 01 7685 900 D EQUITY LIFESTYLE PPTYS INC COM 29472R10 34 781 SH SHARED 02 1 780 D EQUITY LIFESTYLE PPTYS INC COM 29472R10 7108 161550 SH SHARED 10 161550 D EQUITY LIFESTYLE PPTYS INC COM 29472R10 135116 3070833 SH SHARED 11 1860759 1210074 D EQUITY MEDIA HLDGS CORP COM 29472510 2 3606 SH SHARED 3606 D EQUITY ONE COM 29475210 302 14701 SH SHARED 14701 D EQUITY ONE COM 29475210 260 12700 SH SHARED 01 2400 10300 D EQUITY ONE COM 29475210 189 9201 SH SHARED 02 9201 D EQUITY ONE COM 29475210 1374 66900 SH SHARED 10 66900 D EQUITY ONE COM 29475210 5302 258050 SH SHARED 11 258050 D EQUITY RESIDENTIAL SH BEN INT 29476L10 22441 586388 SH SHARED 584588 1800 D EQUITY RESIDENTIAL SH BEN INT 29476L10 1623 42425 SH SHARED 01 34225 8200 D EQUITY RESIDENTIAL SH BEN INT 29476L10 13 350 SH SHR/OTHR 01 350 D EQUITY RESIDENTIAL SH BEN INT 29476L10 1058 27666 SH SHARED 02 23283 4383 D EQUITY RESIDENTIAL SH BEN INT 29476L10 4 120 SH SHARED 05 120 D EQUITY RESIDENTIAL SH BEN INT 29476L10 202 5300 SH SHARED 06 5300 D EQUITY RESIDENTIAL SH BEN INT 29476L10 21536 562759 SH SHARED 10 539059 23700 D EQUITY RESIDENTIAL SH BEN INT 29476L10 284607 7436819 SH SHARED 11 3879094 3557725 D EQUITY RESIDENTIAL SH BEN INT 29476L10 111 2910 SH SHARED 20 1400 1510 D EQUITY RESIDENTIAL SH BEN INT 29476L10 308 8066 SH SHR/OTHR 20 8066 D EQUITY RESIDENTIAL SH BEN INT 29476L10 40 1050 SH SHARED 23 1050 D EQUITY RESIDENTIAL SH BEN INT 29476L10 45 1200 SH SHR/OTHR 23 1200 D EQUUS TOTAL RETURN INC COM 29476610 49 7100 SH SHARED 7100 D ERESEARCHTECHNOLOGY INC COM 29481V10 471 27011 SH SHARED 27011 D ERESEARCHTECHNOLOGY INC COM 29481V10 600 34425 SH SHARED 01 34425 D ERESEARCHTECHNOLOGY INC COM 29481V10 156 9000 SH SHARED 02 9000 D ERESEARCHTECHNOLOGY INC COM 29481V10 1907 109400 SH SHARED 10 109400 D ERICSSON L M TEL CO ADR B SEK 10 29482160 4 440 SH SHARED 440 D ERICSSON L M TEL CO ADR B SEK 10 29482160 107 10344 SH SHARED 10344 D ERICSSON L M TEL CO ADR B SEK 10 29482160 6 600 SH SHARED 01 600 D ERICSSON L M TEL CO ADR B SEK 10 29482160 152 14676 SH SHARED 02 4960 9716 D ERICSSON L M TEL CO ADR B SEK 10 29482160 208 20000 SH SHARED 04 20000 D ERICSSON L M TEL CO ADR B SEK 10 29482160 12 1200 SH SHARED 19 1200 D ERICSSON L M TEL CO ADR B SEK 10 29482160 33 3200 SH SHR/OTHR 23 3200 D ERIE INDTY CO CL A 29530P10 151 3272 SH SHARED 3272 D ERIE INDTY CO CL A 29530P10 249 5407 SH SHARED 02 5407 D ERIE INDTY CO CL A 29530P10 170 3700 SH SHARED 10 3700 D ESCALADE INC COM 29605610 8 1495 SH SHARED 1495 D ESCALON MED CORP COM NEW 29607430 0 165 SH SHARED 165 D ESCO TECHNOLOGIES INC COM 29631510 139 2973 SH SHARED 2973 D ESCO TECHNOLOGIES INC COM 29631510 356 7608 SH SHARED 02 7108 500 D ESCO TECHNOLOGIES INC COM 29631510 37 800 SH SHARED 10 800 D ESMARK INC COM 29647510 120 6301 SH SHARED 6301 D ESMARK INC COM 29647510 7 388 SH SHARED 02 388 D ESPEY MFG & ELECTRS CORP COM 29665010 0 38 SH SHARED 38 D ESSA BANCORP INC COM 29667D10 288 23004 SH SHARED 23004 D ESSA BANCORP INC COM 29667D10 0 1 SH SHARED 02 1 D ESSA BANCORP INC COM 29667D10 40 3200 SH SHARED 10 3200 D ESSEX PORTFOLIO L P NOTE 3.625%11/0 29717PAB 687 600000 PRN SHARED 600000 D ESSEX PPTY TR INC COM 29717810 692 6501 SH SHARED 6501 D ESSEX PPTY TR INC COM 29717810 7 70 SH SHARED 01 70 D ESSEX PPTY TR INC COM 29717810 35 333 SH SHARED 02 333 D ESSEX PPTY TR INC COM 29717810 159 1500 SH SHARED 10 1500 D ESTERLINE TECHNOLOGIES CORP COM 29742510 59378 1205403 SH SHARED 1205403 D ESTERLINE TECHNOLOGIES CORP COM 29742510 88 1800 SH SHARED 01 1800 D ESTERLINE TECHNOLOGIES CORP COM 29742510 198 4024 SH SHARED 02 2824 1200 D ESTERLINE TECHNOLOGIES CORP COM 29742510 12797 259799 SH SHARED 10 259799 D ETELECARE GLOBAL SOLUTIONS I SPON ADR 29759R10 4 931 SH SHARED 931 D ETABLISSEMENTS DELHAIZE FRER SPONSORED ADR 29759W10 634 9427 SH SHARED 9427 D ETHAN ALLEN INTERIORS INC COM 29760210 1570 63851 SH SHARED 63851 D ETHAN ALLEN INTERIORS INC COM 29760210 37 1509 SH SHARED 02 1509 D ETHAN ALLEN INTERIORS INC COM 29760210 275 11200 SH SHARED 06 11200 D ETHAN ALLEN INTERIORS INC COM 29760210 344 14000 SH SHARED 10 14000 D ETRIALS WORLDWIDE INC COM 29786P10 39 21133 SH SHARED 21133 D EUROBANCSHARES INC COM 29871610 91 25551 SH SHARED 25551 D EURONET WORLDWIDE INC DBCV 1.625%12/1 298736AD 1357 1463000 PRN SHARED 02 1463000 D EURONET WORLDWIDE INC NOTE 3.500%10/1 298736AF 10106 12250000 PRN SHARED 12250000 D EURONET WORLDWIDE INC COM 29873610 180 10683 SH SHARED 10683 D EURONET WORLDWIDE INC COM 29873610 959 56769 SH SHARED 02 16319 40450 D EURONET WORLDWIDE INC COM 29873610 5705 337600 SH SHARED 10 337600 D EUROPEAN EQUITY FUND COM 29876810 0 2 SH SHARED 02 2 D EVANS & SUTHERLAND COMPUTER COM 29909610 0 231 SH SHARED 231 D EVANS BANCORP INC COM NEW 29911Q20 0 65 SH SHARED 65 D EVERCORE PARTNERS INC CLASS A 29977A10 898 94553 SH SHARED 94553 D EVERCORE PARTNERS INC CLASS A 29977A10 0 55 SH SHARED 02 55 D EVERGREEN INCOME ADVANTAGE F COM SHS 30023Y10 11980 1149716 SH SHARED 1149716 D EVERGREEN INCOME ADVANTAGE F COM SHS 30023Y10 9405 902668 SH SHARED 10 902668 D EVERGREEN ENERGY INC COM 30024B10 176 100000 SH SHARED 100000 D EVERGREEN ENERGY INC COM 30024B10 266 151565 SH SHARED 151565 D EVERGREEN ENERGY INC COM 30024B10 11 6531 SH SHARED 02 6531 D EVERGREEN ENERGY INC COM 30024B10 44 25000 SH SHARED 10 25000 D EVERGREEN GBL DIVID OPP FUND COM 30024H10 243 16095 SH SHARED 02 16095 D EVERGREEN GBL DIVID OPP FUND COM 30024H10 22 1510 SH SHARED 23 1510 D EVERGREEN MULTI SECT INC FUN COM SHS 30024Y10 109 7100 SH SHARED 7100 D EVERGREEN SOLAR INC NOTE 4.375% 7/0 30033RAB 41447 29500000 PRN SHARED 29500000 D EVERGREEN SOLAR INC COM 30033R10 6053 624712 SH SHARED 624592 120 D EVERGREEN SOLAR INC COM 30033R10 85 8875 SH SHARED 01 8875 D EVERGREEN SOLAR INC COM 30033R10 255 26341 SH SHARED 02 25641 700 D EVERGREEN SOLAR INC COM 30033R10 112 11619 SH SHARED 10 11619 D EVOLUTION PETROLEUM CORP COM 30049A10 2 490 SH SHARED 490 D EVOLVING SYS INC COM 30049R10 1 460 SH SHARED 460 D EVOTEC AG SPONSORED ADS 30050E10 1 322 SH SHARED 322 D EXACT SCIENCES CORP COM 30063P10 1 700 SH SHARED 700 D EXACTECH INC COM 30064E10 57 2237 SH SHARED 2237 D EXACTECH INC COM 30064E10 14 579 SH SHARED 02 579 D EXAR CORP COM 30064510 63 8403 SH SHARED 8403 D EXAR CORP COM 30064510 52 6953 SH SHARED 02 6953 D EXCEL TECHNOLOGY INC COM 30067T10 51 2326 SH SHARED 2326 D EXCEL TECHNOLOGY INC COM 30067T10 49 2232 SH SHARED 02 2232 D EXELON CORP COM 30161N10 3749 41680 SH SHARED 41680 D EXELON CORP COM 30161N10 112169 1246884 SH SHARED 1243234 3650 D EXELON CORP COM 30161N10 19035 211605 SH SHARED 01 207380 4225 D EXELON CORP COM 30161N10 116 1300 SH SHR/OTHR 01 1300 D EXELON CORP COM 30161N10 17968 199740 SH SHARED 02 194382 5358 D EXELON CORP COM 30161N10 127416 1416372 SH SHARED 04 1416372 D EXELON CORP COM 30161N10 10732 119300 SH SHARED 05 119300 D EXELON CORP COM 30161N10 120860 1343491 SH SHARED 06 336161 1007330 D EXELON CORP COM 30161N10 39716 441489 SH SHARED 10 430589 10900 D EXELON CORP COM 30161N10 278 3100 SH SHARED 11 3100 D EXELON CORP COM 30161N10 2086 23193 SH SHARED 14 23193 D EXELON CORP COM 30161N10 1399 15554 SH SHARED 20 11070 4484 D EXELON CORP COM 30161N10 324 3610 SH SHR/OTHR 20 3610 D EXELON CORP COM 30161N10 28 320 SH SHR/OTHR 21 320 D EXELON CORP COM 30161N10 179 2000 SH SHR/OTHR 22 2000 D EXELON CORP COM 30161N10 71 800 SH SHARED 23 800 D EXELON CORP COM 30161N10 465 5174 SH SHR/OTHR 23 5174 D EXELIXIS INC COM 30161Q10 132 26488 SH SHARED 26488 D EXELIXIS INC COM 30161Q10 106 21200 SH SHARED 01 21200 D EXELIXIS INC COM 30161Q10 2 508 SH SHARED 02 508 D EXELIXIS INC COM 30161Q10 3599 719817 SH SHARED 04 719817 D EXELIXIS INC COM 30161Q10 26 5214 SH SHARED 10 5214 D EXFO ELECTRO OPTICAL ENGR IN SUB VTG SHS 30204310 80 18098 SH SHARED 18098 D EXIDE TECHNOLOGIES *W EXP 05/05/201 30205112 76 28574 SH SHARED 28574 D EXIDE TECHNOLOGIES COM NEW 30205120 381 22741 SH SHARED 22741 D EXIDE TECHNOLOGIES COM NEW 30205120 403 24048 SH SHARED 02 19648 4400 D EXIDE TECHNOLOGIES COM NEW 30205120 169 10100 SH SHARED 10 10100 D EXLSERVICE HOLDINGS INC COM 30208110 57 4100 SH SHARED 4100 D EXLSERVICE HOLDINGS INC COM 30208110 0 2 SH SHARED 02 2 D EXLSERVICE HOLDINGS INC COM 30208110 36 2579 SH SHARED 10 2579 D EXPEDIA INC DEL COM 30212P10 8659 471138 SH SHARED 471138 D EXPEDIA INC DEL COM 30212P10 827 45023 SH SHARED 01 38283 6740 D EXPEDIA INC DEL COM 30212P10 88 4795 SH SHR/OTHR 01 4795 D EXPEDIA INC DEL COM 30212P10 763 41519 SH SHARED 02 41491 28 D EXPEDIA INC DEL COM 30212P10 2 150 SH SHARED 05 150 D EXPEDIA INC DEL COM 30212P10 1282 69750 SH SHARED 06 64200 5550 D EXPEDIA INC DEL COM 30212P10 7255 394763 SH SHARED 10 394763 D EXPEDIA INC DEL COM 30212P10 21 1150 SH SHARED 14 1150 D EXPEDIA INC DEL COM 30212P10 21 1150 SH SHARED 20 1150 D EXPEDIA INC DEL COM 30212P10 14 765 SH SHR/OTHR 21 765 D EXPEDIA INC DEL COM 30212P10 12 675 SH SHR/OTHR 23 675 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 2256 327079 SH SHARED 327079 D EXPEDITORS INTL WASH INC COM 30213010 8860 206060 SH SHARED 206060 D EXPEDITORS INTL WASH INC COM 30213010 558 12980 SH SHARED 01 12980 D EXPEDITORS INTL WASH INC COM 30213010 741 17234 SH SHARED 02 16954 280 D EXPEDITORS INTL WASH INC COM 30213010 1199 27900 SH SHARED 06 22000 5900 D EXPEDITORS INTL WASH INC COM 30213010 4992 116095 SH SHARED 10 116095 D EXPEDITORS INTL WASH INC COM 30213010 443 10306 SH SHARED 21 9952 354 D EXPONENT INC COM 30214U10 408 12991 SH SHARED 12991 D EXPONENT INC COM 30214U10 9 300 SH SHARED 01 300 D EXPONENT INC COM 30214U10 1 54 SH SHARED 02 54 D EXPONENT INC COM 30214U10 414 13200 SH SHARED 10 13200 D EXPRESS 1 EXPEDITED SOLUTION COM 30217Q10 0 626 SH SHARED 626 D EXPRESSJET HOLDINGS INC NOTE 4.250% 8/0 30218UAB 4170 6000000 PRN SHARED 6000000 D EXPRESSJET HOLDINGS INC CL A 30218U10 15 27868 SH SHARED 27868 D EXPRESSJET HOLDINGS INC CL A 30218U10 0 910 SH SHARED 01 910 D EXPRESSJET HOLDINGS INC CL A 30218U10 0 1490 SH SHARED 02 1490 D EXPRESS SCRIPTS INC COM 30218210 601 9592 SH SHARED 880 8712 D EXPRESS SCRIPTS INC COM 30218210 19730 314580 SH SHARED 277980 36600 D EXPRESS SCRIPTS INC COM 30218210 17893 285292 SH SHARED 01 155732 129560 D EXPRESS SCRIPTS INC COM 30218210 3749 59784 SH SHR/OTHR 01 59784 D EXPRESS SCRIPTS INC COM 30218210 1951 31118 SH SHARED 02 28797 2321 D EXPRESS SCRIPTS INC COM 30218210 20 320 SH SHARED 04 320 D EXPRESS SCRIPTS INC COM 30218210 5190 82750 SH SHARED 04 82750 D EXPRESS SCRIPTS INC COM 30218210 8 140 SH SHARED 05 140 D EXPRESS SCRIPTS INC COM 30218210 2377 37904 SH SHARED 06 31004 6900 D EXPRESS SCRIPTS INC COM 30218210 58609 934467 SH SHARED 10 927627 6840 D EXPRESS SCRIPTS INC COM 30218210 116 1850 SH SHARED 14 1600 250 D EXPRESS SCRIPTS INC COM 30218210 3918 62470 SH SHARED 19 62470 D EXPRESS SCRIPTS INC COM 30218210 2965 47280 SH SHARED 20 34490 220 12570 D EXPRESS SCRIPTS INC COM 30218210 1097 17500 SH SHR/OTHR 20 17500 D EXPRESS SCRIPTS INC COM 30218210 45 729 SH SHARED 21 550 179 D EXPRESS SCRIPTS INC COM 30218210 37 600 SH SHR/OTHR 21 600 D EXPRESS SCRIPTS INC COM 30218210 1440 22971 SH SHARED 22 17626 5345 D EXPRESS SCRIPTS INC COM 30218210 162 2595 SH SHR/OTHR 22 2595 D EXPRESS SCRIPTS INC COM 30218210 4732 75451 SH SHARED 23 58901 16550 D EXPRESS SCRIPTS INC COM 30218210 3188 50845 SH SHR/OTHR 23 50845 D EXTERRAN PARTNERS LP COM UNITS 30225N10 724 23364 SH SHARED 23364 D EXTERRAN PARTNERS LP COM UNITS 30225N10 170 5500 SH SHARED 02 5500 D EXTRA SPACE STORAGE INC COM 30225T10 2966 193135 SH SHARED 193135 D EXTRA SPACE STORAGE INC COM 30225T10 90 5900 SH SHARED 01 5900 D EXTRA SPACE STORAGE INC COM 30225T10 0 1 SH SHARED 02 1 D EXTRA SPACE STORAGE INC COM 30225T10 3474 226200 SH SHARED 10 226200 D EXTRA SPACE STORAGE INC COM 30225T10 108851 7086660 SH SHARED 11 1665450 5421210 D EXTRA SPACE STORAGE INC COM 30225T10 46 3000 SH SHARED 20 3000 D EXTERRAN HLDGS INC COM 30225X10 7341 102687 SH SHARED 102687 D EXTERRAN HLDGS INC COM 30225X10 1719 24058 SH SHARED 01 3411 20647 D EXTERRAN HLDGS INC COM 30225X10 4545 63576 SH SHARED 02 49301 14275 D EXTERRAN HLDGS INC COM 30225X10 4646 65000 SH SHARED 04 65000 D EXTERRAN HLDGS INC COM 30225X10 64 900 SH SHARED 06 900 D EXTERRAN HLDGS INC COM 30225X10 664 9294 SH SHARED 10 9294 D EXTERRAN HLDGS INC COM 30225X10 1472 20600 SH SHARED 14 20600 D EXTERRAN HLDGS INC COM 30225X10 28 400 SH SHARED 23 400 D EXTERRAN HLDGS INC COM 30225X10 21 300 SH SHR/OTHR 23 300 D EXTREME NETWORKS INC COM 30226D10 412 145333 SH SHARED 145333 D EXTREME NETWORKS INC COM 30226D10 2023 712522 SH SHARED 02 18022 694500 D EXTREME NETWORKS INC COM 30226D10 141 49900 SH SHARED 10 49900 D EXULT INC 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COM 30249U10 17 230 SH SHARED 21 230 D FMC TECHNOLOGIES INC COM 30249U10 946 12300 SH SHARED 23 12300 D F M C CORP COM NEW 30249130 4335 55980 SH SHARED 55980 D F M C CORP COM NEW 30249130 2063 26650 SH SHARED 01 2250 24400 D F M C CORP COM NEW 30249130 185 2397 SH SHARED 02 2397 D F M C CORP COM NEW 30249130 12460 160900 SH SHARED 04 160900 D F M C CORP COM NEW 30249130 2176 28100 SH SHARED 06 100 28000 D F M C CORP COM NEW 30249130 9540 123200 SH SHARED 10 123200 D F M C CORP COM NEW 30249130 6 80 SH SHARED 21 80 D F N B UNITED CORP COM 30251910 2 296 SH SHARED 296 D FNB CORP PA COM 30252010 349 29641 SH SHARED 29641 D FNB CORP PA COM 30252010 5 475 SH SHARED 01 475 D FNB CORP PA COM 30252010 574 48767 SH SHARED 02 48767 D FNB CORP PA COM 30252010 563 47803 SH SHARED 10 47803 D FPB BANCORP INC COM 30254M10 0 48 SH SHARED 48 D FPIC INS GROUP INC COM 30256310 35 788 SH SHARED 788 D FPIC INS GROUP INC COM 30256310 27 613 SH SHARED 02 613 D FPIC INS GROUP INC COM 30256310 208 4600 SH 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INC COM 30257110 1482 22599 SH SHR/OTHR 23 22599 D FSI INTL INC COM 30263310 1 791 SH SHARED 791 D FTD GROUP INC COM 30267U10 100 7564 SH SHARED 7564 D FTD GROUP INC COM 30267U10 66 5000 SH SHARED 01 5000 D FTD GROUP INC COM 30267U10 2 168 SH SHARED 02 168 D FX ENERGY INC COM 30269510 0 173 SH SHARED 02 173 D FX REAL ESTATE & ENTMT INC COM 30270910 98 51668 SH SHARED 51668 D FX REAL ESTATE & ENTMT INC COM 30270910 0 1 SH SHARED 02 1 D FTI CONSULTING INC NOTE 3.750% 7/1 302941AB 8624 3700000 PRN SHARED 3700000 D FTI CONSULTING INC COM 30294110 29 434 SH SHARED 434 D FTI CONSULTING INC COM 30294110 166 2425 SH SHARED 01 2425 D FTI CONSULTING INC COM 30294110 1627 23775 SH SHARED 02 2700 21075 D FTI CONSULTING INC COM 30294110 17703 258600 SH SHARED 10 258600 D FTI CONSULTING INC COM 30294110 58 858 SH SHARED 21 858 D FACTSET RESH SYS INC COM 30307510 601 10674 SH SHARED 10674 D FACTSET RESH SYS INC COM 30307510 49 875 SH SHARED 01 875 D FACTSET RESH SYS INC COM 30307510 803 14254 SH SHARED 02 12282 1972 D FACTSET RESH SYS INC COM 30307510 21048 373471 SH SHARED 10 373471 D FACTSET RESH SYS INC COM 30307510 20 371 SH SHARED 21 371 D FAIR ISAAC CORP NOTE 1.500% 8/1 303250AD 9910 10000000 PRN SHARED 10000000 D FAIR ISAAC CORP COM 30325010 377 18159 SH SHARED 18159 D FAIR ISAAC CORP COM 30325010 498 24012 SH SHARED 01 2512 21500 D FAIR ISAAC CORP COM 30325010 860 41413 SH SHARED 02 41413 D FAIR ISAAC CORP COM 30325010 306 14770 SH SHARED 10 14770 D FAIR ISAAC CORP COM 30325010 1316 63400 SH SHARED 14 63400 D FAIRCHILD CORP CL A 30369810 0 260 SH SHARED 260 D FAIRCHILD CORP CL A 30369810 0 200 SH SHARED 02 200 D FAIRCHILD SEMICONDUCTOR INTL COM 30372610 727 62036 SH SHARED 62036 D FAIRCHILD SEMICONDUCTOR INTL COM 30372610 486 41500 SH SHARED 01 41500 D FAIRCHILD SEMICONDUCTOR INTL COM 30372610 371 31647 SH SHARED 02 5732 25915 D FAIRCHILD SEMICONDUCTOR INTL COM 30372610 409 34944 SH SHARED 10 34944 D FAIRFAX FINL HLDGS LTD SUB VTG 30390110 1161 4574 SH SHARED 4574 D FAIRFAX FINL HLDGS LTD SUB VTG 30390110 393 1550 SH SHARED 06 1350 200 D FAIRFAX FINL HLDGS LTD SUB VTG 30390110 76 300 SH SHARED 10 300 D FAIRFAX FINL HLDGS LTD SUB VTG 30390110 151 596 SH SHARED 14 596 D FAIRPOINT COMMUNICATIONS INC COM 30556010 0 14 SH SHARED 14 D FAIRPOINT COMMUNICATIONS INC COM 30556010 0 9 SH SHR/OTHR 9 D FAIRPOINT COMMUNICATIONS INC COM 30556010 467 64808 SH SHARED 64808 D FAIRPOINT COMMUNICATIONS INC COM 30556010 20 2900 SH SHARED 01 2115 785 D FAIRPOINT COMMUNICATIONS INC COM 30556010 1 197 SH SHR/OTHR 01 197 D FAIRPOINT COMMUNICATIONS INC COM 30556010 44 6176 SH SHARED 02 2966 3210 D FAIRPOINT COMMUNICATIONS INC COM 30556010 0 16 SH SHARED 04 16 D FAIRPOINT COMMUNICATIONS INC COM 30556010 802 111315 SH SHARED 04 111315 D FAIRPOINT COMMUNICATIONS INC COM 30556010 2257 313081 SH SHARED 10 313081 D FAIRPOINT COMMUNICATIONS INC COM 30556010 2 315 SH SHARED 14 315 D FAIRPOINT COMMUNICATIONS INC COM 30556010 1 230 SH SHARED 20 74 156 D FAIRPOINT COMMUNICATIONS INC COM 30556010 0 17 SH SHR/OTHR 20 17 D FAIRPOINT COMMUNICATIONS INC COM 30556010 0 15 SH SHARED 21 15 D FAIRPOINT COMMUNICATIONS INC COM 30556010 0 86 SH SHARED 22 81 5 D FAIRPOINT COMMUNICATIONS INC COM 30556010 0 18 SH SHR/OTHR 22 18 D FAIRPOINT COMMUNICATIONS INC COM 30556010 4 563 SH SHARED 23 361 202 D FAIRPOINT COMMUNICATIONS INC COM 30556010 10 1435 SH SHR/OTHR 23 1435 D FALCONSTOR SOFTWARE INC COM 30613710 180 25432 SH SHARED 25432 D FALCONSTOR SOFTWARE INC COM 30613710 525 74242 SH SHARED 02 29242 45000 D FALCONSTOR SOFTWARE INC COM 30613710 5217 736870 SH SHARED 10 736870 D FAMILY DLR STORES INC COM 30700010 3781 189650 SH SHARED 189650 D FAMILY DLR STORES INC COM 30700010 859 43084 SH SHARED 01 43084 D FAMILY DLR STORES INC COM 30700010 418 21003 SH SHARED 02 20503 500 D FAMILY DLR STORES INC COM 30700010 3988 200000 SH SHARED 05 200000 D FAMILY DLR STORES INC COM 30700010 694 34830 SH SHARED 06 31100 3730 D FAMILY DLR STORES INC COM 30700010 2068 103714 SH SHARED 10 103714 D FAMOUS DAVES AMER INC COM 30706810 34 4462 SH SHARED 4462 D FARMER BROS CO COM 30767510 10 500 SH SHARED 500 D FARMER BROS CO COM 30767510 0 29 SH SHARED 02 29 D FARMER BROS CO COM 30767510 137 6500 SH SHARED 10 6500 D FARMERS CAP BK CORP COM 30956210 0 14 SH SHARED 14 D FARMERS CAP BK CORP COM 30956210 35 2002 SH SHARED 02 2002 D FARO TECHNOLOGIES INC COM 31164210 43 1729 SH SHARED 1729 D FARO TECHNOLOGIES INC COM 31164210 16 654 SH SHARED 02 654 D FASTENAL CO COM 31190010 2060 47736 SH SHARED 47736 D FASTENAL CO COM 31190010 1758 40750 SH SHARED 01 1550 39200 D FASTENAL CO COM 31190010 384 8913 SH SHARED 02 8913 D FASTENAL CO COM 31190010 32 750 SH SHARED 06 100 650 D FASTENAL CO COM 31190010 618 14336 SH SHARED 10 14336 D FAVRILLE INC COM 31208840 0 857 SH SHARED 857 D FCSTONE GROUP INC COM 31308T10 274 9819 SH SHARED 9819 D FCSTONE GROUP INC COM 31308T10 128 4600 SH SHARED 01 2600 2000 D FCSTONE GROUP INC COM 31308T10 33 1182 SH SHARED 02 1182 D FCSTONE GROUP INC COM 31308T10 5154 184561 SH SHARED 10 184561 D FEDERAL AGRIC MTG CORP CL C 31314830 74 3006 SH SHARED 3006 D FEDERAL AGRIC MTG CORP CL C 31314830 19 800 SH SHARED 02 800 D FEDERAL AGRIC MTG CORP CL C 31314830 104 4200 SH SHARED 10 4200 D FEDERAL HOME LN MTG CORP COM 31340030 6488 395660 SH SHARED 395660 D FEDERAL HOME LN MTG CORP COM 31340030 1344 81999 SH SHARED 01 81999 D FEDERAL HOME LN MTG CORP COM 31340030 1115 68017 SH SHARED 02 67317 700 D FEDERAL HOME LN MTG CORP COM 31340030 5 310 SH SHARED 05 310 D FEDERAL HOME LN MTG CORP COM 31340030 1914 116750 SH SHARED 06 98100 18650 D FEDERAL HOME LN MTG CORP COM 31340030 147696 9005895 SH SHARED 10 9005895 D FEDERAL HOME LN MTG CORP COM 31340030 583 35583 SH SHARED 14 35583 D FEDERAL HOME LN MTG CORP COM 31340030 27 1650 SH SHARED 20 1650 D FEDERAL HOME LN MTG CORP COM 31340030 246 15020 SH SHR/OTHR 23 15020 D FEDERAL MOGUL CORP CL A 31354940 5790 358967 SH SHARED 358967 D FEDERAL MOGUL CORP CL A 31354940 2897 179643 SH SHARED 02 179643 D FEDERAL NATL MTG ASSN COM 31358610 1 100 SH SHARED 100 D FEDERAL NATL MTG ASSN COM 31358610 20793 1065786 SH SHARED 1065786 D FEDERAL NATL MTG ASSN COM 31358610 3032 155449 SH SHARED 01 140549 14900 D FEDERAL NATL MTG ASSN COM 31358610 8 444 SH SHR/OTHR 01 444 D FEDERAL NATL MTG ASSN COM 31358610 6301 322993 SH SHARED 02 314464 8529 D FEDERAL NATL MTG ASSN COM 31358610 35 1800 SH SHARED 04 1800 D FEDERAL NATL MTG ASSN COM 31358610 9 500 SH SHARED 05 500 D FEDERAL NATL MTG ASSN COM 31358610 3591 184098 SH SHARED 06 151420 32678 D FEDERAL NATL MTG ASSN COM 31358610 121548 6230067 SH SHARED 10 6229267 800 D FEDERAL NATL MTG ASSN COM 31358610 268 13780 SH SHARED 14 13780 D FEDERAL NATL MTG ASSN COM 31358610 179 9220 SH SHARED 20 3300 5920 D FEDERAL NATL MTG ASSN COM 31358610 60 3080 SH SHR/OTHR 20 3080 D FEDERAL NATL MTG ASSN COM 31358610 7 377 SH SHARED 21 377 D FEDERAL NATL MTG ASSN COM 31358610 11 600 SH SHARED 23 600 D FEDERAL REALTY INVT TR SH BEN INT NEW 31374720 13293 192659 SH SHARED 192659 D FEDERAL REALTY INVT TR SH BEN INT NEW 31374720 1311 19000 SH SHARED 01 100 18900 D FEDERAL REALTY INVT TR SH BEN INT NEW 31374720 206 2992 SH SHARED 02 1367 1625 D FEDERAL REALTY INVT TR SH BEN INT NEW 31374720 3 50 SH SHARED 05 50 D FEDERAL REALTY INVT TR SH BEN INT NEW 31374720 6 100 SH SHARED 06 100 D FEDERAL REALTY INVT TR SH BEN INT NEW 31374720 11664 169050 SH SHARED 10 169050 D FEDERAL REALTY INVT TR SH BEN INT NEW 31374720 238874 3461949 SH SHARED 11 2035719 1426230 D FEDERAL SIGNAL CORP COM 31385510 415 34616 SH SHARED 34616 D FEDERAL SIGNAL CORP COM 31385510 145 12100 SH SHARED 01 12100 D FEDERAL SIGNAL CORP COM 31385510 2 207 SH SHARED 02 207 D FEDERAL SIGNAL CORP COM 31385510 325 27100 SH SHARED 10 27100 D FEDERAL TR CORP COM 31401210 3 7348 SH SHARED 7348 D FEDERATED INVS INC PA CL B 31421110 17281 502071 SH SHARED 502071 D FEDERATED INVS INC PA CL B 31421110 1452 42185 SH SHARED 01 37920 4265 D FEDERATED INVS INC PA CL B 31421110 20 600 SH SHR/OTHR 01 600 D FEDERATED INVS INC PA CL B 31421110 3161 91860 SH SHARED 02 91860 D FEDERATED INVS INC PA CL B 31421110 545 15850 SH SHARED 06 13850 2000 D FEDERATED INVS INC PA CL B 31421110 6763 196506 SH SHARED 10 196506 D FEDERATED INVS INC PA CL B 31421110 23 680 SH SHARED 20 680 D FEDERATED INVS INC PA CL B 31421110 16 485 SH SHR/OTHR 21 485 D FEDEX CORP COM 31428X10 13 170 SH SHARED 170 D FEDEX CORP COM 31428X10 26013 330159 SH SHARED 330159 D FEDEX CORP COM 31428X10 4358 55313 SH SHARED 01 55313 D FEDEX CORP COM 31428X10 2029 25755 SH SHARED 02 19692 6063 D FEDEX CORP COM 31428X10 287 3645 SH SHARED 04 3645 D FEDEX CORP COM 31428X10 43 550 SH SHARED 04 550 D FEDEX CORP COM 31428X10 11 150 SH SHARED 05 150 D FEDEX CORP COM 31428X10 3191 40504 SH SHARED 06 30823 9681 D FEDEX CORP COM 31428X10 98908 1255339 SH SHARED 10 1250539 4800 D FEDEX CORP COM 31428X10 15 200 SH SHR/OTHR 10 200 D FEDEX CORP COM 31428X10 273 3465 SH SHARED 14 3465 D FEDEX CORP COM 31428X10 917 11650 SH SHARED 20 2900 8750 D FEDEX CORP COM 31428X10 11 150 SH SHR/OTHR 20 150 D FEDEX CORP COM 31428X10 158 2008 SH SHARED 21 2008 D FEDEX CORP COM 31428X10 11 150 SH SHARED 22 150 D FEDEX CORP COM 31428X10 31 400 SH SHARED 23 400 D FEDEX CORP COM 31428X10 627 7970 SH SHR/OTHR 23 7970 D FEDFIRST FINL CORP COM 31429X10 1 200 SH SHARED 200 D FELCOR LODGING TR INC COM 31430F10 1900 181046 SH SHARED 181046 D FELCOR LODGING TR INC COM 31430F10 77 7370 SH SHARED 01 7370 D FELCOR LODGING TR INC COM 31430F10 1 142 SH SHARED 02 2 140 D FELCOR LODGING TR INC COM 31430F10 672 64000 SH SHARED 10 64000 D FELCOR LODGING TR INC COM 31430F10 38370 3654377 SH SHARED 11 3654377 D FELCOR LODGING TR INC PFD CV A $1.95 31430F20 828 43460 SH SHARED 43460 D FELCOR LODGING TR INC PFD CV A $1.95 31430F20 5 300 SH SHARED 02 300 D FELDMAN MALL PPTYS INC COM 31430810 0 312 SH SHARED 312 D FELDMAN MALL PPTYS INC COM 31430810 545 500000 SH SHARED 10 500000 D FEMALE HEALTH CO COM 31446210 1 516 SH SHARED 516 D FERRELLGAS PARTNERS L.P. UNIT LTD PART 31529310 28 1424 SH SHARED 1424 D FERRELLGAS PARTNERS L.P. UNIT LTD PART 31529310 159 8080 SH SHARED 02 8080 D FERRO CORP COM 31540510 350 18669 SH SHARED 18669 D FERRO CORP COM 31540510 341 18200 SH SHARED 01 18200 D FERRO CORP COM 31540510 77 4109 SH SHARED 02 4109 D FERRO CORP COM 31540510 223 11900 SH SHARED 10 11900 D FERRO CORP COM 31540510 93 5000 SH SHARED 23 5000 D F5 NETWORKS INC COM 31561610 1379 48534 SH SHARED 48534 D F5 NETWORKS INC COM 31561610 1097 38600 SH SHARED 01 11400 27200 D F5 NETWORKS INC COM 31561610 235 8275 SH SHR/OTHR 01 8275 D F5 NETWORKS INC COM 31561610 251 8862 SH SHARED 02 6462 2400 D F5 NETWORKS INC COM 31561610 10575 372100 SH SHARED 05 372100 D F5 NETWORKS INC COM 31561610 29997 1055500 SH SHARED 10 1055500 D F5 NETWORKS INC COM 31561610 3 115 SH SHARED 21 115 D FIBERNET TELECOM GRP INC COM PAR $0.001 31565340 1 191 SH SHARED 191 D FIBERNET TELECOM GRP INC COM PAR $0.001 31565340 4381 519134 SH SHARED 02 519134 D FIBERTOWER CORP COM 31567R10 2 1862 SH SHARED 02 1862 D FIBERTOWER CORP COM 31567R10 51 36800 SH SHARED 10 36800 D FIDELITY BANCORP INC COM 31583110 0 66 SH SHARED 66 D FIDELITY NATL INFORMATION SV COM 31620M10 66435 1799940 SH SHARED 1799940 D FIDELITY NATL INFORMATION SV COM 31620M10 3460 93763 SH SHARED 01 91463 2300 D FIDELITY NATL INFORMATION SV COM 31620M10 55 1500 SH SHR/OTHR 01 1500 D FIDELITY NATL INFORMATION SV COM 31620M10 428 11622 SH SHARED 02 10640 982 D FIDELITY NATL INFORMATION SV COM 31620M10 793 21494 SH SHARED 06 17098 4396 D FIDELITY NATL INFORMATION SV COM 31620M10 2881 78076 SH SHARED 10 78076 D FIDELITY NATL INFORMATION SV COM 31620M10 0 20 SH SHARED 21 20 D FIDELITY NATL INFORMATION SV COM 31620M10 1083 29345 SH SHARED 23 25825 3520 D FIDELITY NATL INFORMATION SV COM 31620M10 415 11250 SH SHR/OTHR 23 11250 D FIDELITY NATIONAL FINANCIAL CL A 31620R10 1961 155699 SH SHARED 155699 D FIDELITY NATIONAL FINANCIAL CL A 31620R10 967 76805 SH SHARED 01 4366 72439 D FIDELITY NATIONAL FINANCIAL CL A 31620R10 521 41407 SH SHARED 02 21695 19712 D FIDELITY NATIONAL FINANCIAL CL A 31620R10 8302 658918 SH SHARED 06 9604 649314 D FIDELITY NATIONAL FINANCIAL CL A 31620R10 1819 144440 SH SHARED 10 144440 D FIDELITY NATIONAL FINANCIAL CL A 31620R10 149 11862 SH SHARED 23 11862 D FIDELITY SOUTHERN CORP NEW COM 31639410 0 166 SH SHARED 166 D FIELDPOINT PETROLEUM CORP COM 31657010 0 146 SH SHARED 146 D FIFTH THIRD BANCORP COM 31677310 9863 968930 SH SHARED 968930 D FIFTH THIRD BANCORP COM 31677310 544 53468 SH SHARED 01 49618 3850 D FIFTH THIRD BANCORP COM 31677310 1 150 SH SHR/OTHR 01 150 D FIFTH THIRD BANCORP COM 31677310 1030 101247 SH SHARED 02 101207 40 D FIFTH THIRD BANCORP COM 31677310 2 210 SH SHARED 05 210 D FIFTH THIRD BANCORP COM 31677310 677 66530 SH SHARED 06 51250 15280 D FIFTH THIRD BANCORP COM 31677310 3075 302116 SH SHARED 10 302116 D FIFTH THIRD BANCORP COM 31677310 149 14700 SH SHARED 14 14700 D FIFTH THIRD BANCORP COM 31677310 1 150 SH SHARED 23 150 D 51JOB INC SP ADR REP COM 31682710 20 1111 SH SHARED 1111 D 51JOB INC SP ADR REP COM 31682710 0 14 SH SHARED 02 14 D FINANCIAL FED CORP DBCV 2.000% 4/1 317492AF 690 702000 PRN SHARED 02 702000 D FINANCIAL FED CORP COM 31749210 40 1864 SH SHARED 1864 D FINANCIAL FED CORP COM 31749210 2 109 SH SHARED 02 109 D FINANCIAL FED CORP COM 31749210 4666 212500 SH SHARED 10 212500 D FINANCIAL FED CORP COM 31749210 6 300 SH SHARED 21 300 D FINANCIAL INSTNS INC COM 31758540 7 450 SH SHARED 450 D FINANCIAL INSTNS INC COM 31758540 181 11301 SH SHARED 02 3801 7500 D FINISAR NOTE 5.250%10/1 31787AAC 2970 3000000 PRN SHARED 3000000 D FINISAR COM 31787A10 94 79488 SH SHARED 79488 D FINISAR COM 31787A10 725 610043 SH SHARED 610043 D FINISAR COM 31787A10 5 4501 SH SHARED 02 4501 D FINLAY ENTERPRISES INC COM NEW 31788420 0 199 SH SHARED 199 D FINISH LINE INC CL A 31792310 1271 146152 SH SHARED 146152 D FINISH LINE INC CL A 31792310 108 12435 SH SHARED 02 12435 D FINISH LINE INC CL A 31792310 121 14018 SH SHARED 10 14018 D FIRST ADVANTAGE CORP CL A 31845F10 23 1496 SH SHARED 1496 D FIRST ACCEPTANCE CORP COM 31845710 0 14 SH SHARED 14 D FIRST ACCEPTANCE CORP COM 31845710 0 84 SH SHARED 02 84 D FIRST ACCEPTANCE CORP COM 31845710 12 4000 SH SHARED 10 4000 D FIRST ADVANTAGE BANCORP COM 31848L10 142 11687 SH SHARED 11687 D FIRST AMERN CORP CALIF COM 31852230 70990 2689044 SH SHARED 2689044 D FIRST AMERN CORP CALIF COM 31852230 1929 73075 SH SHARED 01 43675 29400 D FIRST AMERN CORP CALIF COM 31852230 464 17583 SH SHARED 02 17583 D FIRST AMERN CORP CALIF COM 31852230 13 500 SH SHARED 06 500 D FIRST AMERN CORP CALIF COM 31852230 3083 116800 SH SHARED 10 100000 16800 D FIRST BANCORP P R COM 31867210 68 10761 SH SHARED 10761 D FIRST BANCORP P R COM 31867210 95 15115 SH SHARED 01 15115 D FIRST BANCORP P R COM 31867210 0 2 SH SHARED 02 2 D FIRST BANCORP P R COM 31867210 285 45000 SH SHARED 10 45000 D FIRST BANCSHARES INC MO COM 31868710 0 37 SH SHARED 37 D FIRST BANCORP N C COM 31891010 4 362 SH SHARED 362 D FIRST BANCORP N C COM 31891010 1 105 SH SHARED 02 105 D FIRST BANCSHARES INC MS COM 31891610 1 76 SH SHARED 76 D FIRST BUSEY CORP COM 31938310 614 46489 SH SHARED 46489 D FIRST BUSEY CORP COM 31938310 0 63 SH SHARED 02 63 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 40 2679 SH SHARED 2679 D FIRST CASH FINL SVCS INC COM 31942D10 15 1056 SH SHARED 02 1056 D FIRST CASH FINL SVCS INC COM 31942D10 39 2639 SH SHARED 21 2639 D FIRST CAPITAL BANCORP VA COM 31943810 0 77 SH SHARED 77 D FIRST CTZNS BANC CORP COM NO PAR 31945920 2 195 SH SHARED 195 D FIRST CTZNS BANCSHARES INC N CL A 31946M10 44 317 SH SHARED 317 D FIRST CTZNS BANCSHARES INC N CL A 31946M10 145 1044 SH SHR/OTHR 01 1044 D FIRST CTZNS BANCSHARES INC N CL A 31946M10 280 2009 SH SHARED 02 2009 D FIRST CTZNS BANCSHARES INC N CL A 31946M10 228 1640 SH SHARED 10 1640 D FIRST CLOVER LEAF FIN CORP COM 31969M10 1 216 SH SHARED 216 D FIRST COMWLTH FINL CORP PA COM 31982910 71 7646 SH SHARED 7646 D FIRST COMWLTH FINL CORP PA COM 31982910 2 243 SH SHARED 02 243 D FIRST COMWLTH FINL CORP PA COM 31982910 460 49400 SH SHARED 10 49400 D FIRST CMNTY BANCSHARES INC N COM 31983A10 4 148 SH SHARED 148 D FIRST CMNTY BANCSHARES INC N COM 31983A10 0 1 SH SHARED 02 1 D FIRST CMNTY BANCSHARES INC N COM 31983A10 104 3700 SH SHARED 10 3700 D FIRST CMNTY CORP S C COM 31983510 0 84 SH SHARED 84 D FIRST DEFIANCE FINL CORP COM 32006W10 11 725 SH SHARED 725 D FIRST FED BANCSHARES ARK INC COM 32020F10 0 102 SH SHARED 102 D FIRST FINL BANKSHARES COM 32020R10 184 4019 SH SHARED 4019 D FIRST FINL BANKSHARES COM 32020R10 13 300 SH SHARED 01 300 D FIRST FINL BANKSHARES COM 32020R10 457 9989 SH SHARED 02 9989 D FIRST FINL BANKSHARES COM 32020R10 1122 24500 SH SHARED 10 24500 D FIRST FED BANKSHARES INC DEL COM 32020V10 0 80 SH SHARED 80 D FIRST FINL BANCORP OH COM 32020910 20 2245 SH SHARED 2245 D FIRST FINL BANCORP OH COM 32020910 4 492 SH SHARED 02 492 D FIRST FINL BANCORP OH COM 32020910 270 29400 SH SHARED 10 29400 D FIRST FED NORTHN MICH BANCOR COM 32021X10 62 10370 SH SHARED 10370 D FIRST FINL CORP IND COM 32021810 34 1122 SH SHARED 1122 D FIRST FINL CORP IND COM 32021810 202 6600 SH SHARED 10 6600 D FIRST FINL SVC CORP COM 32022D10 2 116 SH SHARED 116 D FIRST FINANCIAL NORTHWEST IN COM 32022K10 308 31062 SH SHARED 31062 D FIRST FINANCIAL NORTHWEST IN COM 32022K10 0 1 SH SHARED 02 1 D FIRST FINL HLDGS INC COM 32023910 4 286 SH SHARED 286 D FIRST FINL HLDGS INC COM 32023910 187 10928 SH SHARED 02 10928 D FIRST FINL HLDGS INC COM 32023910 152 8900 SH SHARED 10 8900 D FIRST FRANKLIN CORP COM 32027210 0 29 SH SHARED 29 D FIRST HORIZON NATL CORP COM 32051710 915 123264 SH SHARED 123264 D FIRST HORIZON NATL CORP COM 32051710 123 16600 SH SHARED 01 16600 D FIRST HORIZON NATL CORP COM 32051710 72 9703 SH SHARED 02 8703 1000 D FIRST HORIZON NATL CORP COM 32051710 80 10800 SH SHARED 06 10800 D FIRST HORIZON NATL CORP COM 32051710 425 57267 SH SHARED 10 57267 D 1ST INDEPENDENCE FINL GRP IN COM 32053S10 0 46 SH SHARED 46 D FIRST INDUSTRIAL REALTY TRUS COM 32054K10 3413 124253 SH SHARED 124253 D FIRST INDUSTRIAL REALTY TRUS COM 32054K10 71 2600 SH SHARED 01 1600 1000 D FIRST INDUSTRIAL REALTY TRUS COM 32054K10 835 30402 SH SHARED 02 2 30400 D FIRST INDUSTRIAL REALTY TRUS COM 32054K10 1486 54100 SH SHARED 10 54100 D FIRST INDUSTRIAL REALTY TRUS COM 32054K10 6 250 SH SHARED 22 250 D FIRST INDUSTRIAL REALTY TRUS COM 32054K10 72 2650 SH SHARED 23 2650 D FIRST INDUSTRIAL REALTY TRUS COM 32054K10 43 1600 SH SHR/OTHR 23 1600 D FIRST ISRAEL FD INC COM 32063L10 45 2500 SH SHARED 01 2500 D FIRST KEYSTONE FINL INC COM 32065510 0 50 SH SHARED 50 D FIRST LONG IS CORP COM 32073410 3 160 SH SHARED 160 D FIRST M & F CORP COM 32074410 2 220 SH SHARED 220 D FIRST MARBLEHEAD CORP COM 32077110 50 19544 SH SHARED 19544 D FIRST MARBLEHEAD CORP COM 32077110 88 34490 SH SHARED 02 34490 D FIRST MARBLEHEAD CORP COM 32077110 36 14100 SH SHARED 10 14100 D FIRST MARINER BANCORP COM 32079510 0 140 SH SHARED 140 D FIRST MERCHANTS CORP COM 32081710 0 9 SH SHARED 9 D FIRST MERCHANTS CORP COM 32081710 5 300 SH SHARED 01 300 D FIRST MERCHANTS CORP COM 32081710 64 3568 SH SHARED 02 3568 D FIRST MERCHANTS CORP COM 32081710 321 17700 SH SHARED 10 17700 D FIRST MERCURY FINANCIAL CORP COM 32084110 10 585 SH SHARED 585 D FIRST MERCURY FINANCIAL CORP COM 32084110 0 1 SH SHARED 02 1 D FIRST MIDWEST BANCORP DEL COM 32086710 669 35878 SH SHARED 35878 D FIRST MIDWEST BANCORP DEL COM 32086710 697 37413 SH SHARED 02 37413 D FIRST MIDWEST BANCORP DEL COM 32086710 539 28949 SH SHARED 10 28949 D FIRST NATL BANCSHARES INC S COM 32111B10 1 183 SH SHARED 183 D FIRST NIAGARA FINL GP INC COM 33582V10 513 39918 SH SHARED 39918 D FIRST NIAGARA FINL GP INC COM 33582V10 374 29100 SH SHARED 01 29100 D FIRST NIAGARA FINL GP INC COM 33582V10 364 28359 SH SHARED 02 26159 2200 D FIRST NIAGARA FINL GP INC COM 33582V10 641 49900 SH SHARED 10 49900 D FIRST PACTRUST BANCORP INC COM 33589V10 1 81 SH SHARED 81 D FIRST POTOMAC RLTY TR COM 33610F10 1 122 SH SHARED 02 122 D FIRST POTOMAC RLTY TR COM 33610F10 118 7800 SH SHARED 10 7800 D FIRST PL FINL CORP COM 33610T10 32 3472 SH SHARED 3472 D FIRST PL FINL CORP COM 33610T10 1 211 SH SHARED 02 211 D FIRST PL FINL CORP COM 33610T10 98 10500 SH SHARED 10 10500 D FIRST REGL BANCORP COM 33615C10 398 70948 SH SHARED 70948 D FIRST REGL BANCORP COM 33615C10 136 24400 SH SHARED 01 24400 D FIRST REGL BANCORP COM 33615C10 210 37600 SH SHR/OTHR 01 37600 D FIRST REGL BANCORP COM 33615C10 44 8000 SH SHARED 02 8000 D FIRST SEC GROUP INC COM 33631210 2 459 SH SHARED 459 D FIRST SOLAR INC COM 33643310 22 84 SH SHARED 84 D FIRST SOLAR INC COM 33643310 4831 17708 SH SHARED 17708 D FIRST SOLAR INC COM 33643310 422 1550 SH SHARED 01 1350 200 D FIRST SOLAR INC COM 33643310 623 2284 SH SHARED 02 1563 721 D FIRST SOLAR INC COM 33643310 44331 162494 SH SHARED 04 162494 D FIRST SOLAR INC COM 33643310 48630 178251 SH SHARED 05 178251 D FIRST SOLAR INC COM 33643310 3748 13739 SH SHARED 06 5062 8677 D FIRST SOLAR INC COM 33643310 8129 29798 SH SHARED 10 29798 D FIRST SOLAR INC COM 33643310 54 200 SH SHARED 14 200 D FIRST ST BANCORPORATION COM 33645310 7 1331 SH SHARED 1331 D FIRST ST BANCORPORATION COM 33645310 303 55100 SH SHARED 01 55100 D FIRST ST BANCORPORATION COM 33645310 467 85000 SH SHR/OTHR 01 85000 D FIRST ST BANCORPORATION COM 33645310 69 12700 SH SHARED 10 12700 D FIRST SOUTH BANCORP INC VA COM 33646W10 233 18111 SH SHARED 18111 D 1ST SOURCE CORP COM 33690110 9 594 SH SHARED 594 D 1ST SOURCE CORP COM 33690110 2 151 SH SHARED 02 151 D 1ST SOURCE CORP COM 33690110 125 7820 SH SHARED 10 7820 D FIRST ST FINL CORP FLA COM 33708M20 0 123 SH SHARED 123 D FIRST TR ENHANCED EQTY INC F COM 33731810 537 40500 SH SHARED 40500 D FIRST TR ABERDEEN GLBL OPP F COM SHS 33731910 678 41600 SH SHARED 41600 D FIRST TR ABERDEEN GLBL OPP F COM SHS 33731910 0 11 SH SHARED 02 11 D FIRST TR ISE WATER INDEX FD COM 33733B10 10 500 SH SHARED 02 500 D FIRST TR EXCHANGE TRADED FD DB STRAT VALUE 33733E10 18671 840440 SH SHARED 02 840440 D FIRST TR EXCHANGE TRADED FD AMEX BIOTECH 33733E20 75 3340 SH SHARED 02 3340 D FIRST TR EXCHANGE TRADED FD DJ INTERNT IDX 33733E30 82 3700 SH SHARED 02 3700 D FIRST TR GALLATIN SPEC FINAN COM BENE INTER 33733G10 529 58953 SH SHARED 58953 D FIRST TR GALLATIN SPEC FINAN COM BENE INTER 33733G10 36 4100 SH SHARED 02 4100 D FIRST TR/FOUR CRNRS SR FLOAT COM 33733U10 42 3000 SH SHARED 02 3000 D FIRST TR ISE REVERE NAT GAS COM 33734J10 42 1334 SH SHARED 02 1334 D FIRST TR NAS100 EQ WEIGHTED SHS 33734410 44 2325 SH SHARED 02 2325 D FIRST TR NASDAQ100 TECH INDE SHS 33734510 9 475 SH SHARED 02 475 D FIRST TR VALUE LINE 100 ETF COM SHS 33735G10 130 8000 SH SHR/OTHR 23 8000 D FIRST UTD CORP COM 33741H10 3 209 SH SHARED 209 D FIRST W VA BANCORP INC COM 33749310 0 34 SH SHARED 34 D FIRSTBANK CORP MICH COM 33761G10 8 896 SH SHARED 896 D FIRSTSERVICE CORP SUB VTG SH 33761N10 25 1760 SH SHARED 1760 D FIRSTCITY FINL CORP COM 33761X10 1 253 SH SHARED 253 D FISERV INC COM 33773810 19847 437466 SH SHARED 437466 D FISERV INC COM 33773810 3744 82525 SH SHARED 01 82525 D FISERV INC COM 33773810 743 16377 SH SHARED 02 15692 685 D FISERV INC COM 33773810 544 12000 SH SHARED 04 12000 D FISERV INC COM 33773810 5 130 SH SHARED 05 130 D FISERV INC COM 33773810 1100 24250 SH SHARED 06 19200 5050 D FISERV INC COM 33773810 39575 872292 SH SHARED 10 872292 D FISERV INC COM 33773810 4 100 SH SHR/OTHR 23 100 D FISHER COMMUNICATIONS INC COM 33775620 2 63 SH SHARED 02 63 D FISHER COMMUNICATIONS INC COM 33775620 137 4000 SH SHARED 10 4000 D FISHER COMMUNICATIONS INC COM 33775620 29 850 SH SHARED 23 850 D FISHER COMMUNICATIONS INC COM 33775620 29 850 SH SHR/OTHR 23 850 D FIRSTFED FINL CORP COM 33790710 220 27432 SH SHARED 27432 D FIRSTFED FINL CORP COM 33790710 43 5440 SH SHARED 01 5440 D FIRSTFED FINL CORP COM 33790710 72 8965 SH SHARED 02 8965 D FIRSTFED FINL CORP COM 33790710 50 6300 SH SHARED 10 6300 D FIRSTMERIT CORP COM 33791510 795 48746 SH SHARED 48746 D FIRSTMERIT CORP COM 33791510 466 28600 SH SHARED 01 28600 D FIRSTMERIT CORP COM 33791510 402 24673 SH SHARED 02 24673 D FIRSTMERIT CORP COM 33791510 4865 298307 SH SHARED 10 298307 D FLAGSTAR BANCORP INC COM 33793010 21 7089 SH SHARED 7089 D FLAGSTAR BANCORP INC COM 33793010 59 19800 SH SHARED 01 19800 D FLAGSTAR BANCORP INC COM 33793010 43 14314 SH SHARED 02 14314 D FLAGSTAR BANCORP INC COM 33793010 375 124800 SH SHARED 10 124800 D FIRSTENERGY CORP COM 33793210 47417 575948 SH SHARED 564148 11800 D FIRSTENERGY CORP COM 33793210 28735 349024 SH SHARED 01 346924 2100 D FIRSTENERGY CORP COM 33793210 5401 65604 SH SHARED 02 63554 2050 D FIRSTENERGY CORP COM 33793210 181 2200 SH SHARED 04 2200 D FIRSTENERGY CORP COM 33793210 11 140 SH SHARED 05 140 D FIRSTENERGY CORP COM 33793210 49207 597687 SH SHARED 06 30050 567637 D FIRSTENERGY CORP COM 33793210 34931 424289 SH SHARED 10 417889 6400 D FIRSTENERGY CORP COM 33793210 545 6625 SH SHARED 11 6625 D FIRSTENERGY CORP COM 33793210 1017 12360 SH SHARED 14 12360 D FIRSTENERGY CORP COM 33793210 17 213 SH SHR/OTHR 23 213 D FIVE STAR QUALITY CARE INC NOTE 3.750%10/1 33832DAB 3540 5300000 PRN SHARED 5300000 D FIVE STAR QUALITY CARE INC COM 33832D10 13 2922 SH SHARED 2922 D FIVE STAR QUALITY CARE INC COM 33832D10 166 35214 SH SHARED 10 35214 D FLAHERTY & CRMN/CLYMR PFD SE COM SHS 33847810 2710 194425 SH SHARED 194425 D FLAHERTY & CRMN/CLYMR PFD SE COM SHS 33847810 278 20000 SH SHARED 21 20000 D FLAHERTY & CRMRN CLYMRE T R COM 33847910 1646 109902 SH SHARED 109902 D FLAMEL TECHNOLOGIES SA SPONSORED ADR 33848810 4599 459540 SH SHARED 459540 D FLAMEL TECHNOLOGIES SA SPONSORED ADR 33848810 37 3769 SH SHARED 02 69 3700 D FLAMEL TECHNOLOGIES SA SPONSORED ADR 33848810 8192 818400 SH SHARED 10 818400 D FLANDERS CORP COM 33849410 14 2362 SH SHARED 2362 D FLANDERS CORP COM 33849410 8 1324 SH SHARED 02 1324 D FLANIGANS ENTERPRISES INC COM 33851710 0 33 SH SHARED 33 D FLEETWOOD ENTERPRISES INC COM 33909910 27 10501 SH SHARED 10501 D FLEETWOOD ENTERPRISES INC COM 33909910 0 290 SH SHARED 02 290 D FLEETWOOD ENTERPRISES INC COM 33909910 6 2500 SH SHARED 23 2500 D FLEXTRONICS INTL LTD NOTE 1.000% 8/0 33938EAL 1344 1433000 PRN SHARED 1433000 D FLEXTRONICS INTL LTD NOTE 1.000% 8/0 33938EAL 2267 2417000 PRN SHARED 02 2417000 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 40 1969 SH SHARED 1969 D FLOTEK INDS INC DEL COM 34338910 1008 48923 SH SHARED 02 223 48700 D FLOTEK INDS INC DEL COM 34338910 6756 327672 SH SHARED 10 327672 D FLUOR CORP NEW COM 34341210 14 80 SH SHARED 80 D FLUOR CORP NEW COM 34341210 31920 171541 SH SHARED 171541 D FLUOR CORP NEW COM 34341210 3665 19699 SH SHARED 01 19699 D FLUOR CORP NEW COM 34341210 860 4624 SH SHARED 02 3548 1076 D FLUOR CORP NEW COM 34341210 4856 26100 SH SHARED 04 26100 D FLUOR CORP NEW COM 34341210 5593 30060 SH SHARED 05 30060 D FLUOR CORP NEW COM 34341210 2696 14489 SH SHARED 06 8650 5839 D FLUOR CORP NEW COM 34341210 43832 235557 SH SHARED 10 217857 17700 D FLUOR CORP NEW COM 34341210 824 4432 SH SHARED 14 4432 D FLOW INTL CORP COM 34346810 28 3675 SH SHARED 3675 D FLOW INTL CORP COM 34346810 2 298 SH SHARED 02 183 115 D FLOWERS FOODS INC COM 34349810 167 5903 SH SHARED 5903 D FLOWERS FOODS INC COM 34349810 138 4900 SH SHARED 01 4900 D FLOWERS FOODS INC COM 34349810 970 34236 SH SHARED 02 31140 3096 D FLOWERS FOODS INC COM 34349810 4251 150000 SH SHARED 05 150000 D FLOWERS FOODS INC COM 34349810 3883 137037 SH SHARED 10 137037 D FLOWERS FOODS INC COM 34349810 85 3000 SH SHARED 23 3000 D FLOWSERVE CORP COM 34354P10 5786 42331 SH SHARED 23731 18600 D FLOWSERVE CORP COM 34354P10 2446 17900 SH SHARED 01 17900 D FLOWSERVE CORP COM 34354P10 151 1111 SH SHARED 02 101 1010 D FLOWSERVE CORP COM 34354P10 33630 246020 SH SHARED 10 222520 23500 D FLOWSERVE CORP COM 34354P10 273 2000 SH SHARED 23 2000 D FLUSHING FINL CORP COM 34387310 8 429 SH SHARED 429 D FLUSHING FINL CORP COM 34387310 36 1900 SH SHARED 01 1900 D FLUSHING FINL CORP COM 34387310 2 113 SH SHARED 02 113 D FLUSHING FINL CORP COM 34387310 1483 78300 SH SHARED 10 78300 D FOCUS MEDIA HLDG LTD SPONSORED ADR 34415V10 550 19852 SH SHARED 19852 D FOCUS MEDIA HLDG LTD SPONSORED ADR 34415V10 2103 75900 SH SHARED 01 75900 D FOCUS MEDIA HLDG LTD SPONSORED ADR 34415V10 1500 54119 SH SHARED 02 119 54000 D FOCUS MEDIA HLDG LTD SPONSORED ADR 34415V10 582 21000 SH SHARED 04 21000 D FOCUS MEDIA HLDG LTD SPONSORED ADR 34415V10 324 11700 SH SHARED 06 11700 D FOCUS MEDIA HLDG LTD SPONSORED ADR 34415V10 73489 2651122 SH SHARED 10 1805212 845910 D FOCUS MEDIA HLDG LTD SPONSORED ADR 34415V10 264 9550 SH SHARED 15 9550 D FOCUS MEDIA HLDG LTD SPONSORED ADR 34415V10 346 12500 SH SHARED 21 3500 9000 D FOCUS MEDIA HLDG LTD SPONSORED ADR 34415V10 180 6500 SH SHR/OTHR 21 6500 D FOCUS MEDIA HLDG LTD SPONSORED ADR 34415V10 522 18849 SH SHARED 24 18849 D FOCUS ENHANCEMENTS INC COM 34415910 0 2065 SH SHARED 2065 D FOMENTO ECONOMICO MEXICANO S SPON ADR UNITS 34441910 86 1900 SH SHARED 1900 D FOMENTO ECONOMICO MEXICANO S SPON ADR UNITS 34441910 1162 25533 SH SHARED 25533 D FOMENTO ECONOMICO MEXICANO S SPON ADR UNITS 34441910 3699 81300 SH SHARED 02 81300 D FOMENTO ECONOMICO MEXICANO S SPON ADR UNITS 34441910 3254 71505 SH SHARED 04 71505 D FOMENTO ECONOMICO MEXICANO S SPON ADR UNITS 34441910 6712 147500 SH SHARED 10 147500 D FONAR CORP COM NEW 34443740 0 126 SH SHARED 126 D FONAR CORP COM NEW 34443740 0 400 SH SHARED 02 400 D FOOD TECHNOLOGY SERVICE INC COM NEW 34479820 0 48 SH SHARED 48 D FOOT LOCKER INC COM 34484910 819 65823 SH SHARED 65823 D FOOT LOCKER INC COM 34484910 591 47475 SH SHARED 01 1075 46400 D FOOT LOCKER INC COM 34484910 1348 108298 SH SHARED 02 108298 D FOOT LOCKER INC COM 34484910 123 9900 SH SHARED 10 9900 D FOOT LOCKER INC COM 34484910 37 3000 SH SHR/OTHR 23 3000 D FORBES MEDI-TECH INC NEW COM 34515510 1 1102 SH SHARED 01 1102 D FORCE PROTECTION INC COM NEW 34520320 28 8644 SH SHARED 8644 D FORCE PROTECTION INC COM NEW 34520320 0 265 SH SHARED 01 265 D FORCE PROTECTION INC COM NEW 34520320 1 304 SH SHARED 02 4 300 D FORD MTR CO DEL NOTE 4.250%12/1 345370CF 240059 30205952 PRN SHARED 330205952 D FORD MTR CO DEL NOTE 4.250%12/1 345370CF 23968 32969008 PRN SHARED 02 32969008 D FORD MTR CO DEL NOTE 4.250%12/1 345370CF 14 20000 PRN SHARED 10 20000 D FORD MTR CO DEL COM PAR $0.01 34537086 15 3146 SH SHARED 3146 D FORD MTR CO DEL COM PAR $0.01 34537086 37185 7730820 SH SHARED 7730320 500 D FORD MTR CO DEL COM PAR $0.01 34537086 1418 294870 SH SHARED 01 246513 48357 D FORD MTR CO DEL COM PAR $0.01 34537086 1975 410608 SH SHARED 02 410608 D FORD MTR CO DEL COM PAR $0.01 34537086 36 7611 SH SHARED 04 7611 D FORD MTR CO DEL COM PAR $0.01 34537086 4 850 SH SHARED 05 850 D FORD MTR CO DEL COM PAR $0.01 34537086 1373 285455 SH SHARED 06 226645 58810 D FORD MTR CO DEL COM PAR $0.01 34537086 8497 1766628 SH SHARED 10 1766628 D FORD MTR CO DEL COM PAR $0.01 34537086 1475 306744 SH SHARED 14 306744 D FORD MTR CO DEL COM PAR $0.01 34537086 34 7130 SH SHARED 20 3530 3600 D FORD MTR CO DEL COM PAR $0.01 34537086 46 9614 SH SHR/OTHR 23 9614 D FORD MTR CO CAP TR II PFD TR CV6.5% 34539520 22697 820000 SH SHARED 820000 D FORD MTR CO CAP TR II PFD TR CV6.5% 34539520 8996 325000 SH SHARED 10 325000 D FORDING CDN COAL TR TR UNIT 34542510 12 126 SH SHARED 126 D FORDING CDN COAL TR TR UNIT 34542510 94238 985657 SH SHARED 985657 D FORDING CDN COAL TR TR UNIT 34542510 116 1219 SH SHARED 01 100 1119 D FORDING CDN COAL TR TR UNIT 34542510 66 700 SH SHR/OTHR 01 700 D FORDING CDN COAL TR TR UNIT 34542510 1854 19400 SH SHARED 02 17900 1500 D FORDING CDN COAL TR TR UNIT 34542510 66 700 SH SHARED 04 700 D FORDING CDN COAL TR TR UNIT 34542510 9 100 SH SHARED 05 100 D FORDING CDN COAL TR TR UNIT 34542510 152 1600 SH SHARED 06 700 900 D FORDING CDN COAL TR TR UNIT 34542510 430 4500 SH SHARED 10 4500 D FORDING CDN COAL TR TR UNIT 34542510 318 3336 SH SHARED 20 3336 D FORDING CDN COAL TR TR UNIT 34542510 95 1000 SH SHR/OTHR 23 1000 D FOREST CITY ENTERPRISES INC CL A 34555010 131 4095 SH SHARED 4095 D FOREST CITY ENTERPRISES INC CL A 34555010 103 3209 SH SHARED 02 3209 D FOREST CITY ENTERPRISES INC CL A 34555010 95 2950 SH SHARED 06 1250 1700 D FOREST CITY ENTERPRISES INC CL A 34555010 223 6944 SH SHARED 10 6944 D FOREST CITY ENTERPRISES INC CL A 34555010 99 3100 SH SHARED 14 3100 D FOREST LABS INC COM 34583810 93 2700 SH SHARED 2700 D FOREST LABS INC COM 34583810 19127 550599 SH SHARED 550599 D FOREST LABS INC COM 34583810 905 26075 SH SHARED 01 25875 200 D FOREST LABS INC COM 34583810 22 650 SH SHR/OTHR 01 650 D FOREST LABS INC COM 34583810 6106 175771 SH SHARED 02 175171 600 D FOREST LABS INC COM 34583810 59 1700 SH SHARED 04 1700 D FOREST LABS INC COM 34583810 2 70 SH SHARED 05 70 D FOREST LABS INC COM 34583810 5410 155750 SH SHARED 06 74050 81700 D FOREST LABS INC COM 34583810 9474 272719 SH SHARED 10 272719 D FOREST LABS INC COM 34583810 1834 52810 SH SHARED 14 52810 D FOREST LABS INC COM 34583810 104 3000 SH SHARED 20 3000 D FOREST LABS INC COM 34583810 64 1850 SH SHR/OTHR 23 1850 D FOREST OIL CORP COM PAR $0.01 34609170 2360 31679 SH SHARED 31679 D FOREST OIL CORP COM PAR $0.01 34609170 2257 30300 SH SHARED 01 2700 27600 D FOREST OIL CORP COM PAR $0.01 34609170 1903 25551 SH SHARED 02 23801 1750 D FOREST OIL CORP COM PAR $0.01 34609170 22 300 SH SHARED 06 300 D FOREST OIL CORP COM PAR $0.01 34609170 852 11439 SH SHARED 10 11439 D FOREST OIL CORP COM PAR $0.01 34609170 186 2500 SH SHARED 14 2500 D FORESTAR REAL ESTATE GROUP I COM 34623310 4338 227753 SH SHARED 227753 D FORESTAR REAL ESTATE GROUP I COM 34623310 52 2770 SH SHARED 01 1451 1319 D FORESTAR REAL ESTATE GROUP I COM 34623310 392 20587 SH SHARED 02 20587 D FORESTAR REAL ESTATE GROUP I COM 34623310 276 14533 SH SHARED 10 14533 D FORESTAR REAL ESTATE GROUP I COM 34623310 960 50400 SH SHARED 14 50400 D FORESTAR REAL ESTATE GROUP I COM 34623310 0 1 SH SHR/OTHR 20 1 D FORGENT NETWORKS INC COM 34629U10 0 700 SH SHARED 700 D FORMFACTOR INC COM 34637510 439 23834 SH SHARED 23834 D FORMFACTOR INC COM 34637510 3304 179298 SH SHARED 10 179298 D FORRESTER RESH INC COM 34656310 284 9229 SH SHARED 9229 D FORRESTER RESH INC COM 34656310 185 5999 SH SHARED 02 5999 D FORRESTER RESH INC COM 34656310 8356 270600 SH SHARED 10 270600 D FORTRESS INVESTMENT GROUP LL CL A 34958B10 3092 251029 SH SHARED 251029 D FORTRESS INVESTMENT GROUP LL CL A 34958B10 25 2104 SH SHARED 02 1104 1000 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 34963110 16827 269633 SH SHARED 269633 D FORTUNE BRANDS INC COM 34963110 1909 30599 SH SHARED 01 24624 5975 D FORTUNE BRANDS INC COM 34963110 182 2930 SH SHR/OTHR 01 2930 D FORTUNE BRANDS INC COM 34963110 482 7730 SH SHARED 02 7730 D FORTUNE BRANDS INC COM 34963110 56 900 SH SHARED 04 900 D FORTUNE BRANDS INC COM 34963110 5 90 SH SHARED 05 90 D FORTUNE BRANDS INC COM 34963110 1177 18870 SH SHARED 06 14250 4620 D FORTUNE BRANDS INC COM 34963110 5900 94548 SH SHARED 10 94548 D FORTUNE BRANDS INC COM 34963110 49 800 SH SHARED 14 800 D FORTUNE BRANDS INC COM 34963110 1110 17795 SH SHARED 20 9270 8525 D FORTUNE BRANDS INC COM 34963110 588 9430 SH SHR/OTHR 20 9430 D FORTUNE BRANDS INC COM 34963110 24 400 SH SHR/OTHR 21 400 D FORTUNE BRANDS INC COM 34963110 68 1090 SH SHARED 22 890 200 D FORTUNE BRANDS INC COM 34963110 2008 32180 SH SHARED 23 21780 10400 D FORTUNE BRANDS INC COM 34963110 1754 28120 SH SHR/OTHR 23 28120 D FORTUNET INC COM 34969Q10 0 67 SH SHARED 67 D FORWARD AIR CORP COM 34985310 163 4732 SH SHARED 4732 D FORWARD AIR CORP COM 34985310 76 2200 SH SHARED 01 2200 D FORWARD AIR CORP COM 34985310 190 5518 SH SHARED 02 5518 D FORWARD AIR CORP COM 34985310 616 17822 SH SHARED 10 17822 D FORWARD AIR CORP COM 34985310 49 1434 SH SHARED 21 1434 D FORWARD INDS INC N Y COM NEW 34986230 0 205 SH SHARED 205 D FOSSIL INC COM 34988210 396 13637 SH SHARED 13637 D FOSSIL INC COM 34988210 204 7025 SH SHARED 01 7025 D FOSSIL INC COM 34988210 319 11007 SH SHARED 02 8126 2881 D FOSSIL INC COM 34988210 10784 371000 SH SHARED 10 371000 D FOSSIL INC COM 34988210 6 235 SH SHARED 21 235 D FOSTER L B CO COM 35006010 435 13115 SH SHARED 13115 D FOSTER L B CO COM 35006010 25 760 SH SHARED 02 760 D FOSTER L B CO COM 35006010 86 2600 SH SHARED 10 2600 D FOUNDATION COAL HLDGS INC COM 35039W10 65485 739282 SH SHARED 739282 D FOUNDATION COAL HLDGS INC COM 35039W10 1062 12000 SH SHARED 01 12000 D FOUNDATION COAL HLDGS INC COM 35039W10 1638 18500 SH SHR/OTHR 01 18500 D FOUNDATION COAL HLDGS INC COM 35039W10 8001 90335 SH SHARED 02 88815 1520 D FOUNDATION COAL HLDGS INC COM 35039W10 17 200 SH SHARED 06 200 D FOUNDATION COAL HLDGS INC COM 35039W10 16245 183400 SH SHARED 10 183400 D FOUNDRY NETWORKS INC COM 35063R10 1619 137030 SH SHARED 137030 D FOUNDRY NETWORKS INC COM 35063R10 589 49850 SH SHARED 01 2550 47300 D FOUNDRY NETWORKS INC COM 35063R10 579 49054 SH SHARED 02 18704 30350 D FOUNDRY NETWORKS INC COM 35063R10 39099 3307950 SH SHARED 10 3307950 D FOUNTAIN POWERBOAT IND COM NEW 35075530 0 66 SH SHARED 66 D 4 KIDS ENTMT INC COM 35086510 9 1269 SH SHARED 1269 D 4 KIDS ENTMT INC COM 35086510 1 200 SH SHARED 02 200 D FOX CHASE BANCORP COM 35137P10 9 947 SH SHARED 947 D FRANCE TELECOM SPONSORED ADR 35177Q10 3811 128653 SH SHARED 128653 D FRANCE TELECOM SPONSORED ADR 35177Q10 297 10050 SH SHARED 02 10000 50 D FRANCE TELECOM SPONSORED ADR 35177Q10 54 1854 SH SHARED 21 1854 D FRANKLIN BK CORP DEL COM 35245110 0 1215 SH SHARED 1215 D FRANKLIN COVEY CO COM 35346910 15 1822 SH SHARED 1822 D FRANKLIN COVEY CO COM 35346910 12 1400 SH SHARED 02 1400 D FRANKLIN CR MGMT CORP COM NEW 35348720 0 96 SH SHARED 96 D FRANKLIN ELEC INC COM 35351410 53 1390 SH SHARED 1390 D FRANKLIN ELEC INC COM 35351410 29 750 SH SHARED 01 750 D FRANKLIN ELEC INC COM 35351410 160 4146 SH SHARED 02 4146 D FRANKLIN ELEC INC COM 35351410 180 4643 SH SHARED 10 4643 D FRANKLIN ELECTR PUBLISHERS I COM 35351510 0 123 SH SHARED 123 D FRANKLIN RES INC COM 35461310 36 400 SH SHARED 400 D FRANKLIN RES INC COM 35461310 26077 284530 SH SHARED 284530 D FRANKLIN RES INC COM 35461310 2510 27395 SH SHARED 01 22020 5375 D FRANKLIN RES INC COM 35461310 437 4775 SH SHR/OTHR 01 4775 D FRANKLIN RES INC COM 35461310 2832 30906 SH SHARED 02 28756 2150 D FRANKLIN RES INC COM 35461310 73 800 SH SHARED 04 800 D FRANKLIN RES INC COM 35461310 9 100 SH SHARED 05 100 D FRANKLIN RES INC COM 35461310 1910 20841 SH SHARED 06 15941 4900 D FRANKLIN RES INC COM 35461310 14647 159825 SH SHARED 10 159825 D FRANKLIN RES INC COM 35461310 207 2260 SH SHARED 20 715 1545 D FRANKLIN RES INC COM 35461310 398 4350 SH SHR/OTHR 20 4350 D FRANKLIN RES INC COM 35461310 36 403 SH SHARED 21 403 D FRANKLIN RES INC COM 35461310 45 500 SH SHR/OTHR 21 500 D FRANKLIN RES INC COM 35461310 87 950 SH SHARED 22 950 D FRANKLIN RES INC COM 35461310 34 375 SH SHR/OTHR 22 375 D FRANKLIN RES INC COM 35461310 951 10380 SH SHARED 23 10380 D FRANKLIN RES INC COM 35461310 1170 12775 SH SHR/OTHR 23 12775 D FRANKLIN STREET PPTYS CORP COM 35471R10 1 126 SH SHARED 126 D FRANKLIN STREET PPTYS CORP COM 35471R10 2 214 SH SHARED 02 214 D FRANKLIN STREET PPTYS CORP COM 35471R10 289 22900 SH SHARED 10 22900 D FRANKLIN TEMPLETON LTD DUR I COM 35472T10 1123 100548 SH SHARED 100548 D FRANKLIN UNVL TR SH BEN INT 35514510 53 8304 SH SHARED 8304 D FREDERICKS HOLLYWOOD GROUP I COM 35582T10 0 166 SH SHARED 166 D FREDS INC CL A 35610810 32 2916 SH SHARED 2916 D FREDS INC CL A 35610810 106 9456 SH SHARED 02 9456 D FREDS INC CL A 35610810 203 18100 SH SHARED 10 18100 D FREEPORT-MCMORAN COPPER & GO PFD CONV 35671D78 444206 2642200 SH SHARED 2642200 D FREEPORT-MCMORAN COPPER & GO PFD CONV 35671D78 5234 31134 SH SHARED 02 31134 D FREEPORT-MCMORAN COPPER & GO PFD CONV 35671D78 5884 35000 SH SHARED 06 35000 D FREEPORT-MCMORAN COPPER & GO COM 35671D85 3437 29332 SH SHARED 28281 1051 D FREEPORT-MCMORAN COPPER & GO COM 35671D85 62017 529205 SH SHARED 517605 11600 D FREEPORT-MCMORAN COPPER & GO COM 35671D85 19503 166428 SH SHARED 01 111066 55362 D FREEPORT-MCMORAN COPPER & GO COM 35671D85 3834 32718 SH SHR/OTHR 01 32718 D FREEPORT-MCMORAN COPPER & GO COM 35671D85 87355 745417 SH SHARED 02 725207 20210 D FREEPORT-MCMORAN COPPER & GO COM 35671D85 7886 67300 SH SHARED 04 67300 D FREEPORT-MCMORAN COPPER & GO COM 35671D85 9395 80170 SH SHARED 05 80170 D FREEPORT-MCMORAN COPPER & GO COM 35671D85 15334 130854 SH SHARED 06 118696 12158 D FREEPORT-MCMORAN COPPER & GO COM 35671D85 159079 1357451 SH SHARED 10 1247041 110410 D FREEPORT-MCMORAN COPPER & GO COM 35671D85 2132 18197 SH SHARED 14 18197 D FREEPORT-MCMORAN COPPER & GO COM 35671D85 945 8070 SH SHARED 15 8070 D FREEPORT-MCMORAN COPPER & GO COM 35671D85 825 7044 SH SHARED 19 7044 D FREEPORT-MCMORAN COPPER & GO COM 35671D85 3133 26737 SH SHARED 20 18478 45 8214 D FREEPORT-MCMORAN COPPER & GO COM 35671D85 1081 9225 SH SHR/OTHR 20 9225 D FREEPORT-MCMORAN COPPER & GO COM 35671D85 1226 10463 SH SHARED 21 7550 2913 D FREEPORT-MCMORAN COPPER & GO COM 35671D85 21 185 SH SHR/OTHR 21 185 D FREEPORT-MCMORAN COPPER & GO COM 35671D85 1122 9580 SH SHARED 22 7935 1645 D FREEPORT-MCMORAN COPPER & GO COM 35671D85 302 2581 SH SHR/OTHR 22 2581 D FREEPORT-MCMORAN COPPER & GO COM 35671D85 5124 43724 SH SHARED 23 33169 10555 D FREEPORT-MCMORAN COPPER & GO COM 35671D85 4491 38323 SH SHR/OTHR 23 38323 D FREEPORT-MCMORAN COPPER & GO COM 35671D85 52 451 SH SHARED 24 451 D FREIGHTCAR AMER INC COM 35702310 430 12122 SH SHARED 12122 D FREIGHTCAR AMER INC COM 35702310 82 2336 SH SHARED 02 2336 D FREQUENCY ELECTRS INC COM 35801010 1 212 SH SHARED 212 D FRESENIUS MED CARE AG&CO KGA SPONSORED ADR 35802910 1122 20458 SH SHARED 20458 D FRESENIUS MED CARE AG&CO KGA SPONSORED ADR 35802910 64 1184 SH SHARED 01 712 472 D FRIEDMAN BILLINGS RAMSEY GRO CL A 35843410 95 63589 SH SHARED 63589 D FRIEDMAN BILLINGS RAMSEY GRO CL A 35843410 59 39800 SH SHARED 01 39800 D FRIEDMAN BILLINGS RAMSEY GRO CL A 35843410 5 3912 SH SHARED 02 662 3250 D FRIEDMAN BILLINGS RAMSEY GRO CL A 35843410 103 69100 SH SHARED 10 69100 D FRIEDMAN INDS INC COM 35843510 1 164 SH SHARED 164 D FRISCHS RESTAURANTS INC COM 35874810 1 84 SH SHARED 84 D FRONTEER DEV GROUP INC COM 35903Q10 23 4598 SH SHARED 4598 D FRONTIER FINL CORP WASH COM 35907K10 720 84619 SH SHARED 84619 D FRONTIER FINL CORP WASH COM 35907K10 11 1340 SH SHARED 01 1340 D FRONTIER FINL CORP WASH COM 35907K10 177 20868 SH SHARED 02 20868 D FRONTIER FINL CORP WASH COM 35907K10 415 48715 SH SHARED 10 48715 D FRONTIER OIL CORP COM 35914P10 590 24700 SH SHARED 24700 D FRONTIER OIL CORP COM 35914P10 4250 177765 SH SHARED 177765 D FRONTIER OIL CORP COM 35914P10 786 32900 SH SHARED 01 32900 D FRONTIER OIL CORP COM 35914P10 1219 51001 SH SHARED 02 31001 20000 D FRONTIER OIL CORP COM 35914P10 7165 299700 SH SHARED 10 232900 66800 D FROZEN FOOD EXPRESS INDS INC COM 35936010 2 344 SH SHARED 344 D FUELCELL ENERGY INC COM 35952H10 13 1886 SH SHARED 1886 D FUELCELL ENERGY INC COM 35952H10 2887 406704 SH SHARED 406704 D FUELCELL ENERGY INC COM 35952H10 144 20370 SH SHARED 02 18370 2000 D FUELCELL ENERGY INC COM 35952H10 4494 633069 SH SHARED 04 633069 D FUELCELL ENERGY INC COM 35952H10 5008 705474 SH SHARED 05 705474 D FUELCELL ENERGY INC COM 35952H10 614 86497 SH SHARED 06 86497 D FUELCELL ENERGY INC COM 35952H10 77 10847 SH SHARED 10 10847 D FUEL SYS SOLUTIONS INC COM 35952W10 63 1637 SH SHARED 1637 D FUEL SYS SOLUTIONS INC COM 35952W10 38 996 SH SHARED 02 996 D FUEL TECH INC COM 35952310 20 1148 SH SHARED 1148 D FUEL TECH INC COM 35952310 3914 222188 SH SHARED 222188 D FUEL TECH INC COM 35952310 5 305 SH SHARED 01 305 D FUEL TECH INC COM 35952310 41 2341 SH SHARED 02 141 2200 D FUEL TECH INC COM 35952310 5381 305400 SH SHARED 04 305400 D FUEL TECH INC COM 35952310 6929 393285 SH SHARED 05 393285 D FUEL TECH INC COM 35952310 651 37001 SH SHARED 06 37001 D FUEL TECH INC COM 35952310 45 2577 SH SHARED 10 2577 D FUJIFILM HLDGS CORP ADR 2 ORD 35958N10 298 8722 SH SHARED 8722 D FUJIFILM HLDGS CORP ADR 2 ORD 35958N10 66 1940 SH SHARED 02 1940 D FULL HOUSE RESORTS INC COM 35967810 0 341 SH SHARED 341 D FULLER H B CO COM 35969410 1405 62612 SH SHARED 62612 D FULLER H B CO COM 35969410 195 8694 SH SHARED 02 8524 170 D FULLER H B CO COM 35969410 556 24800 SH SHARED 10 24800 D FULTON FINL CORP PA COM 36027110 2451 243980 SH SHARED 243980 D FULTON FINL CORP PA COM 36027110 0 75 SH SHARED 01 75 D FULTON FINL CORP PA COM 36027110 81 8088 SH SHARED 02 8088 D FULTON FINL CORP PA COM 36027110 112 11200 SH SHARED 10 11200 D FURNITURE BRANDS INTL INC COM 36092110 641 48015 SH SHARED 48015 D FURNITURE BRANDS INTL INC COM 36092110 263 19700 SH SHARED 01 3800 15900 D FURNITURE BRANDS INTL INC COM 36092110 205 15401 SH SHARED 02 7101 8300 D FURNITURE BRANDS INTL INC COM 36092110 1014 75900 SH SHARED 10 75900 D FUQI INTERNATIONAL INC COM NEW 36102A20 0 45 SH SHARED 45 D FUQI INTERNATIONAL INC COM NEW 36102A20 7 812 SH SHARED 02 812 D FURMANITE CORPORATION COM 36108610 110 13904 SH SHARED 13904 D FURMANITE CORPORATION COM 36108610 0 2 SH SHARED 02 2 D FUSION TELECOMM INTL INC COM 36113B30 0 560 SH SHARED 560 D FUSHI COPPERWELD INC COM 36113E10 47 2000 SH SHARED 2000 D FUSHI COPPERWELD INC COM 36113E10 28 1205 SH SHARED 02 1205 D FUSHI COPPERWELD INC COM 36113E10 21 910 SH SHARED 21 910 D G & K SVCS INC CL A 36126810 383 12594 SH SHARED 12594 D G & K SVCS INC CL A 36126810 12 400 SH SHARED 01 400 D G & K SVCS INC CL A 36126810 93 3070 SH SHARED 02 3070 D G & K SVCS INC CL A 36126810 365 12000 SH SHARED 10 12000 D GAMCO INVESTORS INC COM 36143810 280 5643 SH SHARED 5643 D GAMCO INVESTORS INC COM 36143810 84 1693 SH SHARED 02 1693 D GATX CORP NOTE 5.000% 8/1 361448AE 4018 2250000 PRN SHARED 2250000 D GATX CORP COM 36144810 4440 100168 SH SHARED 100168 D GATX CORP COM 36144810 664 15000 SH SHARED 01 15000 D GATX CORP COM 36144810 650 14674 SH SHARED 02 14674 D GATX CORP COM 36144810 5146 116100 SH SHARED 10 116100 D GATX CORP COM 36144810 66 1500 SH SHARED 23 1500 D GEO GROUP INC COM 36159R10 989 43983 SH SHARED 43983 D GEO GROUP INC COM 36159R10 5 258 SH SHARED 02 258 D GEO GROUP INC COM 36159R10 87 3900 SH SHARED 10 3900 D GFI GROUP INC COM 36165220 3933 436575 SH SHARED 436575 D GFI GROUP INC COM 36165220 557 61914 SH SHARED 02 61790 124 D GFI GROUP INC COM 36165220 1351 150000 SH SHARED 04 150000 D GFI GROUP INC COM 36165220 581 64559 SH SHARED 10 64559 D GHL ACQUISITION CORP COM 36172H10 3494 375700 SH SHARED 375700 D GHL ACQUISITION CORP COM 36172H10 2550 274300 SH SHARED 02 274300 D GHL ACQUISITION CORP *W EXP 02/14/201 36172H11 79 123000 SH SHARED 02 123000 D GHL ACQUISITION CORP UNIT 99/99/9999 36172H20 40 4147 SH SHARED 4147 D GP STRATEGIES CORP COM 36225V10 15 1561 SH SHARED 1561 D GSE SYS INC COM 36227K10 3 387 SH SHARED 387 D GSI GROUP INC CDA COM 36229U10 1 220 SH SHARED 220 D G-III APPAREL GROUP LTD COM 36237H10 8 700 SH SHARED 01 700 D G-III APPAREL GROUP LTD COM 36237H10 217 17600 SH SHARED 10 17600 D GSI COMMERCE INC COM 36238G10 92 6782 SH SHARED 6782 D GSI COMMERCE INC COM 36238G10 36 2700 SH SHARED 01 2700 D GSI COMMERCE INC COM 36238G10 336 24672 SH SHARED 02 10672 14000 D GSI COMMERCE INC COM 36238G10 507 37213 SH SHARED 10 37213 D GTSI CORP COM 36238K10 1 179 SH SHARED 179 D GTC BIOTHERAPEUTICS INC COM 36238T10 9 24040 SH SHARED 24040 D GABELLI GLOBAL MULTIMEDIA TR COM 36239Q10 1096 119095 SH SHARED 119095 D GABELLI EQUITY TR INC COM 36239710 128 15715 SH SHARED 01 15715 D GABELLI UTIL TR COM 36240A10 0 14 SH SHARED 14 D GABELLI UTIL TR COM 36240A10 46 5000 SH SHARED 01 5000 D GSI TECHNOLOGY COM 36241U10 2 519 SH SHARED 519 D GABELLI DIVD & INCOME TR COM 36242H10 2192 124211 SH SHARED 02 124211 D GABELLI GLB GLD NAT RES & IN COM SHS BN INT 36244N10 128 4300 SH SHARED 02 4300 D GSC INVESTMENT CORP COM 36249310 14 1587 SH SHARED 1587 D GAFISA S A SPONS ADR 36260730 216 6313 SH SHARED 6313 D GAIAM INC CL A 36268Q10 1 128 SH SHARED 02 128 D GAINSCO INC COM 36312720 4 1393 SH SHARED 1393 D GAINSCO INC COM 36312720 0 200 SH SHARED 02 200 D GALLAGHER ARTHUR J & CO COM 36357610 2227 92422 SH SHARED 92422 D GALLAGHER ARTHUR J & CO COM 36357610 653 27100 SH SHARED 01 27100 D GALLAGHER ARTHUR J & CO COM 36357610 66 2766 SH SHARED 02 2766 D GALLAGHER ARTHUR J & CO COM 36357610 1115 46300 SH SHARED 10 46300 D GALLAGHER ARTHUR J & CO COM 36357610 32 1364 SH SHARED 21 1364 D GALLERY OF HISTORY INC COM 36381210 0 22 SH SHARED 22 D GAMETECH INTERNATIONAL INC COM 36466D10 14 3014 SH SHARED 3014 D GAMING PARTNERS INTL CORP COM 36467A10 5 1539 SH SHARED 1539 D GAMMON GOLD INC COM 36467T10 864 79653 SH SHARED 79653 D GAMMON GOLD INC COM 36467T10 21 2000 SH SHARED 01 000 D GAMMON GOLD INC COM 36467T10 9262 853717 SH SHARED 10 853717 D GAMESTOP CORP NEW CL A 36467W10 10415 257811 SH SHARED 257811 D GAMESTOP CORP NEW CL A 36467W10 1607 39791 SH SHARED 01 39791 D GAMESTOP CORP NEW CL A 36467W10 642 15899 SH SHARED 02 14825 1074 D GAMESTOP CORP NEW CL A 36467W10 2252 55750 SH SHARED 06 50550 5200 D GAMESTOP CORP NEW CL A 36467W10 36362 900050 SH SHARED 10 900050 D GAMESTOP CORP NEW CL A 36467W10 12 300 SH SHARED 14 300 D GANDER MOUNTAIN CO COM 36471P10 0 180 SH SHARED 180 D GANNETT CO INC FRNT 7/1 364725AG 53213 53320000 PRN SHARED 53320000 D GANNETT INC COM 36473010 1303 60168 SH SHARED 60168 D GANNETT INC COM 36473010 21162 976560 SH SHARED 976560 D GANNETT INC COM 36473010 978 45135 SH SHARED 01 45135 D GANNETT INC COM 36473010 803 37069 SH SHARED 02 33075 3994 D GANNETT INC COM 36473010 54 2500 SH SHARED 04 2500 D GANNETT INC COM 36473010 2 100 SH SHARED 05 100 D GANNETT INC COM 36473010 21321 983915 SH SHARED 06 64550 919365 D GANNETT INC COM 36473010 7355 339446 SH SHARED 10 339446 D GANNETT INC COM 36473010 407 18800 SH SHARED 14 18800 D GANNETT INC COM 36473010 77 3565 SH SHARED 20 2340 1225 D GANNETT INC COM 36473010 33 1560 SH SHR/OTHR 20 1560 D GANNETT INC COM 36473010 9 440 SH SHARED 21 440 D GANNETT INC COM 36473010 67 3100 SH SHARED 23 3100 D GANNETT INC COM 36473010 80 3700 SH SHR/OTHR 23 3700 D GAP INC DEL COM 36476010 71 4300 SH SHARED 4300 D GAP INC DEL COM 36476010 110146 6607447 SH SHARED 6480847 126600 D GAP INC DEL COM 36476010 1764 105844 SH SHARED 01 99849 5995 D GAP INC DEL COM 36476010 14 850 SH SHR/OTHR 01 850 D GAP INC DEL COM 36476010 8702 522052 SH SHARED 02 511701 10351 D GAP INC DEL COM 36476010 33 2000 SH SHARED 04 2000 D GAP INC DEL COM 36476010 5 355 SH SHARED 05 355 D GAP INC DEL COM 36476010 2454 147265 SH SHARED 06 131975 15290 D GAP INC DEL COM 36476010 32259 1935161 SH SHARED 10 1765261 169900 D GAP INC DEL COM 36476010 2114 126827 SH SHARED 14 126827 D GAP INC DEL COM 36476010 15 950 SH SHARED 20 950 D GAP INC DEL COM 36476010 189 11345 SH SHARED 21 11345 D GAP INC DEL COM 36476010 11 675 SH SHR/OTHR 21 675 D GARDNER DENVER INC COM 36555810 774 13642 SH SHARED 13642 D GARDNER DENVER INC COM 36555810 3194 56246 SH SHARED 01 31128 25118 D GARDNER DENVER INC COM 36555810 2646 46600 SH SHR/OTHR 01 46600 D GARDNER DENVER INC COM 36555810 86 1524 SH SHARED 02 1414 110 D GARDNER DENVER INC COM 36555810 22822 401800 SH SHARED 10 401800 D GARDNER DENVER INC COM 36555810 87 1536 SH SHARED 22 1536 D GARTNER INC COM 36665110 304 14697 SH SHARED 14697 D GARTNER INC COM 36665110 574 27703 SH SHARED 01 6137 21566 D GARTNER INC COM 36665110 82 4002 SH SHARED 02 2 4000 D GARTNER INC COM 36665110 1802 87000 SH SHARED 10 87000 D GARTNER INC COM 36665110 536 25909 SH SHARED 23 25909 D GARTNER INC COM 36665110 629 30393 SH SHR/OTHR 23 30393 D GASCO ENERGY INC COM 36722010 32 7720 SH SHARED 02 7720 D GASCO ENERGY INC COM 36722010 7 1900 SH SHARED 10 1900 D GASTAR EXPL LTD COM 36729910 768 300000 SH SHARED 300000 D GASTAR EXPL LTD COM 36729910 1556 608000 SH SHARED 02 608000 D GATEHOUSE MEDIA INC COM 36734810 615 250102 SH SHARED 250102 D GAYLORD ENTMT CO NEW COM 36790510 29636 1236911 SH SHARED 1236911 D GAYLORD ENTMT CO NEW COM 36790510 11 500 SH SHARED 02 500 D GAYLORD ENTMT CO NEW COM 36790510 347 14500 SH SHARED 10 14500 D GAYLORD ENTMT CO NEW COM 36790510 8 370 SH SHARED 21 370 D GAYLORD ENTMT CO NEW COM 36790510 71 3000 SH SHARED 23 3000 D GATEWAY FINL HLDGS INC COM 36814010 2 335 SH SHARED 335 D GEHL CO COM 36848310 5 404 SH SHARED 404 D GEHL CO COM 36848310 0 36 SH SHARED 02 36 D GEN-PROBE INC NEW COM 36866T10 2560 53888 SH SHARED 53888 D GEN-PROBE INC NEW COM 36866T10 840 17700 SH SHARED 01 17700 D GEN-PROBE INC NEW COM 36866T10 465 9801 SH SHARED 02 9801 D GEN-PROBE INC NEW COM 36866T10 2957 62260 SH SHARED 04 62260 D GEN-PROBE INC NEW COM 36866T10 2493 52493 SH SHARED 10 51793 700 D GEN-PROBE INC NEW COM 36866T10 23 505 SH SHARED 21 505 D GENAERA CORP COM NEW 36867G20 0 452 SH SHARED 452 D GENCOR INDS INC COM 36867810 0 40 SH SHARED 40 D GENCORP INC NOTE 4.000% 1/1 368682AJ 218 250000 PRN SHARED 250000 D GENCORP INC NOTE 4.000% 1/1 368682AJ 7322 8368000 PRN SHARED 02 8368000 D GENCORP INC SDCV 2.250%11/1 368682AL 1165 1532000 PRN SHARED 1532000 D GENCORP INC SDCV 2.250%11/1 368682AL 304 400000 PRN SHARED 02 400000 D GENCORP INC COM 36868210 803 112247 SH SHARED 112247 D GENCORP INC COM 36868210 43 6018 SH SHARED 02 3278 2740 D GENELABS TECHNOLOGIES INC COM NEW 36870620 0 1123 SH SHARED 1123 D GENELABS TECHNOLOGIES INC COM NEW 36870620 37 58837 SH SHARED 02 58837 D GENENTECH INC COM NEW 36871040 8522 112280 SH SHARED 111980 300 D GENENTECH INC COM NEW 36871040 1128 14868 SH SHARED 01 12175 2693 D GENENTECH INC COM NEW 36871040 119 1575 SH SHR/OTHR 01 1575 D GENENTECH INC COM NEW 36871040 675 8902 SH SHARED 02 2450 6452 D GENENTECH INC COM NEW 36871040 247 3261 SH SHARED 04 3261 D GENENTECH INC COM NEW 36871040 12333 162500 SH SHARED 04 162500 D GENENTECH INC COM NEW 36871040 17 230 SH SHARED 05 230 D GENENTECH INC COM NEW 36871040 3511 46263 SH SHARED 06 5243 41020 D GENENTECH INC COM NEW 36871040 70442 928100 SH SHARED 10 920400 7700 D GENENTECH INC COM NEW 36871040 441 5814 SH SHARED 14 1500 4314 D GENENTECH INC COM NEW 36871040 2277 30000 SH SHARED 15 30000 D GENENTECH INC COM NEW 36871040 286 3770 SH SHARED 20 170 3600 D GENENTECH INC COM NEW 36871040 556 7338 SH SHARED 21 7338 D GENENTECH INC COM NEW 36871040 9 120 SH SHR/OTHR 21 120 D GENERAL CABLE CORP DEL NEW NOTE 0.875%11/1 369300AD 3377 2500000 PRN SHARED 2500000 D GENERAL CABLE CORP DEL NEW NOTE 0.875%11/1 369300AD 12857 9517000 PRN SHARED 02 9517000 D GENERAL CABLE CORP DEL NEW COM 36930010 385 6338 SH SHARED 6338 D GENERAL CABLE CORP DEL NEW COM 36930010 298 4900 SH SHARED 01 4900 D GENERAL CABLE CORP DEL NEW COM 36930010 188 3100 SH SHARED 02 3100 D GENERAL CABLE CORP DEL NEW COM 36930010 623 10250 SH SHARED 06 10250 D GENERAL CABLE CORP DEL NEW COM 36930010 30143 495375 SH SHARED 10 495375 D GENERAL CABLE CORP DEL NEW COM 36930010 60 992 SH SHARED 21 992 D GENERAL COMMUNICATION INC CL A 36938510 401 58419 SH SHARED 58419 D GENERAL COMMUNICATION INC CL A 36938510 115 16800 SH SHARED 10 16800 D GENERAL DYNAMICS CORP COM 36955010 179 2130 SH SHARED 2130 D GENERAL DYNAMICS CORP COM 36955010 80497 956022 SH SHARED 953782 2240 D GENERAL DYNAMICS CORP COM 36955010 7147 84883 SH SHARED 01 48328 36555 D GENERAL DYNAMICS CORP COM 36955010 50 600 SH SHR/OTHR 01 600 D GENERAL DYNAMICS CORP COM 36955010 2505 29757 SH SHARED 02 27081 2676 D GENERAL DYNAMICS CORP COM 36955010 2568 30500 SH SHARED 04 30500 D GENERAL DYNAMICS CORP COM 36955010 13 160 SH SHARED 05 160 D GENERAL DYNAMICS CORP COM 36955010 4229 50230 SH SHARED 06 38450 11780 D GENERAL DYNAMICS CORP COM 36955010 52553 624153 SH SHARED 10 621253 2900 D GENERAL DYNAMICS CORP COM 36955010 206 2453 SH SHARED 14 2453 D GENERAL DYNAMICS CORP COM 36955010 744 8845 SH SHARED 20 1920 6925 D GENERAL DYNAMICS CORP COM 36955010 1709 20300 SH SHR/OTHR 20 20300 D GENERAL DYNAMICS CORP COM 36955010 1134 13476 SH SHARED 21 1400 12076 D GENERAL DYNAMICS CORP COM 36955010 143 1700 SH SHR/OTHR 21 1700 D GENERAL DYNAMICS CORP COM 36955010 158 1884 SH SHARED 22 1484 400 D GENERAL DYNAMICS CORP COM 36955010 33 400 SH SHR/OTHR 22 400 D GENERAL DYNAMICS CORP COM 36955010 23865 283438 SH SHARED 23 8629 274809 D GENERAL DYNAMICS CORP COM 36955010 40776 484286 SH SHR/OTHR 23 484286 D GENERAL ELECTRIC CO COM 36960410 7357 275683 SH SHARED 38994 236689 D GENERAL ELECTRIC CO COM 36960410 610713 22881728 SH SHARED 22678720 203005 D GENERAL ELECTRIC CO COM 36960410 95383 3573744 SH SHARED 01 2140749 400 1432595 D GENERAL ELECTRIC CO COM 36960410 15437 578396 SH SHR/OTHR 01 578396 D GENERAL ELECTRIC CO COM 36960410 86778 3251351 SH SHARED 02 2914159 337192 D GENERAL ELECTRIC CO COM 36960410 459 17210 SH SHARED 04 17210 D GENERAL ELECTRIC CO COM 36960410 88984 3333996 SH SHARED 04 3333996 D GENERAL ELECTRIC CO COM 36960410 8798 329673 SH SHARED 05 329673 D GENERAL ELECTRIC CO COM 36960410 92406 3462202 SH SHARED 06 1195278 2266924 D GENERAL ELECTRIC CO COM 36960410 410586 15383525 SH SHARED 10 14375500 1008025 D GENERAL ELECTRIC CO COM 36960410 415 15563 SH SHR/OTHR 10 15563 D GENERAL ELECTRIC CO COM 36960410 3775 141469 SH SHARED 14 141469 D GENERAL ELECTRIC CO COM 36960410 2268 85000 SH SHARED 15 85000 D GENERAL ELECTRIC CO COM 36960410 6530 244681 SH SHARED 19 244681 D GENERAL ELECTRIC CO COM 36960410 10507 393693 SH SHARED 20 196008 350 197335 D GENERAL ELECTRIC CO COM 36960410 5177 193986 SH SHR/OTHR 20 193986 D GENERAL ELECTRIC CO COM 36960410 2781 104222 SH SHARED 21 76172 28050 D GENERAL ELECTRIC CO COM 36960410 1148 43045 SH SHR/OTHR 21 43045 D GENERAL ELECTRIC CO COM 36960410 3409 127759 SH SHARED 22 82316 45443 D GENERAL ELECTRIC CO COM 36960410 1080 40469 SH SHR/OTHR 22 40469 D GENERAL ELECTRIC CO COM 36960410 41348 1549210 SH SHARED 23 1472785 76425 D GENERAL ELECTRIC CO COM 36960410 56490 2116530 SH SHR/OTHR 23 2116530 D GENERAL ELECTRIC CO COM 36960410 362 13600 SH SHARED 24 13600 D GENERAL EMPLOYMENT ENTERPRIS COM 36973010 0 109 SH SHARED 109 D GENERAL FINANCE CORP COM 36982210 1 250 SH SHARED 250 D GENERAL GROWTH PPTYS INC COM 37002110 27831 794516 SH SHARED 794516 D GENERAL GROWTH PPTYS INC COM 37002110 1071 30575 SH SHARED 01 30575 D GENERAL GROWTH PPTYS INC COM 37002110 38 1100 SH SHR/OTHR 01 1100 D GENERAL GROWTH PPTYS INC COM 37002110 2504 71499 SH SHARED 02 67484 4015 D GENERAL GROWTH PPTYS INC COM 37002110 4 130 SH SHARED 05 130 D GENERAL GROWTH PPTYS INC COM 37002110 531 15160 SH SHARED 06 10060 5100 D GENERAL GROWTH PPTYS INC COM 37002110 23632 674638 SH SHARED 10 674638 D GENERAL GROWTH PPTYS INC COM 37002110 478063 13647271 SH SHARED 11 6842373 6804898 D GENERAL GROWTH PPTYS INC COM 37002110 28 800 SH SHARED 14 800 D GENERAL GROWTH PPTYS INC COM 37002110 12 358 SH SHARED 20 358 D GENERAL GROWTH PPTYS INC COM 37002110 0 1 SH SHR/OTHR 20 1 D GENERAL MLS INC COM 37033410 22366 368059 SH SHARED 368059 D GENERAL MLS INC COM 37033410 4431 72927 SH SHARED 01 61387 11540 D GENERAL MLS INC COM 37033410 132 2175 SH SHR/OTHR 01 2175 D GENERAL MLS INC COM 37033410 1478 24328 SH SHARED 02 21049 3279 D GENERAL MLS INC COM 37033410 11710 192700 SH SHARED 04 192700 D GENERAL MLS INC COM 37033410 12 200 SH SHARED 05 200 D GENERAL MLS INC COM 37033410 28120 462741 SH SHARED 06 38450 424291 D GENERAL MLS INC COM 37033410 83663 1376724 SH SHARED 10 1033124 343600 D GENERAL MLS INC COM 37033410 1306 21505 SH SHARED 14 21505 D GENERAL MLS INC COM 37033410 243 4000 SH SHARED 15 4000 D GENERAL MLS INC COM 37033410 85 1405 SH SHARED 20 1160 245 D GENERAL MLS INC COM 37033410 3 55 SH SHR/OTHR 20 55 D GENERAL MLS INC COM 37033410 54 900 SH SHARED 21 900 D GENERAL MLS INC COM 37033410 8 135 SH SHR/OTHR 21 135 D GENERAL MLS INC COM 37033410 391 6450 SH SHARED 22 3700 2750 D GENERAL MLS INC COM 37033410 948 15600 SH SHARED 23 8900 6700 D GENERAL MLS INC COM 37033410 1891 31120 SH SHR/OTHR 23 31120 D GENERAL MLS INC COM 37033410 443 7300 SH SHARED 24 7300 D GENERAL MOLY INC COM 37037310 1013 128843 SH SHARED 128843 D GENERAL MOLY INC COM 37037310 1 155 SH SHARED 01 155 D GENERAL MOLY INC COM 37037310 118 14997 SH SHARED 02 1 14996 D GENERAL MTRS CORP COM 37044210 27809 2418178 SH SHARED 2418178 D GENERAL MTRS CORP COM 37044210 624 54281 SH SHARED 01 52832 1449 D GENERAL MTRS CORP COM 37044210 5680 493940 SH SHARED 02 447340 46600 D GENERAL MTRS CORP COM 37044210 9 800 SH SHARED 04 800 D GENERAL MTRS CORP COM 37044210 19 1700 SH SHARED 04 1700 D GENERAL MTRS CORP COM 37044210 2 235 SH SHARED 05 235 D GENERAL MTRS CORP COM 37044210 784 68230 SH SHARED 06 52450 15780 D GENERAL MTRS CORP COM 37044210 3486 303204 SH SHARED 10 303204 D GENERAL MTRS CORP COM 37044210 26 2339 SH SHARED 14 2339 D GENERAL MTRS CORP COM 37044210 5 472 SH SHARED 23 272 200 D GENERAL MTRS CORP COM 37044210 92 8000 SH SHR/OTHR 23 8000 D GENERAL MTRS CORP SENIOR DEBEN D 37044269 11298 525000 SH SHARED 525000 D GENERAL MTRS CORP DEB SR CV C 33 37044271 200504 15098225 SH SHARED 15098225 D GENERAL MTRS 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SH SHARED 02 80 D GENOMIC HEALTH INC COM 37244C10 19 1006 SH SHARED 10 1006 D GENTEK INC COM NEW 37245X20 5233 194616 SH SHARED 194616 D GENTEK INC COM NEW 37245X20 26 1000 SH SHARED 01 1000 D GENTEK INC COM NEW 37245X20 352 13111 SH SHARED 10 13111 D GENVEC INC COM 37246C10 2 1829 SH SHARED 1829 D GENUINE PARTS CO COM 37246010 15210 383322 SH SHARED 383322 D GENUINE PARTS CO COM 37246010 915 23076 SH SHARED 01 21951 1125 D GENUINE PARTS CO COM 37246010 762 19208 SH SHARED 02 19208 D GENUINE PARTS CO COM 37246010 24642 621036 SH SHARED 06 17300 603736 D GENUINE PARTS CO COM 37246010 6880 173395 SH SHARED 10 173395 D GENUINE PARTS CO COM 37246010 59 1500 SH SHARED 14 1500 D GENUINE PARTS CO COM 37246010 396 10000 SH SHARED 20 4500 5500 D GENUINE PARTS CO COM 37246010 17919 451588 SH SHR/OTHR 20 451588 D GENUINE PARTS CO COM 37246010 119 3000 SH SHARED 23 3000 D GENTIVA HEALTH SERVICES INC COM 37247A10 39 2093 SH SHARED 2093 D GENTIVA HEALTH SERVICES INC COM 37247A10 14 775 SH SHARED 01 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37247D10 3 200 SH SHARED 22 200 D GENWORTH FINL INC COM CL A 37247D10 1 75 SH SHR/OTHR 22 75 D GENWORTH FINL INC COM CL A 37247D10 569 31950 SH SHARED 23 31135 815 D GENWORTH FINL INC COM CL A 37247D10 18 1050 SH SHR/OTHR 23 1050 D GEORESOURCES INC COM 37247610 27 1491 SH SHARED 1491 D GEORESOURCES INC COM 37247610 8 452 SH SHARED 02 452 D GEORESOURCES INC COM 37247610 12 700 SH SHARED 10 700 D GEOPETRO RESOURCES CO COM 37248H30 2 741 SH SHARED 741 D GEOGLOBAL RESOURCES INC COM 37249T10 1 607 SH SHARED 02 607 D GEOPHARMA INC COM 37250A10 0 259 SH SHARED 259 D GENTIUM S P A SPONSORED ADR 37250B10 20 5900 SH SHARED 5900 D GEOMET INC DEL COM 37250U20 0 103 SH SHARED 103 D GEOMET INC DEL COM 37250U20 1 106 SH SHARED 02 106 D GEOEYE INC COM 37250W10 3152 178022 SH SHARED 178022 D GEOEYE INC COM 37250W10 40 2310 SH SHARED 01 2310 D GEOEYE INC COM 37250W10 0 10 SH SHARED 02 10 D GEOEYE INC COM 37250W10 807 45586 SH SHARED 10 45586 D GEOKINETICS INC COM PAR $0.01 37291030 1 70 SH SHARED 70 D 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GERDAU AMERISTEEL CORP COM 37373P10 811 42057 SH SHARED 42057 D GERDAU AMERISTEEL CORP COM 37373P10 28095 1455700 SH SHARED 10 1455700 D GERBER SCIENTIFIC INC COM 37373010 57 5029 SH SHARED 5029 D GERBER SCIENTIFIC INC COM 37373010 68 6043 SH SHARED 02 6043 D GERDAU S A SPONSORED ADR 37373710 13470 561042 SH SHARED 558242 2800 D GERDAU S A SPONSORED ADR 37373710 23016 958602 SH SHARED 01 958602 D GERDAU S A SPONSORED ADR 37373710 372 15530 SH SHARED 02 15530 D GERDAU S A SPONSORED ADR 37373710 384 16000 SH SHARED 06 16000 D GERDAU S A SPONSORED ADR 37373710 36605 1524600 SH SHARED 10 1524600 D GERDAU S A SPONSORED ADR 37373710 2720 113300 SH SHARED 14 113300 D GERMAN AMERN BANCORP INC COM 37386510 3 287 SH SHARED 287 D GERON CORP COM 37416310 53 15584 SH SHARED 15584 D GERON CORP COM 37416310 0 2 SH SHARED 02 2 D GETTY IMAGES INC SDCV 0.500% 6/0 374276AH 2 2000 PRN SHARED 02 2000 D GETTY IMAGES INC COM 37427610 465 13722 SH SHARED 13722 D GETTY IMAGES INC COM 37427610 524 15450 SH 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ACTIVEWEAR INC COM 37591610 77 3000 SH SHARED 10 3000 D GLACIER BANCORP INC NEW COM 37637Q10 80 5041 SH SHARED 5041 D GLACIER BANCORP INC NEW COM 37637Q10 43 2700 SH SHARED 01 2700 D GLACIER BANCORP INC NEW COM 37637Q10 58 3674 SH SHARED 02 325 3349 D GLACIER BANCORP INC NEW COM 37637Q10 410 25700 SH SHARED 10 25700 D GLADSTONE CAPITAL CORP COM 37653510 44 2895 SH SHARED 2895 D GLADSTONE CAPITAL CORP COM 37653510 43 2828 SH SHARED 02 123 2705 D GLADSTONE CAPITAL CORP COM 37653510 59 3900 SH SHARED 10 3900 D GLADSTONE COML CORP COM 37653610 5 327 SH SHARED 327 D GLADSTONE COML CORP COM 37653610 51 2975 SH SHARED 02 2975 D GLADSTONE INVT CORP COM 37654610 840 130657 SH SHARED 130657 D GLATFELTER COM 37731610 145 10759 SH SHARED 10759 D GLATFELTER COM 37731610 1050 77758 SH SHARED 02 208 77550 D GLATFELTER COM 37731610 894 66180 SH SHARED 10 66180 D GLAXOSMITHKLINE PLC SPONSORED ADR 37733W10 15 341 SH SHARED 341 D GLAXOSMITHKLINE PLC SPONSORED ADR 37733W10 496 11222 SH SHARED 11222 D 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SH SHARED 02 2 D GLOBALSTAR INC COM 37897340 8 2863 SH SHARED 2863 D GLOBAL BPO SVCS CORP COM 37898110 3060 400000 SH SHARED 400000 D GLOBAL BPO SVCS CORP COM 37898110 13489 1763390 SH SHARED 02 1763390 D GLOBAL BPO SVCS CORP *W EXP 10/17/201 37898111 294 491459 SH SHARED 491459 D GLOBAL BRANDS ACQUISITION CO COM 37898210 4566 491057 SH SHARED 491057 D GLOBAL BRANDS ACQUISITION CO COM 37898210 4922 529300 SH SHARED 02 529300 D GLOBAL BRANDS ACQUISITION CO *W EXP 12/06/201 37898211 75 125944 SH SHARED 125944 D GLOBAL BRANDS ACQUISITION CO UNIT 99/99/9999 37898220 246 25000 SH SHARED 02 25000 D GLOBAL CONSUMER ACQST CORP COM 37898310 2033 220337 SH SHARED 220337 D GLOBAL CONSUMER ACQST CORP COM 37898310 0 60 SH SHARED 02 60 D GLOBAL CONSUMER ACQST CORP *W EXP 11/27/201 37898311 161 212010 SH SHARED 212010 D GLOBAL CONSUMER ACQST CORP *W EXP 11/27/201 37898311 22 29400 SH SHARED 02 29400 D GLOBAL CONSUMER ACQST CORP UNIT 99/99/9999 37898320 11 1200 SH SHARED 02 1200 D GLG PARTNERS INC COM 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D GOLDCORP INC NEW COM 38095640 73616 1594468 SH SHARED 1594468 D GOLDCORP INC NEW COM 38095640 20 438 SH SHARED 01 438 D GOLDCORP INC NEW COM 38095640 5332 115500 SH SHARED 02 81700 33800 D GOLDCORP INC NEW COM 38095640 25467 551600 SH SHARED 04 551600 D GOLDCORP INC NEW COM 38095640 18 400 SH SHARED 05 400 D GOLDCORP INC NEW COM 38095640 12272 265821 SH SHARED 06 262536 3285 D GOLDCORP INC NEW COM 38095640 119559 2589548 SH SHARED 10 2589548 D GOLDCORP INC NEW COM 38095640 553 11996 SH SHARED 14 11996 D GOLDCORP INC NEW COM 38095640 507 11000 SH SHR/OTHR 23 11000 D GOLDEN ENTERPRISES INC COM 38101010 0 110 SH SHARED 110 D GOLDEN POND HEALTHCARE INC COM 38116J10 984 133903 SH SHARED 133903 D GOLDEN POND HEALTHCARE INC COM 38116J10 2354 320400 SH SHARED 02 320400 D GOLDEN POND HEALTHCARE INC *W EXP 11/06/201 38116J11 44 80564 SH SHARED 80564 D GOLDEN POND HEALTHCARE INC UNIT 99/99/9999 38116J20 153 19600 SH SHARED 02 3100 16500 D GOLDEN STAR RES LTD CDA COM 38119T10 826 307368 SH 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SHARED 02 2 D HAMPDEN BANCORP INC COM 40867E10 11 1197 SH SHARED 1197 D HAMPTON ROADS BANKSHARES INC COM 40932110 3 247 SH SHARED 247 D HANA BIOSCIENCES INC COM 40963P10 0 700 SH SHARED 700 D HANA BIOSCIENCES INC COM 40963P10 0 729 SH SHARED 729 D JOHN HANCOCK BK &THRIFT OPP SH BEN INT 40973510 40 8934 SH SHR/OTHR 23 8934 D HANCOCK HLDG CO COM 41012010 70 1789 SH SHARED 1789 D HANCOCK HLDG CO COM 41012010 555 14128 SH SHARED 02 14128 D HANCOCK HLDG CO COM 41012010 1178 30000 SH SHARED 10 30000 D HANCOCK JOHN PATRIOT PREM II COM SH BEN INT 41013T10 1748 193878 SH SHARED 193878 D HANCOCK JOHN TAX-ADV DIV INC COM 41013V10 500 34159 SH SHARED 02 34159 D HANCOCK JOHN PFD INCOME FD I COM 41021P10 2 162 SH SHARED 162 D HANESBRANDS INC COM 41034510 6082 224123 SH SHARED 205023 19100 D HANESBRANDS INC COM 41034510 3468 127796 SH SHARED 01 79017 48779 D HANESBRANDS INC COM 41034510 517 19056 SH SHR/OTHR 01 19056 D HANESBRANDS INC COM 41034510 374 13786 SH SHARED 02 10786 3000 D HANESBRANDS INC COM 41034510 28541 1051630 SH SHARED 10 965530 86100 D HANESBRANDS INC COM 41034510 24 888 SH SHARED 19 888 D HANESBRANDS INC COM 41034510 90 3335 SH SHARED 20 730 2605 D HANESBRANDS INC COM 41034510 1 45 SH SHR/OTHR 20 45 D HANESBRANDS INC COM 41034510 21 800 SH SHARED 21 650 150 D HANESBRANDS INC COM 41034510 38 1410 SH SHARED 22 1220 190 D HANESBRANDS INC COM 41034510 21 775 SH SHR/OTHR 22 775 D HANESBRANDS INC COM 41034510 234 8640 SH SHARED 23 7540 1100 D HANESBRANDS INC COM 41034510 108 4010 SH SHR/OTHR 23 4010 D HANGER ORTHOPEDIC GROUP INC COM NEW 41043F20 24 1461 SH SHARED 1461 D HANGER ORTHOPEDIC GROUP INC COM NEW 41043F20 499 30300 SH SHARED 01 30300 D HANGER ORTHOPEDIC GROUP INC COM NEW 41043F20 110 6700 SH SHARED 10 6700 D HANMI FINL CORP COM 41049510 41 7958 SH SHARED 7958 D HANMI FINL CORP COM 41049510 2 509 SH SHARED 02 509 D HANMI FINL CORP COM 41049510 105 20200 SH SHARED 10 20200 D HANOVER CAP MTG HLDGS INC COM 41076110 0 194 SH SHARED 194 D HANOVER INS GROUP INC COM 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GROUP INC COM 41651510 3954 61250 SH SHARED 04 61250 D HARTFORD FINL SVCS GROUP INC COM 41651510 733 11360 SH SHARED 05 11360 D HARTFORD FINL SVCS GROUP INC COM 41651510 33068 512130 SH SHARED 06 175450 336680 D HARTFORD FINL SVCS GROUP INC COM 41651510 82621 1279563 SH SHARED 10 1272863 6700 D HARTFORD FINL SVCS GROUP INC COM 41651510 309 4800 SH SHARED 14 4800 D HARTFORD FINL SVCS GROUP INC COM 41651510 21 340 SH SHARED 20 340 D HARTFORD FINL SVCS GROUP INC COM 41651510 13 210 SH SHARED 21 210 D HARTFORD FINL SVCS GROUP INC COM 41651510 151 2347 SH SHARED 23 2347 D HARTFORD FINL SVCS GROUP INC COM 41651510 64 1000 SH SHR/OTHR 23 1000 D HARVARD BIOSCIENCE INC COM 41690610 2 636 SH SHARED 636 D HARTMARX CORP COM 41711910 9 4458 SH SHARED 4458 D HARVEST ENERGY TR TRUST UNIT 41752X10 22517 935874 SH SHARED 935874 D HARVEST ENERGY TR TRUST UNIT 41752X10 24 1000 SH SHARED 02 1000 D HARVEST ENERGY TR TRUST UNIT 41752X10 26942 1119800 SH SHARED 10 1119800 D HARVEST ENERGY TR TRUST UNIT 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COM NEW 42078130 102 36100 SH SHARED 10 36100 D HAYNES INTERNATIONAL INC COM NEW 42087720 109 1900 SH SHARED 10 1900 D HEALTHCARE SVCS GRP INC COM 42190610 63 4197 SH SHARED 4197 D HEALTHCARE SVCS GRP INC COM 42190610 2927 192329 SH SHARED 02 2106 190223 D HEALTHCARE SVCS GRP INC COM 42190610 18 1207 SH SHARED 10 1207 D HEALTHCARE SVCS GRP INC COM 42190610 26 1730 SH SHARED 21 1730 D HEALTHSOUTH CORP COM NEW 42192430 32774 1970817 SH SHARED 1970817 D HEALTHSOUTH CORP COM NEW 42192430 23 1400 SH SHARED 01 1400 D HEALTHSOUTH CORP COM NEW 42192430 19 1201 SH SHARED 02 361 840 D HEALTHSOUTH CORP COM NEW 42192430 599 36046 SH SHARED 10 36046 D HEALTH MGMT ASSOC INC NEW NOTE 4.375% 8/0 421933AF 32818 32950000 PRN SHARED 32950000 D HEALTH MGMT ASSOC INC NEW NOTE 4.375% 8/0 421933AF 1245 1250000 PRN SHARED 02 1250000 D HEALTH MGMT ASSOC INC NEW CL A 42193310 817 125547 SH SHARED 125547 D HEALTH MGMT ASSOC INC NEW CL A 42193310 1177 180800 SH SHARED 01 103000 77800 D HEALTH MGMT ASSOC INC NEW 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SH SHARED 10 1228027 D HUMANA INC COM 44485910 373 9395 SH SHARED 14 9395 D HUMAN GENOME SCIENCES INC NOTE 2.250%10/1 444903AK 3343 4354000 PRN SHARED 4354000 D HUMAN GENOME SCIENCES INC NOTE 2.250%10/1 444903AK 11520 15000000 PRN SHARED 02 15000000 D HUMAN GENOME SCIENCES INC NOTE 2.250% 8/1 444903AM 1949 2700000 PRN SHARED 2700000 D HUMAN GENOME SCIENCES INC COM 44490310 1246 239284 SH SHARED 239284 D HUMAN GENOME SCIENCES INC COM 44490310 90 17400 SH SHARED 01 17400 D HUMAN GENOME SCIENCES INC COM 44490310 0 2 SH SHARED 02 2 D HUMAN GENOME SCIENCES INC COM 44490310 184 35500 SH SHARED 10 35500 D HUNGARIAN TEL & CABLE CORP COM 44554210 0 18 SH SHARED 18 D HUNGARIAN TEL & CABLE CORP COM 44554210 7 393 SH SHARED 02 393 D HUNT J B TRANS SVCS INC COM 44565810 1100 33072 SH SHARED 33072 D HUNT J B TRANS SVCS INC COM 44565810 1184 35600 SH SHARED 01 1100 34500 D HUNT J B TRANS SVCS INC COM 44565810 742 22308 SH SHARED 02 17908 4400 D HUNT J B TRANS SVCS INC COM 44565810 183 5500 SH SHARED 10 5500 D HUNT J B TRANS SVCS INC COM 44565810 4 135 SH SHARED 21 135 D HUNTINGTON BANCSHARES INC COM 44615010 3042 527307 SH SHARED 527307 D HUNTINGTON BANCSHARES INC COM 44615010 869 150636 SH SHARED 01 140061 10575 D HUNTINGTON BANCSHARES INC COM 44615010 8 1425 SH SHR/OTHR 01 1425 D HUNTINGTON BANCSHARES INC COM 44615010 261 45245 SH SHARED 02 44919 326 D HUNTINGTON BANCSHARES INC COM 44615010 57 10000 SH SHARED 04 10000 D HUNTINGTON BANCSHARES INC COM 44615010 1 300 SH SHARED 05 300 D HUNTINGTON BANCSHARES INC COM 44615010 245 42590 SH SHARED 06 34250 8340 D HUNTINGTON BANCSHARES INC COM 44615010 883 153108 SH SHARED 10 153108 D HUNTINGTON BANCSHARES INC COM 44615010 136 23691 SH SHARED 14 23691 D HUNTINGTON BANCSHARES INC COM 44615010 9 1605 SH SHARED 20 1605 D HUNTINGTON BANCSHARES INC COM 44615010 6 1145 SH SHR/OTHR 21 1145 D HUNTINGTON BANCSHARES INC PFD CONV SER A 44615040 10500 15000 SH SHARED 15000 D HUNTSMAN CORP COM 44701110 29898 2622682 SH SHARED 2622682 D HUNTSMAN CORP COM 44701110 56 4950 SH SHARED 02 400 4550 D HUNTSMAN CORP COM 44701110 15 1400 SH SHARED 04 1400 D HUNTSMAN CORP COM 44701110 10 900 SH SHARED 06 900 D HUNTSMAN CORP COM 44701110 67 5900 SH SHARED 10 5900 D HURCO COMPANIES INC COM 44732410 50 1650 SH SHARED 1650 D HURCO COMPANIES INC COM 44732410 77 2500 SH SHARED 10 2500 D HURCO COMPANIES INC COM 44732410 154 5000 SH SHR/OTHR 23 5000 D HURON CONSULTING GROUP INC COM 44746210 1480 32645 SH SHARED 32645 D HURON CONSULTING GROUP INC COM 44746210 54 1200 SH SHARED 01 1200 D HURON CONSULTING GROUP INC COM 44746210 5 124 SH SHARED 02 124 D HURON CONSULTING GROUP INC COM 44746210 18185 401100 SH SHARED 10 401100 D HURON CONSULTING GROUP INC COM 44746210 3 70 SH SHARED 21 70 D HURRAY HLDGS CO LTD SPONSORED ADR 44777310 0 192 SH SHARED 192 D HURRAY HLDGS CO LTD SPONSORED ADR 44777310 0 16 SH SHARED 02 16 D HUTCHINSON TECHNOLOGY INC NOTE 2.250% 3/1 448407AE 11097 12182000 PRN SHARED 12182000 D HUTCHINSON TECHNOLOGY INC NOTE 2.250% 3/1 448407AE 799 878000 PRN SHARED 02 878000 D HUTCHINSON TECHNOLOGY INC COM 44840710 66 4984 SH SHARED 4984 D HUTCHINSON TECHNOLOGY INC COM 44840710 18 1399 SH SHARED 02 1399 D HUTCHINSON TECHNOLOGY INC COM 44840710 198 14799 SH SHARED 10 14799 D HUTCHISON TELECOMM INTL LTD SPONSORED ADR 44841T10 24 1151 SH SHARED 1151 D HUTCHISON TELECOMM INTL LTD SPONSORED ADR 44841T10 29 1400 SH SHARED 01 1400 D HUTCHISON TELECOMM INTL LTD SPONSORED ADR 44841T10 73 3470 SH SHARED 21 3470 D HUTTIG BLDG PRODS INC COM 44845110 129 71481 SH SHARED 71481 D HYDROGENICS CORP COM 44888210 9 5062 SH SHARED 5062 D IDT CORP COM 44894710 3 2500 SH SHARED 2500 D IDT CORP CL B 44894730 1 1051 SH SHARED 1051 D IDT CORP CL B 44894730 2 1384 SH SHARED 02 1384 D HYPERDYNAMICS CORP COM 44895410 14 8860 SH SHARED 8860 D HYPERCOM CORP COM 44913M10 16 3816 SH SHARED 3816 D HYPERCOM CORP COM 44913M10 37 8538 SH SHARED 02 8538 D HYPERION BRKFLD TOTAL RET FD COM 44914510 32 5000 SH SHARED 01 5000 D HYPERION BRKFLD STRGC MTG IN COM 44915C10 69 8141 SH SHARED 8141 D HYTHIAM INC COM 44919F10 1 821 SH SHARED 821 D HYTHIAM INC COM 44919F10 0 30 SH SHARED 01 30 D IAC INTERACTIVECORP *W EXP 02/04/200 44919P11 0 1100 SH SHARED 1100 D IAC INTERACTIVECORP *W EXP 02/04/200 44919P11 0 296 SH SHARED 01 296 D IAC INTERACTIVECORP *W EXP 02/04/200 44919P12 6888 1602079 SH SHARED 1602079 D IAC INTERACTIVECORP COM NEW 44919P30 18855 977976 SH SHARED 977976 D IAC INTERACTIVECORP COM NEW 44919P30 300 15584 SH SHARED 01 15584 D IAC INTERACTIVECORP COM NEW 44919P30 942 48889 SH SHARED 02 42589 6300 D IAC INTERACTIVECORP COM NEW 44919P30 3211 166546 SH SHARED 04 166546 D IAC INTERACTIVECORP COM NEW 44919P30 2 150 SH SHARED 05 150 D IAC INTERACTIVECORP COM NEW 44919P30 1004 52100 SH SHARED 06 47400 4700 D IAC INTERACTIVECORP COM NEW 44919P30 1700 88194 SH SHARED 10 88194 D IAC INTERACTIVECORP COM NEW 44919P30 1858 96400 SH SHARED 14 96400 D IA GLOBAL INC COM 44920E10 0 644 SH SHARED 644 D ICF INTL INC COM 44925C10 109 6565 SH SHARED 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INC COM NEW 44966150 0 46 SH SHARED 46 D I-MANY INC COM 44973Q10 1 1179 SH SHARED 1179 D ING CLARION REAL EST INCOME COM SHS 44978810 683 65000 SH SHARED 65000 D IPG PHOTONICS CORP COM 44980X10 95 5097 SH SHARED 02 797 4300 D IPCS INC COM NEW 44980Y30 14 500 SH SHARED 01 500 D IPCS INC COM NEW 44980Y30 512 17300 SH SHARED 10 17300 D ING RISK MANAGED NAT RES FD COM 44981010 8 500 SH SHARED 02 500 D ING CLARION GLB RE EST INCM COM 44982G10 19 1500 SH SHARED 02 1500 D ING CLARION GLB RE EST INCM COM 44982G10 63 4781 SH SHARED 23 4781 D ING CLARION GLB RE EST INCM COM 44982G10 48 3628 SH SHR/OTHR 23 3628 D ING ASIA PAC HGH DIVID EQ IN COM 44983J10 37 2007 SH SHARED 2007 D IPC THE HOSPITALIST CO INC COM 44984A10 0 4 SH SHARED 02 4 D IMS HEALTH INC COM 44993410 4887 209749 SH SHARED 209749 D IMS HEALTH INC COM 44993410 3621 155415 SH SHARED 01 121530 33885 D IMS HEALTH INC COM 44993410 134 5775 SH SHR/OTHR 01 5775 D IMS HEALTH INC COM 44993410 274 11797 SH SHARED 02 11797 D IMS HEALTH INC COM 44993410 100 4300 SH SHARED 04 4300 D IMS HEALTH INC COM 44993410 4 200 SH SHARED 05 200 D IMS HEALTH INC COM 44993410 662 28430 SH SHARED 06 22700 5730 D IMS HEALTH INC COM 44993410 2352 100953 SH SHARED 10 100953 D IMS HEALTH INC COM 44993410 551 23655 SH SHARED 14 23655 D IMS HEALTH INC COM 44993410 53 2300 SH SHARED 20 2300 D IMS HEALTH INC COM 44993410 23 1000 SH SHR/OTHR 20 1000 D IMS HEALTH INC COM 44993410 21 925 SH SHR/OTHR 21 925 D IMS HEALTH INC COM 44993410 1631 70000 SH SHARED 23 69200 800 D IMS HEALTH INC COM 44993410 1660 71250 SH SHR/OTHR 23 71250 D IRSA INVERSIONES Y REP S A GLOBL DEP RCPT 45004720 2329 206700 SH SHARED 206700 D IRSA INVERSIONES Y REP S A GLOBL DEP RCPT 45004720 183 16290 SH SHARED 16290 D IRSA INVERSIONES Y REP S A GLOBL DEP RCPT 45004720 563 50000 SH SHARED 02 50000 D IRSA INVERSIONES Y REP S A GLOBL DEP RCPT 45004720 698 62000 SH SHARED 04 62000 D ISTAR FINL INC COM 45031U10 4852 367345 SH SHARED 367345 D ISTAR FINL INC COM 45031U10 97 7400 SH SHARED 01 7400 D ISTAR FINL INC COM 45031U10 609 46124 SH SHARED 02 46124 D ISTAR FINL INC COM 45031U10 91 6900 SH SHARED 10 6900 D ISTAR FINL INC COM 45031U10 26 2000 SH SHARED 21 2000 D ISTA PHARMACEUTICALS INC COM NEW 45031X20 1 579 SH SHARED 579 D ITT EDUCATIONAL SERVICES INC COM 45068B10 599 7255 SH SHARED 7255 D ITT EDUCATIONAL SERVICES INC COM 45068B10 1175 14225 SH SHARED 01 4325 9900 D ITT EDUCATIONAL SERVICES INC COM 45068B10 470 5689 SH SHARED 02 4139 1550 D ITT EDUCATIONAL SERVICES INC COM 45068B10 165 2000 SH SHARED 10 2000 D IVAX DIAGNOSTICS INC COM 45070W10 0 201 SH SHARED 201 D IXIA COM 45071R10 9 1323 SH SHARED 1323 D IXIA COM 45071R10 3 485 SH SHARED 01 485 D IXIA COM 45071R10 0 88 SH SHARED 02 88 D IBASIS INC COM NEW 45073220 0 5 SH SHARED 5 D IBERIABANK CORP COM 45082810 6 153 SH SHARED 02 153 D IBERIABANK CORP COM 45082810 502 11300 SH SHARED 10 11300 D IBIS TECHNOLOGY CORP COM 45090910 0 373 SH SHARED 373 D ITT CORP NEW COM 45091110 17535 276888 SH SHARED 269988 6900 D ITT CORP NEW COM 45091110 1850 29214 SH SHARED 01 26198 3016 D ITT CORP NEW COM 45091110 757 11963 SH SHARED 02 9429 2534 D ITT CORP NEW COM 45091110 279619 4415274 SH SHARED 04 4415274 D ITT CORP NEW COM 45091110 59355 937243 SH SHARED 05 937243 D ITT CORP NEW COM 45091110 2289 36145 SH SHARED 06 18200 17945 D ITT CORP NEW COM 45091110 4659 73568 SH SHARED 10 73568 D ITT CORP NEW COM 45091110 1532 24200 SH SHARED 14 24200 D ITT CORP NEW COM 45091110 126 2000 SH SHARED 20 2000 D ITT CORP NEW COM 45091110 13 220 SH SHARED 21 220 D ITT CORP NEW COM 45091110 91 1446 SH SHARED 23 846 600 D ITT CORP NEW COM 45091110 63 1000 SH SHR/OTHR 23 1000 D IAMGOLD CORP COM 45091310 363 60000 SH SHARED 60000 D IAMGOLD CORP COM 45091310 3169 523817 SH SHARED 523817 D IAMGOLD CORP COM 45091310 907 150000 SH SHARED 04 150000 D IAMGOLD CORP COM 45091310 2884 476800 SH SHARED 05 476800 D IAMGOLD CORP COM 45091310 30104 4975910 SH SHARED 10 4975910 D ICON PUB LTD CO SPONSORED ADR 45103T10 2705 35830 SH SHARED 35830 D ICON PUB LTD CO SPONSORED ADR 45103T10 75 1000 SH SHARED 1000 D ICON PUB LTD CO SPONSORED ADR 45103T10 4 59 SH SHARED 02 59 D ICON PUB LTD CO SPONSORED ADR 45103T10 13623 180400 SH SHARED 10 180400 D ICICI BK LTD ADR 45104G10 14598 507600 SH SHARED 507600 D ICICI BK LTD ADR 45104G10 5242 182300 SH SHARED 01 182300 D ICICI BK LTD ADR 45104G10 15277 531205 SH SHARED 02 530300 905 D ICICI BK LTD ADR 45104G10 95 3322 SH SHARED 04 3322 D ICICI BK LTD ADR 45104G10 22467 781200 SH SHARED 04 781200 D ICICI BK LTD ADR 45104G10 946 32900 SH SHARED 06 32900 D ICICI BK LTD ADR 45104G10 199694 6943467 SH SHARED 10 4548817 2394650 D ICICI BK LTD ADR 45104G10 744 25900 SH SHARED 15 25900 D ICICI BK LTD ADR 45104G10 2 100 SH SHARED 21 100 D ICICI BK LTD ADR 45104G10 1519 52850 SH SHARED 24 52850 D ICAGEN INC COM 45104P10 4461 2860185 SH SHARED 2860185 D ICAGEN INC COM 45104P10 10 7000 SH SHARED 02 7000 D ICONIX BRAND GROUP INC NOTE 1.875% 6/3 451055AB 10108 13300000 PRN SHARED 13300000 D ICONIX BRAND GROUP INC COM 45105510 391 32416 SH SHARED 32416 D ICONIX BRAND GROUP INC COM 45105510 1 101 SH SHARED 02 101 D ICONIX BRAND GROUP INC COM 45105510 78 6500 SH SHARED 10 6500 D ICAHN ENTERPRISES LP DEPOSITRY UNIT 45110010 75 1077 SH SHARED 1077 D IDACORP INC COM 45110710 4538 157095 SH SHARED 157095 D IDACORP INC COM 45110710 416 14410 SH SHARED 01 110 14300 D IDACORP INC COM 45110710 398 13802 SH SHARED 02 11302 2500 D IDACORP INC COM 45110710 21562 746360 SH SHARED 10 746360 D IDENIX PHARMACEUTICALS INC COM 45166R20 110 15231 SH SHARED 15231 D IDENIX PHARMACEUTICALS INC COM 45166R20 0 115 SH SHARED 02 115 D IDEARC INC COM 45166310 0 37 SH SHARED 37 D IDEARC INC COM 45166310 1243 529150 SH SHARED 529143 7 D IDEARC INC COM 45166310 3 1647 SH SHARED 01 206 1441 D IDEARC INC COM 45166310 0 197 SH SHR/OTHR 01 197 D IDEARC INC COM 45166310 2550 1085474 SH SHARED 02 1085275 199 D IDEARC INC COM 45166310 113 48241 SH SHARED 10 48241 D IDEARC INC COM 45166310 1 520 SH SHARED 20 500 20 D IDEARC INC COM 45166310 0 201 SH SHARED 23 171 30 D IDEARC INC COM 45166310 2 1161 SH SHR/OTHR 23 1161 D IDEATION ACQUISITION CORP COM 45166510 1808 247033 SH SHARED 247033 D IDEATION ACQUISITION CORP COM 45166510 732 100000 SH SHARED 02 100000 D IDEX CORP COM 45167R10 603 16386 SH SHARED 16386 D IDEX CORP COM 45167R10 3861 104825 SH SHARED 01 67675 37150 D IDEX CORP COM 45167R10 142 3875 SH SHR/OTHR 01 3875 D IDEX CORP COM 45167R10 163 4430 SH SHARED 02 4430 D IDEX CORP COM 45167R10 117 3200 SH SHARED 10 3200 D IDEX CORP COM 45167R10 1013 27500 SH SHARED 14 27500 D IDEX CORP COM 45167R10 797 21639 SH SHARED 20 15837 5802 D IDEX CORP COM 45167R10 7 200 SH SHR/OTHR 20 200 D IDEX CORP COM 45167R10 27 750 SH SHR/OTHR 22 750 D IDEX CORP COM 45167R10 31 862 SH SHARED 23 862 D IDEX CORP COM 45167R10 13 375 SH SHR/OTHR 23 375 D IDEXX LABS INC COM 45168D10 2647 54310 SH SHARED 54310 D IDEXX LABS INC COM 45168D10 282 5798 SH SHARED 02 4698 1100 D IDEXX LABS INC COM 45168D10 8769 179917 SH SHARED 10 179917 D IDEXX LABS INC COM 45168D10 721 14800 SH SHARED 21 14800 D IDERA PHARMACEUTICALS INC COM NEW 45168K30 2278 155976 SH SHARED 155976 D IDERA PHARMACEUTICALS INC COM NEW 45168K30 24 1692 SH SHARED 02 1692 D IGATE CORP COM 45169U10 174 21461 SH SHARED 21461 D IGATE CORP COM 45169U10 4 500 SH SHARED 01 500 D IGATE CORP COM 45169U10 79 9794 SH SHARED 02 9794 D IGATE CORP COM 45169U10 157 19400 SH SHARED 10 19400 D IKON OFFICE SOLUTIONS INC COM 45171310 683 60613 SH SHARED 60613 D IKON OFFICE SOLUTIONS INC COM 45171310 677 60100 SH SHARED 01 60100 D IKON OFFICE SOLUTIONS INC COM 45171310 70 6294 SH SHARED 02 6294 D IKON OFFICE SOLUTIONS INC COM 45171310 1986 176100 SH SHARED 10 176100 D ILINC COMMUNICATIONS INC COM 45172410 0 875 SH SHARED 875 D IKANOS COMMUNICATIONS COM 45173E10 1 583 SH SHARED 583 D IKANOS COMMUNICATIONS COM 45173E10 7 2250 SH SHARED 02 2250 D IHS INC CL A 45173410 33 480 SH SHARED 480 D IHS INC CL A 45173410 27 400 SH SHARED 02 400 D IHS INC CL A 45173410 111 1600 SH SHARED 10 1600 D ILLINOIS TOOL WKS INC COM 45230810 285 6000 SH SHARED 6000 D ILLINOIS TOOL WKS INC COM 45230810 95025 2000118 SH SHARED 2000118 D ILLINOIS TOOL WKS INC COM 45230810 3025 63680 SH SHARED 01 61785 1895 D ILLINOIS TOOL WKS INC COM 45230810 202 4267 SH SHR/OTHR 01 4267 D ILLINOIS TOOL WKS INC COM 45230810 2075 43692 SH SHARED 02 39792 3900 D ILLINOIS TOOL WKS INC COM 45230810 52 1100 SH SHARED 04 1100 D ILLINOIS TOOL WKS INC COM 45230810 9 200 SH SHARED 05 200 D ILLINOIS TOOL WKS INC COM 45230810 2719 57240 SH SHARED 06 44300 12940 D ILLINOIS TOOL WKS INC COM 45230810 20401 429411 SH SHARED 10 429411 D ILLINOIS TOOL WKS INC COM 45230810 304 6400 SH SHARED 14 6400 D ILLINOIS TOOL WKS INC COM 45230810 1521 32030 SH SHARED 20 9160 22870 D ILLINOIS TOOL WKS INC COM 45230810 907 19110 SH SHR/OTHR 20 19110 D ILLINOIS TOOL WKS INC COM 45230810 727 15310 SH SHARED 21 12810 2500 D ILLINOIS TOOL WKS INC COM 45230810 38 800 SH SHR/OTHR 21 800 D ILLINOIS TOOL WKS INC COM 45230810 28 600 SH SHARED 22 600 D ILLINOIS TOOL WKS INC COM 45230810 263 5540 SH SHR/OTHR 22 5540 D ILLINOIS TOOL WKS INC COM 45230810 1542 32470 SH SHARED 23 32070 400 D ILLINOIS TOOL WKS INC COM 45230810 592 12472 SH SHR/OTHR 23 12472 D ILLUMINA INC NOTE 0.625% 2/1 452327AB 20470 10000000 PRN SHARED 02 10000000 D ILLUMINA INC COM 45232710 574 6594 SH SHARED 6594 D ILLUMINA INC COM 45232710 280 3225 SH SHARED 01 3225 D ILLUMINA INC COM 45232710 731 8395 SH SHARED 02 3320 5075 D ILLUMINA INC COM 45232710 3719 42700 SH SHARED 04 42700 D ILLUMINA INC COM 45232710 10870 124787 SH SHARED 10 124787 D ILLUMINA INC COM 45232710 60 700 SH SHARED 14 700 D IMAGE ENTMT INC COM NEW 45243920 0 408 SH SHARED 408 D IMAGE SENSING SYS INC COM 45244C10 5 457 SH SHARED 457 D IMATION CORP COM 45245A10 498 21759 SH SHARED 21759 D IMATION CORP COM 45245A10 292 12765 SH SHARED 01 1565 11200 D IMATION CORP COM 45245A10 135 5901 SH SHARED 02 5901 D IMATION CORP COM 45245A10 288 12600 SH SHARED 06 12600 D IMATION CORP COM 45245A10 297 13000 SH SHARED 10 13000 D IMCLONE SYS INC NOTE 1.375% 5/1 45245WAF 5276 5468000 PRN SHARED 5468000 D IMCLONE SYS INC NOTE 1.375% 5/1 45245WAF 7792 8075000 PRN SHARED 02 8075000 D IMCLONE SYS INC COM 45245W10 3482 86068 SH SHARED 86068 D IMCLONE SYS INC COM 45245W10 330 8175 SH SHARED 01 8175 D IMCLONE SYS INC COM 45245W10 131 3250 SH SHARED 02 100 3150 D IMCLONE SYS INC COM 45245W10 12272 303327 SH SHARED 04 303327 D IMCLONE SYS INC COM 45245W10 120 2989 SH SHARED 10 2989 D IMERGENT INC COM 45247Q10 3 290 SH SHARED 290 D IMERGENT INC COM 45247Q10 3 275 SH SHARED 01 275 D IMARX THERAPEUTICS INC COM 45248L30 0 77 SH SHARED 77 D IMMTECH PHARMACEUTICALS INC COM 45251910 34 34771 SH SHARED 34771 D IMMERSION CORP COM 45252110 681 100100 SH SHARED 01 92600 7500 D IMMERSION CORP COM 45252110 970 142500 SH SHR/OTHR 01 142500 D IMMERSION CORP COM 45252110 9 1462 SH SHARED 02 162 1300 D IMMERSION CORP COM 45252110 76 11300 SH SHARED 10 11300 D IMMUCELL CORP COM PAR $0.10 45252530 0 67 SH SHARED 67 D IMMUCOR INC COM 45252610 178 6908 SH SHARED 6908 D IMMUCOR INC COM 45252610 170 6585 SH SHARED 02 6585 D IMMUCOR INC COM 45252610 85 3300 SH SHARED 10 3300 D IMMUNOGEN INC COM 45253H10 198 64802 SH SHARED 64802 D IMMUNOGEN INC COM 45253H10 33 11034 SH SHARED 02 3534 7500 D IMPAC MTG HLDGS INC COM 45254P10 97 130500 SH SHARED 130500 D IMPAC MTG HLDGS INC COM 45254P10 1528 2037934 SH SHARED 10 2037934 D IMPERIAL CAP BANCORP INC COM 45268010 0 145 SH SHARED 145 D IMPERIAL CAP BANCORP INC COM 45268010 8 1520 SH SHARED 01 1520 D IMPERIAL INDS INC COM NEW 45284840 10 2928 SH SHARED 2928 D IMMUNOMEDICS INC COM 45290710 0 57 SH SHARED 57 D IMMUNOMEDICS INC COM 45290710 1 844 SH SHARED 02 844 D INCOME OPPORTUNITY RLTY INVS COM 45292610 0 23 SH SHARED 23 D IMPERIAL OIL LTD COM NEW 45303840 32016 581379 SH SHARED 580179 1200 D IMPERIAL OIL LTD COM NEW 45303840 7 129 SH SHARED 01 129 D IMPERIAL OIL LTD COM NEW 45303840 9 165 SH SHARED 02 165 D IMPERIAL OIL LTD COM NEW 45303840 55 1000 SH SHARED 04 1000 D IMPERIAL OIL LTD COM NEW 45303840 11 200 SH SHARED 05 200 D IMPERIAL OIL LTD COM NEW 45303840 311 5651 SH SHARED 06 3951 1700 D IMPERIAL OIL LTD COM NEW 45303840 647 11760 SH SHARED 10 9060 2700 D IMPERIAL OIL LTD COM NEW 45303840 402 7300 SH SHARED 14 7300 D IMPERIAL OIL LTD COM NEW 45303840 49 900 SH SHARED 19 900 D IMPERIAL OIL LTD COM NEW 45303840 3550 64475 SH SHARED 20 16000 48475 D IMPERIAL OIL LTD COM NEW 45303840 9323 169300 SH SHR/OTHR 20 169300 D IMPERIAL OIL LTD COM NEW 45303840 30 553 SH SHARED 21 553 D IMPERIAL OIL LTD COM NEW 45303840 407 7400 SH SHARED 23 7400 D IMPERIAL SUGAR CO NEW COM NEW 45309620 20 1350 SH SHARED 1350 D IMPERIAL SUGAR CO NEW COM NEW 45309620 40 2600 SH SHARED 01 2600 D IMPERIAL SUGAR CO NEW COM NEW 45309620 0 61 SH SHARED 02 61 D IMPERIAL SUGAR CO NEW COM NEW 45309620 1866 120200 SH SHARED 10 120200 D IMPERIAL TOBACCO GROUP PLC SPONSORED ADR 45314210 14 200 SH SHARED 200 D IMPERIAL 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102900 SH SHARED 10 102900 D INERGY HLDGS L P COM 45661Q10 10 288 SH SHARED 288 D INERGY L P UNIT LTD PTNR 45661510 28 1079 SH SHARED 1079 D INERGY L P UNIT LTD PTNR 45661510 427 16420 SH SHARED 02 16420 D INFINEON TECHNOLOGIES AG SPONSORED ADR 45662N10 1741 204214 SH SHARED 204214 D INFINEON TECHNOLOGIES AG SPONSORED ADR 45662N10 6 791 SH SHARED 01 791 D INFOCUS CORP COM 45665B10 33 22176 SH SHARED 22176 D INFINITY PHARMACEUTICALS INC COM 45665G30 32 4171 SH SHARED 4171 D INFINITY PHARMACEUTICALS INC COM 45665G30 7 1000 SH SHARED 02 1000 D INFINITY PPTY & CAS CORP COM 45665Q10 49 1188 SH SHARED 1188 D INFINITY PPTY & CAS CORP COM 45665Q10 288 6956 SH SHARED 02 6956 D INFINITY PPTY & CAS CORP COM 45665Q10 352 8500 SH SHARED 10 8500 D INFORMATICA CORP NOTE 3.000% 3/1 45666QAB 6840 6700000 PRN SHARED 6700000 D INFORMATICA CORP NOTE 3.000% 3/1 45666QAB 165 162000 PRN SHARED 02 162000 D INFORMATICA CORP COM 45666Q10 2527 168083 SH SHARED 168083 D INFORMATICA CORP COM 45666Q10 869 57838 SH SHARED 02 52413 5425 D INFORMATICA CORP COM 45666Q10 4721 313928 SH SHARED 10 313928 D INFORMATICA CORP COM 45666Q10 15 1030 SH SHARED 21 1030 D INFINERA CORPORATION COM 45667G10 55 6309 SH SHARED 02 6309 D INFINERA CORPORATION COM 45667G10 1965 222900 SH SHARED 10 222900 D INFOLOGIX INC COM 45668X10 0 343 SH SHARED 343 D INFOGROUP INC COM 45670G10 156 35588 SH SHARED 35588 D INFOGROUP INC COM 45670G10 165 37750 SH SHARED 01 37750 D INFORMATION SERVICES GROUP I COM 45675Y10 0 13 SH SHARED 13 D INFORMATION SERVICES GROUP I COM 45675Y10 3096 645151 SH SHARED 02 645151 D INFORMATION SERVICES GROUP I COM 45675Y10 21 4500 SH SHARED 21 4500 D INFORMATION SERVICES GROUP I *W EXP 01/31/201 45675Y11 60 141390 SH SHARED 141390 D INFOSPACE INC COM NEW 45678T20 36 4416 SH SHARED 4416 D INFOSPACE INC COM NEW 45678T20 14 1700 SH SHARED 01 1700 D INFOSPACE INC COM NEW 45678T20 27 3253 SH SHARED 02 3253 D INFOSPACE INC COM NEW 45678T20 476 57200 SH SHARED 10 57200 D INFOSONICS CORP COM 45678410 0 230 SH SHARED 230 D INFOSYS TECHNOLOGIES LTD SPONSORED ADR 45678810 60 1400 SH SHARED 1400 D INFOSYS TECHNOLOGIES LTD SPONSORED ADR 45678810 20598 473975 SH SHARED 473975 D INFOSYS TECHNOLOGIES LTD SPONSORED ADR 45678810 34 800 SH SHARED 01 800 D INFOSYS TECHNOLOGIES LTD SPONSORED ADR 45678810 28 660 SH SHARED 02 60 600 D INFOSYS TECHNOLOGIES LTD SPONSORED ADR 45678810 5562 128000 SH SHARED 04 128000 D INFOSYS TECHNOLOGIES LTD SPONSORED ADR 45678810 1157 26624 SH SHARED 10 26624 D ING GROEP N V SPONSORED ADR 45683710 176 5609 SH SHARED 5609 D ING GROEP N V SPONSORED ADR 45683710 15 500 SH SHARED 01 500 D ING GROEP N V SPONSORED ADR 45683710 84 2671 SH SHARED 02 2671 D ING GROEP N V SPONSORED ADR 45683710 24 778 SH SHARED 21 778 D ING GLOBAL EQTY DIV & PREM O COM 45684E10 137 8685 SH SHARED 02 8685 D ING INTL HIGH DIVD EQTY INC COM 45684Q10 85 5665 SH SHARED 02 5665 D INGLES MKTS INC CL A 45703010 11 511 SH SHARED 511 D INGLES MKTS INC CL A 45703010 25 1100 SH SHARED 01 1100 D INGLES MKTS 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COM 45764710 0 500 SH SHARED 500 D INSIGHT ENTERPRISES INC COM 45765U10 1314 112099 SH SHARED 112099 D INSIGHT ENTERPRISES INC COM 45765U10 49 4200 SH SHARED 01 4200 D INSIGHT ENTERPRISES INC COM 45765U10 63 5415 SH SHARED 02 5415 D INSIGHT ENTERPRISES INC COM 45765U10 1029 87800 SH SHARED 10 87800 D INSIGNIA SYS INC COM 45765Y10 0 370 SH SHARED 370 D INPUT/OUTPUT INC NOTE 5.500%12/1 457652AB 822 200000 PRN SHARED 02 200000 D INSITE VISION INC COM 45766010 1 2128 SH SHARED 2128 D INSITUFORM TECHNOLOGIES INC CL A 45766710 139 9168 SH SHARED 9168 D INSITUFORM TECHNOLOGIES INC CL A 45766710 81 5352 SH SHARED 02 4852 500 D INSITUFORM TECHNOLOGIES INC CL A 45766710 1257 82600 SH SHARED 04 82600 D INSITUFORM TECHNOLOGIES INC CL A 45766710 1355 89000 SH SHARED 05 89000 D INSITUFORM TECHNOLOGIES INC CL A 45766710 222 14600 SH SHARED 10 14600 D INSMED INC COM NEW 45766920 1 2997 SH SHARED 2997 D INNOTRAC CORP COM 45767M10 0 68 SH SHARED 68 D INNOSPEC INC COM 45768S10 265 14091 SH SHARED 14091 D INNOSPEC INC COM 45768S10 0 50 SH SHARED 02 50 D INNOSPEC INC COM 45768S10 201 10700 SH SHARED 10 10700 D INNOVATIVE SOLUTIONS & SUPPO COM 45769N10 1 282 SH SHARED 282 D INSIGHTFUL CORP COM 45770X10 0 256 SH SHARED 256 D INOVIO BIOMEDICAL CORP COM 45773H10 11 11000 SH SHARED 11000 D INOVIO BIOMEDICAL CORP COM 45773H10 1 1132 SH SHARED 1132 D INPLAY TECHNOLOGIES INC COM 45773L10 0 232 SH SHARED 232 D INNOVATIVE CARD TECHNLGS INC COM 45773R10 0 506 SH SHARED 506 D INNERWORKINGS INC COM 45773Y10 21 1839 SH SHARED 1839 D INNERWORKINGS INC COM 45773Y10 9 782 SH SHARED 02 782 D INNERWORKINGS INC COM 45773Y10 2 218 SH SHARED 10 218 D INSPIRE PHARMACEUTICALS INC COM 45773310 7 1700 SH SHARED 1700 D INSPIRE PHARMACEUTICALS INC COM 45773310 28 6603 SH SHARED 02 3478 3125 D INSPIRE PHARMACEUTICALS INC COM 45773310 1 415 SH SHARED 06 415 D INNOPHOS HOLDINGS INC COM 45774N10 0 6 SH SHARED 6 D INNOPHOS HOLDINGS INC COM 45774N10 3 120 SH SHARED 21 120 D INSTEEL INDUSTRIES INC COM 45774W10 26 1433 SH 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295236 D INTEL CORP COM 45814010 1946 90629 SH SHARED 21 63638 26991 D INTEL CORP COM 45814010 118 5527 SH SHR/OTHR 21 5527 D INTEL CORP COM 45814010 1757 81833 SH SHARED 22 64322 17511 D INTEL CORP COM 45814010 638 29710 SH SHR/OTHR 22 29710 D INTEL CORP COM 45814010 5173 240862 SH SHARED 23 214742 26120 D INTEL CORP COM 45814010 8846 411835 SH SHR/OTHR 23 411835 D INTELLIGENT SYS CORP NEW COM 45816D10 0 97 SH SHARED 97 D INTELLON CORP COM 45816W50 0 196 SH SHARED 196 D INTELLON CORP COM 45816W50 355 107800 SH SHARED 02 107800 D INTELLI CHECK MOBILISA INC COM 45817G10 0 319 SH SHARED 319 D INTEGRYS ENERGY GROUP INC COM 45822P10 13161 258927 SH SHARED 258927 D INTEGRYS ENERGY GROUP INC COM 45822P10 507 9983 SH SHARED 01 7013 2970 D INTEGRYS ENERGY GROUP INC COM 45822P10 1390 27357 SH SHARED 02 27357 D INTEGRYS ENERGY GROUP INC COM 45822P10 430 8468 SH SHARED 06 7168 1300 D INTEGRYS ENERGY GROUP INC COM 45822P10 29668 583690 SH SHARED 10 583690 D INTEGRYS ENERGY GROUP INC COM 45822P10 101 2000 SH SHARED 21 2000 D INTEGRYS ENERGY GROUP INC COM 45822P10 62 1237 SH SHR/OTHR 23 1237 D INTER PARFUMS INC COM 45833410 2 180 SH SHARED 01 180 D INTERACTIVE INTELLIGENCE INC COM 45839M10 55 4800 SH SHARED 4800 D INTERACTIVE INTELLIGENCE INC COM 45839M10 629 54100 SH SHARED 01 54100 D INTERACTIVE INTELLIGENCE INC COM 45839M10 971 83500 SH SHR/OTHR 01 83500 D INTERACTIVE INTELLIGENCE INC COM 45839M10 45 3925 SH SHARED 02 3925 D INTERACTIVE DATA CORP COM 45840J10 3419 136054 SH SHARED 136054 D INTERACTIVE DATA CORP COM 45840J10 63 2525 SH SHARED 01 2525 D INTERACTIVE DATA CORP COM 45840J10 246 9792 SH SHARED 02 9792 D INTERACTIVE DATA CORP COM 45840J10 289 11529 SH SHARED 10 11529 D INTERACTIVE BROKERS GROUP IN COM 45841N10 1342 41768 SH SHARED 41768 D INTERACTIVE BROKERS GROUP IN COM 45841N10 179 5600 SH SHARED 01 4800 800 D INTERACTIVE BROKERS GROUP IN COM 45841N10 313 9757 SH SHARED 02 9757 D INTERACTIVE BROKERS GROUP IN COM 45841N10 3578 111370 SH SHARED 10 111370 D 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45902810 10 348 SH SHARED 02 348 D INTERNATIONAL BANCSHARES COR COM 45904410 1 81 SH SHARED 81 D INTERNATIONAL BANCSHARES COR COM 45904410 478 22399 SH SHARED 02 22399 D INTERNATIONAL BANCSHARES COR COM 45904410 477 22365 SH SHARED 10 22365 D INTERNATIONAL BUSINESS MACHS COM 45920010 1128 9519 SH SHARED 354 9165 D INTERNATIONAL BUSINESS MACHS COM 45920010 256818 2166693 SH SHARED 2040173 126520 D INTERNATIONAL BUSINESS MACHS COM 45920010 30565 257872 SH SHARED 01 209344 400 48128 D INTERNATIONAL BUSINESS MACHS COM 45920010 11353 95784 SH SHR/OTHR 01 95784 D INTERNATIONAL BUSINESS MACHS COM 45920010 28383 239461 SH SHARED 02 199569 39892 D INTERNATIONAL BUSINESS MACHS COM 45920010 146 1235 SH SHARED 04 1235 D INTERNATIONAL BUSINESS MACHS COM 45920010 13385 112930 SH SHARED 04 112930 D INTERNATIONAL BUSINESS MACHS COM 45920010 14935 126010 SH SHARED 05 126010 D INTERNATIONAL BUSINESS MACHS COM 45920010 35957 303362 SH SHARED 06 211296 92066 D INTERNATIONAL BUSINESS MACHS COM 45920010 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D INTL PAPER CO COM 46014610 137 5900 SH SHR/OTHR 01 5900 D INTL PAPER CO COM 46014610 2248 96487 SH SHARED 02 95947 540 D INTL PAPER CO COM 46014610 55 2400 SH SHARED 04 2400 D INTL PAPER CO COM 46014610 5 248 SH SHARED 05 248 D INTL PAPER CO COM 46014610 9640 413770 SH SHARED 06 401350 12420 D INTL PAPER CO COM 46014610 5573 239202 SH SHARED 10 239202 D INTL PAPER CO COM 46014610 523 22467 SH SHARED 14 22467 D INTL PAPER CO COM 46014610 31 1336 SH SHARED 20 1336 D INTL PAPER CO COM 46014610 90 3900 SH SHARED 21 3900 D INTL PAPER CO COM 46014610 159 6842 SH SHARED 23 6100 742 D INTL PAPER CO COM 46014610 289 12428 SH SHR/OTHR 23 12428 D INTERNATIONAL RECTIFIER CORP COM 46025410 3134 163268 SH SHARED 163268 D INTERNATIONAL RECTIFIER CORP COM 46025410 600 31300 SH SHARED 01 9600 21700 D INTERNATIONAL RECTIFIER CORP COM 46025410 5 312 SH SHARED 02 312 D INTERNATIONAL RECTIFIER CORP COM 46025410 154 8040 SH SHARED 10 8040 D INTERNATIONAL ROYALTY CORP COM 46027710 151 28786 SH SHARED 28786 D INTERNATIONAL SHIPHOLDING CO COM NEW 46032120 0 1 SH SHARED 02 1 D INTERNATIONAL SHIPHOLDING CO COM NEW 46032120 110 4700 SH SHARED 10 4700 D INTERNATIONAL SPEEDWAY CORP CL A 46033520 648 16612 SH SHARED 16612 D INTERNATIONAL SPEEDWAY CORP CL A 46033520 355 9100 SH SHARED 01 9100 D INTERNATIONAL SPEEDWAY CORP CL A 46033520 146 3764 SH SHARED 02 3764 D INTERNATIONAL SPEEDWAY CORP CL A 46033520 4589 117583 SH SHARED 10 117583 D INTERNATIONAL SPEEDWAY CORP CL A 46033520 19 500 SH SHARED 23 500 D INTERNATIONAL SPEEDWAY CORP CL A 46033520 19 500 SH SHR/OTHR 23 500 D INTERNET CAP GROUP INC COM NEW 46059C20 31 4115 SH SHARED 4115 D INTERNET CAP GROUP INC COM NEW 46059C20 26 3367 SH SHARED 02 3367 D INTERNET INITIATIVE JAPAN IN SPONSORED ADR 46059T10 27 3027 SH SHARED 3027 D INTERNET HOLDRS TR DEPOSIT RCPT 46059W10 50 1000 SH SHARED 02 -1000 2000 D INTERNET HOLDRS TR DEPOSIT RCPT 46059W10 976 19300 SH SHARED 15 19300 D INTERNET HOLDRS TR DEPOSIT RCPT 46059W10 399 7900 SH SHARED 19 7900 D INTERPHASE CORP COM 46059310 0 161 SH SHARED 161 D INTERSIL CORP CL A 46069S10 5676 233393 SH SHARED 233393 D INTERSIL CORP CL A 46069S10 1306 53725 SH SHARED 01 10425 43300 D INTERSIL CORP CL A 46069S10 1032 42463 SH SHARED 02 42463 D INTERSIL CORP CL A 46069S10 48 2000 SH SHARED 06 1000 1000 D INTERSIL CORP CL A 46069S10 7103 292068 SH SHARED 10 292068 D INTERSIL CORP CL A 46069S10 12 500 SH SHARED 14 500 D INTERSIL CORP CL A 46069S10 1 60 SH SHARED 21 60 D INTERPUBLIC GROUP COS INC COM 46069010 14999 1744167 SH SHARED 1744167 D INTERPUBLIC GROUP COS INC COM 46069010 994 115602 SH SHARED 01 115602 D INTERPUBLIC GROUP COS INC COM 46069010 711 82745 SH SHARED 02 82745 D INTERPUBLIC GROUP COS INC COM 46069010 48 5600 SH SHARED 04 5600 D INTERPUBLIC GROUP COS INC COM 46069010 3 400 SH SHARED 05 400 D INTERPUBLIC GROUP COS INC COM 46069010 438 50960 SH SHARED 06 40900 10060 D INTERPUBLIC GROUP COS INC COM 46069010 1750 203529 SH SHARED 10 203529 D INTERPUBLIC GROUP COS INC COM 46069010 7 878 SH SHARED 22 570 308 D INTERSTATE HOTELS & RESRTS I COM 46088S10 34 13418 SH SHARED 13418 D INTERSTATE HOTELS & RESRTS I COM 46088S10 0 15 SH SHR/OTHR 23 15 D INTERVEST BANCSHARES CORP CL A 46092710 6 1202 SH SHARED 1202 D INTEROIL CORP COM 46095110 25 875 SH SHARED 875 D INTEROIL CORP COM 46095110 4904 166803 SH SHARED 166803 D INTERSECTIONS INC COM 46098130 44 4074 SH SHARED 4074 D INTERWOVEN INC COM NEW 46114T50 1189 99064 SH SHARED 99064 D INTERWOVEN INC COM NEW 46114T50 85 7146 SH SHARED 02 7146 D INTERWOVEN INC COM NEW 46114T50 180 15000 SH SHARED 04 15000 D INTERWOVEN INC COM NEW 46114T50 4 416 SH SHARED 10 416 D INTERWOVEN INC COM NEW 46114T50 378 31499 SH SHARED 23 31499 D INTERVOICE INC NEW COM 46114210 3 586 SH SHARED 586 D INTERVOICE INC NEW COM 46114210 1032 181220 SH SHARED 02 9879 171341 D INTEST CORP COM 46114710 0 200 SH SHARED 200 D INTEVAC INC COM 46114810 17 1585 SH SHARED 1585 D INTEVAC INC COM 46114810 25 2300 SH SHARED 01 2300 D INTEVAC INC COM 46114810 609 54000 SH SHARED 10 54000 D INTRAWARE INC COM NEW 46118M50 0 138 SH SHARED 138 D INTRAWARE INC COM NEW 46118M50 1 310 SH SHARED 02 300 10 D INTROGEN THERAPEUTICS INC COM 46119F10 1 898 SH SHARED 898 D INTUITIVE SURGICAL INC COM NEW 46120E60 9667 35884 SH SHARED 35884 D INTUITIVE SURGICAL INC COM NEW 46120E60 673 2500 SH SHARED 01 2475 25 D INTUITIVE SURGICAL INC COM NEW 46120E60 1637 6079 SH SHARED 02 5729 350 D INTUITIVE SURGICAL INC COM NEW 46120E60 134 500 SH SHARED 04 500 D INTUITIVE SURGICAL INC COM NEW 46120E60 9267 34400 SH SHARED 05 34400 D INTUITIVE SURGICAL INC COM NEW 46120E60 1408 5230 SH SHARED 06 4030 1200 D INTUITIVE SURGICAL INC COM NEW 46120E60 54315 201615 SH SHARED 10 193115 8500 D INTUITIVE SURGICAL INC COM NEW 46120E60 9 34 SH SHARED 21 34 D INTUIT COM 46120210 10682 387468 SH SHARED 387468 D INTUIT COM 46120210 998 36225 SH SHARED 01 36225 D INTUIT COM 46120210 4635 168150 SH SHARED 02 168150 D INTUIT COM 46120210 1207 43800 SH SHARED 04 43800 D INTUIT COM 46120210 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1019 D INVERNESS MED INNOVATIONS IN COM 46126P10 303 9141 SH SHARED 9141 D INVERNESS MED INNOVATIONS IN COM 46126P10 2 85 SH SHARED 01 85 D INVERNESS MED INNOVATIONS IN COM 46126P10 54 1658 SH SHARED 02 1600 58 D INVERNESS MED INNOVATIONS IN COM 46126P10 195 5900 SH SHARED 10 5900 D INVERNESS MED INNOVATIONS IN COM 46126P10 24 745 SH SHARED 21 745 D INVESTMENT TECHNOLOGY GRP NE COM 46145F10 804 24044 SH SHARED 24044 D INVESTMENT TECHNOLOGY GRP NE COM 46145F10 0 25 SH SHARED 01 25 D INVESTMENT TECHNOLOGY GRP NE COM 46145F10 642 19216 SH SHARED 02 19111 105 D INVESTMENT TECHNOLOGY GRP NE COM 46145F10 2752 82266 SH SHARED 10 82266 D INVESTMENT TECHNOLOGY GRP NE COM 46145F10 16 505 SH SHARED 21 505 D INVESTORS BANCORP INC COM 46146P10 13 1003 SH SHARED 1003 D INVESTORS BANCORP INC COM 46146P10 40 3100 SH SHARED 01 3100 D INVESTORS BANCORP INC COM 46146P10 313 24002 SH SHARED 02 24002 D INVESTORS BANCORP INC COM 46146P10 283 21700 SH SHARED 10 21700 D INVESTORS CAP HLDGS LTD COM 46147M10 0 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46185R10 70 1800 SH SHARED 14 1800 D INX INC COM 46185W10 20 1999 SH SHARED 1999 D IOMAI CORP COM 46202P10 2 425 SH SHARED 425 D ION GEOPHYSICAL CORP COM 46204410 105 6047 SH SHARED 6047 D ION GEOPHYSICAL CORP COM 46204410 671 38500 SH SHARED 01 38500 D ION GEOPHYSICAL CORP COM 46204410 1047 60000 SH SHR/OTHR 01 60000 D ION GEOPHYSICAL CORP COM 46204410 542 31083 SH SHARED 02 2583 28500 D ION MEDIA NETWORKS INC NOTE 11.000% 7/3 46205AAB 1 6014 PRN SHARED 02 6014 D IONA TECHNOLOGIES PLC SPONSORED ADR 46206P10 28 7160 SH SHARED 7160 D IOWA TELECOMM SERVICES INC COM 46259420 2 144 SH SHARED 144 D IOWA TELECOMM SERVICES INC COM 46259420 23 1357 SH SHARED 02 157 1200 D IOWA TELECOMM SERVICES INC COM 46259420 17224 978100 SH SHARED 10 978100 D IPARTY CORP COM 46261R10 0 459 SH SHARED 459 D IPASS INC COM 46261V10 3 1467 SH SHARED 1467 D IRELAND BK SPONSORED ADR 46267Q10 320 9165 SH SHARED 9165 D IRIDEX CORP COM 46268410 0 199 SH SHARED 199 D IRIS INTL INC COM 46270W10 23 1516 SH SHARED 02 1516 D IROBOT CORP COM 46272610 0 36 SH SHARED 36 D IROBOT CORP COM 46272610 153 11173 SH SHARED 02 11173 D IRON MTN INC COM 46284610 2275 85717 SH SHARED 85717 D IRON MTN INC COM 46284610 47 1800 SH SHARED 01 1800 D IRON MTN INC COM 46284610 127 4800 SH SHARED 02 4600 200 D IRON MTN INC COM 46284610 790 29787 SH SHARED 06 27287 2500 D IRON MTN INC COM 46284610 3573 134591 SH SHARED 10 134591 D IRON MTN INC COM 46284610 268 10100 SH SHARED 14 10100 D IRON MTN INC COM 46284610 79 3000 SH SHARED 23 3000 D IRVINE SENSORS CORP COM NEW 46366450 0 568 SH SHARED 568 D IRWIN FINL CORP COM 46411910 5 2157 SH SHARED 2157 D IRWIN FINL CORP COM 46411910 26 9700 SH SHARED 01 9700 D IRWIN FINL CORP COM 46411910 52 19500 SH SHARED 02 19500 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 966 5600 SH SHARED 5600 D ISHARES SILVER TRUST ISHARES 46428Q10 4149 24036 SH SHARED 02 10176 13860 D ISHARES S&P GSCI 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MSCI CDA INDEX 46428650 352 10629 SH SHARED 10 10629 D ISHARES INC MSCI EMU INDEX 46428660 1659 16935 SH SHARED 02 16935 D ISHARES INC MSCI EMU INDEX 46428660 348 3558 SH SHARED 19 3558 D ISHARES INC MSCI EMU INDEX 46428660 36 372 SH SHARED 23 372 D ISHARES INC MSCI THAILAND 46428662 8 200 SH SHARED 02 200 D ISHARES INC MSCI ISRAEL FD 46428663 1266 23050 SH SHARED 02 23050 D ISHARES INC MSCI CHILE IND 46428664 54 1200 SH SHARED 02 1200 D ISHARES INC MSCI BRIC INDX 46428665 7 150 SH SHARED 02 150 D ISHARES INC MSCI BRIC INDX 46428665 1433 27500 SH SHARED 06 27500 D ISHARES INC MSCI PAC J IDX 46428666 129 950 SH SHARED 950 D ISHARES INC MSCI PAC J IDX 46428666 7147 52517 SH SHARED 52517 D ISHARES INC MSCI PAC J IDX 46428666 38286 281329 SH SHARED 01 186404 94925 D ISHARES INC MSCI PAC J IDX 46428666 5409 39746 SH SHR/OTHR 01 39746 D ISHARES INC MSCI PAC J IDX 46428666 722 5312 SH SHARED 02 5312 D ISHARES INC MSCI PAC J IDX 46428666 2612 19200 SH SHARED 15 19200 D ISHARES INC MSCI PAC J IDX 46428666 1170 8600 SH SHARED 19 8600 D ISHARES INC MSCI PAC J IDX 46428666 4730 34760 SH SHARED 20 30330 125 4305 D ISHARES INC MSCI PAC J IDX 46428666 1355 9960 SH SHR/OTHR 20 9960 D ISHARES INC MSCI PAC J IDX 46428666 142 1050 SH SHARED 21 1050 D ISHARES INC MSCI PAC J IDX 46428666 55 410 SH SHR/OTHR 21 410 D ISHARES INC MSCI PAC J IDX 46428666 1170 8602 SH SHARED 22 6112 2490 D ISHARES INC MSCI PAC J IDX 46428666 150 1103 SH SHR/OTHR 22 1103 D ISHARES INC MSCI PAC J IDX 46428666 1107 8140 SH SHARED 23 4920 3220 D ISHARES INC MSCI PAC J IDX 46428666 2806 20622 SH SHR/OTHR 23 20622 D ISHARES INC MSCI SINGAPORE 46428667 3749 302150 SH SHARED 02 295000 7150 D ISHARES INC MSCI SINGAPORE 46428667 2146 173000 SH SHARED 15 173000 D ISHARES INC MSCI SINGAPORE 46428667 967 78000 SH SHARED 19 78000 D ISHARES INC MSCI UTD KINGD 46428669 201 9730 SH SHARED 9730 D ISHARES INC MSCI UTD KINGD 46428669 73 3525 SH SHARED 01 3525 D ISHARES INC MSCI UTD KINGD 46428669 554 26765 SH SHARED 10 26765 D ISHARES INC MSCI UTD KINGD 46428669 79 3845 SH SHARED 19 3845 D ISHARES INC MSCI UTD KINGD 46428669 35 1714 SH SHARED 23 1714 D ISHARES INC MSCI FRANCE 46428670 414 12850 SH SHARED 02 12850 D ISHARES INC MSCI TURKEY FD 46428671 45 1000 SH SHARED 02 1000 D ISHARES INC MSCI TAIWAN 46428673 2498 176815 SH SHARED 176815 D ISHARES INC MSCI TAIWAN 46428673 3885 275000 SH SHARED 01 275000 D ISHARES INC MSCI TAIWAN 46428673 3041 215226 SH SHARED 02 199600 15626 D ISHARES INC MSCI TAIWAN 46428673 1978 140000 SH SHARED 06 140000 D ISHARES INC MSCI TAIWAN 46428673 459 32500 SH SHARED 21 10500 22000 D ISHARES INC MSCI TAIWAN 46428673 219 15500 SH SHR/OTHR 21 15500 D ISHARES INC MSCI TAIWAN 46428673 21 1500 SH SHR/OTHR 23 1500 D ISHARES INC MSCI SWITZERLD 46428674 4 200 SH SHARED 200 D ISHARES INC MSCI SWITZERLD 46428674 19 810 SH SHARED 01 810 D ISHARES INC MSCI SWITZERLD 46428674 19 800 SH SHARED 23 800 D ISHARES INC MSCI SWEDEN 46428675 12 500 SH SHARED 02 500 D ISHARES INC MSCI SPAIN 46428676 33 625 SH SHARED 02 625 D ISHARES INC MSCI S KOREA 46428677 49021 960450 SH SHARED 960450 D ISHARES INC MSCI S KOREA 46428677 2041 39997 SH SHARED 02 39997 D ISHARES INC MSCI S KOREA 46428677 1005 19700 SH SHARED 15 19700 D ISHARES INC MSCI S KOREA 46428677 510 10000 SH SHARED 19 10000 D ISHARES INC MSCI STH AFRCA 46428678 1741 15300 SH SHARED 02 15300 D ISHARES INC MSCI STH AFRCA 46428678 1366 12000 SH SHARED 06 12000 D ISHARES INC MSCI GERMAN 46428680 477 16233 SH SHARED 02 16233 D ISHARES INC MSCI NETHERLND 46428681 2 100 SH SHARED 100 D ISHARES INC MSCI MEXICO 46428682 78291 1374988 SH SHARED 1374988 D ISHARES INC MSCI MEXICO 46428682 2570 45147 SH SHARED 02 44447 700 D ISHARES INC MSCI MALAYSIA 46428683 371 35700 SH SHARED 01 35700 D ISHARES INC MSCI MALAYSIA 46428683 48 4700 SH SHR/OTHR 01 4700 D ISHARES INC MSCI MALAYSIA 46428683 146 14072 SH SHARED 02 14072 D ISHARES INC MSCI JAPAN 46428684 6974 559301 SH SHARED 01 411200 148101 D ISHARES INC MSCI JAPAN 46428684 290 23300 SH SHR/OTHR 01 23300 D ISHARES INC MSCI JAPAN 46428684 5987 480152 SH SHARED 02 195436 284716 D ISHARES INC MSCI JAPAN 46428684 84651 6788389 SH SHARED 10 6788389 D ISHARES INC MSCI JAPAN 46428684 99 8010 SH SHARED 19 8010 D ISHARES INC MSCI JAPAN 46428684 770 61785 SH SHARED 20 56890 4895 D ISHARES INC MSCI JAPAN 46428684 23 1900 SH SHR/OTHR 20 1900 D ISHARES INC MSCI JAPAN 46428684 480 38500 SH SHARED 21 11000 27500 D ISHARES INC MSCI JAPAN 46428684 230 18500 SH SHR/OTHR 21 18500 D ISHARES INC MSCI JAPAN 46428684 7 600 SH SHARED 22 600 D ISHARES INC MSCI JAPAN 46428684 2019 161970 SH SHARED 23 161970 D ISHARES INC MSCI JAPAN 46428684 109 8800 SH SHR/OTHR 23 8800 D ISHARES INC MSCI JAPAN 46428684 2188 175519 SH SHARED 24 175519 D ISHARES INC MSCI ITALY 46428685 26 1000 SH SHARED 1000 D ISHARES INC MSCI HONG KONG 46428687 276 16300 SH SHARED 16300 D ISHARES INC MSCI HONG KONG 46428687 4319 255000 SH SHARED 02 255000 D ISHARES INC MSCI HONG KONG 46428687 543 32100 SH SHARED 15 32100 D ISHARES INC MSCI HONG KONG 46428687 204 12100 SH SHARED 19 12100 D ISHARES TR S&P 100 IDX FD 46428710 3779 65000 SH SHARED 65000 D ISHARES TR S&P 100 IDX FD 46428710 6499 111789 SH SHARED 01 111789 D ISHARES TR S&P 100 IDX FD 46428710 925 15920 SH SHARED 04 15920 D ISHARES TR S&P 100 IDX FD 46428710 2627 45200 SH SHARED 10 45200 D ISHARES TR S&P 100 IDX FD 46428710 14179 243878 SH SHARED 19 243878 D ISHARES TR LRGE GRW INDX 46428711 11 176 SH SHARED 02 176 D ISHARES TR LRGE CORE INDX 46428712 10 144 SH SHARED 02 144 D ISHARES TR DJ SEL DIV INX 46428716 6501 132000 SH SHARED 132000 D ISHARES TR DJ SEL DIV INX 46428716 410 8328 SH SHARED 02 8328 D ISHARES TR DJ SEL DIV INX 46428716 145 2950 SH SHR/OTHR 20 2950 D ISHARES TR DJ SEL DIV INX 46428716 110 2237 SH SHR/OTHR 23 2237 D ISHARES TR US TIPS BD FD 46428717 421 3910 SH SHARED 3910 D ISHARES TR US TIPS BD FD 46428717 6388 59233 SH SHARED 01 26248 32985 D ISHARES TR US TIPS BD FD 46428717 528 4902 SH SHR/OTHR 01 4902 D ISHARES TR US TIPS BD FD 46428717 2228 20664 SH SHARED 02 20664 D ISHARES TR US TIPS BD FD 46428717 299 2775 SH SHARED 20 1410 1365 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 1022 9481 SH SHARED 22 7856 1625 D ISHARES TR US TIPS BD FD 46428717 317 2945 SH SHR/OTHR 22 2945 D ISHARES TR US TIPS BD FD 46428717 8858 82141 SH SHARED 23 79816 2325 D ISHARES TR US TIPS BD FD 46428717 2341 21713 SH SHR/OTHR 23 21713 D ISHARES TR FTSE XNHUA IDX 46428718 48284 369032 SH SHARED 369032 D ISHARES TR FTSE XNHUA IDX 46428718 11 87 SH SHARED 01 87 D ISHARES TR FTSE XNHUA IDX 46428718 11223 85782 SH SHARED 02 80504 5278 D ISHARES TR FTSE XNHUA IDX 46428718 4317 33000 SH SHARED 15 33000 D ISHARES TR TRANSP AVE IDX 46428719 1159 13125 SH SHARED 13125 D ISHARES TR TRANSP AVE IDX 46428719 1612 18250 SH SHARED 02 15400 2850 D ISHARES TR S&P 500 INDEX 46428720 25 200 SH SHARED 200 D ISHARES TR S&P 500 INDEX 46428720 2286 17860 SH SHARED 01 17860 D ISHARES TR S&P 500 INDEX 46428720 8 65 SH SHR/OTHR 01 65 D ISHARES TR S&P 500 INDEX 46428720 130 1016 SH SHARED 02 200 816 D ISHARES TR S&P 500 INDEX 46428720 12774 99800 SH SHARED 04 99800 D ISHARES TR S&P 500 INDEX 46428720 4896 38250 SH SHARED 10 38250 D ISHARES TR LEHMAN AGG BND 46428722 26 267 SH SHR/OTHR 01 267 D ISHARES TR LEHMAN AGG BND 46428722 1512 15062 SH SHARED 02 15062 D ISHARES TR MSCI EMERG MKT 46428723 207 1527 SH SHARED 1527 D ISHARES TR MSCI EMERG MKT 46428723 445035 3279070 SH SHARED 3279070 D ISHARES TR MSCI EMERG MKT 46428723 7298 53775 SH SHARED 01 20065 33710 D ISHARES TR MSCI EMERG MKT 46428723 1935 14263 SH SHR/OTHR 01 14263 D ISHARES TR MSCI EMERG MKT 46428723 7032 51815 SH SHARED 02 10500 41315 D ISHARES TR MSCI EMERG MKT 46428723 22511 165870 SH SHARED 10 165870 D ISHARES TR MSCI EMERG MKT 46428723 5089 37500 SH SHARED 15 37500 D ISHARES TR MSCI EMERG MKT 46428723 20864 153733 SH SHARED 19 153733 D ISHARES TR MSCI EMERG MKT 46428723 3963 29200 SH SHARED 20 18195 11005 D ISHARES TR MSCI EMERG MKT 46428723 343 2531 SH SHR/OTHR 20 2531 D ISHARES TR MSCI EMERG MKT 46428723 724 5340 SH SHARED 21 5340 D ISHARES TR MSCI EMERG MKT 46428723 7952 58593 SH SHARED 22 38578 20015 D ISHARES TR MSCI EMERG MKT 46428723 2391 17623 SH SHR/OTHR 22 17623 D ISHARES TR MSCI EMERG MKT 46428723 18019 132767 SH SHARED 23 131452 1315 D ISHARES TR MSCI EMERG MKT 46428723 10660 78549 SH SHR/OTHR 23 78549 D ISHARES TR IBOXX INV CPBD 46428724 46 463 SH SHARED 463 D ISHARES TR IBOXX INV CPBD 46428724 1 13 SH SHR/OTHR 01 13 D ISHARES TR IBOXX INV CPBD 46428724 88 872 SH SHARED 02 872 D ISHARES TR S&P GBL TELCM 46428727 28 440 SH SHARED 02 440 D ISHARES TR S&P500 GRW 46428730 11405 178682 SH SHARED 178682 D ISHARES TR S&P500 GRW 46428730 185 2900 SH SHR/OTHR 01 2900 D ISHARES TR S&P500 GRW 46428730 11423 178969 SH SHARED 02 178969 D ISHARES TR S&P500 GRW 46428730 434 6810 SH SHARED 22 6810 D ISHARES TR S&P GBL HLTHCR 46428732 20 400 SH SHARED 02 400 D ISHARES TR S&P GBL FIN 46428733 20 350 SH SHARED 02 350 D ISHARES TR S&P GBL ENER 46428734 14 94 SH SHARED 02 94 D ISHARES TR S&P GBL ENER 46428734 9613 63000 SH SHARED 10 63000 D ISHARES TR S&P NA NAT RES 46428737 612 4000 SH SHARED 4000 D ISHARES TR S&P NA NAT RES 46428737 3048 19891 SH SHARED 01 3325 600 15966 D ISHARES TR S&P NA NAT RES 46428737 1975 12894 SH SHR/OTHR 01 12894 D ISHARES TR S&P NA NAT RES 46428737 439 2870 SH SHARED 02 2870 D ISHARES TR S&P NA NAT RES 46428737 5341 34858 SH SHARED 20 19815 15043 D ISHARES TR S&P NA NAT RES 46428737 1026 6700 SH SHR/OTHR 20 6700 D ISHARES TR S&P NA NAT RES 46428737 2494 16277 SH SHARED 22 10832 5445 D ISHARES TR S&P NA NAT RES 46428737 648 4230 SH SHR/OTHR 22 4230 D ISHARES TR S&P NA NAT RES 46428737 5105 33315 SH SHARED 23 31715 1600 D ISHARES TR S&P NA NAT RES 46428737 6430 41963 SH SHR/OTHR 23 41963 D ISHARES TR S&P LTN AM 40 46428739 9444 34342 SH SHARED 34342 D ISHARES TR S&P LTN AM 40 46428739 63 232 SH SHR/OTHR 01 232 D ISHARES TR S&P LTN AM 40 46428739 6046 21986 SH SHARED 02 21986 D ISHARES TR S&P LTN AM 40 46428739 1683 6123 SH SHARED 19 6123 D ISHARES TR S&P 500 VALUE 46428740 19 300 SH SHARED 300 D ISHARES TR S&P 500 VALUE 46428740 9630 151893 SH SHARED 02 151893 D ISHARES TR S&P 500 VALUE 46428740 370 5850 SH SHARED 22 5850 D ISHARES TR S&P 500 VALUE 46428740 227 3586 SH SHR/OTHR 23 3586 D ISHARES TR 20+ YR TRS BD 46428743 24719 267703 SH SHARED 02 257510 10193 D ISHARES TR 7-10 YR TRS BD 46428744 167 1903 SH SHARED 1903 D ISHARES TR 7-10 YR TRS BD 46428744 264 3000 SH SHARED 02 3000 D ISHARES TR 1-3 YR TRS BD 46428745 33 400 SH SHARED 01 400 D ISHARES TR 1-3 YR TRS BD 46428745 29 359 SH SHR/OTHR 01 359 D ISHARES TR 1-3 YR TRS BD 46428745 476 5748 SH SHARED 02 5748 D ISHARES TR 1-3 YR TRS BD 46428745 20 250 SH SHARED 23 250 D ISHARES TR MSCI EAFE IDX 46428746 18513 269599 SH SHARED 269599 D ISHARES TR MSCI EAFE IDX 46428746 5524 80454 SH SHARED 01 2950 77504 D ISHARES TR MSCI EAFE IDX 46428746 924 13465 SH SHR/OTHR 01 13465 D ISHARES TR MSCI EAFE IDX 46428746 8561 124683 SH SHARED 02 764 123919 D ISHARES TR MSCI EAFE IDX 46428746 8922 129930 SH SHARED 10 129360 570 D ISHARES TR MSCI EAFE IDX 46428746 51 750 SH SHR/OTHR 10 750 D ISHARES TR MSCI EAFE IDX 46428746 5200 75725 SH SHARED 20 26085 49640 D ISHARES TR MSCI EAFE IDX 46428746 1947 28361 SH SHR/OTHR 20 28361 D ISHARES TR MSCI EAFE IDX 46428746 601 8754 SH SHARED 21 8754 D ISHARES TR MSCI EAFE IDX 46428746 245 3575 SH SHARED 22 1025 2550 D ISHARES TR MSCI EAFE IDX 46428746 241 3510 SH SHR/OTHR 22 3510 D ISHARES TR MSCI EAFE IDX 46428746 6720 97871 SH SHARED 23 95946 1925 D ISHARES TR MSCI EAFE IDX 46428746 3376 49165 SH SHR/OTHR 23 49165 D ISHARES TR RUSSELL MCP VL 46428747 2004 15580 SH SHARED 02 15580 D ISHARES TR RUSSELL MCP GR 46428748 2128 20106 SH SHARED 02 20106 D ISHARES TR RUSSELL MIDCAP 46428749 4 44 SH SHR/OTHR 01 44 D ISHARES TR RUSSELL MIDCAP 46428749 466 4873 SH SHARED 02 4873 D ISHARES TR RUSSELL MIDCAP 46428749 27691 289000 SH SHARED 10 289000 D ISHARES TR RUSSELL MIDCAP 46428749 54 570 SH SHARED 21 570 D ISHARES TR S&P MIDCAP 400 46428750 196 2405 SH SHARED 02 2405 D ISHARES TR S&P NA SOFTWR 46428751 38 818 SH SHR/OTHR 01 818 D ISHARES TR S&P NA SOFTWR 46428751 35 750 SH SHARED 02 750 D ISHARES TR S&P NA SEMICND 46428752 51 1000 SH SHARED 02 1000 D ISHARES TR S&P NA TECH FD 46428754 87 1667 SH SHR/OTHR 01 1667 D ISHARES TR S&P NA TECH FD 46428754 265 5086 SH SHARED 02 5086 D ISHARES TR S&P NA TECH FD 46428754 5962 114000 SH SHARED 10 114000 D ISHARES TR S&P NA TECH FD 46428754 24 475 SH SHARED 23 475 D ISHARES TR NASDQ BIO INDX 46428755 80 1049 SH SHARED 1049 D ISHARES TR NASDQ BIO INDX 46428755 1974 25700 SH SHARED 01 25700 D ISHARES TR NASDQ BIO INDX 46428755 7766 101069 SH SHARED 02 100175 894 D ISHARES TR NASDQ BIO INDX 46428755 868 11300 SH SHARED 04 11300 D ISHARES TR NASDQ BIO INDX 46428755 94783 1233514 SH SHARED 10 800614 432900 D ISHARES TR NASDQ BIO INDX 46428755 470 6127 SH SHARED 15 6127 D ISHARES TR NASDQ BIO INDX 46428755 38 500 SH SHR/OTHR 21 500 D ISHARES TR NASDQ BIO INDX 46428755 28 375 SH SHR/OTHR 23 375 D ISHARES TR NASDQ BIO INDX 46428755 733 9550 SH SHARED 24 9550 D ISHARES TR COHEN&ST RLTY 46428756 64 858 SH SHARED 858 D ISHARES TR COHEN&ST RLTY 46428756 392 5218 SH SHARED 01 4230 988 D ISHARES TR COHEN&ST RLTY 46428756 305 4068 SH SHARED 02 4068 D ISHARES TR COHEN&ST RLTY 46428756 5737 76354 SH SHARED 10 76354 D ISHARES TR COHEN&ST RLTY 46428756 321 4280 SH SHARED 20 3200 1080 D ISHARES TR COHEN&ST RLTY 46428756 102 1370 SH SHR/OTHR 20 1370 D ISHARES TR COHEN&ST RLTY 46428756 2986 39746 SH SHARED 22 27946 11800 D ISHARES TR COHEN&ST RLTY 46428756 543 7235 SH SHR/OTHR 22 7235 D ISHARES TR COHEN&ST RLTY 46428756 1790 23828 SH SHARED 23 23729 99 D ISHARES TR COHEN&ST RLTY 46428756 4486 59705 SH SHR/OTHR 23 59705 D ISHARES TR S&P GLB100INDX 46428757 31 450 SH SHARED 02 450 D ISHARES TR RUSSELL1000VAL 46428759 41 600 SH SHARED 600 D ISHARES TR RUSSELL1000VAL 46428759 55 800 SH SHARED 01 800 D ISHARES TR RUSSELL1000VAL 46428759 3 50 SH SHR/OTHR 01 50 D ISHARES TR RUSSELL1000VAL 46428759 18898 273697 SH SHARED 02 273697 D ISHARES TR RUSSELL1000VAL 46428759 26031 377000 SH SHARED 10 377000 D ISHARES TR RUSSELL1000VAL 46428759 71 1035 SH SHARED 21 1035 D ISHARES TR RUSSELL1000VAL 46428759 135 1956 SH SHARED 23 1956 D ISHARES TR RUSSELL1000VAL 46428759 69 1000 SH SHR/OTHR 23 1000 D ISHARES TR S&P MC 400 GRW 46428760 2 24 SH SHR/OTHR 01 24 D ISHARES TR S&P MC 400 GRW 46428760 9397 106173 SH SHARED 02 106173 D ISHARES TR RUSSELL1000GRW 46428761 2126 38500 SH SHARED 38500 D ISHARES TR RUSSELL1000GRW 46428761 3 63 SH SHR/OTHR 01 63 D ISHARES TR RUSSELL1000GRW 46428761 19049 344858 SH SHARED 02 344858 D ISHARES TR RUSSELL1000GRW 46428761 194 3529 SH SHR/OTHR 20 3529 D ISHARES TR RUSSELL1000GRW 46428761 1092 19770 SH SHARED 23 19770 D ISHARES TR RUSSELL1000GRW 46428761 971 17581 SH SHR/OTHR 23 17581 D ISHARES TR RUSSELL 1000 46428762 91 1300 SH SHARED 1300 D ISHARES TR RUSSELL 1000 46428762 404 5745 SH SHARED 02 5745 D ISHARES TR RUSL 2000 VALU 46428763 31 500 SH SHR/OTHR 01 500 D ISHARES TR RUSL 2000 VALU 46428763 7237 113589 SH SHARED 02 14300 99289 D ISHARES TR RUSL 2000 VALU 46428763 77 1220 SH SHARED 20 1220 D ISHARES TR RUSL 2000 VALU 46428763 126 1989 SH SHARED 21 260 1729 D ISHARES TR RUSL 2000 GROW 46428764 44553 585000 SH SHARED 585000 D ISHARES TR RUSL 2000 GROW 46428764 967 12700 SH SHARED 01 12700 D ISHARES TR RUSL 2000 GROW 46428764 1457 19140 SH SHR/OTHR 01 19140 D ISHARES TR RUSL 2000 GROW 46428764 6368 83616 SH SHARED 02 69 83547 D ISHARES TR RUSL 2000 GROW 46428764 19 255 SH SHARED 21 255 D ISHARES TR RUSSELL 2000 46428765 3810400 55183200 SH SHARED 55183200 D ISHARES TR RUSSELL 2000 46428765 3672 53180 SH SHARED 01 2196 50984 D ISHARES TR RUSSELL 2000 46428765 2548 36911 SH SHR/OTHR 01 36911 D ISHARES TR RUSSELL 2000 46428765 165115 2391238 SH SHARED 02 2386952 4286 D ISHARES TR RUSSELL 2000 46428765 5178 75000 SH SHARED 10 75000 D ISHARES TR RUSSELL 2000 46428765 530 7690 SH SHARED 20 4465 3225 D ISHARES TR RUSSELL 2000 46428765 1056 15300 SH SHR/OTHR 20 15300 D ISHARES TR RUSSELL 2000 46428765 27 400 SH SHARED 21 400 D ISHARES TR RUSSELL 2000 46428765 501 7260 SH SHARED 22 7260 D ISHARES TR RUSSELL 2000 46428765 207 3000 SH SHR/OTHR 22 3000 D ISHARES TR RUSSELL 2000 46428765 1692 24517 SH SHARED 23 24117 400 D ISHARES TR RUSSELL 2000 46428765 2437 35306 SH SHR/OTHR 23 35306 D ISHARES TR RUSL 3000 VALU 46428766 40408 450940 SH SHARED 02 450000 940 D ISHARES TR RUSL 3000 GROW 46428767 179 4000 SH SHARED 23 4000 D ISHARES TR RUSSELL 3000 46428768 7 100 SH SHARED 100 D ISHARES TR RUSSELL 3000 46428768 4 65 SH SHR/OTHR 01 65 D ISHARES TR RUSSELL 3000 46428768 155 2075 SH SHARED 02 2075 D ISHARES TR DJ US UTILS 46428769 39 396 SH SHR/OTHR 01 396 D ISHARES TR DJ US UTILS 46428769 29 300 SH SHARED 02 300 D ISHARES TR S&P MIDCP VALU 46428770 8649 116857 SH SHARED 02 116857 D ISHARES TR DJ US TELECOMM 46428771 49 2049 SH SHARED 2049 D ISHARES TR DJ US TELECOMM 46428771 324 13489 SH SHARED 02 8994 4495 D ISHARES TR DJ US TELECOMM 46428771 24 1015 SH SHARED 23 1015 D ISHARES TR DJ US TECH SEC 46428772 34 640 SH SHR/OTHR 01 640 D ISHARES TR DJ US TECH SEC 46428772 338 6254 SH SHARED 02 6254 D ISHARES TR DJ US TECH SEC 46428772 6 120 SH SHARED 19 120 D ISHARES TR DJ US TECH SEC 46428772 457 8450 SH SHARED 23 8450 D ISHARES TR DJ US REAL EST 46428773 140980 2318761 SH SHARED 2318761 D ISHARES TR DJ US REAL EST 46428773 1647 27096 SH SHARED 02 23034 4062 D ISHARES TR DJ US REAL EST 46428773 12263 201700 SH SHARED 06 201700 D ISHARES TR DJ US REAL EST 46428773 145 2400 SH SHR/OTHR 23 2400 D ISHARES TR DJ US INDUSTRL 46428775 70 1100 SH SHARED 02 1100 D ISHARES TR DJ US HEALTHCR 46428776 118 1925 SH SHARED 01 1925 D ISHARES TR DJ US HEALTHCR 46428776 1 26 SH SHR/OTHR 01 26 D ISHARES TR DJ US HEALTHCR 46428776 177 2889 SH SHARED 02 2889 D ISHARES TR DJ US HEALTHCR 46428776 226 3670 SH SHARED 23 3670 D ISHARES TR DJ US FINL SEC 46428778 1133 16700 SH SHARED 16700 D ISHARES TR DJ US ENERGY 46428779 60 400 SH SHARED 400 D ISHARES TR DJ US ENERGY 46428779 15 100 SH SHARED 01 100 D ISHARES TR DJ US ENERGY 46428779 46 308 SH SHR/OTHR 01 308 D ISHARES TR DJ US ENERGY 46428779 125 829 SH SHARED 02 829 D ISHARES TR S&P SMLCAP 600 46428780 12 200 SH SHARED 200 D ISHARES TR S&P SMLCAP 600 46428780 597 9930 SH SHARED 02 9930 D ISHARES TR S&P SMLCAP 600 46428780 6588 109500 SH SHARED 10 109500 D ISHARES TR S&P SMLCAP 600 46428780 5 98 SH SHARED 23 98 D ISHARES TR DJ US BAS MATL 46428783 633 7500 SH SHARED 7500 D ISHARES TR DJ US BAS MATL 46428783 22 261 SH SHARED 01 261 D ISHARES TR DJ US BAS MATL 46428783 46 546 SH SHR/OTHR 01 546 D ISHARES TR DJ US BAS MATL 46428783 107 1273 SH SHARED 02 1273 D ISHARES TR S&P EURO PLUS 46428786 53 548 SH SHARED 02 548 D ISHARES TR S&P EURO PLUS 46428786 944 9710 SH SHARED 10 9710 D ISHARES TR S&P EURO PLUS 46428786 194 2000 SH SHARED 20 2000 D ISHARES TR S&P EURO PLUS 46428786 16 170 SH SHR/OTHR 23 170 D ISHARES TR S&P SMLCP VALU 46428787 19 300 SH SHARED 300 D ISHARES TR S&P SMLCP VALU 46428787 442 6951 SH SHARED 02 6951 D ISHARES TR S&P SMLCP VALU 46428787 5 84 SH SHR/OTHR 23 84 D ISHARES TR S&P SMLCP GROW 46428788 364 2858 SH SHARED 02 2858 D ISHARES TR LARGE VAL INDX 46428810 6 103 SH SHARED 02 103 D ISHARES TR MID CORE INDEX 46428820 11 150 SH SHARED 02 150 D ISHARES TR MID GRWTH INDX 46428830 707 7438 SH SHARED 02 7438 D ISHARES TR S&P NATL MUN B 46428841 198 2000 SH SHARED 02 2000 D ISHARES TR S&P WLD EX-US 46428842 358 9190 SH SHARED 02 9190 D ISHARES TR SMLL CORE INDX 46428850 22 300 SH SHARED 02 300 D ISHARES TR HIGH YLD CORP 46428851 241 2567 SH SHARED 02 2567 D ISHARES TR MRTG REIT INDX 46428853 4352 216211 SH SHARED 216211 D ISHARES TR S&G GL MATERIA 46428869 1182 14261 SH SHARED 14261 D ISHARES TR S&P GL UTILITI 46428871 19 300 SH SHARED 02 300 D ISHARES TR DJ HOME CONSTN 46428875 8 600 SH SHARED 600 D ISHARES TR DJ HOME CONSTN 46428875 40 2800 SH SHARED 2800 D ISHARES TR DJ HOME CONSTN 46428875 14 1000 SH SHARED 02 1000 D ISHARES TR DJ AEROSPACE 46428876 43 800 SH SHARED 800 D ISHARES TR DJ AEROSPACE 46428876 110 2035 SH SHARED 02 2035 D ISHARES TR DJ INS INDX FD 46428878 63 1712 SH SHARED 02 1712 D ISHARES TR DJ BROKER-DEAL 46428879 1948 58411 SH SHARED 58411 D ISHARES TR DJ BROKER-DEAL 46428879 9354 280490 SH SHARED 02 280490 D ISHARES TR DJ PHARMA INDX 46428883 48 1000 SH SHARED 02 1000 D ISHARES TR DJ OIL EQUIP 46428884 103 1306 SH SHARED 02 1306 D ISHARES TR DJ OIL&GAS EXP 46428885 3 44 SH SHARED 02 44 D ISHARES TR RSSL MCRCP IDX 46428886 13 296 SH SHARED 02 296 D ISHARES TR MSCI VAL IDX 46428887 41 685 SH SHARED 02 685 D ISHARES TR MSCI GRW IDX 46428888 87 1245 SH SHARED 02 1245 D ISHARES TR MSCI GRW IDX 46428888 17 251 SH SHR/OTHR 20 251 D ISILON SYS INC COM 46432L10 2 507 SH SHARED 507 D ISILON SYS INC COM 46432L10 6 1362 SH SHARED 02 1362 D ISIS PHARMACEUTICALS INC COM 46433010 759 55714 SH SHARED 55714 D ISIS PHARMACEUTICALS INC COM 46433010 76 5600 SH SHARED 01 5600 D ISIS PHARMACEUTICALS INC COM 46433010 759 55736 SH SHARED 02 55736 D ISIS PHARMACEUTICALS INC COM 46433010 3665 268919 SH SHARED 04 268919 D ISIS PHARMACEUTICALS INC COM 46433010 2317 170000 SH SHARED 10 170000 D ISIS PHARMACEUTICALS INC DEL NOTE 2.625% 2/1 464337AE 780 681000 PRN SHARED 681000 D ISLE OF CAPRI CASINOS INC COM 46459210 0 108 SH SHARED 108 D ISLE OF CAPRI CASINOS INC COM 46459210 8 1875 SH SHARED 01 1875 D ISLE OF CAPRI CASINOS INC COM 46459210 42 8844 SH SHARED 02 8844 D ISLE OF CAPRI CASINOS INC COM 46459210 49 10300 SH SHARED 10 10300 D ISOLAGEN INC COM 46488N10 0 981 SH SHARED 981 D ISORAY INC COM 46489V10 0 593 SH SHARED 593 D ISRAMCO INC COM NEW 46514140 1 35 SH SHARED 35 D ITERIS INC COM 46564T10 1 725 SH SHARED 725 D ITC HLDGS CORP COM 46568510 24 472 SH SHARED 472 D ITC HLDGS CORP COM 46568510 951 18618 SH SHARED 18618 D ITC HLDGS CORP COM 46568510 275 5400 SH SHARED 01 5400 D ITC HLDGS CORP COM 46568510 82 1619 SH SHARED 02 1079 540 D ITC HLDGS CORP COM 46568510 7237 141608 SH SHARED 04 141608 D ITC HLDGS CORP COM 46568510 8452 165386 SH SHARED 05 165386 D ITC HLDGS CORP COM 46568510 1197 23434 SH SHARED 06 23434 D ITC HLDGS CORP COM 46568510 182 3571 SH SHARED 10 3571 D ITC HLDGS CORP COM 46568510 10 210 SH SHARED 21 210 D ITRON INC NOTE 2.500% 8/0 465741AJ 7856 4847000 PRN SHARED 04 4847000 D ITRON INC COM 46574110 644 6554 SH SHARED 6554 D ITRON INC COM 46574110 796 8100 SH SHARED 01 8100 D ITRON INC COM 46574110 1032 10500 SH SHR/OTHR 01 10500 D ITRON INC COM 46574110 115 1174 SH SHARED 02 1174 D ITRON INC COM 46574110 29242 297330 SH SHARED 04 297330 D ITRON INC COM 46574110 30233 307405 SH SHARED 05 307405 D ITRON INC COM 46574110 1019 10369 SH SHARED 06 10369 D ITRON INC COM 46574110 37853 384888 SH SHARED 10 384888 D ITRON INC COM 46574110 639 6500 SH SHARED 14 6500 D I2 TECHNOLOGIES INC COM NEW 46575420 96 7794 SH SHARED 7794 D I2 TECHNOLOGIES INC COM NEW 46575420 1 82 SH SHARED 02 82 D I2 TECHNOLOGIES INC COM NEW 46575420 41 3300 SH SHARED 10 3300 D IVANHOE MINES LTD COM 46579N10 327 30000 SH SHARED 30000 D IVANHOE MINES LTD COM 46579N10 297 27250 SH SHARED 27250 D IVANHOE MINES LTD COM 46579N10 221 20318 SH SHARED 02 18000 2318 D IVANHOE MINES LTD COM 46579N10 7800 715000 SH SHARED 04 715000 D IVANHOE MINES LTD COM 46579N10 4582 420000 SH SHARED 05 420000 D IVANHOE MINES LTD COM 46579N10 3556 326000 SH SHARED 06 90400 235600 D IVANHOE MINES LTD COM 46579N10 98 9000 SH SHARED 21 9000 D IVIVI TECHNOLOGIES INC COM 46589F10 0 192 SH SHARED 192 D IXYS CORP COM 46600W10 213 17906 SH SHARED 17906 D IXYS CORP COM 46600W10 69 5784 SH SHARED 02 5784 D J & J SNACK FOODS CORP COM 46603210 218 7989 SH SHARED 7989 D J & J SNACK FOODS CORP COM 46603210 6 240 SH SHARED 02 240 D J & J SNACK FOODS CORP COM 46603210 164 6000 SH SHARED 10 6000 D JA SOLAR HOLDINGS CO LTD NOTE 4.500% 5/1 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SH SHARED 668 D JAGUAR MNG INC COM 47009M10 240 25000 SH SHARED 04 25000 D JAGUAR MNG INC COM 47009M10 22 2300 SH SHARED 23 2300 D JAKKS PAC INC NOTE 4.625% 6/1 47012EAB 2522 2000000 PRN SHARED 2000000 D JAKKS PAC INC COM 47012E10 2784 127452 SH SHARED 127452 D JAKKS PAC INC COM 47012E10 119 5457 SH SHARED 02 5457 D JAKKS PAC INC COM 47012E10 506 23200 SH SHARED 10 23200 D JAMBA INC COM 47023A10 20 11343 SH SHARED 11343 D JAMBA INC COM 47023A10 62 33600 SH SHARED 10 33600 D JAMES HARDIE INDS N V SPONSORED ADR 47030M10 10 500 SH SHARED 500 D JAMES RIVER COAL CO COM NEW 47035520 88 1500 SH SHARED 1500 D JAMES RIVER COAL CO COM NEW 47035520 626 10683 SH SHARED 02 10683 D JAMES RIVER COAL CO COM NEW 47035520 435 7413 SH SHARED 04 7413 D JAMES RIVER COAL CO COM NEW 47035520 11 200 SH SHARED 10 200 D JANUS CAP GROUP INC COM 47102X10 3674 138802 SH SHARED 138802 D JANUS CAP GROUP INC COM 47102X10 959 36235 SH SHARED 01 31030 5205 D JANUS CAP GROUP INC COM 47102X10 17 675 SH SHR/OTHR 01 675 D 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SH SHARED 05 30240 D JOHNSON & JOHNSON COM 47816010 26528 412316 SH SHARED 06 325409 86907 D JOHNSON & JOHNSON COM 47816010 336118 5224098 SH SHARED 10 4521033 703065 D JOHNSON & JOHNSON COM 47816010 2095 32576 SH SHARED 14 3000 29576 D JOHNSON & JOHNSON COM 47816010 1028 15993 SH SHARED 15 15993 D JOHNSON & JOHNSON COM 47816010 359 5592 SH SHARED 19 5592 D JOHNSON & JOHNSON COM 47816010 9986 155211 SH SHARED 20 60755 94456 D JOHNSON & JOHNSON COM 47816010 9930 154337 SH SHR/OTHR 20 154337 D JOHNSON & JOHNSON COM 47816010 785 12207 SH SHARED 21 9207 3000 D JOHNSON & JOHNSON COM 47816010 51 800 SH SHR/OTHR 21 800 D JOHNSON & JOHNSON COM 47816010 8907 138444 SH SHARED 22 78344 60100 D JOHNSON & JOHNSON COM 47816010 859 13355 SH SHR/OTHR 22 13355 D JOHNSON & JOHNSON COM 47816010 29361 456349 SH SHARED 23 422854 33495 D JOHNSON & JOHNSON COM 47816010 52952 823013 SH SHR/OTHR 23 823013 D JOHNSON & JOHNSON COM 47816010 858 13350 SH SHARED 24 13350 D JOHNSON CTLS INC COM 47836610 54 1888 SH SHARED 1888 D JOHNSON CTLS INC COM 47836610 39792 1387460 SH SHARED 1343260 44200 D JOHNSON CTLS INC COM 47836610 2083 72663 SH SHARED 01 72588 75 D JOHNSON CTLS INC COM 47836610 1387 48382 SH SHARED 02 46332 2050 D JOHNSON CTLS INC COM 47836610 18052 629449 SH SHARED 04 629449 D JOHNSON CTLS INC COM 47836610 24153 842189 SH SHARED 05 842189 D JOHNSON CTLS INC COM 47836610 5530 192848 SH SHARED 06 60110 132738 D JOHNSON CTLS INC COM 47836610 25380 884964 SH SHARED 10 884964 D JOHNSON CTLS INC COM 47836610 774 27000 SH SHARED 14 27000 D JOHNSON CTLS INC COM 47836610 774 27000 SH SHARED 15 27000 D JOHNSON CTLS INC COM 47836610 25 900 SH SHR/OTHR 23 900 D JOHNSON OUTDOORS INC CL A 47916710 1 118 SH SHARED 118 D JONES APPAREL GROUP INC COM 48007410 1523 110801 SH SHARED 110801 D JONES APPAREL GROUP INC COM 48007410 138 10070 SH SHARED 01 10070 D JONES APPAREL GROUP INC COM 48007410 625 45498 SH SHARED 02 45498 D JONES APPAREL GROUP INC COM 48007410 114 8350 SH SHARED 06 8350 D JONES APPAREL GROUP INC COM 48007410 751 54642 SH SHARED 10 54642 D JONES LANG LASALLE INC COM 48020Q10 246 4090 SH SHARED 4090 D JONES LANG LASALLE INC COM 48020Q10 1391 23120 SH SHARED 23120 D JONES LANG LASALLE INC COM 48020Q10 602 10005 SH SHARED 01 5 10000 D JONES LANG LASALLE INC COM 48020Q10 517 8606 SH SHARED 02 8606 D JONES LANG LASALLE INC COM 48020Q10 7337 121900 SH SHARED 10 121900 D JONES SODA CO COM 48023P10 21 6616 SH SHARED 6616 D JONES SODA CO COM 48023P10 5 1830 SH SHARED 02 1630 200 D JOS A BANK CLOTHIERS INC COM 48083810 1045 39066 SH SHARED 39066 D JOS A BANK CLOTHIERS INC COM 48083810 139 5200 SH SHARED 01 5200 D JOS A BANK CLOTHIERS INC COM 48083810 21 801 SH SHARED 02 801 D JOS A BANK CLOTHIERS INC COM 48083810 1484 55500 SH SHARED 10 55500 D JOS A BANK CLOTHIERS INC COM 48083810 214 8033 SH SHARED 22 8033 D JOURNAL COMMUNICATIONS INC CL A 48113010 32 6792 SH SHARED 6792 D JOURNAL COMMUNICATIONS INC CL A 48113010 195 40474 SH SHARED 02 40474 D JOURNAL COMMUNICATIONS 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COM 48116510 229 3025 SH SHR/OTHR 22 3025 D JOY GLOBAL INC COM 48116510 4325 57045 SH SHARED 23 47145 9900 D JOY GLOBAL INC COM 48116510 2935 38705 SH SHR/OTHR 23 38705 D JUNIPER NETWORKS INC COM 48203R10 785 35425 SH SHARED 35425 D JUNIPER NETWORKS INC COM 48203R10 23467 1058026 SH SHARED 1058026 D JUNIPER NETWORKS INC COM 48203R10 1295 58428 SH SHARED 01 58428 D JUNIPER NETWORKS INC COM 48203R10 1633 73643 SH SHARED 02 70197 3446 D JUNIPER NETWORKS INC COM 48203R10 2202 99300 SH SHARED 04 99300 D JUNIPER NETWORKS INC COM 48203R10 5 230 SH SHARED 05 230 D JUNIPER NETWORKS INC COM 48203R10 2123 95720 SH SHARED 06 80700 15020 D JUNIPER NETWORKS INC COM 48203R10 31246 1408759 SH SHARED 10 1394559 14200 D JUPITERMEDIA CORP COM 48207D10 75 54171 SH SHARED 54171 D KBL HEALTHCARE ACQUIS CORP I COM 48241N10 2857 383555 SH SHARED 383555 D KBL HEALTHCARE ACQUIS CORP I *W EXP 07/18/201 48241N11 62 241517 SH SHARED 241517 D KBR INC COM 48242W10 15313 438644 SH SHARED 438644 D KBR INC COM 48242W10 1906 54600 SH SHARED 01 1000 53600 D KBR INC COM 48242W10 329 9439 SH SHARED 02 1759 7680 D KBR INC COM 48242W10 29530 845897 SH SHARED 04 845897 D KBR INC COM 48242W10 76 2200 SH SHARED 06 300 1900 D KBR INC COM 48242W10 212 6100 SH SHARED 10 6100 D KBR INC COM 48242W10 580 16631 SH SHARED 14 16631 D KBR INC COM 48242W10 4 140 SH SHARED 21 140 D KBW INC COM 48242310 258 12561 SH SHARED 12561 D KBW INC COM 48242310 175 8549 SH SHARED 02 8549 D KBW INC COM 48242310 408 19851 SH SHARED 10 19851 D K FED BANCORP COM 48246S10 1 147 SH SHARED 147 D KHD HUMBOLDT WEDAG INTL LTD COM 48246210 773 24536 SH SHARED 24536 D KHD HUMBOLDT WEDAG INTL LTD COM 48246210 63 2000 SH SHARED 02 2000 D KHD HUMBOLDT WEDAG INTL LTD COM 48246210 34 1085 SH SHARED 10 1085 D KKR FINANCIAL HLDGS LLC COM 48248A30 660 62909 SH SHARED 62909 D KKR FINANCIAL HLDGS LLC COM 48248A30 81 7755 SH SHARED 02 7755 D KKR FINANCIAL HLDGS LLC COM 48248A30 56 5400 SH SHARED 10 5400 D KLA-TENCOR CORP COM 48248010 6375 156618 SH SHARED 156618 D KLA-TENCOR CORP COM 48248010 788 19375 SH SHARED 01 19375 D KLA-TENCOR CORP COM 48248010 138 3400 SH SHR/OTHR 01 3400 D KLA-TENCOR CORP COM 48248010 1602 39353 SH SHARED 02 39353 D KLA-TENCOR CORP COM 48248010 1628 40000 SH SHARED 04 40000 D KLA-TENCOR CORP COM 48248010 4 100 SH SHARED 05 100 D KLA-TENCOR CORP COM 48248010 1000 24570 SH SHARED 06 19650 4920 D KLA-TENCOR CORP COM 48248010 18435 452849 SH SHARED 10 452849 D KLA-TENCOR CORP COM 48248010 11 275 SH SHARED 20 275 D KMG CHEMICALS INC COM 48256410 15 1531 SH SHARED 1531 D KT CORP SPONSORED ADR 48268K10 4761 223328 SH SHARED 223328 D KT CORP SPONSORED ADR 48268K10 78 3674 SH SHARED 02 3674 D KT CORP SPONSORED ADR 48268K10 206 9700 SH SHARED 06 9700 D KSW INC COM 48268R10 0 141 SH SHARED 141 D K SEA TRANSN PARTNERS LP COM 48268Y10 7 245 SH SHARED 245 D K SEA TRANSN PARTNERS LP COM 48268Y10 62 1975 SH SHARED 02 1975 D K-SWISS INC CL A 48268610 43 2971 SH SHARED 2971 D K-SWISS INC CL A 48268610 68 4655 SH SHARED 02 4655 D K-SWISS INC CL A 48268610 126 8600 SH SHARED 10 8600 D K12 INC COM 48273U10 53 2500 SH SHARED 2500 D K12 INC COM 48273U10 0 34 SH SHARED 02 34 D K12 INC COM 48273U10 290 13500 SH SHARED 04 13500 D K TRON INTL INC COM 48273010 2 17 SH SHARED 17 D K TRON INTL INC COM 48273010 25 200 SH SHARED 02 200 D KVH INDS INC COM 48273810 42 5121 SH SHARED 5121 D K V PHARMACEUTICAL CO NOTE 2.500% 5/1 482740AC 2788 2890000 PRN SHARED 02 2890000 D K V PHARMACEUTICAL CO CL A 48274020 122 6360 SH SHARED 6360 D K V PHARMACEUTICAL CO CL A 48274020 6 324 SH SHARED 02 324 D KADANT INC COM 48282T10 1055 46690 SH SHARED 46690 D KADANT INC COM 48282T10 57 2550 SH SHARED 01 2550 D KADANT INC COM 48282T10 37 1659 SH SHARED 02 1659 D KAISER ALUMINUM CORP COM PAR $0.01 48300770 105 1975 SH SHARED 1975 D KAISER ALUMINUM CORP COM PAR $0.01 48300770 27 521 SH SHARED 02 1 520 D KAISER ALUMINUM CORP COM PAR $0.01 48300770 216 4044 SH SHARED 10 4044 D KAMAN CORP COM 48354810 48 2152 SH SHARED 2152 D KAMAN CORP 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675 D KOHLS CORP COM 50025510 4 100 SH SHR/OTHR 01 100 D KOHLS CORP COM 50025510 21267 531154 SH SHARED 02 531154 D KOHLS CORP COM 50025510 344 8600 SH SHARED 04 8600 D KOHLS CORP COM 50025510 6 150 SH SHARED 05 150 D KOHLS CORP COM 50025510 1723 43055 SH SHARED 06 34175 8880 D KOHLS CORP COM 50025510 58343 1457125 SH SHARED 10 1457125 D KOHLS CORP COM 50025510 337 8430 SH SHARED 20 1400 7030 D KOHLS CORP COM 50025510 40 1000 SH SHR/OTHR 20 1000 D KOHLS CORP COM 50025510 16 400 SH SHARED 21 400 D KONA GRILL INC COM 50047H20 1 125 SH SHARED 125 D KONGZHONG CORP SPONSORED ADR 50047P10 1 432 SH SHARED 432 D KONGZHONG CORP SPONSORED ADR 50047P10 0 13 SH SHARED 02 13 D KONINKLIJKE PHILIPS ELECTRS NY REG SH NEW 50047230 398 11785 SH SHARED 11785 D KONINKLIJKE PHILIPS ELECTRS NY REG SH NEW 50047230 505 14957 SH SHARED 01 14957 D KONINKLIJKE PHILIPS ELECTRS NY REG SH NEW 50047230 33 1000 SH SHARED 02 1000 D KONINKLIJKE PHILIPS ELECTRS NY REG SH NEW 50047230 84 2498 SH SHARED 22 2498 D 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KRAFT FOODS INC CL A 50075N10 350 12328 SH SHR/OTHR 20 12328 D KRAFT FOODS INC CL A 50075N10 217 7645 SH SHARED 21 4518 3127 D KRAFT FOODS INC CL A 50075N10 11 414 SH SHARED 22 414 D KRAFT FOODS INC CL A 50075N10 619 21774 SH SHARED 23 20736 1038 D KRAFT FOODS INC CL A 50075N10 763 26841 SH SHR/OTHR 23 26841 D KRATOS DEFENSE & SECURITY SO COM 50077B10 2 1316 SH SHARED 1316 D KREISLER MFG CORP COM 50077310 29 2377 SH SHARED 2377 D KRISPY KREME DOUGHNUTS INC COM 50101410 0 108 SH SHARED 108 D KRISPY KREME DOUGHNUTS INC COM 50101410 288 57901 SH SHARED 02 27901 30000 D KROGER CO COM 50104410 29247 1013077 SH SHARED 1013077 D KROGER CO COM 50104410 8846 306418 SH SHARED 01 276523 29895 D KROGER CO COM 50104410 820 28425 SH SHR/OTHR 01 28425 D KROGER CO COM 50104410 2264 78454 SH SHARED 02 77154 1300 D KROGER CO COM 50104410 790 27375 SH SHARED 04 27375 D KROGER CO COM 50104410 8 280 SH SHARED 05 280 D KROGER CO COM 50104410 3606 124930 SH SHARED 06 103900 21030 D KROGER CO COM 50104410 55289 1915117 SH SHARED 10 1911197 3920 D KROGER CO COM 50104410 2548 88265 SH SHARED 14 88265 D KROGER CO COM 50104410 1834 63537 SH SHARED 20 56502 195 6840 D KROGER CO COM 50104410 127 4425 SH SHR/OTHR 20 4425 D KROGER CO COM 50104410 10 375 SH SHARED 21 375 D KROGER CO COM 50104410 57 2000 SH SHARED 22 2000 D KROGER CO COM 50104410 2 75 SH SHR/OTHR 22 75 D KROGER CO COM 50104410 655 22695 SH SHARED 23 21920 775 D KROGER CO COM 50104410 122 4245 SH SHR/OTHR 23 4245 D KRONOS WORLDWIDE INC COM 50105F10 53 3486 SH SHARED 3486 D KRONOS WORLDWIDE INC COM 50105F10 10 700 SH SHARED 02 700 D KUBOTA CORP ADR 50117320 791 22127 SH SHARED 22127 D KULICKE & SOFFA INDS INC NOTE 0.500%11/3 501242AL 1934 2000000 PRN SHARED 2000000 D KULICKE & SOFFA INDS INC COM 50124210 2431 333537 SH SHARED 333537 D KULICKE & SOFFA INDS INC COM 50124210 271 37196 SH SHARED 02 37196 D KYOCERA CORP ADR 50155620 65 699 SH SHARED 699 D KYOCERA CORP ADR 50155620 47 500 SH SHARED 01 500 D LAN AIRLINES S A SPONSORED ADR 50172310 525 51300 SH SHARED 51300 D LAN AIRLINES S A SPONSORED ADR 50172310 312 30475 SH SHARED 30475 D LAN AIRLINES S A SPONSORED ADR 50172310 11274 1100985 SH SHARED 01 1100985 D LAN AIRLINES S A SPONSORED ADR 50172310 204 20000 SH SHARED 02 20000 D LAN AIRLINES S A SPONSORED ADR 50172310 1843 180000 SH SHARED 04 180000 D LCA-VISION INC COM PAR $.001 50180330 87 18249 SH SHARED 18249 D LCA-VISION INC COM PAR $.001 50180330 79 16700 SH SHARED 02 16700 D LCC INTERNATIONAL INC CL A 50181010 0 568 SH SHARED 568 D LDK SOLAR CO LTD SPONSORED ADR 50183L10 30 800 SH SHARED 800 D LDK SOLAR CO LTD SPONSORED ADR 50183L10 8181 215974 SH SHARED 215974 D LDK SOLAR CO LTD SPONSORED ADR 50183L10 0 14 SH SHARED 02 14 D LDK SOLAR CO LTD SPONSORED ADR 50183L10 22649 597921 SH SHARED 04 597921 D LDK SOLAR CO LTD SPONSORED ADR 50183L10 28065 740906 SH SHARED 05 740906 D LDK SOLAR CO LTD SPONSORED ADR 50183L10 1826 48214 SH SHARED 06 48214 D LGL GROUP INC COM 50186A10 0 43 SH SHARED 43 D LG DISPLAY CO LTD SPONS ADR REP 50186V10 18165 972456 SH SHARED 972456 D LG DISPLAY CO LTD SPONS ADR REP 50186V10 237 12700 SH SHARED 06 12700 D LHC GROUP INC COM 50187A10 120 5194 SH SHARED 5194 D LHC GROUP INC COM 50187A10 1 71 SH SHARED 02 71 D LHC GROUP INC COM 50187A10 48 2093 SH SHARED 21 2093 D LKQ CORP COM 50188920 1557 86170 SH SHARED 86170 D LKQ CORP COM 50188920 572 31700 SH SHARED 02 29700 2000 D LKQ CORP COM 50188920 2 160 SH SHARED 21 160 D LSB FINL CORP COM 50192510 0 35 SH SHARED 35 D LMI AEROSPACE INC COM 50207910 9 549 SH SHARED 549 D LMP CAP & INCOME FD INC COM 50208A10 1105 71582 SH SHARED 02 71582 D LMP REAL ESTATE INCOME FD IN COM 50208C10 9 625 SH SHARED 625 D LNB BANCORP INC COM 50210010 1 163 SH SHARED 163 D L-1 IDENTITY SOLUTIONS INC COM 50212A10 59 4453 SH SHARED 4453 D L-1 IDENTITY SOLUTIONS INC COM 50212A10 0 13 SH SHARED 02 13 D L-1 IDENTITY SOLUTIONS INC COM 50212A10 438 32915 SH SHARED 06 32915 D L-1 IDENTITY SOLUTIONS INC COM 50212A10 225 16900 SH SHARED 10 16900 D LSB CORP COM 50215P10 1 117 SH SHARED 117 D LSI INDS INC COM 50216C10 171 21142 SH SHARED 21142 D LSI INDS INC COM 50216C10 5 700 SH SHARED 01 700 D LSI INDS INC COM 50216C10 0 112 SH SHARED 02 112 D LSI INDS INC COM 50216C10 625 77000 SH SHARED 10 77000 D LSB INDS INC COM 50216010 173 8747 SH SHARED 8747 D LSB INDS INC COM 50216010 455 23000 SH SHARED 01 23000 D LSB INDS INC COM 50216010 707 35750 SH SHR/OTHR 01 35750 D LSI CORPORATION NOTE 4.000% 5/1 502161AJ 6797 7000000 PRN SHARED 7000000 D LSI CORPORATION COM 50216110 5822 948253 SH SHARED 948253 D LSI CORPORATION COM 50216110 452 73724 SH SHARED 01 73052 672 D LSI CORPORATION COM 50216110 1240 202051 SH SHARED 02 202051 D LSI CORPORATION COM 50216110 590 96150 SH SHARED 06 78650 17500 D LSI CORPORATION COM 50216110 1969 320710 SH SHARED 10 320710 D LSI CORPORATION COM 50216110 157 25612 SH SHARED 14 25612 D LSI CORPORATION COM 50216110 0 58 SH SHARED 19 58 D LTC PPTYS INC COM 50217510 1254 49083 SH SHARED 49083 D LTC PPTYS INC COM 50217510 95 3751 SH SHARED 02 3751 D LTC PPTYS INC COM 50217510 2453 95995 SH SHARED 10 95995 D LTC PPTYS INC COM 50217510 60576 2369960 SH SHARED 11 1210806 1159154 D LTX CORP COM 50239210 587 266986 SH SHARED 266986 D LTX CORP COM 50239210 78 35600 SH SHARED 10 35600 D L-3 COMMUNICATIONS HLDGS INC COM 50242410 159 1750 SH SHARED 1750 D L-3 COMMUNICATIONS HLDGS INC COM 50242410 25576 281462 SH SHARED 279462 2000 D L-3 COMMUNICATIONS HLDGS INC COM 50242410 5851 64391 SH SHARED 01 55451 8940 D L-3 COMMUNICATIONS HLDGS INC COM 50242410 837 9218 SH SHR/OTHR 01 9218 D L-3 COMMUNICATIONS HLDGS INC COM 50242410 4373 48127 SH SHARED 02 48092 35 D L-3 COMMUNICATIONS HLDGS INC COM 50242410 1817 20000 SH SHARED 04 20000 D L-3 COMMUNICATIONS HLDGS INC COM 50242410 7 80 SH SHARED 05 80 D L-3 COMMUNICATIONS HLDGS INC COM 50242410 5826 64122 SH SHARED 06 22692 41430 D L-3 COMMUNICATIONS HLDGS INC COM 50242410 9133 100514 SH SHARED 10 99939 575 D L-3 COMMUNICATIONS HLDGS INC COM 50242410 45 500 SH SHARED 14 500 D L-3 COMMUNICATIONS HLDGS INC COM 50242410 1692 18628 SH SHARED 20 16498 40 2090 D L-3 COMMUNICATIONS HLDGS INC COM 50242410 338 3725 SH SHR/OTHR 20 3725 D L-3 COMMUNICATIONS HLDGS INC COM 50242410 4 50 SH SHARED 21 50 D L-3 COMMUNICATIONS HLDGS INC COM 50242410 582 6406 SH SHARED 22 3250 3156 D L-3 COMMUNICATIONS HLDGS INC COM 50242410 45 500 SH SHR/OTHR 22 500 D L-3 COMMUNICATIONS HLDGS INC COM 50242410 996 10965 SH SHARED 23 10590 375 D L-3 COMMUNICATIONS HLDGS INC COM 50242410 128 1410 SH SHR/OTHR 23 1410 D LA BARGE INC COM 50247010 44 3448 SH SHARED 3448 D LA BARGE INC COM 50247010 13 1004 SH SHARED 02 1004 D LA JOLLA PHARMACEUTICAL CO COM NEW 50345930 1 607 SH SHARED 607 D LA Z BOY INC COM 50533610 472 61700 SH SHARED 61700 D LA Z BOY INC COM 50533610 1 220 SH SHARED 02 220 D LA Z BOY INC COM 50533610 242 31735 SH SHARED 10 31735 D LABORATORY CORP AMER HLDGS NOTE 9/1 50540RAG 164 172000 PRN SHARED 02 172000 D LABORATORY CORP AMER HLDGS COM NEW 50540R40 82 1180 SH SHARED 1180 D LABORATORY CORP AMER HLDGS COM NEW 50540R40 10623 152569 SH SHARED 152569 D LABORATORY CORP AMER HLDGS COM NEW 50540R40 12316 176885 SH SHARED 01 114610 62275 D LABORATORY CORP AMER HLDGS COM NEW 50540R40 5119 73526 SH SHR/OTHR 01 73526 D LABORATORY CORP AMER HLDGS COM NEW 50540R40 845 12147 SH SHARED 02 11597 550 D LABORATORY CORP AMER HLDGS COM NEW 50540R40 161117 2313907 SH SHARED 04 2313907 D LABORATORY CORP AMER HLDGS COM NEW 50540R40 1182 16980 SH SHARED 06 13400 3580 D LABORATORY CORP AMER HLDGS COM NEW 50540R40 38316 550293 SH SHARED 10 548793 1500 D LABORATORY CORP AMER HLDGS COM NEW 50540R40 1387 19930 SH SHARED 14 18600 1330 D LABORATORY CORP AMER HLDGS COM NEW 50540R40 37 535 SH SHARED 19 535 D LABORATORY CORP AMER HLDGS COM NEW 50540R40 4279 61460 SH SHARED 20 37885 125 23450 D LABORATORY CORP AMER HLDGS COM NEW 50540R40 894 12845 SH SHR/OTHR 20 12845 D LABORATORY CORP AMER HLDGS COM NEW 50540R40 122 1765 SH SHARED 21 1765 D LABORATORY CORP AMER HLDGS COM NEW 50540R40 31 450 SH SHR/OTHR 21 450 D LABORATORY CORP AMER HLDGS COM NEW 50540R40 1147 16483 SH SHARED 22 12723 3760 D LABORATORY CORP AMER HLDGS COM NEW 50540R40 202 2915 SH SHR/OTHR 22 2915 D LABORATORY CORP AMER HLDGS COM NEW 50540R40 3900 56018 SH SHARED 23 47788 8230 D LABORATORY CORP AMER HLDGS COM NEW 50540R40 2625 37705 SH SHR/OTHR 23 37705 D LABRANCHE & CO INC COM 50544710 64 9128 SH SHARED 9128 D LABRANCHE & CO INC COM 50544710 70 10000 SH SHR/OTHR 01 10000 D LABRANCHE & CO INC COM 50544710 259 36615 SH SHARED 02 36615 D LABRANCHE & CO INC COM 50544710 201 28400 SH SHARED 10 28400 D LACLEDE GROUP INC COM 50559710 725 17964 SH SHARED 17964 D LACLEDE GROUP INC COM 50559710 64 1600 SH SHARED 01 1600 D LACLEDE GROUP INC COM 50559710 426 10559 SH SHARED 02 10559 D LACLEDE GROUP INC COM 50559710 2103 52100 SH SHARED 10 52100 D LACLEDE GROUP INC COM 50559710 40 1000 SH SHR/OTHR 23 1000 D LACROSSE FOOTWEAR INC COM 50568810 1 125 SH SHARED 125 D LADENBURG THALMAN FIN SVCS I COM 50575Q10 46 30629 SH SHARED 30629 D LADENBURG THALMAN FIN SVCS I COM 50575Q10 1 1004 SH SHARED 02 1004 D LADISH INC COM NEW 50575420 98 4782 SH SHARED 4782 D LADISH INC COM NEW 50575420 0 6 SH SHARED 02 6 D LADISH INC COM NEW 50575420 184 8977 SH SHARED 10 8977 D LAKE SHORE BANCORP INC COM 51070010 2 300 SH SHARED 300 D LAKELAND BANCORP INC COM 51163710 1 98 SH SHARED 98 D LAKELAND BANCORP INC COM 51163710 14 1200 SH SHARED 01 1200 D LAKELAND BANCORP INC COM 51163710 1 94 SH SHARED 02 94 D LAKELAND BANCORP INC COM 51163710 213 17500 SH SHARED 10 17500 D LAKELAND FINL CORP COM 51165610 1 54 SH SHARED 02 54 D LAKELAND INDS INC COM 51179510 18 1457 SH SHARED 1457 D LAKES ENTMNT INC COM 51206P10 58 8849 SH SHARED 8849 D LAM RESEARCH CORP COM 51280710 12963 358596 SH SHARED 358596 D LAM RESEARCH CORP COM 51280710 2146 59376 SH SHARED 01 17876 41500 D LAM RESEARCH CORP COM 51280710 778 21528 SH SHARED 02 21528 D LAM RESEARCH CORP COM 51280710 335 9289 SH SHARED 06 7539 1750 D LAM RESEARCH CORP COM 51280710 5704 157794 SH SHARED 10 157794 D LAM RESEARCH CORP COM 51280710 1115 30862 SH SHARED 14 30862 D LAMAR ADVERTISING CO NOTE 2.875%12/3 512815AH 135 138000 PRN SHARED 02 138000 D LAMAR ADVERTISING CO CL A 51281510 1221 33905 SH SHARED 33905 D LAMAR ADVERTISING CO CL A 51281510 558 15500 SH SHARED 01 2200 13300 D LAMAR ADVERTISING CO CL A 51281510 971 26962 SH SHARED 02 5752 21210 D LAMAR ADVERTISING CO CL A 51281510 18 510 SH SHARED 06 100 410 D LAMAR ADVERTISING CO CL A 51281510 1214 33715 SH SHARED 10 33715 D LANCASTER COLONY CORP COM 51384710 468 15480 SH SHARED 15480 D LANCASTER COLONY CORP COM 51384710 211 7000 SH SHARED 01 7000 D LANCASTER COLONY CORP COM 51384710 197 6519 SH SHARED 02 6519 D LANCE INC COM 51460610 409 21823 SH SHARED 21823 D LANCE INC COM 51460610 47 2532 SH SHARED 02 2532 D LANCE INC COM 51460610 310 16561 SH SHARED 10 16561 D LANDAUER INC COM 51476K10 1 33 SH SHARED 33 D LANDAUER INC COM 51476K10 506 9002 SH SHARED 01 9002 D LANDAUER INC COM 51476K10 58 1045 SH SHARED 02 1045 D LANDAUER INC COM 51476K10 376 6700 SH SHARED 10 6700 D LANDEC CORP COM 51476610 118 18323 SH SHARED 18323 D LANDEC CORP COM 51476610 1 212 SH SHARED 02 212 D LANDAMERICA FINL GROUP INC DBCV 3.125%11/1 514936AB 388 500000 PRN SHARED 500000 D LANDAMERICA FINL GROUP INC COM 51493610 1868 84227 SH SHARED 84227 D LANDAMERICA FINL GROUP INC COM 51493610 30 1375 SH SHARED 01 1375 D LANDAMERICA FINL GROUP INC COM 51493610 47 2159 SH SHARED 02 2159 D LANDAMERICA FINL GROUP INC COM 51493610 153 6935 SH SHARED 10 6935 D LANDMARK BANCORP INC COM 51504L10 0 63 SH SHARED 63 D LANDRYS RESTAURANTS INC COM 51508L10 30855 1717073 SH SHARED 1717073 D LANDRYS RESTAURANTS INC COM 51508L10 34 1900 SH SHARED 01 1900 D LANDRYS RESTAURANTS INC COM 51508L10 0 49 SH SHARED 02 49 D LANDSTAR SYS INC COM 51509810 608 11020 SH SHARED 11020 D LANDSTAR SYS INC COM 51509810 902 16345 SH SHARED 02 16345 D LANDSTAR SYS INC COM 51509810 154 2800 SH SHARED 10 2800 D LANGER INC COM 51570710 0 233 SH SHARED 233 D LANNET INC COM 51601210 8 2103 SH SHARED 2103 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 407 8580 SH SHARED 8580 D LAS VEGAS SANDS CORP COM 51783410 6356 133983 SH SHARED 133983 D LAS VEGAS SANDS CORP COM 51783410 7114 149969 SH SHARED 01 100419 49550 D LAS VEGAS SANDS CORP COM 51783410 1880 39641 SH SHR/OTHR 01 39641 D LAS VEGAS SANDS CORP COM 51783410 13752 289887 SH SHARED 02 286700 3187 D LAS VEGAS SANDS CORP COM 51783410 10 224 SH SHARED 04 224 D LAS VEGAS SANDS CORP COM 51783410 23 500 SH SHARED 04 500 D LAS VEGAS SANDS CORP COM 51783410 324 6850 SH SHARED 06 850 6000 D LAS VEGAS SANDS CORP COM 51783410 465 9818 SH SHARED 10 8723 1095 D LAS VEGAS SANDS CORP COM 51783410 2877 60662 SH SHARED 19 60662 D LAS VEGAS SANDS CORP COM 51783410 1229 25915 SH SHARED 20 21005 85 4825 D LAS VEGAS SANDS CORP COM 51783410 311 6570 SH SHR/OTHR 20 6570 D LAS VEGAS SANDS CORP COM 51783410 211 4466 SH SHARED 21 1958 2508 D LAS VEGAS SANDS CORP COM 51783410 782 16492 SH SHARED 22 13292 3200 D LAS VEGAS SANDS CORP COM 51783410 203 4300 SH SHR/OTHR 22 4300 D LAS VEGAS SANDS CORP COM 51783410 1884 39729 SH SHARED 23 38684 1045 D LAS VEGAS SANDS CORP COM 51783410 1502 31680 SH SHR/OTHR 23 31680 D LASALLE HOTEL PPTYS COM SH BEN INT 51794210 52 2095 SH SHARED 2095 D LASALLE HOTEL PPTYS COM SH BEN INT 51794210 138 5495 SH SHARED 01 5495 D LASALLE HOTEL PPTYS COM SH BEN INT 51794210 4 171 SH SHARED 02 171 D LASALLE HOTEL PPTYS COM SH BEN INT 51794210 1864 74200 SH SHARED 10 74200 D LASALLE HOTEL PPTYS COM SH BEN INT 51794210 10535 419248 SH SHARED 11 135800 283448 D LASERCARD CORP COM 51807U10 6 1308 SH SHARED 1308 D LATTICE SEMICONDUCTOR CORP COM 51841510 641 205108 SH SHARED 205108 D LATTICE SEMICONDUCTOR CORP COM 51841510 1 516 SH SHARED 02 516 D LATTICE SEMICONDUCTOR CORP COM 51841510 209 67015 SH SHARED 10 67015 D LAUDER ESTEE COS INC CL A 51843910 5255 113139 SH SHARED 113139 D LAUDER ESTEE COS INC CL A 51843910 637 13725 SH SHARED 01 10800 2925 D LAUDER ESTEE COS INC CL A 51843910 8 190 SH SHR/OTHR 01 190 D LAUDER ESTEE COS INC CL A 51843910 1946 41913 SH SHARED 02 41913 D LAUDER ESTEE COS INC CL A 51843910 33035 711200 SH SHARED 04 711200 D LAUDER ESTEE COS INC CL A 51843910 688 14830 SH SHARED 06 11900 2930 D LAUDER ESTEE COS INC CL A 51843910 3378 72741 SH SHARED 10 72741 D LAUDER ESTEE COS INC CL A 51843910 9 200 SH SHARED 14 200 D LAUDER ESTEE COS INC CL A 51843910 1347 29000 SH SHARED 15 29000 D LAUDER ESTEE COS INC CL A 51843910 107 2305 SH SHARED 20 2305 D LAUDER ESTEE COS INC CL A 51843910 192 4150 SH SHR/OTHR 20 4150 D LAUDER ESTEE COS INC CL A 51843910 524 11300 SH SHARED 23 1600 9700 D LAUDER ESTEE COS INC CL A 51843910 81 1750 SH SHR/OTHR 23 1750 D LAW ENFORCEMENT ASSOCS CORP COM 51948510 0 288 SH SHARED 288 D LAWSON PRODS INC COM 52077610 7 308 SH SHARED 308 D LAWSON PRODS INC COM 52077610 47 1918 SH SHARED 02 1918 D LAWSON SOFTWARE INC NEW NOTE 2.500% 4/1 52078PAA 183 200000 PRN SHARED 200000 D LAWSON SOFTWARE INC NEW COM 52078P10 253 34875 SH SHARED 34875 D LAWSON SOFTWARE INC NEW COM 52078P10 23 3244 SH SHARED 02 744 2500 D LAWSON SOFTWARE INC NEW COM 52078P10 2181 300000 SH SHARED 04 300000 D LAWSON SOFTWARE INC NEW COM 52078P10 266 36700 SH SHARED 10 36700 D LAYNE CHRISTENSEN CO COM 52105010 945 21599 SH SHARED 21599 D LAYNE CHRISTENSEN CO COM 52105010 122 2794 SH SHARED 02 2794 D LAYNE CHRISTENSEN CO COM 52105010 22478 513333 SH SHARED 04 513333 D LAYNE CHRISTENSEN CO COM 52105010 23960 547158 SH SHARED 05 547158 D LAYNE CHRISTENSEN CO COM 52105010 1769 40406 SH SHARED 06 40406 D LAYNE CHRISTENSEN CO COM 52105010 201 4606 SH SHARED 10 4606 D LAZARD WORLD DIVID & INCOME COM 52107610 576 34821 SH SHARED 02 34821 D LAZARE KAPLAN INTL INC COM 52107810 0 3 SH SHARED 02 3 D LEADIS TECHNOLOGY INC COM 52171N10 1 696 SH SHARED 696 D LEAPFROG ENTERPRISES INC CL A 52186N10 2 288 SH SHARED 288 D LEAPFROG ENTERPRISES INC CL A 52186N10 89 10721 SH SHARED 02 10721 D LEAP WIRELESS INTL INC COM NEW 52186330 5362 124225 SH SHARED 124225 D LEAP WIRELESS INTL INC COM NEW 52186330 9 230 SH SHARED 01 230 D LEAP WIRELESS INTL INC COM NEW 52186330 0 14 SH SHARED 02 14 D LEAP WIRELESS INTL INC COM NEW 52186330 7450 172595 SH SHARED 10 172595 D LEAR CORP COM 52186510 347 24489 SH SHARED 24489 D LEAR CORP COM 52186510 474 33450 SH SHARED 01 6850 26600 D LEAR CORP COM 52186510 333 23502 SH SHARED 02 23502 D LEAR CORP COM 52186510 12979 915316 SH SHARED 10 915316 D LEARNING TREE INTL INC COM 52201510 159 9311 SH SHARED 9311 D LEARNING TREE INTL INC COM 52201510 87 5136 SH SHARED 02 5136 D LECG CORP COM 52323410 20 2306 SH SHARED 2306 D LECG CORP COM 52323410 1 132 SH SHARED 02 132 D LECROY CORP COM 52324W10 183 20617 SH SHARED 20617 D LEE ENTERPRISES INC COM 52376810 344 86295 SH SHARED 86295 D LEE ENTERPRISES INC COM 52376810 93 23400 SH SHARED 01 8500 14900 D LEE ENTERPRISES INC COM 52376810 46 11744 SH SHARED 02 11744 D LEE ENTERPRISES INC COM 52376810 71 18000 SH SHARED 10 18000 D LEGACY BANCORP INC CL A 52463G10 591 51297 SH SHARED 51297 D LEGGETT & PLATT INC COM 52466010 2612 155799 SH SHARED 155799 D LEGGETT & PLATT INC COM 52466010 933 55654 SH SHARED 01 55654 D LEGGETT & PLATT INC COM 52466010 1511 90126 SH SHARED 02 88896 1230 D LEGGETT & PLATT INC COM 52466010 3 200 SH SHARED 05 200 D LEGGETT & PLATT INC COM 52466010 539 32180 SH SHARED 06 27250 4930 D LEGGETT & PLATT INC COM 52466010 14022 836136 SH SHARED 10 816536 19600 D LEGACY RESERVES LP UNIT LP INT 52470730 6772 272970 SH SHARED 272970 D LEGG MASON INC COM 52490110 1 26 SH SHARED 26 D LEGG MASON INC COM 52490110 7161 164357 SH SHARED 164357 D LEGG MASON INC COM 52490110 776 17825 SH SHARED 01 15525 2300 D LEGG MASON INC COM 52490110 104 2400 SH SHR/OTHR 01 2400 D LEGG MASON INC COM 52490110 1170 26860 SH SHARED 02 26860 D LEGG MASON INC COM 52490110 3 70 SH SHARED 05 70 D LEGG MASON INC COM 52490110 704 16160 SH SHARED 06 12800 3360 D LEGG MASON INC COM 52490110 2715 62335 SH SHARED 10 62335 D LEGG MASON INC COM 52490110 70 1616 SH SHARED 21 1616 D LEGG MASON INC COM 52490110 10 250 SH SHARED 23 250 D LEGG MASON INC UNIT 99/99/9999 52490130 88263 2099500 SH SHARED 2099500 D LEGG MASON INC UNIT 99/99/9999 52490130 6713 159700 SH SHARED 02 159700 D LEHMAN BROS HLDGS INC COM 52490810 47 2400 SH SHARED 2400 D LEHMAN BROS HLDGS INC COM 52490810 56575 2855909 SH SHARED 2855909 D LEHMAN BROS HLDGS INC COM 52490810 2217 111957 SH SHARED 01 107417 4540 D LEHMAN BROS HLDGS INC COM 52490810 1075 54268 SH SHARED 02 54268 D LEHMAN BROS HLDGS INC COM 52490810 58 2963 SH SHARED 04 2963 D LEHMAN BROS HLDGS INC COM 52490810 33 1700 SH SHARED 04 1700 D LEHMAN BROS HLDGS INC COM 52490810 3 200 SH SHARED 05 200 D LEHMAN BROS HLDGS INC COM 52490810 2074 104710 SH SHARED 06 84800 19910 D LEHMAN BROS HLDGS INC COM 52490810 17092 862838 SH SHARED 10 811238 51600 D LEHMAN BROS HLDGS INC COM 52490810 771 38942 SH SHARED 14 38942 D LEHMAN BROS HLDGS INC COM 52490810 78 3942 SH SHARED 21 160 3782 D LEHMAN BROS HLDGS INC COM 52490810 255 12900 SH SHARED 23 12900 D LEHMAN BROS HLDGS INC COM 52490810 61 3100 SH SHR/OTHR 23 3100 D LEHMAN BR FIRST TR INCM OPP COM 52517810 287 25500 SH SHARED 25500 D LEHMAN BROS HLDGS INC 7.25%CONV SR P 52523J45 263731 328937 SH SHARED 328937 D LEHMAN BROS HLDGS INC 7.25%CONV SR P 52523J45 1047 1307 SH SHARED 02 1307 D LEHMAN BROS HLDGS INC 7.25%CONV SR P 52523J45 801 1000 SH SHARED 06 1000 D LEMAITRE VASCULAR INC COM 52555820 0 246 SH SHARED 246 D LENNAR CORP CL A 52605710 0 24 SH SHARED 24 D LENNAR CORP CL A 52605710 9539 773090 SH SHARED 773090 D LENNAR CORP CL A 52605710 170 13800 SH SHARED 01 13800 D LENNAR CORP CL A 52605710 352 28539 SH SHARED 02 28539 D LENNAR CORP CL A 52605710 187 15200 SH SHARED 06 11600 3600 D LENNAR CORP CL A 52605710 2203 178537 SH SHARED 10 150837 27700 D LENNAR CORP CL A 52605710 59 4800 SH SHARED 14 4800 D LENNAR CORP CL B 52605730 2621 236146 SH SHARED 236146 D LENNAR CORP CL B 52605730 1 120 SH SHARED 01 120 D LENNOX INTL INC COM 52610710 1478 51050 SH SHARED 44450 6600 D LENNOX INTL INC COM 52610710 211 7300 SH SHARED 01 7300 D LENNOX INTL INC COM 52610710 40 1396 SH SHARED 02 1296 100 D LENNOX INTL INC COM 52610710 2502 86400 SH SHARED 10 74600 11800 D LEUCADIA NATL CORP NOTE 3.750% 4/1 527288AX 18893 8800000 PRN SHARED 8800000 D LEUCADIA NATL CORP NOTE 3.750% 4/1 527288AX 536 250000 PRN SHARED 23 250000 D LEUCADIA NATL CORP COM 52728810 8343 177747 SH SHARED 177747 D LEUCADIA NATL CORP COM 52728810 881 18785 SH SHARED 01 18785 D LEUCADIA NATL CORP COM 52728810 834 17788 SH SHARED 02 8450 9338 D LEUCADIA NATL CORP COM 52728810 1060 22600 SH SHARED 06 17500 5100 D LEUCADIA NATL CORP COM 52728810 8134 173286 SH SHARED 10 173286 D LEUCADIA NATL CORP COM 52728810 34 738 SH SHARED 21 494 244 D LEUCADIA NATL CORP COM 52728810 366 7800 SH SHARED 23 7800 D LEVEL 3 COMMUNICATIONS INC NOTE 6.000% 3/1 52729NAS 930 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CORP COM 55261F10 7215 102296 SH SHARED 02 101453 843 D M & T BK CORP COM 55261F10 3 50 SH SHARED 05 50 D M & T BK CORP COM 55261F10 697 9890 SH SHARED 06 8150 1740 D M & T BK CORP COM 55261F10 3094 43869 SH SHARED 10 43869 D MBIA INC COM 55262C10 622 141737 SH SHARED 141737 D MBIA INC COM 55262C10 97 22100 SH SHARED 01 22100 D MBIA INC COM 55262C10 2636 600535 SH SHARED 02 600535 D MBIA INC COM 55262C10 77 17700 SH SHARED 06 17700 D MBIA INC COM 55262C10 677 154286 SH SHARED 10 154286 D MBIA INC COM 55262C10 13 3050 SH SHR/OTHR 20 3050 D MBIA INC COM 55262C10 1 350 SH SHARED 23 350 D MBIA INC COM 55262C10 1 300 SH SHR/OTHR 23 300 D MB FINANCIAL INC NEW COM 55264U10 109 4864 SH SHARED 4864 D MB FINANCIAL INC NEW COM 55264U10 51 2275 SH SHARED 02 155 2120 D MB FINANCIAL INC NEW COM 55264U10 4110 182950 SH SHARED 10 182950 D MBF HEALTHCARE ACQUISITION C COM 55265010 3541 450000 SH SHARED 450000 D MBF HEALTHCARE ACQUISITION C *W EXP 04/16/201 55265011 21 82711 SH SHARED 82711 D MBF 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47560 SH SHARED 10 47560 D MGM MIRAGE COM 55295310 117 3453 SH SHARED 21 3453 D MGM MIRAGE COM 55295310 17 509 SH SHARED 23 509 D MGP INGREDIENTS INC COM 55302G10 75 13063 SH SHARED 13063 D MGP INGREDIENTS INC COM 55302G10 58 10100 SH SHARED 10 10100 D MHI HOSPITALITY CORP COM 55302L10 0 165 SH SHARED 165 D MGT CAPITAL INVTS INC COM 55302P10 6 3166 SH SHARED 3166 D MI DEVS INC CL A SUB VTG 55304X10 45 2007 SH SHARED 2007 D MI DEVS INC CL A SUB VTG 55304X10 31 1420 SH SHARED 10 1420 D M/I HOMES INC COM 55305B10 1356 86208 SH SHARED 86208 D M/I HOMES INC COM 55305B10 3 205 SH SHARED 01 205 D M/I HOMES INC COM 55305B10 61 3911 SH SHARED 02 3911 D M/I HOMES INC COM 55305B10 122 7800 SH SHARED 10 7800 D MKS INSTRUMENT INC COM 55306N10 411 18775 SH SHARED 18775 D MKS INSTRUMENT INC COM 55306N10 325 14850 SH SHARED 01 14850 D MKS INSTRUMENT INC COM 55306N10 237 10844 SH SHARED 02 10844 D MKS INSTRUMENT INC COM 55306N10 223 10200 SH SHARED 06 10200 D MKS INSTRUMENT INC COM 55306N10 19059 870287 SH SHARED 10 870287 D MIVA INC COM 55311R10 0 740 SH SHARED 740 D MLP & STRATEGIC EQUITY FD IN COM 55312N10 817 57905 SH SHARED 02 57905 D MMC ENERGY INC COM NEW 55312Q20 0 363 SH SHARED 363 D MPC CORPORATION COM 55316610 0 884 SH SHARED 884 D MPS GROUP INC COM 55340910 303 28537 SH SHARED 28537 D MPS GROUP INC COM 55340910 302 28500 SH SHARED 01 28500 D MPS GROUP INC COM 55340910 39 3712 SH SHARED 02 3712 D MPS GROUP INC COM 55340910 610 57400 SH SHARED 10 57400 D MRV COMMUNICATIONS INC COM 55347710 0 3 SH SHARED 3 D MRV COMMUNICATIONS INC COM 55347710 0 588 SH SHARED 02 588 D MRV COMMUNICATIONS INC COM 55347710 81 68500 SH SHARED 10 68500 D MRU HLDGS INC COM 55348A10 14 6443 SH SHARED 6443 D MSB FINANCIAL CORPORATION COM 55352P10 2 252 SH SHARED 252 D MSC INDL DIRECT INC CL A 55353010 1314 29790 SH SHARED 29790 D MSC INDL DIRECT INC CL A 55353010 736 16700 SH SHARED 01 16700 D MSC INDL DIRECT INC CL A 55353010 773 17547 SH SHARED 02 17482 65 D MSC INDL DIRECT INC CL A 55353010 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180 SH SHARED 02 180 D MAC-GRAY CORP COM 55415310 4 382 SH SHARED 382 D MACATAWA BK CORP COM 55422510 4 611 SH SHARED 611 D MACATAWA BK CORP COM 55422510 36 4500 SH SHARED 10 4500 D MACE SEC INTL INC COM NEW 55433520 0 404 SH SHARED 404 D MACERICH CO COM 55438210 34426 554098 SH SHARED 554098 D MACERICH CO COM 55438210 1415 22775 SH SHARED 01 175 22600 D MACERICH CO COM 55438210 612 9864 SH SHARED 02 8814 1050 D MACERICH CO COM 55438210 3 60 SH SHARED 05 60 D MACERICH CO COM 55438210 1419 22850 SH SHARED 10 21450 1400 D MACERICH CO COM 55438210 36850 593125 SH SHARED 11 253229 339896 D MACK CALI RLTY CORP COM 55448910 4935 144439 SH SHARED 143139 1300 D MACK CALI RLTY CORP COM 55448910 724 21200 SH SHARED 01 100 21100 D MACK CALI RLTY CORP COM 55448910 351 10279 SH SHARED 02 10279 D MACK CALI RLTY CORP COM 55448910 1194 34950 SH SHARED 10 34950 D MACK CALI RLTY CORP COM 55448910 47791 1398632 SH SHARED 11 1398632 D MACK CALI RLTY CORP COM 55448910 102 3000 SH SHR/OTHR 21 3000 D MACK CALI RLTY CORP COM 55448910 8 250 SH SHARED 23 250 D MACK CALI RLTY CORP COM 55448910 66 1950 SH SHR/OTHR 23 1950 D MACQUARIE INFRASTR CO LLC MEMBERSHIP INT 55608B10 55 2196 SH SHARED 2196 D MACQUARIE INFRASTR CO LLC MEMBERSHIP INT 55608B10 126 5012 SH SHARED 02 10 5002 D MACQUARIE INFRASTR CO LLC MEMBERSHIP INT 55608B10 367 14518 SH SHARED 10 14518 D MACQUARIE INFRASTR CO LLC MEMBERSHIP INT 55608B10 23 945 SH SHARED 21 945 D MACROSHARES OIL UP TRADEABLE SHS 55610L10 26262 656730 SH SHARED 656730 D MACROSHARES OIL DOWN TRADEAB SHS 55610N10 0 19000 SH SHARED 19000 D MACROVISION SOLUTIONS CORP COM 55611C10 329 21993 SH SHARED 21993 D MACROVISION SOLUTIONS CORP COM 55611C10 605 40500 SH SHARED 01 8500 32000 D MACROVISION SOLUTIONS CORP COM 55611C10 222 14843 SH SHARED 02 31 14812 D MACROVISION SOLUTIONS CORP COM 55611C10 303 20317 SH SHARED 10 20317 D MACYS INC COM 55616P10 16345 841674 SH SHARED 841674 D MACYS INC COM 55616P10 1282 66053 SH SHARED 01 61735 4318 D MACYS INC COM 55616P10 3 200 SH SHR/OTHR 01 200 D MACYS INC COM 55616P10 1150 59230 SH SHARED 02 56965 2265 D MACYS INC COM 55616P10 36 1900 SH SHARED 04 1900 D MACYS INC COM 55616P10 4 244 SH SHARED 05 244 D MACYS INC COM 55616P10 2679 137967 SH SHARED 06 123569 14398 D MACYS INC COM 55616P10 54403 2801416 SH SHARED 10 2751616 49800 D MACYS INC COM 55616P10 215 11093 SH SHARED 14 11093 D MACYS INC COM 55616P10 14 770 SH SHARED 20 770 D MACYS INC COM 55616P10 139 7190 SH SHARED 21 7190 D MACYS INC COM 55616P10 72 3734 SH SHARED 23 3734 D MACYS INC COM 55616P10 19 1008 SH SHR/OTHR 23 1008 D MADDEN STEVEN LTD COM 55626910 884 48115 SH SHARED 48115 D MADDEN STEVEN LTD COM 55626910 63 3461 SH SHARED 02 3101 360 D MADDEN STEVEN LTD COM 55626910 420 22900 SH SHARED 10 22900 D MADECO SA SPONS ADR NEW 55630420 101 10965 SH SHARED 10965 D MADISON CLAYMORE CALL &EQTY COM 55658210 40 4000 SH SHARED 02 4000 D MAG SILVER CORP COM 55903Q10 95 9700 SH SHARED 9700 D MAG SILVER CORP COM 55903Q10 5 537 SH SHARED 537 D MAG SILVER CORP COM 55903Q10 2994 304300 SH SHARED 10 304300 D MAGELLAN MIDSTREAM HLDGS LP COM LP INTS 55907R10 53352 2371205 SH SHARED 2371205 D MAGELLAN HEALTH SVCS INC COM NEW 55907920 901 24353 SH SHARED 24353 D MAGELLAN HEALTH SVCS INC COM NEW 55907920 85 2300 SH SHARED 01 2300 D MAGELLAN HEALTH SVCS INC COM NEW 55907920 0 1 SH SHARED 02 1 D MAGELLAN HEALTH SVCS INC COM NEW 55907920 1035 27961 SH SHARED 10 27961 D MAGELLAN HEALTH SVCS INC COM NEW 55907920 2 70 SH SHARED 21 70 D MAGELLAN MIDSTREAM PRTNRS LP COM UNIT RP LP 55908010 3131 87994 SH SHARED 87994 D MAGELLAN MIDSTREAM PRTNRS LP COM UNIT RP LP 55908010 1690 47501 SH SHARED 02 47501 D MAGELLAN PETE CORP COM 55909130 1 1082 SH SHARED 1082 D MAGMA DESIGN AUTOMATION COM 55918110 1983 326791 SH SHARED 326791 D MAGMA DESIGN AUTOMATION COM 55918110 1 277 SH SHARED 02 277 D MAGNA ENTMT CORP CL A 55921110 38 68537 SH SHARED 68537 D MAGNA INTL INC CL A 55922240 17105 288747 SH SHARED 287947 800 D MAGNA INTL INC CL A 55922240 29 500 SH SHARED 01 500 D MAGNA INTL INC CL A 55922240 9 168 SH SHARED 02 168 D MAGNA INTL INC CL A 55922240 78 1329 SH SHARED 06 879 450 D MAGNA INTL INC CL A 55922240 279 4715 SH SHARED 10 4715 D MAGNETEK INC COM 55942410 39 9428 SH SHARED 9428 D MAGNETEK INC COM 55942410 45 10700 SH SHARED 02 10700 D MAGYAR BANCORP INC COM 55977T10 0 71 SH SHARED 71 D MAGUIRE PPTYS INC COM 55977510 7286 598757 SH SHARED 598757 D MAGUIRE PPTYS INC COM 55977510 105 8675 SH SHARED 01 8675 D MAGUIRE PPTYS INC COM 55977510 337 27702 SH SHARED 02 2 27700 D MAGUIRE PPTYS INC COM 55977510 1552 127550 SH SHARED 10 127550 D MAGUIRE PPTYS INC COM 55977510 24236 1991464 SH SHARED 11 1148200 843264 D MAGYAR TELEKOM TELECOMMUNS P SPONSORED ADR 55977610 375 15583 SH SHARED 15583 D MAGYAR TELEKOM TELECOMMUNS P SPONSORED ADR 55977610 2474 102700 SH SHARED 02 102700 D MAHANAGAR TEL NIGAM LTD SPONS ADR 2001 55977840 695 163237 SH SHARED 163237 D MAIDENFORM BRANDS INC COM 56030510 19 1437 SH SHARED 1437 D MAIDENFORM BRANDS INC COM 56030510 8 653 SH SHARED 02 653 D MAINE & MARITIMES CORP COM 56037710 1 43 SH SHARED 43 D MAINSOURCE FINANCIAL GP INC COM 56062Y10 3 253 SH SHARED 253 D MAINSOURCE FINANCIAL GP INC COM 56062Y10 29 1885 SH SHARED 01 1885 D MAINSOURCE FINANCIAL GP INC COM 56062Y10 1 66 SH SHARED 02 66 D MAINSOURCE FINANCIAL GP INC COM 56062Y10 111 7200 SH SHARED 10 7200 D MAIR HOLDINGS INC COM 56063510 1 318 SH SHARED 318 D MAJESCO ENTERTAINMENT CO COM NEW 56069020 0 494 SH SHARED 494 D MAKEMUSIC INC COM NEW 56086P20 0 80 SH SHARED 80 D MAN SANG HLDGS INC COM NEW 56165120 0 2 SH SHARED 2 D MANAGEMENT NETWORK GROUP INC COM 56169310 0 471 SH SHARED 471 D MANHATTAN ASSOCS INC COM 56275010 1654 69701 SH SHARED 69701 D MANHATTAN ASSOCS INC COM 56275010 4 200 SH SHARED 01 200 D MANHATTAN ASSOCS INC COM 56275010 163 6869 SH SHARED 02 6869 D MANHATTAN ASSOCS INC COM 56275010 188 7953 SH SHARED 10 7953 D MANHATTAN ASSOCS INC COM 56275010 1656 69800 SH SHARED 14 69800 D MANITEK INTL INC COM 56342010 1 218 SH SHARED 218 D MANITOWOC INC COM 56357110 5311 163278 SH SHARED 163278 D MANITOWOC INC COM 56357110 371 11435 SH SHARED 01 10975 460 D MANITOWOC INC COM 56357110 857 26352 SH SHARED 02 21535 4817 D MANITOWOC INC COM 56357110 526 16200 SH SHARED 06 13200 3000 D MANITOWOC INC COM 56357110 19090 586855 SH SHARED 10 586855 D MANITOWOC INC COM 56357110 162 5000 SH SHARED 14 5000 D MANITOWOC INC COM 56357110 12 372 SH SHARED 21 372 D MANITOWOC INC COM 56357110 146 4500 SH SHARED 23 4500 D MANNATECH INC COM 56377110 3 700 SH SHARED 700 D MANNATECH INC COM 56377110 6 1147 SH SHARED 1147 D MANNATECH INC COM 56377110 0 50 SH SHARED 01 50 D MANNATECH INC COM 56377110 56 10400 SH SHARED 02 10400 D MANNKIND CORP NOTE 3.750%12/1 56400PAA 535 1005000 PRN SHARED 1005000 D MANNKIND CORP NOTE 3.750%12/1 56400PAA 0 1000 PRN SHARED 10 1000 D MANNKIND CORP COM 56400P20 4 1462 SH SHARED 1462 D MANNKIND CORP COM 56400P20 68 22767 SH SHR/OTHR 01 22767 D MANNKIND CORP COM 56400P20 0 119 SH SHARED 02 119 D MANNKIND CORP COM 56400P20 80 26900 SH SHARED 10 26900 D MANPOWER INC COM 56418H10 5510 94618 SH SHARED 94618 D MANPOWER INC COM 56418H10 1571 26975 SH SHARED 01 1975 25000 D MANPOWER INC COM 56418H10 2380 40870 SH SHARED 02 40870 D MANPOWER INC COM 56418H10 366 6290 SH SHARED 06 5050 1240 D MANPOWER INC COM 56418H10 21723 373000 SH SHARED 10 350200 22800 D MANPOWER INC COM 56418H10 1586 27242 SH SHARED 14 27242 D MANPOWER INC COM 56418H10 116 2000 SH SHARED 23 2000 D MANTECH INTL CORP CL A 56456310 437 9086 SH SHARED 9086 D MANTECH INTL CORP CL A 56456310 167 3474 SH SHARED 02 3474 D MANTECH INTL CORP CL A 56456310 1590 33054 SH SHARED 10 33054 D MANULIFE FINL CORP COM 56501R10 122852 3539407 SH SHARED 3537007 2400 D MANULIFE FINL CORP COM 56501R10 127 3668 SH SHARED 01 668 3000 D MANULIFE FINL CORP COM 56501R10 326 9400 SH SHARED 04 9400 D MANULIFE FINL CORP COM 56501R10 23 674 SH SHARED 05 674 D MANULIFE FINL CORP COM 56501R10 865 24946 SH SHARED 06 17464 7482 D MANULIFE FINL CORP COM 56501R10 3335 96100 SH SHARED 10 96100 D MANULIFE FINL CORP COM 56501R10 1512 43586 SH SHARED 14 43586 D MANULIFE FINL CORP COM 56501R10 173 5000 SH SHARED 20 5000 D MANULIFE FINL CORP COM 56501R10 39 1150 SH SHR/OTHR 20 1150 D MANULIFE FINL CORP COM 56501R10 381 11000 SH SHARED 23 11000 D MANULIFE FINL CORP COM 56501R10 3 100 SH SHR/OTHR 23 100 D MAP PHARMACEUTICALS INC COM 56509R10 984 95348 SH SHARED 95348 D MAP PHARMACEUTICALS INC COM 56509R10 17 1678 SH SHARED 02 178 1500 D MARATHON ACQUISITION CORP COM 56575610 1973 252321 SH SHARED 252321 D MARATHON ACQUISITION CORP COM 56575610 362 46400 SH SHARED 02 46400 D MARATHON ACQUISITION CORP *W EXP 08/24/201 56575611 15 16836 SH SHARED 16836 D MARATHON OIL CORP COM 56584910 3838 74010 SH SHARED 33900 40110 D MARATHON OIL CORP COM 56584910 180952 3488573 SH SHARED 3464773 23800 D MARATHON OIL CORP COM 56584910 3921 75593 SH SHARED 01 73843 1750 D MARATHON OIL CORP COM 56584910 4859 93693 SH SHARED 02 45859 47834 D MARATHON OIL CORP COM 56584910 156 3020 SH SHARED 04 3020 D MARATHON OIL CORP COM 56584910 92047 1774589 SH SHARED 04 1774589 D MARATHON OIL CORP COM 56584910 16 310 SH SHARED 05 310 D MARATHON OIL CORP COM 56584910 50066 965225 SH SHARED 06 279900 685325 D MARATHON OIL CORP COM 56584910 96474 1859919 SH SHARED 10 1768219 91700 D MARATHON OIL CORP COM 56584910 3074 59268 SH SHARED 14 59268 D MARATHON OIL CORP COM 56584910 38 750 SH SHARED 20 700 50 D MARATHON OIL CORP COM 56584910 233 4500 SH SHARED 21 4210 290 D MARATHON OIL CORP COM 56584910 51 1000 SH SHARED 23 1000 D MARATHON OIL CORP COM 56584910 358 6920 SH SHR/OTHR 23 6920 D MARCHEX INC CL B 56624R10 2 176 SH SHARED 176 D MARCHEX INC CL B 56624R10 6 500 SH SHARED 01 500 D MARCHEX INC CL B 56624R10 23 1900 SH SHARED 02 1900 D MARCHEX INC CL B 56624R10 144 11700 SH SHARED 10 11700 D MARCHEX INC CL B 56624R10 49 4000 SH SHARED 22 4000 D MARCUS CORP COM 56633010 49 3305 SH SHARED 3305 D MARCUS CORP COM 56633010 17 1200 SH SHARED 01 1200 D MARCUS CORP COM 56633010 113 7600 SH SHARED 02 7600 D MARINEMAX INC COM 56790810 11 1574 SH SHARED 1574 D MARINEMAX INC COM 56790810 0 69 SH SHARED 02 69 D MARINE PRODS CORP COM 56842710 30 4551 SH SHARED 4551 D MARINE PRODS CORP COM 56842710 0 1 SH SHARED 02 1 D MARINER ENERGY INC COM 56845T30 1980 53563 SH SHARED 53563 D MARINER ENERGY INC COM 56845T30 2029 54885 SH SHARED 01 51285 3600 D MARINER ENERGY INC COM 56845T30 1763 47700 SH SHR/OTHR 01 47700 D MARINER ENERGY INC COM 56845T30 16 444 SH SHARED 02 444 D MARINER ENERGY INC COM 56845T30 11 300 SH SHARED 06 300 D MARINER ENERGY INC COM 56845T30 11649 315100 SH SHARED 10 315100 D MARKEL CORP COM 57053510 41 112 SH SHARED 112 D MARKEL CORP COM 57053510 38 105 SH SHARED 01 105 D MARKEL CORP COM 57053510 209 570 SH SHARED 02 440 130 D MARKEL CORP COM 57053510 322 880 SH SHARED 10 880 D MARKEL CORP COM 57053510 880 2400 SH SHARED 23 2400 D MARKETAXESS HLDGS INC COM 57060D10 13 1832 SH SHARED 1832 D MARKETAXESS HLDGS INC COM 57060D10 0 1 SH SHARED 02 1 D MARKETAXESS HLDGS INC COM 57060D10 111 14800 SH SHARED 10 14800 D MARKET VECTORS ETF TR GOLD MINER ETF 57060U10 72 1500 SH SHARED 1500 D MARKET VECTORS ETF TR GOLD MINER ETF 57060U10 21869 450087 SH SHARED 450087 D MARKET VECTORS ETF TR GOLD MINER ETF 57060U10 10552 217175 SH SHARED 02 215250 1925 D MARKET VECTORS ETF TR GOLD MINER ETF 57060U10 170 3500 SH SHARED 23 3500 D MARKET VECTORS ETF TR MV ENVIR SVCS 57060U20 1211 23152 SH SHARED 02 23152 D MARKET VECTORS ETF TR MV STEEL INDEX 57060U30 10 100 SH SHARED 100 D MARKET VECTORS ETF TR MV STEEL INDEX 57060U30 9 89 SH SHARED 02 89 D MARKET VECTORS ETF TR GBL ALTER ENRG 57060U40 2014 39318 SH SHARED 02 39318 D MARKET VECTORS ETF TR RUSSIA ETF 57060U50 3397 63135 SH SHARED 63135 D MARKET VECTORS ETF TR RUSSIA ETF 57060U50 2042 37954 SH SHARED 02 37954 D MARKET VECTORS ETF TR AGRIBUS ETF 57060U60 3097 50000 SH SHARED 50000 D MARKET VECTORS ETF TR AGRIBUS ETF 57060U60 1946 31420 SH SHARED 01 31420 D MARKET VECTORS ETF TR AGRIBUS ETF 57060U60 6182 99797 SH SHARED 02 99797 D MARKET VECTORS ETF TR NUC ENERGY ETF 57060U70 1612 47133 SH SHARED 02 47133 D MARKET VECTORS ETF TR COAL ETF 57060U83 854 14727 SH SHARED 14727 D MARKET VECTORS ETF TR COAL ETF 57060U83 2267 39100 SH SHARED 02 39100 D MARKWEST ENERGY PARTNERS L P UNIT LTD PARTN 57075910 63635 1785465 SH SHARED 1785465 D MARKWEST ENERGY PARTNERS L P UNIT LTD PARTN 57075910 616 17300 SH SHARED 02 17300 D MARKWEST ENERGY PARTNERS L P UNIT LTD PARTN 57075910 58 1649 SH SHARED 10 1649 D MARLIN BUSINESS SVCS CORP COM 57115710 1 228 SH SHARED 228 D MARLIN BUSINESS SVCS CORP COM 57115710 42 6170 SH SHARED 10 6170 D MARSH & MCLENNAN COS INC COM 57174810 150 5680 SH SHARED 5680 D MARSH & MCLENNAN COS INC COM 57174810 73558 2770578 SH SHARED 2770578 D MARSH & MCLENNAN COS INC COM 57174810 1818 68497 SH SHARED 01 68497 D MARSH & MCLENNAN COS INC COM 57174810 12 465 SH SHR/OTHR 01 465 D MARSH & MCLENNAN COS INC COM 57174810 4792 180502 SH SHARED 02 171024 9478 D MARSH & MCLENNAN COS INC COM 57174810 8 310 SH SHARED 05 310 D MARSH & MCLENNAN COS INC COM 57174810 1987 74860 SH SHARED 06 59450 15410 D MARSH & MCLENNAN COS INC COM 57174810 6128 230824 SH SHARED 10 230824 D MARSH & MCLENNAN COS INC COM 57174810 26 1000 SH SHARED 23 1000 D MARSH & MCLENNAN COS INC COM 57174810 132 5000 SH SHR/OTHR 23 5000 D MARSHALL & ILSLEY CORP NEW COM 57183710 2992 195224 SH SHARED 195224 D MARSHALL & ILSLEY CORP NEW COM 57183710 403 26300 SH SHARED 01 26300 D MARSHALL & ILSLEY CORP NEW COM 57183710 673 43920 SH SHARED 02 43920 D MARSHALL & ILSLEY CORP NEW COM 57183710 518 33842 SH SHARED 06 25343 8499 D MARSHALL & ILSLEY CORP NEW COM 57183710 3661 238815 SH SHARED 10 238815 D MARSHALL & ILSLEY CORP NEW COM 57183710 6 399 SH SHARED 14 399 D MARSHALL & ILSLEY CORP NEW COM 57183710 23 1540 SH SHARED 20 1540 D MARSHALL & ILSLEY CORP NEW COM 57183710 13 900 SH SHR/OTHR 20 900 D MARRIOTT INTL INC NEW CL A 57190320 12080 460381 SH SHARED 460381 D MARRIOTT INTL INC NEW CL A 57190320 20081 765296 SH SHARED 01 183333 581963 D MARRIOTT INTL INC NEW CL A 57190320 72454 2761240 SH SHR/OTHR 01 2761240 D MARRIOTT INTL INC NEW CL A 57190320 4073 155235 SH SHARED 02 153790 1445 D MARRIOTT INTL INC NEW CL A 57190320 175 6700 SH SHARED 04 6700 D MARRIOTT INTL INC NEW CL A 57190320 5 200 SH SHARED 05 200 D MARRIOTT INTL INC NEW CL A 57190320 1076 41020 SH SHARED 06 31300 9720 D MARRIOTT INTL INC NEW CL A 57190320 6031 229862 SH SHARED 10 229862 D MARRIOTT INTL INC NEW CL A 57190320 393 14979 SH SHARED 20 12330 2649 D MARRIOTT INTL INC NEW CL A 57190320 262 10000 SH SHR/OTHR 20 10000 D MARRIOTT INTL INC NEW CL A 57190320 36 1374 SH SHARED 21 1374 D MARRIOTT INTL INC NEW CL A 57190320 41 1600 SH SHR/OTHR 21 1600 D MARRIOTT INTL INC NEW CL A 57190320 404 15430 SH SHARED 22 12605 2825 D MARRIOTT INTL INC NEW CL A 57190320 55 2130 SH SHR/OTHR 22 2130 D MARRIOTT INTL INC NEW CL A 57190320 933 35589 SH SHARED 23 33089 2500 D MARRIOTT INTL INC NEW CL A 57190320 941 35895 SH SHR/OTHR 23 35895 D MARSHALL EDWARDS INC COM 57232230 4 1593 SH SHARED 02 1593 D MARTEK BIOSCIENCES CORP COM 57290110 6 200 SH SHARED 200 D MARTEK BIOSCIENCES CORP COM 57290110 518 15370 SH SHARED 15370 D MARTEK BIOSCIENCES CORP COM 57290110 121 3600 SH SHARED 01 3600 D MARTEK BIOSCIENCES CORP COM 57290110 141 4187 SH SHARED 02 3587 600 D MARTEK BIOSCIENCES CORP COM 57290110 1011 30000 SH SHARED 04 30000 D MARTEK BIOSCIENCES CORP COM 57290110 327 9710 SH SHARED 10 9710 D MARTEN TRANS LTD COM 57307510 171 10752 SH SHARED 10752 D MARTEN TRANS LTD COM 57307510 1 63 SH SHARED 02 63 D MARTHA STEWART LIVING OMNIME CL A 57308310 39 5345 SH SHARED 5345 D MARTHA STEWART LIVING OMNIME CL A 57308310 88 12007 SH SHARED 02 12007 D MARTHA STEWART LIVING OMNIME CL A 57308310 8 1200 SH SHARED 10 1200 D MARTIN MARIETTA MATLS INC COM 57328410 1305 12600 SH SHARED 12600 D MARTIN MARIETTA MATLS INC COM 57328410 12257 118324 SH SHARED 118324 D MARTIN MARIETTA MATLS INC COM 57328410 2168 20931 SH SHARED 01 7131 13800 D MARTIN MARIETTA MATLS INC COM 57328410 9913 95702 SH SHARED 02 89903 5799 D MARTIN MARIETTA MATLS INC COM 57328410 4 40 SH SHARED 05 40 D MARTIN MARIETTA MATLS INC COM 57328410 51 500 SH SHARED 06 50 450 D MARTIN MARIETTA MATLS INC COM 57328410 16831 162480 SH SHARED 10 127980 34500 D MARTIN MARIETTA MATLS INC COM 57328410 10 100 SH SHARED 21 100 D MARTIN MIDSTREAM PRTNRS L P UNIT L P INT 57333110 8054 245568 SH SHARED 245568 D MARTIN MIDSTREAM PRTNRS L P UNIT L P INT 57333110 177 5400 SH SHARED 02 5400 D MARVEL ENTERTAINMENT INC COM 57383T10 3288 102316 SH SHARED 102316 D MARVEL ENTERTAINMENT INC COM 57383T10 498 15500 SH SHARED 01 15500 D MARVEL ENTERTAINMENT INC COM 57383T10 200 6248 SH SHARED 02 4556 1692 D MARVEL ENTERTAINMENT INC COM 57383T10 204 6364 SH SHARED 10 6364 D MARVEL ENTERTAINMENT INC COM 57383T10 6 200 SH SHR/OTHR 23 200 D MASCO CORP COM 57459910 36431 2316044 SH SHARED 2316044 D MASCO CORP COM 57459910 1425 90648 SH SHARED 01 90648 D MASCO CORP COM 57459910 1168 74282 SH SHARED 02 74102 180 D MASCO CORP COM 57459910 4 300 SH SHARED 05 300 D MASCO CORP COM 57459910 1086 69090 SH SHARED 06 59350 9740 D MASCO CORP COM 57459910 3185 202515 SH SHARED 10 202515 D MASCO CORP COM 57459910 59 3800 SH SHARED 14 3800 D MASCO CORP COM 57459910 3 220 SH SHARED 21 220 D MASCO CORP COM 57459910 30 1920 SH SHARED 22 1920 D MASCO CORP COM 57459910 144 9200 SH SHARED 23 9200 D MASCO CORP COM 57459910 30 1920 SH SHR/OTHR 23 1920 D MASIMO CORP COM 57479510 2669 77722 SH SHARED 02 38822 38900 D MASSBANK CORP READ MASS COM 57615210 11 295 SH SHARED 295 D MASSBANK CORP READ MASS COM 57615210 15 399 SH SHARED 23 399 D MASSEY ENERGY CORP COM 57620610 10410 111045 SH SHARED 111045 D MASSEY ENERGY CORP COM 57620610 2287 24399 SH SHARED 01 24399 D MASSEY ENERGY CORP COM 57620610 2306 24600 SH SHR/OTHR 01 24600 D MASSEY ENERGY CORP COM 57620610 1730 18455 SH SHARED 02 18455 D MASSEY ENERGY CORP COM 57620610 825 8800 SH SHARED 06 7200 1600 D MASSEY ENERGY CORP COM 57620610 3637 38800 SH SHARED 10 38800 D MASTEC INC COM 57632310 78 7387 SH SHARED 7387 D MASTEC INC COM 57632310 279 26225 SH SHARED 01 26225 D MASTEC INC COM 57632310 30 2819 SH SHARED 02 2819 D MASTEC INC COM 57632310 1428 134000 SH SHARED 10 134000 D MASTERCARD INC CL A 57636Q10 150174 565586 SH SHARED 559386 6200 D MASTERCARD INC CL A 57636Q10 1271 4790 SH SHARED 01 4390 400 D MASTERCARD INC CL A 57636Q10 198188 746418 SH SHARED 02 745750 668 D MASTERCARD INC CL A 57636Q10 2389 9000 SH SHARED 04 9000 D MASTERCARD INC CL A 57636Q10 14614 55040 SH SHARED 05 55040 D MASTERCARD INC CL A 57636Q10 17740 66815 SH SHARED 06 19865 46950 D MASTERCARD INC CL A 57636Q10 52538 197870 SH SHARED 10 196670 1200 D MASTERCARD INC CL A 57636Q10 26 100 SH SHARED 14 100 D MASTERCARD INC CL A 57636Q10 172 649 SH SHARED 21 649 D MATERIAL SCIENCES CORP COM 57667410 12 1582 SH SHARED 1582 D MATERIAL SCIENCES CORP COM 57667410 49 6100 SH SHARED 02 6100 D MATHSTAR INC COM NEW 57680130 41 29338 SH SHARED 29338 D MATRIXX INITIATIVES INC COM 57685L10 155 9312 SH SHARED 9312 D MATRIX SVC CO COM 57685310 323 14037 SH SHARED 14037 D MATRIX SVC CO COM 57685310 689 29900 SH SHARED 01 29900 D MATRIX SVC CO COM 57685310 876 38000 SH SHR/OTHR 01 38000 D MATRIX SVC CO COM 57685310 1 63 SH SHARED 02 63 D MATRIX SVC CO COM 57685310 5872 254670 SH SHARED 10 254670 D MATRIX SVC CO COM 57685310 21 940 SH SHARED 21 940 D MATSUSHITA ELEC INDL ADR 57687920 702 32808 SH SHARED 32808 D MATSUSHITA ELEC INDL ADR 57687920 55 2573 SH SHARED 02 2573 D MATTEL INC COM 57708110 94 5500 SH SHARED 5500 D MATTEL INC COM 57708110 15250 890790 SH SHARED 890790 D MATTEL INC COM 57708110 1836 107255 SH SHARED 01 107255 D MATTEL INC COM 57708110 1217 71123 SH SHARED 02 65093 6030 D MATTEL INC COM 57708110 1176 68700 SH SHARED 04 68700 D MATTEL INC COM 57708110 5 300 SH SHARED 05 300 D MATTEL INC COM 57708110 2290 133820 SH SHARED 06 121250 12570 D MATTEL INC COM 57708110 73010 4264643 SH SHARED 10 2782240 1482403 D MATTEL INC COM 57708110 407 23800 SH SHARED 15 23800 D MATTEL INC COM 57708110 19 1150 SH SHARED 20 1150 D MATTEL INC COM 57708110 38 2220 SH SHARED 21 1500 720 D MATTEL INC COM 57708110 455 26600 SH SHR/OTHR 23 26600 D MATTEL INC COM 57708110 503 29400 SH SHARED 24 29400 D MATTHEWS INTL CORP CL A 57712810 519 11477 SH SHARED 11477 D MATTHEWS INTL CORP CL A 57712810 442 9775 SH SHARED 01 175 9600 D MATTHEWS INTL CORP CL A 57712810 276 6099 SH SHARED 02 6099 D MATTHEWS INTL CORP CL A 57712810 292 6467 SH SHARED 10 6467 D MATTHEWS INTL CORP CL A 57712810 22 500 SH SHARED 21 500 D MATTSON TECHNOLOGY INC COM 57722310 42 8929 SH SHARED 8929 D MATTSON TECHNOLOGY INC COM 57722310 46 9700 SH SHARED 01 9700 D MATTSON TECHNOLOGY INC COM 57722310 0 1 SH SHARED 02 1 D MATTSON TECHNOLOGY INC COM 57722310 507 106600 SH SHARED 10 106600 D MAXTOR CORP NOTE 6.800% 4/3 577729AC 20960 20000000 PRN SHARED 20000000 D MAXTOR CORP NOTE 2.375% 8/1 577729AE 6285 5000000 PRN SHARED 5000000 D MAXCOM TELECOMUNICACIONES SA ADR REP PR CTF 57773A50 53 4350 SH SHARED 4350 D MAXCOM TELECOMUNICACIONES SA ADR REP PR CTF 57773A50 390 31950 SH SHARED 04 31950 D MAXCOM TELECOMUNICACIONES SA ADR REP PR CTF 57773A50 4329 354000 SH SHARED 10 354000 D MAXUS RLTY TR INC COM 57774B10 0 28 SH SHARED 28 D MAXWELL TECHNOLOGIES INC COM 57776710 1454 136953 SH SHARED 136953 D MAXWELL TECHNOLOGIES INC COM 57776710 42 4045 SH SHARED 02 2045 2000 D MAXYGEN INC COM 57777610 222 65659 SH SHARED 65659 D MAXYGEN INC COM 57777610 0 165 SH SHARED 02 165 D MAXYGEN INC COM 57777610 22 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 711 20426 SH SHARED 20426 D MAXIMUS INC COM 57793310 107 3100 SH SHARED 01 3100 D MAXIMUS INC COM 57793310 31 891 SH SHARED 02 891 D MAXIMUS INC COM 57793310 188 5400 SH SHARED 06 5400 D MAXIMUS INC COM 57793310 2256 64800 SH SHARED 10 64800 D MAYFLOWER BANCORP INC COM 57832110 0 51 SH SHARED 51 D MBT FINL CORP COM 57887710 7 1271 SH SHARED 1271 D MCAFEE INC COM 57906410 4267 125393 SH SHARED 125393 D MCAFEE INC COM 57906410 1802 52957 SH SHARED 01 1982 50975 D MCAFEE INC COM 57906410 1377 40491 SH SHARED 02 40491 D MCAFEE INC COM 57906410 81 2400 SH SHARED 06 2400 D MCAFEE INC COM 57906410 12143 356850 SH SHARED 10 356850 D MCAFEE INC COM 57906410 524 15400 SH SHARED 14 15400 D MCCLATCHY CO CL A 57948910 4369 644429 SH SHARED 644429 D MCCLATCHY CO CL A 57948910 267 39424 SH SHARED 02 39424 D MCCLATCHY CO CL A 57948910 132 19500 SH SHARED 10 19500 D MCCLATCHY CO CL A 57948910 3 511 SH SHR/OTHR 23 511 D MCCORMICK & CO INC COM NON VTG 57978020 3840 107710 SH SHARED 107710 D MCCORMICK & CO INC COM NON VTG 57978020 461 12950 SH SHARED 01 12950 D MCCORMICK & CO INC COM NON VTG 57978020 1176 32984 SH SHARED 02 26759 6225 D MCCORMICK & CO INC COM NON VTG 57978020 11689 327800 SH SHARED 04 327800 D MCCORMICK & CO INC COM NON VTG 57978020 2121 59480 SH SHARED 06 11800 47680 D MCCORMICK & CO INC COM NON VTG 57978020 9865 276650 SH SHARED 10 276650 D MCCORMICK & SCHMICKS SEAFD R COM 57979310 3 393 SH SHARED 393 D MCCORMICK & SCHMICKS SEAFD R COM 57979310 3829 397200 SH SHARED 10 397200 D MCDATA CORP NOTE 2.250% 2/1 580031AD 1064 1114000 PRN SHARED 1114000 D MCDERMOTT INTL INC COM 58003710 1076 17386 SH SHARED 17386 D MCDERMOTT INTL INC COM 58003710 501 8100 SH SHARED 01 8100 D MCDERMOTT INTL INC COM 58003710 760 12292 SH SHARED 02 8800 3492 D MCDERMOTT INTL INC COM 58003710 30 500 SH SHARED 04 500 D MCDERMOTT INTL INC COM 58003710 3 60 SH SHARED 05 60 D MCDERMOTT INTL INC COM 58003710 823 13300 SH SHARED 06 11200 2100 D MCDERMOTT INTL INC COM 58003710 17601 284400 SH SHARED 10 284400 D MCDERMOTT INTL INC COM 58003710 692 11187 SH SHARED 14 11187 D MCDERMOTT INTL INC COM 58003710 194 3135 SH SHARED 21 575 2560 D MCDERMOTT INTL INC COM 58003710 544 8800 SH SHR/OTHR 23 8800 D MCDONALDS CORP COM 58013510 1317 23431 SH SHARED 9744 13687 D MCDONALDS CORP COM 58013510 131884 2345871 SH SHARED 2285731 60140 D MCDONALDS CORP COM 58013510 25978 462093 SH SHARED 01 366408 95685 D MCDONALDS CORP COM 58013510 5175 92060 SH SHR/OTHR 01 92060 D MCDONALDS CORP COM 58013510 20402 362901 SH SHARED 02 331735 31166 D MCDONALDS CORP COM 58013510 86 1538 SH SHARED 04 1538 D MCDONALDS CORP COM 58013510 37476 666600 SH SHARED 04 666600 D MCDONALDS CORP COM 58013510 29 520 SH SHARED 05 520 D MCDONALDS CORP COM 58013510 50163 892278 SH SHARED 06 199931 692347 D MCDONALDS CORP COM 58013510 135348 2407478 SH SHARED 10 2361763 45715 D MCDONALDS CORP COM 58013510 1317 23428 SH SHARED 14 23428 D MCDONALDS CORP COM 58013510 5794 103070 SH SHARED 19 103070 D MCDONALDS CORP COM 58013510 5072 90219 SH SHARED 20 61295 250 28674 D MCDONALDS CORP COM 58013510 1784 31746 SH SHR/OTHR 20 31746 D MCDONALDS CORP COM 58013510 1159 20630 SH SHARED 21 16639 3991 D MCDONALDS CORP COM 58013510 910 16200 SH SHR/OTHR 21 16200 D MCDONALDS CORP COM 58013510 1501 26715 SH SHARED 22 19025 7690 D MCDONALDS CORP COM 58013510 215 3832 SH SHR/OTHR 22 3832 D MCDONALDS CORP COM 58013510 4134 73540 SH SHARED 23 69725 3815 D MCDONALDS CORP COM 58013510 9110 162057 SH SHR/OTHR 23 162057 D MCG CAPITAL CORP COM 58047P10 248 62504 SH SHARED 62504 D MCG CAPITAL CORP COM 58047P10 177 44618 SH SHARED 02 43418 1200 D MCG CAPITAL CORP COM 58047P10 1101 276650 SH SHARED 10 276650 D MCGRATH RENTCORP COM 58058910 41 1682 SH SHARED 1682 D MCGRATH RENTCORP COM 58058910 36 1500 SH SHARED 01 1500 D MCGRATH RENTCORP COM 58058910 115 4702 SH SHARED 02 4702 D MCGRAW HILL COS INC COM 58064510 24027 598901 SH SHARED 598901 D MCGRAW HILL COS INC COM 58064510 4745 118282 SH SHARED 01 60092 58190 D MCGRAW HILL COS INC COM 58064510 4286 106853 SH SHR/OTHR 01 106853 D MCGRAW HILL COS INC COM 58064510 682 17017 SH SHARED 02 9582 7435 D MCGRAW HILL COS INC COM 58064510 316 7900 SH SHARED 04 7900 D MCGRAW HILL COS INC COM 58064510 6126 152700 SH SHARED 04 152700 D MCGRAW HILL COS INC COM 58064510 7 190 SH SHARED 05 190 D MCGRAW HILL COS INC COM 58064510 1780 44370 SH SHARED 06 34700 9670 D MCGRAW HILL COS INC COM 58064510 6567 163706 SH SHARED 10 163706 D MCGRAW HILL COS INC COM 58064510 413 10300 SH SHARED 14 3000 7300 D MCGRAW HILL COS INC COM 58064510 3171 79053 SH SHARED 20 20090 58963 D MCGRAW HILL COS INC COM 58064510 1103 27500 SH SHR/OTHR 20 27500 D MCGRAW HILL COS INC COM 58064510 498 12425 SH SHARED 21 12425 D MCGRAW HILL COS INC COM 58064510 20 500 SH SHR/OTHR 21 500 D MCGRAW HILL COS INC COM 58064510 28848 719044 SH SHARED 22 544244 174800 D MCGRAW HILL COS INC COM 58064510 805 20075 SH SHR/OTHR 22 20075 D MCGRAW HILL COS INC COM 58064510 7887 196586 SH SHARED 23 194086 2500 D MCGRAW HILL COS INC COM 58064510 119717 2983989 SH SHR/OTHR 23 2983989 D MCKESSON CORP COM 58155Q10 89558 1601840 SH SHARED 1601840 D MCKESSON CORP COM 58155Q10 1830 32745 SH SHARED 01 28393 4352 D MCKESSON CORP COM 58155Q10 2289 40954 SH SHARED 02 33847 7107 D MCKESSON CORP COM 58155Q10 4411 78900 SH SHARED 04 78900 D MCKESSON CORP COM 58155Q10 8 148 SH SHARED 05 148 D MCKESSON CORP COM 58155Q10 3339 59726 SH SHARED 06 50636 9090 D MCKESSON CORP COM 58155Q10 22634 404839 SH SHARED 10 404839 D MCKESSON CORP COM 58155Q10 2207 39476 SH SHARED 14 2700 36776 D MCMORAN EXPLORATION CO COM 58241110 451 16395 SH SHARED 16395 D MCMORAN EXPLORATION CO COM 58241110 165 6000 SH SHARED 01 6000 D MCMORAN EXPLORATION CO COM 58241110 386 14039 SH SHARED 02 14039 D MCMORAN EXPLORATION CO COM 58241110 1244 45205 SH SHARED 06 45205 D MCMORAN EXPLORATION CO COM 58241110 4390 159524 SH SHARED 10 159524 D MCMORAN EXPLORATION CO PFD MAND CNV 58241150 5613 30000 SH SHARED 30000 D MEADE INSTRUMENTS CORP COM 58306210 0 436 SH SHARED 436 D MEADOW VY CORP COM 58318510 84 9348 SH SHARED 9348 D MEADOWBROOK INS GROUP INC COM 58319P10 16 3132 SH SHARED 3132 D MEADOWBROOK INS GROUP INC COM 58319P10 2 546 SH SHARED 02 546 D MEADOWBROOK INS GROUP INC COM 58319P10 76 14500 SH SHARED 10 14500 D MEADWESTVACO CORP COM 58333410 7141 299568 SH SHARED 299568 D MEADWESTVACO CORP COM 58333410 600 25201 SH SHARED 01 25201 D MEADWESTVACO CORP COM 58333410 498 20931 SH SHARED 02 13033 7898 D MEADWESTVACO CORP COM 58333410 2 118 SH SHARED 04 118 D MEADWESTVACO CORP COM 58333410 4 200 SH SHARED 05 200 D MEADWESTVACO CORP COM 58333410 575 24160 SH SHARED 06 19250 4910 D MEADWESTVACO CORP COM 58333410 1953 81933 SH SHARED 10 81933 D MEADWESTVACO CORP COM 58333410 28 1200 SH SHARED 14 1200 D MEADWESTVACO CORP COM 58333410 26 1102 SH SHR/OTHR 23 1102 D MEASUREMENT SPECIALTIES INC COM 58342110 216 12318 SH SHARED 12318 D MECHANICAL TECHNOLOGY INC COM NEW 58353820 0 123 SH SHARED 123 D MECHEL OAO SPONSORED ADR 58384010 4136 83500 SH SHARED 2500 81000 D MECHEL OAO SPONSORED ADR 58384010 12491 252152 SH SHARED 252152 D MECHEL OAO SPONSORED ADR 58384010 29 595 SH SHARED 02 195 400 D MECHEL OAO SPONSORED ADR 58384010 44586 900000 SH SHARED 04 900000 D MECHEL OAO SPONSORED ADR 58384010 20157 406900 SH SHARED 05 406900 D MECHEL OAO SPONSORED ADR 58384010 8917 180000 SH SHARED 06 180000 D MECHEL OAO SPONSORED ADR 58384010 549 11100 SH SHARED 14 11100 D MECHEL OAO SPONSORED ADR 58384010 11 240 SH SHR/OTHR 23 240 D MEDAREX INC COM 58391610 1692 256023 SH SHARED 256023 D MEDAREX INC COM 58391610 92 14055 SH SHARED 01 14055 D MEDAREX INC COM 58391610 4 668 SH SHARED 02 668 D MEDAREX INC COM 58391610 442 66904 SH SHARED 04 66904 D MEDAREX INC COM 58391610 673 101828 SH SHARED 10 101828 D MEDALLION FINL CORP COM 58392810 4 483 SH SHARED 483 D MEDALLION FINL CORP COM 58392810 9 1000 SH SHR/OTHR 23 1000 D MEDCATH CORP COM 58404W10 31 1748 SH SHARED 1748 D MEDCATH CORP COM 58404W10 129 7200 SH SHARED 02 4200 3000 D MEDCATH CORP COM 58404W10 110 6172 SH SHARED 10 6172 D MEDASSETS INC COM 58404510 5 332 SH SHARED 332 D MEDASSETS INC COM 58404510 1 108 SH SHARED 02 108 D MEDCO HEALTH SOLUTIONS INC COM 58405U10 22991 487117 SH SHARED 477387 9730 D MEDCO HEALTH SOLUTIONS INC COM 58405U10 4568 96782 SH SHARED 01 83028 13754 D MEDCO HEALTH SOLUTIONS INC COM 58405U10 55 1178 SH SHR/OTHR 01 1178 D MEDCO HEALTH SOLUTIONS INC COM 58405U10 4698 99534 SH SHARED 02 89711 9823 D MEDCO HEALTH SOLUTIONS INC COM 58405U10 6179 130932 SH SHARED 04 130932 D MEDCO HEALTH SOLUTIONS INC COM 58405U10 12 270 SH SHARED 05 270 D MEDCO HEALTH SOLUTIONS INC COM 58405U10 4166 88276 SH SHARED 06 72270 16006 D MEDCO HEALTH SOLUTIONS INC COM 58405U10 75871 1607442 SH SHARED 10 1596742 10700 D MEDCO HEALTH SOLUTIONS INC COM 58405U10 118 2500 SH SHARED 14 2500 D MEDCO HEALTH SOLUTIONS INC COM 58405U10 2 48 SH SHARED 19 48 D MEDCO HEALTH SOLUTIONS INC COM 58405U10 102 2170 SH SHARED 20 2170 D MEDCO HEALTH SOLUTIONS INC COM 58405U10 2 48 SH SHARED 21 48 D MEDCO HEALTH SOLUTIONS INC COM 58405U10 242 5142 SH SHARED 22 4322 820 D MEDCO HEALTH SOLUTIONS INC COM 58405U10 2007 42542 SH SHARED 23 35854 6688 D MEDCO HEALTH SOLUTIONS INC COM 58405U10 2461 52156 SH SHR/OTHR 23 52156 D MEDECISION INC COM 58406P10 1 198 SH SHARED 198 D MEDECISION INC COM 58406P10 4371 657421 SH SHARED 04 657421 D MEDIA & ENTMT HOLDINGS INC COM 58439W10 6471 851509 SH SHARED 851509 D MEDIA & ENTMT HOLDINGS INC COM 58439W10 1412 185900 SH SHARED 02 185900 D MEDIA & ENTMT HOLDINGS INC *W EXP 03/09/201 58439W11 7 19490 SH SHARED 19490 D MEDIA GEN INC CL A 58440410 1201 100565 SH SHARED 100565 D MEDIA GEN INC CL A 58440410 120 10100 SH SHARED 01 10100 D MEDIA GEN INC CL A 58440410 224 18755 SH SHARED 02 18755 D MEDIA GEN INC CL A 58440410 53 4500 SH SHARED 10 4500 D MEDIA GEN INC CL A 58440410 11 1000 SH SHARED 23 1000 D MEDIALINK WORLDWIDE INC COM 58445P10 0 157 SH SHARED 157 D MEDIACOM COMMUNICATIONS CORP CL A 58446K10 1187 222403 SH SHARED 222403 D MEDIACOM COMMUNICATIONS CORP CL A 58446K10 0 3 SH SHARED 02 3 D MEDIACOM COMMUNICATIONS CORP CL A 58446K10 49 9200 SH SHARED 10 9200 D MEDIA SCIENCES INTL INC COM 58446X10 0 244 SH SHARED 244 D MEDIA SCIENCES INTL INC COM 58446X10 47 20000 SH SHR/OTHR 01 20000 D MEDICAL ACTION INDS INC COM 58449L10 69 6704 SH SHARED 6704 D MEDICAL ACTION INDS INC COM 58449L10 15 1524 SH SHARED 21 1524 D MEDICAL STAFFING NETWK HLDGS COM 58463F10 9 2384 SH SHARED 2384 D MEDICAL STAFFING NETWK HLDGS COM 58463F10 10 2600 SH SHARED 02 1600 1000 D MEDICAL PPTYS TRUST INC COM 58463J30 2222 219589 SH SHARED 219589 D MEDICAL PPTYS TRUST INC COM 58463J30 127 12609 SH SHARED 02 1309 11300 D MEDICAL PPTYS TRUST INC COM 58463J30 2658 262663 SH SHARED 10 262663 D MEDICAL PPTYS TRUST INC COM 58463J30 58020 5733263 SH SHARED 11 3063837 2669426 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 158 8002 SH SHARED 8002 D MEDICINES CO COM 58468810 91 4600 SH SHARED 01 4600 D MEDICINES CO COM 58468810 5 296 SH SHARED 02 241 55 D MEDICINES CO COM 58468810 991 50000 SH SHARED 04 50000 D MEDICINES CO COM 58468810 2241 113100 SH SHARED 10 113100 D MEDICIS PHARMACEUTICAL CORP CL A NEW 58469030 2414 116204 SH SHARED 116204 D MEDICIS PHARMACEUTICAL CORP CL A NEW 58469030 471 22700 SH SHARED 01 5000 17700 D MEDICIS PHARMACEUTICAL CORP CL A NEW 58469030 1395 67139 SH SHARED 02 17084 50055 D MEDICIS PHARMACEUTICAL CORP CL A NEW 58469030 4124 198500 SH SHARED 10 198500 D MEDIFAST INC COM 58470H10 8 1528 SH SHARED 1528 D MEDICIS PHARMACEUTICAL CORP NOTE 2.500% 6/0 58470KAA 17346 18855008 PRN SHARED 02 18855008 D MEDIWARE INFORMATION SYS INC COM 58494610 1 216 SH SHARED 216 D MEDIWARE INFORMATION SYS INC COM 58494610 17 3000 SH SHARED 02 3000 D MEDTOX SCIENTIFIC INC COM NEW 58497720 8 627 SH SHARED 627 D MEDIS TECHNOLOGIES LTD COM 58500P10 1698 502531 SH SHARED 502531 D MEDIS TECHNOLOGIES LTD COM 58500P10 9 2719 SH SHARED 02 2719 D MEDIVATION INC COM 58501N10 6104 516025 SH SHARED 516025 D MEDIVATION INC COM 58501N10 16 1433 SH SHARED 02 433 1000 D MEDIVATION INC COM 58501N10 43 3700 SH SHARED 10 3700 D MEDTRONIC INC DBCV 1.250% 9/1 585055AD 398 400000 PRN SHARED 02 400000 D MEDTRONIC INC NOTE 1.500% 4/1 585055AL 5310 5000000 PRN SHARED 5000000 D MEDTRONIC INC NOTE 1.500% 4/1 585055AL 35046 33000000 PRN SHARED 04 33000000 D MEDTRONIC INC NOTE 1.500% 4/1 585055AL 19540 18400000 PRN SHARED 06 18400000 D MEDTRONIC INC NOTE 1.625% 4/1 585055AM 5340 5000000 PRN SHARED 5000000 D MEDTRONIC INC NOTE 1.625% 4/1 585055AM 1857 1739000 PRN SHARED 02 1739000 D MEDTRONIC INC NOTE 1.625% 4/1 585055AM 1388 1300000 PRN SHARED 06 1300000 D MEDTRONIC INC COM 58505510 240 4645 SH SHARED 500 4145 D MEDTRONIC INC COM 58505510 539079 10416998 SH SHARED 10360148 56850 D MEDTRONIC INC COM 58505510 19064 368398 SH SHARED 01 294042 300 74056 D MEDTRONIC INC COM 58505510 3560 68794 SH SHR/OTHR 01 68794 D MEDTRONIC INC COM 58505510 5200 100501 SH SHARED 02 53836 46665 D MEDTRONIC INC COM 58505510 23 452 SH SHARED 04 452 D MEDTRONIC INC COM 58505510 257268 4971375 SH SHARED 04 4971375 D MEDTRONIC INC COM 58505510 25 500 SH SHARED 05 500 D MEDTRONIC INC COM 58505510 8818 170401 SH SHARED 06 134899 35502 D MEDTRONIC INC COM 58505510 96070 1856441 SH SHARED 10 1827013 29428 D MEDTRONIC INC COM 58505510 2668 51563 SH SHARED 14 36200 15363 D MEDTRONIC INC COM 58505510 1293 25000 SH SHARED 15 25000 D MEDTRONIC INC COM 58505510 4796 92695 SH SHARED 19 92695 D MEDTRONIC INC COM 58505510 3157 61005 SH SHARED 20 36815 125 24065 D MEDTRONIC INC COM 58505510 1333 25774 SH SHR/OTHR 20 25774 D MEDTRONIC INC COM 58505510 1091 21100 SH SHARED 21 14100 7000 D MEDTRONIC INC COM 58505510 209 4055 SH SHR/OTHR 21 4055 D MEDTRONIC INC COM 58505510 137 2660 SH SHARED 22 2000 660 D MEDTRONIC INC COM 58505510 154 2984 SH SHR/OTHR 22 2984 D MEDTRONIC INC COM 58505510 3331 64385 SH SHARED 23 58135 6250 D MEDTRONIC INC COM 58505510 5288 102195 SH SHR/OTHR 23 102195 D MELCO PBL ENTMNT LTD ADR 58546410 358 38426 SH SHARED 38426 D MELCO PBL ENTMNT LTD ADR 58546410 595 63873 SH SHARED 02 63873 D MEMORY PHARMACEUTICALS CORP COM 58606R40 1 4615 SH SHARED 4615 D MEMRY CORP COM NEW 58626320 1 654 SH SHARED 654 D MENS WEARHOUSE INC COM 58711810 77 4772 SH SHARED 4772 D MENS WEARHOUSE INC COM 58711810 48 3000 SH SHARED 01 3000 D MENS WEARHOUSE INC COM 58711810 205 12614 SH SHARED 02 12614 D MENS WEARHOUSE INC COM 58711810 11862 728200 SH SHARED 10 728200 D MENTOR CORP MINN NOTE 2.750% 1/0 587188AC 548 500000 PRN SHARED 500000 D MENTOR CORP MINN COM 58718810 634 22812 SH SHARED 22812 D MENTOR CORP MINN COM 58718810 5 200 SH SHARED 01 200 D MENTOR CORP MINN COM 58718810 314 11314 SH SHARED 02 11314 D MENTOR CORP MINN COM 58718810 94 3400 SH SHARED 10 3400 D MENTOR GRAPHICS CORP FRNT 8/0 587200AD 2940 3000000 PRN SHARED 3000000 D MENTOR GRAPHICS CORP SDCV 6.250% 3/0 587200AF 9927 9000000 PRN SHARED 9000000 D MENTOR GRAPHICS CORP SDCV 6.250% 3/0 587200AF 137 125000 PRN SHARED 02 125000 D MENTOR GRAPHICS CORP COM 58720010 3042 192560 SH SHARED 192560 D MENTOR GRAPHICS CORP COM 58720010 439 27800 SH SHARED 01 27800 D MENTOR GRAPHICS CORP COM 58720010 0 2 SH SHARED 02 2 D MENTOR GRAPHICS CORP COM 58720010 450 28500 SH SHARED 10 28500 D MERCADOLIBRE INC COM 58733R10 24 700 SH SHARED 01 700 D MERCADOLIBRE INC COM 58733R10 29 842 SH SHARED 02 842 D MERCADOLIBRE INC COM 58733R10 582 16890 SH SHARED 10 16890 D MERCANTILE BANCORP INC ILL COM 58734P10 2 169 SH SHARED 169 D MERCANTILE BANK CORP COM 58737610 9 1308 SH SHARED 1308 D MERCANTILE BANK CORP COM 58737610 0 1 SH SHARED 10 1 D MERCER INS GROUP INC COM 58790210 10 585 SH SHARED 585 D MERCER INTL INC COM 58805610 23 3186 SH SHARED 3186 D MERCER INTL INC COM 58805610 66 8930 SH SHARED 02 8930 D MERCER INTL INC COM 58805610 106 14245 SH SHARED 10 14245 D MERCHANTS BANCSHARES COM 58844810 2 123 SH SHARED 123 D MERCK & CO INC COM 58933110 41 1110 SH SHARED 1110 D MERCK & CO INC COM 58933110 279779 7423169 SH SHARED 7377169 46000 D MERCK & CO INC COM 58933110 20743 550371 SH SHARED 01 319199 231172 D MERCK & CO INC COM 58933110 763 20250 SH SHR/OTHR 01 20250 D MERCK & CO INC COM 58933110 4882 129540 SH SHARED 02 72937 56603 D MERCK & CO INC COM 58933110 362 9617 SH SHARED 04 9617 D MERCK & CO INC COM 58933110 18316 485967 SH SHARED 04 485967 D MERCK & CO INC COM 58933110 38 1010 SH SHARED 05 1010 D MERCK & CO INC COM 58933110 27277 723723 SH SHARED 06 279994 443729 D MERCK & CO INC COM 58933110 105769 2806312 SH SHARED 10 2664812 141500 D MERCK & CO INC COM 58933110 1152 30582 SH SHARED 14 5200 25382 D MERCK & CO INC COM 58933110 280 7450 SH SHARED 19 7450 D MERCK & CO INC COM 58933110 2527 67054 SH SHARED 20 16304 50750 D MERCK & CO INC COM 58933110 3176 84275 SH SHR/OTHR 20 84275 D MERCK & CO INC COM 58933110 502 13337 SH SHARED 21 13337 D MERCK & CO INC COM 58933110 403 10717 SH SHARED 22 10717 D MERCK & CO INC COM 58933110 52 1400 SH SHR/OTHR 22 1400 D MERCK & CO INC COM 58933110 11053 293269 SH SHARED 23 283469 9800 D MERCK & CO INC COM 58933110 9363 248424 SH SHR/OTHR 23 248424 D MERCURY COMPUTER SYS NOTE 2.000% 5/0 589378AB 1760 2000000 PRN SHARED 2000000 D MERCURY COMPUTER SYS COM 58937810 21 2816 SH SHARED 2816 D MERCURY COMPUTER SYS COM 58937810 22 2947 SH SHARED 02 2947 D MERCURY COMPUTER SYS COM 58937810 76 10100 SH SHARED 10 10100 D MERCURY GENL CORP NEW COM 58940010 3783 80986 SH SHARED 80986 D MERCURY GENL CORP NEW COM 58940010 345 7400 SH SHARED 01 7400 D MERCURY GENL CORP NEW COM 58940010 228 4882 SH SHARED 02 4882 D MERCURY GENL CORP NEW COM 58940010 223 4793 SH SHARED 10 4793 D MERCURY GENL CORP NEW COM 58940010 565 12100 SH SHARED 14 12100 D MEREDITH CORP COM 58943310 4501 159116 SH SHARED 159116 D MEREDITH CORP COM 58943310 335 11849 SH SHARED 01 8849 3000 D MEREDITH CORP COM 58943310 303 10713 SH SHARED 02 10713 D MEREDITH CORP COM 58943310 93 3300 SH SHARED 06 3300 D MEREDITH CORP COM 58943310 2136 75506 SH SHARED 10 75506 D MEREDITH CORP COM 58943310 27 985 SH SHARED 21 985 D MEREDITH CORP COM 58943310 45 1596 SH SHR/OTHR 23 1596 D MERGE HEALTHCARE INC COM 58949910 0 826 SH SHARED 826 D MERIDIAN BIOSCIENCE INC COM 58958410 526 19547 SH SHARED 19547 D MERIDIAN BIOSCIENCE INC COM 58958410 61 2300 SH SHARED 01 2300 D MERIDIAN BIOSCIENCE INC COM 58958410 35 1304 SH SHARED 02 1304 D MERIDIAN BIOSCIENCE INC COM 58958410 905 33652 SH SHARED 10 33652 D MERIDIAN RESOURCE CORP COM 58977Q10 0 306 SH SHARED 306 D MERIDIAN RESOURCE CORP COM 58977Q10 3 1275 SH SHARED 01 1275 D MERIDIAN RESOURCE CORP COM 58977Q10 0 2 SH SHARED 02 2 D MERIDIAN RESOURCE CORP COM 58977Q10 41 14200 SH SHARED 10 14200 D MERIT MED SYS INC COM 58988910 111 7557 SH SHARED 7557 D MERIT MED SYS INC COM 58988910 19 1300 SH SHARED 01 1300 D MERIT MED SYS INC COM 58988910 12 866 SH SHARED 02 866 D MERIT MED SYS INC COM 58988910 639 43500 SH SHARED 10 43500 D MERITAGE HOMES CORP COM 59001A10 847 55834 SH SHARED 55834 D MERITAGE HOMES CORP COM 59001A10 1 130 SH SHARED 01 130 D MERITAGE HOMES CORP COM 59001A10 80 5330 SH SHARED 02 5330 D MERITAGE HOMES CORP COM 59001A10 163 10800 SH SHARED 10 10800 D MERIX CORP COM 59004910 58 25438 SH SHARED 25438 D MERRILL LYNCH & CO INC NOTE 3/1 590188W4 5158 5072000 PRN SHARED 02 5072000 D MERRILL LYNCH & CO INC NOTE 3/1 590188W4 38137 37500000 PRN SHARED 04 37500000 D MERRILL LYNCH & CO INC NOTE 3/1 590188W4 5796 5700000 PRN SHARED 06 5700000 D MERRILL LYNCH & CO INC COM 59018810 110 3500 SH SHARED 3500 D MERRILL LYNCH & CO INC COM 59018810 78883 2487650 SH SHARED 2485595 2055 D MERRILL LYNCH & CO INC COM 59018810 3963 125002 SH SHARED 01 117882 7120 D MERRILL LYNCH & CO INC COM 59018810 376 11867 SH SHR/OTHR 01 11867 D MERRILL LYNCH & CO INC COM 59018810 4563 143898 SH SHARED 02 131777 12121 D MERRILL LYNCH & CO INC COM 59018810 6358 200530 SH SHARED 04 200530 D MERRILL LYNCH & CO INC COM 59018810 11 350 SH SHARED 05 350 D MERRILL LYNCH & CO INC COM 59018810 5188 163623 SH SHARED 06 115323 48300 D MERRILL LYNCH & CO INC COM 59018810 17857 563154 SH SHARED 10 563154 D MERRILL LYNCH & CO INC COM 59018810 2287 72128 SH SHARED 14 72128 D MERRILL LYNCH & CO INC COM 59018810 67 2140 SH SHARED 20 1170 970 D MERRILL LYNCH & CO INC COM 59018810 1067 33673 SH SHARED 21 33673 D MERRILL LYNCH & CO INC COM 59018810 57 1800 SH SHR/OTHR 21 1800 D MERRILL LYNCH & CO INC COM 59018810 14 450 SH SHARED 22 450 D MERRILL LYNCH & CO INC COM 59018810 22 695 SH SHR/OTHR 22 695 D MERRILL LYNCH & CO INC COM 59018810 745 23517 SH SHARED 23 23317 200 D MERRILL LYNCH & CO INC COM 59018810 385 12147 SH SHR/OTHR 23 12147 D MERRIMAC INDS INC COM 59026210 0 44 SH SHARED 44 D MERRIMAN CURHAN FORD GROUP I COM 59041810 0 297 SH SHARED 297 D MERUELO MADDUX PROPERTIES IN COM 59047310 42 19400 SH SHARED 10 19400 D MESA AIR GROUP INC COM 59047910 3 6662 SH SHARED 6662 D MESA LABS INC COM 59064R10 1 73 SH SHARED 73 D MESA RTY TR UNIT BEN INT 59066010 345 4183 SH SHARED 02 4183 D MESABI TR CTF BEN INT 59067210 120 3922 SH SHARED 3922 D MET PRO CORP COM 59087630 16 1238 SH SHARED 02 1238 D META FINL GROUP INC COM 59100U10 1 52 SH SHARED 52 D METABASIS THERAPEUTICS INC COM 59101M10 114 74144 SH SHARED 74144 D METABOLIX INC COM 59101880 0 70 SH SHARED 70 D METABOLIX INC COM 59101880 3 379 SH SHARED 02 379 D METABOLIX INC COM 59101880 1494 152500 SH SHARED 10 152500 D METALICO INC COM 59117610 1033 58985 SH SHARED 58985 D METALICO INC COM 59117610 34 1991 SH SHARED 02 1991 D METALLICA RES INC COM 59125J10 263 39400 SH SHARED 39400 D METALLICA RES INC COM 59125J10 268 40000 SH SHARED 02 40000 D METALLICA RES INC COM 59125J10 1005 150000 SH SHARED 04 150000 D METALLICA RES INC COM 59125J10 3587 535400 SH SHARED 10 535400 D METALLINE MINING INC COM 59125710 11 6907 SH SHARED 6907 D METAVANTE TECHNOLOGIES INC COM 59140710 3049 134825 SH SHARED 134825 D METAVANTE TECHNOLOGIES INC COM 59140710 934 41310 SH SHARED 01 14100 27210 D METAVANTE TECHNOLOGIES INC COM 59140710 169 7508 SH SHARED 02 6675 833 D METAVANTE TECHNOLOGIES INC COM 59140710 0 1 SH SHARED 06 1 D METAVANTE TECHNOLOGIES INC COM 59140710 71 3166 SH SHARED 10 3166 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 8 370 SH SHARED 21 370 D METHANEX CORP COM 59151K10 1076 38432 SH SHARED 38432 D METHANEX CORP COM 59151K10 5 200 SH SHARED 01 200 D METHANEX CORP COM 59151K10 1179 42100 SH SHARED 06 42100 D METHANEX CORP COM 59151K10 184 6600 SH SHARED 14 6600 D METHODE ELECTRS INC COM 59152020 476 45617 SH SHARED 45617 D METHODE ELECTRS INC COM 59152020 14 1350 SH SHARED 01 1350 D METHODE ELECTRS INC COM 59152020 133 12822 SH SHARED 02 12822 D METHODE ELECTRS INC COM 59152020 186 17800 SH SHARED 10 17800 D METLIFE INC COM 59156R10 50091 949236 SH SHARED 942036 7200 D METLIFE INC COM 59156R10 4245 80450 SH SHARED 01 79500 950 D METLIFE INC COM 59156R10 5758 109124 SH SHARED 02 106670 2454 D METLIFE INC COM 59156R10 2126 40300 SH SHARED 04 40300 D METLIFE INC COM 59156R10 1241 23530 SH SHARED 05 23530 D METLIFE INC COM 59156R10 33870 641854 SH SHARED 06 95926 545928 D METLIFE INC COM 59156R10 108187 2050161 SH SHARED 10 2010361 39800 D METLIFE INC COM 59156R10 571 10832 SH SHARED 14 10832 D METRO ONE TELECOMMUNICATIONS OM NEW 59163F20 0 132 SH SHARED 132 D METROCORP BANCSHARES INC COM 59165010 165 13827 SH SHARED 13827 D METROPCS COMMUNICATIONS INC COM 59170810 1314 74219 SH SHARED 74219 D METROPCS COMMUNICATIONS INC COM 59170810 655 37000 SH SHARED 02 37000 D METROPCS COMMUNICATIONS INC COM 59170810 4112 232200 SH SHARED 04 232200 D METROPCS COMMUNICATIONS INC COM 59170810 3371 190400 SH SHARED 05 190400 D METROPCS COMMUNICATIONS INC COM 59170810 17 1000 SH SHARED 06 1000 D METROPCS COMMUNICATIONS INC COM 59170810 201 11400 SH SHARED 10 11400 D METROPOLITAN HEALTH NETWORKS COM 59214210 1 1030 SH SHARED 1030 D METTLER TOLEDO INTERNATIONAL COM 59268810 1749 18439 SH SHARED 18439 D METTLER TOLEDO INTERNATIONAL COM 59268810 6028 63547 SH SHARED 01 42490 21057 D METTLER TOLEDO INTERNATIONAL COM 59268810 1294 13642 SH SHR/OTHR 01 13642 D METTLER TOLEDO INTERNATIONAL COM 59268810 31 337 SH SHARED 02 337 D METTLER TOLEDO INTERNATIONAL COM 59268810 4 44 SH SHARED 04 44 D METTLER TOLEDO INTERNATIONAL COM 59268810 948 10000 SH SHARED 04 10000 D METTLER TOLEDO INTERNATIONAL COM 59268810 61739 650849 SH SHARED 10 649739 1110 D METTLER TOLEDO INTERNATIONAL COM 59268810 2638 27815 SH SHARED 20 22320 100 5395 D METTLER TOLEDO INTERNATIONAL COM 59268810 554 5850 SH SHR/OTHR 20 5850 D METTLER TOLEDO INTERNATIONAL COM 59268810 9 100 SH SHARED 21 100 D METTLER TOLEDO INTERNATIONAL COM 59268810 47 500 SH SHR/OTHR 21 500 D METTLER TOLEDO INTERNATIONAL COM 59268810 635 6703 SH SHARED 22 4975 1728 D METTLER TOLEDO INTERNATIONAL COM 59268810 87 925 SH SHR/OTHR 22 925 D METTLER TOLEDO INTERNATIONAL COM 59268810 1052 11095 SH SHARED 23 10735 360 D METTLER TOLEDO INTERNATIONAL COM 59268810 702 7410 SH SHR/OTHR 23 7410 D MEXCO ENERGY CORP COM 59277010 0 20 SH SHARED 20 D MEXICAN RESTAURANTS INC COM 59283R10 0 34 SH SHARED 34 D MEXICO FD INC COM 59283510 12924 368311 SH SHARED 368311 D MEXICO FD INC COM 59283510 30 863 SH SHARED 20 863 D MICREL INC COM 59479310 50 5530 SH SHARED 5530 D MICREL INC COM 59479310 14 1575 SH SHARED 02 1575 D MICREL INC COM 59479310 26 2934 SH SHARED 10 2934 D MICROS SYS INC COM 59490110 182 6000 SH SHARED 6000 D MICROS SYS INC COM 59490110 568 18656 SH SHARED 18656 D MICROS SYS INC COM 59490110 82 2700 SH SHARED 01 2700 D MICROS SYS INC COM 59490110 44 1466 SH SHARED 02 1376 90 D MICROS SYS INC COM 59490110 115 3800 SH SHARED 10 3800 D MICROS SYS INC COM 59490110 76 2509 SH SHARED 21 1150 1359 D MICROSOFT CORP COM 59491810 6744 245166 SH SHARED 176446 68720 D MICROSOFT CORP COM 59491810 420187 15274001 SH SHARED 14923911 350090 D MICROSOFT CORP COM 59491810 47931 1742315 SH SHARED 01 1176247 000 564068 D MICROSOFT CORP COM 59491810 16268 591378 SH SHR/OTHR 01 591378 D MICROSOFT CORP COM 59491810 28639 1041071 SH SHARED 02 828134 212937 D MICROSOFT CORP COM 59491810 216 7864 SH SHARED 04 7864 D MICROSOFT CORP COM 59491810 73404 2668300 SH SHARED 04 2668300 D MICROSOFT CORP COM 59491810 2476 90020 SH 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120 SH SHARED 02 38 82 D MINDSPEED TECHNOLOGIES INC COM 60268210 2 2937 SH SHARED 2937 D MINDSPEED TECHNOLOGIES INC COM 60268210 3 3532 SH SHARED 01 3532 D MINE SAFETY APPLIANCES CO COM 60272010 173 4338 SH SHARED 4338 D MINE SAFETY APPLIANCES CO COM 60272010 355 8900 SH SHARED 01 8900 D MINE SAFETY APPLIANCES CO COM 60272010 150 3755 SH SHARED 02 3755 D MINE SAFETY APPLIANCES CO COM 60272010 447 11200 SH SHARED 10 11200 D MINEFINDERS LTD COM 60290010 3224 310000 SH SHARED 04 310000 D MINERALS TECHNOLOGIES INC COM 60315810 1180 18561 SH SHARED 18561 D MINERALS TECHNOLOGIES INC COM 60315810 375 5900 SH SHARED 01 5900 D MINERALS TECHNOLOGIES INC COM 60315810 242 3816 SH SHARED 02 3816 D MINERALS TECHNOLOGIES INC COM 60315810 2100 33030 SH SHARED 10 33030 D MINES MGMT INC COM 60343210 1 580 SH SHARED 580 D MINRAD INTL INC COM 60443P10 1 909 SH SHARED 909 D MIPS TECHNOLOGIES INC COM 60456710 0 27 SH SHARED 01 27 D MIPS TECHNOLOGIES INC COM 60456710 24 6400 SH SHARED 02 4900 1500 D MIPS TECHNOLOGIES INC COM 60456710 36 9800 SH SHARED 10 9800 D MIRANT CORP NEW COM 60467R10 7296 186372 SH SHARED 186372 D MIRANT CORP NEW COM 60467R10 401 10255 SH SHARED 01 6155 4100 D MIRANT CORP NEW COM 60467R10 5 150 SH SHR/OTHR 01 150 D MIRANT CORP NEW COM 60467R10 14296 365182 SH SHARED 02 364120 1062 D MIRANT CORP NEW COM 60467R10 82 2100 SH SHARED 04 2100 D MIRANT CORP NEW COM 60467R10 552 14100 SH SHARED 06 11400 2700 D MIRANT CORP NEW COM 60467R10 1345 34369 SH SHARED 10 34369 D MIRANT CORP NEW COM 60467R10 6 175 SH SHARED 20 175 D MIRANT CORP NEW COM 60467R10 4 120 SH SHR/OTHR 21 120 D MIRANT CORP NEW COM 60467R10 245 6259 SH SHARED 23 1800 4459 D MIRANT CORP NEW *W EXP 01/03/201 60467R11 54271 3000077 SH SHARED 3000077 D MIRANT CORP NEW *W EXP 01/03/201 60467R11 0 3 SH SHARED 02 3 D MIRANT CORP NEW *W EXP 01/03/201 60467R12 990 51700 SH SHARED 02 51700 D MISONIX INC COM 60487110 0 157 SH SHARED 157 D MISSION WEST PPTYS INC COM 60520310 56 5200 SH SHARED 01 5200 D MISSION WEST PPTYS INC COM 60520310 0 87 SH SHARED 02 87 D MITCHAM INDS INC COM 60650110 78 4604 SH SHARED 4604 D MITCHAM INDS INC COM 60650110 408 23906 SH SHARED 02 806 23100 D MITSUBISHI UFJ FINL GROUP IN SPONSORED ADR 60682210 553 62921 SH SHARED 62921 D MITSUBISHI UFJ FINL GROUP IN SPONSORED ADR 60682210 10 1200 SH SHARED 01 1200 D MITSUBISHI UFJ FINL GROUP IN SPONSORED ADR 60682210 274 31228 SH SHARED 02 30765 463 D MIZUHO FINL GROUP INC SPONSORED ADR 60687Y10 33 3624 SH SHARED 3624 D MOBILE MINI INC COM 60740F10 51 2556 SH SHARED 2556 D MOBILE MINI INC COM 60740F10 7 350 SH SHARED 01 350 D MOBILE MINI INC COM 60740F10 72 3647 SH SHARED 02 3647 D MOBILE MINI INC COM 60740F10 21 1095 SH SHARED 10 1095 D MOBILE TELESYSTEMS OJSC SPONSORED ADR 60740910 8120 106000 SH SHARED 16000 90000 D MOBILE TELESYSTEMS OJSC SPONSORED ADR 60740910 41514 541889 SH SHARED 539389 2500 D MOBILE TELESYSTEMS OJSC SPONSORED ADR 60740910 5692 74300 SH SHARED 02 73500 800 D MOBILE TELESYSTEMS OJSC SPONSORED ADR 60740910 147494 1925269 SH SHARED 04 1925269 D MOBILE TELESYSTEMS OJSC SPONSORED ADR 60740910 29778 388700 SH SHARED 05 388700 D MOBILE TELESYSTEMS OJSC SPONSORED ADR 60740910 4903 64000 SH SHARED 06 64000 D MOBILE TELESYSTEMS OJSC SPONSORED ADR 60740910 1539 20100 SH SHARED 10 20100 D MOCON INC COM 60749410 1 135 SH SHARED 135 D MOD PAC CORP COM 60749510 0 79 SH SHARED 79 D MODINE MFG CO COM 60782810 62 5079 SH SHARED 5079 D MODINE MFG CO COM 60782810 116 9400 SH SHARED 01 9400 D MODINE MFG CO COM 60782810 147 11923 SH SHARED 02 11923 D MODINE MFG CO COM 60782810 189 15300 SH SHARED 10 15300 D MODINE MFG CO COM 60782810 30 2500 SH SHARED 23 2500 D MODTECH HLDGS INC COM 60783C10 0 558 SH SHARED 558 D MOHAWK INDS INC COM 60819010 1410 22008 SH SHARED 22008 D MOHAWK INDS INC COM 60819010 1096 17100 SH SHARED 01 500 16600 D MOHAWK INDS INC COM 60819010 203 3172 SH SHARED 02 3172 D MOHAWK INDS INC COM 60819010 23 360 SH SHARED 06 100 260 D MOHAWK INDS INC COM 60819010 202 3165 SH SHARED 10 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CASINO & RESORT INC COM 60902710 11 958 SH SHARED 958 D MONARCH CASINO & RESORT INC COM 60902710 10 867 SH SHARED 02 867 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 146 162432 SH SHARED 162432 D MONEYGRAM INTL INC COM 60935Y10 21 23563 SH SHARED 02 22422 1141 D MONMOUTH REAL ESTATE INVT CO CL A 60972010 0 22 SH SHARED 22 D MONOGRAM BIOSCIENCES INC COM 60975U10 9 8708 SH SHARED 8708 D MONOGRAM BIOSCIENCES INC COM 60975U10 321 292500 SH SHARED 02 292500 D MONOLITHIC PWR SYS INC COM 60983910 237 10976 SH SHARED 10976 D MONOLITHIC PWR SYS INC COM 60983910 47 2200 SH SHARED 01 2200 D MONOLITHIC PWR SYS INC COM 60983910 90 4174 SH SHARED 02 174 4000 D MONOLITHIC PWR SYS INC COM 60983910 54 2500 SH SHARED 04 2500 D MONOLITHIC PWR SYS INC COM 60983910 1150 53229 SH SHARED 10 53229 D MONOTYPE IMAGING HOLDINGS IN COM 61022P10 112 9277 SH SHARED 9277 D MONOTYPE IMAGING HOLDINGS IN 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MONSANTO CO NEW COM 61166W10 12143 96040 SH SHARED 20 57650 80 38310 D MONSANTO CO NEW COM 61166W10 3929 31078 SH SHR/OTHR 20 31078 D MONSANTO CO NEW COM 61166W10 3382 26749 SH SHARED 21 13380 13369 D MONSANTO CO NEW COM 61166W10 986 7800 SH SHR/OTHR 21 7800 D MONSANTO CO NEW COM 61166W10 4397 34777 SH SHARED 22 28024 6753 D MONSANTO CO NEW COM 61166W10 690 5465 SH SHR/OTHR 22 5465 D MONSANTO CO NEW COM 61166W10 19798 156583 SH SHARED 23 137648 18935 D MONSANTO CO NEW COM 61166W10 24941 197263 SH SHR/OTHR 23 197263 D MONSTER WORLDWIDE INC COM 61174210 3345 162322 SH SHARED 162322 D MONSTER WORLDWIDE INC COM 61174210 886 43025 SH SHARED 01 43025 D MONSTER WORLDWIDE INC COM 61174210 119 5792 SH SHARED 02 5742 50 D MONSTER WORLDWIDE INC COM 61174210 1518 73700 SH SHARED 04 73700 D MONSTER WORLDWIDE INC COM 61174210 512 24850 SH SHARED 06 21250 3600 D MONSTER WORLDWIDE INC COM 61174210 44639 2165913 SH SHARED 10 1392513 773400 D MONSTER WORLDWIDE INC COM 61174210 204 9900 SH SHARED 15 9900 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MORNINGSTAR INC COM 61770010 79 1100 SH SHARED 02 1100 D MORNINGSTAR INC COM 61770010 28 400 SH SHARED 21 400 D MORTONS RESTAURANT GRP INC N COM 61943010 31 4582 SH SHARED 4582 D MORTONS RESTAURANT GRP INC N COM 61943010 0 60 SH SHARED 02 60 D MOSAIC CO COM 61945A10 1490 10300 SH SHARED 10300 D MOSAIC CO COM 61945A10 33069 228538 SH SHARED 228538 D MOSAIC CO COM 61945A10 427 2955 SH SHARED 01 2855 100 D MOSAIC CO COM 61945A10 722 4993 SH SHARED 02 4543 450 D MOSAIC CO COM 61945A10 44694 308875 SH SHARED 04 308875 D MOSAIC CO COM 61945A10 40700 281273 SH SHARED 05 281273 D MOSAIC CO COM 61945A10 3300 22806 SH SHARED 06 6350 16456 D MOSAIC CO COM 61945A10 19880 137390 SH SHARED 10 106390 31000 D MOSAIC CO COM 61945A10 689 4766 SH SHARED 14 4766 D MOSYS INC COM 61971810 203 41469 SH SHARED 41469 D MOTHERS WK INC COM 61990310 1 152 SH SHARED 152 D MOTHERS WK INC COM 61990310 0 1 SH SHARED 02 1 D MOTORCAR PTS AMER INC COM 62007110 2 269 SH SHARED 269 D MOTOROLA INC COM 62007610 63967 8714850 SH SHARED 8700150 14700 D MOTOROLA INC COM 62007610 2448 333639 SH SHARED 01 308419 25220 D MOTOROLA INC COM 62007610 131 17900 SH SHR/OTHR 01 17900 D MOTOROLA INC COM 62007610 4932 671940 SH SHARED 02 513993 157947 D MOTOROLA INC COM 62007610 29 4000 SH SHARED 04 4000 D MOTOROLA INC COM 62007610 1903 259300 SH SHARED 04 259300 D MOTOROLA INC COM 62007610 7 1040 SH SHARED 05 1040 D MOTOROLA INC COM 62007610 2265 308611 SH SHARED 06 235471 73140 D MOTOROLA INC COM 62007610 7791 1061557 SH SHARED 10 1061557 D MOTOROLA INC COM 62007610 760 103649 SH SHARED 14 103649 D MOTOROLA INC COM 62007610 8 1210 SH SHARED 19 1210 D MOTOROLA INC COM 62007610 528 72000 SH SHR/OTHR 20 72000 D MOTOROLA INC COM 62007610 31 4311 SH SHARED 22 3198 1113 D MOTOROLA INC COM 62007610 308 42000 SH SHARED 23 42000 D MOTOROLA INC COM 62007610 347 47400 SH SHR/OTHR 23 47400 D MOVE INC COM COM 62458M10 12 5238 SH SHARED 5238 D MOVE INC COM COM 62458M10 5 2416 SH SHARED 02 2416 D MOVADO GROUP INC COM 62458010 180 9131 SH SHARED 9131 D MOVADO GROUP INC COM 62458010 35 1800 SH SHARED 01 1800 D MOVADO GROUP INC COM 62458010 411 20800 SH SHARED 10 20800 D MTM TECHNOLOGIES INC COM 62474G10 0 243 SH SHARED 243 D MUELLER INDS INC COM 62475610 629 19548 SH SHARED 19548 D MUELLER INDS INC COM 62475610 74 2316 SH SHARED 02 2286 30 D MUELLER INDS INC COM 62475610 1481 46012 SH SHARED 10 46012 D MUELLER WTR PRODS INC COM SER A 62475810 2037 252473 SH SHARED 252473 D MUELLER WTR PRODS INC COM SER A 62475810 4 514 SH SHARED 02 514 D MUELLER WTR PRODS INC COM SER A 62475810 12737 1578400 SH SHARED 10 1578400 D MUELLER WTR PRODS INC COM SER B 62475820 872 102153 SH SHARED 102153 D MUELLER WTR PRODS INC COM SER B 62475820 301 35362 SH SHARED 01 35362 D MUELLER WTR PRODS INC COM SER B 62475820 40 4720 SH SHARED 02 4720 D MUELLER WTR PRODS INC COM SER B 62475820 2910 340846 SH SHARED 10 340846 D MUELLER WTR PRODS INC COM SER B 62475820 3 437 SH SHARED 21 437 D MULTI COLOR CORP COM 62538310 3 145 SH SHARED 02 145 D MULTI FINELINE ELECTRONIX IN COM 62541B10 3 128 SH SHARED 128 D MULTI FINELINE ELECTRONIX IN COM 62541B10 77 2800 SH SHARED 01 2800 D MULTI FINELINE ELECTRONIX IN COM 62541B10 270 9760 SH SHARED 02 9760 D MULTI FINELINE ELECTRONIX IN COM 62541B10 2548 92100 SH SHARED 10 92100 D MULTIBAND CORP COM NEW 62544X20 0 192 SH SHARED 192 D MULTIMEDIA GAMES INC COM 62545310 10 2329 SH SHARED 2329 D MULTIMEDIA GAMES INC COM 62545310 38 8700 SH SHARED 02 8700 D MURPHY OIL CORP COM 62671710 2279 23246 SH SHARED 23246 D MURPHY OIL CORP COM 62671710 42188 430271 SH SHARED 01 17271 413000 D MURPHY OIL CORP COM 62671710 25063 255615 SH SHR/OTHR 01 255615 D MURPHY OIL CORP COM 62671710 1199 12234 SH SHARED 02 12214 20 D MURPHY OIL CORP COM 62671710 5451 55595 SH SHARED 06 49495 6100 D MURPHY OIL CORP COM 62671710 37018 377543 SH SHARED 10 373543 4000 D MURPHY OIL CORP COM 62671710 4225 43100 SH SHARED 22 43100 D MUTUALFIRST FINL INC COM 62845B10 5 599 SH SHARED 599 D MYERS INDS INC COM 62846410 263 32309 SH SHARED 32309 D MYERS INDS INC COM 62846410 8 1101 SH SHARED 02 1101 D MYLAN INC NOTE 1.250% 3/1 628530AG 2964 3801000 PRN SHARED 02 3801000 D MYLAN INC COM 62853010 594 49260 SH SHARED 49260 D MYLAN INC COM 62853010 6674 553019 SH SHARED 553019 D MYLAN INC COM 62853010 1068 88500 SH SHARED 01 88500 D MYLAN INC COM 62853010 530 43929 SH SHARED 02 41979 1950 D MYLAN INC COM 62853010 3364 278750 SH SHARED 04 278750 D MYLAN INC COM 62853010 659 54600 SH SHARED 06 49500 5100 D MYLAN INC COM 62853010 89054 7378158 SH SHARED 10 5578558 1799600 D MYLAN INC COM 62853010 86 7200 SH SHARED 14 7200 D MYLAN INC COM 62853010 253 21000 SH SHARED 15 21000 D MYLAN INC COM 62853010 5 450 SH SHR/OTHR 23 450 D MYLAN INC COM 62853010 457 37900 SH SHARED 24 37900 D MYLAN INC PFD CONV 62853020 295666 336160 SH SHARED 336160 D MYLAN INC PFD CONV 62853020 3356 3816 SH SHARED 02 3816 D MYRIAD GENETICS INC COM 62855J10 5 110 SH SHARED 110 D MYRIAD GENETICS INC COM 62855J10 93 2050 SH SHARED 01 2050 D MYRIAD GENETICS INC COM 62855J10 105 2313 SH SHARED 02 1713 600 D MYRIAD GENETICS INC COM 62855J10 3186 70000 SH SHARED 04 70000 D MYRIAD GENETICS INC COM 62855J10 1061 23313 SH SHARED 10 23313 D NBT BANCORP INC COM 62877810 117 5716 SH SHARED 5716 D NBT BANCORP INC COM 62877810 2 100 SH SHARED 01 100 D NBT BANCORP INC COM 62877810 2 123 SH SHARED 02 123 D NBT BANCORP INC COM 62877810 638 31000 SH SHARED 10 31000 D NBTY INC COM 62878210 884 27584 SH SHARED 27584 D NBTY INC COM 62878210 563 17580 SH SHARED 01 280 17300 D NBTY INC COM 62878210 352 11001 SH SHARED 02 11001 D NBTY INC COM 62878210 67 2100 SH SHARED 10 2100 D NCI BUILDING SYS INC COM 62885210 1551 42237 SH SHARED 42237 D NCI BUILDING SYS INC COM 62885210 119 3250 SH SHARED 02 3250 D NCI BUILDING SYS INC COM 62885210 488 13300 SH SHARED 10 13300 D NCR CORP NEW COM 62886E10 2120 84163 SH SHARED 84163 D NCR CORP NEW COM 62886E10 1522 60401 SH SHARED 01 4565 55836 D NCR CORP NEW COM 62886E10 829 32908 SH SHARED 02 32908 D NCR CORP NEW COM 62886E10 949 37660 SH SHARED 10 37660 D NCR CORP NEW COM 62886E10 9 360 SH SHARED 21 360 D NCI INC CL A 62886K10 3 173 SH SHARED 173 D NCI INC CL A 62886K10 12 535 SH SHARED 02 535 D NDS GROUP PLC SPONSORED ADR 62889110 12 218 SH SHARED 218 D NGP CAP RES CO COM 62912R10 229 14865 SH SHARED 14865 D NGP CAP RES CO COM 62912R10 8 543 SH SHARED 02 543 D NGP CAP RES CO COM 62912R10 211 13700 SH SHARED 10 13700 D NGAS RESOURCES INC COM 62912T10 39 4301 SH SHARED 4301 D NII HLDGS INC NOTE 2.750% 8/1 62913FAF 4077 3500000 PRN SHARED 02 3500000 D NII HLDGS INC NOTE 3.125% 6/1 62913FAJ 2879 3420000 PRN SHARED 3420000 D NII HLDGS INC NOTE 3.125% 6/1 62913FAJ 144 172000 PRN SHARED 02 172000 D NII HLDGS INC CL B NEW 62913F20 379 8000 SH SHARED 8000 D NII HLDGS INC CL B NEW 62913F20 1834 38622 SH SHARED 38622 D NII HLDGS INC CL B NEW 62913F20 185 3900 SH SHARED 01 3900 D NII HLDGS INC CL B NEW 62913F20 198 4170 SH SHARED 02 3700 470 D NII HLDGS INC CL B NEW 62913F20 61 1300 SH SHARED 04 1300 D NII HLDGS INC CL B NEW 62913F20 9977 210090 SH SHARED 05 210090 D NII HLDGS INC CL B NEW 62913F20 142 3010 SH SHARED 06 1450 1560 D NII HLDGS INC CL B NEW 62913F20 30258 637160 SH SHARED 10 637160 D NIC INC COM 62914B10 69 10128 SH SHARED 10128 D NIC INC COM 62914B10 108 15820 SH SHARED 02 15820 D NIC INC COM 62914B10 80 11800 SH SHARED 10 11800 D NL INDS INC COM NEW 62915640 0 18 SH SHARED 18 D NL INDS INC COM NEW 62915640 14 1502 SH SHARED 02 1502 D NL INDS INC COM NEW 62915640 6 700 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 168 12057 SH SHARED 12057 D NPS PHARMACEUTICALS INC COM 62936P10 4227 950000 SH SHARED 950000 D NPS PHARMACEUTICALS INC COM 62936P10 17 3891 SH SHARED 02 3891 D NRG ENERGY INC COM NEW 62937750 21703 505907 SH SHARED 505907 D NRG ENERGY INC COM NEW 62937750 560 13075 SH SHARED 01 13075 D NRG ENERGY INC COM NEW 62937750 5903 137606 SH SHARED 02 134686 2920 D NRG ENERGY INC COM NEW 62937750 42 1000 SH SHARED 04 1000 D NRG ENERGY INC COM NEW 62937750 1484 34608 SH SHARED 06 2300 32308 D NRG ENERGY INC COM NEW 62937750 609 14200 SH SHARED 10 14200 D NRG ENERGY INC COM NEW 62937750 1321 30800 SH SHARED 14 30800 D NRG ENERGY INC PFD CONV MAND 62937787 67512 184845 SH SHARED 184845 D NRG ENERGY INC PFD CONV MAND 62937787 10093 27636 SH SHARED 02 27596 40 D NRDC ACQUISITION CORP COM 62941R10 7310 783495 SH SHARED 783495 D NRDC ACQUISITION CORP COM 62941R10 2613 280130 SH SHARED 02 280130 D NRDC ACQUISITION CORP *W EXP 10/17/201 62941R11 73 216599 SH SHARED 216599 D NTN BUZZTIME INC COM NEW 62941030 0 1199 SH SHARED 1199 D NTR ACQUISITION CO COM 62941510 6438 665114 SH SHARED 665114 D NTR ACQUISITION CO COM 62941510 1215 125600 SH SHARED 02 125600 D NTR ACQUISITION CO *W EXP 06/28/201 62941511 6 18127 SH SHARED 18127 D NTT DOCOMO INC SPONS ADR 62942M20 1000 68551 SH SHARED 68551 D NVR INC COM 62944T10 856 1712 SH SHARED 1712 D NVR INC COM 62944T10 857 1715 SH SHARED 01 115 1600 D NVR INC COM 62944T10 54 108 SH SHARED 02 108 D NVR INC COM 62944T10 190 380 SH SHARED 06 380 D NVR INC COM 62944T10 10051 20100 SH SHARED 10 18700 1400 D NVR INC COM 62944T10 226 452 SH SHARED 14 452 D NVE CORP COM NEW 62944520 57 1815 SH SHARED 1815 D NVE CORP COM NEW 62944520 15 504 SH SHARED 02 504 D NYMEX HOLDINGS INC COM 62948N10 1543 18272 SH SHARED 18272 D NYMEX HOLDINGS INC COM 62948N10 109 1300 SH SHARED 01 1300 D NYMEX HOLDINGS INC COM 62948N10 1136 13451 SH SHARED 02 13451 D NYMEX HOLDINGS INC COM 62948N10 4 50 SH SHARED 05 50 D NYMEX HOLDINGS INC COM 62948N10 143 1700 SH SHARED 06 800 900 D NYMEX HOLDINGS INC COM 62948N10 557 6600 SH SHARED 10 6600 D NYMAGIC INC COM 62948410 0 39 SH SHARED 39 D NYMAGIC INC COM 62948410 3 160 SH SHARED 01 160 D NYSE EURONEXT COM 62949110 39282 775411 SH SHARED 751911 23500 D NYSE EURONEXT COM 62949110 1287 25420 SH SHARED 01 25420 D NYSE EURONEXT COM 62949110 1883 37173 SH SHARED 02 11423 25750 D NYSE EURONEXT COM 62949110 4 80 SH SHARED 05 80 D NYSE EURONEXT COM 62949110 1651 32600 SH SHARED 06 25900 6700 D NYSE EURONEXT COM 62949110 22935 452727 SH SHARED 10 401727 51000 D NYSE EURONEXT COM 62949110 30 600 SH SHARED 14 600 D NYSE EURONEXT COM 62949110 24 476 SH SHARED 21 476 D NABI BIOPHARMACEUTICALS NOTE 2.875% 4/1 629519AB 893 1000000 PRN SHARED 02 1000000 D NABI BIOPHARMACEUTICALS NOTE 2.875% 4/1 629519AB 0 525 PRN SHARED 10 525 D NABI BIOPHARMACEUTICALS COM 62951910 104 26411 SH SHARED 26411 D NABI BIOPHARMACEUTICALS COM 62951910 197 50003 SH SHARED 02 3 50000 D NABORS INDS INC NOTE 0.940% 5/1 629568AP 2 2000 PRN SHARED 02 2000 D NABORS INDS INC NOTE 0.940% 5/1 629568AP 14637 11900000 PRN SHARED 06 11900000 D NACCO INDS INC CL A 62957910 634 8540 SH SHARED 8540 D NACCO INDS INC CL A 62957910 2 36 SH SHARED 02 36 D NACCO INDS INC CL A 62957910 350 4710 SH SHARED 10 4710 D NALCO HOLDING COMPANY COM 62985Q10 823 38951 SH SHARED 38951 D NALCO HOLDING COMPANY COM 62985Q10 297 14054 SH SHARED 02 14054 D NALCO HOLDING COMPANY COM 62985Q10 35179 1663352 SH SHARED 04 1663352 D NALCO HOLDING COMPANY COM 62985Q10 39068 1847219 SH SHARED 05 1847219 D NALCO HOLDING COMPANY COM 62985Q10 3290 155580 SH SHARED 06 155580 D NALCO HOLDING COMPANY COM 62985Q10 76 3600 SH SHARED 10 3600 D NALCO HOLDING COMPANY COM 62985Q10 962 45500 SH SHARED 14 45500 D NALCO HOLDING COMPANY COM 62985Q10 59 2800 SH SHARED 23 2800 D NAM TAI ELECTRS INC COM PAR $0.02 62986520 144 11059 SH SHARED 11059 D NAM TAI ELECTRS INC COM PAR $0.02 62986520 48 3716 SH SHARED 02 16 3700 D NANOGEN INC COM 63007510 38 100775 SH SHARED 100775 D NANOMETRICS INC COM 63007710 44 7692 SH SHARED 7692 D NANOMETRICS INC COM 63007710 15 2600 SH SHARED 02 2600 D NANOMETRICS INC COM 63007710 107 18445 SH SHARED 10 18445 D NANOPHASE TCHNOLOGIES CORP COM 63007910 1 439 SH SHARED 439 D NANOPHASE TCHNOLOGIES CORP COM 63007910 46 20265 SH SHARED 02 20265 D NANOSPHERE INC COM 63009F10 74 9465 SH SHARED 9465 D NANOSPHERE INC COM 63009F10 3 491 SH SHARED 02 491 D NAPCO SEC SYS INC COM 63040210 2 553 SH SHARED 553 D NAPSTER INC COM 63079710 534 376665 SH SHARED 376665 D NARA BANCORP INC COM 63080P10 17 1591 SH SHARED 1591 D NARA BANCORP INC COM 63080P10 1 129 SH SHARED 02 129 D NARA BANCORP INC COM 63080P10 405 37800 SH SHARED 10 37800 D NASDAQ OMX GROUP INC COM 63110310 4258 160390 SH SHARED 128390 32000 D NASDAQ OMX GROUP INC COM 63110310 152 5740 SH SHARED 01 4650 1090 D NASDAQ OMX GROUP INC COM 63110310 781 29451 SH SHARED 02 22363 7088 D NASDAQ OMX GROUP INC COM 63110310 8361 314946 SH SHARED 06 29645 285301 D NASDAQ OMX GROUP INC COM 63110310 25948 977339 SH SHARED 10 904139 73200 D NASDAQ OMX GROUP INC COM 63110310 23 900 SH SHARED 14 900 D NASDAQ OMX GROUP INC COM 63110310 372 14023 SH SHARED 21 12688 1335 D NASH FINCH CO FRNT 1.631% 3/1 631158AD 4851 11000000 PRN SHARED 11000000 D NASH FINCH CO FRNT 1.631% 3/1 631158AD 9667 21921008 PRN SHARED 02 21921008 D NASH FINCH CO COM 63115810 312 9115 SH SHARED 9115 D NASH FINCH CO COM 63115810 13 400 SH SHARED 01 400 D NASH FINCH CO COM 63115810 181 5301 SH SHARED 02 5301 D NASH FINCH CO COM 63115810 13296 388000 SH SHARED 10 388000 D NASHUA CORP COM 63122610 1 119 SH SHARED 119 D NATCO GROUP INC CL A 63227W20 253 4644 SH SHARED 4644 D NATCO GROUP INC CL A 63227W20 207 3810 SH SHARED 01 3810 D NATCO GROUP INC CL A 63227W20 181 3320 SH SHARED 02 2770 550 D NATCO GROUP INC CL A 63227W20 6401 117400 SH SHARED 10 117400 D NATHANS FAMOUS INC NEW COM 63234710 6 420 SH SHARED 420 D NATIONAL COAL CORP COM NEW 63238120 58 6629 SH SHARED 6629 D NATIONAL COAL CORP COM NEW 63238120 18 2114 SH SHARED 02 2114 D NATIONAL ATLANTIC HLDGS CORP COM 63253Y10 11 1958 SH SHARED 1958 D NATIONAL BK GREECE S A SPONSORED ADR 63364340 364 40863 SH SHARED 40863 D NATIONAL BANKSHARES INC VA COM 63486510 3 183 SH SHARED 183 D NATIONAL BEVERAGE CORP COM 63501710 37 5093 SH SHARED 5093 D NATIONAL CINEMEDIA INC COM 63530910 69 6538 SH SHARED 6538 D NATIONAL CINEMEDIA INC COM 63530910 1 182 SH SHARED 02 182 D NATIONAL CITY CORP COM 63540510 9367 1963913 SH SHARED 1963913 D NATIONAL CITY CORP COM 63540510 518 108775 SH SHARED 01 89910 18865 D NATIONAL CITY CORP COM 63540510 21 4425 SH SHR/OTHR 01 4425 D NATIONAL CITY CORP COM 63540510 2026 424852 SH SHARED 02 424452 400 D NATIONAL CITY CORP COM 63540510 1 310 SH SHARED 05 310 D NATIONAL CITY CORP COM 63540510 2039 427670 SH SHARED 06 191150 236520 D NATIONAL CITY CORP COM 63540510 1608 337142 SH SHARED 10 337142 D NATIONAL CITY CORP COM 63540510 78 16397 SH SHARED 14 16397 D NATIONAL CITY CORP COM 63540510 9 1900 SH SHARED 20 1900 D NATIONAL CITY CORP COM 63540510 958 201039 SH SHARED 21 201039 D NATIONAL CITY CORP COM 63540510 28 6000 SH SHR/OTHR 21 6000 D NATIONAL CITY CORP COM 63540510 42 9000 SH SHARED 23 9000 D NATIONAL CITY CORP COM 63540510 9 2000 SH SHR/OTHR 23 2000 D NATIONAL DENTEX CORP COM 63563H10 1 143 SH SHARED 143 D NATIONAL HEALTHCARE CORP COM 63590610 121 2647 SH SHARED 2647 D NATIONAL HEALTHCARE CORP COM 63590610 107 2354 SH SHARED 02 2354 D NATIONAL FINL PARTNERS CORP NOTE 0.750% 2/0 63607PAA 42 63000 PRN SHARED 02 63000 D NATIONAL FINL PARTNERS CORP COM 63607P20 755 38093 SH SHARED 38093 D NATIONAL FINL PARTNERS CORP COM 63607P20 69 3500 SH SHARED 01 3500 D NATIONAL FINL PARTNERS CORP COM 63607P20 220 11102 SH SHARED 02 11102 D NATIONAL FINL PARTNERS CORP COM 63607P20 293 14800 SH SHARED 10 14800 D NATIONAL FUEL GAS CO N J COM 63618010 2215 37250 SH SHARED 37250 D NATIONAL FUEL GAS CO N J COM 63618010 1580 26575 SH SHARED 01 875 25700 D NATIONAL FUEL GAS CO N J COM 63618010 179 3022 SH SHARED 02 2372 650 D NATIONAL FUEL GAS CO N J COM 63618010 220 3700 SH SHARED 10 3700 D NATIONAL GRID PLC SPON ADR NEW 63627430 113 1727 SH SHARED 1727 D NATIONAL GRID PLC SPON ADR NEW 63627430 15 241 SH SHARED 01 241 D NATIONAL HEALTH INVS INC COM 63633D10 14402 505172 SH SHARED 505172 D NATIONAL HEALTH INVS INC COM 63633D10 114 4012 SH SHARED 02 4012 D NATIONAL HEALTH INVS INC COM 63633D10 296 10400 SH SHARED 10 10400 D NATIONAL INSTRS CORP COM 63651810 746 26313 SH SHARED 26313 D NATIONAL INSTRS CORP COM 63651810 497 17550 SH SHARED 01 600 16950 D NATIONAL INSTRS CORP COM 63651810 390 13763 SH SHARED 02 13763 D NATIONAL INSTRS CORP COM 63651810 227 8036 SH SHARED 10 8036 D NATIONAL INTERSTATE CORP COM 63654U10 161 8763 SH SHARED 8763 D NATIONAL INTERSTATE CORP COM 63654U10 7 400 SH SHARED 01 400 D NATIONAL INTERSTATE CORP COM 63654U10 68 3700 SH SHARED 10 3700 D NATIONAL LAMPOON INC NEW COM 63663710 0 172 SH SHARED 172 D NATIONAL OILWELL VARCO INC COM 63707110 1659 18700 SH SHARED 18700 D NATIONAL OILWELL VARCO INC COM 63707110 12052 135852 SH SHARED 135852 D NATIONAL OILWELL VARCO INC COM 63707110 5415 61039 SH SHARED 01 58836 2203 D NATIONAL OILWELL VARCO INC COM 63707110 131 1482 SH SHR/OTHR 01 1482 D NATIONAL OILWELL VARCO INC COM 63707110 1443 16274 SH SHARED 02 13105 3169 D NATIONAL OILWELL VARCO INC COM 63707110 45246 509991 SH SHARED 04 509991 D NATIONAL OILWELL VARCO INC COM 63707110 18 214 SH SHARED 05 214 D NATIONAL OILWELL VARCO INC COM 63707110 5249 59165 SH SHARED 06 45817 13348 D NATIONAL OILWELL VARCO INC COM 63707110 50567 569965 SH SHARED 10 518565 51400 D NATIONAL OILWELL VARCO INC COM 63707110 1162 13103 SH SHARED 14 13103 D NATIONAL OILWELL VARCO INC COM 63707110 13 155 SH SHARED 20 155 D NATIONAL OILWELL VARCO INC COM 63707110 10 117 SH SHARED 21 117 D NATIONAL OILWELL VARCO INC COM 63707110 9 111 SH SHR/OTHR 21 111 D NATIONAL OILWELL VARCO INC COM 63707110 8 100 SH SHR/OTHR 23 100 D NATIONAL PENN BANCSHARES INC COM 63713810 162 12206 SH SHARED 12206 D NATIONAL PENN BANCSHARES INC COM 63713810 83 6315 SH SHARED 01 6315 D NATIONAL PENN BANCSHARES INC COM 63713810 183 13792 SH SHARED 02 13792 D NATIONAL PENN BANCSHARES INC COM 63713810 2128 160257 SH SHARED 10 160257 D NATIONAL PENN BANCSHARES INC COM 63713810 128 9710 SH SHR/OTHR 23 9710 D NATIONAL PRESTO INDS INC COM 63721510 166 2591 SH SHARED 2591 D NATIONAL PRESTO INDS INC COM 63721510 72 1122 SH SHARED 02 1122 D NATIONAL PRESTO INDS INC COM 63721510 205 3200 SH SHARED 10 3200 D NATIONAL RESEARCH CORP COM 63737210 10 409 SH SHARED 409 D NATIONAL RESEARCH CORP COM 63737210 0 2 SH SHARED 02 2 D NATIONAL RETAIL PROPERTIES I NOTE 3.950% 9/1 637417AA 1650 1700000 PRN SHARED 02 1700000 D NATIONAL RETAIL PROPERTIES I COM 63741710 646 30938 SH SHARED 30938 D NATIONAL RETAIL PROPERTIES I COM 63741710 45 2200 SH SHARED 01 2200 D NATIONAL RETAIL PROPERTIES I COM 63741710 9 458 SH SHARED 02 458 D NATIONAL RETAIL PROPERTIES I COM 63741710 1667 79800 SH SHARED 10 79800 D NATIONAL RETAIL PROPERTIES I COM 63741710 12540 600000 SH SHARED 11 600000 D NATIONAL SEC GROUP INC COM 63754610 0 53 SH SHARED 53 D NATIONAL SEMICONDUCTOR CORP COM 63764010 5359 260950 SH SHARED 260950 D NATIONAL SEMICONDUCTOR CORP COM 63764010 1388 67595 SH SHARED 01 55955 11640 D NATIONAL SEMICONDUCTOR CORP COM 63764010 252 12300 SH SHR/OTHR 01 12300 D NATIONAL SEMICONDUCTOR CORP COM 63764010 706 34392 SH SHARED 02 31467 2925 D NATIONAL SEMICONDUCTOR CORP COM 63764010 7189 350000 SH SHARED 05 350000 D NATIONAL SEMICONDUCTOR CORP COM 63764010 744 36240 SH SHARED 06 28400 7840 D NATIONAL SEMICONDUCTOR CORP COM 63764010 12789 622674 SH SHARED 10 622674 D NATIONAL SEMICONDUCTOR CORP COM 63764010 32 1600 SH SHARED 20 1600 D NATIONAL SEMICONDUCTOR CORP COM 63764010 23 1130 SH SHR/OTHR 21 1130 D NATIONAL SEMICONDUCTOR CORP COM 63764010 4 225 SH SHR/OTHR 23 225 D NATIONAL TECHNICAL SYS INC COM 63810410 0 167 SH SHARED 167 D NATIONAL WESTN LIFE INS CO CL A 63852210 0 2 SH SHARED 2 D NATIONAL WESTN LIFE INS CO CL A 63852210 67 309 SH SHARED 02 309 D NATIONAL WESTN LIFE INS CO CL A 63852210 196 900 SH SHARED 10 900 D NATIONAL WESTMINSTER BK PLC SPON ADR C 63853988 21 1000 SH SHARED 02 1000 D NATIONWIDE FINL SVCS INC CL A 63861210 7577 157832 SH SHARED 157832 D NATIONWIDE FINL SVCS INC CL A 63861210 3 75 SH SHARED 01 75 D NATIONWIDE FINL SVCS INC CL A 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NETSCOUT SYS INC COM 64115T10 0 2 SH SHARED 02 2 D NETLOGIC MICROSYSTEMS INC COM 64118B10 413 12454 SH SHARED 12454 D NETLOGIC MICROSYSTEMS INC COM 64118B10 36 1100 SH SHARED 01 1100 D NETLOGIC MICROSYSTEMS INC COM 64118B10 4 121 SH SHARED 02 121 D NETLOGIC MICROSYSTEMS INC COM 64118B10 12711 382864 SH SHARED 10 382864 D NETLOGIC MICROSYSTEMS INC COM 64118B10 22 685 SH SHARED 21 685 D NETLIST INC COM 64118P10 0 306 SH SHARED 306 D NETSUITE INC COM 64118Q10 868 42451 SH SHARED 42451 D NETSUITE INC COM 64118Q10 639 31227 SH SHARED 02 22527 8700 D NETWORK EQUIP TECHNOLOGIES COM 64120810 47 13416 SH SHARED 13416 D NETWORK EQUIP TECHNOLOGIES COM 64120810 95 26900 SH SHARED 02 26900 D NETWORK ENGINES INC COM 64121A10 1 897 SH SHARED 897 D NEUBERGER BERMAN CA INT MUN COM 64123C10 87 6900 SH SHARED 6900 D NEUROGEN CORP COM 64124E10 0 673 SH SHARED 673 D NEUROBIOLOGICAL TECH INC COM NEW 64124W30 0 653 SH SHARED 653 D NEUROBIOLOGICAL TECH INC COM NEW 64124W30 55 38872 SH SHR/OTHR 01 38872 D 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17128 D NEXCEN BRANDS INC COM 65335110 3 5566 SH SHARED 5566 D NEXCEN BRANDS INC COM 65335110 0 50 SH SHARED 01 50 D NEXCEN BRANDS INC COM 65335110 14 25000 SH SHARED 02 25000 D NEXSTAR BROADCASTING GROUP I CL A 65336K10 16 4014 SH SHARED 4014 D NFJ DIVID INT & PREM STRTGY COM SHS 65337H10 85 4000 SH SHARED 01 4000 D NFJ DIVID INT & PREM STRTGY COM SHS 65337H10 630 29658 SH SHARED 02 29658 D NFJ DIVID INT & PREM STRTGY COM SHS 65337H10 46 2180 SH SHARED 20 2180 D NFJ DIVID INT & PREM STRTGY COM SHS 65337H10 77 3660 SH SHR/OTHR 23 3660 D NEXTWAVE WIRELESS INC COM 65337Y10 748 185288 SH SHARED 185288 D NEXTWAVE WIRELESS INC COM 65337Y10 5 1413 SH SHARED 02 1413 D NEXXUS LIGHTING INC COM 65338E10 0 123 SH SHARED 123 D NICE SYS LTD SPONSORED ADR 65365610 524 17733 SH SHARED 17733 D NICE SYS LTD SPONSORED ADR 65365610 9208 311400 SH SHARED 10 311400 D NICHOLAS-APPLGT INTL & PRM S COM 65370C10 8 400 SH SHARED 400 D NICHOLAS-APPLEGATE CV & INC COM 65370F10 0 1 SH SHARED 01 1 D NICHOLAS-APPLEGATE CV & INC COM 65370F10 5 500 SH SHARED 02 500 D NICHOLAS-APPLEGATE CV & INC COM 65370F10 0 1 SH SHR/OTHR 20 1 D NICHOLAS APPLEGATE EQT CONV COM 65370K10 118 6000 SH SHARED 6000 D NICHOLAS APPLEGATE EQT CONV COM 65370K10 5 300 SH SHARED 02 300 D NICOR INC COM 65408610 18866 442985 SH SHARED 442985 D NICOR INC COM 65408610 297 6974 SH SHARED 01 6774 200 D NICOR INC COM 65408610 675 15864 SH SHARED 02 15864 D NICOR INC COM 65408610 370 8700 SH SHARED 06 8700 D NICOR INC COM 65408610 1755 41211 SH SHARED 10 41211 D NIDEC CORP SPONSORED ADR 65409010 32 1948 SH SHARED 1948 D NIKE INC CL B 65410610 1125 18882 SH SHARED 2210 16672 D NIKE INC CL B 65410610 92806 1556886 SH SHARED 1555786 1100 D NIKE INC CL B 65410610 19218 322408 SH SHARED 01 237899 84509 D NIKE INC CL B 65410610 4985 83633 SH SHR/OTHR 01 83633 D NIKE INC CL B 65410610 2795 46895 SH SHARED 02 42380 4515 D NIKE INC CL B 65410610 22 371 SH SHARED 04 371 D NIKE INC CL B 65410610 1986 33330 SH SHARED 04 33330 D NIKE INC CL B 65410610 10 180 SH SHARED 05 180 D NIKE INC CL B 65410610 4550 76330 SH SHARED 06 37350 38980 D NIKE INC CL B 65410610 40272 675595 SH SHARED 10 673810 1785 D NIKE INC CL B 65410610 530 8896 SH SHARED 14 8896 D NIKE INC CL B 65410610 5935 99571 SH SHARED 19 99571 D NIKE INC CL B 65410610 3235 54278 SH SHARED 20 33433 125 20720 D NIKE INC CL B 65410610 1559 26170 SH SHR/OTHR 20 26170 D NIKE INC CL B 65410610 114 1925 SH SHARED 21 1925 D NIKE INC CL B 65410610 1336 22415 SH SHARED 22 14915 7500 D NIKE INC CL B 65410610 223 3745 SH SHR/OTHR 22 3745 D NIKE INC CL B 65410610 3739 62727 SH SHARED 23 59777 2950 D NIKE INC CL B 65410610 2937 49271 SH SHR/OTHR 23 49271 D NIGHTHAWK RADIOLOGY HLDGS IN COM 65411N10 1 264 SH SHARED 264 D NIGHTHAWK RADIOLOGY HLDGS IN COM 65411N10 2 403 SH SHARED 02 3 400 D NIGHTHAWK RADIOLOGY HLDGS IN COM 65411N10 173 24576 SH SHARED 10 24576 D 99 CENTS ONLY STORES COM 65440K10 1537 232982 SH SHARED 232982 D 99 CENTS ONLY STORES COM 65440K10 87 13200 SH SHARED 01 13200 D 99 CENTS ONLY STORES COM 65440K10 347 52702 SH SHARED 02 52102 600 D NINETOWNS INTERNET TECH GRP ADR 65440710 0 14 SH SHARED 02 14 D NIPPON TELEG & TEL CORP SPONSORED ADR 65462410 3627 149260 SH SHARED 149260 D NIPPON TELEG & TEL CORP SPONSORED ADR 65462410 122 5035 SH SHARED 02 5035 D NISOURCE INC COM 65473P10 12617 704115 SH SHARED 704115 D NISOURCE INC COM 65473P10 531 29669 SH SHARED 01 29669 D NISOURCE INC COM 65473P10 304 16979 SH SHARED 02 15954 1025 D NISOURCE INC COM 65473P10 48 2700 SH SHARED 04 2700 D NISOURCE INC COM 65473P10 622 34730 SH SHARED 06 27850 6880 D NISOURCE INC COM 65473P10 2368 132197 SH SHARED 10 132197 D NISOURCE INC COM 65473P10 114 6380 SH SHARED 14 6380 D NISOURCE INC COM 65473P10 4 270 SH SHARED 21 270 D NISOURCE INC COM 65473P10 35 2000 SH SHR/OTHR 23 2000 D NISSAN MOTORS SPONSORED ADR 65474440 831 50528 SH SHARED 50528 D NISSAN MOTORS SPONSORED ADR 65474440 8 500 SH SHARED 01 500 D NISSAN MOTORS SPONSORED ADR 65474440 8 505 SH SHARED 02 505 D NITCHES INC COM 65476M10 0 90 SH SHARED 90 D NITROMED INC COM 65479850 0 835 SH SHARED 835 D NOAH ED HLDGS LTD ADR 65487R30 86 15988 SH SHARED 15988 D NOAH ED HLDGS LTD ADR 65487R30 12 2264 SH SHARED 02 14 2250 D NOVA BIOSOURCE FUELS INC COM 65488W10 1 1528 SH SHARED 1528 D NOVA BIOSOURCE FUELS INC COM 65488W10 77 115864 SH SHARED 02 115864 D NOBEL LEARNING CMNTYS INC COM 65488910 17 1306 SH SHARED 1306 D NOBILITY HOMES INC COM 65489210 0 40 SH SHARED 40 D NOKIA CORP SPONSORED ADR 65490220 50508 2061562 SH SHARED 2061562 D NOKIA CORP SPONSORED ADR 65490220 1860 75935 SH SHARED 01 9200 200 65535 D NOKIA CORP SPONSORED ADR 65490220 730 29800 SH SHR/OTHR 01 29800 D NOKIA CORP SPONSORED ADR 65490220 622 25424 SH SHARED 02 25424 D NOKIA CORP SPONSORED ADR 65490220 16436 670858 SH SHARED 10 670858 D NOKIA CORP SPONSORED ADR 65490220 1793 73200 SH SHARED 14 73200 D NOKIA CORP SPONSORED ADR 65490220 3146 128409 SH SHARED 20 31590 96819 D NOKIA CORP SPONSORED ADR 65490220 919 37550 SH SHR/OTHR 20 37550 D NOKIA CORP SPONSORED ADR 65490220 530 21635 SH SHARED 21 21635 D NOKIA CORP SPONSORED ADR 65490220 24 1000 SH SHR/OTHR 21 1000 D NOKIA CORP SPONSORED ADR 65490220 444 18150 SH SHARED 22 11950 6200 D NOKIA CORP SPONSORED ADR 65490220 534 21805 SH SHR/OTHR 22 21805 D NOKIA CORP SPONSORED ADR 65490220 1839 75070 SH SHARED 23 64470 10600 D NOKIA CORP SPONSORED ADR 65490220 1996 81506 SH SHR/OTHR 23 81506 D NOBLE ENERGY INC COM 65504410 4118 40952 SH SHARED 40952 D NOBLE ENERGY INC COM 65504410 10604 105452 SH SHARED 01 102452 3000 D NOBLE ENERGY INC COM 65504410 518 5156 SH SHARED 02 3100 2056 D NOBLE ENERGY INC COM 65504410 1055 10500 SH SHARED 04 10500 D NOBLE ENERGY INC COM 65504410 10 100 SH SHARED 05 100 D NOBLE ENERGY INC COM 65504410 68444 680630 SH SHARED 06 25950 654680 D NOBLE ENERGY INC COM 65504410 66371 660017 SH SHARED 10 626117 33900 D NOBLE ENERGY INC COM 65504410 1338 13312 SH SHARED 14 13312 D NOBLE ENERGY INC COM 65504410 9 90 SH SHARED 20 90 D NOBLE ENERGY INC COM 65504410 6 65 SH SHR/OTHR 20 65 D NOBLE ENERGY INC COM 65504410 135 1347 SH SHARED 21 1347 D NOBLE INTL LTD COM 65505310 39 8944 SH SHARED 8944 D NOMURA HLDGS INC SPONSORED ADR 65535H20 203 13800 SH SHARED 13800 D NORDSON CORP COM 65566310 454 6233 SH SHARED 6233 D NORDSON CORP COM 65566310 750 10300 SH SHARED 01 10300 D NORDSON CORP COM 65566310 265 3642 SH SHARED 02 3642 D NORDSON CORP COM 65566310 284 3900 SH SHARED 10 3900 D NORDSON CORP COM 65566310 30 424 SH SHARED 21 424 D NORDSTROM INC COM 65566410 10415 343758 SH SHARED 343758 D NORDSTROM INC COM 65566410 927 30599 SH SHARED 01 30599 D NORDSTROM INC COM 65566410 4680 154473 SH SHARED 02 153673 800 D NORDSTROM INC COM 65566410 1321 43600 SH SHARED 06 38800 4800 D NORDSTROM INC COM 65566410 5846 192966 SH SHARED 10 192966 D NORDSTROM INC COM 65566410 233 7700 SH SHARED 14 7700 D NORDSTROM INC COM 65566410 235 7760 SH SHR/OTHR 23 7760 D NORFOLK SOUTHERN CORP COM 65584410 63552 1014079 SH SHARED 1004479 9600 D NORFOLK SOUTHERN CORP COM 65584410 3751 59860 SH SHARED 01 54755 5105 D NORFOLK SOUTHERN CORP COM 65584410 459 7325 SH SHR/OTHR 01 7325 D NORFOLK SOUTHERN CORP COM 65584410 19700 314357 SH SHARED 02 301932 12425 D NORFOLK SOUTHERN CORP COM 65584410 78243 1248500 SH SHARED 04 1248500 D NORFOLK SOUTHERN CORP COM 65584410 11 190 SH SHARED 05 190 D NORFOLK SOUTHERN CORP COM 65584410 15644 249640 SH SHARED 06 52200 197440 D NORFOLK SOUTHERN CORP COM 65584410 49763 794054 SH SHARED 10 794054 D NORFOLK SOUTHERN CORP COM 65584410 827 13200 SH SHARED 11 13200 D NORFOLK SOUTHERN CORP COM 65584410 454 7253 SH SHARED 14 6700 553 D NORFOLK SOUTHERN CORP COM 65584410 28 450 SH SHARED 20 450 D NORFOLK SOUTHERN CORP COM 65584410 62 1000 SH SHR/OTHR 20 1000 D NORFOLK SOUTHERN CORP COM 65584410 3658 58377 SH SHARED 23 54077 4300 D NORFOLK SOUTHERN CORP COM 65584410 1810 28896 SH SHR/OTHR 23 28896 D NORTECH SYS INC COM 65655310 0 35 SH SHARED 35 D NORTEL INVERSORA S A SPON ADR PFD B 65656740 230 18000 SH SHARED 04 18000 D NORTEL NETWORKS CORP NEW NOTE 4.250% 9/0 656568AB 0 10 PRN SHARED 10 10 D NORTEL NETWORKS CORP NEW NOTE 2.125% 4/1 656568AE 3350 5000000 PRN SHARED 5000000 D NORTEL NETWORKS CORP NEW COM NEW 65656850 0 40 SH SHARED 40 D NORTEL NETWORKS CORP NEW COM NEW 65656850 11052 1344560 SH SHARED 1344417 143 D NORTEL NETWORKS CORP NEW COM NEW 65656850 8 1026 SH SHARED 01 1026 D NORTEL NETWORKS CORP NEW COM NEW 65656850 1620 197118 SH SHARED 02 13103 184015 D NORTEL NETWORKS CORP NEW COM NEW 65656850 2 300 SH SHARED 05 300 D NORTEL NETWORKS CORP NEW COM NEW 65656850 23 2824 SH SHARED 06 974 1850 D NORTEL NETWORKS CORP NEW COM NEW 65656850 90 11051 SH SHARED 10 11051 D NORTEL NETWORKS CORP NEW COM NEW 65656850 213 26022 SH SHARED 14 26022 D NORTEL NETWORKS CORP NEW COM NEW 65656850 20 2500 SH SHARED 20 2500 D NORTEL NETWORKS CORP NEW COM NEW 65656850 0 52 SH SHARED 23 52 D NORTEL NETWORKS CORP NEW COM NEW 65656850 0 120 SH SHR/OTHR 23 120 D NORTH AMERN ENERGY PARTNERS COM 65684410 141 6535 SH SHARED 6535 D NORTH AMERN GALVANZNG & CTNG COM 65686Y10 3 377 SH SHARED 377 D NORTH AMERN INS LEADERS INC COM 65687M10 158 20000 SH SHARED 20000 D NORTH AMERN INS LEADERS INC COM 65687M10 4321 545018 SH SHARED 02 545018 D NORTH AMERN PALLADIUM LTD COM 65691210 95 17310 SH SHARED 17310 D NORTH AMERN PALLADIUM LTD COM 65691210 1 300 SH SHARED 02 300 D NORTH AMERN SCIENTIFIC INC COM NEW 65715D20 0 116 SH SHARED 116 D NORTH CENT BANCSHARES INC COM 65841810 0 31 SH SHARED 31 D NORTH EUROPEAN OIL RTY TR SH BEN INT 65931010 332 8600 SH SHARED 01 8600 D NORTH EUROPEAN OIL RTY TR SH BEN INT 65931010 193 5000 SH SHARED 02 5000 D NORTH EUROPEAN OIL RTY TR SH BEN INT 65931010 65 1700 SH SHARED 23 1700 D NORTH VALLEY BANCORP COM 66304M10 3 532 SH SHARED 532 D NORTHEAST BANCORP COM 66390410 0 57 SH SHARED 57 D NORTHEAST CMNTY BANCORP INC COM 66411210 266 23746 SH SHARED 23746 D NORTHEAST UTILS COM 66439710 8912 349110 SH SHARED 349110 D NORTHEAST UTILS COM 66439710 1409 55200 SH SHARED 01 7500 47700 D NORTHEAST UTILS COM 66439710 25 1000 SH SHR/OTHR 01 1000 D NORTHEAST UTILS COM 66439710 407 15944 SH SHARED 02 15944 D NORTHEAST UTILS COM 66439710 156 6138 SH SHARED 10 6138 D NORTHEAST UTILS COM 66439710 15 600 SH SHARED 23 600 D NORTHERN DYNASTY MINERALS LT COM NEW 66510M20 274 34233 SH SHARED 34233 D NORTHERN OIL & GAS INC NEV COM 66553110 21 1614 SH SHARED 02 1614 D NORTHERN STS FINL CORP COM 66575110 1 70 SH SHARED 70 D NORTHERN TECH INTL CORP COM 66580910 1 71 SH SHARED 71 D NORTHERN TR CORP COM 66585910 133 1940 SH SHARED 1940 D NORTHERN TR CORP COM 66585910 14933 217789 SH SHARED 217789 D NORTHERN TR CORP COM 66585910 1981 28900 SH SHARED 01 19300 9600 D NORTHERN TR CORP COM 66585910 1202 17539 SH SHARED 02 12603 4936 D NORTHERN TR CORP COM 66585910 54 800 SH SHARED 04 800 D NORTHERN TR CORP COM 66585910 1708 24910 SH SHARED 06 19050 5860 D NORTHERN TR CORP COM 66585910 52316 762970 SH SHARED 10 711970 51000 D NORTHERN TR CORP COM 66585910 807 11780 SH SHARED 14 11780 D NORTHERN TR CORP COM 66585910 1371 20000 SH SHARED 20 20000 D NORTHERN TR CORP COM 66585910 479 7000 SH SHR/OTHR 20 7000 D NORTHERN TR CORP COM 66585910 10 155 SH SHARED 21 155 D NORTHERN TR CORP COM 66585910 726 10596 SH SHR/OTHR 23 10596 D NORTHFIELD BANCORP INC NEW COM 66611L10 295 27455 SH SHARED 27455 D NORTHFIELD BANCORP INC NEW COM 66611L10 0 44 SH SHARED 02 44 D NORTHFIELD LABS INC COM 66613510 0 656 SH SHARED 656 D NORTHGATE MINERALS CORP COM 66641610 1897 690000 SH SHARED 690000 D NORTHGATE MINERALS CORP COM 66641610 412 149964 SH SHARED 149964 D NORTHGATE MINERALS CORP COM 66641610 1375 500000 SH SHARED 04 500000 D NORTHRIM BANCORP INC COM 66676210 2 158 SH SHARED 158 D NORTHROP GRUMMAN CORP COM 66680710 39315 587670 SH SHARED 587670 D NORTHROP GRUMMAN CORP COM 66680710 5177 77389 SH SHARED 01 76989 400 D NORTHROP GRUMMAN CORP COM 66680710 10661 159362 SH SHARED 02 158477 885 D NORTHROP GRUMMAN CORP COM 66680710 26 400 SH SHARED 04 400 D NORTHROP GRUMMAN CORP COM 66680710 11 170 SH SHARED 05 170 D NORTHROP GRUMMAN CORP COM 66680710 11350 169657 SH SHARED 06 159467 10190 D NORTHROP GRUMMAN CORP COM 66680710 130778 1954834 SH SHARED 10 1933434 21400 D NORTHROP GRUMMAN CORP COM 66680710 1023 15305 SH SHARED 14 15305 D NORTHROP GRUMMAN CORP COM 66680710 578 8648 SH SHR/OTHR 23 8648 D NORTHSTAR RLTY FIN CORP COM 66704R10 242 29091 SH SHARED 29091 D NORTHSTAR RLTY FIN CORP COM 66704R10 246 29600 SH SHARED 02 29600 D NORTHSTAR RLTY FIN CORP COM 66704R10 264 31800 SH SHARED 10 31800 D NORTHSTAR NEUROSCIENCE INC COM 66704V10 0 372 SH SHARED 372 D NORTHSTAR NEUROSCIENCE INC COM 66704V10 11 7137 SH SHARED 01 1205 5932 D NORTHWEST AIRLS CORP COM 66728040 45984 6904556 SH SHARED 6904556 D NORTHWEST AIRLS CORP COM 66728040 15 2270 SH SHARED 01 2270 D NORTHWEST AIRLS CORP COM 66728040 707 106226 SH SHARED 02 106226 D NORTHWEST AIRLS CORP COM 66728040 63 9600 SH SHARED 10 9600 D NORTHWEST BANCORP INC PA COM 66732810 2982 136700 SH SHARED 136700 D NORTHWEST BANCORP INC PA COM 66732810 21 1000 SH SHARED 01 1000 D NORTHWEST BANCORP INC PA COM 66732810 216 9901 SH SHARED 02 9901 D NORTHWEST BANCORP INC PA COM 66732810 706 32400 SH SHARED 10 32400 D NORTHWEST NAT GAS CO COM 66765510 413 8942 SH SHARED 8942 D NORTHWEST NAT GAS CO COM 66765510 31 675 SH SHARED 01 675 D NORTHWEST NAT GAS CO COM 66765510 510 11041 SH SHARED 02 11041 D NORTHWEST NAT GAS CO COM 66765510 656 14200 SH SHARED 10 14200 D NORTHWEST PIPE CO COM 66774610 138 2484 SH SHARED 2484 D NORTHWEST PIPE CO COM 66774610 3 55 SH SHARED 02 55 D NORTHWEST PIPE CO COM 66774610 5580 100000 SH SHARED 04 100000 D NORTHWEST PIPE CO COM 66774610 11369 203750 SH SHARED 10 203750 D NORTHWESTERN CORP COM NEW 66807430 2648 104184 SH SHARED 104184 D NORTHWESTERN CORP COM NEW 66807430 4 165 SH SHARED 02 165 D NORTHWESTERN CORP COM NEW 66807430 521 20500 SH SHARED 10 20500 D NORTHWESTERN CORP COM NEW 66807430 28 1105 SH SHARED 21 1105 D NORWOOD FINANCIAL CORP COM 66954910 1 67 SH SHARED 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188488 D NOVELLUS SYS INC COM 67000810 78 3700 SH SHARED 3700 D NOVELLUS SYS INC COM 67000810 10195 481158 SH SHARED 481158 D NOVELLUS SYS INC COM 67000810 288 13600 SH SHARED 01 13200 400 D NOVELLUS SYS INC COM 67000810 986 46554 SH SHARED 02 28418 18136 D NOVELLUS SYS INC COM 67000810 592 27950 SH SHARED 06 25950 2000 D NOVELLUS SYS INC COM 67000810 6708 316608 SH SHARED 10 316608 D NOVELLUS SYS INC COM 67000810 12 600 SH SHARED 20 600 D NOVELLUS SYS INC COM 67000810 9 450 SH SHR/OTHR 23 450 D NOVEN PHARMACEUTICALS INC COM 67000910 48 4513 SH SHARED 4513 D NOVEN PHARMACEUTICALS INC COM 67000910 962 90000 SH SHARED 01 90000 D NOVEN PHARMACEUTICALS INC COM 67000910 804 75225 SH SHARED 02 2655 72570 D NOVO-NORDISK A S ADR 67010020 2266 34343 SH SHARED 34343 D NOVO-NORDISK A S ADR 67010020 13 200 SH SHARED 01 200 D NOVO-NORDISK A S ADR 67010020 26 400 SH SHARED 02 400 D NU SKIN ENTERPRISES INC CL A 67018T10 230 15443 SH SHARED 15443 D NU SKIN ENTERPRISES INC CL A 67018T10 58 3949 SH 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14170 10000000 PRN SHARED 10000000 D ON SEMICONDUCTOR CORP NOTE 4/1 682189AE 18700 17000000 PRN SHARED 17000000 D ON SEMICONDUCTOR CORP NOTE 4/1 682189AE 1 1000 PRN SHARED 02 1000 D ON SEMICONDUCTOR CORP NOTE 2.625%12/1 682189AG 1858 1700000 PRN SHARED 1700000 D ON SEMICONDUCTOR CORP COM 68218910 1653 180283 SH SHARED 180283 D ON SEMICONDUCTOR CORP COM 68218910 140 15325 SH SHARED 01 15325 D ON SEMICONDUCTOR CORP COM 68218910 1452 158443 SH SHARED 02 158443 D ON SEMICONDUCTOR CORP COM 68218910 7905 862150 SH SHARED 10 862150 D ON SEMICONDUCTOR CORP COM 68218910 2 310 SH SHARED 21 310 D ONCOLYTICS BIOTECH INC COM 68231010 0 200 SH SHARED 02 200 D ONCOTHYREON INC COM 68232410 1 416 SH SHARED 02 416 D ONE LIBERTY PPTYS INC COM 68240610 3 215 SH SHARED 215 D ONE LIBERTY PPTYS INC COM 68240610 2446 150000 SH SHARED 11 150000 D 1 800 FLOWERS COM CL A 68243Q10 262 40765 SH SHARED 40765 D 1 800 FLOWERS COM CL A 68243Q10 32 5061 SH SHARED 02 5061 D ONEIDA FINL CORP COM 68247810 0 69 SH SHARED 69 D ONEOK PARTNERS LP UNIT LTD PARTN 68268N10 861 15411 SH SHARED 15411 D ONEOK PARTNERS LP UNIT LTD PARTN 68268N10 410 7350 SH SHARED 02 7350 D ONEOK INC NEW COM 68268010 11759 240835 SH SHARED 240835 D ONEOK INC NEW COM 68268010 2076 42526 SH SHARED 01 6326 36200 D ONEOK INC NEW COM 68268010 992 20333 SH SHARED 02 20083 250 D ONEOK INC NEW COM 68268010 19 400 SH SHARED 06 400 D ONEOK INC NEW COM 68268010 11010 225480 SH SHARED 10 216780 8700 D ONLINE RES CORP COM 68273G10 22 2723 SH SHARED 2723 D ONLINE RES CORP COM 68273G10 1 123 SH SHARED 02 123 D ONSTREAM MEDIA CORP COM 68287510 0 993 SH SHARED 993 D ON2 TECHNOLOGIES INC COM 68338A10 2 3468 SH SHARED 3468 D ONVIA INC COM NEW 68338T40 0 192 SH SHARED 192 D ONVIA INC COM NEW 68338T40 1 200 SH SHARED 02 200 D ONYX PHARMACEUTICALS INC COM 68339910 1894 53228 SH SHARED 53228 D ONYX PHARMACEUTICALS INC COM 68339910 203 5725 SH SHARED 01 5725 D ONYX PHARMACEUTICALS INC COM 68339910 71 2000 SH SHR/OTHR 01 2000 D ONYX PHARMACEUTICALS INC COM 68339910 12 359 SH SHARED 02 304 55 D ONYX PHARMACEUTICALS INC COM 68339910 16888 474400 SH SHARED 04 474400 D ONYX PHARMACEUTICALS INC COM 68339910 6383 179300 SH SHARED 10 179300 D OPEN JT STK CO-VIMPEL COMMUN SPONSORED ADR 68370R10 8340 281000 SH SHARED 41000 240000 D OPEN JT STK CO-VIMPEL COMMUN SPONSORED ADR 68370R10 31966 1077024 SH SHARED 1077024 D OPEN JT STK CO-VIMPEL COMMUN SPONSORED ADR 68370R10 2837 95600 SH SHARED 01 95600 D OPEN JT STK CO-VIMPEL COMMUN SPONSORED ADR 68370R10 1127 38000 SH SHARED 02 38000 D OPEN JT STK CO-VIMPEL COMMUN SPONSORED ADR 68370R10 188273 6343451 SH SHARED 04 6343451 D OPEN JT STK CO-VIMPEL COMMUN SPONSORED ADR 68370R10 71899 2422500 SH SHARED 05 2422500 D OPEN JT STK CO-VIMPEL COMMUN SPONSORED ADR 68370R10 9269 312300 SH SHARED 06 12300 300000 D OPEN JT STK CO-VIMPEL COMMUN SPONSORED ADR 68370R10 76689 2583879 SH SHARED 10 1758879 825000 D OPEN JT STK CO-VIMPEL COMMUN SPONSORED ADR 68370R10 296 10000 SH SHARED 15 10000 D OPEN JT STK CO-VIMPEL COMMUN SPONSORED ADR 68370R10 558 18831 SH SHARED 24 18831 D OPEN TEXT CORP COM 68371510 1920 59822 SH SHARED 59822 D OPENWAVE SYS INC NOTE 2.750% 9/0 683718AC 3068 3125000 PRN SHARED 3125000 D OPENWAVE SYS INC COM NEW 68371830 190 127547 SH SHARED 127547 D OPENWAVE SYS INC COM NEW 68371830 0 368 SH SHARED 02 335 33 D OPENWAVE SYS INC COM NEW 68371830 54 36800 SH SHARED 10 36800 D OPENWAVE SYS INC COM NEW 68371830 12 8099 SH SHARED 23 8099 D OPEXA THERAPEUTICS INC COM 68372T10 0 161 SH SHARED 161 D OPKO HEALTH INC COM 68375N10 1 1281 SH SHARED 1281 D OPKO HEALTH INC COM 68375N10 6 3952 SH SHARED 02 3952 D OPLINK COMMUNICATIONS INC COM NEW 68375Q40 81 8524 SH SHARED 8524 D OPLINK COMMUNICATIONS INC COM NEW 68375Q40 432 45000 SH SHARED 01 45000 D OPLINK COMMUNICATIONS INC COM NEW 68375Q40 652 68000 SH SHR/OTHR 01 68000 D OPLINK COMMUNICATIONS INC COM NEW 68375Q40 0 94 SH SHARED 02 94 D OPLINK COMMUNICATIONS INC COM NEW 68375Q40 210 21900 SH SHARED 10 21900 D OPNEXT INC COM 68375V10 6 1218 SH SHARED 1218 D OPNEXT INC COM 68375V10 64 12000 SH SHARED 02 12000 D OPNET TECHNOLOGIES INC COM 68375710 38 4285 SH SHARED 02 4285 D OPPENHEIMER HLDGS INC CL A NON VTG 68379710 2 90 SH SHARED 90 D OPTELECOM NKF INC COM PAR $0.03 68381820 3 420 SH SHARED 420 D OPTICAL CABLE CORP COM NEW 68382720 1 162 SH SHARED 162 D OPTIMAL GROUP INC CL A NEW 68388R20 26 12160 SH SHARED 12160 D ORACLE CORP COM 68389X10 144532 6882482 SH SHARED 6866182 16300 D ORACLE CORP COM 68389X10 24800 1180954 SH SHARED 01 980954 200000 D ORACLE CORP COM 68389X10 3625 172645 SH SHR/OTHR 01 172645 D ORACLE CORP COM 68389X10 7310 348113 SH SHARED 02 214048 134065 D ORACLE CORP COM 68389X10 7444 354500 SH SHARED 04 354500 D ORACLE CORP COM 68389X10 35 1695 SH SHARED 05 1695 D ORACLE CORP COM 68389X10 10911 519589 SH SHARED 06 394948 124641 D ORACLE CORP COM 68389X10 84855 4040729 SH SHARED 10 3964479 76250 D ORACLE CORP COM 68389X10 8 400 SH SHR/OTHR 10 400 D ORACLE CORP COM 68389X10 881 41999 SH SHARED 14 41999 D ORACLE CORP COM 68389X10 55 2650 SH SHARED 19 2650 D ORACLE CORP COM 68389X10 1377 65579 SH SHARED 20 45144 150 20285 D ORACLE CORP COM 68389X10 130 6225 SH SHR/OTHR 20 6225 D ORACLE CORP COM 68389X10 395 18857 SH SHARED 21 12924 5933 D ORACLE CORP COM 68389X10 1064 50672 SH SHARED 22 36927 13745 D ORACLE CORP COM 68389X10 103 4925 SH SHR/OTHR 22 4925 D ORACLE CORP COM 68389X10 3262 155335 SH SHARED 23 147285 8050 D ORACLE CORP COM 68389X10 2335 111195 SH SHR/OTHR 23 111195 D OPTIMER PHARMACEUTICALS INC COM 68401H10 16 1991 SH SHARED 02 1991 D OPTIMER PHARMACEUTICALS INC COM 68401H10 2137 263600 SH SHARED 04 263600 D OPTIONSXPRESS HLDGS INC COM 68401010 3583 160416 SH SHARED 160416 D OPTIONSXPRESS HLDGS INC COM 68401010 13 600 SH SHARED 01 600 D OPTIONSXPRESS HLDGS INC COM 68401010 600 26878 SH SHARED 02 26878 D OPTIONSXPRESS HLDGS INC COM 68401010 3351 150000 SH SHARED 04 150000 D OPTIUM CORP COM 68402T10 0 51 SH SHARED 51 D OPTIUM CORP COM 68402T10 26 3572 SH SHARED 02 3572 D ORANGE 21 INC COM 68531710 0 127 SH SHARED 127 D ORASURE TECHNOLOGIES INC COM 68554V10 0 253 SH SHARED 02 253 D ORBCOMM INC COM 68555P10 0 25 SH SHARED 25 D ORBIT INTL CORP COM NEW 68555930 9 1326 SH SHARED 1326 D ORBITAL SCIENCES CORP COM 68556410 2112 89674 SH SHARED 89674 D ORBITAL SCIENCES CORP COM 68556410 346 14700 SH SHARED 02 14700 D ORBITAL SCIENCES CORP COM 68556410 141 6000 SH SHARED 10 6000 D ORBITZ WORLDWIDE INC COM 68557K10 46 9259 SH SHARED 9259 D ORBITZ WORLDWIDE INC COM 68557K10 0 3 SH SHARED 02 3 D ORCHARD ENTERPRISES INC COM NEW 68562L10 0 84 SH SHARED 84 D ORCHIDS PAPER PRODS CO DEL COM 68572N10 1 140 SH SHARED 140 D ORCHID CELLMARK INC COM 68573C10 1 762 SH SHARED 762 D ORE PHARMACEUTICALS INC COM NEW 68577620 0 165 SH SHARED 165 D O REILLY AUTOMOTIVE INC COM 68609110 1335 59732 SH SHARED 59732 D O REILLY AUTOMOTIVE INC COM 68609110 815 36500 SH SHARED 01 36500 D O REILLY AUTOMOTIVE INC COM 68609110 739 33076 SH SHARED 02 33076 D O REILLY AUTOMOTIVE INC COM 68609110 100 4500 SH SHARED 10 4500 D O REILLY AUTOMOTIVE INC COM 68609110 31 1400 SH SHARED 23 1400 D O REILLY AUTOMOTIVE INC COM 68609110 55 2500 SH SHR/OTHR 23 2500 D OREXIGEN THERAPEUTICS INC COM 68616410 11 1467 SH SHARED 1467 D OREXIGEN THERAPEUTICS INC COM 68616410 7 930 SH SHARED 02 930 D ORIENTAL FINL GROUP INC COM 68618W10 99 6945 SH SHARED 6945 D ORIENTAL FINL GROUP INC COM 68618W10 72 5100 SH SHARED 01 5100 D ORIENTAL FINL GROUP INC COM 68618W10 5 382 SH SHARED 02 382 D ORIENTAL FINL GROUP INC COM 68618W10 2795 196020 SH SHARED 10 196020 D ORIGEN FINL INC COM 68619E20 0 465 SH SHARED 465 D ORION ENERGY SYSTEMS INC COM 68627510 7 700 SH SHARED 700 D ORION ENERGY SYSTEMS INC COM 68627510 30 3000 SH SHARED 01 3000 D ORION ENERGY SYSTEMS INC COM 68627510 0 50 SH SHARED 02 50 D ORION ENERGY SYSTEMS INC COM 68627510 826 82687 SH SHARED 05 82687 D ORION MARINE GROUP INC COM 68628V30 25 1777 SH SHARED 02 1777 D ORION MARINE GROUP INC COM 68628V30 532 37700 SH SHARED 10 37700 D ORITANI FINL CORP COM 68632310 21 1373 SH SHARED 1373 D ORITANI FINL CORP COM 68632310 1 119 SH SHARED 02 119 D ORIX CORP SPONSORED ADR 68633010 7 107 SH SHARED 107 D ORIX CORP SPONSORED ADR 68633010 1 23 SH SHARED 02 23 D ORLEANS HOMEBUILDERS INC COM 68658810 5 1447 SH SHARED 1447 D ORLEANS HOMEBUILDERS INC COM 68658810 2 700 SH SHARED 02 700 D ORMAT TECHNOLOGIES INC COM 68668810 172 3500 SH SHARED 3500 D ORMAT TECHNOLOGIES INC COM 68668810 2052 41730 SH SHARED 41730 D ORMAT TECHNOLOGIES INC COM 68668810 204 4150 SH SHARED 01 4150 D ORMAT TECHNOLOGIES INC COM 68668810 102 2093 SH SHARED 02 2093 D ORMAT TECHNOLOGIES INC COM 68668810 270 5505 SH SHARED 10 5505 D ORTHOLOGIC CORP COM 68750J10 1 1083 SH SHARED 1083 D ORTHOVITA INC COM 68750U10 0 157 SH SHARED 157 D ORTHOVITA INC COM 68750U10 11 5452 SH SHARED 02 5452 D OSAGE BANCSHARES INC COM 68764U10 0 89 SH SHARED 89 D OSCIENT PHARMACEUTICALS CORP NOTE 3.500% 4/1 68812RAC 8 20000 PRN SHARED 02 20000 D OSCIENT PHARMACEUTICALS CORP COM NEW 68812R30 0 325 SH SHARED 325 D OSHKOSH CORP COM 68823920 1721 83190 SH SHARED 83190 D OSHKOSH CORP COM 68823920 463 22400 SH SHARED 01 22400 D OSHKOSH CORP COM 68823920 214 10375 SH SHARED 02 9685 690 D OSHKOSH CORP COM 68823920 14 700 SH SHARED 06 300 400 D OSHKOSH CORP COM 68823920 7289 352326 SH SHARED 10 352326 D OSHKOSH CORP COM 68823920 5 250 SH SHARED 21 250 D OSIRIS THERAPEUTICS INC COM 68827R10 1 79 SH SHARED 79 D OSIRIS THERAPEUTICS INC COM 68827R10 1 80 SH SHARED 02 80 D OSTEOTECH INC COM 68858210 11 1981 SH SHARED 1981 D OSTEOTECH INC COM 68858210 13 2300 SH SHARED 02 2300 D OSTEOTECH INC COM 68858210 51 9010 SH SHARED 10 9010 D OTTER TAIL CORP COM 68964810 48 1254 SH SHARED 02 1254 D OTTER TAIL CORP COM 68964810 597 15400 SH SHARED 10 15400 D OUTDOOR CHANNEL HLDGS INC COM NEW 69002720 0 29 SH SHARED 29 D OVERHILL FARMS INC COM 69021210 65 9419 SH SHARED 9419 D OVERLAND STORAGE INC COM 69031010 0 480 SH SHARED 480 D OVERSEAS SHIPHOLDING GROUP I COM 69036810 3477 43736 SH SHARED 43736 D OVERSEAS SHIPHOLDING GROUP I COM 69036810 1065 13400 SH SHARED 01 3700 9700 D OVERSEAS SHIPHOLDING GROUP I COM 69036810 738 9286 SH SHARED 02 8336 950 D OVERSEAS SHIPHOLDING GROUP I COM 69036810 95 1200 SH SHARED 10 1200 D OVERSTOCK COM INC DEL COM 69037010 719 27743 SH SHARED 27743 D OVERSTOCK COM INC DEL COM 69037010 65 2505 SH SHARED 01 2505 D OVERSTOCK COM INC DEL COM 69037010 33 1300 SH SHARED 02 1300 D OVERSTOCK COM INC DEL COM 69037010 1086 41874 SH SHARED 10 41874 D OWENS & MINOR INC NEW COM 69073210 774 16961 SH SHARED 16961 D OWENS & MINOR INC NEW COM 69073210 141 3100 SH SHARED 01 3100 D OWENS & MINOR INC NEW COM 69073210 245 5378 SH SHARED 02 5378 D OWENS & MINOR INC NEW COM 69073210 17506 383150 SH SHARED 10 383150 D OWENS & MINOR INC NEW COM 69073210 34 764 SH SHARED 21 764 D OWENS CORNING NEW COM 69074210 74 3285 SH SHARED 3285 D OWENS CORNING NEW COM 69074210 81 3600 SH SHARED 01 3600 D OWENS CORNING NEW COM 69074210 662 29121 SH SHARED 02 28521 600 D OWENS CORNING NEW COM 69074210 2073 91140 SH SHARED 10 78840 12300 D OWENS CORNING NEW COM 69074210 13 600 SH SHR/OTHR 23 600 D OWENS ILL INC COM NEW 69076840 14168 339858 SH SHARED 302858 37000 D OWENS ILL INC COM NEW 69076840 341 8200 SH SHARED 01 8200 D OWENS ILL INC COM NEW 69076840 739 17744 SH SHARED 02 17253 491 D OWENS ILL INC COM NEW 69076840 37 900 SH SHARED 04 900 D OWENS ILL INC COM NEW 69076840 6 150 SH SHARED 05 150 D OWENS ILL INC COM NEW 69076840 751 18030 SH SHARED 06 15400 2630 D OWENS ILL INC COM NEW 69076840 53308 1278678 SH SHARED 10 1271678 7000 D OWENS ILL INC COM NEW 69076840 333 8001 SH SHARED 14 8001 D OWENS ILL INC COM NEW 69076840 2 70 SH SHARED 21 70 D OXFORD INDS INC COM 69149730 212 11101 SH SHARED 11101 D OXFORD INDS INC COM 69149730 186 9720 SH SHARED 02 9490 230 D OXFORD INDS INC COM 69149730 155 8100 SH SHARED 10 8100 D OXIGENE INC COM 69182810 0 741 SH SHARED 741 D P & F INDS INC CL A NEW 69283050 0 50 SH SHARED 50 D PAB BANKSHARES INC COM 69313P10 1 219 SH SHARED 219 D P A M TRANSN SVCS INC COM 69314910 1 149 SH SHARED 149 D P A M TRANSN SVCS INC COM 69314910 5 500 SH SHARED 02 500 D P C CONNECTION COM 69318J10 644 69187 SH SHARED 69187 D P C CONNECTION COM 69318J10 55 6000 SH SHARED 02 6000 D PC MALL INC COM 69323K10 20 1498 SH SHARED 1498 D PC MALL INC COM 69323K10 164 12100 SH SHARED 02 12100 D PC-TEL INC COM 69325Q10 14 1553 SH SHARED 1553 D PC-TEL INC COM 69325Q10 139 14502 SH SHARED 02 14502 D PDF SOLUTIONS INC COM 69328210 3 635 SH SHARED 635 D PDI INC COM 69329V10 227 26081 SH SHARED 26081 D PDL BIOPHARMA INC COM 69329Y10 838 78998 SH SHARED 78998 D PDL BIOPHARMA INC COM 69329Y10 279 26275 SH SHARED 01 75 26200 D PDL BIOPHARMA INC COM 69329Y10 727 68495 SH SHARED 02 68495 D PDL BIOPHARMA INC COM 69329Y10 10620 1000000 SH SHARED 05 1000000 D PDL BIOPHARMA INC COM 69329Y10 18 1700 SH SHARED 10 1700 D PG&E CORP NOTE 9.500% 6/3 69331CAD 29178 10626000 PRN SHARED 10626000 D PG&E CORP COM 69331C10 996 25107 SH SHARED 25107 D PG&E CORP COM 69331C10 86651 2183205 SH SHARED 2183205 D PG&E CORP COM 69331C10 10189 256728 SH SHARED 01 248163 8565 D PG&E CORP COM 69331C10 1740 43862 SH SHARED 02 43862 D PG&E CORP COM 69331C10 105998 2670664 SH SHARED 04 2670664 D PG&E CORP COM 69331C10 25902 652623 SH SHARED 05 652623 D PG&E CORP COM 69331C10 71394 1798801 SH SHARED 06 306880 1491921 D PG&E CORP COM 69331C10 13805 347828 SH SHARED 10 347828 D PG&E CORP COM 69331C10 23 600 SH SHARED 14 600 D PG&E CORP COM 69331C10 618 15590 SH SHR/OTHR 23 15590 D PFF BANCORP INC COM 69331W10 5 5230 SH SHARED 5230 D PHC INC MASS CL A 69331510 1 517 SH SHARED 517 D PHH CORP COM NEW 69332020 355 23184 SH SHARED 23184 D PHH CORP COM NEW 69332020 4 278 SH SHARED 02 278 D PHH CORP COM NEW 69332020 379 24700 SH SHARED 10 24700 D P F CHANGS CHINA BISTRO INC COM 69333Y10 1005 45023 SH SHARED 45023 D P F CHANGS CHINA BISTRO INC COM 69333Y10 111 5000 SH SHARED 01 5000 D P F CHANGS CHINA BISTRO INC COM 69333Y10 180 8100 SH SHARED 02 8100 D P F CHANGS CHINA BISTRO INC COM 69333Y10 1365 61135 SH SHARED 10 61135 D PHI INC COM NON VTG 69336T20 253 6311 SH SHARED 6311 D PHI INC COM NON VTG 69336T20 2 60 SH SHARED 02 60 D PGT INC COM 69336V10 1 342 SH SHARED 342 D PICO HLDGS INC COM NEW 69336620 6 141 SH SHARED 02 141 D PICO HLDGS INC COM NEW 69336620 347 8000 SH SHARED 10 8000 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 67 8875 SH SHARED 01 8875 D PLX TECHNOLOGY INC COM 69341710 44 5879 SH SHARED 02 5879 D PLX TECHNOLOGY INC COM 69341710 479 62900 SH SHARED 10 62900 D PMA CAP CORP CL A 69341920 51 5627 SH SHARED 5627 D PMA CAP CORP CL A 69341920 63 6925 SH SHARED 01 6925 D PMA CAP CORP CL A 69341920 24 2666 SH SHARED 02 2666 D PMA CAP CORP CL A 69341920 165 18000 SH SHARED 10 18000 D PMC COML TR SH BEN INT 69343410 2 280 SH SHARED 280 D PMC-SIERRA INC NOTE 2.250%10/1 69344FAD 24645 21600000 PRN SHARED 21600000 D PMC-SIERRA INC NOTE 2.250%10/1 69344FAD 370 325000 PRN SHARED 02 325000 D PMC-SIERRA INC COM 69344F10 1382 180999 SH SHARED 180999 D PMC-SIERRA INC COM 69344F10 676 88501 SH SHARED 02 88501 D PMC-SIERRA INC COM 69344F10 7341 960994 SH SHARED 10 960994 D PMC-SIERRA INC COM 69344F10 2 320 SH SHARED 21 320 D PMI GROUP INC COM 69344M10 15611 8005749 SH SHARED 8005749 D PMI GROUP INC COM 69344M10 55 28300 SH SHARED 01 12300 16000 D PMI GROUP INC COM 69344M10 43 22500 SH SHARED 02 22500 D PMI GROUP INC COM 69344M10 47 24300 SH SHARED 10 24300 D PNC FINL SVCS GROUP INC COM 69347510 779 13646 SH SHARED 13646 D PNC FINL SVCS GROUP INC COM 69347510 48504 849467 SH SHARED 848767 700 D PNC FINL SVCS GROUP INC COM 69347510 13183 230891 SH SHARED 01 199121 31770 D PNC FINL SVCS GROUP INC COM 69347510 2046 35835 SH SHR/OTHR 01 35835 D PNC FINL SVCS GROUP INC COM 69347510 952 16679 SH SHARED 02 3052 13627 D PNC FINL SVCS GROUP INC COM 69347510 29 518 SH SHARED 04 518 D PNC FINL SVCS GROUP INC COM 69347510 39 700 SH SHARED 04 700 D PNC FINL SVCS GROUP INC COM 69347510 8 150 SH SHARED 05 150 D PNC FINL SVCS GROUP INC COM 69347510 2493 43663 SH SHARED 06 33162 10501 D PNC FINL SVCS GROUP INC COM 69347510 235172 4118607 SH SHARED 10 4116232 2375 D PNC FINL SVCS GROUP INC COM 69347510 5794 101483 SH SHARED 19 101483 D PNC FINL SVCS GROUP INC COM 69347510 3259 57090 SH SHARED 20 47580 175 9335 D PNC FINL SVCS GROUP INC COM 69347510 648 11355 SH SHR/OTHR 20 11355 D PNC FINL SVCS GROUP INC COM 69347510 12 225 SH SHARED 21 225 D PNC FINL SVCS GROUP INC COM 69347510 463 8112 SH SHARED 22 4621 3491 D PNC FINL SVCS GROUP INC COM 69347510 57 1011 SH SHR/OTHR 22 1011 D PNC FINL SVCS GROUP INC COM 69347510 1617 28330 SH SHARED 23 27820 510 D PNC FINL SVCS GROUP INC COM 69347510 1621 28400 SH SHR/OTHR 23 28400 D POSCO SPONSORED ADR 69348310 64 500 SH SHARED 500 D POSCO SPONSORED ADR 69348310 11761 90630 SH SHARED 90630 D POSCO SPONSORED ADR 69348310 3212 24750 SH SHARED 01 24500 250 D POSCO SPONSORED ADR 69348310 1564 12052 SH SHARED 02 11700 352 D POSCO SPONSORED ADR 69348310 5191 40000 SH SHARED 04 40000 D POSCO SPONSORED ADR 69348310 3592 27683 SH SHARED 06 16183 11500 D POSCO SPONSORED ADR 69348310 15898 122500 SH SHARED 10 122500 D POSCO SPONSORED ADR 69348310 77 600 SH SHARED 24 600 D PNM RES INC COM 69349H10 2087 174574 SH SHARED 174574 D PNM RES INC COM 69349H10 570 47700 SH SHARED 01 15600 32100 D PNM RES INC COM 69349H10 3879 324370 SH SHARED 02 323040 1330 D PNM RES INC COM 69349H10 774 64747 SH SHARED 10 64747 D PNM RES INC COM 69349H10 23 2000 SH SHR/OTHR 23 2000 D PPG INDS INC COM 69350610 1101 19200 SH SHARED 19200 D PPG INDS INC COM 69350610 16824 293259 SH SHARED 293259 D PPG INDS INC COM 69350610 1161 20249 SH SHARED 01 18949 1300 D PPG INDS INC COM 69350610 793 13825 SH SHARED 02 13713 112 D PPG INDS INC COM 69350610 642 11200 SH SHARED 04 11200 D PPG INDS INC COM 69350610 5 100 SH SHARED 05 100 D PPG INDS INC COM 69350610 1820 31730 SH SHARED 06 27000 4730 D PPG INDS INC COM 69350610 21772 379514 SH SHARED 10 327314 52200 D PPG INDS INC COM 69350610 269 4700 SH SHARED 14 4700 D PPG INDS INC COM 69350610 54 950 SH SHARED 20 950 D PPG INDS INC COM 69350610 91 1600 SH SHR/OTHR 22 1600 D PPG INDS INC COM 69350610 8 150 SH SHARED 23 150 D PPG INDS INC COM 69350610 688 12000 SH SHR/OTHR 23 12000 D PPL CORP COM 69351T10 30565 584770 SH SHARED 584770 D PPL CORP COM 69351T10 17321 331393 SH SHARED 01 331393 D PPL CORP COM 69351T10 2246 42979 SH SHARED 02 40179 2800 D PPL CORP COM 69351T10 151 2900 SH SHARED 04 2900 D PPL CORP COM 69351T10 10 200 SH SHARED 05 200 D PPL CORP COM 69351T10 4082 78099 SH SHARED 06 35450 42649 D PPL CORP COM 69351T10 11258 215392 SH SHARED 10 215392 D PPL CORP COM 69351T10 31 600 SH SHARED 14 600 D PPL CORP COM 69351T10 167 3200 SH SHARED 20 3200 D PRG-SCHULTZ INTERNATIONAL IN COM NEW 69357C50 6003 638023 SH SHARED 638023 D PRG-SCHULTZ INTERNATIONAL IN COM NEW 69357C50 11 1234 SH SHARED 02 1234 D PS BUSINESS PKS INC CALIF COM 69360J10 2245 43522 SH SHARED 43522 D PS BUSINESS PKS INC CALIF COM 69360J10 9 175 SH SHARED 01 175 D PS BUSINESS PKS INC CALIF COM 69360J10 129 2500 SH SHARED 02 2500 D PS BUSINESS PKS INC CALIF COM 69360J10 201 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 267 250000 PRN SHARED 250000 D PSS WORLD MED INC COM 69366A10 468 28766 SH SHARED 28766 D PSS WORLD MED INC COM 69366A10 165 10170 SH SHARED 02 10170 D PSS WORLD MED INC COM 69366A10 68 4232 SH SHARED 10 4232 D PACCAR INC COM 69371810 13086 312846 SH SHARED 312846 D PACCAR INC COM 69371810 2141 51200 SH SHARED 01 51200 D PACCAR INC COM 69371810 134 3205 SH SHR/OTHR 01 3205 D PACCAR INC COM 69371810 1310 31326 SH SHARED 02 29896 1430 D PACCAR INC COM 69371810 1882 45000 SH SHARED 04 45000 D PACCAR INC COM 69371810 7 190 SH SHARED 05 190 D PACCAR INC COM 69371810 2307 55165 SH SHARED 06 43450 11715 D PACCAR INC COM 69371810 7790 186247 SH SHARED 10 186247 D PACCAR INC COM 69371810 58 1403 SH SHARED 20 603 800 D PACCAR INC COM 69371810 310 7424 SH SHR/OTHR 20 7424 D PACCAR INC COM 69371810 93 2227 SH SHARED 23 2227 D PACCAR INC COM 69371810 463 11073 SH SHR/OTHR 23 11073 D PACER INTL INC TENN COM 69373H10 3354 155962 SH SHARED 155962 D PACER INTL INC TENN COM 69373H10 353 16445 SH SHARED 01 16445 D PACER INTL INC TENN COM 69373H10 93 4356 SH SHARED 02 4356 D PACER INTL INC TENN COM 69373H10 3695 171800 SH SHARED 10 171800 D PACIFIC CAP BANCORP NEW COM 69404P10 678 49228 SH SHARED 49228 D PACIFIC CAP BANCORP NEW COM 69404P10 39 2873 SH SHARED 01 2873 D PACIFIC CAP BANCORP NEW COM 69404P10 26 1922 SH SHARED 02 1922 D PACIFIC CAP BANCORP NEW COM 69404P10 683 49630 SH SHARED 10 49630 D PACIFIC CONTINENTAL CORP COM 69412V10 0 21 SH SHARED 21 D PACIFIC CONTINENTAL CORP COM 69412V10 0 1 SH SHARED 02 1 D PACIFIC ETHANOL INC COM 69423U10 872 482144 SH SHARED 482144 D PACIFIC ETHANOL INC COM 69423U10 1 861 SH SHARED 02 861 D PACIFIC MERCANTILE BANCORP COM 69455210 2 270 SH SHARED 270 D PACIFIC OFFICE PPTYS TR INC COM 69471410 0 40 SH SHARED 40 D PACIFIC PREMIER BANCORP COM 69478X10 30 5879 SH SHARED 5879 D PACIFIC STATE BANCORP CA COM 69486410 50 6178 SH SHARED 6178 D PACIFIC SUNWEAR CALIF INC COM 69487310 2806 329007 SH SHARED 329007 D PACIFIC SUNWEAR CALIF INC COM 69487310 179 21000 SH SHARED 01 21000 D PACIFIC SUNWEAR CALIF INC COM 69487310 315 36973 SH SHARED 02 36902 71 D PACIFIC SUNWEAR CALIF INC COM 69487310 182 21400 SH SHARED 10 21400 D PACIFIC SUNWEAR CALIF INC COM 69487310 85 10040 SH SHARED 21 10040 D PACIFIC SUNWEAR CALIF INC COM 69487310 10 1264 SH SHR/OTHR 23 1264 D PACKAGING CORP AMER COM 69515610 8329 387227 SH SHARED 387227 D PACKAGING CORP AMER COM 69515610 572 26600 SH SHARED 01 26600 D PACKAGING CORP AMER COM 69515610 286 13303 SH SHARED 02 13103 200 D PACKAGING CORP AMER COM 69515610 1690 78610 SH SHARED 10 78610 D PACTIV CORP COM 69525710 806 38000 SH SHARED 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TECHNOLOGIES INC COM NEW 69607730 0 2058 SH SHARED 2058 D PALL CORP COM 69642930 7369 185720 SH SHARED 185720 D PALL CORP COM 69642930 609 15349 SH SHARED 01 15349 D PALL CORP COM 69642930 508 12818 SH SHARED 02 12818 D PALL CORP COM 69642930 172372 4344063 SH SHARED 04 4344063 D PALL CORP COM 69642930 21352 538112 SH SHARED 05 538112 D PALL CORP COM 69642930 940 23702 SH SHARED 06 11600 12102 D PALL CORP COM 69642930 2022 50982 SH SHARED 10 50982 D PALL CORP COM 69642930 1138 28700 SH SHARED 14 28700 D PALL CORP COM 69642930 162 4100 SH SHR/OTHR 23 4100 D PALM HARBOR HOMES NOTE 3.250% 5/1 696639AB 59 100000 PRN SHARED 100000 D PALM HARBOR HOMES NOTE 3.250% 5/1 696639AB 14 25000 PRN SHARED 02 25000 D PALM HARBOR HOMES COM 69663910 0 19 SH SHARED 19 D PALM HARBOR HOMES COM 69663910 0 50 SH SHARED 02 50 D PALM INC NEW COM 69664310 274 50893 SH SHARED 50893 D PALM INC NEW COM 69664310 257 47700 SH SHARED 01 7200 40500 D PALM INC NEW COM 69664310 257 47818 SH SHARED 02 47798 20 D PALM INC 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CL A 69840W10 212 4600 SH SHARED 01 1900 2700 D PANERA BREAD CO CL A 69840W10 163 3533 SH SHARED 02 3533 D PANERA BREAD CO CL A 69840W10 30 664 SH SHARED 10 664 D PANHANDLE OIL AND GAS INC CL A 69847710 2 69 SH SHARED 69 D PANHANDLE OIL AND GAS INC CL A 69847710 20 602 SH SHARED 02 602 D PANTRY INC NOTE 3.000%11/1 698657AL 429 623000 PRN SHARED 623000 D PANTRY INC COM 69865710 91 8612 SH SHARED 8612 D PANTRY INC COM 69865710 0 1 SH SHARED 02 1 D PANTRY INC COM 69865710 65 6100 SH SHARED 10 6100 D PAPA JOHNS INTL INC COM 69881310 349 13157 SH SHARED 13157 D PAPA JOHNS INTL INC COM 69881310 4 175 SH SHARED 01 175 D PAPA JOHNS INTL INC COM 69881310 56 2119 SH SHARED 02 619 1500 D PAPA JOHNS INTL INC COM 69881310 23 877 SH SHARED 10 877 D PAPA JOHNS INTL INC COM 69881310 25 960 SH SHARED 21 960 D PAR PHARMACEUTICAL COS INC COM 69888P10 392 24168 SH SHARED 24168 D PAR PHARMACEUTICAL COS INC COM 69888P10 180 11100 SH SHARED 01 11100 D PAR PHARMACEUTICAL COS INC COM 69888P10 119 7341 SH SHARED 02 7301 40 D PAR PHARMACEUTICAL COS INC COM 69888P10 118 7300 SH SHARED 10 7300 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 48 2890 SH SHARED 2890 D PARAGON SHIPPING INC CL A 69913R30 96 5760 SH SHARED 02 5760 D PARALLEL PETE CORP DEL COM 69915710 147 7303 SH SHARED 7303 D PARALLEL PETE CORP DEL COM 69915710 3 184 SH SHARED 02 184 D PARALLEL PETE CORP DEL COM 69915710 12358 613950 SH SHARED 10 613950 D PARAMETRIC TECHNOLOGY CORP COM NEW 69917320 16476 988381 SH SHARED 988381 D PARAMETRIC TECHNOLOGY CORP COM NEW 69917320 633 38000 SH SHARED 01 2400 35600 D PARAMETRIC TECHNOLOGY CORP COM NEW 69917320 841 50462 SH SHARED 02 14035 36427 D PARAMETRIC TECHNOLOGY CORP COM NEW 69917320 1079 64744 SH SHARED 10 64744 D PARAMOUNT GOLD & SILVER CORP COM 69924P10 1 1107 SH SHARED 1107 D PARENT CO COM 69945P10 0 231 SH SHARED 231 D PAREXEL INTL CORP COM 69946210 1411 53644 SH SHARED 53644 D PAREXEL INTL CORP COM 69946210 89 3400 SH SHARED 01 3400 D PAREXEL INTL CORP COM 69946210 213 8114 SH SHARED 02 7914 200 D PAREXEL INTL CORP COM 69946210 952 36200 SH SHARED 10 36200 D PARK ELECTROCHEMICAL CORP COM 70041620 597 24581 SH SHARED 24581 D PARK ELECTROCHEMICAL CORP COM 70041620 94 3873 SH SHARED 02 3698 175 D PARK ELECTROCHEMICAL CORP COM 70041620 14318 588983 SH SHARED 10 588983 D PARK NATL CORP COM 70065810 63 1170 SH SHARED 1170 D PARK NATL CORP COM 70065810 59 1100 SH SHARED 02 1100 D PARK NATL CORP COM 70065810 21 400 SH SHARED 06 400 D PARK NATL CORP COM 70065810 490 9100 SH SHARED 10 9100 D PARK OHIO HLDGS CORP COM 70066610 0 9 SH SHARED 9 D PARK OHIO HLDGS CORP COM 70066610 0 47 SH SHARED 02 47 D PARK OHIO HLDGS CORP COM 70066610 39 2700 SH SHARED 10 2700 D PARKER DRILLING CO COM 70108110 117 11700 SH SHARED 11700 D PARKER DRILLING CO COM 70108110 233 23335 SH SHARED 01 23335 D PARKER DRILLING CO COM 70108110 689 68922 SH SHARED 02 68502 420 D PARKER DRILLING CO COM 70108110 253 25300 SH SHARED 10 25300 D PARKER DRILLING CO COM 70108110 25 2590 SH SHARED 21 2590 D PARKER HANNIFIN CORP COM 70109410 76979 1079358 SH SHARED 1067558 11800 D PARKER HANNIFIN CORP COM 70109410 2570 36047 SH SHARED 01 34875 1172 D PARKER HANNIFIN CORP COM 70109410 41 585 SH SHR/OTHR 01 585 D PARKER HANNIFIN CORP COM 70109410 1796 25185 SH SHARED 02 25185 D PARKER HANNIFIN CORP COM 70109410 3209 45000 SH SHARED 04 45000 D PARKER HANNIFIN CORP COM 70109410 7 105 SH SHARED 05 105 D PARKER HANNIFIN CORP COM 70109410 3257 45670 SH SHARED 06 40310 5360 D PARKER HANNIFIN CORP COM 70109410 85909 1204568 SH SHARED 10 1167868 36700 D PARKER HANNIFIN CORP COM 70109410 328 4607 SH SHARED 14 4607 D PARKER HANNIFIN CORP COM 70109410 570 8003 SH SHARED 20 1440 6563 D PARKER HANNIFIN CORP COM 70109410 468 6570 SH SHR/OTHR 20 6570 D PARKER HANNIFIN CORP COM 70109410 21 300 SH SHARED 21 300 D PARKER HANNIFIN CORP COM 70109410 38 539 SH SHR/OTHR 22 539 D PARKER HANNIFIN CORP COM 70109410 112 1575 SH SHARED 23 1575 D PARKER HANNIFIN CORP COM 70109410 171 2400 SH SHR/OTHR 23 2400 D PARKERVISION INC COM 70135410 1743 175548 SH SHARED 175548 D PARKERVISION INC COM 70135410 59 5994 SH SHARED 02 5994 D PARKVALE FINL CORP COM 70149210 2 123 SH SHARED 123 D PARKWAY PPTYS INC COM 70159Q10 177 5265 SH SHARED 5265 D PARKWAY PPTYS INC COM 70159Q10 41 1216 SH SHARED 02 1216 D PARKWAY PPTYS INC COM 70159Q10 775 23000 SH SHARED 10 23000 D PARLUX FRAGRANCES INC COM 70164510 3 666 SH SHARED 666 D PARTNER COMMUNICATIONS CO LT ADR 70211M10 136 5735 SH SHARED 5735 D PARTICLE DRILLING TECHNOLOGI COM 70212G10 2 820 SH SHARED 820 D PATHFINDER BANCORP INC COM 70320A10 42 5721 SH SHARED 5721 D PATNI COMPUTER SYS SPONS ADR 70324820 49 4926 SH SHARED 4926 D PATRICK INDS INC COM 70334310 1 154 SH SHARED 154 D PATRIOT CAPITAL FUNDING INC COM 70335Y10 53 8535 SH SHARED 8535 D PATRIOT CAPITAL FUNDING INC COM 70335Y10 11 1891 SH SHARED 02 91 1800 D PATRIOT CAPITAL FUNDING INC COM 70335Y10 53 8500 SH SHARED 10 8500 D PATRIOT NATL BANCORP INC COM 70336F10 1 80 SH SHARED 80 D PATRIOT COAL CORP COM 70336T10 9 65 SH SHARED 65 D PATRIOT COAL CORP COM 70336T10 4784 31215 SH SHARED 31215 D PATRIOT COAL CORP COM 70336T10 47 310 SH SHARED 01 150 160 D PATRIOT COAL CORP COM 70336T10 242 1582 SH SHARED 02 842 740 D PATRIOT COAL CORP COM 70336T10 9963 65000 SH SHARED 04 65000 D PATRIOT COAL CORP COM 70336T10 15 100 SH SHARED 10 100 D PATRIOT COAL CORP COM 70336T10 59 390 SH SHARED 20 190 200 D PATRIOT TRANSN HLDG INC COM 70337B10 0 2 SH SHARED 2 D PATRIOT TRANSN HLDG INC COM 70337B10 0 4 SH SHARED 02 4 D PATTERSON COMPANIES INC COM 70339510 5074 172657 SH SHARED 172657 D PATTERSON COMPANIES INC COM 70339510 385 13100 SH SHARED 01 13100 D PATTERSON COMPANIES INC COM 70339510 277 9443 SH SHARED 02 9443 D PATTERSON COMPANIES INC COM 70339510 73 2500 SH SHARED 04 2500 D PATTERSON COMPANIES INC COM 70339510 450 15338 SH SHARED 06 12248 3090 D PATTERSON COMPANIES INC COM 70339510 2065 70290 SH SHARED 10 70290 D PATTERSON COMPANIES INC COM 70339510 58 2000 SH SHARED 23 2000 D PATTERSON UTI ENERGY INC COM 70348110 15236 421716 SH SHARED 421716 D PATTERSON UTI ENERGY INC COM 70348110 1965 54400 SH SHARED 01 5600 48800 D PATTERSON UTI ENERGY INC COM 70348110 1445 40012 SH SHARED 02 38012 2000 D PATTERSON UTI ENERGY INC COM 70348110 5 160 SH SHARED 05 160 D PATTERSON UTI ENERGY INC COM 70348110 484 13400 SH SHARED 06 11900 1500 D PATTERSON UTI ENERGY INC COM 70348110 282 7830 SH SHARED 10 7830 D PATTERSON UTI ENERGY INC COM 70348110 612 16948 SH SHARED 14 16948 D PATTERSON UTI ENERGY INC COM 70348110 302 8385 SH SHARED 21 8285 100 D PAULSON CAP CORP COM 70379710 0 48 SH SHARED 48 D PAYCHEX INC COM 70432610 9593 306685 SH SHARED 306685 D PAYCHEX INC COM 70432610 1170 37425 SH SHARED 01 37425 D PAYCHEX INC COM 70432610 250 8000 SH SHR/OTHR 01 8000 D PAYCHEX INC COM 70432610 7165 229065 SH SHARED 02 227110 1955 D PAYCHEX INC COM 70432610 6 210 SH SHARED 05 210 D PAYCHEX INC COM 70432610 1281 40970 SH SHARED 06 31500 9470 D PAYCHEX INC COM 70432610 5582 178463 SH SHARED 10 168763 9700 D PAYCHEX INC COM 70432610 215 6900 SH SHARED 14 6900 D PAYCHEX INC COM 70432610 6256 200000 SH SHARED 20 200000 D PAYCHEX INC COM 70432610 440 14073 SH SHARED 21 13123 950 D PEABODY ENERGY CORP SDCV 4.750%12/1 704549AG 1892 1146000 PRN SHARED 02 1134000 12000 D PEABODY ENERGY CORP COM 70454910 2020 22950 SH SHARED 22950 D PEABODY ENERGY CORP COM 70454910 15761 179008 SH SHARED 179008 D PEABODY ENERGY CORP COM 70454910 2708 30765 SH SHARED 01 29660 1105 D PEABODY ENERGY CORP COM 70454910 4742 53861 SH SHARED 02 21267 32594 D PEABODY ENERGY CORP COM 70454910 17671 200700 SH SHARED 04 200700 D PEABODY ENERGY CORP COM 70454910 13 150 SH SHARED 05 150 D PEABODY ENERGY CORP COM 70454910 3039 34520 SH SHARED 06 26500 8020 D PEABODY ENERGY CORP COM 70454910 32222 365962 SH SHARED 10 305062 60900 D PEABODY ENERGY CORP COM 70454910 2025 23000 SH SHARED 14 23000 D PEABODY ENERGY CORP COM 70454910 343 3900 SH SHARED 20 1900 2000 D PEABODY ENERGY CORP COM 70454910 136 1550 SH SHARED 21 1550 D PEARSON PLC SPONSORED ADR 70501510 1280 104544 SH SHARED 104544 D PEARSON PLC SPONSORED ADR 70501510 1870 152700 SH SHARED 14 152700 D PECO II INC COM NEW 70522120 0 44 SH SHARED 44 D PECO II INC COM NEW 70522120 3 1100 SH SHARED 02 100 1000 D PEDIATRIX MED GROUP COM 70532410 2401 48785 SH SHARED 48785 D PEDIATRIX MED GROUP COM 70532410 140 2850 SH SHARED 01 2850 D PEDIATRIX MED GROUP COM 70532410 56 1150 SH SHR/OTHR 01 1150 D PEDIATRIX MED GROUP COM 70532410 143 2915 SH SHARED 02 2915 D PEDIATRIX MED GROUP COM 70532410 2336 47469 SH SHARED 10 43269 4200 D PEDIATRIX MED GROUP COM 70532410 62 1279 SH SHARED 21 1279 D PEERLESS MFG CO COM 70551410 16 347 SH SHARED 347 D PEERLESS MFG CO COM 70551410 25 534 SH SHARED 02 534 D PEERLESS SYS CORP COM 70553610 0 409 SH SHARED 409 D PEETS COFFEE & TEA INC COM 70556010 1675 84547 SH SHARED 84547 D PEETS COFFEE & TEA INC COM 70556010 1 83 SH SHARED 02 83 D PEGASYSTEMS INC COM 70557310 54 4013 SH SHARED 4013 D PEGASYSTEMS INC COM 70557310 132 9842 SH SHARED 02 9842 D PENGROWTH ENERGY TR TR UNIT NEW 70690250 12900 641489 SH SHARED 641489 D PENGROWTH ENERGY TR TR UNIT NEW 70690250 64 3200 SH SHARED 02 200 3000 D PENGROWTH ENERGY TR TR UNIT NEW 70690250 26816 1333500 SH SHARED 10 1333500 D PENGROWTH ENERGY TR TR UNIT NEW 70690250 123 6150 SH SHR/OTHR 23 6150 D PENFORD CORP COM 70705110 12 820 SH SHARED 820 D PENFORD CORP COM 70705110 14 1001 SH SHARED 02 1001 D PENN NATL GAMING INC COM 70756910 15673 487497 SH SHARED 487497 D PENN NATL GAMING INC COM 70756910 195 6075 SH SHARED 01 6075 D PENN NATL GAMING INC COM 70756910 646 20100 SH SHARED 02 20100 D PENN NATL GAMING INC COM 70756910 115 3600 SH SHARED 10 3600 D PENN TREATY AMERN CORP COM NEW 70787440 211 43894 SH SHARED 43894 D PENN TREATY AMERN CORP COM NEW 70787440 4 1000 SH SHARED 02 1000 D PENN VA GP HLDGS L P COM UNIT R LIM 70788P10 290 8865 SH SHARED 8865 D PENN VA CORP NOTE 4.500%11/1 707882AA 4426 2910000 PRN SHARED 02 2910000 D PENN VA CORP COM 70788210 643 8529 SH SHARED 8529 D PENN VA CORP COM 70788210 17 226 SH SHARED 02 226 D PENN VA CORP COM 70788210 574 7614 SH SHARED 10 7614 D PENN VA CORP COM 70788210 35 465 SH SHARED 21 465 D PENN VA RESOURCES PARTNERS L COM 70788410 415 15331 SH SHARED 15331 D PENN VA RESOURCES PARTNERS L COM 70788410 135 5000 SH SHARED 02 5000 D PENN WEST ENERGY TR TR UNIT 70788510 101 3000 SH SHARED 3000 D PENN WEST ENERGY TR TR UNIT 70788510 30367 897390 SH SHARED 897390 D PENN WEST ENERGY TR TR UNIT 70788510 2242 66259 SH SHARED 02 66259 D PENN WEST ENERGY TR TR UNIT 70788510 40 1200 SH SHARED 04 1200 D PENN WEST ENERGY TR TR UNIT 70788510 18277 540120 SH SHARED 10 540120 D PENN WEST ENERGY TR TR UNIT 70788510 8 254 SH SHARED 14 254 D PENN WEST ENERGY TR TR UNIT 70788510 33 1000 SH SHARED 20 1000 D PENNANTPARK INVT CORP COM 70806210 1514 210007 SH SHARED 210007 D PENNANTPARK INVT CORP COM 70806210 29 4083 SH SHR/OTHR 23 4083 D PENNEY J C INC COM 70816010 15343 422791 SH SHARED 422791 D PENNEY J C INC COM 70816010 1170 32267 SH SHARED 01 28067 4200 D PENNEY J C INC COM 70816010 20840 574289 SH SHARED 02 570840 3449 D PENNEY J C INC COM 70816010 181 5000 SH SHARED 04 5000 D PENNEY J C INC COM 70816010 8622 237600 SH SHARED 05 237600 D PENNEY J C INC COM 70816010 1090 30040 SH SHARED 06 22650 7390 D PENNEY J C INC COM 70816010 4353 119971 SH SHARED 10 119971 D PENNEY J C INC COM 70816010 47 1300 SH SHARED 14 1300 D PENNEY J C INC COM 70816010 87 2400 SH SHR/OTHR 23 2400 D PENNICHUCK CORP COM NEW 70825420 2 110 SH SHARED 110 D PENNSYLVANIA COMM BANCORP IN COM 70867710 0 7 SH SHARED 7 D PENNSYLVANIA COMM BANCORP IN COM 70867710 4 177 SH SHARED 02 1 176 D PENNSYLVANIA RL ESTATE INVT SH BEN INT 70910210 385 16668 SH SHARED 16668 D PENNSYLVANIA RL ESTATE INVT SH BEN INT 70910210 30 1300 SH SHARED 01 1300 D PENNSYLVANIA RL ESTATE INVT SH BEN INT 70910210 9 389 SH SHARED 02 389 D PENNSYLVANIA RL 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10 8900 D PEOPLES BANCORP N C INC COM 71057710 1 124 SH SHARED 124 D PEOPLES CMNTY BANCORP INC COM 71086E10 0 118 SH SHARED 118 D PEOPLES EDL HLDGS INC COM 71102610 0 35 SH SHARED 35 D PEOPLES FINL CORP MISS COM 71103B10 2 104 SH SHARED 104 D PEOPLES UNITED FINANCIAL INC COM 71270410 4203 269484 SH SHARED 269484 D PEOPLES UNITED FINANCIAL INC COM 71270410 6 422 SH SHARED 01 422 D PEOPLES UNITED FINANCIAL INC COM 71270410 3 200 SH SHARED 02 200 D PEOPLES UNITED FINANCIAL INC COM 71270410 10133 649575 SH SHARED 06 4800 644775 D PEOPLES UNITED FINANCIAL INC COM 71270410 1941 124427 SH SHARED 10 124427 D PEOPLESUPPORT INC COM 71271430 46 5432 SH SHARED 5432 D PEOPLESUPPORT INC COM 71271430 0 42 SH SHARED 02 42 D PEP BOYS MANNY MOE & JACK COM 71327810 2597 297857 SH SHARED 297857 D PEP BOYS MANNY MOE & JACK COM 71327810 43 5025 SH SHARED 02 5025 D PEP BOYS MANNY MOE & JACK COM 71327810 245 28105 SH SHARED 10 28105 D PEP BOYS MANNY MOE & JACK COM 71327810 48 5600 SH SHR/OTHR 23 5600 D PEPCO HOLDINGS INC COM 71329110 20663 805585 SH SHARED 805585 D PEPCO HOLDINGS INC COM 71329110 295 11520 SH SHARED 01 11520 D PEPCO HOLDINGS INC COM 71329110 252 9834 SH SHARED 02 9834 D PEPCO HOLDINGS INC COM 71329110 43 1700 SH SHARED 04 1700 D PEPCO HOLDINGS INC COM 71329110 662 25830 SH SHARED 06 20000 5830 D PEPCO HOLDINGS INC COM 71329110 2733 106567 SH SHARED 10 106567 D PEPCO HOLDINGS INC COM 71329110 10 400 SH SHARED 14 400 D PEPCO HOLDINGS INC COM 71329110 7 300 SH SHARED 23 300 D PEPSI BOTTLING GROUP INC COM 71340910 8466 303254 SH SHARED 230654 72600 D PEPSI BOTTLING GROUP INC COM 71340910 1923 68877 SH SHARED 01 63788 5089 D PEPSI BOTTLING GROUP INC COM 71340910 101 3650 SH SHR/OTHR 01 3650 D PEPSI BOTTLING GROUP INC COM 71340910 1049 37572 SH SHARED 02 37572 D PEPSI BOTTLING GROUP INC COM 71340910 1040 37250 SH SHARED 06 33950 3300 D PEPSI BOTTLING GROUP INC COM 71340910 56879 2037234 SH SHARED 10 1830434 206800 D PEPSI BOTTLING GROUP INC COM 71340910 189 6800 SH SHARED 14 6800 D PEPSI BOTTLING GROUP INC COM 71340910 13 500 SH SHARED 20 500 D PEPSI BOTTLING GROUP INC COM 71340910 9 350 SH SHR/OTHR 21 350 D PEPSIAMERICAS INC COM 71343P20 1114 56370 SH SHARED 56370 D PEPSIAMERICAS INC COM 71343P20 482 24400 SH SHARED 01 24400 D PEPSIAMERICAS INC COM 71343P20 1979 100090 SH SHARED 02 100025 65 D PEPSIAMERICAS INC COM 71343P20 593 30008 SH SHARED 10 30008 D PEPSIAMERICAS INC COM 71343P20 59 3000 SH SHARED 23 3000 D PEPSICO INC COM 71344810 374 5892 SH SHARED 5892 D PEPSICO INC COM 71344810 156541 2461734 SH SHARED 2434589 27145 D PEPSICO INC COM 71344810 30340 477120 SH SHARED 01 296389 180731 D PEPSICO INC COM 71344810 5357 84247 SH SHR/OTHR 01 84247 D PEPSICO INC COM 71344810 10535 165685 SH SHARED 02 127560 38125 D PEPSICO INC COM 71344810 1265 19900 SH SHARED 04 19900 D PEPSICO INC COM 71344810 46 730 SH SHARED 05 730 D PEPSICO INC COM 71344810 14697 231125 SH SHARED 06 182335 48790 D PEPSICO INC COM 71344810 235418 3702134 SH SHARED 10 3670964 31170 D PEPSICO INC COM 71344810 1117 17571 SH SHARED 14 17571 D PEPSICO INC COM 71344810 605 9520 SH SHARED 15 9520 D PEPSICO INC COM 71344810 263 4146 SH SHARED 19 4146 D PEPSICO INC COM 71344810 6346 99808 SH SHARED 20 40780 100 58928 D PEPSICO INC COM 71344810 7105 111747 SH SHR/OTHR 20 111747 D PEPSICO INC COM 71344810 920 14479 SH SHARED 21 5035 9444 D PEPSICO INC COM 71344810 464 7300 SH SHR/OTHR 21 7300 D PEPSICO INC COM 71344810 1790 28162 SH SHARED 22 13642 14520 D PEPSICO INC COM 71344810 561 8837 SH SHR/OTHR 22 8837 D PEPSICO INC COM 71344810 10930 171887 SH SHARED 23 154287 17600 D PEPSICO INC COM 71344810 18330 288254 SH SHR/OTHR 23 288254 D PERCEPTRON INC COM 71361F10 44 5029 SH SHARED 5029 D PERCEPTRON INC COM 71361F10 14 1700 SH SHARED 02 1700 D PERDIGAO S A SPONSORED ADR 71361V30 593 10893 SH SHARED 10893 D PEREGRINE PHARMACEUTICALS IN COM 71366110 2 5896 SH SHARED 5896 D PERFECT WORLD CO LTD SPON ADR REP B 71372U10 443 17749 SH SHARED 17749 D PERFECT WORLD CO LTD SPON ADR REP B 71372U10 0 2 SH SHARED 02 2 D PERFICIENT INC COM 71375U10 93 9706 SH SHARED 9706 D PERFICIENT INC COM 71375U10 23 2401 SH SHARED 02 2401 D PERFICIENT INC COM 71375U10 8608 891181 SH SHARED 10 891181 D PERFORMANCE TECHNOLOGIES INC COM 71376K10 26 5323 SH SHARED 5323 D PERFORMANCE TECHNOLOGIES INC COM 71376K10 3 600 SH SHARED 02 600 D PERICOM SEMICONDUCTOR CORP COM 71383110 50 3394 SH SHARED 3394 D PERICOM SEMICONDUCTOR CORP COM 71383110 53 3600 SH SHARED 01 3600 D PERICOM SEMICONDUCTOR CORP COM 71383110 142 9605 SH SHARED 02 9605 D PERICOM SEMICONDUCTOR CORP COM 71383110 1773 119500 SH SHARED 10 119500 D PERINI CORP COM 71383910 335 10153 SH SHARED 10153 D PERINI CORP COM 71383910 918 27800 SH SHARED 01 27800 D PERINI CORP COM 71383910 1295 39200 SH SHR/OTHR 01 39200 D PERINI CORP COM 71383910 92 2800 SH SHARED 02 2800 D PERINI CORP COM 71383910 306 9275 SH SHARED 06 9275 D PERINI CORP COM 71383910 16224 490900 SH SHARED 10 490900 D PERKINELMER INC COM 71404610 3488 125254 SH SHARED 125254 D PERKINELMER INC COM 71404610 317 11400 SH SHARED 01 11400 D PERKINELMER INC COM 71404610 316 11363 SH SHARED 02 11363 D PERKINELMER INC COM 71404610 380 13650 SH SHARED 06 11650 2000 D PERKINELMER INC COM 71404610 17366 623569 SH SHARED 10 623569 D PERMA-FIX ENVIRONMENTAL SVCS COM 71415710 49 17256 SH SHARED 17256 D PERMIAN BASIN RTY TR UNIT BEN INT 71423610 97 3677 SH SHARED 3677 D PERMIAN BASIN RTY TR UNIT BEN INT 71423610 52 2000 SH SHARED 01 2000 D PERMIAN BASIN RTY TR UNIT BEN INT 71423610 217 8230 SH SHARED 02 8230 D PERMIAN BASIN RTY TR UNIT BEN INT 71423610 105 4000 SH SHR/OTHR 20 4000 D PEROT SYS CORP CL A 71426510 1236 82365 SH SHARED 82365 D PEROT SYS CORP CL A 71426510 302 20143 SH SHARED 01 20143 D PEROT SYS CORP CL A 71426510 37 2500 SH SHARED 02 2500 D PEROT SYS CORP CL A 71426510 421 28096 SH SHARED 10 28096 D PEROT SYS CORP CL A 71426510 36 2410 SH SHARED 21 2410 D PERRIGO CO COM 71429010 1888 59436 SH SHARED 59436 D PERRIGO CO COM 71429010 953 30000 SH SHARED 01 3700 26300 D PERRIGO CO COM 71429010 359 11314 SH SHARED 02 8118 3196 D PERRIGO CO COM 71429010 19828 624114 SH SHARED 10 624114 D PERRIGO CO COM 71429010 7 242 SH SHARED 21 242 D P T TELEKOMUNIKASI INDONESIA SPONSORED ADR 71568410 4050 125584 SH SHARED 125584 D P T TELEKOMUNIKASI INDONESIA SPONSORED ADR 71568410 848 26300 SH SHARED 01 26300 D P T TELEKOMUNIKASI INDONESIA SPONSORED ADR 71568410 2 75 SH SHARED 02 75 D P T TELEKOMUNIKASI INDONESIA SPONSORED ADR 71568410 922 28600 SH SHARED 04 28600 D P T TELEKOMUNIKASI INDONESIA SPONSORED ADR 71568410 6063 188000 SH SHARED 06 91200 96800 D P T TELEKOMUNIKASI INDONESIA SPONSORED ADR 71568410 89273 2768155 SH SHARED 10 2012555 755600 D P T TELEKOMUNIKASI INDONESIA SPONSORED ADR 71568410 319 9900 SH SHARED 15 9900 D P T TELEKOMUNIKASI INDONESIA SPONSORED ADR 71568410 1262 39150 SH SHARED 24 39150 D PERVASIVE SOFTWARE INC COM 71571010 2 500 SH SHARED 500 D PERVASIVE SOFTWARE INC COM 71571010 8 1900 SH SHARED 02 1900 D PERVASIVE SOFTWARE INC COM 71571010 58 13740 SH SHARED 10 13740 D PETMED EXPRESS INC COM 71638210 632 51645 SH SHARED 51645 D PETMED EXPRESS INC COM 71638210 3 285 SH SHARED 02 285 D PETRO-CDA COM 71644E10 59853 1073609 SH SHARED 1070609 3000 D PETRO-CDA COM 71644E10 5950 106744 SH SHARED 01 104744 2000 D PETRO-CDA COM 71644E10 678 12176 SH SHARED 02 11400 776 D PETRO-CDA COM 71644E10 60689 1088600 SH SHARED 04 1088600 D PETRO-CDA COM 71644E10 16 300 SH SHARED 05 300 D PETRO-CDA COM 71644E10 3114 55870 SH SHARED 06 53370 2500 D PETRO-CDA COM 71644E10 763 13700 SH SHARED 10 13700 D PETRO-CDA COM 71644E10 918 16469 SH SHARED 14 10300 6169 D PETRO-CDA COM 71644E10 111 2000 SH SHARED 23 2000 D PETRO-CDA COM 71644E10 334 6000 SH SHR/OTHR 23 6000 D PETROCHINA CO LTD SPONSORED ADR 71646E10 41 325 SH SHARED 325 D PETROCHINA CO LTD SPONSORED ADR 71646E10 739 5740 SH SHARED 5740 D PETROCHINA CO LTD SPONSORED ADR 71646E10 103 800 SH SHARED 01 800 D PETROCHINA CO LTD SPONSORED ADR 71646E10 19 150 SH SHR/OTHR 01 150 D PETROCHINA CO LTD SPONSORED ADR 71646E10 14095 109387 SH SHARED 02 109292 95 D PETROCHINA CO LTD SPONSORED ADR 71646E10 9832 76300 SH SHARED 10 57100 19200 D PETROCHINA CO LTD SPONSORED ADR 71646E10 360 2800 SH SHARED 14 2800 D PETROCHINA CO LTD SPONSORED ADR 71646E10 257 2000 SH SHARED 23 2000 D PETROCHINA CO LTD SPONSORED ADR 71646E10 644 5000 SH SHR/OTHR 23 5000 D PETRO RES CORP COM 71646K10 1 587 SH SHARED 587 D PETROBRAS ENERGIA PARTCPTNS SP ADR B SHS 71646M10 88 7400 SH SHARED 7400 D PETROBRAS ENERGIA PARTCPTNS SP ADR B SHS 71646M10 377 31448 SH SHARED 31448 D PETROHAWK ENERGY CORP COM 71649510 13940 301035 SH SHARED 301035 D PETROHAWK ENERGY CORP COM 71649510 1014 21911 SH SHARED 01 21911 D PETROHAWK ENERGY CORP COM 71649510 595 12860 SH SHARED 02 8600 4260 D PETROHAWK ENERGY CORP COM 71649510 1176 25400 SH SHARED 10 25400 D PETROHAWK ENERGY CORP COM 71649510 5 115 SH SHARED 21 115 D PETROLEO BRASILEIRO SA PETRO SP ADR NON VTG 71654V10 96057 1657587 SH SHARED 1626951 30636 D PETROLEO BRASILEIRO SA PETRO SP ADR NON VTG 71654V10 17561 303050 SH SHARED 02 303000 50 D PETROLEO BRASILEIRO SA PETRO SP ADR NON VTG 71654V10 8391 144800 SH SHARED 04 144800 D PETROLEO BRASILEIRO SA PETRO SP ADR NON VTG 71654V10 115 2000 SH SHARED 06 2000 D PETROLEO BRASILEIRO SA PETRO SP ADR NON VTG 71654V10 190423 3286000 SH SHARED 10 3286000 D PETROLEO BRASILEIRO SA PETRO SP ADR NON VTG 71654V10 3534 61000 SH SHARED 14 61000 D PETROLEO BRASILEIRO SA PETRO SPONSORED ADR 71654V40 1364 19260 SH SHARED 5260 14000 D PETROLEO BRASILEIRO SA PETRO SPONSORED ADR 71654V40 68775 970990 SH SHARED 968790 2200 D PETROLEO BRASILEIRO SA PETRO SPONSORED ADR 71654V40 52573 742243 SH SHARED 01 741943 300 D PETROLEO BRASILEIRO SA PETRO SPONSORED ADR 71654V40 28 400 SH SHR/OTHR 01 400 D PETROLEO BRASILEIRO SA PETRO SPONSORED ADR 71654V40 4383 61888 SH SHARED 02 9 61879 D PETROLEO BRASILEIRO SA PETRO SPONSORED ADR 71654V40 245900 3471700 SH SHARED 04 3471700 D PETROLEO BRASILEIRO SA PETRO SPONSORED ADR 71654V40 56095 791980 SH SHARED 06 530780 261200 D PETROLEO BRASILEIRO SA PETRO SPONSORED ADR 71654V40 224049 3163200 SH SHARED 10 3163200 D PETROLEO BRASILEIRO SA PETRO SPONSORED ADR 71654V40 3031 42800 SH SHARED 14 19800 23000 D PETROLEO BRASILEIRO SA PETRO SPONSORED ADR 71654V40 31 450 SH SHARED 20 450 D PETROLEO BRASILEIRO SA PETRO SPONSORED ADR 71654V40 354 5000 SH SHR/OTHR 23 5000 D PETROLEO BRASILEIRO SA PETRO SPONSORED ADR 71654V40 1529 21598 SH SHARED 24 21598 D PETROLEUM DEV CORP COM 71657810 72 1085 SH SHARED 1085 D PETROLEUM DEV CORP COM 71657810 86 1300 SH SHARED 01 1300 D PETROLEUM DEV CORP COM 71657810 113 1706 SH SHARED 02 1706 D PETROLEUM DEV CORP COM 71657810 324 4883 SH SHARED 10 4883 D PETROLEUM DEV CORP COM 71657810 13 209 SH SHARED 21 209 D PETROQUEST ENERGY INC COM 71674810 320 11918 SH SHARED 11918 D PETROQUEST ENERGY INC COM 71674810 197 7360 SH SHARED 01 7360 D PETROQUEST ENERGY INC COM 71674810 18 700 SH SHARED 02 700 D PETROQUEST ENERGY INC COM 71674810 20615 766362 SH SHARED 10 766362 D PETROQUEST ENERGY INC COM 71674810 53 2000 SH SHR/OTHR 20 2000 D PETROQUEST ENERGY INC COM 71674810 49 1841 SH SHARED 21 1841 D PETSMART INC COM 71676810 1858 93133 SH SHARED 93133 D PETSMART INC COM 71676810 798 40050 SH SHARED 01 1250 38800 D PETSMART INC COM 71676810 205 10300 SH SHARED 02 10215 85 D PETSMART INC COM 71676810 28 1450 SH SHARED 06 750 700 D PETSMART INC COM 71676810 109 5500 SH SHARED 10 5500 D PETSMART INC COM 71676810 59 3000 SH SHARED 21 3000 D PHARMACYCLICS INC COM 71693310 0 560 SH SHARED 560 D PFIZER INC COM 71708110 8951 512416 SH SHARED 19720 492696 D PFIZER INC COM 71708110 416331 23831248 SH SHARED 23517632 313625 D PFIZER INC COM 71708110 25799 1476809 SH SHARED 01 1169076 000 306733 D PFIZER INC COM 71708110 1784 102146 SH SHR/OTHR 01 102146 D PFIZER INC COM 71708110 13126 751386 SH SHARED 02 403172 348214 D PFIZER INC COM 71708110 239 13709 SH SHARED 04 13709 D PFIZER INC COM 71708110 182574 10450719 SH SHARED 04 10450719 D PFIZER INC COM 71708110 53 3080 SH SHARED 05 3080 D PFIZER INC COM 71708110 52509 3005667 SH SHARED 06 1053164 1952503 D PFIZER INC COM 71708110 455250 26058960 SH SHARED 10 24102496 1956471 D PFIZER INC COM 71708110 4669 267298 SH SHARED 14 41800 225498 D PFIZER INC COM 71708110 1959 112168 SH SHARED 15 112168 D PFIZER INC COM 71708110 243 13965 SH SHARED 19 13965 D PFIZER INC COM 71708110 1980 113344 SH SHARED 20 62252 51092 D PFIZER INC COM 71708110 4732 270887 SH SHR/OTHR 20 270887 D PFIZER INC COM 71708110 498 28519 SH SHARED 21 27054 1465 D PFIZER INC COM 71708110 4412 252600 SH SHR/OTHR 21 252600 D PFIZER INC COM 71708110 411 23580 SH SHARED 22 9974 13606 D PFIZER INC COM 71708110 386 22150 SH SHR/OTHR 22 22150 D PFIZER INC COM 71708110 2982 170719 SH SHARED 23 146049 24670 D PFIZER INC COM 71708110 8060 461409 SH SHR/OTHR 23 461409 D PFIZER INC COM 71708110 379 21700 SH SHARED 24 21700 D PFSWEB INC COM NEW 71709820 1 257 SH SHARED 257 D PFSWEB INC COM NEW 71709820 9 2021 SH SHARED 02 2021 D PHARMACOPEIA INC COM 7171EP10 55 14456 SH SHARED 14456 D PHARMACEUTICAL HLDRS TR DEPOSITRY RCPT 71712A20 6330 93823 SH SHARED 93823 D PHARMACEUTICAL HLDRS TR DEPOSITRY RCPT 71712A20 11529 170880 SH SHARED 02 169650 1230 D PHARMACEUTICAL HLDRS TR DEPOSITRY RCPT 71712A20 60 900 SH SHARED 15 900 D PHARMACEUTICAL PROD DEV INC COM 71712410 1999 46613 SH SHARED 46613 D PHARMACEUTICAL PROD DEV INC COM 71712410 1587 37000 SH SHARED 01 4100 32900 D PHARMACEUTICAL PROD DEV INC COM 71712410 681 15897 SH SHARED 02 13397 2500 D PHARMACEUTICAL PROD DEV INC COM 71712410 25 600 SH SHARED 06 600 D PHARMACEUTICAL PROD DEV INC COM 71712410 24793 577927 SH SHARED 10 577927 D PHARMACEUTICAL PROD DEV INC COM 71712410 3 80 SH SHARED 21 80 D PHARMACEUTICAL PROD DEV INC COM 71712410 12 300 SH SHR/OTHR 23 300 D PHARMACEUTICAL RES INC NOTE 2.875% 9/3 717125AC 702 782000 PRN SHARED 02 782000 D PHARMOS CORP COM PAR $.03 71713930 0 445 SH SHARED 445 D PHARMERICA CORP COM 71714F10 52 2332 SH SHARED 2332 D PHARMERICA CORP COM 71714F10 0 26 SH SHARED 02 1 25 D PHARMERICA CORP COM 71714F10 110 4900 SH SHARED 06 4900 D PHARMERICA CORP COM 71714F10 220 9766 SH SHARED 10 9766 D PHARMATHENE INC COM 71714G10 0 323 SH SHARED 323 D PHARMANET DEV GROUP INC COM 71714810 421 26710 SH SHARED 26710 D PHARMANET DEV GROUP INC COM 71714810 245 15576 SH SHARED 10 15576 D PHARMASSET INC COM 71715N10 526 27910 SH SHARED 27910 D PHARMASSET INC COM 71715N10 24 1288 SH SHARED 02 1288 D PHARSIGHT CORP COM NEW 71721Q20 0 165 SH SHARED 165 D PHASE FORWARD INC COM 71721R40 65 3655 SH SHARED 3655 D PHASE FORWARD INC COM 71721R40 16 900 SH SHARED 01 900 D PHASE FORWARD INC COM 71721R40 282 15709 SH SHARED 02 15709 D PHASE FORWARD INC COM 71721R40 1121 62400 SH SHARED 10 62400 D PHAZAR CORP COM 71722R10 0 64 SH SHARED 64 D PHILADELPHIA CONS HLDG CORP COM 71752810 399 11774 SH SHARED 11774 D PHILADELPHIA CONS HLDG CORP COM 71752810 197 5801 SH SHARED 02 5801 D PHILADELPHIA CONS HLDG CORP COM 71752810 84 2500 SH SHARED 10 2500 D PHILADELPHIA CONS HLDG CORP COM 71752810 12 358 SH SHARED 21 358 D PHILIP MORRIS INTL INC COM 71817210 1495 30270 SH SHARED 2150 28120 D PHILIP MORRIS INTL INC COM 71817210 263216 5329349 SH SHARED 5292369 36980 D PHILIP MORRIS INTL INC COM 71817210 21916 443745 SH SHARED 01 332616 111129 D PHILIP MORRIS INTL INC COM 71817210 106645 2159245 SH SHR/OTHR 01 2159245 D PHILIP MORRIS INTL INC COM 71817210 20954 424266 SH SHARED 02 314174 110092 D PHILIP MORRIS INTL INC COM 71817210 42 860 SH SHARED 04 860 D PHILIP MORRIS INTL INC COM 71817210 155751 3153504 SH SHARED 04 3153504 D PHILIP MORRIS INTL INC COM 71817210 1428 28930 SH SHARED 05 28930 D PHILIP MORRIS INTL INC COM 71817210 94693 1917269 SH SHARED 06 719950 1197319 D PHILIP MORRIS INTL INC COM 71817210 314558 6368866 SH SHARED 10 5858266 510600 D PHILIP MORRIS INTL INC COM 71817210 2801 56722 SH SHARED 14 7200 49522 D PHILIP MORRIS INTL INC COM 71817210 1404 28441 SH SHARED 20 12091 16350 D PHILIP MORRIS INTL INC COM 71817210 1323 26792 SH SHR/OTHR 20 26792 D PHILIP MORRIS INTL INC COM 71817210 149 3033 SH SHARED 21 3033 D PHILIP MORRIS INTL INC COM 71817210 14 295 SH SHR/OTHR 21 295 D PHILIP MORRIS INTL INC COM 71817210 103 2100 SH SHARED 22 2100 D PHILIP MORRIS INTL INC COM 71817210 1264 25601 SH SHARED 23 22801 2800 D PHILIP MORRIS INTL INC COM 71817210 1928 39040 SH SHR/OTHR 23 39040 D PHILIPPINE LONG DISTANCE TEL SPONSORED ADR 71825260 1721 32231 SH SHARED 32231 D PHILIPPINE LONG DISTANCE TEL SPONSORED ADR 71825260 74 1400 SH SHARED 10 1400 D PHILIPPINE LONG DISTANCE TEL SPONSORED ADR 71825260 1111 20800 SH SHARED 14 20800 D PHILLIPS VAN HEUSEN CORP COM 71859210 8644 236046 SH SHARED 204846 31200 D PHILLIPS VAN HEUSEN CORP COM 71859210 582 15900 SH SHARED 01 15900 D PHILLIPS VAN HEUSEN CORP COM 71859210 70 1921 SH SHARED 02 1751 170 D PHILLIPS VAN HEUSEN CORP COM 71859210 34291 936427 SH SHARED 10 918327 18100 D PHILLIPS VAN HEUSEN CORP COM 71859210 44 1203 SH SHARED 21 1203 D PHOENIX COS INC NEW COM 71902E10 274 36100 SH SHARED 36100 D PHOENIX COS INC NEW COM 71902E10 86 11400 SH SHARED 01 11400 D PHOENIX COS INC NEW COM 71902E10 67 8926 SH SHARED 02 3606 5320 D PHOENIX COS INC NEW COM 71902E10 1977 259878 SH SHARED 10 259878 D PHOENIX COS INC NEW COM 71902E10 1 214 SH SHARED 23 214 D PHOENIX FOOTWEAR GROUP INC COM 71903M10 0 153 SH SHARED 153 D PHOENIX TECHNOLOGY LTD COM 71915310 270 24621 SH SHARED 24621 D PHOENIX TECHNOLOGY LTD COM 71915310 112 10265 SH SHARED 02 10265 D PHOENIX TECHNOLOGY LTD COM 71915310 4324 393100 SH SHARED 10 393100 D PHOTOMEDEX INC COM 71935810 1 1630 SH SHARED 1630 D PHOTON DYNAMICS INC COM 71936410 31 2071 SH SHARED 2071 D PHOTON DYNAMICS INC COM 71936410 38 2550 SH SHARED 02 2075 475 D PHOTRONICS INC COM 71940510 1083 153934 SH SHARED 153934 D PHOTRONICS INC COM 71940510 44 6353 SH SHARED 02 6353 D PHOTRONICS INC COM 71940510 148 21100 SH SHARED 10 21100 D PHYSICIANS FORMULA HLDGS INC COM 71942710 15 1711 SH SHARED 1711 D PHYSICIANS FORMULA HLDGS INC COM 71942710 116 12501 SH SHARED 02 12501 D PIEDMONT NAT GAS INC COM 72018610 716 27391 SH SHARED 27391 D PIEDMONT NAT GAS INC COM 72018610 26 1000 SH SHARED 01 1000 D PIEDMONT NAT GAS INC COM 72018610 575 22016 SH SHARED 02 22016 D PIEDMONT NAT GAS INC COM 72018610 673 25749 SH SHARED 10 25749 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 932 1200000 PRN SHARED 1200000 D PIER 1 IMPORTS INC COM 72027910 6402 1861168 SH SHARED 1861168 D PIER 1 IMPORTS INC COM 72027910 81 23819 SH SHARED 02 23818 1 D PIER 1 IMPORTS INC COM 72027910 52 15300 SH SHARED 10 15300 D PIKE ELEC CORP COM 72128310 189 11425 SH SHARED 11425 D PIKE ELEC CORP COM 72128310 117 7102 SH SHARED 02 2 7100 D PILGRIMS PRIDE CORP COM 72146710 4310 331865 SH SHARED 331865 D PILGRIMS PRIDE CORP COM 72146710 324 25001 SH SHARED 02 25001 D PILGRIMS PRIDE CORP COM 72146710 4048 311700 SH SHARED 10 311700 D PIMCO MUNICIPAL INCOME FD COM 72200R10 7 500 SH SHARED 500 D PIMCO MUNICIPAL INCOME FD COM 72200R10 43 2800 SH SHARED 02 2800 D PIMCO CORPORATE INCOME FD COM 72200U10 42 3000 SH SHARED 01 3000 D PIMCO MUN INCOME FD II COM 72200W10 134 10000 SH SHARED 01 10000 D PIMCO MUN INCOME FD II COM 72200W10 142 10600 SH SHARED 02 10600 D PIMCO STRATEGIC GBL GOV FD I COM 72200X10 7 800 SH SHARED 800 D PIMCO CORPORATE OPP FD COM 72201B10 39 2870 SH SHARED 02 2870 D PIMCO FLOATING RATE INCOME F COM 72201H10 62 4400 SH SHARED 02 4400 D PIMCO FLOATING RATE STRTGY F COM 72201J10 66 5000 SH SHARED 02 5000 D PIMCO HIGH INCOME FD COM SHS 72201410 4 400 SH SHARED 02 400 D PINNACLE AIRL CORP COM 72344310 5 1891 SH SHARED 1891 D PINNACLE DATA SYS INC COM 72345410 0 135 SH SHARED 135 D PINNACLE ENTMT INC COM 72345610 55 5271 SH SHARED 5271 D PINNACLE ENTMT INC COM 72345610 12 1201 SH SHARED 02 1201 D PINNACLE ENTMT INC COM 72345610 4750 452900 SH SHARED 10 452900 D PINNACLE ENTMT INC COM 72345610 1520 144900 SH SHARED 14 144900 D PINNACLE FINL PARTNERS INC COM 72346Q10 51 2559 SH SHARED 2559 D PINNACLE FINL PARTNERS INC COM 72346Q10 106 5300 SH SHARED 10 5300 D PINNACLE GAS RESOURCES INC COM 72346430 0 99 SH SHARED 99 D PINNACLE WEST CAP CORP COM 72348410 3209 104318 SH SHARED 104318 D PINNACLE WEST CAP CORP COM 72348410 307 10000 SH SHARED 01 10000 D PINNACLE WEST CAP CORP COM 72348410 1960 63723 SH SHARED 02 63723 D PINNACLE WEST CAP CORP COM 72348410 33 1100 SH SHARED 04 1100 D PINNACLE WEST CAP CORP COM 72348410 337 10970 SH SHARED 06 8450 2520 D PINNACLE WEST CAP CORP COM 72348410 1831 59526 SH SHARED 10 59526 D PINNACLE WEST CAP CORP COM 72348410 421 13700 SH SHARED 14 13700 D PINNACLE WEST CAP CORP COM 72348410 107 3500 SH SHR/OTHR 23 3500 D PIONEER DIV HIGH INCOME TRUS COM BENE INTER 72365310 6142 317290 SH SHARED 317290 D PIONEER DRILLING CO COM 72365510 1745 92814 SH SHARED 92814 D PIONEER DRILLING CO COM 72365510 697 37100 SH SHARED 01 37100 D PIONEER DRILLING CO COM 72365510 963 51200 SH SHR/OTHR 01 51200 D PIONEER DRILLING CO COM 72365510 49 2627 SH SHARED 02 2627 D PIONEER DRILLING CO COM 72365510 3519 187092 SH SHARED 10 187092 D PIONEER HIGH INCOME TR COM 72369H10 1613 115300 SH SHARED 10 115300 D PIONEER FLOATING RATE TR COM 72369J10 5324 386684 SH SHARED 386684 D PIONEER MUN & EQUITY INCOME COM 72376110 3896 324171 SH SHARED 324171 D PIONEER NAT RES CO COM 72378710 13650 174377 SH SHARED 174377 D PIONEER NAT RES CO COM 72378710 2966 37900 SH SHARED 01 37900 D PIONEER NAT RES CO COM 72378710 7158 91444 SH SHARED 02 90074 1370 D PIONEER NAT RES CO COM 72378710 430 5500 SH SHARED 04 5500 D PIONEER NAT RES CO COM 72378710 8 110 SH SHARED 05 110 D PIONEER NAT RES CO COM 72378710 176 2250 SH SHARED 06 650 1600 D PIONEER NAT RES CO COM 72378710 2123 27123 SH SHARED 10 27123 D PIONEER NAT RES CO COM 72378710 100 1280 SH SHARED 21 1280 D PIONEER SOUTHWST ENRG PRTNR UNIT LP INT 72388B10 3636 162717 SH SHARED 02 162717 D PIPER JAFFRAY COS COM 72407810 545 18586 SH SHARED 18586 D PIPER JAFFRAY COS COM 72407810 28 974 SH SHARED 01 974 D PIPER JAFFRAY COS COM 72407810 399 13622 SH SHARED 02 13622 D PIPER JAFFRAY COS COM 72407810 306 10465 SH SHARED 10 10465 D PIPER JAFFRAY COS COM 72407810 1 43 SH SHARED 20 43 D PIPEX PHARM INC COM NEW 72415320 0 222 SH SHARED 222 D PITNEY BOWES INC COM 72447910 9348 274137 SH SHARED 274137 D PITNEY BOWES INC COM 72447910 1593 46724 SH SHARED 01 43724 3000 D PITNEY BOWES INC COM 72447910 559 16406 SH SHARED 02 12840 3566 D PITNEY BOWES INC COM 72447910 3 100 SH SHARED 05 100 D PITNEY BOWES INC COM 72447910 915 26860 SH SHARED 06 20900 5960 D PITNEY BOWES INC COM 72447910 3948 115795 SH SHARED 10 115795 D PITNEY BOWES INC COM 72447910 296 8700 SH SHARED 14 8700 D PITNEY BOWES INC COM 72447910 177 5200 SH SHR/OTHR 20 5200 D PITNEY BOWES INC COM 72447910 980 28763 SH SHR/OTHR 23 28763 D PITTSBURGH & W VA RR SH BEN INT 72481910 0 39 SH SHARED 39 D PIXELWORKS INC SDCV 1.750% 5/1 72581MAB 621 840000 PRN SHARED 840000 D PIXELWORKS INC COM NEW 72581M30 0 421 SH SHARED 421 D PIXELPLUS CO LTD ADR NEW 72582A20 9 7997 SH SHARED 7997 D PIZZA INN INC NEW COM 72584810 0 142 SH SHARED 142 D PLACER DOME INC DBCV 2.750%10/1 725906AK 11002 5788000 PRN SHARED 02 5788000 D PLAINS ALL AMERN PIPELINE L UNIT LTD PARTN 72650310 54143 1200262 SH SHARED 1200262 D PLAINS ALL AMERN PIPELINE L UNIT LTD PARTN 72650310 6650 147439 SH SHARED 02 13800 133639 D PLAINS EXPL& PRODTN CO COM 72650510 6545 89702 SH SHARED 89702 D PLAINS EXPL& PRODTN CO COM 72650510 4364 59810 SH SHARED 01 23188 36622 D PLAINS EXPL& PRODTN CO COM 72650510 579 7945 SH SHARED 02 6535 1410 D PLAINS EXPL& PRODTN CO COM 72650510 153 2100 SH SHARED 06 600 1500 D PLAINS EXPL& PRODTN CO COM 72650510 828 11360 SH SHARED 10 11360 D PLAINS EXPL& PRODTN CO COM 72650510 58 800 SH SHARED 14 800 D PLAINS EXPL& PRODTN CO COM 72650510 11 160 SH SHARED 21 160 D PLAINS EXPL& PRODTN CO COM 72650510 105 1450 SH SHARED 23 150 1300 D PLAINS EXPL& PRODTN CO COM 72650510 10 150 SH SHR/OTHR 23 150 D PLANAR SYS INC COM 72690010 11 4304 SH SHARED 4304 D PLANETOUT INC COM NEW 72705820 0 93 SH SHARED 93 D PLANTRONICS INC NEW COM 72749310 414 18576 SH SHARED 18576 D PLANTRONICS INC NEW COM 72749310 436 19575 SH SHARED 01 4275 15300 D PLANTRONICS INC NEW COM 72749310 55 2474 SH SHARED 02 2474 D PLANTRONICS INC NEW COM 72749310 8253 369800 SH SHARED 10 369800 D PLATO LEARNING INC COM 72764Y10 6 2500 SH SHARED 2500 D PLATO LEARNING INC COM 72764Y10 0 1 SH SHARED 01 1 D PLATINUM GROUP METALS LTD COM NEW 72765Q20 255 90000 SH SHARED 90000 D PLAYBOY ENTERPRISES INC CL B 72811730 0 15 SH SHARED 15 D PLAYBOY ENTERPRISES INC CL B 72811730 0 34 SH SHARED 02 34 D PLEXUS CORP COM 72913210 262 9488 SH SHARED 9488 D PLEXUS CORP COM 72913210 63 2300 SH SHARED 01 2300 D PLEXUS CORP COM 72913210 317 11482 SH SHARED 02 11482 D PLEXUS CORP COM 72913210 279 10100 SH SHARED 10 10100 D PLUG POWER INC COM 72919P10 104 44601 SH SHARED 44601 D PLUG POWER INC COM 72919P10 41 17504 SH SHARED 02 16504 1000 D PLUG POWER INC COM 72919P10 7285 3100000 SH SHARED 04 3100000 D PLUM CREEK TIMBER CO INC COM 72925110 22 517 SH SHARED 517 D PLUM CREEK TIMBER CO INC COM 72925110 5128 120085 SH SHARED 120085 D PLUM CREEK TIMBER CO INC COM 72925110 1340 31389 SH SHARED 01 24389 7000 D PLUM CREEK TIMBER CO INC COM 72925110 1607 37636 SH SHARED 02 30896 6740 D PLUM CREEK TIMBER CO INC COM 72925110 72373 1694534 SH SHARED 04 1694534 D PLUM CREEK TIMBER CO INC COM 72925110 15971 373954 SH SHARED 05 373954 D PLUM CREEK TIMBER CO INC COM 72925110 2989 70004 SH SHARED 06 7100 62904 D PLUM CREEK TIMBER CO INC COM 72925110 6384 149476 SH SHARED 10 149476 D PLUM CREEK TIMBER CO INC COM 72925110 52 1222 SH SHARED 23 1222 D PLUM CREEK TIMBER CO INC COM 72925110 255 5981 SH SHR/OTHR 23 5981 D PLUMAS BANCORP COM 72927310 1 116 SH SHARED 116 D POINT 360 COM 73050710 0 159 SH SHARED 159 D POKERTEK INC COM 73086410 0 143 SH SHARED 143 D POLARIS ACQUISITION CORP COM 73104R10 286 30000 SH SHARED 30000 D POLARIS INDS INC COM 73106810 1471 36432 SH SHARED 36432 D POLARIS INDS INC COM 73106810 569 14095 SH SHARED 02 14095 D POLARIS INDS INC COM 73106810 512 12700 SH SHARED 06 12700 D POLARIS INDS INC COM 73106810 201 4993 SH SHARED 10 4993 D POLARIS INDS INC COM 73106810 28 700 SH SHR/OTHR 23 700 D POLO RALPH LAUREN CORP CL A 73157210 74803 1191525 SH SHARED 1191525 D POLO RALPH LAUREN CORP CL A 73157210 133 2120 SH SHARED 01 2120 D POLO RALPH LAUREN CORP CL A 73157210 62 1000 SH SHR/OTHR 01 1000 D POLO RALPH LAUREN CORP CL A 73157210 310 4949 SH SHARED 02 4949 D POLO RALPH LAUREN CORP CL A 73157210 28094 447500 SH SHARED 04 447500 D POLO RALPH LAUREN CORP CL A 73157210 9417 150000 SH SHARED 05 150000 D POLO RALPH LAUREN CORP CL A 73157210 492 7850 SH SHARED 06 6250 1600 D POLO RALPH LAUREN CORP CL A 73157210 1567 24962 SH SHARED 10 24962 D POLO RALPH LAUREN CORP CL A 73157210 12 200 SH SHARED 20 200 D POLO RALPH LAUREN CORP CL A 73157210 150 2400 SH SHARED 23 2400 D POLYCOM INC COM 73172K10 652 26767 SH SHARED 26767 D POLYCOM INC COM 73172K10 660 27100 SH SHARED 01 27100 D POLYCOM INC COM 73172K10 59 2456 SH SHARED 02 2246 210 D POLYCOM INC COM 73172K10 22913 940600 SH SHARED 10 940600 D POLYONE CORP COM 73179P10 334 47936 SH SHARED 47936 D POLYONE CORP COM 73179P10 381 54779 SH SHARED 02 54779 D POLYONE CORP COM 73179P10 428 61510 SH SHARED 10 61510 D POLYPORE INTL INC COM 73179V10 21 840 SH SHARED 840 D POLYPORE INTL INC COM 73179V10 63 2496 SH SHARED 2496 D POLYPORE INTL INC COM 73179V10 0 25 SH SHARED 02 25 D POLYPORE INTL INC COM 73179V10 1367 54000 SH SHARED 05 54000 D POLYPORE INTL INC COM 73179V10 990 39100 SH SHARED 06 39100 D POLYPORE INTL INC COM 73179V10 149 5900 SH SHARED 10 5900 D POMEROY IT SOLUTIONS INC COM 73182210 32 6968 SH SHARED 6968 D PONIARD PHARMACEUTICALS INC COM NEW 73244930 3 823 SH SHARED 823 D POOL CORPORATION COM 73278L10 568 32019 SH SHARED 32019 D POOL CORPORATION COM 73278L10 65 3712 SH SHARED 01 3712 D POOL CORPORATION COM 73278L10 547 30834 SH SHARED 02 30834 D POOL CORPORATION COM 73278L10 400 22523 SH SHARED 06 22523 D POOL CORPORATION COM 73278L10 97 5511 SH SHARED 10 5511 D POOL CORPORATION COM 73278L10 3 192 SH SHARED 21 192 D POPE RES DEL LTD PARTNERSHIP DEPOSITRY RCPT 73285710 3 99 SH SHARED 99 D POPULAR INC COM 73317410 1232 187037 SH SHARED 187037 D POPULAR INC COM 73317410 63 9700 SH SHARED 01 6200 3500 D POPULAR INC COM 73317410 4 728 SH SHARED 02 728 D POPULAR INC COM 73317410 94 14400 SH SHARED 10 14400 D PORTEC RAIL PRODS INC COM 73621210 15 1331 SH SHARED 1331 D PORTER BANCORP INC COM 73623310 259 17320 SH SHARED 17320 D PORTFOLIO RECOVERY ASSOCS IN COM 73640Q10 692 18460 SH SHARED 18460 D PORTFOLIO RECOVERY ASSOCS IN COM 73640Q10 783 20900 SH SHARED 01 20900 D PORTFOLIO RECOVERY ASSOCS IN COM 73640Q10 1207 32200 SH SHR/OTHR 01 32200 D PORTFOLIO RECOVERY ASSOCS IN COM 73640Q10 86 2301 SH SHARED 02 2301 D PORTFOLIO RECOVERY ASSOCS IN COM 73640Q10 7536 200960 SH SHARED 10 200960 D PORTFOLIO RECOVERY ASSOCS IN COM 73640Q10 7 212 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 2161 95994 SH SHARED 95994 D PORTLAND GEN ELEC CO COM NEW 73650884 31 1400 SH SHARED 01 1400 D PORTLAND GEN ELEC CO COM NEW 73650884 23 1041 SH SHARED 02 1041 D PORTLAND GEN ELEC CO COM NEW 73650884 3892 172859 SH SHARED 10 172859 D PORTUGAL TELECOM SGPS S A SPONSORED ADR 73727310 40 3569 SH SHARED 3569 D POST PPTYS INC COM 73746410 6054 203527 SH SHARED 203527 D POST PPTYS INC COM 73746410 0 26 SH SHARED 02 1 25 D POST PPTYS INC COM 73746410 6431 216200 SH SHARED 10 216200 D POST PPTYS INC COM 73746410 151478 5091725 SH SHARED 11 2679550 2412175 D POTASH CORP SASK INC COM 73755L10 2925 12800 SH SHARED 12800 D POTASH CORP SASK INC COM 73755L10 184991 809344 SH SHARED 809344 D POTASH CORP SASK INC COM 73755L10 68 300 SH SHARED 01 200 100 D POTASH CORP SASK INC COM 73755L10 12228 53500 SH SHARED 02 51550 1950 D POTASH CORP SASK INC COM 73755L10 66140 289367 SH SHARED 04 289367 D POTASH CORP SASK INC COM 73755L10 70576 308772 SH SHARED 05 308772 D POTASH CORP SASK INC COM 73755L10 13340 58367 SH SHARED 06 42252 16115 D POTASH CORP SASK INC COM 73755L10 104024 455109 SH SHARED 10 420309 34800 D POTASH CORP SASK INC COM 73755L10 1306 5716 SH SHARED 14 5716 D POTASH CORP SASK INC COM 73755L10 1554 6803 SH SHARED 24 6803 D POTLATCH CORP NEW COM 73763010 1680 37253 SH SHARED 37253 D POTLATCH CORP NEW COM 73763010 657 14570 SH SHARED 01 1525 13045 D POTLATCH CORP NEW COM 73763010 650 14422 SH SHARED 02 3445 10977 D POTLATCH CORP NEW COM 73763010 1990 44123 SH SHARED 10 44123 D POWELL INDS INC COM 73912810 27 542 SH SHARED 542 D POWER INTEGRATIONS INC COM 73927610 14 460 SH SHARED 460 D POWER INTEGRATIONS INC COM 73927610 357 11315 SH SHARED 11315 D POWER INTEGRATIONS INC COM 73927610 173 5504 SH SHARED 02 5504 D POWER INTEGRATIONS INC COM 73927610 8078 255559 SH SHARED 04 255559 D POWER INTEGRATIONS INC COM 73927610 11159 353031 SH SHARED 05 353031 D POWER INTEGRATIONS INC COM 73927610 1079 34137 SH SHARED 06 34137 D POWER INTEGRATIONS INC COM 73927610 42 1352 SH SHARED 10 1352 D POWER MED INTERVENTIONS INC COM 73929910 0 100 SH SHARED 100 D POWER-ONE INC COM 73930810 22 11905 SH SHARED 11905 D POWER-ONE INC COM 73930810 1 657 SH SHARED 02 657 D POWERSHARES QQQ TRUST UNIT SER 1 73935A10 4091 90580 SH SHARED 90430 150 D POWERSHARES QQQ TRUST UNIT SER 1 73935A10 289660 6412671 SH SHARED 6412671 D POWERSHARES QQQ TRUST UNIT SER 1 73935A10 207 4588 SH SHARED 01 1625 2963 D POWERSHARES QQQ TRUST UNIT SER 1 73935A10 6 140 SH SHR/OTHR 01 140 D POWERSHARES QQQ TRUST UNIT SER 1 73935A10 31397 695087 SH SHARED 02 630119 64968 D POWERSHARES QQQ TRUST UNIT SER 1 73935A10 17409 385429 SH SHARED 10 385429 D POWERSHARES QQQ TRUST UNIT SER 1 73935A10 2445 54150 SH SHARED 15 54150 D POWERSHARES QQQ TRUST UNIT SER 1 73935A10 980 21700 SH SHARED 19 21700 D POWERSHARES QQQ TRUST UNIT SER 1 73935A10 22 500 SH SHARED 21 500 D POWERSHARES QQQ TRUST UNIT SER 1 73935A10 5 125 SH SHR/OTHR 22 125 D POWERSHARES QQQ TRUST UNIT SER 1 73935A10 478 10600 SH SHARED 23 10600 D POWERSHARES QQQ TRUST UNIT SER 1 73935A10 4 100 SH SHR/OTHR 23 100 D POWERSHARES INDIA ETF TR INDIA PORT 73935L10 1909 98902 SH SHARED 02 98902 D POWERSHARES DB CMDTY IDX TRA UNIT BEN INT 73935S10 773 17284 SH SHARED 17284 D POWERSHARES DB CMDTY IDX TRA UNIT BEN INT 73935S10 17013 379935 SH SHARED 01 136606 243329 D POWERSHARES DB CMDTY IDX TRA UNIT BEN INT 73935S10 10930 244089 SH SHR/OTHR 01 244089 D POWERSHARES DB CMDTY IDX TRA UNIT BEN INT 73935S10 813 18177 SH SHARED 02 18177 D POWERSHARES DB CMDTY IDX TRA UNIT BEN INT 73935S10 12097 270145 SH SHARED 20 203775 950 65420 D POWERSHARES DB CMDTY IDX TRA UNIT BEN INT 73935S10 3488 77898 SH SHR/OTHR 20 77898 D POWERSHARES DB CMDTY IDX TRA UNIT BEN INT 73935S10 71 1600 SH SHARED 21 1600 D POWERSHARES DB CMDTY IDX TRA UNIT BEN INT 73935S10 3515 78503 SH SHARED 22 66878 11625 D POWERSHARES DB CMDTY IDX TRA UNIT BEN INT 73935S10 70 1565 SH SHR/OTHR 22 1565 D POWERSHARES DB CMDTY IDX TRA UNIT BEN INT 73935S10 2153 48085 SH SHARED 23 45490 2595 D POWERSHARES DB CMDTY IDX TRA UNIT BEN INT 73935S10 1764 39405 SH SHR/OTHR 23 39405 D POWERSHARES ETF TRUST DWA TECH LDRS 73935X15 714 27669 SH SHARED 02 27669 D POWERSHARES ETF TRUST PRVT EQTY PORT 73935X19 22 1310 SH SHARED 02 1310 D POWERSHARES ETF TRUST CLEANTECH PORT 73935X27 8302 250000 SH SHARED 250000 D POWERSHARES ETF TRUST CLEANTECH PORT 73935X27 27 837 SH SHARED 02 837 D POWERSHARES ETF TRUST HI YLD EQ DVDN 73935X30 4 518 SH SHARED 02 518 D POWERSHARES ETF TRUST TECH SECT PORT 73935X34 70 2900 SH SHARED 02 2900 D POWERSHARES ETF TRUST GOLDEN DRG USX 73935X40 520 21000 SH SHARED 21000 D POWERSHARES ETF TRUST GOLDEN DRG USX 73935X40 2063 83222 SH SHARED 02 83222 D POWERSHARES ETF TRUST BASIC MAT SECT 73935X42 21 600 SH SHARED 02 600 D POWERSHARES ETF TRUST DYNAM SML CAP 73935X43 3056 136150 SH SHARED 02 136150 D POWERSHARES ETF TRUST DYNAM MIDCP PT 73935X44 6299 254641 SH SHARED 02 254641 D POWERSHARES ETF TRUST FTSE RAFI UTIL 73935X47 153 2723 SH SHARED 02 2723 D POWERSHARES ETF TRUST FTSE TELE TECH 73935X48 146 2888 SH SHARED 02 2888 D POWERSHARES ETF TRUST WNDRHLL CLN EN 73935X50 2 152 SH SHARED 152 D POWERSHARES ETF TRUST WNDRHLL CLN EN 73935X50 0 50 SH SHR/OTHR 01 50 D POWERSHARES ETF TRUST WNDRHLL CLN EN 73935X50 111 5690 SH SHARED 02 5690 D POWERSHARES ETF TRUST FTSE RAFI INDS 73935X53 642 12307 SH SHARED 02 12307 D POWERSHARES ETF TRUST FTSE BSIC MATL 73935X54 142 2187 SH SHARED 02 2187 D POWERSHARES ETF TRUST FTSERAFI ENERG 73935X55 160 1954 SH SHARED 02 1954 D POWERSHARES ETF TRUST FTSE US1500 SM 73935X56 2924 61953 SH SHARED 02 61953 D POWERSHARES ETF TRUST WATER RESOURCE 73935X57 62 3000 SH SHARED 3000 D POWERSHARES ETF TRUST WATER RESOURCE 73935X57 180 8700 SH SHARED 8700 D POWERSHARES ETF TRUST WATER RESOURCE 73935X57 44 2125 SH SHARED 01 2125 D POWERSHARES ETF TRUST WATER RESOURCE 73935X57 2109 101883 SH SHARED 02 101883 D POWERSHARES ETF TRUST DYNM LRG CP GR 73935X60 723 42750 SH SHARED 02 42750 D POWERSHARES ETF TRUST DYN RETAIL PTF 73935X61 38 2700 SH SHARED 02 2700 D POWERSHARES ETF TRUST DYN OIL SVCS 73935X62 93 2795 SH SHARED 02 2795 D POWERSHARES ETF TRUST DYN EN EX PROD 73935X65 78 2500 SH SHARED 01 2500 D POWERSHARES ETF TRUST DYN EN EX PROD 73935X65 59 1900 SH SHARED 02 1900 D POWERSHARES ETF TRUST DYN BLDG CNSTR 73935X66 42 2600 SH SHARED 02 2600 D POWERSHARES ETF TRUST AERSPC DEF PTF 73935X69 18 1000 SH SHARED 02 1000 D POWERSHARES ETF TRUST DYNM LRG CP VL 73935X70 769 43225 SH SHARED 02 43225 D POWERSHARES ETF TRUST INTL DIV ACHV 73935X71 292 16710 SH SHARED 02 16710 D POWERSHARES ETF TRUST HI GRW RT DIV 73935X72 6 477 SH SHARED 02 477 D POWERSHARES ETF TRUST DIV ACHV PRTF 73935X73 6 440 SH SHARED 02 440 D POWERSHARES ETF TRUST DYNAMIC TELECO 73935X76 16 1073 SH SHARED 02 1073 D POWERSHARES ETF TRUST DYN SFTWR PORT 73935X77 34 2000 SH SHARED 02 2000 D POWERSHARES ETF TRUST DYNM MC GRWTH 73935X80 105 4862 SH SHARED 02 4862 D POWERSHARES DB G10 CURCY HAR COM UT BEN INT 73935Y10 76 2820 SH SHARED 02 2820 D POWERSHARES DB G10 CURCY HAR COM UT BEN INT 73935Y10 162 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 ENERGY FUND 73936B10 16 300 SH SHARED 01 300 D POWERSHS DB MULTI SECT COMM DB ENERGY FUND 73936B10 42 774 SH SHARED 02 774 D POWERSHS DB MULTI SECT COMM DB PREC MTLS 73936B20 40 1190 SH SHARED 02 1190 D POWERSHS DB MULTI SECT COMM DB AGRICULT FD 73936B40 4767 117200 SH SHARED 117200 D POWERSHS DB MULTI SECT COMM DB AGRICULT FD 73936B40 2229 54810 SH SHARED 01 54810 D POWERSHS DB MULTI SECT COMM DB AGRICULT FD 73936B40 305 7500 SH SHR/OTHR 01 7500 D POWERSHS DB MULTI SECT COMM DB AGRICULT FD 73936B40 16443 404227 SH SHARED 02 297779 106448 D POWERSHS DB MULTI SECT COMM DB BASE METALS 73936B70 39 1569 SH SHARED 02 1569 D POWERSHS DB US DOLLAR INDEX DOLL INDX BULL 73936D10 33 1500 SH SHARED 1500 D POWERSHS DB US DOLLAR INDEX DOLL INDX BULL 73936D10 1506 66982 SH SHARED 02 64982 2000 D POWERSECURE INTL INC COM 73936N10 81 11185 SH SHARED 11185 D POWERSECURE INTL INC COM 73936N10 10 1393 SH SHARED 02 1393 D POWERSHARES GLOBAL ETF TRUST ASIA PAC OPPOR 73936T10 2146 97553 SH SHARED 02 97553 D POWERSHARES GLOBAL ETF TRUST DYN EUROPE PRT 73936T40 1908 97877 SH SHARED 02 97877 D POWERSHARES GLOBAL ETF TRUST SOVEREIGN DEBT 73936T57 57 2308 SH SHARED 02 2308 D POWERSHARES GLOBAL ETF TRUST GBL CLEAN ENER 73936T61 41 1500 SH SHARED 01 1500 D POWERSHARES GLOBAL ETF TRUST GBL CLEAN ENER 73936T61 21 800 SH SHARED 02 800 D POWERSHARES GLOBAL ETF TRUST GBL CLEAN ENER 73936T61 12 450 SH SHARED 21 450 D POWERSHARES GLOBAL ETF TRUST GBL WTR PORT 73936T62 6152 286145 SH SHARED 286145 D POWERSHARES GLOBAL ETF TRUST GBL WTR PORT 73936T62 60 2800 SH SHARED 02 2800 D POWERSHARES GLOBAL ETF TRUST EUROPE SM PORT 73936T74 1921 93032 SH SHARED 02 93032 D POWERSHARES GLOBAL ETF TRUST EUROPE PORTFOL 73936T75 1878 45426 SH SHARED 02 45426 D POWERSHARES GLOBAL ETF TRUST EMER MRKT PORT 73936T76 2098 89254 SH SHARED 02 89254 D POWERSHARES GLOBAL ETF TRUST EX US SML PORT 73936T77 2002 92351 SH SHARED 02 92351 D POWERSHARES GLOBAL ETF TRUST DEV MKTS EX-US 73936T78 4871 112498 SH SHARED 02 112498 D POWERSHARES GLOBAL ETF TRUST DEV INTL OPP 73936T80 5042 240101 SH SHARED 02 240101 D POWERSHARES GLOBAL ETF TRUST ASIA PC EX JAP 73936T84 2029 100476 SH SHARED 02 100476 D POWERSHARES GLOBAL ETF TRUST ASIA PAC EX-JP 73936T85 1966 40865 SH SHARED 02 40865 D POWERWAVE TECHNOLOGIES INC NOTE 1.250% 7/1 739363AB 205 209000 PRN SHARED 209000 D POWERWAVE TECHNOLOGIES INC SDCV 3.875%10/0 739363AF 2744 3650000 PRN SHARED 02 3650000 D POWERWAVE TECHNOLOGIES INC COM 73936310 28 6632 SH SHARED 6632 D POWERWAVE TECHNOLOGIES INC COM 73936310 167 39415 SH SHARED 02 5140 34275 D POWERWAVE TECHNOLOGIES INC COM 73936310 229 54000 SH SHARED 10 54000 D POWERWAVE TECHNOLOGIES INC COM 73936310 0 61 SH SHR/OTHR 23 61 D POZEN INC COM 73941U10 28 2633 SH SHARED 2633 D POZEN INC COM 73941U10 127 11758 SH SHARED 02 8508 3250 D PRAXAIR INC COM 74005P10 2129 22600 SH SHARED 22600 D PRAXAIR INC COM 74005P10 37423 397106 SH SHARED 397106 D PRAXAIR INC COM 74005P10 5360 56886 SH SHARED 01 41736 300 14850 D PRAXAIR INC COM 74005P10 2463 26145 SH SHR/OTHR 01 26145 D PRAXAIR INC COM 74005P10 3415 36244 SH SHARED 02 25623 10621 D PRAXAIR INC COM 74005P10 38346 406900 SH SHARED 04 406900 D PRAXAIR INC COM 74005P10 10748 114050 SH SHARED 05 114050 D PRAXAIR INC COM 74005P10 44307 470154 SH SHARED 06 90750 379404 D PRAXAIR INC COM 74005P10 108945 1156045 SH SHARED 10 1094145 61900 D PRAXAIR INC COM 74005P10 3111 33019 SH SHARED 20 10200 22819 D PRAXAIR INC COM 74005P10 1582 16790 SH SHR/OTHR 20 16790 D PRAXAIR INC COM 74005P10 133 1414 SH SHARED 21 400 1014 D PRAXAIR INC COM 74005P10 75 800 SH SHR/OTHR 21 800 D PRAXAIR INC COM 74005P10 898 9535 SH SHARED 22 7685 1850 D PRAXAIR INC COM 74005P10 300 3190 SH SHR/OTHR 22 3190 D PRAXAIR INC COM 74005P10 4282 45447 SH SHARED 23 42447 3000 D PRAXAIR INC COM 74005P10 3692 39180 SH SHR/OTHR 23 39180 D PRE PAID LEGAL SVCS INC COM 74006510 756 18632 SH SHARED 18632 D PRE PAID LEGAL SVCS INC COM 74006510 36 900 SH SHARED 01 900 D PRE PAID LEGAL SVCS INC COM 74006510 113 2801 SH SHARED 02 2801 D PRECISION CASTPARTS CORP COM 74018910 14131 146637 SH SHARED 140837 5800 D PRECISION CASTPARTS CORP COM 74018910 1609 16700 SH SHARED 01 16700 D PRECISION CASTPARTS CORP COM 74018910 684 7102 SH SHARED 02 7102 D PRECISION CASTPARTS CORP COM 74018910 7 80 SH SHARED 05 80 D PRECISION CASTPARTS CORP COM 74018910 1619 16800 SH SHARED 06 12800 4000 D PRECISION CASTPARTS CORP COM 74018910 11692 121326 SH SHARED 10 121326 D PRECISION CASTPARTS CORP COM 74018910 28 300 SH SHR/OTHR 23 300 D PRECISION DRILLING TR TR UNIT 74021510 9057 332500 SH SHARED 332500 D PRECISION DRILLING TR TR UNIT 74021510 2309 84771 SH SHARED 84771 D PRECISION DRILLING TR TR UNIT 74021510 27 1000 SH SHARED 01 1000 D PRECISION DRILLING TR TR UNIT 74021510 54 2000 SH SHARED 20 2000 D PREFERRED BK LOS ANGELES CA COM 74036710 12 2375 SH SHARED 2375 D PREFORMED LINE PRODS CO COM 74044410 5 135 SH SHARED 135 D PREFORMED LINE PRODS CO COM 74044410 1 29 SH SHARED 02 29 D PREMIER FINL BANCORP INC COM 74050M10 1 101 SH SHARED 101 D PREMIER EXIBITIONS INC COM 74051E10 31 6856 SH SHARED 6856 D PREMIERE GLOBAL SVCS INC COM 74058510 8 592 SH SHARED 592 D PREMIERE GLOBAL SVCS INC COM 74058510 34 2400 SH SHARED 01 2400 D PREMIERE GLOBAL SVCS INC COM 74058510 3 268 SH SHARED 02 268 D PREMIERE GLOBAL SVCS INC COM 74058510 1024 70300 SH SHARED 10 70300 D PRESIDENTIAL LIFE CORP COM 74088410 56 3671 SH SHARED 3671 D PRESIDENTIAL LIFE CORP COM 74088410 1 80 SH SHARED 01 80 D PRESIDENTIAL LIFE CORP COM 74088410 33 2198 SH SHARED 02 2198 D PRESIDENTIAL LIFE CORP COM 74088410 178 11600 SH SHARED 10 11600 D PRESIDENTIAL RLTY CORP NEW CL B 74100420 0 90 SH SHARED 90 D PRESSTEK INC COM 74111310 0 2 SH SHARED 2 D PRESSTEK INC COM 74111310 11 2271 SH SHARED 02 2271 D PRESTIGE BRANDS HLDGS INC COM 74112D10 103 9735 SH SHARED 9735 D PRESTIGE BRANDS HLDGS INC COM 74112D10 1 132 SH SHARED 02 132 D PRESTIGE BRANDS HLDGS INC COM 74112D10 155 14600 SH SHARED 10 14600 D PRESSURE BIOSCIENCES INC COM 74112E10 0 44 SH SHARED 44 D PRICE T ROWE GROUP INC COM 74144T10 12368 219024 SH SHARED 219024 D PRICE T ROWE GROUP INC COM 74144T10 23319 412961 SH SHARED 01 302850 110111 D PRICE T ROWE GROUP INC COM 74144T10 10204 180714 SH SHR/OTHR 01 180714 D PRICE T ROWE GROUP INC COM 74144T10 1573 27862 SH SHARED 02 17452 10410 D PRICE T ROWE GROUP INC COM 74144T10 67 1200 SH SHARED 04 1200 D PRICE T ROWE GROUP INC COM 74144T10 9 160 SH SHARED 05 160 D PRICE T ROWE GROUP INC COM 74144T10 1964 34790 SH SHARED 06 26700 8090 D PRICE T ROWE GROUP INC COM 74144T10 30802 545470 SH SHARED 10 535015 10455 D PRICE T ROWE GROUP INC COM 74144T10 14 250 SH SHR/OTHR 10 250 D PRICE T ROWE GROUP INC COM 74144T10 55 981 SH SHARED 19 981 D PRICE T ROWE GROUP INC COM 74144T10 3121 55270 SH SHARED 20 47155 125 7990 D PRICE T ROWE GROUP INC COM 74144T10 654 11585 SH SHR/OTHR 20 11585 D PRICE T ROWE GROUP INC COM 74144T10 84 1500 SH SHARED 21 1500 D PRICE T ROWE GROUP INC COM 74144T10 1445 25600 SH SHARED 22 21275 4325 D PRICE T ROWE GROUP INC COM 74144T10 231 4100 SH SHR/OTHR 22 4100 D PRICE T ROWE GROUP INC COM 74144T10 2082 36885 SH SHARED 23 34585 2300 D PRICE T ROWE GROUP INC COM 74144T10 3391 60050 SH SHR/OTHR 23 60050 D PRICELINE COM INC NOTE 2.250% 1/1 741503AH 12 4000 PRN SHARED 02 4000 D PRICELINE COM INC NOTE 1.000% 8/0 741503AJ 28760 10000000 PRN SHARED 02 10000000 D PRICELINE COM INC NOTE 0.750% 9/3 741503AL 7716 2700000 PRN SHARED 2700000 D PRICELINE COM INC COM NEW 74150340 1450 12567 SH SHARED 12567 D PRICELINE COM INC COM NEW 74150340 262 2275 SH SHARED 01 2275 D PRICELINE COM INC COM NEW 74150340 304 2639 SH SHARED 02 2600 39 D PRICELINE COM INC COM NEW 74150340 2055 17800 SH SHARED 04 17800 D PRICELINE COM INC COM NEW 74150340 23 200 SH SHARED 06 200 D PRICELINE COM INC COM NEW 74150340 7908 68498 SH SHARED 10 68498 D PRICELINE COM INC COM NEW 74150340 4 40 SH SHARED 21 40 D PRICESMART INC COM 74151110 97 4905 SH SHARED 4905 D PRICESMART INC COM 74151110 6 325 SH SHARED 01 325 D PRICESMART INC COM 74151110 2 141 SH SHARED 02 141 D PRIDE INTL INC DEL COM 74153Q10 7852 166058 SH SHARED 166058 D PRIDE INTL INC DEL COM 74153Q10 2715 57420 SH SHARED 01 3620 53800 D PRIDE INTL INC DEL COM 74153Q10 203 4304 SH SHARED 02 2554 1750 D PRIDE INTL INC DEL COM 74153Q10 28 600 SH SHARED 04 600 D PRIDE INTL INC DEL COM 74153Q10 92 1950 SH SHARED 06 1050 900 D PRIDE INTL INC DEL COM 74153Q10 508 10759 SH SHARED 10 10759 D PRIDE INTL INC DEL COM 74153Q10 427 9050 SH SHARED 14 9050 D PRIMEDIA INC COM NEW 74157K84 55 11890 SH SHARED 11890 D PRIMEDIA INC COM NEW 74157K84 645 138470 SH SHARED 02 138470 D PRIMEDIA INC COM NEW 74157K84 131 28116 SH SHARED 10 28116 D PRIMEENERGY CORP COM 74158E10 4 88 SH SHARED 02 88 D PRINCETON NATL BANCORP INC COM 74228210 2 83 SH SHARED 83 D PRINCETON REVIEW INC COM 74235210 11 1711 SH SHARED 1711 D PRINCETON REVIEW INC COM 74235210 7 1100 SH SHARED 02 1100 D PRINCIPAL FINANCIAL GROUP IN COM 74251V10 22518 536547 SH SHARED 536547 D PRINCIPAL FINANCIAL GROUP IN COM 74251V10 969 23100 SH SHARED 01 23100 D PRINCIPAL FINANCIAL GROUP IN COM 74251V10 1175 28020 SH SHARED 02 27230 790 D PRINCIPAL FINANCIAL GROUP IN COM 74251V10 5 130 SH SHARED 05 130 D PRINCIPAL FINANCIAL GROUP IN COM 74251V10 1389 33100 SH SHARED 06 25150 7950 D PRINCIPAL FINANCIAL GROUP IN COM 74251V10 11616 276772 SH SHARED 10 276772 D PRINCIPAL FINANCIAL GROUP IN COM 74251V10 8 210 SH SHARED 21 210 D PRINCIPAL FINANCIAL GROUP IN COM 74251V10 123 2951 SH SHARED 23 2951 D PRO-DEX INC COLO COM 74265M10 0 211 SH SHARED 211 D PROASSURANCE CORP DBCV 3.900% 6/3 74267CAB 3465 3000000 PRN SHARED 3000000 D PROASSURANCE CORP COM 74267C10 715 14875 SH SHARED 14875 D PROASSURANCE CORP COM 74267C10 456 9479 SH SHARED 9479 D PROASSURANCE CORP COM 74267C10 38759 805634 SH SHARED 02 805634 D PROASSURANCE CORP COM 74267C10 757 15735 SH SHARED 10 15735 D PRO PHARMACEUTICALS INC COM 74267T10 0 813 SH SHARED 813 D PROCERA NETWORKS INC COM 74269U10 2 1815 SH SHARED 1815 D PROCTER & GAMBLE CO COM 74271810 4386 72134 SH SHARED 887 71247 D PROCTER & GAMBLE CO COM 74271810 292968 4817763 SH SHARED 4757441 60322 D PROCTER & GAMBLE CO COM 74271810 51918 853776 SH SHARED 01 608363 245413 D PROCTER & GAMBLE CO COM 74271810 17801 292733 SH SHR/OTHR 01 292733 D PROCTER & GAMBLE CO COM 74271810 36913 607026 SH SHARED 02 559467 47559 D PROCTER & GAMBLE CO COM 74271810 87 1439 SH SHARED 04 1439 D PROCTER & GAMBLE CO COM 74271810 6798 111800 SH SHARED 04 111800 D PROCTER & GAMBLE CO COM 74271810 1965 32327 SH SHARED 05 32327 D PROCTER & GAMBLE CO COM 74271810 51847 852607 SH SHARED 06 589635 262972 D PROCTER & GAMBLE CO COM 74271810 139256 2290031 SH SHARED 10 2197870 92161 D PROCTER & GAMBLE CO COM 74271810 2858 47003 SH SHARED 14 4700 42303 D PROCTER & GAMBLE CO COM 74271810 8245 135600 SH SHARED 19 135600 D PROCTER & GAMBLE CO COM 74271810 12179 200284 SH SHARED 20 81296 85 118903 D PROCTER & GAMBLE CO COM 74271810 15606 256646 SH SHR/OTHR 20 256646 D PROCTER & GAMBLE CO COM 74271810 2917 47980 SH SHARED 21 32747 15233 D PROCTER & GAMBLE CO COM 74271810 191 3150 SH SHR/OTHR 21 3150 D PROCTER & GAMBLE CO COM 74271810 2110 34699 SH SHARED 22 19222 15477 D PROCTER & GAMBLE CO COM 74271810 766 12602 SH SHR/OTHR 22 12602 D PROCTER & GAMBLE CO COM 74271810 15593 256438 SH SHARED 23 243366 13072 D PROCTER & GAMBLE CO COM 74271810 38852 638911 SH SHR/OTHR 23 638911 D PRIVATEBANCORP INC COM 74296210 215 7088 SH SHARED 7088 D PRIVATEBANCORP INC COM 74296210 36 1214 SH SHARED 02 74 1140 D PRIVATEBANCORP INC COM 74296210 77 2563 SH SHARED 10 2563 D PROGENICS PHARMACEUTICALS IN COM 74318710 0 7 SH SHARED 7 D PROGENICS PHARMACEUTICALS IN COM 74318710 3 197 SH SHARED 02 197 D PROGENICS PHARMACEUTICALS IN COM 74318710 17 1126 SH SHARED 10 1126 D PROGRESS ENERGY INC COM 74326310 17324 414156 SH SHARED 414156 D PROGRESS ENERGY INC COM 74326310 1233 29486 SH SHARED 01 27209 2277 D PROGRESS ENERGY INC COM 74326310 25 600 SH SHR/OTHR 01 600 D PROGRESS ENERGY INC COM 74326310 4709 112581 SH SHARED 02 102927 9654 D PROGRESS ENERGY INC COM 74326310 83 2000 SH SHARED 04 2000 D PROGRESS ENERGY INC COM 74326310 5 140 SH SHARED 05 140 D PROGRESS ENERGY INC COM 74326310 2113 50520 SH SHARED 06 42250 8270 D PROGRESS ENERGY INC COM 74326310 6689 159912 SH SHARED 10 159912 D PROGRESS ENERGY INC COM 74326310 338 8100 SH SHARED 14 8100 D PROGRESS ENERGY INC COM 74326310 130 3129 SH SHARED 21 1429 1700 D PROGRESS ENERGY INC COM 74326310 534 12771 SH SHARED 23 12771 D PROGRESS ENERGY INC COM 74326310 132 3168 SH SHR/OTHR 23 3168 D PROGRESS SOFTWARE CORP COM 74331210 940 36791 SH SHARED 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3500000 D PROLOGIS NOTE 2.625% 5/1 743410AS 907 1000000 PRN SHARED 1000000 D PROLOGIS SH BEN INT 74341010 39160 720519 SH SHARED 711219 9300 D PROLOGIS SH BEN INT 74341010 7508 138145 SH SHARED 01 113305 24840 D PROLOGIS SH BEN INT 74341010 672 12370 SH SHR/OTHR 01 12370 D PROLOGIS SH BEN INT 74341010 3030 55768 SH SHARED 02 49878 5890 D PROLOGIS SH BEN INT 74341010 8 150 SH SHARED 05 150 D PROLOGIS SH BEN INT 74341010 288 5300 SH SHARED 06 5300 D PROLOGIS SH BEN INT 74341010 42767 786894 SH SHARED 10 778494 8400 D PROLOGIS SH BEN INT 74341010 622390 11451532 SH SHARED 11 6517935 4933597 D PROLOGIS SH BEN INT 74341010 785 14449 SH SHARED 14 14449 D PROLOGIS SH BEN INT 74341010 1070 19689 SH SHARED 20 18713 80 896 D PROLOGIS SH BEN INT 74341010 264 4865 SH SHR/OTHR 20 4865 D PROLOGIS SH BEN INT 74341010 5 100 SH SHARED 21 100 D PROLOGIS SH BEN INT 74341010 198 3659 SH SHARED 22 2350 1309 D PROLOGIS SH BEN INT 74341010 1 25 SH SHR/OTHR 22 25 D PROLOGIS SH BEN INT 74341010 980 18034 SH SHARED 23 9684 8350 D PROLOGIS SH BEN INT 74341010 655 12058 SH SHR/OTHR 23 12058 D PROS HOLDINGS INC COM 74346Y10 3 309 SH SHARED 309 D PROS HOLDINGS INC COM 74346Y10 5 446 SH SHARED 02 446 D PROS HOLDINGS INC COM 74346Y10 11230 1000000 SH SHARED 23 1000000 D PROSHARES TR ULTRA S&P 500 74347R10 2150 34892 SH SHARED 02 34892 D PROSHARES TR ULTRA QQQ PSHS 74347R20 366 5000 SH SHARED 5000 D PROSHARES TR ULTRA QQQ PSHS 74347R20 180 2460 SH SHARED 02 2460 D PROSHARES TR ULTRA DOW 30 74347R30 237 3906 SH SHARED 02 3906 D PROSHARES TR ULTRA XIN CH25 74347R32 51 610 SH SHARED 02 610 D PROSHARES TR ULTR SHRT MSCI 74347R33 156 1757 SH SHARED 02 1757 D PROSHARES TR ULTR SHRT MSCI 74347R35 2261 29920 SH SHARED 02 29920 D PROSHARES TR ULSHRT2000 VAL 74347R41 2434 24024 SH SHARED 02 24024 D PROSHARES TR ULSHRT2000 GRW 74347R42 0 5 SH SHARED 02 5 D PROSHARES TR ULT 1000 GRWTH 74347R53 28 500 SH SHARED 02 500 D PROSHARES TR REAL EST PRO 74347R55 134778 1283606 SH SHARED 1283606 D PROSHARES TR REAL EST PRO 74347R55 10 100 SH SHARED 02 100 D PROSHARES TR ULTRASHRT O&G 74347R58 6 250 SH SHARED 01 250 D PROSHARES TR ULTRASHRT O&G 74347R58 1340 50200 SH SHARED 02 50000 200 D PROSHARES TR BASIC MTRL PRO 74347R65 7 250 SH SHARED 01 250 D PROSHARES TR BASIC MTRL PRO 74347R65 1298 45000 SH SHARED 02 45000 D PROSHARES TR ULTRA SEMICNDC 74347R66 2630 54500 SH SHARED 15 54500 D PROSHARES TR ULTRA TECH PRO 74347R69 2993 51747 SH SHARED 02 51747 D PROSHARES TR ULTRA FINL PRO 74347R74 2614 129827 SH SHARED 02 129827 D PROSHARES TR ULTSHT RUS2000 74347R83 2127 27000 SH SHARED 27000 D PROSHARES TR ULTSHT RUS2000 74347R83 788 10000 SH SHARED 02 10000 D PROSHARES TR ULTRASHT MD400 74347R85 16 300 SH SHARED 02 300 D PROSHARES TR ULTRASHT DOW30 74347R86 21527 333500 SH SHARED 333500 D PROSHARES TR ULTRASHT DOW30 74347R86 1055 16347 SH SHARED 02 16347 D PROSHARES TR ULTRASHORT QQQ 74347R87 472 10550 SH SHARED 02 10550 D PROSHARES TR ULTRASHT SP500 74347R88 22234 333500 SH SHARED 333500 D PROSHARES TR ULTRASHT SP500 74347R88 66 1000 SH SHARED 01 1000 D PROSHARES TR ULTRASHT SP500 74347R88 200 3000 SH SHR/OTHR 01 3000 D PROSHARES TR ULTRASHT SP500 74347R88 1336 20045 SH SHARED 02 20045 D PROSPECT ACQUISITION CORP COM 74347T10 5361 575898 SH SHARED 575898 D PROSPECT ACQUISITION CORP *W EXP 11/14/201 74347T11 161 505694 SH SHARED 505694 D PROSPECT ACQUISITION CORP UNIT 99/99/9999 74347T20 109 11500 SH SHARED 02 11500 D PROSPECT CAPITAL CORPORATION COM 74348T10 81 6211 SH SHARED 6211 D PROSPECT CAPITAL CORPORATION COM 74348T10 85 6522 SH SHARED 01 6522 D PROSPECT CAPITAL CORPORATION COM 74348T10 1 110 SH SHARED 02 110 D PROSPECT CAPITAL CORPORATION COM 74348T10 1949 147927 SH SHARED 10 147927 D PROSPECT MEDICAL HOLDINGS IN CL A 74349410 1 296 SH SHARED 296 D PROSPERITY BANCSHARES INC COM 74360610 135 5068 SH SHARED 5068 D PROSPERITY BANCSHARES INC COM 74360610 466 17453 SH SHARED 02 16853 600 D PROSPERITY BANCSHARES INC COM 74360610 1063 39800 SH SHARED 10 39800 D PROSPERITY BANCSHARES INC COM 74360610 44 1653 SH SHARED 21 1653 D PROTALIX BIOTHERAPEUTICS INC COM 74365A10 1 710 SH SHARED 02 710 D PROTECTION ONE INC COM NEW 74366340 0 52 SH SHARED 52 D PROTECTIVE LIFE CORP COM 74367410 682 17934 SH SHARED 17934 D PROTECTIVE LIFE CORP COM 74367410 970 25500 SH SHARED 01 300 25200 D PROTECTIVE LIFE CORP COM 74367410 103 2719 SH SHARED 02 2719 D PROTECTIVE LIFE CORP COM 74367410 8102 212948 SH SHARED 10 212948 D PROTEIN DESIGN LABS INC NOTE 2.750% 8/1 74369LAD 3434 3585000 PRN SHARED 3585000 D PROTEIN DESIGN LABS INC NOTE 2.750% 8/1 74369LAD 5 6000 PRN SHARED 02 6000 D PROVIDENCE & WORCESTER RR CO COM 74373710 1 96 SH SHARED 96 D PROVIDENCE & WORCESTER RR CO COM 74373710 7 350 SH SHARED 02 350 D PROVIDENCE SVC CORP COM 74381510 166 7900 SH SHARED 7900 D PROVIDENCE SVC CORP COM 74381510 27 1308 SH SHARED 02 54 1254 D PROVIDENCE SVC CORP COM 74381510 12817 607170 SH SHARED 10 607170 D PROVIDENT BANKSHARES CORP COM 74385910 446 70003 SH SHARED 70003 D PROVIDENT BANKSHARES 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74431910 1 89 SH SHARED 89 D PRUDENTIAL FINL INC FRNT 12/1 744320AG 28830 29600000 PRN SHARED 02 29600000 D PRUDENTIAL FINL INC FRNT 12/1 744320AJ 24856 26000000 PRN SHARED 02 26000000 D PRUDENTIAL FINL INC FRNT 12/1 744320AJ 2198 2300000 PRN SHARED 06 2300000 D PRUDENTIAL FINL INC COM 74432010 32036 536262 SH SHARED 524562 11700 D PRUDENTIAL FINL INC COM 74432010 2579 43173 SH SHARED 01 42874 299 D PRUDENTIAL FINL INC COM 74432010 1 27 SH SHR/OTHR 01 27 D PRUDENTIAL FINL INC COM 74432010 3732 62487 SH SHARED 02 62362 125 D PRUDENTIAL FINL INC COM 74432010 3608 60400 SH SHARED 04 60400 D PRUDENTIAL FINL INC COM 74432010 12 210 SH SHARED 05 210 D PRUDENTIAL FINL INC COM 74432010 7498 125514 SH SHARED 06 72774 52740 D PRUDENTIAL FINL INC COM 74432010 22416 375226 SH SHARED 10 375226 D PRUDENTIAL FINL INC COM 74432010 330 5534 SH SHARED 14 5534 D PRUDENTIAL FINL INC COM 74432010 654 10950 SH SHARED 15 10950 D PRUDENTIAL FINL INC COM 74432010 268 4500 SH SHARED 19 4500 D PRUDENTIAL FINL INC COM 74432010 12 214 SH SHR/OTHR 22 214 D PRUDENTIAL FINL INC COM 74432010 256 4292 SH SHARED 23 4292 D PRUDENTIAL FINL INC COM 74432010 575 9630 SH SHR/OTHR 23 9630 D PRUDENTIAL PLC ADR 74435K20 1876 88435 SH SHARED 88435 D PRUDENTIAL PLC ADR 74435K20 10 500 SH SHARED 01 500 D PSYCHEMEDICS CORP COM NEW 74437520 1 120 SH SHARED 120 D PSYCHEMEDICS CORP COM NEW 74437520 4 300 SH SHARED 02 300 D PT INDOSAT TBK SPONSORED ADR 74438310 9 250 SH SHARED 250 D PSYCHIATRIC SOLUTIONS INC COM 74439H10 324 8587 SH SHARED 8587 D PSYCHIATRIC SOLUTIONS INC COM 74439H10 1222 32300 SH SHARED 01 14500 17800 D PSYCHIATRIC SOLUTIONS INC COM 74439H10 123 3259 SH SHARED 02 2359 900 D PSYCHIATRIC SOLUTIONS INC COM 74439H10 6171 163100 SH SHARED 10 163100 D PSYCHIATRIC SOLUTIONS INC COM 74439H10 4 125 SH SHARED 21 125 D PUBLIC SVC ENTERPRISE GROUP COM 74457310 27687 602818 SH SHARED 602818 D PUBLIC SVC ENTERPRISE GROUP COM 74457310 2937 63948 SH SHARED 01 61748 2200 D PUBLIC SVC ENTERPRISE GROUP COM 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PURE BIOSCIENCE COM 74621810 1 292 SH SHARED 292 D PURECYCLE CORP COM NEW 74622830 2 434 SH SHARED 434 D QIMONDA AG SPONSORED ADR 74690410 10 4598 SH SHARED 4598 D QIMONDA AG SPONSORED ADR 74690410 0 230 SH SHARED 01 230 D PUTNAM MUN OPPORTUNITIES TR SH BEN INT 74692210 23 2138 SH SHARED 2138 D QLT INC NOTE 3.000% 9/1 746927AB 8389 8500000 PRN SHARED 8500000 D QLT INC COM 74692710 5130 1495887 SH SHARED 1495887 D PYRAMID BREWERIES INC COM 74713510 0 168 SH SHARED 168 D PYRAMID OIL CO COM 74721510 10 272 SH SHARED 272 D QCR HOLDINGS INC COM 74727A10 1 111 SH SHARED 111 D QAD INC COM 74727D10 17 2601 SH SHARED 2601 D QAD INC COM 74727D10 28 4200 SH SHARED 02 4200 D Q E P INC COM 74727K10 0 48 SH SHARED 48 D QLOGIC CORP COM 74727710 3785 259489 SH SHARED 201789 57700 D QLOGIC CORP COM 74727710 284 19500 SH SHARED 01 19500 D QLOGIC CORP COM 74727710 2462 168751 SH SHARED 02 167251 1500 D QLOGIC CORP COM 74727710 265 18200 SH SHARED 06 15200 3000 D QLOGIC CORP COM 74727710 5968 409089 SH 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2000 SH SHARED 14 2000 D QUANEX BUILDING PRODUCTS COR COM 74761910 1767 118953 SH SHARED 118953 D QUANEX BUILDING PRODUCTS COR COM 74761910 28 1892 SH SHARED 02 1772 120 D QUANEX BUILDING PRODUCTS COR COM 74761910 148 10000 SH SHARED 10 10000 D QUANTA SVCS INC SDCV 4.500%10/0 74762EAC 3294 1100000 PRN SHARED 1100000 D QUANTA SVCS INC SDCV 4.500%10/0 74762EAC 48986 16356000 PRN SHARED 02 16356000 D QUANTA SVCS INC COM 74762E10 1204 36207 SH SHARED 36207 D QUANTA SVCS INC COM 74762E10 1971 59250 SH SHARED 01 4950 54300 D QUANTA SVCS INC COM 74762E10 905 27215 SH SHARED 02 24504 2711 D QUANTA SVCS INC COM 74762E10 998 30000 SH SHARED 04 30000 D QUANTA SVCS INC COM 74762E10 265 7989 SH SHARED 10 7989 D QUANTUM FUEL SYS TECH WORLDW COM 74765E10 1644 533849 SH SHARED 533849 D QUANTUM FUEL SYS TECH WORLDW COM 74765E10 20 6628 SH SHARED 02 6628 D QUANTUM GROUP INC COM NEW 74765L20 0 39 SH SHARED 39 D QUANTUM CORP COM DSSG 74790620 6 5150 SH SHARED 5150 D QUANTUM CORP COM DSSG 74790620 2 1609 SH SHARED 02 1609 D QUANTUM CORP COM DSSG 74790620 108 80600 SH SHARED 10 80600 D QUEPASA CORP COM NEW 74833W20 0 267 SH SHARED 267 D QUEST DIAGNOSTICS INC COM 74834L10 15696 323842 SH SHARED 323842 D QUEST DIAGNOSTICS INC COM 74834L10 1348 27829 SH SHARED 01 17199 10630 D QUEST DIAGNOSTICS INC COM 74834L10 140 2900 SH SHR/OTHR 01 2900 D QUEST DIAGNOSTICS INC COM 74834L10 463 9556 SH SHARED 02 9456 100 D QUEST DIAGNOSTICS INC COM 74834L10 138279 2852881 SH SHARED 04 2852881 D QUEST DIAGNOSTICS INC COM 74834L10 26160 539730 SH SHARED 06 193850 345880 D QUEST DIAGNOSTICS INC COM 74834L10 8255 170320 SH SHARED 10 170320 D QUEST DIAGNOSTICS INC COM 74834L10 833 17200 SH SHARED 14 17200 D QUEST DIAGNOSTICS INC COM 74834L10 1793 37000 SH SHARED 15 37000 D QUEST DIAGNOSTICS INC COM 74834L10 1401 28911 SH SHARED 20 10876 18035 D QUEST DIAGNOSTICS INC COM 74834L10 359 7420 SH SHR/OTHR 20 7420 D QUEST DIAGNOSTICS INC COM 74834L10 1141 23550 SH SHARED 23 22950 600 D QUEST DIAGNOSTICS INC COM 74834L10 1541 31800 SH SHR/OTHR 23 31800 D QUEST SOFTWARE INC COM 74834T10 10824 730886 SH SHARED 730886 D QUEST SOFTWARE INC COM 74834T10 122 8300 SH SHARED 01 8300 D QUEST SOFTWARE INC COM 74834T10 0 2 SH SHARED 02 2 D QUEST SOFTWARE INC COM 74834T10 740 50000 SH SHARED 04 50000 D QUEST SOFTWARE INC COM 74834T10 275 18631 SH SHARED 10 18631 D QUEST RESOURCE CORP COM NEW 74834930 0 8 SH SHARED 8 D QUEST RESOURCE CORP COM NEW 74834930 18 1651 SH SHARED 02 1651 D QUESTCOR PHARMACEUTICALS INC COM 74835Y10 33 7269 SH SHARED 7269 D QUESTCOR PHARMACEUTICALS INC COM 74835Y10 20 4451 SH SHARED 02 4451 D QUESTCOR PHARMACEUTICALS INC COM 74835Y10 16 3500 SH SHARED 10 3500 D QUESTAR CORP COM 74835610 11456 161275 SH SHARED 161275 D QUESTAR CORP COM 74835610 1445 20350 SH SHARED 01 20350 D QUESTAR CORP COM 74835610 4146 58367 SH SHARED 02 5167 53200 D QUESTAR CORP COM 74835610 99 1400 SH SHARED 04 1400 D QUESTAR CORP COM 74835610 1636 23032 SH SHARED 06 17462 5570 D QUESTAR CORP COM 74835610 7071 99543 SH SHARED 10 99543 D QUESTAR CORP COM 74835610 291 4100 SH SHARED 11 4100 D QUESTAR CORP COM 74835610 227 3200 SH SHARED 23 3200 D QUEST ENERGY PARTNERS L P COM UNIT LP IN 74836B20 980 60083 SH SHARED 60083 D QUICKLOGIC CORP COM 74837P10 1 758 SH SHARED 758 D QUICKSILVER RESOURCES INC DBCV 1.875%11/0 74837RAB 74907 29000000 PRN SHARED 29000000 D QUICKSILVER RESOURCES INC COM 74837R10 9606 248606 SH SHARED 248606 D QUICKSILVER RESOURCES INC COM 74837R10 3513 90940 SH SHARED 01 58140 32800 D QUICKSILVER RESOURCES INC COM 74837R10 6073 157172 SH SHARED 02 157172 D QUICKSILVER RESOURCES INC COM 74837R10 1010 26159 SH SHARED 10 26159 D QUICKSILVER RESOURCES INC COM 74837R10 11 300 SH SHARED 21 300 D QUIKSILVER INC COM 74838C10 196 20000 SH SHARED 20000 D QUIKSILVER INC COM 74838C10 1483 151055 SH SHARED 151055 D QUIKSILVER INC COM 74838C10 21 2180 SH SHARED 01 2180 D QUIKSILVER INC COM 74838C10 2364 240802 SH SHARED 02 5802 235000 D QUIKSILVER INC COM 74838C10 4622 470756 SH SHARED 10 470756 D QUIDEL CORP COM 74838J10 571 34579 SH SHARED 34579 D QUIDEL CORP COM 74838J10 1 76 SH SHARED 02 76 D QUIDEL CORP COM 74838J10 1779 107600 SH SHARED 10 107600 D QUIGLEY CORP COM NEW 74838L30 7 1400 SH SHARED 1400 D QUICKSILVER GAS SVCS LP COM UNITS LPI 74839G10 1240 52800 SH SHARED 52800 D QUIXOTE CORP COM 74905610 7 916 SH SHARED 916 D QWEST COMMUNICATIONS INTL IN NOTE 3.500%11/1 749121BY 3274 3331000 PRN SHARED 3331000 D QWEST COMMUNICATIONS INTL IN COM 74912110 14439 3674296 SH SHARED 3674296 D QWEST COMMUNICATIONS INTL IN COM 74912110 543 138236 SH SHARED 01 136565 1671 D QWEST COMMUNICATIONS INTL IN COM 74912110 3792 965034 SH SHARED 02 964352 682 D QWEST COMMUNICATIONS INTL IN COM 74912110 2007 510700 SH SHARED 04 510700 D QWEST COMMUNICATIONS INTL IN COM 74912110 3 800 SH SHARED 05 800 D QWEST COMMUNICATIONS INTL IN COM 74912110 784 199590 SH SHARED 06 157800 41790 D QWEST COMMUNICATIONS INTL IN COM 74912110 3131 796753 SH SHARED 10 796753 D QWEST COMMUNICATIONS INTL IN COM 74912110 22 5644 SH SHARED 14 5644 D QWEST COMMUNICATIONS INTL IN COM 74912110 0 69 SH SHR/OTHR 23 69 D RAIT FINANCIAL TRUST COM 74922710 471 63538 SH SHARED 63538 D RAIT FINANCIAL TRUST COM 74922710 71 9605 SH SHARED 01 9605 D RAIT FINANCIAL TRUST COM 74922710 3728 502455 SH SHARED 02 502455 D RAIT FINANCIAL TRUST COM 74922710 210 28400 SH SHARED 10 28400 D RCM TECHNOLOGIES INC COM NEW 74936040 3 751 SH SHARED 751 D RCM TECHNOLOGIES INC COM NEW 74936040 111 26265 SH SHARED 10 26265 D RCN CORP COM NEW 74936120 8379 777276 SH SHARED 777276 D RCN CORP COM NEW 74936120 384 35714 SH SHARED 02 35714 D RCN CORP COM NEW 74936120 70 6545 SH SHARED 10 6545 D RC2 CORP COM 74938810 146 7883 SH SHARED 7883 D RC2 CORP COM 74938810 67 3630 SH SHARED 02 3630 D RC2 CORP COM 74938810 180 9700 SH SHARED 10 9700 D RF MONOLITHICS INC COM 74955F10 0 240 SH SHARED 240 D RGC RES INC COM 74955L10 1 56 SH SHARED 56 D R H DONNELLEY CORP COM NEW 74955W30 5265 1755299 SH SHARED 1755299 D R H DONNELLEY CORP COM NEW 74955W30 1 512 SH SHARED 01 512 D R H DONNELLEY CORP COM NEW 74955W30 128 42720 SH SHARED 02 42720 D R H DONNELLEY CORP COM NEW 74955W30 229 76625 SH SHARED 10 76625 D R H DONNELLEY CORP COM NEW 74955W30 0 100 SH SHARED 20 100 D R H DONNELLEY CORP COM NEW 74955W30 58 19600 SH SHARED 23 19600 D RF INDS LTD COM PAR $0.01 74955210 0 74 SH SHARED 74 D RLI CORP COM 74960710 65 1329 SH SHARED 1329 D RLI CORP COM 74960710 54 1100 SH SHARED 01 1100 D RLI CORP COM 74960710 579 11714 SH SHARED 02 11714 D RLI CORP COM 74960710 554 11200 SH SHARED 10 11200 D RMK HIGH INCOME FD INC COM SHS 74963B10 3 1611 SH SHARED 1611 D RMR REAL ESTATE FD SH BEN INT 74963F10 2004 199026 SH SHARED 199026 D RMK STRATEGIC INCOME FD INC COM 74963H10 5 2393 SH SHARED 2393 D RMR HOSPITALITY REAL ESTATE COM 74963J10 608 46645 SH SHARED 46645 D RMR ASIA REAL ESTATE FUND COM BENE INTER 74964Q10 2121 181970 SH SHARED 02 181970 D RPC INC COM 74966010 4 285 SH SHARED 285 D RPC INC COM 74966010 121 7245 SH SHARED 01 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90100 D RADIOSHACK CORP COM 75043810 580 47300 SH SHARED 01 47300 D RADIOSHACK CORP COM 75043810 1030 83994 SH SHARED 02 83994 D RADIOSHACK CORP COM 75043810 834 68050 SH SHARED 06 64550 3500 D RADIOSHACK CORP COM 75043810 37815 3081926 SH SHARED 10 2973026 108900 D RADIOSHACK CORP COM 75043810 204 16670 SH SHARED 14 16670 D RADISYS CORP COM 75045910 113 12535 SH SHARED 12535 D RADISYS CORP COM 75045910 142 15702 SH SHARED 02 15702 D RADNET INC COM 75049110 14 2368 SH SHARED 2368 D RADNET INC COM 75049110 54 8856 SH SHARED 02 5056 3800 D RAE SYS INC COM 75061P10 1 1127 SH SHARED 1127 D RADYNE CORP COM NEW 75061140 14 1296 SH SHARED 1296 D RAINIER PAC FINL GROUP INC COM 75087U10 7 816 SH SHARED 816 D RAINMAKER SYSTEMS COM NEW 75087530 1 462 SH SHARED 462 D RAMBUS INC DEL NOTE 2/0 750917AB 3978 3785000 PRN SHARED 3785000 D RAMBUS INC DEL COM 75091710 911 47775 SH SHARED 47775 D RAMBUS INC DEL COM 75091710 30 1600 SH SHARED 01 1600 D RAMBUS INC DEL COM 75091710 263 13833 SH SHARED 02 12833 1000 D RAMBUS INC DEL COM 75091710 123 6477 SH SHARED 10 6477 D RALCORP HLDGS INC NEW COM 75102810 2051 41491 SH SHARED 41491 D RALCORP HLDGS INC NEW COM 75102810 66 1350 SH SHARED 01 1350 D RALCORP HLDGS INC NEW COM 75102810 348 7045 SH SHARED 02 5915 1130 D RALCORP HLDGS INC NEW COM 75102810 28950 585573 SH SHARED 10 585573 D RALCORP HLDGS INC NEW COM 75102810 264 5355 SH SHARED 21 5355 D RALCORP HLDGS INC NEW COM 75102810 6 133 SH SHR/OTHR 23 133 D RAM ENERGY RESOURCES INC COM 75130P10 283 45003 SH SHARED 02 3 45000 D RAMCO-GERSHENSON PPTYS TR COM SH BEN INT 75145220 24 1187 SH SHARED 1187 D RAMCO-GERSHENSON PPTYS TR COM SH BEN INT 75145220 18 882 SH SHARED 02 2 880 D RAMCO-GERSHENSON PPTYS TR COM SH BEN INT 75145220 137 6700 SH SHARED 10 6700 D RAMCO-GERSHENSON PPTYS TR COM SH BEN INT 75145220 7784 379000 SH SHARED 11 379000 D RAMTRON INTL CORP COM NEW 75190730 2 511 SH SHARED 511 D RAMTRON INTL CORP COM NEW 75190730 18 4400 SH SHARED 02 4400 D RANDGOLD RES LTD ADR 75234430 757 16408 SH SHARED 16408 D RANDGOLD RES LTD ADR 75234430 23 500 SH SHARED 02 500 D RANDGOLD RES LTD ADR 75234430 923 20000 SH SHARED 04 20000 D RANDGOLD RES LTD ADR 75234430 28239 611501 SH SHARED 10 611501 D RANGE RES CORP COM 75281A10 19625 299444 SH SHARED 299444 D RANGE RES CORP COM 75281A10 758 11580 SH SHARED 01 11580 D RANGE RES CORP COM 75281A10 4446 67849 SH SHARED 02 47715 20134 D RANGE RES CORP COM 75281A10 1343 20500 SH SHARED 04 20500 D RANGE RES CORP COM 75281A10 1238 18900 SH SHARED 06 14200 4700 D RANGE RES CORP COM 75281A10 6184 94364 SH SHARED 10 94364 D RANGE RES CORP COM 75281A10 72 1110 SH SHARED 21 1110 D RASER TECHNOLOGIES INC COM 75405510 2 288 SH SHARED 288 D RASER TECHNOLOGIES INC COM 75405510 0 55 SH SHARED 01 55 D RASER TECHNOLOGIES INC COM 75405510 78 8092 SH SHARED 02 8092 D RAVEN INDS INC COM 75421210 114 3506 SH SHARED 3506 D RAVEN INDS INC COM 75421210 2 68 SH SHARED 02 68 D RAYMOND JAMES FINANCIAL INC COM 75473010 5313 201343 SH SHARED 201343 D RAYMOND JAMES FINANCIAL INC COM 75473010 875 33180 SH SHARED 01 1725 31455 D RAYMOND JAMES FINANCIAL INC COM 75473010 574 21772 SH SHARED 02 21630 142 D RAYMOND JAMES FINANCIAL INC COM 75473010 142 5400 SH SHARED 10 5400 D RAYMOND JAMES FINANCIAL INC COM 75473010 69 2630 SH SHARED 21 2630 D RAYMOND JAMES FINANCIAL INC COM 75473010 126 4800 SH SHARED 23 4800 D RAYONIER INC COM 75490710 27 642 SH SHARED 642 D RAYONIER INC COM 75490710 22559 531303 SH SHARED 531303 D RAYONIER INC COM 75490710 1124 26472 SH SHARED 01 2661 23811 D RAYONIER INC COM 75490710 809 19076 SH SHARED 02 2649 16427 D RAYONIER INC COM 75490710 8864 208778 SH SHARED 04 208778 D RAYONIER INC COM 75490710 9595 226000 SH SHARED 05 226000 D RAYONIER INC COM 75490710 1302 30677 SH SHARED 06 30677 D RAYONIER INC COM 75490710 148 3500 SH SHARED 10 3500 D RAYONIER TRS HLDGS INC NOTE 3.750%10/1 75508AAB 4505 4483000 PRN SHARED 02 4483000 D RAYTHEON CO *W EXP 06/16/201 75511111 2363 120966 SH SHARED 02 120966 D RAYTHEON CO *W EXP 06/16/201 75511111 2 133 SH SHARED 10 133 D RAYTHEON CO COM NEW 75511150 314 5585 SH SHARED 385 5200 D RAYTHEON CO COM NEW 75511150 29162 518161 SH SHARED 518161 D RAYTHEON CO COM NEW 75511150 3401 60431 SH SHARED 01 58635 1796 D RAYTHEON CO COM NEW 75511150 1845 32799 SH SHARED 02 30608 2191 D RAYTHEON CO COM NEW 75511150 33 600 SH SHARED 04 600 D RAYTHEON CO COM NEW 75511150 12 220 SH SHARED 05 220 D RAYTHEON CO COM NEW 75511150 26689 474228 SH SHARED 06 41801 432427 D RAYTHEON CO COM NEW 75511150 22243 395229 SH SHARED 10 395229 D RAYTHEON CO COM NEW 75511150 114 2027 SH SHARED 14 2027 D RAYTHEON CO COM NEW 75511150 50 900 SH SHARED 21 900 D RAYTHEON CO COM NEW 75511150 84 1500 SH SHR/OTHR 22 1500 D RAYTHEON CO COM NEW 75511150 359 6385 SH SHARED 23 6348 37 D RAYTHEON CO COM NEW 75511150 465 8269 SH SHR/OTHR 23 8269 D RBC BEARINGS INC COM 75524B10 5 159 SH SHARED 159 D RBC BEARINGS INC COM 75524B10 4 136 SH SHARED 02 136 D RBC BEARINGS INC COM 75524B10 1666 50000 SH SHARED 10 50000 D RBC BEARINGS INC COM 75524B10 18 550 SH SHARED 21 550 D READING INTERNATIONAL INC CL A 75540810 7 1024 SH SHARED 1024 D READY MIX INC COM 75574710 1 335 SH SHARED 335 D REALNETWORKS INC COM 75605L10 385 58454 SH SHARED 58454 D REALNETWORKS INC COM 75605L10 68 10401 SH SHARED 02 3901 6500 D REALNETWORKS INC COM 75605L10 132 20000 SH SHARED 04 20000 D REALNETWORKS INC COM 75605L10 353 53496 SH SHARED 10 53496 D REALTY INCOME CORP COM 75610910 651 28646 SH SHARED 28646 D REALTY INCOME CORP COM 75610910 727 31950 SH SHARED 01 1950 30000 D REALTY INCOME CORP COM 75610910 13 612 SH SHARED 02 447 165 D REALTY INCOME CORP COM 75610910 2444 107400 SH SHARED 10 107400 D REALTY INCOME CORP COM 75610910 37551 1649900 SH SHARED 11 1649900 D RECKSON OPER PARTNERSHIP L P DEB 4.000% 6/1 75621LAJ 31188 33500000 PRN SHARED 33500000 D RED HAT INC DBCV 0.500% 1/1 756577AB 2851 2818000 PRN SHARED 2818000 D RED HAT INC DBCV 0.500% 1/1 756577AB 747 739000 PRN SHARED 02 739000 D RED HAT INC COM 75657710 927 44837 SH SHARED 44837 D RED HAT INC COM 75657710 96 4650 SH SHARED 01 4650 D RED HAT INC COM 75657710 50 2443 SH SHARED 02 1743 700 D RED HAT INC COM 75657710 24 1200 SH SHARED 06 1200 D RED HAT INC COM 75657710 277 13411 SH SHARED 10 13411 D RED LION HOTELS CORP COM 75676410 5 659 SH SHARED 659 D RED ROBIN GOURMET BURGERS IN COM 75689M10 491 17707 SH SHARED 17707 D RED ROBIN GOURMET BURGERS IN COM 75689M10 615 22200 SH SHARED 01 22200 D RED ROBIN GOURMET BURGERS IN COM 75689M10 948 34200 SH SHR/OTHR 01 34200 D RED ROBIN GOURMET BURGERS IN COM 75689M10 335 12100 SH SHARED 02 12100 D RED ROBIN GOURMET BURGERS IN COM 75689M10 4689 169059 SH SHARED 10 169059 D RED ROBIN GOURMET BURGERS IN COM 75689M10 15 550 SH SHARED 21 550 D REDDY ICE HLDGS INC COM 75734R10 930 68029 SH SHARED 68029 D REDDY ICE HLDGS INC COM 75734R10 0 2 SH SHARED 02 2 D REDDY ICE HLDGS INC COM 75734R10 105 7700 SH SHARED 10 7700 D REDHOOK ALE BREWERY COM 75747310 0 144 SH SHARED 144 D REDIFF COM INDIA LTD SPONSORED ADR 75747910 10 1303 SH SHARED 1303 D REDWOOD TR INC COM 75807540 1247 54730 SH SHARED 54730 D REDWOOD TR INC COM 75807540 66 2900 SH SHARED 01 2900 D REDWOOD TR INC COM 75807540 25 1124 SH SHARED 02 1124 D REDWOOD TR INC COM 75807540 521 22900 SH SHARED 10 22900 D REED ELSEVIER N V SPONS ADR NEW 75820420 101 3031 SH SHARED 3031 D REED ELSEVIER N V SPONS ADR NEW 75820420 101 3029 SH SHARED 23 3029 D REED ELSEVIER P L C SPONS ADR NEW 75820520 15 337 SH SHARED 337 D REEDS INC COM 75833810 0 104 SH SHARED 104 D RENEGY HOLDINGS INC COM 75845J10 0 69 SH SHARED 69 D RENEGY HOLDINGS INC COM 75845J10 11 3101 SH SHARED 02 3101 D REGAL BELOIT CORP COM 75875010 656 15528 SH SHARED 15528 D REGAL BELOIT CORP COM 75875010 157 3725 SH SHARED 02 3615 110 D REGAL BELOIT CORP COM 75875010 25508 603750 SH SHARED 10 603750 D REGAL BELOIT CORP COM 75875010 47 1118 SH SHARED 21 1118 D REGAL ENTMT GROUP CL A 75876610 2245 146963 SH SHARED 146963 D REGAL ENTMT GROUP CL A 75876610 1185 77600 SH SHARED 02 3600 74000 D REGAL ENTMT GROUP CL A 75876610 873 57144 SH SHARED 10 42844 14300 D REGAL ENTMT GROUP CL A 75876610 25 1697 SH SHARED 21 1697 D REGAL ENTMT GROUP CL A 75876610 356 23300 SH SHARED 23 23300 D REGENCY CTRS CORP COM 75884910 14353 242794 SH SHARED 240794 2000 D REGENCY CTRS CORP COM 75884910 1322 22375 SH SHARED 01 375 22000 D REGENCY CTRS CORP COM 75884910 179 3042 SH SHARED 02 2492 550 D REGENCY CTRS CORP COM 75884910 14017 237100 SH SHARED 10 237100 D REGENCY CTRS CORP COM 75884910 289893 4903467 SH SHARED 11 2617667 2285800 D REGENCY ENERGY PARTNERS L P COM UNITS L P 75885Y10 103 4257 SH SHARED 4257 D REGENERON PHARMACEUTICALS NOTE 5.500%10/1 75886FAB 7016 6961000 PRN SHARED 6961000 D REGENERON PHARMACEUTICALS COM 75886F10 4668 323275 SH SHARED 323275 D REGENERON PHARMACEUTICALS COM 75886F10 67 4675 SH SHARED 01 4675 D REGENERON PHARMACEUTICALS COM 75886F10 29 2035 SH SHARED 02 535 1500 D REGENERON PHARMACEUTICALS COM 75886F10 4644 321667 SH SHARED 04 321667 D REGENERON PHARMACEUTICALS COM 75886F10 2242 155300 SH SHARED 10 155300 D REGENERX BIOPHARMACEUTICALS COM 75886X10 1 786 SH SHARED 786 D REGENT COMMUNICATIONS INC DE COM 75886510 42 47120 SH SHARED 47120 D REGIS CORP MINN COM 75893210 652 24774 SH SHARED 24774 D REGIS CORP MINN COM 75893210 411 15600 SH SHARED 01 1700 13900 D REGIS CORP MINN COM 75893210 604 22935 SH SHARED 02 22780 155 D REGIS CORP MINN COM 75893210 17396 660210 SH SHARED 10 660210 D REGIONAL BK HOLDRS TR DEPOSITRY RCPT 75902E10 1424 15800 SH SHARED 15800 D REGIONAL BK HOLDRS TR DEPOSITRY RCPT 75902E10 45 500 SH SHARED 01 500 D REGIONAL BK HOLDRS TR DEPOSITRY RCPT 75902E10 2983 33100 SH SHARED 02 33100 D REGIONS FINANCIAL CORP NEW COM 7591EP10 3932 360437 SH SHARED 360437 D REGIONS FINANCIAL CORP NEW COM 7591EP10 1368 125420 SH SHARED 01 120204 5216 D REGIONS FINANCIAL CORP NEW COM 7591EP10 212 19453 SH SHARED 02 6621 12832 D REGIONS FINANCIAL CORP NEW COM 7591EP10 3 300 SH SHARED 05 300 D REGIONS FINANCIAL CORP NEW COM 7591EP10 1005 92133 SH SHARED 06 70753 21380 D REGIONS FINANCIAL CORP NEW COM 7591EP10 13230 1212667 SH SHARED 10 1113167 99500 D REGIONS FINANCIAL CORP NEW COM 7591EP10 547 50172 SH SHARED 14 50172 D REGIONS FINANCIAL CORP NEW COM 7591EP10 50 4665 SH SHARED 21 3630 1035 D REGIONS FINANCIAL CORP NEW COM 7591EP10 5 478 SH SHARED 23 478 D REGIONS FINANCIAL CORP NEW COM 7591EP10 7 672 SH SHR/OTHR 23 672 D REHABCARE GROUP INC COM 75914810 187 11690 SH SHARED 11690 D REHABCARE GROUP INC COM 75914810 75 4700 SH SHARED 01 2000 2700 D REHABCARE GROUP INC COM 75914810 35 2220 SH SHARED 02 2220 D REHABCARE GROUP INC COM 75914810 796 49670 SH SHARED 10 49670 D REINSURANCE GROUP AMER INC COM 75935110 20 460 SH SHARED 460 D REINSURANCE GROUP AMER INC COM 75935110 165 3800 SH SHARED 01 3800 D REINSURANCE GROUP AMER INC COM 75935110 35 819 SH SHARED 02 729 90 D REINSURANCE GROUP AMER INC COM 75935110 95 2200 SH SHARED 06 2200 D REINSURANCE GROUP AMER INC COM 75935110 5254 120743 SH SHARED 10 96043 24700 D REINSURANCE GROUP AMER INC COM 75935110 4 105 SH SHARED 21 105 D REINSURANCE GROUP AMER INC PFD TR INC EQ 75935130 17512 324300 SH SHARED 324300 D REIS INC COM 75936P10 36 6558 SH SHARED 6558 D RELIANCE STEEL & ALUMINUM CO COM 75950910 159097 2063793 SH SHARED 2061893 1900 D RELIANCE STEEL & ALUMINUM CO COM 75950910 1603 20800 SH SHARED 01 800 20000 D RELIANCE STEEL & ALUMINUM CO COM 75950910 544 7059 SH SHARED 02 7059 D RELIANCE STEEL & ALUMINUM CO COM 75950910 5087 66000 SH SHARED 10 48400 17600 D RELIANT ENERGY INC COM 75952B10 3230 151867 SH SHARED 151867 D RELIANT ENERGY INC COM 75952B10 599 28197 SH SHARED 01 26825 1372 D RELIANT ENERGY INC COM 75952B10 4205 197717 SH SHARED 02 179473 18244 D RELIANT ENERGY INC COM 75952B10 55 2600 SH SHARED 04 2600 D RELIANT ENERGY INC COM 75952B10 181 8530 SH SHARED 06 4050 4480 D RELIANT ENERGY INC COM 75952B10 1167 54900 SH SHARED 10 54900 D RELIANT ENERGY INC COM 75952B10 23 1083 SH SHARED 14 1083 D RELIANT ENERGY INC COM 75952B10 13 612 SH SHARED 21 612 D RELIANT ENERGY INC COM 75952B10 50 2365 SH SHR/OTHR 23 2365 D RELIV INTL INC COM 75952R10 9 1815 SH SHARED 1815 D RELM WIRELESS CORP COM 75952510 2 1449 SH SHARED 1449 D RENAISSANCE ACQUISITION CORP *W EXP 01/28/201 75966C11 17 117600 SH SHARED 02 117600 D RENAISSANCE ACQUISITION CORP COM 75966C30 2659 460955 SH SHARED 460955 D RENAISSANCE ACQUISITION CORP COM 75966C30 75 13100 SH SHARED 02 13100 D RENAISSANCE CAP GRWTH INCM I COM 75966V10 0 10 SH SHARED 10 D RENAISSANCE LEARNING INC COM 75968L10 1307 116656 SH SHARED 116656 D RENAISSANCE LEARNING INC COM 75968L10 10 900 SH SHARED 01 900 D RENAISSANCE LEARNING INC COM 75968L10 30 2725 SH SHARED 02 2725 D RENAISSANCE LEARNING INC COM 75968L10 177 15800 SH SHARED 10 15800 D RENASANT CORP COM 75970E10 26 1816 SH SHARED 1816 D RENASANT CORP COM 75970E10 1 70 SH SHARED 02 70 D RENASANT CORP COM 75970E10 393 26700 SH SHARED 10 26700 D RENESOLA LTD SPONS ADS 75971T10 950 54935 SH SHARED 02 12935 42000 D REPLIGEN CORP COM 75991610 1 222 SH SHARED 222 D REPLIGEN CORP COM 75991610 12 2557 SH SHARED 02 2557 D RENT A CTR INC NEW COM 76009N10 509 24747 SH SHARED 24747 D RENT A CTR INC NEW COM 76009N10 538 26200 SH SHARED 01 6600 19600 D RENT A CTR INC NEW COM 76009N10 279 13586 SH SHARED 02 13586 D RENT A CTR INC NEW COM 76009N10 4416 214700 SH SHARED 10 214700 D RENTECH INC COM 76011210 3 1970 SH SHARED 1970 D RENTECH INC COM 76011210 1 933 SH SHARED 02 933 D RENTRAK CORP COM 76017410 5 356 SH SHARED 356 D REPSOL YPF S A SPONSORED ADR 76026T20 3897 99243 SH SHARED 99243 D REPSOL YPF S A SPONSORED ADR 76026T20 157 4000 SH SHR/OTHR 20 4000 D REPUBLIC AWYS HLDGS INC COM 76027610 227 26300 SH SHARED 26300 D REPUBLIC AWYS HLDGS INC COM 76027610 3 380 SH SHARED 02 380 D REPUBLIC AWYS HLDGS INC COM 76027610 242 27991 SH SHARED 10 27991 D REPROS THERAPEUTICS INC COM 76028H10 3 331 SH SHARED 331 D REPROS THERAPEUTICS INC COM 76028H10 1007 106400 SH SHARED 04 106400 D REPLIDYNE INC COM 76028W10 0 380 SH SHARED 380 D REPUBLIC BANCORP KY CL A 76028120 6 257 SH SHARED 257 D REPUBLIC BANCORP KY CL A 76028120 22 900 SH SHARED 01 900 D REPUBLIC BANCORP KY CL A 76028120 0 20 SH SHARED 02 20 D REPUBLIC BANCORP KY CL A 76028120 349 14200 SH SHARED 10 14200 D REPUBLIC FIRST BANCORP INC COM 76041610 1 239 SH SHARED 239 D REPUBLIC SVCS INC COM 76075910 6652 223976 SH SHARED 223976 D REPUBLIC SVCS INC COM 76075910 1768 59550 SH SHARED 01 59550 D REPUBLIC SVCS INC COM 76075910 384 12960 SH SHARED 02 12960 D REPUBLIC SVCS INC COM 76075910 2 80 SH SHARED 05 80 D REPUBLIC SVCS INC COM 76075910 144 4855 SH SHARED 06 2650 2205 D REPUBLIC SVCS INC COM 76075910 228 7704 SH SHARED 10 7704 D REPUBLIC SVCS INC COM 76075910 116 3939 SH SHARED 14 3939 D RESEARCH FRONTIERS INC COM 76091110 20 3253 SH SHARED 3253 D RES-CARE INC COM 76094310 508 28604 SH SHARED 28604 D RES-CARE INC COM 76094310 158 8922 SH SHARED 02 8642 280 D RES-CARE INC COM 76094310 483 27174 SH SHARED 10 27174 D RESEARCH IN MOTION LTD COM 76097510 116096 993129 SH SHARED 993129 D RESEARCH IN MOTION LTD COM 76097510 16096 137698 SH SHARED 01 77538 60160 D RESEARCH IN MOTION LTD COM 76097510 5393 46135 SH SHR/OTHR 01 46135 D RESEARCH IN MOTION LTD COM 76097510 36710 314034 SH SHARED 02 307039 6995 D RESEARCH IN MOTION LTD COM 76097510 29 252 SH SHARED 04 252 D RESEARCH IN MOTION LTD COM 76097510 7025 60100 SH SHARED 04 60100 D RESEARCH IN MOTION LTD COM 76097510 10684 91400 SH SHARED 05 91400 D RESEARCH IN MOTION LTD COM 76097510 1989 17015 SH SHARED 06 14465 2550 D RESEARCH IN MOTION LTD COM 76097510 28825 246579 SH SHARED 10 245860 719 D RESEARCH IN MOTION LTD COM 76097510 1115 9544 SH SHARED 14 9544 D RESEARCH IN MOTION LTD COM 76097510 1802 15420 SH SHARED 20 14400 50 970 D RESEARCH IN MOTION LTD COM 76097510 729 6240 SH SHR/OTHR 20 6240 D RESEARCH IN MOTION LTD COM 76097510 146 1250 SH SHARED 21 1250 D RESEARCH IN MOTION LTD COM 76097510 58 500 SH SHR/OTHR 21 500 D RESEARCH IN MOTION LTD COM 76097510 1763 15087 SH SHARED 22 11132 3955 D RESEARCH IN MOTION LTD COM 76097510 206 1765 SH SHR/OTHR 22 1765 D RESEARCH IN MOTION LTD COM 76097510 5795 49575 SH SHARED 23 45630 3945 D RESEARCH IN MOTION LTD COM 76097510 5423 46395 SH SHR/OTHR 23 46395 D RESMED INC COM 76115210 502 14058 SH SHARED 14058 D RESMED INC COM 76115210 829 23200 SH SHARED 01 23200 D RESMED INC COM 76115210 441 12367 SH SHARED 02 12367 D RESMED INC COM 76115210 1279 35800 SH SHARED 04 35800 D RESMED INC COM 76115210 1465 41000 SH SHARED 10 41000 D RESOURCE AMERICA INC CL A 76119520 47 5141 SH SHARED 5141 D RESOURCE AMERICA INC CL A 76119520 0 100 SH SHARED 01 100 D RESOURCE AMERICA INC CL A 76119520 5 550 SH SHR/OTHR 01 550 D RESOURCE CAP CORP COM 76120W30 29 4145 SH SHARED 01 4145 D RESOURCE CAP CORP COM 76120W30 5 780 SH SHARED 02 30 750 D RESOURCE CAP CORP COM 76120W30 115 16000 SH SHARED 10 16000 D RESOURCES CONNECTION INC COM 76122Q10 531 26107 SH SHARED 26107 D RESOURCES CONNECTION INC COM 76122Q10 4 205 SH SHARED 02 205 D RESOURCES CONNECTION INC COM 76122Q10 166 8200 SH SHARED 10 8200 D RESPONSE GENETICS INC COM 76123U10 0 78 SH SHARED 78 D RETAIL HOLDRS TR DEP RCPT 76127U10 523771 5891687 SH SHARED 5891687 D RETAIL HOLDRS TR DEP RCPT 76127U10 1041 11710 SH SHARED 01 11710 D RETAIL HOLDRS TR DEP RCPT 76127U10 28639 322150 SH SHARED 02 322150 D RESTORE MEDICAL INC COM 76128C10 0 229 SH SHARED 229 D RESTORE MEDICAL INC COM 76128C10 190 120285 SH SHARED 02 120285 D RETAIL VENTURES INC COM 76128Y10 582 126624 SH SHARED 126624 D RETAIL VENTURES INC COM 76128Y10 20 4400 SH SHARED 02 4400 D RETAIL VENTURES INC COM 76128Y10 42 9300 SH SHARED 10 9300 D RETRACTABLE TECHNOLOGIES INC COM 76129W10 0 251 SH SHARED 251 D REVLON INC CL A 76152550 507 596806 SH SHARED 596806 D REVLON INC CL A 76152550 156 184620 SH SHARED 02 184620 D REWARDS NETWORK INC COM 76155710 17 4217 SH SHARED 4217 D REWARDS NETWORK INC COM 76155710 20 4900 SH SHARED 01 4900 D REX ENERGY CORPORATION COM 76156510 1190 45100 SH SHARED 45100 D REX ENERGY CORPORATION COM 76156510 26 988 SH SHARED 02 488 500 D REX STORES CORP COM 76162410 0 13 SH SHARED 13 D REX STORES CORP COM 76162410 45 3935 SH SHARED 10 3935 D REXAHN PHARMACEUTICALS INC COM 76164010 1071 330829 SH SHARED 330829 D REXAHN PHARMACEUTICALS INC COM 76164010 7 2404 SH SHARED 02 2404 D REYNOLDS AMERICAN INC COM 76171310 522 11190 SH SHARED 11190 D REYNOLDS AMERICAN INC COM 76171310 26458 566926 SH SHARED 566926 D REYNOLDS AMERICAN INC COM 76171310 714 15300 SH SHARED 01 15300 D REYNOLDS AMERICAN INC COM 76171310 2817 60373 SH SHARED 02 52316 8057 D REYNOLDS AMERICAN INC COM 76171310 37886 811800 SH SHARED 04 811800 D REYNOLDS AMERICAN INC COM 76171310 20210 433055 SH SHARED 06 17850 415205 D REYNOLDS AMERICAN INC COM 76171310 11647 249573 SH SHARED 10 249573 D RICHARDSON ELECTRS LTD COM 76316510 2 360 SH SHARED 360 D RICKS CABARET INTL INC COM NEW 76564130 18 1086 SH SHARED 1086 D RICKS CABARET INTL INC COM NEW 76564130 8 497 SH SHARED 02 497 D RIGEL PHARMACEUTICALS INC COM NEW 76655960 106 4700 SH SHARED 01 3700 1000 D RIGEL PHARMACEUTICALS INC COM NEW 76655960 4 189 SH SHARED 02 189 D RIGEL PHARMACEUTICALS INC COM NEW 76655960 5211 230000 SH SHARED 04 230000 D RIGEL PHARMACEUTICALS INC COM NEW 76655960 854 37700 SH SHARED 10 37700 D RIGHTNOW TECHNOLOGIES INC COM 76657R10 1194 87352 SH SHARED 87352 D RIGHTNOW TECHNOLOGIES INC COM 76657R10 46 3377 SH SHARED 02 877 2500 D RIMAGE CORP COM 76672110 48 3901 SH SHARED 3901 D RIO TINTO PLC SPONSORED ADR 76720410 49 100 SH SHARED 100 D RIO TINTO PLC SPONSORED ADR 76720410 159180 321577 SH SHARED 321577 D RIO TINTO PLC SPONSORED ADR 76720410 24 50 SH SHARED 01 50 D RIO TINTO PLC SPONSORED ADR 76720410 1068 2158 SH SHARED 02 400 1758 D RIO TINTO PLC SPONSORED ADR 76720410 84 170 SH SHARED 20 170 D RIO VISTA ENERGY PARTNERS L COM 76727110 1387 118050 SH SHARED 118050 D RISKMETRICS GROUP INC COM 76773510 2 109 SH SHARED 02 109 D RITCHIE BROS AUCTIONEERS COM 76774410 627 23129 SH SHARED 23129 D RITCHIE BROS AUCTIONEERS COM 76774410 16 600 SH SHARED 14 600 D RITE AID CORP COM 76775410 1095 688694 SH SHARED 688694 D RITE AID CORP COM 76775410 128 80804 SH SHARED 02 79804 1000 D RITE AID CORP COM 76775410 41 26000 SH SHARED 10 26000 D RITE AID CORP COM 76775410 0 500 SH SHR/OTHR 23 500 D RIVER CITY BK COM 76803710 0 46 SH SHARED 46 D RIVERBED TECHNOLOGY INC COM 76857310 41 3013 SH SHARED 3013 D RIVERBED TECHNOLOGY INC COM 76857310 221 16132 SH SHARED 02 15232 900 D RIVERBED TECHNOLOGY INC COM 76857310 1763 128500 SH SHARED 10 128500 D RIVERVIEW BANCORP INC COM 76939710 1 255 SH SHARED 255 D RIVIERA HLDGS CORP COM 76962710 13 1300 SH SHARED 01 1300 D RIVIERA HLDGS CORP COM 76962710 0 34 SH SHARED 02 34 D RMR ASIA PAC REAL ESTATE FD COM 76969W10 20 1600 SH SHARED 02 1600 D ROBERTS REALTY INVS COM 76990010 0 114 SH SHARED 114 D ROBBINS & MYERS INC COM 77019610 393 7885 SH SHARED 7885 D ROBBINS & MYERS INC COM 77019610 59 1200 SH SHARED 01 1200 D ROBBINS & MYERS INC COM 77019610 424 8508 SH SHARED 02 8508 D ROBBINS & MYERS INC COM 77019610 728 14600 SH SHARED 10 14600 D ROBERT HALF INTL INC COM 77032310 3519 146817 SH SHARED 146817 D ROBERT HALF INTL INC COM 77032310 402 16800 SH SHARED 01 16800 D ROBERT HALF INTL INC COM 77032310 382 15939 SH SHARED 02 15939 D ROBERT HALF INTL INC COM 77032310 3 160 SH SHARED 05 160 D ROBERT HALF INTL INC COM 77032310 449 18754 SH SHARED 06 15354 3400 D ROBERT HALF INTL INC COM 77032310 10501 438108 SH SHARED 10 438108 D ROBERT HALF INTL INC COM 77032310 80 3370 SH SHARED 14 3370 D ROCHESTER MED CORP COM 77149710 2 225 SH SHARED 225 D ROCK OF AGES CORP CL A 77263210 0 107 SH SHARED 107 D ROCK-TENN CO CL A 77273920 673 22450 SH SHARED 22450 D ROCK-TENN CO CL A 77273920 86 2900 SH SHARED 01 2900 D ROCK-TENN CO CL A 77273920 571 19070 SH SHARED 02 19070 D ROCK-TENN CO CL A 77273920 3750 125065 SH SHARED 10 125065 D ROCK-TENN CO CL A 77273920 45 1515 SH SHARED 21 1515 D ROCKFORD CORP COM 77316P10 0 170 SH SHARED 170 D ROCKWELL AUTOMATION INC COM 77390310 12442 284541 SH SHARED 284541 D ROCKWELL AUTOMATION INC COM 77390310 989 22624 SH SHARED 01 22624 D ROCKWELL AUTOMATION INC COM 77390310 7348 168038 SH SHARED 02 167094 944 D ROCKWELL AUTOMATION INC COM 77390310 3 90 SH SHARED 05 90 D ROCKWELL AUTOMATION INC COM 77390310 896 20490 SH SHARED 06 16300 4190 D ROCKWELL AUTOMATION INC COM 77390310 8824 201805 SH SHARED 10 201805 D ROCKWELL AUTOMATION INC COM 77390310 17 400 SH SHARED 14 400 D ROCKWELL AUTOMATION INC COM 77390310 9 210 SH SHARED 21 210 D ROCKVILLE FINL INC COM 77418610 0 37 SH SHARED 02 37 D ROCKWELL COLLINS INC COM 77434110 30 645 SH SHARED 645 D ROCKWELL COLLINS INC COM 77434110 8727 181967 SH SHARED 181967 D ROCKWELL COLLINS INC COM 77434110 9032 188339 SH SHARED 01 134574 53765 D ROCKWELL COLLINS INC COM 77434110 1776 37046 SH SHR/OTHR 01 37046 D ROCKWELL COLLINS INC COM 77434110 849 17708 SH SHARED 02 14123 3585 D ROCKWELL COLLINS INC COM 77434110 1918 40000 SH SHARED 04 40000 D ROCKWELL COLLINS INC COM 77434110 6 130 SH SHARED 05 130 D ROCKWELL COLLINS INC COM 77434110 1050 21900 SH SHARED 06 17150 4750 D ROCKWELL COLLINS INC COM 77434110 4364 90996 SH SHARED 10 90996 D ROCKWELL COLLINS INC COM 77434110 258 5400 SH SHARED 14 5400 D ROCKWELL COLLINS INC COM 77434110 17 371 SH SHARED 19 371 D ROCKWELL COLLINS INC COM 77434110 413 8630 SH SHARED 20 4240 4390 D ROCKWELL COLLINS INC COM 77434110 2 50 SH SHR/OTHR 20 50 D ROCKWELL COLLINS INC COM 77434110 431 8993 SH SHARED 21 8506 487 D ROCKWELL COLLINS INC COM 77434110 643 13424 SH SHARED 22 11669 1755 D ROCKWELL COLLINS INC COM 77434110 67 1400 SH SHR/OTHR 22 1400 D ROCKWELL COLLINS INC COM 77434110 912 19026 SH SHARED 23 16826 2200 D ROCKWELL COLLINS INC COM 77434110 575 11990 SH SHR/OTHR 23 11990 D ROCKWELL MEDICAL TECH COM 77437410 5 811 SH SHARED 811 D ROCKWOOD HLDGS INC COM 77441510 147 4225 SH SHARED 4225 D ROCKWOOD HLDGS INC COM 77441510 1196 34394 SH SHARED 02 33894 500 D ROCKWOOD HLDGS INC COM 77441510 6 200 SH SHARED 06 200 D ROCKWOOD HLDGS INC COM 77441510 717 20630 SH SHARED 10 20630 D ROCKY BRANDS INC COM 77451510 0 130 SH SHARED 130 D ROCKY MTN CHOCOLATE FACTORY COM PAR $0.03 77467840 21 2207 SH SHARED 2207 D RODMAN & RENSHAW CAP GP INC COM 77487R10 0 218 SH SHARED 218 D ROFIN SINAR TECHNOLOGIES INC COM 77504310 14366 475716 SH SHARED 475716 D ROFIN SINAR TECHNOLOGIES INC COM 77504310 730 24200 SH SHARED 01 24200 D ROFIN SINAR TECHNOLOGIES INC COM 77504310 1123 37200 SH SHR/OTHR 01 37200 D ROFIN SINAR TECHNOLOGIES INC COM 77504310 102 3395 SH SHARED 02 3315 80 D ROFIN SINAR TECHNOLOGIES INC COM 77504310 906 30000 SH SHARED 06 30000 D ROFIN SINAR TECHNOLOGIES INC COM 77504310 187 6221 SH SHARED 10 6221 D ROFIN SINAR TECHNOLOGIES INC COM 77504310 37 1245 SH SHARED 21 1245 D ROGERS COMMUNICATIONS INC CL B 77510920 50788 1313727 SH SHARED 1312327 1400 D ROGERS COMMUNICATIONS INC CL B 77510920 88 2300 SH SHARED 01 2300 D ROGERS COMMUNICATIONS INC CL B 77510920 2048 53000 SH SHARED 04 53000 D ROGERS 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SH SHARED 23 3800 D ROSETTA RESOURCES INC COM 77777930 192 6758 SH SHARED 6758 D ROSETTA RESOURCES INC COM 77777930 114 4000 SH SHARED 01 4000 D ROSETTA RESOURCES INC COM 77777930 0 1 SH SHARED 02 1 D ROSETTA RESOURCES INC COM 77777930 1211 42500 SH SHARED 10 42500 D ROSS STORES INC COM 77829610 5645 158942 SH SHARED 158942 D ROSS STORES INC COM 77829610 1512 42595 SH SHARED 01 295 42300 D ROSS STORES INC COM 77829610 603 16994 SH SHARED 02 16994 D ROSS STORES INC COM 77829610 9743 274300 SH SHARED 05 274300 D ROSS STORES INC COM 77829610 46 1320 SH SHARED 06 600 720 D ROSS STORES INC COM 77829610 206 5800 SH SHARED 10 5800 D ROSS STORES INC COM 77829610 277 7800 SH SHARED 14 7800 D ROSTELECOM OPEN JT STK LNG D SPONSORED ADR 77852910 2482 34234 SH SHARED 34234 D ROSTELECOM OPEN JT STK LNG D SPONSORED ADR 77852910 8493 117100 SH SHARED 06 117100 D ROWAN COS INC COM 77938210 3131 66988 SH SHARED 66988 D ROWAN COS INC COM 77938210 696 14899 SH SHARED 01 14899 D ROWAN COS INC COM 77938210 1231 26338 SH SHARED 02 13938 12400 D ROWAN COS INC COM 77938210 1785 38200 SH SHARED 05 38200 D ROWAN COS INC COM 77938210 1514 32396 SH SHARED 06 29576 2820 D ROWAN COS INC COM 77938210 28978 619867 SH SHARED 10 619867 D ROWAN COS INC COM 77938210 317 6800 SH SHARED 14 6800 D ROWAN COS INC COM 77938210 107 2300 SH SHARED 21 2300 D ROWAN COS INC COM 77938210 9 200 SH SHARED 23 200 D ROYAL BANCSHARES PA INC CL A 78008110 1 138 SH SHARED 138 D ROYAL BK CDA MONTREAL QUE COM 78008710 2181 48840 SH SHARED 48840 D ROYAL BK CDA MONTREAL QUE COM 78008710 139000 3111711 SH SHARED 3108211 3500 D ROYAL BK CDA MONTREAL QUE COM 78008710 25 560 SH SHARED 01 560 D ROYAL BK CDA MONTREAL QUE COM 78008710 123 2756 SH SHARED 02 2756 D ROYAL BK CDA MONTREAL QUE COM 78008710 84 1900 SH SHARED 04 1900 D ROYAL BK CDA MONTREAL QUE COM 78008710 26 600 SH SHARED 05 600 D ROYAL BK CDA MONTREAL QUE COM 78008710 828 18556 SH SHARED 06 11956 6600 D ROYAL BK CDA MONTREAL QUE COM 78008710 1664 37251 SH SHARED 10 37251 D ROYAL BK CDA MONTREAL QUE COM 78008710 978 21895 SH SHARED 14 21895 D ROYAL BK SCOTLAND GROUP PLC SP ADR REP SHS 78009772 330 76953 SH SHARED 76953 D ROYAL BK SCOTLAND GROUP PLC SP ADR REP SHS 78009772 1 396 SH SHARED 02 396 D ROYAL BK SCOTLAND GROUP PLC SP ADR PREF S 78009773 18 1000 SH SHARED 02 1000 D ROYAL BK SCOTLAND GROUP PLC ADR PREF SHS R 78009774 13 800 SH SHARED 02 800 D ROYAL BK SCOTLAND GROUP PLC ADR PREF SHS Q 78009775 13 744 SH SHARED 744 D ROYAL BK SCOTLAND GROUP PLC ADR PFD SER P 78009776 68 3950 SH SHARED 01 3950 D ROYAL BK SCOTLAND GROUP PLC ADR PFD SER P 78009776 33 1960 SH SHR/OTHR 01 1960 D ROYAL BK SCOTLAND GROUP PLC ADR PFD SER P 78009776 34 2000 SH SHARED 21 2000 D ROYAL BK SCOTLAND GROUP PLC ADR PREF SER N 78009777 54 3000 SH SHARED 02 3000 D ROYAL BK SCOTLAND GROUP PLC ADR PREF SER N 78009777 7 400 SH SHARED 20 400 D ROYAL BK SCOTLAND GROUP PLC ADR PREF SER N 78009777 18 1000 SH SHR/OTHR 23 1000 D ROYAL BK SCOTLAND GROUP PLC SP ADR L RP PF 78009778 28 1750 SH SHARED 02 1750 D ROYAL BK SCOTLAND GROUP PLC SP ADR PREF M 78009779 8 500 SH SHARED 02 500 D ROYAL BK SCOTLAND GROUP PLC SPON ADR F 78009780 21 1000 SH SHARED 02 1000 D ROYAL DUTCH SHELL PLC SPON ADR B 78025910 7653 95543 SH SHARED 95543 D ROYAL DUTCH SHELL PLC SPON ADR B 78025910 18 237 SH SHARED 01 237 D ROYAL DUTCH SHELL PLC SPON ADR B 78025910 146 1830 SH SHARED 02 1830 D ROYAL DUTCH SHELL PLC SPON ADR B 78025910 110 1379 SH SHARED 23 1379 D ROYAL DUTCH SHELL PLC SPON ADR B 78025910 289 3620 SH SHR/OTHR 23 3620 D ROYAL DUTCH SHELL PLC SPONS ADR A 78025920 1021 12500 SH SHARED 12500 D ROYAL DUTCH SHELL PLC SPONS ADR A 78025920 1558 19076 SH SHARED 19076 D ROYAL DUTCH SHELL PLC SPONS ADR A 78025920 10761 131709 SH SHARED 01 44177 87532 D ROYAL DUTCH SHELL PLC SPONS ADR A 78025920 3848 47095 SH SHR/OTHR 01 47095 D ROYAL DUTCH SHELL PLC SPONS ADR A 78025920 2160 26440 SH SHARED 02 26440 D ROYAL DUTCH SHELL PLC SPONS ADR A 78025920 955 11690 SH SHARED 10 11290 400 D ROYAL DUTCH SHELL PLC SPONS ADR A 78025920 163 2000 SH SHR/OTHR 10 2000 D ROYAL DUTCH SHELL PLC SPONS ADR A 78025920 6215 76069 SH SHARED 20 16840 59229 D ROYAL DUTCH SHELL PLC SPONS ADR A 78025920 4167 51008 SH SHR/OTHR 20 51008 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 653 8000 SH SHR/OTHR 21 8000 D ROYAL DUTCH SHELL PLC SPONS ADR A 78025920 138 1700 SH SHARED 22 1200 500 D ROYAL DUTCH SHELL PLC SPONS ADR A 78025920 330 4041 SH SHR/OTHR 22 4041 D ROYAL DUTCH SHELL PLC SPONS ADR A 78025920 9373 114721 SH SHARED 23 92071 22650 D ROYAL DUTCH SHELL PLC SPONS ADR A 78025920 12705 155499 SH SHR/OTHR 23 155499 D ROYAL GOLD INC COM 78028710 47 1500 SH SHARED 1500 D ROYAL GOLD INC COM 78028710 639 20386 SH SHARED 20386 D ROYAL GOLD INC COM 78028710 331 10575 SH SHARED 01 10575 D ROYAL GOLD INC COM 78028710 1037 33097 SH SHARED 02 32597 500 D ROYAL GOLD INC COM 78028710 277 8836 SH SHARED 10 8836 D ROYAL GOLD INC COM 78028710 15 500 SH SHR/OTHR 23 500 D ROYALE ENERGY INC COM NEW 78074G20 1 135 SH SHARED 135 D ROYCE FOCUS TR COM 78080N10 91 10368 SH SHARED 02 10368 D ROYCE VALUE TR INC COM 78091010 105 6758 SH SHARED 02 6758 D ROYCE MICRO-CAP TR INC COM 78091510 185 17880 SH SHARED 02 17880 D RUBICON TECHNOLOGY INC COM 78112T10 140 6923 SH SHARED 6923 D RUBICON TECHNOLOGY INC COM 78112T10 11 582 SH SHARED 02 582 D RUBICON TECHNOLOGY INC COM 78112T10 1727 85000 SH SHARED 04 85000 D RUBICON TECHNOLOGY INC COM 78112T10 711 35000 SH SHARED 05 35000 D RUBIOS RESTAURANTS INC COM 78116B10 1 277 SH SHARED 277 D RUBY TUESDAY INC COM 78118210 190 35219 SH SHARED 35219 D RUBY TUESDAY INC COM 78118210 12 2301 SH SHARED 02 2301 D RUBY TUESDAY INC COM 78118210 73 13700 SH SHARED 06 13700 D RUBY TUESDAY INC COM 78118210 89 16648 SH SHARED 10 16648 D RUDDICK CORP COM 78125810 742 21643 SH SHARED 21643 D RUDDICK CORP COM 78125810 449 13100 SH SHARED 01 13100 D RUDDICK CORP COM 78125810 399 11640 SH SHARED 02 11500 140 D RUDDICK CORP COM 78125810 23034 671351 SH SHARED 10 671351 D RUDOLPH TECHNOLOGIES INC COM 78127010 93 12198 SH SHARED 12198 D RUDOLPH TECHNOLOGIES INC COM 78127010 4 561 SH SHARED 02 561 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 22 1892 SH SHARED 1892 D RUSH ENTERPRISES INC CL A 78184620 2 172 SH SHARED 02 172 D RUSH ENTERPRISES INC CL A 78184620 180 15000 SH SHARED 10 15000 D RURAL CELLULAR CORP CL A 78190410 0 5 SH SHARED 5 D RURAL CELLULAR CORP CL A 78190410 222 5000 SH SHARED 10 5000 D RUSS BERRIE & CO COM 78223310 36 4529 SH SHARED 4529 D RUSS BERRIE & CO COM 78223310 2 281 SH SHARED 02 281 D RUTHS HOSPITALITY GROUP INC COM 78333210 19 3779 SH SHARED 3779 D RUTHS HOSPITALITY GROUP INC COM 78333210 21 4147 SH SHARED 02 4147 D RUTHS HOSPITALITY GROUP INC COM 78333210 437 84400 SH SHARED 10 84400 D RYANAIR HLDGS PLC SPONSORED ADR 78351310 358 12516 SH SHARED 12516 D RYANAIR HLDGS PLC SPONSORED ADR 78351310 2 91 SH SHARED 02 91 D RYANAIR HLDGS PLC SPONSORED ADR 78351310 166 5800 SH SHARED 06 5800 D RYANAIR HLDGS PLC SPONSORED ADR 78351310 275 9600 SH SHARED 10 9600 D RYDER SYS INC COM 78354910 7109 103220 SH SHARED 69320 33900 D RYDER SYS INC COM 78354910 1480 21500 SH SHARED 01 21500 D RYDER SYS INC COM 78354910 547 7953 SH SHARED 02 7503 450 D RYDER SYS INC COM 78354910 623 9050 SH SHARED 06 8050 1000 D RYDER SYS INC COM 78354910 99387 1442907 SH SHARED 10 1377007 65900 D RYDEX ETF TRUST S&P 500 EQ TRD 78355W10 292 7006 SH SHARED 02 7006 D RYDEX ETF TRUST MATERIALS ETF 78355W82 6 120 SH SHARED 02 120 D RYDEX ETF TRUST ENERGY ETF 78355W86 13 170 SH SHARED 02 170 D RYLAND GROUP INC COM 78376410 3219 147636 SH SHARED 147636 D RYLAND GROUP INC COM 78376410 294 13500 SH SHARED 01 200 13300 D RYLAND GROUP INC COM 78376410 1177 53989 SH SHARED 02 53989 D RYLAND GROUP INC COM 78376410 322 14800 SH SHARED 10 14800 D RYLAND GROUP INC COM 78376410 1125 51600 SH SHARED 14 51600 D S&P 500 COVERED CALL FD INC COM 78381P10 100 6775 SH SHARED 02 6775 D S & T BANCORP INC COM 78385910 322 11101 SH SHARED 11101 D S & T BANCORP INC COM 78385910 7 275 SH SHARED 01 275 D S & T BANCORP INC COM 78385910 450 15500 SH SHARED 02 15500 D S & T BANCORP INC COM 78385910 139 4800 SH SHARED 10 4800 D SBA COMMUNICATIONS CORP NOTE 0.375%12/0 78388JAJ 235 200000 PRN SHARED 200000 D SBA COMMUNICATIONS CORP NOTE 0.375%12/0 78388JAJ 7404 6302000 PRN SHARED 02 6302000 D SBA COMMUNICATIONS CORP COM 78388J10 51513 1430527 SH SHARED 1430527 D SBA COMMUNICATIONS CORP COM 78388J10 731 20325 SH SHARED 01 20325 D SBA COMMUNICATIONS CORP COM 78388J10 42 1185 SH SHARED 02 185 1000 D SBA COMMUNICATIONS CORP COM 78388J10 25480 707595 SH SHARED 10 707595 D SBA COMMUNICATIONS CORP COM 78388J10 35 990 SH SHARED 21 990 D SAIC INC COM 78390X10 1004 48256 SH SHARED 48256 D SAIC INC COM 78390X10 145 7000 SH SHARED 01 7000 D SAIC INC COM 78390X10 1574 75667 SH SHARED 02 167 75500 D SAIC INC COM 78390X10 624 30000 SH SHARED 04 30000 D SAIC INC COM 78390X10 3169 152300 SH SHARED 10 152300 D SCBT FINANCIAL CORP COM 78401V10 12 440 SH SHARED 440 D SCBT FINANCIAL CORP COM 78401V10 1 45 SH SHARED 02 45 D SCM MICROSYSTEMS INC COM 78401810 1 401 SH SHARED 401 D SCPIE HLDGS INC COM 78402P10 123 4423 SH SHARED 4423 D SCOLR PHARMA INC COM 78402X10 0 994 SH SHARED 994 D SEI INVESTMENTS CO COM 78411710 1291 54919 SH SHARED 54919 D SEI INVESTMENTS CO COM 78411710 1049 44625 SH SHARED 01 5625 39000 D SEI INVESTMENTS CO COM 78411710 1091 46400 SH SHR/OTHR 01 46400 D SEI INVESTMENTS CO COM 78411710 627 26682 SH SHARED 02 26402 280 D SEI INVESTMENTS CO COM 78411710 28 1200 SH SHARED 06 300 900 D SEI INVESTMENTS CO COM 78411710 117 5000 SH SHARED 10 5000 D SESI L L C NOTE 1.500%12/1 78412FAH 21199 15750000 PRN SHARED 15750000 D SESI L L C NOTE 1.500%12/1 78412FAH 2786 2070000 PRN SHARED 02 2070000 D SFBC INTL INC NOTE 2.250% 8/1 784121AB 892 1000000 PRN SHARED 1000000 D SGX PHARMACEUTICALS INC COM 78423C10 0 177 SH SHARED 177 D SI FINL GROUP INC COM 78425W10 497 59891 SH SHARED 59891 D SI INTL INC COM 78427V10 184 8821 SH SHARED 8821 D SI INTL INC COM 78427V10 9 450 SH SHARED 02 450 D SI INTL INC COM 78427V10 148 7100 SH SHARED 10 7100 D SJW CORP COM 78430510 4 178 SH SHARED 178 D SJW CORP COM 78430510 264 10023 SH SHARED 02 10023 D SJW CORP COM 78430510 213 8100 SH SHARED 10 8100 D SJW CORP COM 78430510 79 3000 SH SHARED 23 3000 D SK TELECOM LTD SPONSORED ADR 78440P10 921 44351 SH SHARED 44351 D SK TELECOM LTD SPONSORED ADR 78440P10 27 1306 SH SHARED 02 500 806 D SK TELECOM LTD SPONSORED ADR 78440P10 18 870 SH SHR/OTHR 23 870 D SL GREEN RLTY CORP COM 78440X10 569 6884 SH SHARED 6884 D SL GREEN RLTY CORP COM 78440X10 93 1125 SH SHARED 01 1125 D SL GREEN RLTY CORP COM 78440X10 375 4539 SH SHARED 02 4359 180 D SL GREEN RLTY CORP COM 78440X10 3 40 SH SHARED 05 40 D SL GREEN RLTY CORP COM 78440X10 157 1900 SH SHARED 10 1900 D SL GREEN RLTY CORP COM 78440X10 86 1051 SH SHARED 14 1051 D S L INDS INC COM 78441310 3 258 SH SHARED 258 D SLM CORP COM 78442P10 262 13577 SH SHARED 13577 D SLM CORP COM 78442P10 30307 1566256 SH SHARED 1566256 D SLM CORP COM 78442P10 1045 54040 SH SHARED 01 54040 D SLM CORP COM 78442P10 722 37319 SH SHARED 02 37024 295 D SLM CORP COM 78442P10 32 1700 SH SHARED 04 1700 D SLM CORP COM 78442P10 4 220 SH SHARED 05 220 D SLM CORP COM 78442P10 1259 65090 SH SHARED 06 51200 13890 D SLM CORP COM 78442P10 4217 217947 SH SHARED 10 217947 D SLM CORP COM 78442P10 2269 117300 SH SHARED 14 117300 D SLM CORP COM 78442P10 17 900 SH SHARED 20 900 D SLM CORP COM 78442P10 85 4410 SH SHR/OTHR 20 4410 D SLM CORP COM 78442P10 337 17450 SH SHR/OTHR 23 17450 D SMF ENERGY CORPORATION COM 78453M10 0 339 SH SHARED 339 D SORL AUTO PTS INC COM 78461U10 12 2343 SH SHARED 2343 D SORL AUTO PTS INC COM 78461U10 0 7 SH SHARED 02 7 D SPDR TR UNIT SER 1 78462F10 895 7001 SH SHARED 7001 D SPDR TR UNIT SER 1 78462F10 2672702 20883744 SH SHARED 20883744 D SPDR TR UNIT SER 1 78462F10 11147 87104 SH SHARED 01 17958 69146 D SPDR TR UNIT SER 1 78462F10 368 2883 SH SHR/OTHR 01 2883 D SPDR TR UNIT SER 1 78462F10 83345 651237 SH SHARED 02 590140 61097 D SPDR TR UNIT SER 1 78462F10 4462 34871 SH SHARED 04 11113 23758 D SPDR TR UNIT SER 1 78462F10 42242 330070 SH SHARED 10 330070 D SPDR TR UNIT SER 1 78462F10 31319 244720 SH SHARED 15 244720 D SPDR TR UNIT SER 1 78462F10 44792 349993 SH SHARED 19 349993 D SPDR TR UNIT SER 1 78462F10 7032 54952 SH SHARED 20 575 54377 D SPDR TR UNIT SER 1 78462F10 198 1550 SH SHR/OTHR 21 1550 D SPDR TR UNIT SER 1 78462F10 45 356 SH SHARED 22 356 D SPDR TR UNIT SER 1 78462F10 12 100 SH SHR/OTHR 22 100 D SPDR TR UNIT SER 1 78462F10 12226 95536 SH SHARED 23 94156 1380 D SPDR TR UNIT SER 1 78462F10 6745 52711 SH SHR/OTHR 23 52711 D SPSS INC NOTE 2.500% 3/1 78462KAB 9333 9000000 PRN SHARED 9000000 D SPSS INC COM 78462K10 553 15210 SH SHARED 15210 D SPSS INC COM 78462K10 881 24245 SH SHARED 01 22445 1800 D SPSS INC COM 78462K10 1229 33800 SH SHR/OTHR 01 33800 D SPSS INC COM 78462K10 124 3434 SH SHARED 02 3434 D SPSS INC COM 78462K10 705 19400 SH SHARED 10 19400 D S1 CORPORATION COM 78463B10 539 71313 SH SHARED 71313 D S1 CORPORATION COM 78463B10 45 6031 SH SHARED 02 6031 D S1 CORPORATION COM 78463B10 375 49600 SH SHARED 10 49600 D SPDR GOLD TRUST GOLD SHS 78463V10 2707 29625 SH SHARED 29625 D SPDR GOLD TRUST GOLD SHS 78463V10 3874 42393 SH SHARED 42393 D SPDR GOLD TRUST GOLD SHS 78463V10 9346 102260 SH SHARED 01 101831 429 D SPDR GOLD TRUST GOLD SHS 78463V10 492 5393 SH SHR/OTHR 01 5393 D SPDR GOLD TRUST GOLD SHS 78463V10 9200 100658 SH SHARED 02 69000 31658 D SPDR GOLD TRUST GOLD SHS 78463V10 1284 14055 SH SHARED 06 14055 D SPDR GOLD TRUST GOLD SHS 78463V10 29234 319853 SH SHARED 10 239585 80268 D SPDR GOLD TRUST GOLD SHS 78463V10 15533 169950 SH SHARED 19 169950 D SPDR GOLD TRUST GOLD SHS 78463V10 203 2230 SH SHARED 21 2230 D SPDR GOLD TRUST GOLD SHS 78463V10 630 6900 SH SHARED 23 6900 D SPDR GOLD TRUST GOLD SHS 78463V10 18 200 SH SHR/OTHR 23 200 D SPDR INDEX SHS FDS DJ STOXX 50ETF 78463X10 10 230 SH SHARED 02 230 D SPDR INDEX SHS FDS ASIA PACIF ETF 78463X30 6003 86000 SH SHARED 06 86000 D SPDR INDEX SHS FDS ASIA PACIF ETF 78463X30 1431 20504 SH SHARED 19 20504 D SPDR INDEX SHS FDS EMERG MKTS ETF 78463X50 20 300 SH SHARED 02 300 D SPDR INDEX SHS FDS EUROPE ETF 78463X60 47 725 SH SHARED 02 725 D SPDR INDEX SHS FDS LATIN AMER ETF 78463X70 180 2047 SH SHARED 02 2047 D SPDR INDEX SHS FDS S&P BRIC 40ETF 78463X79 11 381 SH SHARED 02 381 D SPDR INDEX SHS FDS S&P BRIC 40ETF 78463X79 747 25000 SH SHARED 06 25000 D SPDR INDEX SHS FDS MIDEAST AFRICA 78463X80 13 200 SH SHARED 02 200 D SPDR INDEX SHS FDS DJWS INTL REAL 78463X86 3 70 SH SHARED 01 70 D SPDR INDEX SHS FDS S&P WRLD EX US 78463X88 26 900 SH SHARED 02 900 D SPX CORP COM 78463510 7927 60182 SH SHARED 60182 D SPX CORP COM 78463510 10225 77622 SH SHARED 01 1854 75768 D SPX CORP COM 78463510 1365 10366 SH SHR/OTHR 01 10366 D SPX CORP COM 78463510 208 1582 SH SHARED 02 1582 D SPX CORP COM 78463510 140 1070 SH SHARED 06 400 670 D SPX CORP COM 78463510 1994 15140 SH SHARED 10 14940 200 D SPDR SERIES TRUST DB INT GVT ETF 78464A49 61 1000 SH SHARED 02 1000 D SPDR SERIES TRUST LEHMN INTL ETF 78464A51 20 370 SH SHARED 02 370 D SPDR SERIES TRUST DJWS REIT ETF 78464A60 729 11148 SH SHARED 02 11000 148 D SPDR SERIES TRUST DJWS REIT ETF 78464A60 32 500 SH SHR/OTHR 23 500 D SPDR SERIES TRUST BARCL CAP TIPS 78464A65 141 2700 SH SHARED 02 2700 D SPDR SERIES TRUST KBW REGL BKG 78464A69 11435 429415 SH SHARED 429415 D SPDR SERIES TRUST KBW REGL BKG 78464A69 832 31250 SH SHARED 01 31250 D SPDR SERIES TRUST KBW REGL BKG 78464A69 55 2100 SH SHARED 02 2100 D SPDR SERIES TRUST S&P RETAIL ETF 78464A71 43860 1500000 SH SHARED 1500000 D SPDR SERIES TRUST S&P RETAIL ETF 78464A71 1001 34250 SH SHARED 01 34250 D SPDR SERIES TRUST S&P RETAIL ETF 78464A71 2485 85000 SH SHARED 02 85000 D SPDR SERIES TRUST S&P OILGAS EXP 78464A73 739 10518 SH SHARED 02 10518 D SPDR SERIES TRUST OILGAS EQUIP 78464A74 751 14710 SH SHARED 02 14710 D SPDR SERIES TRUST S&P METALS MNG 78464A75 151 1600 SH SHARED 1600 D SPDR SERIES TRUST S&P METALS MNG 78464A75 125 1330 SH SHARED 02 1330 D SPDR SERIES TRUST KBW CAP MKTS 78464A77 858 19033 SH SHARED 02 19033 D SPDR SERIES TRUST KBW BK ETF 78464A79 31512 1099918 SH SHARED 1099918 D SPDR SERIES TRUST KBW BK ETF 78464A79 779 27200 SH SHARED 01 27200 D SPDR SERIES TRUST KBW BK ETF 78464A79 1053 36760 SH SHARED 02 36600 160 D SPDR SERIES TRUST S&P HOMEBUILD 78464A88 10593 644791 SH SHARED 644791 D SPDR SERIES TRUST S&P HOMEBUILD 78464A88 866 52713 SH SHARED 02 49013 3700 D SRS LABS INC COM 78464M10 3 569 SH SHARED 569 D SRA INTL INC CL A 78464R10 3889 173192 SH SHARED 173192 D SRA INTL INC CL A 78464R10 441 19650 SH SHARED 01 6450 13200 D SRA INTL INC CL A 78464R10 40 1797 SH SHARED 02 1797 D SRA INTL INC CL A 78464R10 251 11200 SH SHARED 10 11200 D SRI/SURGICAL EXPRESS INC COM 78464W10 38 10733 SH SHARED 10733 D SM&A COM 78465D10 2 488 SH SHARED 488 D SP ACQUISITION HOLDINGS INC COM 78470A10 4530 487111 SH SHARED 487111 D SP ACQUISITION HOLDINGS INC COM 78470A10 83 9000 SH SHARED 02 9000 D SP ACQUISITION HOLDINGS INC *W EXP 10/10/201 78470A11 79 131800 SH SHARED 131800 D STEC INC COM 78477410 4 400 SH SHARED 400 D STEC INC COM 78477410 0 1 SH SHARED 02 1 D STEC INC COM 78477410 31 3100 SH SHARED 10 3100 D SVB FINL GROUP COM 78486Q10 594 12357 SH SHARED 12357 D SVB FINL GROUP COM 78486Q10 605 12590 SH SHARED 01 2390 10200 D SVB FINL GROUP COM 78486Q10 121 2524 SH SHARED 02 624 1900 D SVB FINL GROUP COM 78486Q10 4113 85500 SH SHARED 10 85500 D SABA SOFTWARE INC COM NEW 78493260 10 3399 SH SHARED 3399 D SABA SOFTWARE INC COM NEW 78493260 11 3700 SH SHARED 02 3700 D SPAR GROUP INC COM 78493310 0 92 SH SHARED 92 D SWS GROUP INC COM 78503N10 97 5880 SH SHARED 5880 D SWS GROUP INC COM 78503N10 58 3500 SH SHARED 01 3500 D SWS GROUP INC COM 78503N10 197 11909 SH SHARED 02 11909 D SWS GROUP INC COM 78503N10 139 8400 SH SHARED 10 8400 D SWS GROUP INC COM 78503N10 1910 115000 SH SHR/OTHR 20 115000 D SXC HEALTH SOLUTIONS CORP COM 78505P10 72 5327 SH SHARED 5327 D S Y BANCORP INC COM 78506010 4 193 SH SHARED 02 193 D S Y BANCORP INC COM 78506010 57 2700 SH SHARED 10 2700 D SYS COM 78507010 0 359 SH SHARED 359 D SABINE ROYALTY TR UNIT BEN INT 78568810 81 1200 SH SHARED 1200 D SABINE ROYALTY TR UNIT BEN INT 78568810 163 2400 SH SHARED 01 2400 D SABINE ROYALTY TR UNIT BEN INT 78568810 20 300 SH SHR/OTHR 23 300 D SADIA S A SPON ADR PFD 78632610 620 29097 SH SHARED 29097 D SAFECO CORP COM 78642910 70437 1048802 SH SHARED 1048802 D SAFECO CORP COM 78642910 1022 15225 SH SHARED 01 15225 D SAFECO CORP COM 78642910 10688 159144 SH SHARED 02 159144 D SAFECO CORP COM 78642910 1469 21878 SH SHARED 06 19178 2700 D SAFECO CORP COM 78642910 8427 125477 SH SHARED 10 125477 D SAFECO CORP COM 78642910 67 1000 SH SHARED 20 1000 D SAFECO CORP COM 78642910 67 1000 SH SHR/OTHR 20 1000 D SAFECO CORP COM 78642910 134 2000 SH SHARED 23 2000 D SAFEGUARD SCIENTIFICS INC DBCV 2.625% 3/1 786449AG 15960 20000000 PRN SHARED 20000000 D SAFEGUARD SCIENTIFICS INC COM 78644910 2 1962 SH SHARED 1962 D SAFEGUARD SCIENTIFICS INC COM 78644910 4 3309 SH SHARED 02 559 2750 D SAFEGUARD SCIENTIFICS INC COM 78644910 29 23900 SH SHARED 10 23900 D SAFETY INS GROUP INC COM 78648T10 365 10254 SH SHARED 10254 D SAFETY INS GROUP INC COM 78648T10 366 10271 SH SHARED 02 10271 D SAFETY INS GROUP INC COM 78648T10 4803 134749 SH SHARED 10 134749 D SAFEWAY INC COM NEW 78651420 15686 549453 SH SHARED 549453 D SAFEWAY INC COM NEW 78651420 1901 66608 SH SHARED 01 66608 D SAFEWAY INC COM NEW 78651420 1152 40361 SH SHARED 02 39898 463 D SAFEWAY INC COM NEW 78651420 65 2300 SH SHARED 04 2300 D SAFEWAY INC COM NEW 78651420 6 220 SH SHARED 05 220 D SAFEWAY INC COM NEW 78651420 1712 59990 SH SHARED 06 46950 13040 D SAFEWAY INC COM NEW 78651420 15986 559943 SH SHARED 10 559943 D SAFEWAY INC COM NEW 78651420 51 1813 SH SHARED 14 1813 D SAGA COMMUNICATIONS CL A 78659810 25 5003 SH SHARED 5003 D SAGA COMMUNICATIONS CL A 78659810 5 1100 SH SHARED 02 1100 D SAGA COMMUNICATIONS CL A 78659810 89 17940 SH SHARED 10 17940 D SAIA INC COM 78709Y10 41 3771 SH SHARED 3771 D SAIA INC COM 78709Y10 37 3463 SH SHARED 02 63 3400 D SAIA INC COM 78709Y10 48 4400 SH SHARED 10 4400 D ST JOE CO COM 79014810 4454 129781 SH SHARED 129781 D ST JOE CO COM 79014810 87 2545 SH SHARED 01 545 2000 D ST JOE CO COM 79014810 43 1275 SH SHARED 02 425 850 D ST JOE CO COM 79014810 114 3341 SH SHARED 10 3341 D ST JUDE MED INC DBCV 1.220%12/1 790849AD 2889 2919000 PRN SHARED 02 2919000 D ST JUDE MED INC DBCV 1.220%12/1 790849AD 5544 5600000 PRN SHARED 06 5600000 D ST JUDE MED INC COM 79084910 795 19459 SH SHARED 19459 D ST JUDE MED INC COM 79084910 13147 321619 SH SHARED 321169 450 D ST JUDE MED INC COM 79084910 13277 324799 SH SHARED 01 179624 145175 D ST JUDE MED INC COM 79084910 3645 89167 SH SHR/OTHR 01 89167 D ST JUDE MED INC COM 79084910 1523 37263 SH SHARED 02 23413 13850 D ST JUDE MED INC COM 79084910 204 5000 SH SHARED 04 5000 D ST JUDE MED INC COM 79084910 4 110 SH SHARED 05 110 D ST JUDE MED INC COM 79084910 1756 42955 SH SHARED 06 33115 9840 D ST JUDE MED INC COM 79084910 48189 1178804 SH SHARED 10 1128090 50714 D ST JUDE MED INC COM 79084910 106 2608 SH SHARED 14 2608 D ST JUDE MED INC COM 79084910 3751 91773 SH SHARED 20 40798 145 50830 D ST JUDE MED INC COM 79084910 561 13725 SH SHR/OTHR 20 13725 D ST JUDE MED INC COM 79084910 413 10119 SH SHARED 21 8369 1750 D ST JUDE MED INC COM 79084910 32 800 SH SHR/OTHR 21 800 D ST JUDE MED INC COM 79084910 1286 31469 SH SHARED 22 24079 7390 D ST JUDE MED INC COM 79084910 216 5295 SH SHR/OTHR 22 5295 D ST JUDE MED INC COM 79084910 2048 50118 SH SHARED 23 38593 11525 D ST JUDE MED INC COM 79084910 2674 65415 SH SHR/OTHR 23 65415 D ST MARY LD & EXPL CO NOTE 3.500% 4/0 792228AD 16094 11748000 PRN SHARED 02 11748000 D ST MARY LD & EXPL CO COM 79222810 1929 29848 SH SHARED 29848 D ST MARY LD & EXPL CO COM 79222810 60 932 SH SHARED 02 932 D ST MARY LD & EXPL CO COM 79222810 19 300 SH SHARED 06 300 D ST MARY LD & EXPL CO COM 79222810 18367 284150 SH SHARED 10 284150 D SAKS INC NOTE 2.000% 3/1 79377WAL 529 500000 PRN SHARED 500000 D SAKS INC COM 79377W10 29506 2687282 SH SHARED 2687282 D SAKS INC COM 79377W10 503 45900 SH SHARED 01 45900 D SAKS INC COM 79377W10 564 51377 SH SHARED 02 49897 1480 D SAKS INC COM 79377W10 74 6800 SH SHARED 10 6800 D SAKS INC COM 79377W10 6 550 SH SHARED 21 550 D SALARY COM INC COM 79400610 14 3695 SH SHARED 3695 D SALEM COMMUNICATIONS CORP DE CL A 79409310 0 286 SH SHARED 286 D SALEM COMMUNICATIONS CORP DE CL A 79409310 1 575 SH SHARED 01 575 D SALEM COMMUNICATIONS CORP DE CL A 79409310 4 2400 SH SHARED 10 2400 D SALESFORCE COM INC COM 79466L30 1974 28935 SH SHARED 28935 D SALESFORCE COM INC COM 79466L30 545 8000 SH SHARED 01 6425 1575 D SALESFORCE COM INC COM 79466L30 1059 15534 SH SHARED 02 10600 4934 D SALESFORCE COM INC COM 79466L30 1739 25500 SH SHARED 04 25500 D SALESFORCE COM INC COM 79466L30 167 2450 SH SHARED 06 1850 600 D SALESFORCE COM INC COM 79466L30 13439 196978 SH SHARED 10 196978 D SALIX PHARMACEUTICALS INC COM 79543510 42 5988 SH SHARED 3488 2500 D SALIX PHARMACEUTICALS INC COM 79543510 47 6700 SH SHARED 01 6700 D SALIX PHARMACEUTICALS INC COM 79543510 11 1701 SH SHARED 02 1 1700 D SALIX PHARMACEUTICALS INC COM 79543510 243 34600 SH SHARED 10 34600 D SALLY BEAUTY HLDGS INC COM 79546E10 1730 267867 SH SHARED 267867 D SALLY BEAUTY HLDGS INC COM 79546E10 22 3424 SH SHARED 01 3424 D SALLY BEAUTY HLDGS INC COM 79546E10 18 2876 SH SHARED 02 2876 D SALLY BEAUTY HLDGS INC COM 79546E10 414 64200 SH SHARED 23 64200 D SAN JUAN BASIN RTY TR UNIT BEN INT 79824110 62 1355 SH SHARED 1355 D SANDERS MORRIS HARRIS GROUP COM 80000Q10 4 612 SH SHARED 612 D SANDERS MORRIS HARRIS GROUP COM 80000Q10 1 150 SH SHARED 02 150 D SANDERSON FARMS INC COM 80001310 61 1775 SH SHARED 1775 D SANDERSON FARMS INC COM 80001310 352 10202 SH SHARED 02 10202 D SANDERSON FARMS INC COM 80001310 469 13615 SH SHARED 10 13615 D SANDISK CORP NOTE 1.000% 5/1 80004CAC 16566 24150000 PRN SHARED 24150000 D SANDISK CORP NOTE 1.000% 5/1 80004CAC 5 8000 PRN SHARED 02 8000 D SANDISK CORP NOTE 1.000% 5/1 80004CAC 24010 35000000 PRN SHARED 04 35000000 D SANDISK CORP NOTE 1.000% 5/1 80004CAC 2229 3250000 PRN SHARED 06 3250000 D SANDISK CORP COM 80004C10 247 13254 SH SHARED 13254 D SANDISK CORP COM 80004C10 17171 918244 SH SHARED 918244 D SANDISK CORP COM 80004C10 836 44725 SH SHARED 01 43725 1000 D SANDISK CORP COM 80004C10 528 28239 SH SHARED 02 28239 D SANDISK CORP COM 80004C10 5797 310000 SH SHARED 04 310000 D SANDISK CORP COM 80004C10 590 31560 SH SHARED 06 25300 6260 D SANDISK CORP COM 80004C10 5556 297113 SH SHARED 10 297113 D SANDRIDGE ENERGY INC COM 80007P30 1294 20045 SH SHARED 20045 D SANDRIDGE ENERGY INC COM 80007P30 148 2300 SH SHARED 10 2300 D SANDRIDGE ENERGY INC COM 80007P30 7 120 SH SHARED 21 120 D SANDY SPRING BANCORP INC COM 80036310 116 7001 SH SHARED 7001 D SANDY SPRING BANCORP INC COM 80036310 252 15218 SH SHARED 02 14923 295 D SANDY SPRING BANCORP INC COM 80036310 349 21050 SH SHARED 10 21050 D SANFILIPPO JOHN B & SON INC COM 80042210 1 206 SH SHARED 206 D SANGAMO BIOSCIENCES INC COM 80067710 84 8446 SH SHARED 8446 D SANGAMO BIOSCIENCES INC COM 80067710 29 3015 SH SHARED 02 3015 D SANMINA SCI CORP COM 80090710 27 21214 SH SHARED 21214 D SANMINA SCI CORP COM 80090710 8 6500 SH SHARED 01 6500 D SANMINA SCI CORP COM 80090710 366 286015 SH SHARED 02 286015 D SANMINA SCI CORP COM 80090710 153 120300 SH SHARED 10 120300 D SANOFI AVENTIS SPONSORED ADR 80105N10 4410 132734 SH SHARED 132734 D SANOFI AVENTIS SPONSORED ADR 80105N10 48 1455 SH SHARED 02 1455 D SANOFI AVENTIS SPONSORED ADR 80105N10 388 11700 SH SHARED 14 11700 D SANTA MONICA MEDIA CORP COM 80250110 7316 948985 SH SHARED 948985 D SANTA MONICA MEDIA CORP *W EXP 03/27/201 80250111 32 215507 SH SHARED 215507 D SANTA MONICA MEDIA CORP *W EXP 03/27/201 80250111 7 48200 SH SHARED 02 48200 D SANTANDER BANCORP COM 80280910 115 10886 SH SHARED 10886 D SANTANDER BANCORP COM 80280910 0 18 SH SHARED 02 18 D SANTARUS INC COM 80281730 2 1233 SH SHARED 1233 D SANTOS LIMITED SPONSORED ADR 80302160 7 85 SH SHARED 85 D SAP AKTIENGESELLSCHAFT SPONSORED ADR 80305420 683 13126 SH SHARED 13126 D SAP AKTIENGESELLSCHAFT SPONSORED ADR 80305420 7 150 SH SHARED 01 150 D SAP AKTIENGESELLSCHAFT SPONSORED ADR 80305420 1207 23170 SH SHARED 02 23170 D SAP AKTIENGESELLSCHAFT SPONSORED ADR 80305420 1928 37000 SH SHARED 04 37000 D SAP AKTIENGESELLSCHAFT SPONSORED ADR 80305420 115 2220 SH SHARED 19 2220 D SAPPHIRE INDUSTRIALS CORP COM 80306T10 9889 1057665 SH SHARED 1057665 D SAPPHIRE INDUSTRIALS CORP COM 80306T10 38 4100 SH SHARED 02 4100 D SAPPHIRE INDUSTRIALS CORP *W EXP 01/17/201 80306T11 112 204683 SH SHARED 204683 D SAPPHIRE INDUSTRIALS CORP UNIT 99/99/9999 80306T20 1960 196000 SH SHARED 02 196000 D SAPIENT CORP COM 80306210 113 17641 SH SHARED 17641 D SAPIENT CORP COM 80306210 37 5860 SH SHARED 02 5860 D SAPIENT CORP COM 80306210 231 36000 SH SHARED 04 36000 D SAPIENT CORP COM 80306210 338 52800 SH SHARED 10 52800 D SAPPI LTD SPON ADR NEW 80306920 72 6063 SH SHARED 6063 D SAPPI LTD SPON ADR NEW 80306920 118 10000 SH SHARED 02 10000 D SARA LEE CORP COM 80311110 58969 4813797 SH SHARED 4813797 D SARA LEE CORP COM 80311110 1038 84770 SH SHARED 01 77695 7075 D SARA LEE CORP COM 80311110 58 4750 SH SHR/OTHR 01 4750 D SARA LEE CORP COM 80311110 1261 103017 SH SHARED 02 97017 6000 D SARA LEE CORP COM 80311110 68 5600 SH SHARED 04 5600 D SARA LEE CORP COM 80311110 5 420 SH SHARED 05 420 D SARA LEE CORP COM 80311110 5029 410550 SH SHARED 06 190000 220550 D SARA LEE CORP COM 80311110 4124 336727 SH SHARED 10 336727 D SARA LEE CORP COM 80311110 515 42044 SH SHARED 14 42044 D SARA LEE CORP COM 80311110 364 29780 SH SHARED 20 14880 14900 D SARA LEE CORP COM 80311110 209 17074 SH SHR/OTHR 20 17074 D SARA LEE CORP COM 80311110 245 20000 SH SHARED 21 7000 13000 D SARA LEE CORP COM 80311110 159 13000 SH SHR/OTHR 21 13000 D SARA LEE CORP COM 80311110 134 11000 SH SHR/OTHR 23 11000 D SASOL LTD SPONSORED ADR 80386630 1809 30704 SH SHARED 30704 D SASOL LTD SPONSORED ADR 80386630 78 1338 SH SHARED 02 38 1300 D SATCON TECHNOLOGY CORP COM 80389310 3 1151 SH SHARED 1151 D SATYAM COMPUTER SERVICES LTD ADR 80409810 3772 153857 SH SHARED 153857 D SATYAM COMPUTER SERVICES LTD ADR 80409810 652 26624 SH SHARED 10 26624 D SATYAM COMPUTER SERVICES LTD ADR 80409810 73 3000 SH SHARED 19 3000 D SAUER-DANFOSS INC COM 80413710 90 2900 SH SHARED 2900 D SAUER-DANFOSS INC COM 80413710 388 12456 SH SHARED 02 12456 D SAUER-DANFOSS INC COM 80413710 9 300 SH SHARED 10 300 D SAUL CTRS INC COM 80439510 420 8941 SH SHARED 8941 D SAUL CTRS INC COM 80439510 1038 22090 SH SHARED 02 22090 D SAUL CTRS INC COM 80439510 1171 24926 SH SHARED 10 24926 D SAUL CTRS INC COM 80439510 29121 619738 SH SHARED 11 322038 297700 D SAUL CTRS INC COM 80439510 552 11750 SH SHR/OTHR 23 11750 D SAVANNAH BANCORP INC COM 80474810 1 150 SH SHARED 150 D SAVIENT PHARMACEUTICALS INC COM 80517Q10 7292 288248 SH SHARED 288248 D SAVIENT PHARMACEUTICALS INC COM 80517Q10 98 3900 SH SHARED 01 3900 D SAVIENT PHARMACEUTICALS INC COM 80517Q10 953 37691 SH SHARED 02 1616 36075 D SAVIENT PHARMACEUTICALS INC COM 80517Q10 4174 165000 SH SHARED 04 165000 D SAVIENT PHARMACEUTICALS INC COM 80517Q10 953 37700 SH SHARED 10 37700 D SAVVIS INC NOTE 3.000% 5/1 805423AA 2692 3714000 PRN SHARED 3714000 D SAVVIS INC COM NEW 80542330 20 1569 SH SHARED 1569 D SAVVIS INC COM NEW 80542330 12 947 SH SHARED 02 947 D SAVVIS INC COM NEW 80542330 6 500 SH SHARED 10 500 D SCANA CORP NEW COM 80589M10 6118 165376 SH SHARED 165376 D SCANA CORP NEW COM 80589M10 1627 43975 SH SHARED 01 2575 41400 D SCANA CORP NEW COM 80589M10 27 733 SH SHR/OTHR 01 733 D SCANA CORP NEW COM 80589M10 754 20393 SH SHARED 02 15695 4698 D SCANA CORP NEW COM 80589M10 55 1500 SH SHARED 04 1500 D SCANA CORP NEW COM 80589M10 274 7420 SH SHARED 06 6900 520 D SCANA CORP NEW COM 80589M10 1822 49254 SH SHARED 10 49254 D SCANA CORP NEW COM 80589M10 96 2600 SH SHARED 23 2600 D SCANA CORP NEW COM 80589M10 301 8150 SH SHR/OTHR 23 8150 D SCANSOURCE INC COM 80603710 217 8120 SH SHARED 8120 D SCANSOURCE INC COM 80603710 11136 416150 SH SHARED 10 416150 D SCANSOURCE INC COM 80603710 9 373 SH SHARED 21 373 D SCHAWK INC CL A 80637310 140 11680 SH SHARED 11680 D SCHAWK INC CL A 80637310 32 2750 SH SHARED 01 2750 D SCHAWK INC CL A 80637310 453 37845 SH SHARED 02 37845 D SCHAWK INC CL A 80637310 3581 298685 SH SHARED 10 298685 D SCHEIN HENRY INC COM 80640710 1381 26791 SH SHARED 26791 D SCHEIN HENRY INC COM 80640710 1433 27800 SH SHARED 01 27800 D SCHEIN HENRY INC COM 80640710 222 4320 SH SHARED 02 4320 D SCHEIN HENRY INC COM 80640710 25 500 SH SHARED 06 500 D SCHEIN HENRY INC COM 80640710 4226 81966 SH SHARED 10 81966 D SCHEIN HENRY INC COM 80640710 90 1750 SH SHARED 21 1750 D SCHEIN HENRY INC COM 80640710 61 1200 SH SHARED 23 1200 D SCHERING PLOUGH CORP COM 80660510 31 1600 SH SHARED 1600 D SCHERING PLOUGH CORP COM 80660510 116849 5934470 SH SHARED 5933670 800 D SCHERING PLOUGH CORP COM 80660510 4539 230559 SH SHARED 01 223299 7260 D SCHERING PLOUGH CORP COM 80660510 26387 1340160 SH SHR/OTHR 01 1340160 D SCHERING PLOUGH CORP COM 80660510 8500 431735 SH SHARED 02 389136 42599 D SCHERING PLOUGH CORP COM 80660510 4873 247521 SH SHARED 04 247521 D SCHERING PLOUGH CORP COM 80660510 11 560 SH SHARED 05 560 D SCHERING PLOUGH CORP COM 80660510 4119 209200 SH SHARED 06 160000 49200 D SCHERING PLOUGH CORP COM 80660510 74286 3772810 SH SHARED 10 3771610 1200 D SCHERING PLOUGH CORP COM 80660510 1162 59035 SH SHARED 14 6835 52200 D SCHERING PLOUGH CORP COM 80660510 421 21400 SH SHARED 20 14800 6600 D SCHERING PLOUGH CORP COM 80660510 3651 185428 SH SHR/OTHR 20 185428 D SCHERING PLOUGH CORP COM 80660510 47 2429 SH SHARED 21 2429 D SCHERING PLOUGH CORP COM 80660510 10532 534920 SH SHARED 22 534920 D SCHERING PLOUGH CORP COM 80660510 39 2000 SH SHARED 23 2000 D SCHERING PLOUGH CORP COM 80660510 141 7200 SH SHR/OTHR 23 7200 D SCHERING PLOUGH CORP PFD CONV MAN07 80660570 84573 441615 SH SHARED 441615 D SCHERING PLOUGH CORP PFD CONV MAN07 80660570 4257 22230 SH SHARED 02 22230 D SCHERING PLOUGH CORP PFD CONV MAN07 80660570 5362 28000 SH SHARED 06 28000 D SCHERING PLOUGH CORP PFD CONV MAN07 80660570 689 3600 SH SHARED 23 3600 D SCHIFF NUTRITION INTL INC COM 80669310 31 5648 SH SHARED 5648 D SCHLUMBERGER LTD DBCV 2.125% 6/0 806857AD 36423 13500000 PRN SHARED 04 13500000 D SCHLUMBERGER LTD COM 80685710 10538 98100 SH SHARED 98100 D SCHLUMBERGER LTD COM 80685710 101272 942687 SH SHARED 933157 9530 D SCHLUMBERGER LTD COM 80685710 19222 178928 SH SHARED 01 143783 35145 D SCHLUMBERGER LTD COM 80685710 2227 20733 SH SHR/OTHR 01 20733 D SCHLUMBERGER LTD COM 80685710 7011 65265 SH SHARED 02 26441 38824 D SCHLUMBERGER LTD COM 80685710 312277 2906800 SH SHARED 04 2906800 D SCHLUMBERGER LTD COM 80685710 1774 16520 SH SHARED 05 16520 D SCHLUMBERGER LTD COM 80685710 81144 755324 SH SHARED 06 450944 304380 D SCHLUMBERGER LTD COM 80685710 222251 2068806 SH SHARED 10 1957306 111500 D SCHLUMBERGER LTD COM 80685710 7916 73687 SH SHARED 14 26450 47237 D SCHLUMBERGER LTD COM 80685710 868 8080 SH SHARED 15 8080 D SCHLUMBERGER LTD COM 80685710 386 3600 SH SHARED 19 3600 D SCHLUMBERGER LTD COM 80685710 1277 11895 SH SHARED 20 7495 4400 D SCHLUMBERGER LTD COM 80685710 1119 10420 SH SHR/OTHR 20 10420 D SCHLUMBERGER LTD COM 80685710 891 8296 SH SHARED 21 8296 D SCHLUMBERGER LTD COM 80685710 859 8000 SH SHR/OTHR 21 8000 D SCHLUMBERGER LTD COM 80685710 1248 11625 SH SHARED 22 7225 4400 D SCHLUMBERGER LTD COM 80685710 96 900 SH SHR/OTHR 22 900 D SCHLUMBERGER LTD COM 80685710 9587 89240 SH SHARED 23 87240 2000 D SCHLUMBERGER LTD COM 80685710 13445 125153 SH SHR/OTHR 23 125153 D SCHMITT INDS INC ORE COM NEW 80687020 0 55 SH SHARED 55 D SCHNITZER STL INDS CL A 80688210 2431 21215 SH SHARED 21215 D SCHNITZER STL INDS CL A 80688210 1226 10700 SH SHARED 01 10700 D SCHNITZER STL INDS CL A 80688210 1719 15000 SH SHR/OTHR 01 15000 D SCHNITZER STL INDS CL A 80688210 1237 10800 SH SHARED 02 7900 2900 D SCHNITZER STL INDS CL A 80688210 2589 22600 SH SHARED 10 22600 D SCHOLASTIC CORP COM 80706610 148 5169 SH SHARED 5169 D SCHOLASTIC CORP COM 80706610 329 11500 SH SHARED 01 300 11200 D SCHOLASTIC CORP COM 80706610 260 9101 SH SHARED 02 9101 D SCHOLASTIC CORP COM 80706610 6273 218900 SH SHARED 10 218900 D SCHOOL SPECIALTY INC NOTE 3.750% 8/0 807863AE 443 474000 PRN SHARED 02 474000 D SCHOOL SPECIALTY INC COM 80786310 139 4698 SH SHARED 4698 D SCHOOL SPECIALTY INC COM 80786310 145 4910 SH SHARED 02 4910 D SCHOOL SPECIALTY INC COM 80786310 193 6500 SH SHARED 10 6500 D SCHULMAN A INC COM 80819410 264 11479 SH SHARED 11479 D SCHULMAN A INC COM 80819410 412 17925 SH SHARED 02 17925 D SCHULMAN A INC COM 80819410 290 12600 SH SHARED 10 12600 D SCHWAB CHARLES CORP NEW COM 80851310 22518 1096336 SH SHARED 1096336 D SCHWAB CHARLES CORP NEW COM 80851310 2692 131100 SH SHARED 01 131100 D SCHWAB CHARLES CORP NEW COM 80851310 1565 76241 SH SHARED 02 75841 400 D SCHWAB CHARLES CORP NEW COM 80851310 34991 1703600 SH SHARED 04 1703600 D SCHWAB CHARLES CORP NEW COM 80851310 7 380 SH SHARED 05 380 D SCHWAB CHARLES CORP NEW COM 80851310 2797 136175 SH SHARED 06 106365 29810 D SCHWAB CHARLES CORP NEW COM 80851310 39552 1925619 SH SHARED 10 1898019 27600 D SCHWAB CHARLES CORP NEW COM 80851310 2489 121200 SH SHARED 14 121200 D SCHWEITZER-MAUDUIT INTL INC COM 80854110 19 1145 SH SHARED 1145 D SCHWEITZER-MAUDUIT INTL INC COM 80854110 40 2376 SH SHARED 01 2376 D SCHWEITZER-MAUDUIT INTL INC COM 80854110 1 62 SH SHARED 02 62 D SCHWEITZER-MAUDUIT INTL INC COM 80854110 542 32200 SH SHARED 10 32200 D SCICLONE PHARMACEUTICALS INC COM 80862K10 1 977 SH SHARED 977 D SCIELE PHARMA INC COM 80862710 83 4329 SH SHARED 4329 D SCIELE PHARMA INC COM 80862710 62 3250 SH SHARED 01 3250 D SCIELE PHARMA INC COM 80862710 93 4831 SH SHARED 02 4831 D SCIELE PHARMA INC COM 80862710 26 1384 SH SHARED 06 1384 D SCIELE PHARMA INC COM 80862710 4117 212800 SH SHARED 10 212800 D SCIENTIFIC GAMES CORP SDCV 0.750%12/0 80874PAD 5860 5000000 PRN SHARED 5000000 D SCIENTIFIC GAMES CORP SDCV 0.750%12/0 80874PAD 317 271000 PRN SHARED 02 271000 D SCIENTIFIC GAMES CORP CL A 80874P10 428 14450 SH SHARED 14450 D SCIENTIFIC GAMES CORP CL A 80874P10 64517 2178188 SH SHARED 2178188 D SCIENTIFIC GAMES CORP CL A 80874P10 622 21000 SH SHARED 01 21000 D SCIENTIFIC GAMES CORP CL A 80874P10 5874 198339 SH SHARED 02 192914 5425 D SCIENTIFIC GAMES CORP CL A 80874P10 97 3300 SH SHARED 10 3300 D SCIENTIFIC LEARNING CORP COM 80876010 1 359 SH SHARED 359 D SCOTTS MIRACLE GRO CO CL A 81018610 1828 104091 SH SHARED 104091 D SCOTTS MIRACLE GRO CO CL A 81018610 253 14400 SH SHARED 01 14400 D SCOTTS MIRACLE GRO CO CL A 81018610 241 13747 SH SHARED 02 13747 D SCOTTS MIRACLE GRO CO CL A 81018610 734 41795 SH SHARED 10 41795 D SCOTTS MIRACLE GRO CO CL A 81018610 10 570 SH SHARED 20 570 D SCOTTS MIRACLE GRO CO CL A 81018610 19 1121 SH SHARED 21 1121 D SCRIPPS E W CO OHIO EX DISTRIB 81105411 31 10300 SH SHARED 10300 D SCRIPPS E W CO OHIO CL A 81105420 3729 89782 SH SHARED 89782 D SCRIPPS E W CO OHIO CL A 81105420 392 9450 SH SHARED 01 9450 D SCRIPPS E W CO OHIO CL A 81105420 378 9118 SH SHARED 02 9118 D SCRIPPS E W CO OHIO CL A 81105420 469 11300 SH SHARED 06 9100 2200 D SCRIPPS E W CO OHIO CL A 81105420 1969 47413 SH SHARED 10 47413 D SCRIPPS E W CO OHIO CL A 81105420 37 900 SH SHARED 14 900 D SCRIPPS E W CO OHIO CL A 81105420 166 4000 SH SHARED 23 4000 D SCRIPPS NETWORKS INTERACT IN CL A COM 81106510 76 2000 SH SHARED 2000 D SEABOARD CORP COM 81154310 7 5 SH SHARED 01 5 D SEABOARD CORP COM 81154310 155 100 SH SHARED 06 100 D SEABOARD CORP COM 81154310 387 250 SH SHARED 10 250 D SEABRIGHT INSURANCE HLDGS IN COM 81165610 36 2501 SH SHARED 2501 D SEABRIGHT INSURANCE HLDGS IN COM 81165610 60 4200 SH SHARED 01 4200 D SEABRIGHT INSURANCE HLDGS IN COM 81165610 1 122 SH SHARED 02 122 D SEABRIGHT INSURANCE HLDGS IN COM 81165610 1656 114400 SH SHARED 10 114400 D SEACHANGE INTL INC COM 81169910 15 2203 SH SHARED 02 2203 D SEACOAST BKG CORP FLA COM 81170730 0 14 SH SHARED 14 D SEACOAST BKG CORP FLA COM 81170730 1 145 SH SHARED 02 145 D SEACOAST BKG CORP FLA COM 81170730 45 5800 SH SHARED 10 5800 D SEACOR HOLDINGS INC DBCV 2.875%12/1 811904AJ 1291 1000000 PRN SHARED 1000000 D SEACOR HOLDINGS INC COM 81190410 2059 23008 SH SHARED 23008 D SEACOR HOLDINGS INC COM 81190410 38 432 SH SHARED 01 432 D SEACOR HOLDINGS INC COM 81190410 207 2322 SH SHARED 02 2322 D SEACOR HOLDINGS INC COM 81190410 196 2200 SH SHARED 10 2200 D SEABRIDGE GOLD INC COM 81191610 1392 63275 SH SHARED 02 63275 D SEALED AIR CORP NEW COM 81211K10 1076 56646 SH SHARED 56646 D SEALED AIR CORP NEW COM 81211K10 365 19253 SH SHARED 01 19253 D SEALED AIR CORP NEW COM 81211K10 552 29069 SH SHARED 02 28669 400 D SEALED AIR CORP NEW COM 81211K10 350 18420 SH SHARED 06 14900 3520 D SEALED AIR CORP NEW COM 81211K10 4975 261743 SH SHARED 10 261743 D SEALED AIR CORP NEW COM 81211K10 0 50 SH SHARED 20 50 D SEALY CORP COM 81213930 16 2810 SH SHARED 2810 D SEALY CORP COM 81213930 89 15600 SH SHARED 10 15600 D SEARS HLDGS CORP COM 81235010 25383 344598 SH SHARED 344598 D SEARS HLDGS CORP COM 81235010 797 10829 SH SHARED 01 10829 D SEARS HLDGS CORP COM 81235010 51818 703481 SH SHARED 02 703165 316 D SEARS HLDGS CORP COM 81235010 812 11037 SH SHARED 06 8700 2337 D SEARS HLDGS CORP COM 81235010 9666 131230 SH SHARED 10 115930 15300 D SEARS HLDGS CORP COM 81235010 191 2600 SH SHARED 14 2600 D SEATTLE GENETICS INC COM 81257810 10 1300 SH SHARED 1300 D SEATTLE GENETICS INC COM 81257810 3 420 SH SHARED 02 420 D SELECT SECTOR SPDR TR SBI MATERIALS 81369Y10 56898 1363500 SH SHARED 1363500 D SELECT SECTOR SPDR TR SBI MATERIALS 81369Y10 636 15243 SH SHARED 02 369 14874 D SELECT SECTOR SPDR TR SBI MATERIALS 81369Y10 82 1985 SH SHARED 23 1985 D SELECT SECTOR SPDR TR SBI HEALTHCARE 81369Y20 1529 50000 SH SHARED 50000 D SELECT SECTOR SPDR TR SBI HEALTHCARE 81369Y20 183 6000 SH SHARED 01 6000 D SELECT SECTOR SPDR TR SBI HEALTHCARE 81369Y20 1942 63517 SH SHARED 02 61400 2117 D SELECT SECTOR SPDR TR SBI HEALTHCARE 81369Y20 18 590 SH SHR/OTHR 23 590 D SELECT SECTOR SPDR TR SBI CONS STPLS 81369Y30 12979 485208 SH SHARED 485208 D SELECT SECTOR SPDR TR SBI CONS STPLS 81369Y30 2108 78837 SH SHARED 02 71000 7837 D SELECT SECTOR SPDR TR SBI CONS STPLS 81369Y30 26 1000 SH SHARED 21 1000 D SELECT SECTOR SPDR TR SBI CONS STPLS 81369Y30 18 690 SH SHR/OTHR 23 690 D SELECT SECTOR SPDR TR SBI CONS DISCR 81369Y40 41446 1455300 SH SHARED 1455300 D SELECT SECTOR SPDR TR SBI CONS DISCR 81369Y40 7188 252394 SH SHARED 02 252394 D SELECT SECTOR SPDR TR SBI INT-ENERGY 81369Y50 759361 8582300 SH SHARED 8582300 D SELECT SECTOR SPDR TR SBI INT-ENERGY 81369Y50 92 1047 SH SHARED 01 1047 D SELECT SECTOR SPDR TR SBI INT-ENERGY 81369Y50 7726 87324 SH SHARED 02 76701 10623 D SELECT SECTOR SPDR TR SBI INT-ENERGY 81369Y50 6812 77000 SH SHARED 10 77000 D SELECT SECTOR SPDR TR SBI INT-ENERGY 81369Y50 33 375 SH SHARED 23 375 D SELECT SECTOR SPDR TR SBI INT-ENERGY 81369Y50 44 500 SH SHR/OTHR 23 500 D SELECT SECTOR SPDR TR SBI INT-FINL 81369Y60 309077 15255539 SH SHARED 15255539 D SELECT SECTOR SPDR TR SBI INT-FINL 81369Y60 398 19660 SH SHARED 01 19660 D SELECT SECTOR SPDR TR SBI INT-FINL 81369Y60 9534 470609 SH SHARED 02 343693 126916 D SELECT SECTOR SPDR TR SBI INT-FINL 81369Y60 6110 301610 SH SHARED 10 301610 D SELECT SECTOR SPDR TR SBI INT-FINL 81369Y60 15250 752726 SH SHARED 19 752726 D SELECT SECTOR SPDR TR SBI INT-FINL 81369Y60 12 620 SH SHR/OTHR 23 620 D SELECT SECTOR SPDR TR SBI INT-INDS 81369Y70 1580 46486 SH SHARED 02 43028 3458 D SELECT SECTOR SPDR TR SBI INT-INDS 81369Y70 13 385 SH SHR/OTHR 23 385 D SELECT SECTOR SPDR TR SBI INT-TECH 81369Y80 164 7200 SH SHARED 7200 D SELECT SECTOR SPDR TR SBI INT-TECH 81369Y80 103 4530 SH SHARED 01 4530 D SELECT SECTOR SPDR TR SBI INT-TECH 81369Y80 1985 86672 SH SHARED 02 80000 6672 D SELECT SECTOR SPDR TR SBI INT-TECH 81369Y80 30 1320 SH SHARED 19 1320 D SELECT SECTOR SPDR TR SBI INT-TECH 81369Y80 16 705 SH SHR/OTHR 23 705 D SELECT SECTOR SPDR TR SBI INT-UTILS 81369Y88 20415 501605 SH SHARED 501605 D SELECT SECTOR SPDR TR SBI INT-UTILS 81369Y88 3470 85270 SH SHARED 02 49141 36129 D SELECT SECTOR SPDR TR SBI INT-UTILS 81369Y88 5494 135000 SH SHARED 10 135000 D SELECT SECTOR SPDR TR SBI INT-UTILS 81369Y88 34 840 SH SHARED 23 840 D SECURE COMPUTING CORP COM 81370510 931 224949 SH SHARED 224949 D SECURE COMPUTING CORP COM 81370510 9 2300 SH SHARED 01 2300 D SECURE COMPUTING CORP COM 81370510 29 7018 SH SHARED 02 7018 D SECURE COMPUTING CORP COM 81370510 298 72200 SH SHARED 05 72200 D SECURE COMPUTING CORP COM 81370510 785 189700 SH SHARED 10 189700 D SECURE AMER ACQUISITION CORP COM 81372L10 648 87865 SH SHARED 87865 D SECURE AMER ACQUISITION CORP *W EXP 10/23/201 81372L11 18 66039 SH SHARED 66039 D SECURITY BANK CORP COM 81404710 476 81329 SH SHARED 81329 D SECURITY BANK CORP COM 81404710 21 3600 SH SHARED 10 3600 D SECURITY NATL FINL CORP CL A NEW 81478530 0 127 SH SHARED 127 D SECURITY W ADVANCED TECHNOLO COM 81517510 0 99 SH SHARED 99 D SELECT COMFORT CORP COM 81616X10 1158 706588 SH SHARED 706588 D SELECT COMFORT CORP COM 81616X10 0 150 SH SHARED 02 150 D SELECTICA INC COM 81628810 2 1591 SH SHARED 1591 D SELECTIVE INS GROUP INC COM 81630010 318 17000 SH SHARED 17000 D SELECTIVE INS GROUP INC COM 81630010 10 535 SH SHARED 01 535 D SELECTIVE INS GROUP INC COM 81630010 33 1769 SH SHARED 02 1404 365 D SELECTIVE INS GROUP INC COM 81630010 9952 530506 SH SHARED 10 530506 D SELIGMAN LASALLE INTL REAL E COM 81634A10 32 2500 SH SHARED 2500 D SELIGMAN LASALLE INTL REAL E COM 81634A10 231 17810 SH SHARED 02 17810 D SELIGMAN SELECT MUN FD INC COM 81634410 1463 154653 SH SHARED 154653 D SEMGROUP ENERGY PARTNERS L P COM UNIT LP 81662W10 18168 716995 SH SHARED 716995 D SEMGROUP ENERGY PARTNERS L P COM UNIT LP 81662W10 12 500 SH SHARED 02 500 D SEMICONDUCTOR MFG INTL CORP SPONSORED ADR 81663N20 97 33648 SH SHARED 30548 3100 D SEMICONDUCTOR MFG INTL CORP SPONSORED ADR 81663N20 3 1128 SH SHARED 02 128 1000 D SEMICONDUCTOR HLDRS TR DEP RCPT 81663620 4507 152010 SH SHARED 152010 D SEMICONDUCTOR HLDRS TR DEP RCPT 81663620 14 500 SH SHARED 01 500 D SEMICONDUCTOR HLDRS TR DEP RCPT 81663620 13944 470290 SH SHARED 02 469690 600 D SEMTECH CORP COM 81685010 947 67360 SH SHARED 67360 D SEMTECH CORP COM 81685010 396 28175 SH SHARED 01 6575 21600 D SEMTECH CORP COM 81685010 491 34921 SH SHARED 02 34921 D SEMTECH CORP COM 81685010 1539 109412 SH SHARED 10 109412 D SEMPRA ENERGY COM 81685110 11803 209095 SH SHARED 209095 D SEMPRA ENERGY COM 81685110 15340 271751 SH SHARED 01 271751 D SEMPRA ENERGY COM 81685110 2160 38270 SH SHARED 02 37890 380 D SEMPRA ENERGY COM 81685110 7 136 SH SHARED 04 136 D SEMPRA ENERGY COM 81685110 112 2000 SH SHARED 04 2000 D SEMPRA ENERGY COM 81685110 9 170 SH SHARED 05 170 D SEMPRA ENERGY COM 81685110 3398 60200 SH SHARED 06 27400 32800 D SEMPRA ENERGY COM 81685110 48249 854732 SH SHARED 10 853832 900 D SEMPRA ENERGY COM 81685110 16 300 SH SHARED 14 300 D SEMPRA ENERGY COM 81685110 5 100 SH SHR/OTHR 20 100 D SEMPRA ENERGY COM 81685110 178 3157 SH SHR/OTHR 23 3157 D SEMITOOL INC COM 81690910 32 4287 SH SHARED 4287 D SEMITOOL INC COM 81690910 0 125 SH SHARED 02 125 D SENECA FOODS CORP NEW CL A 81707050 2 141 SH SHARED 141 D SENESCO TECHNOLOGIES INC COM NEW 81720840 0 416 SH SHARED 416 D SENIOR HSG PPTYS TR SH BEN INT 81721M10 7411 379499 SH SHARED 379499 D SENIOR HSG PPTYS TR SH BEN INT 81721M10 70 3600 SH SHARED 01 3600 D SENIOR HSG PPTYS TR SH BEN INT 81721M10 9 464 SH SHARED 02 464 D SENIOR HSG PPTYS TR SH BEN INT 81721M10 9104 466195 SH SHARED 10 466195 D SENIOR HSG PPTYS TR SH BEN INT 81721M10 192251 9843880 SH SHARED 11 4321810 5522070 D SENOMYX INC COM 81724Q10 57 11713 SH SHARED 11713 D SENOMYX INC COM 81724Q10 1865 378421 SH SHARED 02 378421 D SENOMYX INC COM 81724Q10 3042 617200 SH SHARED 04 617200 D SENOMYX INC COM 81724Q10 1251 253800 SH SHARED 10 253800 D SENORX INC COM 81724W10 2 328 SH SHARED 328 D SENSIENT TECHNOLOGIES CORP COM 81725T10 735 26135 SH SHARED 26135 D SENSIENT TECHNOLOGIES CORP COM 81725T10 406 14438 SH SHARED 01 14438 D SENSIENT TECHNOLOGIES CORP COM 81725T10 168 5986 SH SHARED 02 5986 D SENSIENT TECHNOLOGIES CORP COM 81725T10 549 19500 SH SHARED 10 19500 D SEPRACOR INC NOTE 12/1 817315AT 485 500000 PRN SHARED 500000 D SEPRACOR INC NOTE 12/1 817315AT 970 1000000 PRN SHARED 02 1000000 D SEPRACOR INC NOTE 12/1 817315AU 3933 4356000 PRN SHARED 4356000 D SEPRACOR INC NOTE 12/1 817315AU 4751 5262000 PRN SHARED 02 5262000 D SEPRACOR INC NOTE 10/1 817315AW 1830 2000000 PRN SHARED 2000000 D SEPRACOR INC NOTE 10/1 817315AW 17415 19033008 PRN SHARED 02 19033008 D SEPRACOR INC COM 81731510 1236 62053 SH SHARED 62053 D SEPRACOR INC COM 81731510 782 39290 SH SHARED 01 3325 35965 D SEPRACOR INC COM 81731510 0 50 SH SHR/OTHR 01 50 D SEPRACOR INC COM 81731510 784 39403 SH SHARED 02 25803 13600 D SEPRACOR INC COM 81731510 31632 1588000 SH SHARED 10 1569700 18300 D SEPRACOR INC COM 81731510 55 2805 SH SHARED 14 2805 D SEPRACOR INC COM 81731510 1 100 SH SHARED 22 100 D SEPRACOR INC COM 81731510 2 150 SH SHR/OTHR 23 150 D SEQUENOM INC COM NEW 81733740 15 1000 SH SHARED 1000 D SEQUENOM INC COM NEW 81733740 27 1737 SH SHARED 1737 D SEQUENOM INC COM NEW 81733740 59 3739 SH SHARED 02 3739 D SERVICE CORP INTL COM 81756510 19 2000 SH SHARED 2000 D SERVICE CORP INTL COM 81756510 1177 119392 SH SHARED 119392 D SERVICE CORP INTL COM 81756510 752 76300 SH SHARED 01 76300 D SERVICE CORP INTL COM 81756510 447 45426 SH SHARED 02 45426 D SERVICE CORP INTL COM 81756510 166 16837 SH SHARED 10 16837 D SERVICE CORP INTL COM 81756510 44 4500 SH SHARED 22 4500 D SERVIDYNE INC COM 81765M10 0 53 SH SHARED 53 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 963 35500 SH SHARED 35500 D SHANDA INTERACTIVE ENTMT LTD SPONSORED ADR 81941Q20 4512 166220 SH SHARED 166220 D SHANDA INTERACTIVE ENTMT LTD SPONSORED ADR 81941Q20 0 26 SH SHARED 02 26 D SHANDA INTERACTIVE ENTMT LTD SPONSORED ADR 81941Q20 16 600 SH SHARED 06 600 D SHAW COMMUNICATIONS INC CL B CONV 82028K20 17005 835253 SH SHARED 835253 D SHAW COMMUNICATIONS INC CL B CONV 82028K20 40 2000 SH SHARED 01 2000 D SHAW COMMUNICATIONS INC CL B CONV 82028K20 59 2900 SH SHARED 04 2900 D SHAW COMMUNICATIONS INC CL B CONV 82028K20 120 5936 SH SHARED 06 3936 2000 D SHAW COMMUNICATIONS INC CL B CONV 82028K20 590 29000 SH SHARED 10 29000 D SHAW COMMUNICATIONS INC CL B CONV 82028K20 243 11966 SH SHARED 14 11966 D SHAW COMMUNICATIONS INC CL B CONV 82028K20 244 12000 SH SHARED 23 12000 D SHAW GROUP INC COM 82028010 29 472 SH SHARED 472 D SHAW GROUP INC COM 82028010 15640 253119 SH SHARED 250919 2200 D SHAW GROUP INC COM 82028010 2312 37425 SH SHARED 01 11725 25700 D SHAW GROUP INC COM 82028010 1225 19834 SH SHARED 02 6639 13195 D SHAW GROUP INC COM 82028010 9779 158267 SH SHARED 04 158267 D SHAW GROUP INC COM 82028010 11056 178936 SH SHARED 05 178936 D SHAW GROUP INC COM 82028010 1428 23126 SH SHARED 06 23126 D SHAW GROUP INC COM 82028010 20538 332400 SH SHARED 10 316200 16200 D SHAW GROUP INC COM 82028010 11 190 SH SHARED 21 190 D SHENANDOAH TELECOMMUNICATION COM 82312B10 8 665 SH SHARED 665 D SHENANDOAH TELECOMMUNICATION COM 82312B10 0 25 SH SHARED 01 25 D SHENANDOAH TELECOMMUNICATION COM 82312B10 1 114 SH SHARED 02 114 D SHENANDOAH TELECOMMUNICATION COM 82312B10 58 4500 SH SHARED 10 4500 D SHENGDA TECH INC COM 82321310 1389 139943 SH SHARED 139943 D SHENGDA TECH INC COM 82321310 5 561 SH SHARED 02 561 D SHENGDA TECH INC COM 82321310 54 5500 SH SHARED 10 5500 D SHERWIN WILLIAMS CO COM 82434810 16186 352408 SH SHARED 338708 13700 D SHERWIN WILLIAMS CO COM 82434810 901 19624 SH SHARED 01 18124 1500 D SHERWIN WILLIAMS CO COM 82434810 487 10618 SH SHARED 02 9618 1000 D SHERWIN WILLIAMS CO COM 82434810 5 120 SH SHARED 05 120 D SHERWIN WILLIAMS CO COM 82434810 898 19570 SH SHARED 06 16500 3070 D SHERWIN WILLIAMS CO COM 82434810 8432 183605 SH SHARED 10 176205 7400 D SHERWIN WILLIAMS CO COM 82434810 129 2810 SH SHARED 20 1810 1000 D SHERWIN WILLIAMS CO COM 82434810 20 450 SH SHR/OTHR 23 450 D SHILOH INDS INC COM 82454310 9 1044 SH SHARED 1044 D SHILOH INDS INC COM 82454310 3 400 SH SHARED 02 400 D SHINHAN FINANCIAL GROUP CO L SPN ADR RESTRD 82459610 133 1487 SH SHARED 1487 D SHIRE LIMITED SPONSORED ADR 82481R10 39911 812374 SH SHARED 812374 D SHIRE LIMITED SPONSORED ADR 82481R10 1677 34140 SH SHARED 02 11535 22605 D SHIRE LIMITED SPONSORED ADR 82481R10 3080 62700 SH SHARED 10 62700 D SHIRE LIMITED SPONSORED ADR 82481R10 68 1400 SH SHARED 23 1400 D SHOE CARNIVAL INC COM 82488910 35 3035 SH SHARED 3035 D SHOE CARNIVAL INC COM 82488910 152 12955 SH SHARED 10 12955 D SHOE PAVILION INC COM 82489410 0 155 SH SHARED 155 D SHORETEL INC COM 82521110 9 2254 SH SHARED 2254 D SHORETEL INC COM 82521110 275 62256 SH SHARED 02 2856 59400 D SHUFFLE MASTER INC COM 82554910 57 11612 SH SHARED 11612 D SHUFFLE MASTER INC COM 82554910 102 20752 SH SHARED 02 20752 D SHUFFLE MASTER INC COM 82554910 2 495 SH SHARED 21 495 D SHUTTERFLY INC COM 82568P30 5 417 SH SHARED 02 417 D SHUTTERFLY INC COM 82568P30 2 214 SH SHARED 10 214 D SIEBERT FINL CORP COM 82617610 0 64 SH SHARED 64 D SIEBERT FINL CORP COM 82617610 0 100 SH SHARED 02 100 D SIEMENS A G SPONSORED ADR 82619750 4459 40494 SH SHARED 40494 D SIEMENS A G SPONSORED ADR 82619750 16 150 SH SHARED 01 150 D SIEMENS A G SPONSORED ADR 82619750 16 150 SH SHR/OTHR 01 150 D SIEMENS A G SPONSORED ADR 82619750 5 51 SH SHARED 02 21 30 D SIEMENS A G SPONSORED ADR 82619750 165 1500 SH SHARED 23 1500 D SIEMENS A G SPONSORED ADR 82619750 22 200 SH SHR/OTHR 23 200 D SIERRA BANCORP COM 82620P10 3 193 SH SHARED 193 D SIERRA PAC RES NEW COM 82642810 65392 5144965 SH SHARED 5144965 D SIERRA PAC RES NEW COM 82642810 7637 600872 SH SHARED 01 528472 72400 D SIERRA PAC RES NEW COM 82642810 64 5081 SH SHARED 02 4141 940 D SIERRA PAC RES NEW COM 82642810 6289 494884 SH SHARED 10 494884 D SIERRA PAC RES NEW COM 82642810 21 1716 SH SHARED 21 1716 D SIERRA WIRELESS INC COM 82651610 291 19986 SH SHARED 19986 D SIFCO INDS INC COM 82654610 0 71 SH SHARED 71 D SIFY TECHNOLOGIES LIMITED SPONSORED ADR 82655M10 9 2549 SH SHARED 2549 D SIGMA ALDRICH CORP COM 82655210 5146 95558 SH SHARED 95558 D SIGMA ALDRICH CORP COM 82655210 1460 27115 SH SHARED 01 24615 2500 D SIGMA ALDRICH CORP COM 82655210 40 750 SH SHR/OTHR 01 750 D SIGMA ALDRICH CORP COM 82655210 3476 64539 SH SHARED 02 61394 3145 D SIGMA ALDRICH CORP COM 82655210 32 600 SH SHARED 04 600 D SIGMA ALDRICH CORP COM 82655210 930 17280 SH SHARED 06 13300 3980 D SIGMA ALDRICH CORP COM 82655210 3316 61582 SH SHARED 10 61582 D SIGMA ALDRICH CORP COM 82655210 612 11368 SH SHARED 20 3980 7388 D SIGMA ALDRICH CORP COM 82655210 538 10000 SH SHR/OTHR 20 10000 D SIGMA ALDRICH CORP COM 82655210 7 137 SH SHARED 21 137 D SIGMA ALDRICH CORP COM 82655210 161 3000 SH SHR/OTHR 23 3000 D SIGMA DESIGNS INC COM 82656510 106 7653 SH SHARED 7653 D SIGMA DESIGNS INC COM 82656510 15 1100 SH SHARED 01 1100 D SIGMA DESIGNS INC COM 82656510 73 5276 SH SHARED 02 200 5076 D SIGMATRON INTL INC COM 82661L10 0 88 SH SHARED 88 D SIGNATURE BK NEW YORK N Y COM 82669G10 449 17458 SH SHARED 17458 D SIGNATURE BK NEW YORK N Y COM 82669G10 70 2725 SH SHARED 01 2725 D SIGNATURE BK NEW YORK N Y COM 82669G10 10 424 SH SHARED 02 424 D SIGNATURE BK NEW YORK N Y COM 82669G10 167 6500 SH SHARED 10 6500 D SIGNATURE BK NEW YORK N Y COM 82669G10 35 1375 SH SHARED 21 1280 95 D SIGNALIFE INC COM 82669P10 0 827 SH SHARED 827 D SIGA TECHNOLOGIES INC COM 82691710 2 682 SH SHARED 682 D SIGA TECHNOLOGIES INC COM 82691710 31 10000 SH SHARED 02 10000 D SILICON LABORATORIES INC COM 82691910 4760 131901 SH SHARED 131901 D SILICON LABORATORIES INC COM 82691910 1017 28200 SH SHARED 01 12000 16200 D SILICON LABORATORIES INC COM 82691910 237 6568 SH SHARED 02 6068 500 D SILICON LABORATORIES INC COM 82691910 97 2700 SH SHARED 10 2700 D SILGAN HOLDINGS INC COM 82704810 223 4400 SH SHARED 4400 D SILGAN HOLDINGS INC COM 82704810 41 819 SH SHARED 02 739 80 D SILGAN HOLDINGS INC COM 82704810 360 7100 SH SHARED 10 7100 D SILGAN HOLDINGS INC COM 82704810 53 1053 SH SHARED 21 1053 D SILICON IMAGE INC COM 82705T10 147 20409 SH SHARED 20409 D SILICON IMAGE INC COM 82705T10 86 11910 SH SHARED 02 11910 D SILICON GRAPHICS INC COM NEW 82705630 9 1686 SH SHARED 1686 D SILICON STORAGE TECHNOLOGY I COM 82705710 5 1966 SH SHARED 1966 D SILICON STORAGE TECHNOLOGY I COM 82705710 54 19802 SH SHARED 02 19802 D SILICON MOTION TECHNOLOGY CO SPONSORED ADR 82706C10 133 9237 SH SHARED 9237 D SILICON MOTION TECHNOLOGY CO SPONSORED ADR 82706C10 588 40700 SH SHARED 02 38700 2000 D SILICONWARE PRECISION INDS L SPONSD ADR SPL 82708486 5262 719971 SH SHARED 719971 D SILICONWARE PRECISION INDS L SPONSD ADR SPL 82708486 3 416 SH SHARED 02 345 71 D SILICONWARE PRECISION INDS L SPONSD ADR SPL 82708486 470 64400 SH SHARED 10 64400 D SILVER STD RES INC COM 82823L10 49 1723 SH SHARED 1723 D SILVER STD RES INC COM 82823L10 372 13015 SH SHARED 02 5965 7050 D SILVER STD RES INC COM 82823L10 44 1550 SH SHARED 21 1550 D SILVER STATE BANCORP COM 82825110 0 262 SH SHARED 262 D SILVER WHEATON CORP COM 82833610 366 25000 SH SHARED 25000 D SILVER WHEATON CORP COM 82833610 5877 401204 SH SHARED 401204 D SILVER WHEATON CORP COM 82833610 5556 379288 SH SHARED 02 379288 D SILVER WHEATON CORP COM 82833610 11667 796400 SH SHARED 04 796400 D SILVER WHEATON CORP COM 82833610 6592 450000 SH SHARED 05 450000 D SILVER WHEATON CORP COM 82833610 631 43125 SH SHARED 06 43125 D SILVER WHEATON CORP COM 82833610 36975 2523900 SH SHARED 10 2523900 D SILVER WHEATON CORP COM 82833610 7 500 SH SHARED 19 500 D SILVERLEAF RESORTS INC COM 82839510 1 522 SH SHARED 522 D SILVERLEAF RESORTS INC COM 82839510 6 3000 SH SHARED 02 3000 D SIMCERE PHARMACEUTICAL GROUP SPON ADR 82859P10 79 6322 SH SHARED 6322 D SIMCERE PHARMACEUTICAL GROUP SPON ADR 82859P10 0 23 SH SHARED 02 23 D SIMCLAR INC COM 82859910 0 44 SH SHARED 44 D SIMMONS 1ST NATL CORP CL A $1 PAR 82873020 85 3064 SH SHARED 3064 D SIMMONS 1ST NATL CORP CL A $1 PAR 82873020 1 44 SH SHARED 02 44 D SIMMONS 1ST NATL CORP CL A $1 PAR 82873020 226 8100 SH SHARED 10 8100 D SIMON PPTY GROUP INC NEW COM 82880610 54740 608969 SH SHARED 602969 6000 D SIMON PPTY GROUP INC NEW COM 82880610 2581 28713 SH SHARED 01 26643 2070 D SIMON PPTY GROUP INC NEW COM 82880610 231 2575 SH SHARED 02 1529 1046 D SIMON PPTY GROUP INC NEW COM 82880610 53 600 SH SHARED 04 600 D SIMON PPTY GROUP INC NEW COM 82880610 8 100 SH SHARED 05 100 D SIMON PPTY GROUP INC NEW COM 82880610 422 4700 SH SHARED 06 100 4600 D SIMON PPTY GROUP INC NEW COM 82880610 51576 573775 SH SHARED 10 562075 11700 D SIMON PPTY GROUP INC NEW COM 82880610 671376 7468869 SH SHARED 11 4047593 3421276 D SIMON PPTY GROUP INC NEW COM 82880610 404 4500 SH SHARED 14 4500 D SIMON PPTY GROUP INC NEW COM 82880610 935 10410 SH SHARED 20 1660 8750 D SIMON PPTY GROUP INC NEW COM 82880610 8 100 SH SHR/OTHR 20 100 D SIMON PPTY GROUP INC NEW COM 82880610 13 150 SH SHARED 22 150 D SIMON PPTY GROUP INC NEW COM 82880610 91 1023 SH SHARED 23 673 350 D SIMON PPTY GROUP INC NEW COM 82880610 193 2150 SH SHR/OTHR 23 2150 D SIMON PPTY GROUP INC NEW PFD CONV I 6% 82880680 72201 994791 SH SHARED 994791 D SIMON PPTY GROUP INC NEW PFD CONV I 6% 82880680 131 1810 SH SHARED 01 60 1750 D SIMON PPTY GROUP INC NEW PFD CONV I 6% 82880680 8752 120588 SH SHARED 02 120588 D SIMON PPTY GROUP INC NEW PFD CONV I 6% 82880680 76 1050 SH SHARED 23 1050 D SIMON PPTY GROUP INC NEW PFD CONV I 6% 82880680 36 498 SH SHR/OTHR 23 498 D SIMPSON MANUFACTURING CO INC COM 82907310 1232 51932 SH SHARED 51932 D SIMPSON MANUFACTURING CO INC COM 82907310 72 3045 SH SHARED 02 3045 D SIMPSON MANUFACTURING CO INC COM 82907310 199 8400 SH SHARED 10 8400 D SIMS GROUP LTD SPONS ADR 82916010 259 6500 SH SHARED 6500 D SIMS GROUP LTD SPONS ADR 82916010 10412 260965 SH SHARED 10 260965 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 3512 2000000 PRN SHARED 2000000 D SINA CORP NOTE 7/1 82922RAB 10799 6150000 PRN SHARED 02 6150000 D SINCLAIR BROADCAST GROUP INC NOTE 3.000% 5/1 829226AW 825750 9000000 SH SHARED 9000000 D SINCLAIR BROADCAST GROUP INC CL A 82922610 4 546 SH SHARED 546 D SINCLAIR BROADCAST GROUP INC CL A 82922610 652 85901 SH SHARED 02 85901 D SINCLAIR BROADCAST GROUP INC CL A 82922610 447 58900 SH SHARED 10 58900 D SINGAPORE FD INC COM 82929L10 151 10902 SH SHARED 01 10902 D SINGAPORE FD INC COM 82929L10 143 10356 SH SHARED 23 10356 D SINGAPORE FD INC COM 82929L10 318 23013 SH SHR/OTHR 23 23013 D SINOPEC SHANGHAI PETROCHEMIC SPON ADR H 82935M10 189 5551 SH SHARED 5551 D SINOPEC SHANGHAI PETROCHEMIC SPON ADR H 82935M10 0 27 SH SHARED 02 27 D SIRONA DENTAL SYSTEMS INC COM 82966C10 757 29221 SH SHARED 29221 D SIRONA DENTAL SYSTEMS INC COM 82966C10 585 22600 SH SHARED 01 22600 D SIRONA DENTAL SYSTEMS INC COM 82966C10 904 34900 SH SHR/OTHR 01 34900 D SIRONA DENTAL SYSTEMS INC COM 82966C10 28 1081 SH SHARED 02 81 1000 D SIRIUS SATELLITE RADIO INC NOTE 2.500% 2/1 82966UAC 19 20000 PRN SHARED 02 20000 D SIRIUS SATELLITE RADIO INC NOTE 3.250%10/1 82966UAD 22 28000 PRN SHARED 02 28000 D SIRIUS SATELLITE RADIO INC COM 82966U10 1978 1030594 SH SHARED 1030594 D SIRIUS SATELLITE RADIO INC COM 82966U10 103 53970 SH SHARED 01 33970 20000 D SIRIUS SATELLITE RADIO INC COM 82966U10 84 44053 SH SHARED 02 10237 33816 D SIRIUS SATELLITE RADIO INC COM 82966U10 21 11400 SH SHARED 04 11400 D SIRIUS SATELLITE RADIO INC COM 82966U10 12 6730 SH SHARED 06 6730 D SIRIUS SATELLITE RADIO INC COM 82966U10 204 106700 SH SHARED 10 106700 D SIRIUS SATELLITE RADIO INC COM 82966U10 6 3500 SH SHR/OTHR 23 3500 D SIRF TECHNOLOGY HLDGS INC COM 82967H10 455 105507 SH SHARED 105507 D SIRF TECHNOLOGY HLDGS INC COM 82967H10 34 8100 SH SHARED 02 7100 1000 D SIRF TECHNOLOGY HLDGS INC COM 82967H10 22422 5190450 SH SHARED 04 5190450 D SIRF TECHNOLOGY HLDGS INC COM 82967H10 92 21300 SH SHARED 10 21300 D SIRF TECHNOLOGY HLDGS INC COM 82967H10 155 36000 SH SHARED 14 36000 D SIX FLAGS INC COM 83001P10 176 153506 SH SHARED 153506 D SIX FLAGS INC COM 83001P10 14 12802 SH SHARED 02 12602 200 D SIX FLAGS INC COM 83001P10 56 49500 SH SHARED 10 49500 D SIX FLAGS INC COM 83001P10 179 156000 SH SHARED 22 156000 D SIX FLAGS INC PIERS 83001P50 2846 293496 SH SHARED 293496 D SKECHERS U S A INC CL A 83056610 1265 64062 SH SHARED 64062 D SKECHERS U S A INC CL A 83056610 115 5841 SH SHARED 02 5841 D SKECHERS U S A INC CL A 83056610 209 10600 SH SHARED 10 10600 D SKILLED HEALTHCARE GROUP INC CL A 83066R10 0 46 SH SHARED 46 D SKILLED HEALTHCARE GROUP INC CL A 83066R10 0 2 SH SHARED 02 2 D SKILLED HEALTHCARE GROUP INC CL A 83066R10 24 1800 SH SHARED 10 1800 D SKYLINE CORP COM 83083010 11 499 SH SHARED 499 D SKYLINE CORP COM 83083010 95 4049 SH SHARED 01 4049 D SKYLINE CORP COM 83083010 0 30 SH SHARED 02 30 D SKYWEST INC COM 83087910 209 16584 SH SHARED 16584 D SKYWEST INC COM 83087910 79 6289 SH SHARED 02 6059 230 D SKYWEST INC COM 83087910 1687 133401 SH SHARED 10 133401 D SKYWEST INC COM 83087910 2 210 SH SHARED 21 210 D SKYWORKS SOLUTIONS INC NOTE 1.250% 3/0 83088MAF 1991 1665000 PRN SHARED 1665000 D SKYWORKS SOLUTIONS INC NOTE 1.500% 3/0 83088MAH 8228 6800000 PRN SHARED 6800000 D SKYWORKS SOLUTIONS INC COM 83088M10 816 82680 SH SHARED 82680 D SKYWORKS SOLUTIONS INC COM 83088M10 379 38474 SH SHARED 01 38474 D SKYWORKS SOLUTIONS INC COM 83088M10 55 5629 SH SHARED 02 5629 D SKYWORKS SOLUTIONS INC COM 83088M10 6461 654700 SH SHARED 10 654700 D SKILLSOFT PLC SPONSORED ADR 83092810 275 30527 SH SHARED 30527 D SKILLSOFT PLC SPONSORED ADR 83092810 135 15021 SH SHARED 02 710 14311 D SMART BALANCE INC COM 83169Y10 108 15089 SH SHARED 15089 D SMART BALANCE INC COM 83169Y10 0 2 SH SHARED 02 2 D SMARTPROS LTD COM 83171G10 2 766 SH SHARED 766 D SMITH & NEPHEW PLC SPDN ADR NEW 83175M20 12 230 SH SHARED 230 D SMITH & NEPHEW PLC SPDN ADR NEW 83175M20 730 13344 SH SHARED 13344 D SMITH & NEPHEW PLC SPDN ADR NEW 83175M20 24 450 SH SHARED 01 450 D SMITH & NEPHEW PLC SPDN ADR NEW 83175M20 4 87 SH SHARED 02 87 D SMITH & WESSON HLDG CORP COM 83175610 17 3415 SH SHARED 3415 D SMITH & WESSON HLDG CORP COM 83175610 1 358 SH SHARED 02 358 D SMITH & WESSON HLDG CORP COM 83175610 781 150000 SH SHARED 04 150000 D SMITH A O COM 83186520 606 18486 SH SHARED 18486 D SMITH A O COM 83186520 135 4135 SH SHARED 02 4135 D SMITH A O COM 83186520 236 7200 SH SHARED 10 7200 D SMART MOVE INC COM 83192010 0 79 SH SHARED 79 D SMITH INTL INC COM 83211010 7117 85606 SH SHARED 85606 D SMITH INTL INC COM 83211010 1720 20700 SH SHARED 01 20700 D SMITH INTL INC COM 83211010 7106 85473 SH SHARED 02 85473 D SMITH INTL INC COM 83211010 41 500 SH SHARED 04 500 D SMITH INTL INC COM 83211010 2219 26690 SH SHARED 06 20950 5740 D SMITH INTL INC COM 83211010 14157 170283 SH SHARED 10 170283 D SMITH MICRO SOFTWARE INC COM 83215410 24 4263 SH SHARED 4263 D SMITH MICRO SOFTWARE INC COM 83215410 19 3501 SH SHARED 02 501 3000 D SMITHFIELD FOODS INC COM 83224810 4997 251371 SH SHARED 251371 D SMITHFIELD FOODS INC COM 83224810 1277 64253 SH SHARED 01 32953 31300 D SMITHFIELD FOODS INC COM 83224810 4154 209003 SH SHARED 02 209003 D SMITHFIELD FOODS INC COM 83224810 273 13778 SH SHARED 10 13778 D SMUCKER J M CO COM NEW 83269640 1335 32863 SH SHARED 32863 D SMUCKER J M CO COM NEW 83269640 727 17912 SH SHARED 01 1004 16908 D SMUCKER J M CO COM NEW 83269640 1 36 SH SHR/OTHR 01 36 D SMUCKER J M CO COM NEW 83269640 466 11480 SH SHARED 02 11456 24 D SMUCKER J M CO COM NEW 83269640 29508 726084 SH SHARED 10 726084 D SMUCKER J M CO COM NEW 83269640 0 8 SH SHARED 20 8 D SMUCKER J M CO COM NEW 83269640 2 60 SH SHR/OTHR 20 60 D SMUCKER J M CO COM NEW 83269640 9 240 SH SHARED 23 240 D SMUCKER J M CO COM NEW 83269640 65 1611 SH SHR/OTHR 23 1611 D SMURFIT-STONE CONTAINER CORP COM 83272710 527 129605 SH SHARED 129605 D SMURFIT-STONE CONTAINER CORP COM 83272710 534 131365 SH SHARED 02 131365 D SMURFIT-STONE CONTAINER CORP COM 83272710 246 60450 SH SHARED 10 60450 D SMURFIT-STONE CONTAINER CORP COM 83272710 1196 294000 SH SHARED 14 294000 D SMURFIT-STONE CONTAINER CORP COM 83272710 73 18000 SH SHARED 21 18000 D SNAP ON INC COM 83303410 3644 70074 SH SHARED 70074 D SNAP ON INC COM 83303410 451 8673 SH SHARED 01 8673 D SNAP ON INC COM 83303410 649 12487 SH SHARED 02 12487 D SNAP ON INC COM 83303410 369 7100 SH SHARED 06 5900 1200 D SNAP ON INC COM 83303410 2097 40335 SH SHARED 10 38135 2200 D SOAPSTONE NETWORKS INC COM 83357010 26 6956 SH SHARED 6956 D SOCIEDAD QUIMICA MINERA DE C SPON ADR SER B 83363510 1162 24945 SH SHARED 24945 D SOCIEDAD QUIMICA MINERA DE C SPON ADR SER B 83363510 20235 434230 SH SHARED 01 434230 D SOCIEDAD QUIMICA MINERA DE C SPON ADR SER B 83363510 7442 159700 SH SHARED 04 159700 D SOCIEDAD QUIMICA MINERA DE C SPON ADR SER B 83363510 2330 50000 SH SHARED 06 50000 D SOCIEDAD QUIMICA MINERA DE C SPON ADR SER B 83363510 4291 92100 SH SHARED 10 92100 D SOCKET MOBILE INC COM 83368E10 0 788 SH SHARED 788 D SOFTBRANDS INC COM 83402A10 0 883 SH SHARED 883 D SOFTBRANDS INC COM 83402A10 0 172 SH SHARED 01 172 D SOFTWARE HOLDRS TR DEPOSITRY RCPT 83404B10 48 1200 SH SHARED 1200 D SOHU COM INC COM 83408W10 2355 33434 SH SHARED 33434 D SOHU COM INC COM 83408W10 651 9250 SH SHARED 01 9250 D SOHU COM INC COM 83408W10 138 1968 SH SHARED 02 1715 253 D SOHU COM INC COM 83408W10 486 6900 SH SHARED 10 6900 D SOLARFUN POWER HOLDINGS CO L SPONSORED ADR 83415U10 16018 915337 SH SHARED 915337 D SOLARFUN POWER HOLDINGS CO L SPONSORED ADR 83415U10 3 189 SH SHARED 02 121 68 D SOLARFUN POWER HOLDINGS CO L SPONSORED ADR 83415U10 137 7844 SH SHARED 04 7844 D SOLERA HOLDINGS INC COM 83421A10 177 6430 SH SHARED 6430 D SOLERA HOLDINGS INC COM 83421A10 13 500 SH SHARED 01 500 D SOLERA HOLDINGS INC COM 83421A10 60 2197 SH SHARED 02 2197 D SOLERA HOLDINGS INC COM 83421A10 334 12100 SH SHARED 10 12100 D SOLUTIA INC COM NEW 83437650 3081 240405 SH SHARED 240405 D SOLUTIA INC COM NEW 83437650 0 2 SH SHARED 02 2 D SOMANETICS CORP COM NEW 83444540 229 10840 SH SHARED 10840 D SOMANETICS CORP COM NEW 83444540 22 1058 SH SHARED 02 1058 D SOMANETICS CORP COM NEW 83444540 6701 316100 SH SHARED 10 316100 D SOMAXON PHARMACEUTICALS INC COM 83445310 0 180 SH SHARED 180 D SONESTA INTL HOTELS CORP CL A 83543840 2 84 SH SHARED 84 D SONIC AUTOMOTIVE INC NOTE 4.250%11/3 83545GAK 2847 3225000 PRN SHARED 3225000 D SONIC AUTOMOTIVE INC CL A 83545G10 32 2507 SH SHARED 2507 D SONIC AUTOMOTIVE INC CL A 83545G10 0 50 SH SHARED 01 50 D SONIC AUTOMOTIVE INC CL A 83545G10 10 807 SH SHARED 02 807 D SONIC AUTOMOTIVE INC CL A 83545G10 172 13377 SH SHARED 10 13377 D SONIC INNOVATIONS INC COM 83545M10 2 702 SH SHARED 702 D SONIC INNOVATIONS INC COM 83545M10 487 146000 SH SHARED 02 146000 D SONIC FDRY INC COM 83545R10 0 823 SH SHARED 823 D SONIC CORP COM 83545110 65 4399 SH SHARED 4399 D SONIC CORP COM 83545110 48 3274 SH SHARED 01 3274 D SONIC CORP COM 83545110 216 14602 SH SHARED 02 14602 D SONIC CORP COM 83545110 72 4900 SH SHARED 10 4900 D SONIC SOLUTIONS COM 83546010 15 2623 SH SHARED 2623 D SONIC SOLUTIONS COM 83546010 85 14379 SH SHARED 02 479 13900 D SONICWALL INC COM 83547010 282 43781 SH SHARED 43781 D SONICWALL INC COM 83547010 28 4441 SH SHARED 02 4141 300 D SONICWALL INC COM 83547010 23 3697 SH SHARED 10 3697 D SONOCO PRODS CO COM 83549510 717 23180 SH SHARED 23180 D SONOCO PRODS CO COM 83549510 1309 42299 SH SHARED 42299 D SONOCO PRODS CO COM 83549510 1259 40684 SH SHARED 01 1350 39334 D SONOCO PRODS CO COM 83549510 30 1000 SH SHR/OTHR 01 1000 D SONOCO PRODS CO COM 83549510 454 14676 SH SHARED 02 9876 4800 D SONOCO PRODS CO COM 83549510 65795 2125862 SH SHARED 04 2125862 D SONOCO PRODS CO COM 83549510 26035 841208 SH SHARED 06 841208 D SONOCO PRODS CO COM 83549510 4849 156686 SH SHARED 10 156686 D SONOCO PRODS CO COM 83549510 80 2590 SH SHARED 20 2590 D SONOCO PRODS CO COM 83549510 51 1675 SH SHR/OTHR 20 1675 D SONOCO PRODS CO COM 83549510 164 5320 SH SHR/OTHR 23 5320 D SONOSITE INC NOTE 3.750% 7/1 83568GAA 1005 1000000 PRN SHARED 1000000 D SONOSITE INC COM 83568G10 4 145 SH SHARED 145 D SONOSITE INC COM 83568G10 16 600 SH SHARED 01 600 D SONOSITE INC COM 83568G10 2 86 SH SHARED 02 86 D SONOSITE INC COM 83568G10 1334 47636 SH SHARED 10 47636 D SONUS PHARMACEUTICALS INC COM 83569210 0 857 SH SHARED 857 D SONY CORP ADR NEW 83569930 5413 123763 SH SHARED 122763 1000 D SONY CORP ADR NEW 83569930 121 2782 SH SHARED 02 2782 D SONY CORP ADR NEW 83569930 1202 27500 SH SHARED 14 27500 D SOTHEBYS COM 83589810 5 200 SH SHARED 200 D SOTHEBYS COM 83589810 1482 56225 SH SHARED 53795 2430 D SOTHEBYS COM 83589810 1355 51415 SH SHARED 01 30415 21000 D SOTHEBYS COM 83589810 36 1383 SH SHARED 02 1383 D SOTHEBYS COM 83589810 543 20600 SH SHARED 04 20600 D SOTHEBYS COM 83589810 321 12200 SH SHARED 06 12200 D SOTHEBYS COM 83589810 62148 2356803 SH SHARED 10 1499103 857700 D SOTHEBYS COM 83589810 245 9300 SH SHARED 15 9300 D SOTHEBYS COM 83589810 485 18400 SH SHARED 24 18400 D SONUS NETWORKS INC COM 83591610 264 77355 SH SHARED 77355 D SONUS NETWORKS INC COM 83591610 15 4403 SH SHARED 02 4403 D SONUS NETWORKS INC COM 83591610 6692 1956800 SH SHARED 10 1956800 D SOUNDBITE COMMUNICATIONS INC COM 83609110 0 136 SH SHARED 136 D SOURCE INTERLINK COS INC COM NEW 83615120 110 49964 SH SHARED 49964 D SOURCEFORGE INC COM 83616W10 4 3107 SH SHARED 3107 D SOUTH FINL GROUP INC COM 83784110 87 22318 SH SHARED 22318 D SOUTH FINL GROUP INC COM 83784110 29 7400 SH SHARED 01 7400 D SOUTH FINL GROUP INC COM 83784110 29 7618 SH SHARED 02 7398 220 D SOUTH FINL GROUP INC COM 83784110 86 22000 SH SHARED 10 22000 D SOUTH JERSEY INDS INC COM 83851810 931 24940 SH SHARED 24940 D SOUTH JERSEY INDS INC COM 83851810 14 400 SH SHARED 01 400 D SOUTH JERSEY INDS INC COM 83851810 379 10147 SH SHARED 02 9947 200 D SOUTH JERSEY INDS INC COM 83851810 659 17659 SH SHARED 10 17659 D SOUTH TEXAS OIL CO COM 84055V10 0 221 SH SHARED 221 D SOUTHCOAST FINANCIAL CORP COM 84129R10 1 143 SH SHARED 143 D SOUTHERN CO COM 84258710 49735 1424274 SH SHARED 1424274 D SOUTHERN CO COM 84258710 18535 530786 SH SHARED 01 526136 4650 D SOUTHERN CO COM 84258710 59 1700 SH SHR/OTHR 01 1700 D SOUTHERN CO COM 84258710 5378 154016 SH SHARED 02 136375 17641 D SOUTHERN CO COM 84258710 195 5600 SH SHARED 04 5600 D SOUTHERN CO COM 84258710 12 350 SH SHARED 05 350 D SOUTHERN CO COM 84258710 3547 101580 SH SHARED 06 78100 23480 D SOUTHERN CO COM 84258710 19022 544756 SH SHARED 10 529456 15300 D SOUTHERN CO COM 84258710 55 1600 SH SHARED 14 1600 D SOUTHERN CO COM 84258710 1551 44430 SH SHARED 20 8100 36330 D SOUTHERN CO COM 84258710 82 2374 SH SHR/OTHR 20 2374 D SOUTHERN CO COM 84258710 99 2860 SH SHARED 21 2860 D SOUTHERN CO COM 84258710 69 2000 SH SHR/OTHR 21 2000 D SOUTHERN CO COM 84258710 15 440 SH SHARED 23 440 D SOUTHERN CO COM 84258710 143 4100 SH SHR/OTHR 23 4100 D SOUTHERN CMNTY FINL CORP COM 84263210 2 460 SH SHARED 460 D SOUTHERN COPPER CORP COM 84265V10 124 1166 SH SHARED 1166 D SOUTHERN COPPER CORP COM 84265V10 13415 125810 SH SHARED 125810 D SOUTHERN COPPER CORP COM 84265V10 106 1000 SH SHARED 01 1000 D SOUTHERN COPPER CORP COM 84265V10 1461 13708 SH SHARED 02 12068 1640 D SOUTHERN COPPER CORP COM 84265V10 1610 15101 SH SHARED 04 15101 D SOUTHERN COPPER CORP COM 84265V10 618 5800 SH SHARED 05 5800 D SOUTHERN COPPER CORP COM 84265V10 671 6300 SH SHARED 06 6300 D SOUTHERN COPPER CORP COM 84265V10 32714 306800 SH SHARED 10 303900 2900 D SOUTHERN COPPER CORP COM 84265V10 2684 25179 SH SHARED 14 25179 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 277 10272 SH SHARED 10272 D SOUTHERN UN CO NEW COM 84403010 83 3100 SH SHARED 02 3100 D SOUTHERN UN CO NEW COM 84403010 23022 852045 SH SHARED 10 852045 D SOUTHERN UN CO NEW COM 84403010 31 1150 SH SHARED 23 1150 D SOUTHERN UN CO NEW COM 84403010 28 1050 SH SHR/OTHR 23 1050 D SOUTHSIDE BANCSHARES INC COM 84470P10 3 173 SH SHARED 173 D SOUTHSIDE BANCSHARES INC COM 84470P10 9 500 SH SHARED 01 500 D SOUTHSIDE BANCSHARES INC COM 84470P10 1 60 SH SHARED 02 60 D SOUTHSIDE BANCSHARES INC COM 84470P10 261 14200 SH SHARED 10 14200 D SOUTHWEST AIRLS CO COM 84474110 7437 570395 SH SHARED 570395 D SOUTHWEST AIRLS CO COM 84474110 1329 101942 SH SHARED 01 101942 D SOUTHWEST AIRLS CO COM 84474110 505 38758 SH SHARED 02 38663 95 D SOUTHWEST AIRLS CO COM 84474110 3 300 SH SHARED 05 300 D SOUTHWEST AIRLS CO COM 84474110 2062 158180 SH SHARED 06 142900 15280 D SOUTHWEST AIRLS CO COM 84474110 4338 332699 SH SHARED 10 332699 D SOUTHWEST AIRLS CO COM 84474110 3 250 SH SHARED 20 250 D SOUTHWEST AIRLS CO COM 84474110 31 2380 SH SHARED 21 2380 D SOUTHWEST AIRLS CO COM 84474110 498 38240 SH SHR/OTHR 23 38240 D SOUTHWEST BANCORP INC OKLA COM 84476710 14 1226 SH SHARED 1226 D SOUTHWEST BANCORP INC OKLA COM 84476710 45 3935 SH SHARED 01 235 3700 D SOUTHWEST BANCORP INC OKLA COM 84476710 0 80 SH SHARED 02 80 D SOUTHWEST BANCORP INC OKLA COM 84476710 43 3800 SH SHARED 10 3800 D SOUTHWEST GAS CORP COM 84489510 272 9156 SH SHARED 9156 D SOUTHWEST GAS CORP COM 84489510 21 725 SH SHARED 01 375 350 D SOUTHWEST GAS CORP COM 84489510 428 14397 SH SHARED 02 14397 D SOUTHWEST GAS CORP COM 84489510 1685 56700 SH SHARED 10 56700 D SOUTHWEST GA FINL CORP COM 84502A10 1 103 SH SHARED 103 D SOUTHWEST WTR CO COM 84533110 1 134 SH SHARED 02 134 D SOUTHWESTERN ENERGY CO COM 84546710 5633 118319 SH SHARED 118319 D SOUTHWESTERN ENERGY CO COM 84546710 2083 43760 SH SHARED 01 43360 400 D SOUTHWESTERN ENERGY CO COM 84546710 1777 37340 SH SHARED 02 36140 1200 D SOUTHWESTERN ENERGY CO COM 84546710 42 900 SH SHARED 04 900 D SOUTHWESTERN ENERGY CO COM 84546710 10 220 SH SHARED 05 220 D SOUTHWESTERN ENERGY CO COM 84546710 2056 43200 SH SHARED 06 33300 9900 D SOUTHWESTERN ENERGY CO COM 84546710 37786 793666 SH SHARED 10 793666 D SOUTHWESTERN ENERGY CO COM 84546710 8 170 SH SHARED 21 170 D SOVEREIGN BANCORP INC COM 84590510 3295 447717 SH SHARED 445217 2500 D SOVEREIGN BANCORP INC COM 84590510 290 39444 SH SHARED 01 39444 D SOVEREIGN BANCORP INC COM 84590510 458 62298 SH SHARED 02 59156 3142 D SOVEREIGN BANCORP INC COM 84590510 290 39500 SH SHARED 04 39500 D SOVEREIGN BANCORP INC COM 84590510 371 50500 SH SHARED 06 39970 10530 D SOVEREIGN BANCORP INC COM 84590510 31860 4328930 SH SHARED 10 4328930 D SOVEREIGN BANCORP INC COM 84590510 400 54359 SH SHARED 14 54359 D SOVRAN SELF STORAGE INC COM 84610H10 149 3596 SH SHARED 3596 D SOVRAN SELF STORAGE INC COM 84610H10 49 1200 SH SHARED 01 1200 D SOVRAN SELF STORAGE INC COM 84610H10 125 3008 SH SHARED 02 3008 D SOVRAN SELF STORAGE INC COM 84610H10 1982 47700 SH SHARED 10 47700 D SPACEHAB INC COM NEW 84624340 0 119 SH SHARED 119 D SPACEHAB INC COM NEW 84624340 4 7800 SH SHARED 23 7800 D SPAN AMER MED SYS INC COM 84639610 0 50 SH SHARED 50 D SPANISH BROADCASTING SYS INC CL A 84642588 29 26075 SH SHARED 26075 D SPANISH BROADCASTING SYS INC CL A 84642588 210 184908 SH SHARED 10 184908 D SPANSION INC COM CL A 84649R10 17060 7582535 SH SHARED 7582535 D SPANSION INC COM CL A 84649R10 5 2584 SH SHARED 02 2584 D SPANSION INC COM CL A 84649R10 151 67500 SH SHARED 10 67500 D SPARK NETWORKS INC COM 84651P10 1 447 SH SHARED 447 D SPARTAN MTRS INC COM 84681910 97 13113 SH SHARED 13113 D SPARTAN MTRS INC COM 84681910 8 1202 SH SHARED 02 2 1200 D SPARTAN MTRS INC COM 84681910 89 12000 SH SHARED 10 12000 D SPARTAN STORES INC NOTE 3.375% 5/1 846822AE 3792 4300000 PRN SHARED 4300000 D SPARTAN STORES INC COM 84682210 569 24754 SH SHARED 24754 D SPARTAN STORES INC COM 84682210 917 39900 SH SHARED 01 39900 D SPARTAN STORES INC COM 84682210 1416 61600 SH SHR/OTHR 01 61600 D SPARTAN STORES INC COM 84682210 0 1 SH SHARED 02 1 D SPARTAN STORES INC COM 84682210 184 8000 SH SHARED 10 8000 D SPARTECH CORP COM NEW 84722020 43 4566 SH SHARED 02 4566 D SPARTECH CORP COM NEW 84722020 88 9400 SH SHARED 10 9400 D SPARTON CORP COM 84723510 0 177 SH SHARED 177 D SPECIALTY UNDERWRITERS ALLIA COM 84751T30 4 827 SH SHARED 827 D SPECIALTY UNDERWRITERS ALLIA COM 84751T30 45 8450 SH SHARED 10 8450 D SPECTRA ENERGY PARTNERS LP COM 84756N10 6 287 SH SHARED 287 D SPECTRA ENERGY CORP COM 84756010 16854 586447 SH SHARED 586447 D SPECTRA ENERGY CORP COM 84756010 8357 290787 SH SHARED 01 259025 31762 D SPECTRA ENERGY CORP COM 84756010 288 10046 SH SHR/OTHR 01 10046 D SPECTRA ENERGY CORP COM 84756010 4864 169247 SH SHARED 02 151110 18137 D SPECTRA ENERGY CORP COM 84756010 45 1600 SH SHARED 04 1600 D SPECTRA ENERGY CORP COM 84756010 8 280 SH SHARED 05 280 D SPECTRA ENERGY CORP COM 84756010 2196 76415 SH SHARED 06 57675 18740 D SPECTRA ENERGY CORP COM 84756010 13872 482689 SH SHARED 10 434789 47900 D SPECTRA ENERGY CORP COM 84756010 861 29985 SH SHARED 20 28535 1450 D SPECTRA ENERGY CORP COM 84756010 14 500 SH SHARED 22 500 D SPECTRA ENERGY CORP COM 84756010 71 2500 SH SHARED 23 2500 D SPECTRA ENERGY CORP COM 84756010 163 5688 SH SHR/OTHR 23 5688 D SPECTRANETICS CORP COM 84760C10 102 10358 SH SHARED 10358 D SPECTRANETICS CORP COM 84760C10 1 173 SH SHARED 02 173 D SPECTRUM CTL INC COM 84761510 23 2867 SH SHARED 2867 D SPECTRUM BRANDS INC COM 84762L10 12768 5007154 SH SHARED 5007154 D SPECTRUM BRANDS INC COM 84762L10 0 168 SH SHARED 02 168 D SPECTRUM PHARMACEUTICALS INC COM 84763A10 1 803 SH SHARED 803 D SPEEDUS CORP COM NEW 84772320 0 52 SH SHARED 52 D SPEEDWAY MOTORSPORTS INC COM 84778810 109 5354 SH SHARED 5354 D SPEEDWAY MOTORSPORTS INC COM 84778810 31 1525 SH SHARED 01 1525 D SPEEDWAY MOTORSPORTS INC COM 84778810 198 9734 SH SHARED 02 9734 D SPEEDWAY MOTORSPORTS INC COM 84778810 341 16745 SH SHARED 10 16745 D SPHERIX INC COM 84842R10 0 304 SH SHARED 304 D SPHERION CORP COM 84842010 802 173759 SH SHARED 48759 125000 D SPHERION CORP COM 84842010 75 16267 SH SHARED 02 16267 D SPIRE CORP COM 84856510 137 11022 SH SHARED 11022 D SPIRE CORP COM 84856510 3 249 SH SHARED 02 249 D SPIRIT AEROSYSTEMS HLDGS INC COM CL A 84857410 1261 65746 SH SHARED 65746 D SPIRIT AEROSYSTEMS HLDGS INC COM CL A 84857410 34 1800 SH SHARED 01 1800 D SPIRIT AEROSYSTEMS HLDGS INC COM CL A 84857410 288 15050 SH SHARED 02 15050 D SPIRIT AEROSYSTEMS HLDGS INC COM CL A 84857410 783 40853 SH SHARED 10 40853 D SPORT-HALEY INC COM 84892510 0 49 SH SHARED 49 D SPORT SUPPLY GROUP INC DEL COM 84916A10 71 6967 SH SHARED 6967 D SPORT CHALET INC CL A 84916320 0 82 SH SHARED 82 D SPORT CHALET INC CL B 84916330 0 27 SH SHARED 27 D SPORTS PPTYS ACQUISITION COR COM 84920F10 3365 359998 SH SHARED 359998 D SPORTS PPTYS ACQUISITION COR COM 84920F10 517 55400 SH SHARED 02 55400 D SPORTS PPTYS ACQUISITION COR UNIT 99/99/9999 84920F20 218 22200 SH SHARED 02 22200 D SPREADTRUM COMMUNICATIONS IN ADR 84941520 185 37231 SH SHARED 37231 D SPREADTRUM COMMUNICATIONS IN ADR 84941520 0 4 SH SHARED 02 4 D SPRINT NEXTEL CORP COM SER 1 85206110 1 177 SH SHARED 177 D SPRINT NEXTEL CORP COM SER 1 85206110 112494 11841509 SH SHARED 11841509 D SPRINT NEXTEL CORP COM SER 1 85206110 3066 322774 SH SHARED 01 322774 D SPRINT NEXTEL CORP COM SER 1 85206110 54 5707 SH SHR/OTHR 01 5707 D SPRINT NEXTEL CORP COM SER 1 85206110 1828 192506 SH SHARED 02 184319 8187 D SPRINT NEXTEL CORP COM SER 1 85206110 202549 21321008 SH SHARED 04 21321008 D SPRINT NEXTEL CORP COM SER 1 85206110 10 1087 SH SHARED 05 1087 D SPRINT NEXTEL CORP COM SER 1 85206110 5168 544023 SH SHARED 06 457624 86399 D SPRINT NEXTEL CORP COM SER 1 85206110 23119 2433615 SH SHARED 10 2433615 D SPRINT NEXTEL CORP COM SER 1 85206110 3139 330513 SH SHARED 14 106500 224013 D SPRINT NEXTEL CORP COM SER 1 85206110 3 316 SH SHARED 20 316 D SPRINT NEXTEL CORP COM SER 1 85206110 33 3558 SH SHARED 23 1023 2535 D SPRINT NEXTEL CORP COM SER 1 85206110 23 2517 SH SHR/OTHR 23 2517 D STAAR SURGICAL CO COM PAR $0.01 85231230 2 710 SH SHARED 710 D STAGE STORES INC COM NEW 85254C30 71 6102 SH SHARED 6102 D STAGE STORES INC COM NEW 85254C30 56 4871 SH SHARED 02 4871 D STAGE STORES INC COM NEW 85254C30 1868 160075 SH SHARED 10 160075 D STAMPS COM INC COM NEW 85285720 262 21031 SH SHARED 21031 D STAMPS COM INC COM NEW 85285720 59 4800 SH SHARED 02 4800 D STAMPS COM INC COM NEW 85285720 59 4800 SH SHARED 10 4800 D STANCORP FINL GROUP INC COM 85289110 822 17519 SH SHARED 17519 D STANCORP FINL GROUP INC COM 85289110 732 15600 SH SHARED 01 15600 D STANCORP FINL GROUP INC COM 85289110 167 3564 SH SHARED 02 3564 D STANCORP FINL GROUP INC COM 85289110 14479 308345 SH SHARED 10 308345 D STANCORP FINL GROUP INC COM 85289110 1699 36200 SH SHARED 14 36200 D STANDARD MICROSYSTEMS CORP COM 85362610 324 11966 SH SHARED 11966 D STANDARD MICROSYSTEMS CORP COM 85362610 48 1775 SH SHARED 01 1775 D STANDARD MICROSYSTEMS CORP COM 85362610 1 64 SH SHARED 02 64 D STANDARD MICROSYSTEMS CORP COM 85362610 1845 67964 SH SHARED 10 67964 D STANDARD MTR PRODS INC SDCV 6.750% 7/1 853666AB 4 5000 PRN SHARED 02 5000 D STANDARD MTR PRODS INC SDCV 6.750% 7/1 853666AB 46 50000 PRN SHARED 23 50000 D STANDARD MTR PRODS INC COM 85366610 27 3372 SH SHARED 3372 D STANDARD MTR PRODS INC COM 85366610 4 500 SH SHARED 02 500 D STANDARD MTR PRODS INC COM 85366610 125 15335 SH SHARED 10 15335 D STANDARD PAC CORP NEW COM 85375C10 1568 464199 SH SHARED 464199 D STANDARD PAC CORP NEW COM 85375C10 5 1625 SH SHARED 01 1625 D STANDARD PAC CORP NEW COM 85375C10 122 36211 SH SHARED 02 36211 D STANDARD PAC CORP NEW COM 85375C10 146 43300 SH SHARED 10 43300 D STANDARD PARKING CORP COM 85379010 321 17659 SH SHARED 17659 D STANDARD REGISTER CO COM 85388710 8 948 SH SHARED 948 D STANDARD REGISTER CO COM 85388710 8 900 SH SHARED 01 900 D STANDARD REGISTER CO COM 85388710 87 9300 SH SHARED 02 9300 D STANDARD REGISTER CO COM 85388710 134 14300 SH SHARED 10 14300 D STANDEX INTL CORP COM 85423110 76 3670 SH SHARED 3670 D STANDEX INTL CORP COM 85423110 55 2658 SH SHARED 02 2658 D STANDEX INTL CORP COM 85423110 29 1400 SH SHARED 10 1400 D STANLEY FURNITURE INC COM NEW 85430520 2 276 SH SHARED 276 D STANLEY INC COM 85453210 100 2999 SH SHARED 2999 D STANLEY INC COM 85453210 3 109 SH SHARED 02 109 D STANLEY INC COM 85453210 6658 198634 SH SHARED 10 198634 D STANLEY WKS COM 85461610 94 2100 SH SHARED 2100 D STANLEY WKS COM 85461610 6261 139681 SH SHARED 139681 D STANLEY WKS COM 85461610 503 11224 SH SHARED 01 9424 1800 D STANLEY WKS COM 85461610 2888 64434 SH SHARED 02 46834 17600 D STANLEY WKS COM 85461610 513 11450 SH SHARED 06 9450 2000 D STANLEY WKS COM 85461610 6399 142753 SH SHARED 10 142753 D STANLEY WKS COM 85461610 443 9900 SH SHARED 23 9900 D STANTEC INC COM 85472N10 581 22536 SH SHARED 22536 D STAPLES INC COM 85503010 23518 990233 SH SHARED 990233 D STAPLES INC COM 85503010 2878 121180 SH SHARED 01 79550 41630 D STAPLES INC COM 85503010 5 225 SH SHR/OTHR 01 225 D STAPLES INC COM 85503010 5432 228747 SH SHARED 02 211622 17125 D STAPLES INC COM 85503010 124 5250 SH SHARED 04 5250 D STAPLES INC COM 85503010 59 2500 SH SHARED 04 2500 D STAPLES INC COM 85503010 8 365 SH SHARED 05 365 D STAPLES INC COM 85503010 2114 89052 SH SHARED 06 67802 21250 D STAPLES INC COM 85503010 290333 12224581 SH SHARED 10 12224581 D STAPLES INC COM 85503010 171 7200 SH SHARED 14 7200 D STAPLES INC COM 85503010 1455 61303 SH SHARED 20 32625 28678 D STAPLES INC COM 85503010 149 6300 SH SHR/OTHR 20 6300 D STAPLES INC COM 85503010 285 12000 SH SHARED 21 12000 D STAPLES INC COM 85503010 166 7000 SH SHR/OTHR 21 7000 D STAPLES INC COM 85503010 795 33487 SH SHR/OTHR 23 33487 D STAR BUFFET INC COM 85508610 0 37 SH SHARED 37 D STAR GAS PARTNERS L P UNIT LTD PARTNR 85512C10 120 43103 SH SHARED 43103 D STAR GAS PARTNERS L P UNIT LTD PARTNR 85512C10 3 1200 SH SHARED 02 1200 D STARBUCKS CORP COM 85524410 48475 3079746 SH SHARED 3079746 D STARBUCKS CORP COM 85524410 1524 96850 SH SHARED 01 93850 3000 D STARBUCKS CORP COM 85524410 100 6400 SH SHR/OTHR 01 6400 D STARBUCKS CORP COM 85524410 42820 2720468 SH SHARED 02 2651308 69160 D STARBUCKS CORP COM 85524410 206 13107 SH SHARED 04 13107 D STARBUCKS CORP COM 85524410 48 3100 SH SHARED 04 3100 D STARBUCKS CORP COM 85524410 5 380 SH SHARED 05 380 D STARBUCKS CORP COM 85524410 1477 93860 SH SHARED 06 72350 21510 D STARBUCKS CORP COM 85524410 5628 357614 SH SHARED 10 357614 D STARBUCKS CORP COM 85524410 45 2900 SH SHARED 20 2400 500 D STARBUCKS CORP COM 85524410 480 30509 SH SHARED 21 27015 3494 D STARBUCKS CORP COM 85524410 25 1600 SH SHARED 23 1600 D STARBUCKS CORP COM 85524410 369 23500 SH SHR/OTHR 23 23500 D STARENT NETWORKS CORP COM 85528P10 8 679 SH SHARED 679 D STARENT NETWORKS CORP COM 85528P10 158 12636 SH SHARED 02 7636 5000 D STARRETT L S CO CL A 85566810 21 918 SH SHARED 918 D STARRETT L S CO CL A 85566810 164 6900 SH SHARED 10 6900 D STARTEK INC COM 85569C10 10 1124 SH SHARED 1124 D STATE AUTO FINL CORP COM 85570710 130 5453 SH SHARED 5453 D STATE AUTO FINL CORP COM 85570710 355 14838 SH SHARED 02 14838 D STATE BANCORP INC N.Y COM 85571610 0 1 SH SHARED 02 1 D STARWOOD HOTELS&RESORTS WRLD COM 85590A40 47373 1182267 SH SHARED 1182267 D STARWOOD HOTELS&RESORTS WRLD COM 85590A40 852 21275 SH SHARED 01 21175 100 D STARWOOD HOTELS&RESORTS WRLD COM 85590A40 5205 129919 SH SHARED 02 129839 80 D STARWOOD HOTELS&RESORTS WRLD COM 85590A40 160 4000 SH SHARED 04 4000 D STARWOOD HOTELS&RESORTS WRLD COM 85590A40 4 120 SH SHARED 05 120 D STARWOOD HOTELS&RESORTS WRLD COM 85590A40 148 3700 SH SHARED 06 3700 D STARWOOD HOTELS&RESORTS WRLD COM 85590A40 14497 361796 SH SHARED 10 361796 D STARWOOD HOTELS&RESORTS WRLD COM 85590A40 33802 843587 SH SHARED 11 489276 354311 D STARWOOD HOTELS&RESORTS WRLD COM 85590A40 28 700 SH SHARED 14 700 D STARWOOD HOTELS&RESORTS WRLD COM 85590A40 16 400 SH SHR/OTHR 23 400 D STATE STR CORP COM 85747710 32212 503398 SH SHARED 466498 36900 D STATE STR CORP COM 85747710 3584 56009 SH SHARED 01 56009 D STATE STR CORP COM 85747710 383 6000 SH SHR/OTHR 01 6000 D STATE STR CORP COM 85747710 543 8486 SH SHARED 02 6110 2376 D STATE STR CORP COM 85747710 76 1200 SH SHARED 04 1200 D STATE STR CORP COM 85747710 12 200 SH SHARED 05 200 D STATE STR CORP COM 85747710 4339 67820 SH SHARED 06 55608 12212 D STATE STR CORP COM 85747710 124027 1938237 SH SHARED 10 1904637 33600 D STATE STR CORP COM 85747710 2394 37419 SH SHARED 20 8100 29319 D STATE STR CORP COM 85747710 1604 25082 SH SHR/OTHR 20 25082 D STATE STR CORP COM 85747710 1951 30500 SH SHARED 23 30500 D STATE STR CORP COM 85747710 604 9450 SH SHR/OTHR 23 9450 D STATOILHYDRO ASA SPONSORED ADR 85771P10 2280 61000 SH SHARED 61000 D STATOILHYDRO ASA SPONSORED ADR 85771P10 4609 123314 SH SHARED 123314 D STATOILHYDRO ASA SPONSORED ADR 85771P10 24 646 SH SHARED 01 646 D STATOILHYDRO ASA SPONSORED ADR 85771P10 57 1547 SH SHARED 02 1547 D STATOILHYDRO ASA SPONSORED ADR 85771P10 24539 656500 SH SHARED 10 491200 165300 D STEAK N SHAKE CO COM 85787310 13 2097 SH SHARED 2097 D STEAK N SHAKE CO COM 85787310 132 20883 SH SHARED 02 17843 3040 D STEAK N SHAKE CO COM 85787310 106 16900 SH SHARED 10 16900 D STEEL DYNAMICS INC NOTE 4.000%12/1 858119AD 5762 627000 PRN SHARED 627000 D STEEL DYNAMICS INC COM 85811910 1777 45500 SH SHARED 45500 D STEEL DYNAMICS INC COM 85811910 78819 2017390 SH SHARED 2017390 D STEEL DYNAMICS INC COM 85811910 2346 60050 SH SHARED 01 60050 D STEEL DYNAMICS INC COM 85811910 18623 476660 SH SHARED 02 474460 2200 D STEEL DYNAMICS INC COM 85811910 39 1000 SH SHARED 04 1000 D STEEL DYNAMICS INC COM 85811910 39 1000 SH SHARED 06 1000 D STEEL DYNAMICS INC COM 85811910 21442 548820 SH SHARED 10 424120 124700 D STEEL DYNAMICS INC COM 85811910 261 6700 SH SHARED 14 6700 D STEEL DYNAMICS INC COM 85811910 7 200 SH SHARED 23 200 D STEELCLOUD INC COM 85815M10 0 331 SH SHARED 331 D STEELCASE INC CL A 85815520 7626 760355 SH SHARED 760355 D STEELCASE INC CL A 85815520 139 13873 SH SHARED 02 13608 265 D STEELCASE INC CL A 85815520 261 26100 SH SHARED 06 26100 D STEELCASE INC CL A 85815520 834 83169 SH SHARED 10 59769 23400 D STEIN MART INC COM 85837510 10 2419 SH SHARED 2419 D STEIN MART INC COM 85837510 6 1445 SH SHARED 01 1445 D STEIN MART INC COM 85837510 28 6317 SH SHARED 02 6317 D STEIN MART INC COM 85837510 39 8800 SH SHARED 10 8800 D STEINWAY MUSICAL INSTRS INC COM 85849510 62 2349 SH SHARED 2349 D STEINWAY MUSICAL INSTRS INC COM 85849510 47 1800 SH SHARED 01 1800 D STEINWAY MUSICAL INSTRS INC COM 85849510 0 2 SH SHARED 02 2 D STEINWAY MUSICAL INSTRS INC COM 85849510 21 800 SH SHARED 10 800 D STELLARONE CORP COM 85856G10 16 1127 SH SHARED 1127 D STEMCELLS INC COM 85857R10 17 13763 SH SHARED 13763 D STEPAN CO COM 85858610 0 17 SH SHARED 17 D STEPAN CO COM 85858610 211 4637 SH SHARED 02 4637 D STEPAN CO PFD CONV 5.50% 85858620 589 11188 SH SHARED 11188 D STEPHAN CO COM 85860310 0 35 SH SHARED 35 D STERLING BANCSHARES INC COM 85890710 48 5348 SH SHARED 5348 D STERLING BANCSHARES INC COM 85890710 54 6000 SH SHARED 01 6000 D STERLING BANCSHARES INC COM 85890710 1 207 SH SHARED 02 207 D STERLING BANCSHARES INC COM 85890710 2056 226200 SH SHARED 10 226200 D STERICYCLE INC COM 85891210 581 11254 SH SHARED 11254 D STERICYCLE INC COM 85891210 5103 98719 SH SHARED 98719 D STERICYCLE INC COM 85891210 12158 235177 SH SHARED 01 132377 102800 D STERICYCLE INC COM 85891210 3387 65513 SH SHR/OTHR 01 65513 D STERICYCLE INC COM 85891210 95 1850 SH SHARED 02 1850 D STERICYCLE INC COM 85891210 20 405 SH SHARED 04 405 D STERICYCLE INC COM 85891210 1794 34717 SH SHARED 10 33747 970 D STERICYCLE INC COM 85891210 4279 82769 SH SHARED 19 82769 D STERICYCLE INC COM 85891210 1490 28828 SH SHARED 20 20228 80 8520 D STERICYCLE INC COM 85891210 527 10205 SH SHR/OTHR 20 10205 D STERICYCLE INC COM 85891210 29 575 SH SHARED 21 575 D STERICYCLE INC COM 85891210 56 1100 SH SHR/OTHR 21 1100 D STERICYCLE INC COM 85891210 864 16729 SH SHARED 22 12709 4020 D STERICYCLE INC COM 85891210 66 1280 SH SHR/OTHR 22 1280 D STERICYCLE INC COM 85891210 1611 31167 SH SHARED 23 28772 2395 D STERICYCLE INC COM 85891210 1941 37560 SH SHR/OTHR 23 37560 D STERIS CORP COM 85915210 549 19093 SH SHARED 19093 D STERIS CORP COM 85915210 569 19800 SH SHARED 01 19800 D STERIS CORP COM 85915210 89 3101 SH SHARED 02 3101 D STERIS CORP COM 85915210 477 16602 SH SHARED 10 16602 D STERLING BANCORP COM 85915810 118 9951 SH SHARED 9951 D STERLING BANCORP COM 85915810 0 22 SH SHARED 02 22 D STERLING BANCORP COM 85915810 132 11100 SH SHARED 10 11100 D STEREOTAXIS INC COM 85916J10 242 45253 SH SHARED 45253 D STEREOTAXIS INC COM 85916J10 2625 489863 SH SHARED 02 268 489595 D STERLING CONSTRUCTION CO INC COM 85924110 117 5914 SH SHARED 5914 D STERLING CONSTRUCTION CO INC COM 85924110 0 1 SH SHARED 02 1 D STERLING CONSTRUCTION CO INC COM 85924110 12890 649050 SH SHARED 10 649050 D STERLING FINL CORP WASH COM 85931910 142 34308 SH SHARED 34308 D STERLING FINL CORP WASH COM 85931910 50 12200 SH SHARED 01 12200 D STERLING FINL CORP WASH COM 85931910 314 76009 SH SHARED 02 75569 440 D STERLING FINL CORP WASH COM 85931910 83 20150 SH SHARED 10 20150 D STERLITE INDS INDIA LTD ADS 85973720 365 23000 SH SHARED 23000 D STERLITE INDS INDIA LTD ADS 85973720 1313 82614 SH SHARED 82614 D STERLITE INDS INDIA LTD ADS 85973720 31 2000 SH SHARED 01 2000 D STERLITE INDS INDIA LTD ADS 85973720 5 350 SH SHARED 02 350 D STERLITE INDS INDIA LTD ADS 85973720 41 2600 SH SHARED 06 2600 D STEWART ENTERPRISES INC NOTE 3.125% 7/1 860370AH 6694 7300000 PRN SHARED 7300000 D STEWART ENTERPRISES INC NOTE 3.375% 7/1 860370AK 273 300000 PRN SHARED 300000 D STEWART ENTERPRISES INC CL A 86037010 461 64114 SH SHARED 64114 D STEWART ENTERPRISES INC CL A 86037010 97 13502 SH SHARED 02 13502 D STEWART ENTERPRISES INC CL A 86037010 373 51900 SH SHARED 10 51900 D STEWART INFORMATION SVCS COR COM 86037210 1883 97388 SH SHARED 97388 D STEWART INFORMATION SVCS COR COM 86037210 0 25 SH SHARED 01 25 D STEWART INFORMATION SVCS COR COM 86037210 24 1261 SH SHARED 02 1261 D STEWART INFORMATION SVCS COR COM 86037210 257 13335 SH SHARED 10 13335 D STEWART INFORMATION SVCS COR COM 86037210 0 20 SH SHARED 23 20 D STIFEL FINL CORP COM 86063010 151 4400 SH SHARED 4400 D STIFEL FINL CORP COM 86063010 234 6825 SH SHARED 02 6720 105 D STIFEL FINL CORP COM 86063010 171 5000 SH SHARED 10 5000 D STILLWATER MNG CO COM 86074Q10 15 1323 SH SHARED 1323 D STILLWATER MNG CO COM 86074Q10 49 4200 SH SHARED 01 4200 D STILLWATER MNG CO COM 86074Q10 539 45633 SH SHARED 02 45133 500 D STILLWATER MNG CO COM 86074Q10 1183 100000 SH SHARED 04 100000 D STILLWATER MNG CO COM 86074Q10 190 16104 SH SHARED 10 16104 D STMICROELECTRONICS N V NY REGISTRY 86101210 765 74093 SH SHARED 74093 D STOCKERYALE INC COM NEW 86126T20 0 815 SH SHARED 815 D STONE ENERGY CORP COM 86164210 1237 18778 SH SHARED 18778 D STONE ENERGY CORP COM 86164210 54 825 SH SHARED 01 825 D STONE ENERGY CORP COM 86164210 530 8056 SH SHARED 02 8056 D STONE ENERGY CORP COM 86164210 13 200 SH SHARED 06 200 D STONE ENERGY CORP COM 86164210 17597 267000 SH SHARED 10 267000 D STONERIDGE INC COM 86183P10 5 325 SH SHARED 325 D STONERIDGE INC COM 86183P10 58 3400 SH SHARED 01 3400 D STONERIDGE INC COM 86183P10 100 5895 SH SHARED 02 5895 D STONERIDGE INC COM 86183P10 609 35700 SH SHARED 10 35700 D STONEMOR PARTNERS L P COM UNITS 86183Q10 80 4623 SH SHARED 4623 D STONELEIGH PARTNERS ACQUS CO COM 86192310 10309 1347627 SH SHARED 1347627 D STONELEIGH PARTNERS ACQUS CO COM 86192310 2457 321300 SH SHARED 02 321300 D STONELEIGH PARTNERS ACQUS CO *W EXP 05/31/201 86192312 72 180939 SH SHARED 180939 D STRATASYS INC COM 86268510 27 1513 SH SHARED 1513 D STRATASYS INC COM 86268510 31 1700 SH SHARED 02 1400 300 D STRATEGIC DIAGNOSTICS INC COM 86270010 1 407 SH SHARED 407 D STRATEGIC DIAGNOSTICS INC COM 86270010 25 7000 SH SHARED 02 7000 D STRATEGIC HOTELS & RESORTS I COM 86272T10 7245 773316 SH SHARED 773316 D STRATEGIC HOTELS & RESORTS I COM 86272T10 126 13475 SH SHARED 01 6575 6900 D STRATEGIC HOTELS & RESORTS I COM 86272T10 388 41416 SH SHARED 02 37716 3700 D STRATEGIC HOTELS & RESORTS I COM 86272T10 1114 118900 SH SHARED 10 118900 D STRATTEC SEC CORP COM 86311110 491 14045 SH SHARED 14045 D STRATTEC SEC CORP COM 86311110 6 199 SH SHARED 01 199 D STRATUS PPTYS INC COM NEW 86316720 1 70 SH SHARED 01 70 D STREAMLINE HEALTH SOLUTIONS COM 86323X10 0 134 SH SHARED 134 D STRAYER ED INC COM 86323610 757 3621 SH SHARED 3621 D STRAYER ED INC COM 86323610 1003 4800 SH SHARED 01 400 4400 D STRAYER ED INC COM 86323610 517 2473 SH SHARED 02 2473 D STRAYER ED INC COM 86323610 9554 45700 SH SHARED 10 45700 D STRYKER CORP COM 86366710 488 7775 SH SHARED 7775 D STRYKER CORP COM 86366710 12235 194579 SH SHARED 194579 D STRYKER CORP COM 86366710 2080 33080 SH SHARED 01 32200 880 D STRYKER CORP COM 86366710 571 9083 SH SHARED 02 8193 890 D STRYKER CORP COM 86366710 1141 18150 SH SHARED 04 18150 D STRYKER CORP COM 86366710 9 150 SH SHARED 05 150 D STRYKER CORP COM 86366710 2360 37540 SH SHARED 06 30110 7430 D STRYKER CORP COM 86366710 71866 1142908 SH SHARED 10 790308 352600 D STRYKER CORP COM 86366710 220 3500 SH SHARED 15 3500 D STRYKER CORP COM 86366710 125 2000 SH SHARED 23 2000 D STRYKER CORP COM 86366710 377 6000 SH SHARED 24 6000 D STUDENT LN CORP COM 86390210 7 75 SH SHARED 75 D STUDENT LN CORP COM 86390210 7 74 SH SHARED 02 34 40 D STUDENT LN CORP COM 86390210 20 206 SH SHARED 10 206 D STUDENT LN CORP COM 86390210 7 78 SH SHARED 21 78 D STURM RUGER & CO INC COM 86415910 28 4018 SH SHARED 4018 D STURM RUGER & CO INC COM 86415910 37 5300 SH SHARED 02 5300 D SUBURBAN PROPANE PARTNERS L UNIT LTD PARTN 86448210 4815 125966 SH SHARED 125966 D SUBURBAN PROPANE PARTNERS L UNIT LTD PARTN 86448210 339 8870 SH SHARED 02 8870 D SUBURBAN PROPANE PARTNERS L UNIT LTD PARTN 86448210 16643 435350 SH SHARED 10 435350 D SUCCESSFACTORS INC COM 86459610 97 8868 SH SHARED 8868 D SUCCESSFACTORS INC COM 86459610 10 994 SH SHARED 02 994 D SUFFOLK BANCORP COM 86473910 31 1076 SH SHARED 1076 D SUFFOLK BANCORP COM 86473910 5 200 SH SHARED 01 200 D SUFFOLK BANCORP COM 86473910 164 5600 SH SHARED 02 5600 D SUFFOLK BANCORP COM 86473910 208 7100 SH SHARED 10 7100 D SUFFOLK BANCORP COM 86473910 943 32100 SH SHARED 23 32100 D SUFFOLK FIRST BK VA COM 86478810 0 59 SH SHARED 59 D SUCAMPO PHARMACEUTICALS INC CL A 86490910 1 100 SH SHARED 100 D SUCAMPO PHARMACEUTICALS INC CL A 86490910 4 416 SH SHARED 02 416 D SUCAMPO PHARMACEUTICALS INC CL A 86490910 1724 160749 SH SHARED 04 160749 D SULPHCO INC COM 86537810 7 3188 SH SHARED 3188 D SULPHCO INC COM 86537810 1 714 SH SHARED 02 714 D SUMMIT FINANCIAL GROUP INC COM 86606G10 2 178 SH SHARED 178 D SUMTOTAL SYS INC COM 86661510 3 849 SH SHARED 849 D SUMTOTAL SYS INC COM 86661510 130 28000 SH SHARED 02 28000 D SUN BANCORP INC COM 86663B10 5 498 SH SHARED 498 D SUN BANCORP INC COM 86663B10 0 94 SH SHARED 01 94 D SUN BANCORP INC COM 86663B10 0 21 SH SHARED 02 21 D SUN AMERICAN BANCORP COM NEW 86664A20 608 225258 SH SHARED 225258 D SUN AMERICAN BANCORP COM NEW 86664A20 2 800 SH SHARED 02 800 D SUN COMMUNITIES INC COM 86667410 1269 69656 SH SHARED 69656 D SUN COMMUNITIES INC COM 86667410 370 20301 SH SHARED 02 20301 D SUN COMMUNITIES INC COM 86667410 3 200 SH SHARED 10 200 D SUN COMMUNITIES INC COM 86667410 61 3400 SH SHARED 21 3400 D SUN LIFE FINL INC COM 86679610 56082 1369535 SH SHARED 1369535 D SUN LIFE FINL INC COM 86679610 12 298 SH SHARED 01 298 D SUN LIFE FINL INC COM 86679610 121 2959 SH SHARED 02 2959 D SUN LIFE FINL INC COM 86679610 49 1200 SH SHARED 04 1200 D SUN LIFE FINL INC COM 86679610 12 300 SH SHARED 05 300 D SUN LIFE FINL INC COM 86679610 788 19251 SH SHARED 06 16401 2850 D SUN LIFE FINL INC COM 86679610 1218 29762 SH SHARED 10 29762 D SUN LIFE FINL INC COM 86679610 394 9642 SH SHARED 14 9642 D SUN LIFE FINL INC COM 86679610 181 4443 SH SHR/OTHR 20 4443 D SUN MICROSYSTEMS INC COM NEW 86681020 4 375 SH SHARED 375 D SUN MICROSYSTEMS INC COM NEW 86681020 12720 1169127 SH SHARED 1131627 37500 D SUN MICROSYSTEMS INC COM NEW 86681020 1024 94188 SH SHARED 01 85625 8563 D SUN MICROSYSTEMS INC COM NEW 86681020 6012 552609 SH SHARED 02 523363 29246 D SUN MICROSYSTEMS INC COM NEW 86681020 4 447 SH SHARED 05 447 D SUN MICROSYSTEMS INC COM NEW 86681020 1599 146996 SH SHARED 06 120724 26272 D SUN MICROSYSTEMS INC COM NEW 86681020 15694 1442500 SH SHARED 10 1412100 30400 D SUN MICROSYSTEMS INC COM NEW 86681020 189 17392 SH SHARED 14 17392 D SUN MICROSYSTEMS INC COM NEW 86681020 652 60000 SH SHARED 15 60000 D SUN MICROSYSTEMS INC COM NEW 86681020 22 2050 SH SHARED 19 2050 D SUN MICROSYSTEMS INC COM NEW 86681020 12 1125 SH SHARED 20 250 875 D SUN MICROSYSTEMS INC COM NEW 86681020 1 125 SH SHARED 23 125 D SUN HEALTHCARE GROUP INC COM NEW 86693340 278 20815 SH SHARED 20815 D SUN HEALTHCARE GROUP INC COM NEW 86693340 23 1785 SH SHARED 01 1785 D SUN HEALTHCARE GROUP INC COM NEW 86693340 2 187 SH SHARED 02 187 D SUN HYDRAULICS CORP COM 86694210 135 4195 SH SHARED 4195 D SUN HYDRAULICS CORP COM 86694210 63 1963 SH SHARED 02 88 1875 D SUNAIR SERVICES CORP COM 86701710 0 157 SH SHARED 157 D SUNAMERICA FCSED ALPHA GRW F COM 86703710 133 8527 SH SHARED 02 8527 D SUNCOR ENERGY INC COM 86722910 3516 60500 SH SHARED 40500 20000 D SUNCOR ENERGY INC COM 86722910 139507 2400342 SH SHARED 2396742 3600 D SUNCOR ENERGY INC COM 86722910 21 364 SH SHARED 01 364 D SUNCOR ENERGY INC COM 86722910 1449 24942 SH SHARED 02 10650 14292 D SUNCOR ENERGY INC COM 86722910 110736 1905316 SH SHARED 04 1905316 D SUNCOR ENERGY INC COM 86722910 23 400 SH SHARED 05 400 D SUNCOR ENERGY INC COM 86722910 83852 1442752 SH SHARED 06 227666 1215086 D SUNCOR ENERGY INC COM 86722910 38310 659168 SH SHARED 10 549212 109956 D SUNCOR ENERGY INC COM 86722910 3014 51868 SH SHARED 14 1400 50468 D SUNCOR ENERGY INC COM 86722910 703 12100 SH SHARED 23 100 12000 D SUNCOR ENERGY INC COM 86722910 523 9000 SH SHR/OTHR 23 9000 D SUNESIS PHARMACEUTICALS INC COM 86732850 0 670 SH SHARED 670 D SUNLINK HEALTH SYSTEMS INC COM 86737U10 0 135 SH SHARED 135 D SUNOPTA INC COM 8676EP10 2 500 SH SHARED 500 D SUNOPTA INC COM 8676EP10 15 3054 SH SHARED 3054 D SUNOPTA INC COM 8676EP10 3029 583800 SH SHARED 04 583800 D SUNOPTA INC COM 8676EP10 8961 1726600 SH SHARED 10 1726600 D SUNOCO LOGISTICS PRTNRS L P COM UNITS 86764L10 320 6836 SH SHARED 6836 D SUNOCO LOGISTICS PRTNRS L P COM UNITS 86764L10 221 4715 SH SHARED 02 4715 D SUNOCO INC COM 86764P10 8055 197969 SH SHARED 154469 43500 D SUNOCO INC COM 86764P10 920 22625 SH SHARED 01 20300 2325 D SUNOCO INC COM 86764P10 42 1050 SH SHR/OTHR 01 1050 D SUNOCO INC COM 86764P10 7864 193290 SH SHARED 02 193290 D SUNOCO INC COM 86764P10 297 7306 SH SHARED 04 7306 D SUNOCO INC COM 86764P10 874 21498 SH SHARED 06 18258 3240 D SUNOCO INC COM 86764P10 50109 1231482 SH SHARED 10 1221882 9600 D SUNOCO INC COM 86764P10 1 25 SH SHARED 20 25 D SUNOCO INC COM 86764P10 234 5765 SH SHR/OTHR 20 5765 D SUNOCO INC COM 86764P10 4 100 SH SHARED 22 100 D SUNOCO INC COM 86764P10 140 3450 SH SHARED 23 3450 D SUNOCO INC COM 86764P10 77 1910 SH SHR/OTHR 23 1910 D SUNPOWER CORP DBCV 0.750% 8/0 867652AB 32774 29500000 PRN SHARED 29500000 D SUNPOWER CORP COM CL A 86765210 29 415 SH SHARED 415 D SUNPOWER CORP COM CL A 86765210 29026 403259 SH SHARED 399799 3460 D SUNPOWER CORP COM CL A 86765210 71 990 SH SHARED 01 490 500 D SUNPOWER CORP COM CL A 86765210 1568 21786 SH SHARED 02 20286 1500 D SUNPOWER CORP COM CL A 86765210 24674 342800 SH SHARED 04 342800 D SUNPOWER CORP COM CL A 86765210 25439 353429 SH SHARED 05 353429 D SUNPOWER CORP COM CL A 86765210 1536 21350 SH SHARED 06 21350 D SUNPOWER CORP COM CL A 86765210 230 3207 SH SHARED 10 3207 D SUNRISE SENIOR LIVING INC COM 86768K10 75 3374 SH SHARED 3374 D SUNRISE SENIOR LIVING INC COM 86768K10 726 32300 SH SHARED 01 32300 D SUNRISE SENIOR LIVING INC COM 86768K10 67 2997 SH SHARED 02 2797 200 D SUNRISE SENIOR LIVING INC COM 86768K10 314 14001 SH SHARED 10 14001 D SUNSTONE HOTEL INVS INC NEW COM 86789210 32 1983 SH SHARED 1983 D SUNSTONE HOTEL INVS INC NEW COM 86789210 90 5445 SH SHARED 01 5445 D SUNSTONE HOTEL INVS INC NEW COM 86789210 107 6500 SH SHARED 02 5500 1000 D SUNSTONE HOTEL INVS INC NEW COM 86789210 1685 101525 SH SHARED 10 101525 D SUNTRUST BKS INC COM 86791410 15792 436018 SH SHARED 436018 D SUNTRUST BKS INC COM 86791410 1565 43218 SH SHARED 01 38428 4790 D SUNTRUST BKS INC COM 86791410 25 701 SH SHR/OTHR 01 701 D SUNTRUST BKS INC COM 86791410 507 14024 SH SHARED 02 12412 1612 D SUNTRUST BKS INC COM 86791410 28 800 SH SHARED 04 800 D SUNTRUST BKS INC COM 86791410 6 169 SH SHARED 05 169 D SUNTRUST BKS INC COM 86791410 1581 43660 SH SHARED 06 33600 10060 D SUNTRUST BKS INC COM 86791410 6068 167541 SH SHARED 10 167541 D SUNTRUST BKS INC COM 86791410 115 3200 SH SHARED 14 3200 D SUNTRUST BKS INC COM 86791410 28 785 SH SHARED 20 785 D SUNTRUST BKS INC COM 86791410 93 2588 SH SHR/OTHR 20 2588 D SUNTRUST BKS INC COM 86791410 70 1950 SH SHARED 21 1950 D SUNTRUST BKS INC COM 86791410 18 500 SH SHR/OTHR 22 500 D SUNTRUST BKS INC COM 86791410 210 5800 SH SHARED 23 5800 D SUNTRUST BKS INC COM 86791410 183 5060 SH SHR/OTHR 23 5060 D SUPERCONDUCTOR TECHNOLOGIES COM NEW 86793130 1 527 SH SHARED 527 D SUNTECH PWR HLDGS CO LTD NOTE 0.250% 2/1 86800CAC 2308 2224000 PRN SHARED 2224000 D SUNTECH PWR HLDGS CO LTD NOTE 0.250% 2/1 86800CAC 129 125000 PRN SHARED 02 125000 D SUNTECH PWR HLDGS CO LTD ADR 86800C10 22083 589533 SH SHARED 584163 5370 D SUNTECH PWR HLDGS CO LTD ADR 86800C10 18 500 SH SHARED 01 500 D SUNTECH PWR HLDGS CO LTD ADR 86800C10 137 3678 SH SHARED 02 1228 2450 D SUNTECH PWR HLDGS CO LTD ADR 86800C10 9567 255412 SH SHARED 04 255412 D SUNTECH PWR HLDGS CO LTD ADR 86800C10 9881 263779 SH SHARED 05 263779 D SUNTECH PWR HLDGS CO LTD ADR 86800C10 606 16179 SH SHARED 06 13235 2944 D SUNTECH PWR HLDGS CO LTD ADR 86800C10 897 23947 SH SHARED 10 23947 D SUPER MICRO COMPUTER INC COM 86800U10 15 2115 SH SHARED 2115 D SUPERGEN INC COM 86805910 2 1407 SH SHARED 1407 D SUPERIOR BANCORP COM NEW 86806M20 2 268 SH SHARED 268 D SUPERIOR ESSEX INC COM 86815V10 1958 43886 SH SHARED 43886 D SUPERIOR ESSEX INC COM 86815V10 165 3700 SH SHARED 01 1800 1900 D SUPERIOR ESSEX INC COM 86815V10 1 37 SH SHARED 02 37 D SUPERIOR ESSEX INC COM 86815V10 22611 506650 SH SHARED 10 506650 D SUPERIOR ENERGY SVCS INC COM 86815710 14984 271754 SH SHARED 271754 D SUPERIOR ENERGY SVCS INC COM 86815710 1663 30170 SH SHARED 01 4870 25300 D SUPERIOR ENERGY SVCS INC COM 86815710 18809 341125 SH SHARED 02 341125 D SUPERIOR ENERGY SVCS INC COM 86815710 26256 476183 SH SHARED 10 476183 D SUPERIOR ENERGY SVCS INC COM 86815710 106 1930 SH SHARED 21 790 1140 D SUPERIOR INDS INTL INC COM 86816810 105 6231 SH SHARED 6231 D SUPERIOR INDS INTL INC COM 86816810 99 5915 SH SHARED 02 5915 D SUPERIOR INDS INTL INC COM 86816810 172 10200 SH SHARED 10 10200 D SUPERIOR UNIFORM GP INC COM 86835810 1 121 SH SHARED 121 D SUPERIOR WELL SVCS INC COM 86837X10 36 1154 SH SHARED 1154 D SUPERIOR WELL SVCS INC COM 86837X10 85 2700 SH SHARED 01 2700 D SUPERIOR WELL SVCS INC COM 86837X10 55 1737 SH SHARED 02 1237 500 D SUPERTEL HOSPITALITY INC MD COM 86852610 2 487 SH SHARED 487 D SUPERTEX INC COM 86853210 45 1956 SH SHARED 1956 D SUPERTEX INC COM 86853210 25 1081 SH SHARED 02 1081 D SUPERVALU INC COM 86853610 6 200 SH SHARED 200 D SUPERVALU INC COM 86853610 11604 375658 SH SHARED 366058 9600 D SUPERVALU INC COM 86853610 1048 33952 SH SHARED 01 33952 D SUPERVALU INC COM 86853610 1401 45381 SH SHARED 02 44431 950 D SUPERVALU INC COM 86853610 58 1900 SH SHARED 04 1900 D SUPERVALU INC COM 86853610 1 59 SH SHARED 05 59 D SUPERVALU INC COM 86853610 1241 40187 SH SHARED 06 34673 5514 D SUPERVALU INC COM 86853610 10291 333154 SH SHARED 10 322354 10800 D SUPERVALU INC COM 86853610 235 7625 SH SHARED 14 7625 D SUPERVALU INC COM 86853610 5 182 SH SHARED 20 182 D SUPERVALU INC COM 86853610 22 728 SH SHR/OTHR 20 728 D SUPERVALU INC COM 86853610 5 175 SH SHARED 21 175 D SUPPORTSOFT INC COM 86858710 7 2306 SH SHARED 2306 D SUPPORTSOFT INC COM 86858710 18 5740 SH SHARED 02 5740 D SUPREME INDS INC CL A 86860710 1 242 SH SHARED 242 D SUREWEST COMMUNICATIONS COM 86873310 2 355 SH SHARED 355 D SUREWEST COMMUNICATIONS COM 86873310 50 6000 SH SHARED 02 6000 D SUREWEST COMMUNICATIONS COM 86873310 11 1400 SH SHARED 10 1400 D SURMODICS INC COM 86887310 1546 34497 SH SHARED 34497 D SURMODICS INC COM 86887310 76 1700 SH SHARED 01 1700 D SURMODICS INC COM 86887310 160 3585 SH SHARED 02 3585 D SURMODICS INC COM 86887310 883 19700 SH SHARED 10 19700 D SUSQUEHANNA BANCSHARES INC P COM 86909910 358 26156 SH SHARED 26156 D SUSQUEHANNA BANCSHARES INC P COM 86909910 73 5400 SH SHARED 01 5400 D SUSQUEHANNA BANCSHARES INC P COM 86909910 613 44829 SH SHARED 02 44829 D SUSQUEHANNA BANCSHARES INC P COM 86909910 3010 219910 SH SHARED 10 219910 D SUSSER HLDGS CORP COM 86923310 0 60 SH SHARED 60 D SUSSEX BANCORP COM 86924510 127 15685 SH SHARED 15685 D SUTOR TECH GROUP LTD COM 86936210 3 500 SH SHARED 500 D SUTOR TECH GROUP LTD COM 86936210 0 15 SH SHARED 02 15 D SUTOR TECH GROUP LTD COM 86936210 7 1000 SH SHARED 10 1000 D SUTRON CORP COM 86938010 0 58 SH SHARED 58 D SWEDISH EXPT CR CORP RG METAL ETN22 87029740 34 3300 SH SHARED 02 3300 D SWEDISH EXPT CR CORP ROG ARGI ETN22 87029760 2 200 SH SHARED 02 200 D SWEDISH EXPT CR CORP ROG TTL ETN 22 87029780 94 6800 SH SHARED 02 6800 D SWIFT ENERGY CO COM 87073810 1846 27948 SH SHARED 27948 D SWIFT ENERGY CO COM 87073810 754 11425 SH SHARED 01 10825 600 D SWIFT ENERGY CO COM 87073810 11 178 SH SHARED 02 178 D SWIFT ENERGY CO COM 87073810 627 9500 SH SHARED 04 9500 D SWIFT ENERGY CO COM 87073810 11131 168501 SH SHARED 10 168501 D SWITCH & DATA FACILITIES COM COM 87104310 0 22 SH SHARED 22 D SWITCH & DATA FACILITIES COM COM 87104310 11 693 SH SHARED 02 693 D SYBASE INC NOTE 1.750% 2/2 871130AB 188 150000 PRN SHARED 06 150000 D SYBASE INC COM 87113010 1824 62032 SH SHARED 62032 D SYBASE INC COM 87113010 1826 62075 SH SHARED 01 36475 25600 D SYBASE INC COM 87113010 1471 50000 SH SHR/OTHR 01 50000 D SYBASE INC COM 87113010 1322 44957 SH SHARED 02 44634 323 D SYBASE INC COM 87113010 21641 735620 SH SHARED 10 735620 D SYBASE INC COM 87113010 69 2349 SH SHARED 21 2349 D SYCAMORE NETWORKS INC COM 87120610 0 100 SH SHARED 100 D SYCAMORE NETWORKS INC COM 87120610 3530 1096326 SH SHARED 1096326 D SYCAMORE NETWORKS INC COM 87120610 185 57702 SH SHARED 02 7702 50000 D SYCAMORE NETWORKS INC COM 87120610 246 76400 SH SHARED 10 76400 D SYKES ENTERPRISES INC COM 87123710 123 6544 SH SHARED 6544 D SYKES ENTERPRISES INC COM 87123710 140 7437 SH SHARED 02 7437 D SYKES ENTERPRISES INC COM 87123710 139 7402 SH SHARED 10 7402 D SYMANTEC CORP NOTE 0.750% 6/1 871503AD 8557 7500000 PRN SHARED 7500000 D SYMANTEC CORP NOTE 0.750% 6/1 871503AD 155 136000 PRN SHARED 02 136000 D SYMANTEC CORP NOTE 1.000% 6/1 871503AF 8211 7122000 PRN SHARED 7122000 D SYMANTEC CORP NOTE 1.000% 6/1 871503AF 152 132000 PRN SHARED 02 132000 D SYMANTEC CORP NOTE 1.000% 6/1 871503AF 15565 13500000 PRN SHARED 04 13500000 D SYMANTEC CORP COM 87150310 617 31930 SH SHARED 31930 D SYMANTEC CORP COM 87150310 26036 1345538 SH SHARED 1345538 D SYMANTEC CORP COM 87150310 2495 128953 SH SHARED 01 126410 2543 D SYMANTEC CORP COM 87150310 7 400 SH SHR/OTHR 01 400 D SYMANTEC CORP COM 87150310 1409 72843 SH SHARED 02 72843 D SYMANTEC CORP COM 87150310 180125 9308800 SH SHARED 04 9308800 D SYMANTEC CORP COM 87150310 21287 1100150 SH SHARED 06 538350 561800 D SYMANTEC CORP COM 87150310 34548 1785446 SH SHARED 10 1747546 37900 D SYMANTEC CORP COM 87150310 4898 253130 SH SHARED 14 60300 192830 D SYMANTEC CORP COM 87150310 4 255 SH SHARED 20 255 D SYMANTEC CORP COM 87150310 116 6000 SH SHARED 23 6000 D SYMANTEC CORP COM 87150310 20 1044 SH SHR/OTHR 23 1044 D SYMMETRICOM INC COM 87154310 64 16745 SH SHARED 16745 D SYMMETRICOM INC COM 87154310 126 32835 SH SHARED 02 32835 D SYMMETRICOM INC COM 87154310 60 15735 SH SHARED 10 15735 D SYMMETRY MED INC COM 87154620 610 37666 SH SHARED 37666 D SYMMETRY MED INC COM 87154620 2 162 SH SHARED 02 162 D SYMMETRY MED INC COM 87154620 246 15200 SH SHARED 10 15200 D SYMYX TECHNOLOGIES COM 87155S10 71 10176 SH SHARED 10176 D SYMYX TECHNOLOGIES COM 87155S10 161 23174 SH SHARED 02 23174 D SYMS CORP COM 87155110 3 254 SH SHARED 254 D SYMS CORP COM 87155110 0 1 SH SHARED 02 1 D SYNALLOY CP DEL COM 87156510 79 5157 SH SHARED 5157 D SYNCHRONOSS TECHNOLOGIES INC COM 87157B10 735 81403 SH SHARED 81403 D SYNCHRONOSS TECHNOLOGIES INC COM 87157B10 1386 153502 SH SHARED 02 153502 D SYNAPTICS INC NOTE 0.750%12/0 87157DAB 13081 12825000 PRN SHARED 12825000 D SYNAPTICS INC COM 87157D10 177 4704 SH SHARED 4704 D SYNAPTICS INC COM 87157D10 1010 26787 SH SHARED 02 26787 D SYNAPTICS INC COM 87157D10 13563 359500 SH SHARED 10 359500 D SYNERGY BRANDS INC COM PAR $.001 87159E40 0 181 SH SHARED 181 D SYNGENTA AG SPONSORED ADR 87160A10 289 4479 SH SHARED 4479 D SYNGENTA AG SPONSORED ADR 87160A10 19 300 SH SHARED 02 300 D SYNGENTA AG SPONSORED ADR 87160A10 2552 39455 SH SHARED 10 39455 D SYNERGX SYSTEMS INC COM 87160C10 0 100 SH SHARED 100 D SYNERGETICS USA INC COM 87160G10 1 631 SH SHARED 631 D SYNOPSYS INC COM 87160710 5029 210436 SH SHARED 210436 D SYNOPSYS INC COM 87160710 1041 43592 SH SHARED 01 592 43000 D SYNOPSYS INC COM 87160710 119 5000 SH SHR/OTHR 01 5000 D SYNOPSYS INC COM 87160710 538 22540 SH SHARED 02 14985 7555 D SYNOPSYS INC COM 87160710 101 4230 SH SHARED 06 3500 730 D SYNOPSYS INC COM 87160710 95 4000 SH SHARED 10 4000 D SYNOPSYS INC COM 87160710 554 23215 SH SHARED 14 23215 D SYNOVUS FINL CORP COM 87161C10 711 81478 SH SHARED 81478 D SYNOVUS FINL CORP COM 87161C10 940 107700 SH SHARED 01 6000 101700 D SYNOVUS FINL CORP COM 87161C10 829 95052 SH SHARED 02 95052 D SYNOVUS FINL CORP COM 87161C10 15249 1746772 SH SHARED 06 1746772 D SYNOVUS FINL CORP COM 87161C10 3161 362088 SH SHARED 10 362088 D SYNOVIS LIFE TECHNOLOGIES IN COM 87162G10 101 5387 SH SHARED 5387 D SYNOVIS LIFE TECHNOLOGIES IN COM 87162G10 19 1026 SH SHARED 02 1026 D SYNTEL INC COM 87162H10 541 16073 SH SHARED 16073 D SYNTEL INC COM 87162H10 26 800 SH SHARED 01 800 D SYNTEL INC COM 87162H10 127 3778 SH SHARED 02 3778 D SYNTEL INC COM 87162H10 22 680 SH SHARED 21 680 D SYNTA PHARMACEUTICALS CORP COM 87162T20 120 19830 SH SHARED 19830 D SYNTA PHARMACEUTICALS CORP COM 87162T20 6 987 SH SHARED 02 987 D SYNNEX CORP COM 87162W10 31 1247 SH SHARED 1247 D SYNNEX CORP COM 87162W10 67 2700 SH SHARED 01 2700 D SYNNEX CORP COM 87162W10 101 4059 SH SHARED 02 4059 D SYNNEX CORP COM 87162W10 1301 51861 SH SHARED 10 51861 D SYNTHESIS ENERGY SYS INC COM 87162810 180 20000 SH SHARED 02 20000 D SYNIVERSE HLDGS INC COM 87163F10 227 14047 SH SHARED 14047 D SYNIVERSE HLDGS INC COM 87163F10 56 3500 SH SHARED 01 3500 D SYNIVERSE HLDGS INC COM 87163F10 275 16992 SH SHARED 02 3992 13000 D SYNIVERSE HLDGS INC COM 87163F10 1826 112736 SH SHARED 10 112736 D SYNTAX BRILLIAN CORP COM 87163L10 207 399931 SH SHARED 399931 D SYNTROLEUM CORP COM 87163010 21 12669 SH SHARED 12669 D SYNUTRA INTL INC COM 87164C10 1867 57783 SH SHARED 57783 D SYNUTRA INTL INC COM 87164C10 16 516 SH SHARED 02 516 D SYNVISTA THERAPEUTICS INC COM 87164M10 0 52 SH SHARED 52 D SYPRIS SOLUTIONS INC COM 87165510 19 4555 SH SHARED 4555 D SYSCO CORP COM 87182910 563 20466 SH SHARED 3400 17066 D SYSCO CORP COM 87182910 43091 1566396 SH SHARED 1510996 55400 D SYSCO CORP COM 87182910 9340 339521 SH SHARED 01 294171 000 44350 D SYSCO CORP COM 87182910 1383 50299 SH SHR/OTHR 01 50299 D SYSCO CORP COM 87182910 1382 50248 SH SHARED 02 30626 19622 D SYSCO CORP COM 87182910 17 633 SH SHARED 04 633 D SYSCO CORP COM 87182910 99 3600 SH SHARED 04 3600 D SYSCO CORP COM 87182910 8 300 SH SHARED 05 300 D SYSCO CORP COM 87182910 2086 75855 SH SHARED 06 57855 18000 D SYSCO CORP COM 87182910 18017 654954 SH SHARED 10 619454 35500 D SYSCO CORP COM 87182910 396 14400 SH SHR/OTHR 10 14400 D SYSCO CORP COM 87182910 178 6500 SH SHARED 14 6500 D SYSCO CORP COM 87182910 3675 133602 SH SHARED 19 133602 D SYSCO CORP COM 87182910 3828 139166 SH SHARED 20 56566 82600 D SYSCO CORP COM 87182910 591 21490 SH SHR/OTHR 20 21490 D SYSCO CORP COM 87182910 66 2400 SH SHARED 21 2400 D SYSCO CORP COM 87182910 520 18910 SH SHARED 22 16630 2280 D SYSCO CORP COM 87182910 107 3925 SH SHR/OTHR 22 3925 D SYSCO CORP COM 87182910 822 29895 SH SHARED 23 29845 50 D SYSCO CORP COM 87182910 1007 36618 SH SHR/OTHR 23 36618 D SYSTEMAX INC COM 87185110 482 27329 SH SHARED 27329 D SYSTEMAX INC COM 87185110 65 3700 SH SHARED 01 3700 D SYSTEMAX INC COM 87185110 58 3300 SH SHARED 02 3300 D SYSTEMAX INC COM 87185110 1175 66600 SH SHARED 10 66600 D TCF FINL CORP COM 87227510 3111 258686 SH SHARED 258686 D TCF FINL CORP COM 87227510 430 35750 SH SHARED 01 1750 34000 D TCF FINL CORP COM 87227510 87 7242 SH SHARED 02 7242 D TCF FINL CORP COM 87227510 7363 612100 SH SHARED 10 612100 D TC PIPELINES LP UT COM LTD PRT 87233Q10 32869 932745 SH SHARED 932745 D TC PIPELINES LP UT COM LTD PRT 87233Q10 2083 59119 SH SHARED 02 59119 D TCW STRATEGIC INCOME FUND IN COM 87234010 3762 1025100 SH SHARED 1025100 D TDK CORP AMERN DEP SH 87235140 42 707 SH SHARED 707 D TD AMERITRADE HLDG CORP COM 87236Y10 2932 162110 SH SHARED 162110 D TD AMERITRADE HLDG CORP COM 87236Y10 56 3100 SH SHARED 01 3100 D TD AMERITRADE HLDG CORP COM 87236Y10 7049 389690 SH SHARED 02 389690 D TD AMERITRADE HLDG CORP COM 87236Y10 2351 130000 SH SHARED 04 130000 D TD AMERITRADE HLDG CORP COM 87236Y10 36 2000 SH SHARED 06 400 1600 D TD AMERITRADE HLDG CORP COM 87236Y10 2630 145400 SH SHARED 10 145400 D TD AMERITRADE HLDG CORP COM 87236Y10 276 15300 SH SHARED 14 15300 D TECO ENERGY INC COM 87237510 4981 231793 SH SHARED 231793 D TECO ENERGY INC COM 87237510 404 18800 SH SHARED 01 18800 D TECO ENERGY INC COM 87237510 374 17446 SH SHARED 02 9946 7500 D TECO ENERGY INC COM 87237510 478 22250 SH SHARED 06 18750 3500 D TECO ENERGY INC COM 87237510 10983 511099 SH SHARED 10 511099 D TECO ENERGY INC COM 87237510 25 1200 SH SHARED 23 1200 D TECO ENERGY INC COM 87237510 122 5700 SH SHR/OTHR 23 5700 D TEL OFFSHORE TR UNIT BEN INT 87238210 86 3253 SH SHARED 3253 D TEL OFFSHORE TR UNIT BEN INT 87238210 1 63 SH SHARED 02 63 D TEPPCO PARTNERS L P UT LTD PARTNER 87238410 31565 951041 SH SHARED 951041 D TEPPCO PARTNERS L P UT LTD PARTNER 87238410 2043 61580 SH SHARED 02 61580 D TESSCO TECHNOLOGIES INC COM 87238610 7 580 SH SHARED 580 D TF FINL CORP COM 87239110 1 71 SH SHARED 71 D TFS FINL CORP COM 87240R10 78 6790 SH SHARED 6790 D TFS FINL CORP COM 87240R10 6 586 SH SHARED 02 586 D TGC INDS INC COM NEW 87241730 26 3014 SH SHARED 3014 D TICC CAPITAL CORP COM 87244T10 274 50257 SH SHARED 50257 D THQ INC COM NEW 87244340 1254 61920 SH SHARED 61920 D THQ INC COM NEW 87244340 100 4975 SH SHARED 01 4975 D THQ INC COM NEW 87244340 137 6801 SH SHARED 02 6801 D THQ INC COM NEW 87244340 14768 728973 SH SHARED 10 728973 D TIB FINL CORP COM 87244910 1 310 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 1098 1043000 PRN SHARED 02 1043000 D TJX COS INC NEW COM 87254010 588 18700 SH SHARED 18700 D TJX COS INC NEW COM 87254010 14565 462839 SH SHARED 462839 D TJX COS INC NEW COM 87254010 6663 211745 SH SHARED 01 195390 16355 D TJX COS INC NEW COM 87254010 209 6665 SH SHR/OTHR 01 6665 D TJX COS INC NEW COM 87254010 2126 67569 SH SHARED 02 67569 D TJX COS INC NEW COM 87254010 47 1500 SH SHARED 04 1500 D TJX COS INC NEW COM 87254010 8 260 SH SHARED 05 260 D TJX COS INC NEW COM 87254010 1807 57444 SH SHARED 06 44744 12700 D TJX COS INC NEW COM 87254010 37528 1192528 SH SHARED 10 1192528 D TJX COS INC NEW COM 87254010 668 21253 SH SHARED 14 21253 D TJX COS INC NEW COM 87254010 732 23265 SH SHARED 20 20970 2295 D TJX COS INC NEW COM 87254010 79 2530 SH SHR/OTHR 20 2530 D TJX COS INC NEW COM 87254010 4 150 SH SHR/OTHR 21 150 D TJX COS INC NEW COM 87254010 44 1400 SH SHR/OTHR 23 1400 D TLC VISION CORP COM 87254910 4 4801 SH SHARED 4801 D TM ENTMT & MEDIA INC COM 87260T10 1724 235907 SH SHARED 235907 D TM ENTMT & MEDIA INC *W EXP 10/17/201 87260T11 99 202721 SH SHARED 202721 D TRC COS INC COM 87262510 14 3539 SH SHARED 3539 D TRW AUTOMOTIVE HLDGS CORP COM 87264S10 2420 131030 SH SHARED 80630 50400 D TRW AUTOMOTIVE HLDGS CORP COM 87264S10 12 700 SH SHARED 02 700 D TRW AUTOMOTIVE HLDGS CORP COM 87264S10 5 300 SH SHARED 06 300 D TRW AUTOMOTIVE HLDGS CORP COM 87264S10 6543 354290 SH SHARED 10 298690 55600 D TS&W CLAYMORE TAX ADVNTG BL COM 87280R10 144 13000 SH SHARED 02 13000 D TSR INC COM 87288510 0 68 SH SHARED 68 D TVI CORP NEW COM 87291610 0 866 SH SHARED 866 D TNS INC COM 87296010 32 1342 SH SHARED 1342 D TNS INC COM 87296010 14 622 SH SHARED 02 622 D TNS INC COM 87296010 345 14400 SH SHARED 10 14400 D TTM TECHNOLOGIES INC COM 87305R10 2439 184687 SH SHARED 184687 D TTM TECHNOLOGIES INC COM 87305R10 68 5200 SH SHARED 01 5200 D TTM TECHNOLOGIES INC COM 87305R10 94 7117 SH SHARED 02 7117 D TTM TECHNOLOGIES INC COM 87305R10 1163 88100 SH SHARED 10 88100 D T-3 ENERGY SRVCS INC COM 87306E10 959 12080 SH SHARED 12080 D T-3 ENERGY SRVCS INC COM 87306E10 456 5750 SH SHARED 02 5450 300 D T-3 ENERGY SRVCS INC COM 87306E10 37 476 SH SHARED 10 476 D TXCO RES INC COM 87311M10 164 14030 SH SHARED 14030 D TXCO RES INC COM 87311M10 67 5700 SH SHARED 02 5700 D TXCO RES INC COM 87311M10 91 7800 SH SHARED 10 7800 D TAILWIND FINL INC COM 87402310 1450 185900 SH SHARED 185900 D TAILWIND FINL INC COM 87402310 290 37200 SH SHARED 02 37200 D TAILWIND FINL INC *W EXP 04/11/201 87402311 0 892 SH SHARED 892 D TAILWIND FINL INC UNIT 99/99/9999 87402320 23 3000 SH SHARED 02 3000 D TAITRON COMPONENTS INC CL A 87402810 0 98 SH SHARED 98 D TAIWAN FD INC COM 87403610 69 4498 SH SHARED 02 4498 D TAIWAN FD INC COM 87403610 185 11928 SH SHR/OTHR 23 11928 D TAIWAN SEMICONDUCTOR MFG LTD SPONSORED ADR 87403910 1309 120000 SH SHARED 120000 D TAIWAN SEMICONDUCTOR MFG LTD SPONSORED ADR 87403910 13211 1210962 SH SHARED 1210962 D TAIWAN SEMICONDUCTOR MFG LTD SPONSORED ADR 87403910 3314 303768 SH SHARED 01 301700 2068 D TAIWAN SEMICONDUCTOR MFG LTD SPONSORED ADR 87403910 1688 154769 SH SHARED 02 143590 11179 D TAIWAN SEMICONDUCTOR MFG LTD SPONSORED ADR 87403910 114873 10529184 SH SHARED 04 10529184 D TAIWAN SEMICONDUCTOR MFG LTD SPONSORED ADR 87403910 9819 900000 SH SHARED 05 900000 D TAIWAN SEMICONDUCTOR MFG LTD SPONSORED ADR 87403910 35515 3255346 SH SHARED 06 2901 3252445 D TAIWAN SEMICONDUCTOR MFG LTD SPONSORED ADR 87403910 28697 2630354 SH SHARED 10 2630354 D TAIWAN SEMICONDUCTOR MFG LTD SPONSORED ADR 87403910 1837 168393 SH SHARED 14 66000 102393 D TAIWAN SEMICONDUCTOR MFG LTD SPONSORED ADR 87403910 85 7800 SH SHARED 24 7800 D TAKE-TWO INTERACTIVE SOFTWAR COM 87405410 181 7093 SH SHARED 7093 D TAKE-TWO INTERACTIVE SOFTWAR COM 87405410 235 9200 SH SHARED 01 9200 D TAKE-TWO INTERACTIVE SOFTWAR COM 87405410 177 6926 SH SHARED 02 1926 5000 D TAKE-TWO INTERACTIVE SOFTWAR COM 87405410 202 7900 SH SHARED 10 7900 D TAL INTL GROUP INC COM 87408310 110 4871 SH SHARED 4871 D TAL INTL GROUP INC COM 87408310 166 7301 SH SHARED 02 2601 4700 D TAL INTL GROUP INC COM 87408310 186 8200 SH SHARED 10 8200 D TALBOTS INC COM 87416110 1989 171656 SH SHARED 171656 D TALBOTS INC COM 87416110 50 4400 SH SHARED 01 4400 D TALBOTS INC COM 87416110 61 5301 SH SHARED 02 5301 D TALBOTS INC COM 87416110 3048 263000 SH SHARED 10 263000 D TALEO CORP CL A 87424N10 96 4943 SH SHARED 4943 D TALEO CORP CL A 87424N10 24 1265 SH SHARED 02 565 700 D TALISMAN ENERGY INC COM 87425E10 56448 2550778 SH SHARED 2550778 D TALISMAN ENERGY INC COM 87425E10 172 7809 SH SHARED 01 3884 3925 D TALISMAN ENERGY INC COM 87425E10 1392 62912 SH SHR/OTHR 01 62912 D TALISMAN ENERGY INC COM 87425E10 108 4900 SH SHARED 02 4900 D TALISMAN ENERGY INC COM 87425E10 4271 193000 SH SHARED 04 193000 D TALISMAN ENERGY INC COM 87425E10 13 600 SH SHARED 05 600 D TALISMAN ENERGY INC COM 87425E10 20692 935062 SH SHARED 06 34629 900433 D TALISMAN ENERGY INC COM 87425E10 4194 189538 SH SHARED 10 189538 D TALISMAN ENERGY INC COM 87425E10 1989 89900 SH SHARED 14 89900 D TALISMAN ENERGY INC COM 87425E10 345 15600 SH SHARED 19 15600 D TALISMAN ENERGY INC COM 87425E10 39 1800 SH SHARED 20 1800 D TALISMAN ENERGY INC COM 87425E10 429 19400 SH SHARED 23 19400 D TALISMAN ENERGY INC COM 87425E10 628 28400 SH SHR/OTHR 23 28400 D TAM SA SP ADR REP PFD 87484D10 239 12500 SH SHARED 12500 D TAM SA SP ADR REP PFD 87484D10 3084 161345 SH SHARED 161345 D TAM SA SP ADR REP PFD 87484D10 332 17400 SH SHARED 01 17400 D TAM SA SP ADR REP PFD 87484D10 24 1300 SH SHARED 02 1300 D TAM SA SP ADR REP PFD 87484D10 223 11700 SH SHARED 04 11700 D TAM SA SP ADR REP PFD 87484D10 3824 200000 SH SHARED 05 200000 D TAM SA SP ADR REP PFD 87484D10 135 7100 SH SHARED 06 7100 D TAM SA SP ADR REP PFD 87484D10 23345 1220992 SH SHARED 10 740092 480900 D TAM SA SP ADR REP PFD 87484D10 110 5800 SH SHARED 15 5800 D TAM SA SP ADR REP PFD 87484D10 191 10000 SH SHARED 24 10000 D TANDY BRANDS ACCESSORIES INC COM 87537810 0 151 SH SHARED 151 D TANDY LEATHER FACTORY INC COM 87538X10 0 184 SH SHARED 184 D TANGER FACTORY OUTLET CTRS I COM 87546510 6564 182711 SH SHARED 182711 D TANGER FACTORY OUTLET CTRS I COM 87546510 366 10200 SH SHARED 01 3200 7000 D TANGER FACTORY OUTLET CTRS I COM 87546510 42 1176 SH SHARED 02 1176 D TANGER FACTORY OUTLET CTRS I COM 87546510 6361 177050 SH SHARED 10 177050 D TANGER FACTORY OUTLET CTRS I COM 87546510 129419 3601980 SH SHARED 11 2100580 1501400 D TANGER PPTYS LTD PARTNERSHIP NOTE 3.750% 8/1 875484AE 2712 2500000 PRN SHARED 02 2500000 D TANZANIAN ROYALTY EXPL CORP COM 87600U10 1 291 SH SHARED 291 D TARGACEPT INC COM 87611R30 13 1900 SH SHARED 1900 D TARGACEPT INC COM 87611R30 53 7318 SH SHARED 02 1493 5825 D TARGA RESOURCES PARTNERS LP COM UNIT 87611X10 16499 715826 SH SHARED 715826 D TARGA RESOURCES PARTNERS LP COM UNIT 87611X10 57 2500 SH SHARED 02 2500 D TARGANTA THERAPEUTICS CORP COM 87612C10 2519 436616 SH SHARED 436616 D TARGET CORP COM 87612E10 1139107 24502192 SH SHARED 24502192 D TARGET CORP COM 87612E10 5512 118566 SH SHARED 01 109598 8968 D TARGET CORP COM 87612E10 146 3150 SH SHR/OTHR 01 3150 D TARGET CORP COM 87612E10 4679 100666 SH SHARED 02 68874 31792 D TARGET CORP COM 87612E10 111 2400 SH SHARED 04 2400 D TARGET CORP COM 87612E10 7790 167570 SH SHARED 05 167570 D TARGET CORP COM 87612E10 4925 105943 SH SHARED 06 80540 25403 D TARGET CORP COM 87612E10 82322 1770752 SH SHARED 10 1770752 D TARGET CORP COM 87612E10 134 2896 SH SHARED 14 2896 D TARGET CORP COM 87612E10 1397 30070 SH SHARED 20 7310 22760 D TARGET CORP COM 87612E10 297 6400 SH SHR/OTHR 20 6400 D TARGET CORP COM 87612E10 18 400 SH SHR/OTHR 21 400 D TARGET CORP COM 87612E10 92 2000 SH SHR/OTHR 22 2000 D TARGET CORP COM 87612E10 1285 27655 SH SHARED 23 27555 100 D TARGET CORP COM 87612E10 2245 48292 SH SHR/OTHR 23 48292 D TARGETED GENETICS CORP COM NEW 87612M30 0 430 SH SHARED 430 D TARRAGON CORP COM 87628710 0 475 SH SHARED 475 D TARRAGON CORP COM 87628710 10 6200 SH SHARED 10 6200 D TARRANT APPAREL GROUP COM 87628910 0 466 SH SHARED 466 D TASER INTL INC COM 87651B10 113 22738 SH SHARED 22738 D TASER INTL INC COM 87651B10 11 2300 SH SHARED 01 2300 D TASER INTL INC COM 87651B10 241 48428 SH SHARED 02 48428 D TASER INTL INC COM 87651B10 12 2424 SH SHARED 10 2424 D TASEKO MINES LTD COM 87651110 205 40107 SH SHARED 40107 D TASTY BAKING CO COM 87655330 1 201 SH SHARED 201 D TASTY BAKING CO COM 87655330 22 4000 SH SHARED 02 4000 D TATA COMMUNICATIONS LTD SPONS ADR 87656410 13 750 SH SHARED 750 D TATA COMMUNICATIONS LTD SPONS ADR 87656410 318 17876 SH SHARED 17876 D TATA MTRS LTD SPONSORED ADR 87656850 436 43479 SH SHARED 43479 D TATA MTRS LTD SPONSORED ADR 87656850 11 1100 SH SHARED 01 1100 D TATA MTRS LTD SPONSORED ADR 87656850 4722 469900 SH SHARED 02 469900 D TATA MTRS LTD SPONSORED ADR 87656850 5197 517200 SH SHARED 04 517200 D TATA MTRS LTD SPONSORED ADR 87656850 3153 313800 SH SHARED 10 313800 D TAUBMAN CTRS INC COM 87666410 10273 211165 SH SHARED 211165 D TAUBMAN CTRS INC COM 87666410 216 4450 SH SHARED 01 4450 D TAUBMAN CTRS INC COM 87666410 202 4154 SH SHARED 02 3054 1100 D TAUBMAN CTRS INC COM 87666410 6144 126300 SH SHARED 10 126300 D TAUBMAN CTRS INC COM 87666410 143865 2957152 SH SHARED 11 1743250 1213902 D TAYLOR CAP GROUP INC COM 87685110 1 255 SH SHARED 255 D TAYLOR DEVICES INC COM 87716310 0 64 SH SHARED 64 D TEAMSTAFF INC COM PAR $.001 87815U30 0 84 SH SHARED 84 D TEAM FINANCIAL INC COM 87815X10 0 63 SH SHARED 63 D TEAM INC COM 87815510 253 7385 SH SHARED 7385 D TEAM INC COM 87815510 9 284 SH SHARED 02 284 D TEAM INC COM 87815510 1235 36000 SH SHARED 10 36000 D TEAM INC COM 87815510 26 772 SH SHARED 21 772 D TECH DATA CORP COM 87823710 1363 40234 SH SHARED 40234 D TECH DATA CORP COM 87823710 569 16800 SH SHARED 01 200 16600 D TECH DATA CORP COM 87823710 389 11500 SH SHARED 02 11500 D TECH DATA CORP COM 87823710 275 8125 SH SHARED 10 8125 D TECH OPS SEVCON INC COM 87829310 0 68 SH SHARED 68 D TECHTEAM GLOBAL INC COM 87831110 3 287 SH SHARED 287 D TECHE HLDG CO COM 87833010 1 53 SH SHARED 53 D TECHNE CORP COM 87837710 1227 15855 SH SHARED 15855 D TECHNE CORP COM 87837710 1037 13400 SH SHARED 01 13400 D TECHNE CORP COM 87837710 72 932 SH SHARED 02 932 D TECHNE CORP COM 87837710 325 4200 SH SHARED 10 4200 D TECHNE CORP COM 87837710 9 120 SH SHARED 21 120 D TECHNITROL INC COM 87855510 769 45312 SH SHARED 45312 D TECHNITROL INC COM 87855510 305 18000 SH SHARED 02 18000 D TECHNITROL INC COM 87855510 1314 77350 SH SHARED 10 77350 D TECHNOLOGY SOLUTIONS CO COM NEW 87872T20 0 58 SH SHARED 58 D TECHNOLOGY SOLUTIONS CO COM NEW 87872T20 0 15 SH SHARED 02 15 D TECHNOLOGY RESH CORP COM NEW 87872730 0 154 SH SHARED 154 D TECHWELL INC COM 87874D10 3 256 SH SHARED 256 D TECHWELL INC COM 87874D10 8 700 SH SHARED 01 700 D TECHWELL INC COM 87874D10 1 96 SH SHARED 02 96 D TECHWELL INC COM 87874D10 147 12000 SH SHARED 10 12000 D TECHTARGET INC COM 87874R10 11 1127 SH SHARED 1127 D TECHTARGET INC COM 87874R10 5 511 SH SHARED 02 511 D TECK COMINCO LTD CL B 87874220 4315 90000 SH SHARED 90000 D TECK COMINCO LTD CL B 87874220 47663 994034 SH SHARED 991634 2400 D TECK COMINCO LTD CL B 87874220 124 2600 SH SHARED 01 200 2400 D TECK COMINCO LTD CL B 87874220 81 1700 SH SHR/OTHR 01 1700 D TECK COMINCO LTD CL B 87874220 119 2500 SH SHARED 02 2500 D TECK COMINCO LTD CL B 87874220 1543 32200 SH SHARED 04 32200 D TECK COMINCO LTD CL B 87874220 9 200 SH SHARED 05 200 D TECK COMINCO LTD CL B 87874220 1312 27364 SH SHARED 06 24864 2500 D TECK COMINCO LTD CL B 87874220 795 16600 SH SHARED 10 16600 D TECK COMINCO LTD CL B 87874220 342 7152 SH SHARED 14 7152 D TECUMSEH PRODS CO CL A 87889520 151 4621 SH SHARED 4621 D TECUMSEH PRODS CO CL A 87889520 4 135 SH SHARED 02 135 D TECUMSEH PRODS CO CL A 87889520 170 5200 SH SHARED 10 5200 D TEGAL CORP COM NEW 87900820 0 185 SH SHARED 185 D TEJON RANCH CO DEL COM 87908010 17 479 SH SHARED 479 D TEJON RANCH CO DEL COM 87908010 70 1954 SH SHARED 02 1954 D TEKELEC COM 87910110 1298 88294 SH SHARED 88294 D TEKELEC COM 87910110 94 6450 SH SHARED 01 6450 D TEKELEC COM 87910110 220 14997 SH SHARED 02 9947 5050 D TEKELEC COM 87910110 2140 145545 SH SHARED 10 145545 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 2498 100300 SH SHARED 100300 D TELE NORTE LESTE PART S A SPON ADR PFD 87924610 18753 752864 SH SHARED 752864 D TELE NORTE LESTE PART S A SPON ADR PFD 87924610 12452 499900 SH SHARED 04 499900 D TELECOM HLDRS TR DEPOSITRY RCPT 87927P20 32 1055 SH SHARED 02 55 1000 D TELECOM ITALIA S P A NEW SPON ADR ORD 87927Y10 562 28190 SH SHARED 28190 D TELECOM ITALIA S P A NEW SPON ADR SVGS 87927Y20 68 4252 SH SHARED 02 4252 D TELECOM ARGENTINA S A SPON ADR REP B 87927320 84 5900 SH SHARED 5900 D TELECOM ARGENTINA S A SPON ADR REP B 87927320 159 11200 SH SHARED 11200 D TELECOM ARGENTINA S A SPON ADR REP B 87927320 356 25000 SH SHARED 02 25000 D TELECOM CORP NEW ZEALAND LTD SPONSORED ADR 87927820 252 18655 SH SHARED 18655 D TELECOM CORP NEW ZEALAND LTD SPONSORED ADR 87927820 18 1369 SH SHARED 02 1369 D TELECOMUNICACOES BRASILEIRAS SPONSORED ADR 87928730 4 223 SH SHARED 223 D TELECOMUNICACOES DE SAO PAUL SPON ADR PFD 87929A10 17 617 SH SHARED 617 D TELECOMMUNICATION SYS INC CL A 87929J10 0 200 SH SHARED 200 D TELECOMMUNICATION SYS INC CL A 87929J10 12 2771 SH SHARED 02 2771 D TELEDYNE TECHNOLOGIES INC COM 87936010 545 11181 SH SHARED 11181 D TELEDYNE TECHNOLOGIES INC COM 87936010 117 2400 SH SHARED 01 2400 D TELEDYNE TECHNOLOGIES INC COM 87936010 176 3608 SH SHARED 02 3608 D TELEDYNE TECHNOLOGIES INC COM 87936010 5970 122371 SH SHARED 10 122371 D TELEFLEX INC COM 87936910 5878 105741 SH SHARED 105741 D TELEFLEX INC COM 87936910 617 11100 SH SHARED 01 11100 D TELEFLEX INC COM 87936910 269 4840 SH SHARED 02 2740 2100 D TELEFLEX INC COM 87936910 177 3200 SH SHARED 10 3200 D TELEFLEX INC COM 87936910 58 1049 SH SHARED 21 1049 D TELEFLEX INC COM 87936910 66 1200 SH SHR/OTHR 23 1200 D TELEFONICA DE ARGENTINA S A SPONSORED ADR 87937840 3 312 SH SHARED 312 D TELEFONICA S A SPONSORED ADR 87938220 0 2 SH SHARED 2 D TELEFONICA S A SPONSORED ADR 87938220 1655 20800 SH SHARED 20800 D TELEFONICA S A SPONSORED ADR 87938220 789 9922 SH SHARED 01 6517 3405 D TELEFONICA S A SPONSORED ADR 87938220 127 1600 SH SHR/OTHR 01 1600 D TELEFONICA S A SPONSORED ADR 87938220 41 518 SH SHARED 02 518 D TELEFONICA S A SPONSORED ADR 87938220 661 8312 SH SHARED 20 5755 2557 D TELEFONICA S A SPONSORED ADR 87938220 731 9188 SH SHR/OTHR 20 9188 D TELEFONICA S A SPONSORED ADR 87938220 23 295 SH SHR/OTHR 21 295 D TELEFONICA S A SPONSORED ADR 87938220 105 1325 SH SHR/OTHR 23 1325 D TELEFONOS DE MEXICO S A B SPON ADR ORD L 87940378 2209 93291 SH SHARED 93291 D TELEFONOS DE MEXICO S A B SPON ADR ORD L 87940378 108 4600 SH SHARED 01 4600 D TELEFONOS DE MEXICO S A B SPON ADR ORD L 87940378 123 5200 SH SHARED 02 5200 D TELEFONOS DE MEXICO S A B SPON ADR ORD L 87940378 1437 60700 SH SHARED 14 60700 D TELEFONOS DE MEXICO S A B SPON ADR ORD L 87940378 126 5360 SH SHARED 20 5360 D TELEPHONE & DATA SYS INC COM 87943310 2300 48674 SH SHARED 48674 D TELEPHONE & DATA SYS INC COM 87943310 1862 39400 SH SHARED 01 5600 33800 D TELEPHONE & DATA SYS INC COM 87943310 23 502 SH SHARED 02 502 D TELEPHONE & DATA SYS INC COM 87943310 186 3950 SH SHARED 06 3500 450 D TELEPHONE & DATA SYS INC COM 87943310 5152 109000 SH SHARED 10 109000 D TELEPHONE & DATA SYS INC COM 87943310 113 2400 SH SHARED 14 2400 D TELEPHONE & DATA SYS INC COM 87943310 70 1500 SH SHARED 23 1500 D TELEPHONE & DATA SYS INC SPL COM 87943386 778 17661 SH SHARED 17661 D TELEPHONE & DATA SYS INC SPL COM 87943386 167 3800 SH SHARED 01 3800 D TELEPHONE & DATA SYS INC SPL COM 87943386 81 1850 SH SHARED 21 1850 D TELEPHONE & DATA SYS INC SPL COM 87943386 110 2500 SH SHARED 23 2500 D TELEMIG CELULAR PART S A SPON ADR PFD 87944E10 176 2971 SH SHARED 2971 D TELESTONE TECHNOLOGIES CORP COM 87953J10 1 353 SH SHARED 353 D TELESTONE TECHNOLOGIES CORP COM 87953J10 0 173 SH SHARED 02 173 D TELIK INC COM 87959M10 3 2509 SH SHARED 2509 D TELKOM SA LTD SPONSORED ADR 87960310 25 337 SH SHARED 337 D TELKONET INC COM 87960410 0 1636 SH SHARED 1636 D TELLABS INC COM 87966410 4156 893781 SH SHARED 893781 D TELLABS INC COM 87966410 202 43625 SH SHARED 01 43625 D TELLABS INC COM 87966410 1352 290900 SH SHARED 02 290900 D TELLABS INC COM 87966410 226 48800 SH SHARED 06 38800 10000 D TELLABS INC COM 87966410 901 193959 SH SHARED 10 193959 D TELMEX INTERNACIONAL SAB DE SPONS ADR SR L 87969010 1418 88133 SH SHARED 88133 D TELMEX INTERNACIONAL SAB DE SPONS ADR SR L 87969010 74 4600 SH SHARED 01 4600 D TELMEX INTERNACIONAL SAB DE SPONS ADR SR L 87969010 83 5200 SH SHARED 02 5200 D TELMEX INTERNACIONAL SAB DE SPONS ADR SR L 87969010 977 60700 SH SHARED 14 60700 D TELMEX INTERNACIONAL SAB DE SPONS ADR SR L 87969010 86 5360 SH SHARED 20 5360 D TELULAR CORP COM NEW 87970T20 1 521 SH SHARED 521 D TELUS CORP NON-VTG SHS 87971M20 2381 59049 SH SHARED 59049 D TELUS CORP NON-VTG SHS 87971M20 24 596 SH SHARED 01 596 D TELUS CORP NON-VTG SHS 87971M20 44 1100 SH SHARED 04 1100 D TELUS CORP NON-VTG SHS 87971M20 169 4200 SH SHARED 06 3600 600 D TELUS CORP NON-VTG SHS 87971M20 354 8800 SH SHARED 10 8800 D TELUS CORP NON-VTG SHS 87971M20 308 7655 SH SHARED 14 7655 D TEMECULA VY BANCORP INC CA COM 87972L10 7 1335 SH SHARED 1335 D TEMPLE INLAND INC COM 87986810 15068 1337078 SH SHARED 1337078 D TEMPLE INLAND INC COM 87986810 467 41509 SH SHARED 01 4349 37160 D TEMPLE INLAND INC COM 87986810 396 35156 SH SHARED 02 14714 20442 D TEMPLE INLAND INC COM 87986810 510 45310 SH SHARED 10 45310 D TEMPLE INLAND INC COM 87986810 50 4500 SH SHARED 20 4500 D TEMPLE INLAND INC COM 87986810 585 51960 SH SHR/OTHR 20 51960 D TELETECH HOLDINGS INC COM 87993910 151 7602 SH SHARED 7602 D TEMPLETON DRAGON FD INC COM 88018T10 249 10000 SH SHARED 01 10000 D TEMPLETON DRAGON FD INC COM 88018T10 64 2600 SH SHR/OTHR 01 2600 D TEMPLETON DRAGON FD INC COM 88018T10 74 3000 SH SHARED 02 3000 D TEMPLETON DRAGON FD INC COM 88018T10 174 7000 SH SHARED 23 7000 D TEMPLETON EMERGING MKTS FD I COM 88019110 238 12000 SH SHR/OTHR 23 12000 D TEMPLETON EMERG MKTS INCOME COM 88019210 237 17576 SH SHARED 02 17576 D TEMPLETON RUS AND EAST EUR F COM 88022F10 81 1400 SH SHARED 1400 D TEMPLETON RUS AND EAST EUR F COM 88022F10 51 893 SH SHARED 02 893 D TEMPUR PEDIC INTL INC COM 88023U10 338 43391 SH SHARED 43391 D TEMPUR PEDIC INTL INC COM 88023U10 18 2400 SH SHARED 02 2400 D TEMPUR PEDIC INTL INC COM 88023U10 78 10100 SH SHARED 10 10100 D TEMPUR PEDIC INTL INC COM 88023U10 28 3626 SH SHARED 21 3626 D TENARIS S A SPONSORED ADR 88031M10 1840 24700 SH SHARED 19200 5500 D TENARIS S A SPONSORED ADR 88031M10 13709 184025 SH SHARED 184025 D TENARIS S A SPONSORED ADR 88031M10 31992 429435 SH SHARED 01 429435 D TENARIS S A SPONSORED ADR 88031M10 1698 22800 SH SHARED 02 22800 D TENARIS S A SPONSORED ADR 88031M10 101550 1363100 SH SHARED 10 1311300 51800 D TENARIS S A SPONSORED ADR 88031M10 3322 44600 SH SHARED 14 44600 D TENARIS S A SPONSORED ADR 88031M10 130 1747 SH SHARED 24 1747 D TENET HEALTHCARE CORP COM 88033G10 3653 657110 SH SHARED 657110 D TENET HEALTHCARE CORP COM 88033G10 362 65115 SH SHARED 01 65115 D TENET HEALTHCARE CORP COM 88033G10 4267 767452 SH SHARED 02 767452 D TENET HEALTHCARE CORP COM 88033G10 239 43150 SH SHARED 06 33150 10000 D TENET HEALTHCARE CORP COM 88033G10 1128 202907 SH SHARED 10 202907 D TENGASCO INC COM NEW 88033R20 7 2789 SH SHARED 2789 D TENNANT CO COM 88034510 207 6911 SH SHARED 6911 D TENNANT CO COM 88034510 14 491 SH SHARED 02 51 440 D TENNANT CO COM 88034510 21 700 SH SHARED 10 700 D TENNANT CO COM 88034510 21 720 SH SHARED 21 720 D TENNECO INC COM 88034910 0 1 SH SHARED 1 D TENNECO INC COM 88034910 2244 165866 SH SHARED 165866 D TENNECO INC COM 88034910 23 1700 SH SHARED 01 1700 D TENNECO INC COM 88034910 0 1 SH SHARED 02 1 D TENNECO INC COM 88034910 17 1290 SH SHARED 06 1290 D TENNECO INC COM 88034910 5736 423998 SH SHARED 10 423998 D TENNESSEE COMMERCE BANCORP I COM 88043P10 2 123 SH SHARED 123 D TERADATA CORP DEL COM 88076W10 4484 193790 SH SHARED 193790 D TERADATA CORP DEL COM 88076W10 520 22501 SH SHARED 01 21665 836 D TERADATA CORP DEL COM 88076W10 318 13763 SH SHARED 02 11323 2440 D TERADATA CORP DEL COM 88076W10 488 21100 SH SHARED 06 17100 4000 D TERADATA CORP DEL COM 88076W10 3373 145792 SH SHARED 10 145792 D TERADATA CORP DEL COM 88076W10 120 5213 SH SHARED 14 5213 D TERADATA CORP DEL COM 88076W10 7 320 SH SHARED 21 320 D TERADYNE INC COM 88077010 1447 130730 SH SHARED 130730 D TERADYNE INC COM 88077010 197 17800 SH SHARED 01 17800 D TERADYNE INC COM 88077010 2031 183471 SH SHARED 02 183471 D TERADYNE INC COM 88077010 228 20650 SH SHARED 06 17150 3500 D TERADYNE INC COM 88077010 2474 223501 SH SHARED 10 194901 28600 D TEREX CORP NEW COM 88077910 387 7539 SH SHARED 7539 D TEREX CORP NEW COM 88077910 4816 93757 SH SHARED 93757 D TEREX CORP NEW COM 88077910 6519 126917 SH SHARED 01 98649 28268 D TEREX CORP NEW COM 88077910 1214 23644 SH SHR/OTHR 01 23644 D TEREX CORP NEW COM 88077910 2647 51544 SH SHARED 02 39414 12130 D TEREX CORP NEW COM 88077910 13 268 SH SHARED 04 268 D TEREX CORP NEW COM 88077910 1091 21250 SH SHARED 06 18500 2750 D TEREX CORP NEW COM 88077910 22622 440387 SH SHARED 10 439312 1075 D TEREX CORP NEW COM 88077910 231 4500 SH SHARED 14 4500 D TEREX CORP NEW COM 88077910 2841 55318 SH SHARED 19 55318 D TEREX CORP NEW COM 88077910 1517 29548 SH SHARED 20 24088 75 5385 D TEREX CORP NEW COM 88077910 396 7710 SH SHR/OTHR 20 7710 D TEREX CORP NEW COM 88077910 24 470 SH SHARED 21 400 70 D TEREX CORP NEW COM 88077910 61 1200 SH SHARED 22 1200 D TEREX CORP NEW COM 88077910 42 825 SH SHR/OTHR 22 825 D TEREX CORP NEW COM 88077910 390 7594 SH SHARED 23 7134 460 D TEREX CORP NEW COM 88077910 467 9101 SH SHR/OTHR 23 9101 D TERCICA INC COM 88078L10 0 101 SH SHARED 101 D TERCICA INC COM 88078L10 78 8900 SH SHARED 01 8900 D TERCICA INC COM 88078L10 578 65545 SH SHARED 04 65545 D TERNIUM SA SPON ADR 88089010 3342 79574 SH SHARED 79574 D TERNIUM SA SPON ADR 88089010 428 10200 SH SHARED 01 10200 D TERNIUM SA SPON ADR 88089010 2734 65100 SH SHARED 04 65100 D TERNIUM SA SPON ADR 88089010 289 6900 SH SHARED 06 6900 D TERNIUM SA SPON ADR 88089010 36891 878359 SH SHARED 10 495312 383047 D TERNIUM SA SPON ADR 88089010 277 6600 SH SHARED 15 6600 D TERNIUM SA SPON ADR 88089010 256 6100 SH SHARED 24 6100 D TERRA INDS INC COM 88091510 44038 892376 SH SHARED 892376 D TERRA INDS INC COM 88091510 1694 34340 SH SHARED 01 5540 28800 D TERRA INDS INC COM 88091510 419 8502 SH SHARED 02 8502 D TERRA INDS INC COM 88091510 56056 1135900 SH SHARED 10 1135900 D TERRA NITROGEN CO L P COM UNIT 88100520 1436 11060 SH SHARED 11060 D TERREMARK WORLDWIDE INC COM NEW 88144820 288 52875 SH SHARED 52875 D TERREMARK WORLDWIDE INC COM NEW 88144820 5 1000 SH SHARED 01 1000 D TERREMARK WORLDWIDE INC COM NEW 88144820 27 5114 SH SHARED 02 4894 220 D TERRESTAR CORP COM 88145110 6576 1652278 SH SHARED 1652278 D TERRESTAR CORP COM 88145110 29 7500 SH SHARED 01 7500 D TESCO CORP COM 88157K10 44 1400 SH SHARED 02 1400 D TESCO CORP COM 88157K10 1440 45100 SH SHARED 10 45100 D TESORO CORP COM 88160910 17573 888883 SH SHARED 888883 D TESORO CORP COM 88160910 181 9200 SH SHARED 01 9200 D TESORO CORP COM 88160910 9840 497750 SH SHARED 02 497260 490 D TESORO CORP COM 88160910 1 60 SH SHARED 05 60 D TESORO CORP COM 88160910 1955 98915 SH SHARED 06 95515 3400 D TESORO CORP COM 88160910 3705 187444 SH SHARED 10 187444 D TESORO CORP COM 88160910 2 105 SH SHARED 21 105 D TESORO CORP COM 88160910 2 150 SH SHR/OTHR 23 150 D TETRA TECHNOLOGIES INC DEL COM 88162F10 851 35900 SH SHARED 35900 D TETRA TECHNOLOGIES INC DEL COM 88162F10 213 9017 SH SHARED 9017 D TETRA TECHNOLOGIES INC DEL COM 88162F10 108 4595 SH SHARED 01 4595 D TETRA TECHNOLOGIES INC DEL COM 88162F10 169 7152 SH SHARED 02 6752 400 D TETRA TECHNOLOGIES INC DEL COM 88162F10 20897 881390 SH SHARED 10 788990 92400 D TETRA TECH INC NEW COM 88162G10 34 1523 SH SHARED 1523 D TETRA TECH INC NEW COM 88162G10 392 17371 SH SHARED 17371 D TETRA TECH INC NEW COM 88162G10 534 23637 SH SHARED 02 23637 D TETRA TECH INC NEW COM 88162G10 10754 475460 SH SHARED 04 475460 D TETRA TECH INC NEW COM 88162G10 13974 617782 SH SHARED 05 617782 D TETRA TECH INC NEW COM 88162G10 1476 65272 SH SHARED 06 65272 D TETRA TECH INC NEW COM 88162G10 452 20018 SH SHARED 10 20018 D TETRA TECH INC NEW COM 88162G10 25 1125 SH SHARED 21 1125 D TEVA PHARMACEUTICAL INDS LTD ADR 88162420 19476 425244 SH SHARED 425244 D TEVA PHARMACEUTICAL INDS LTD ADR 88162420 1877 41000 SH SHARED 01 41000 D TEVA PHARMACEUTICAL INDS LTD ADR 88162420 18 400 SH SHR/OTHR 01 400 D TEVA PHARMACEUTICAL INDS LTD ADR 88162420 3995 87247 SH SHARED 02 29447 57800 D TEVA PHARMACEUTICAL INDS LTD ADR 88162420 36739 802170 SH SHARED 04 802170 D TEVA PHARMACEUTICAL INDS LTD ADR 88162420 22013 480644 SH SHARED 06 23775 456869 D TEVA PHARMACEUTICAL INDS LTD ADR 88162420 3768 82273 SH SHARED 10 82273 D TEVA PHARMACEUTICAL INDS LTD ADR 88162420 1245 27200 SH SHARED 14 27200 D TEVA PHARMACEUTICAL INDS LTD ADR 88162420 13 300 SH SHARED 20 300 D TEVA PHARMACEUTICAL INDS LTD ADR 88162420 13 300 SH SHARED 23 300 D TEVA PHARMACEUTICAL INDS LTD ADR 88162420 54 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 1196 1172000 PRN SHARED 02 1172000 D TESSERA TECHNOLOGIES INC COM 88164L10 34 2100 SH SHARED 2100 D TESSERA TECHNOLOGIES INC COM 88164L10 41 2557 SH SHARED 02 2557 D TESSERA TECHNOLOGIES INC COM 88164L10 491 30000 SH SHARED 04 30000 D TESSERA TECHNOLOGIES INC COM 88164L10 18726 1143968 SH SHARED 10 1143968 D TEVA PHARMACEUTICAL FIN II L DBCV 0.500% 2/0 88164RAA 3360 2750000 PRN SHARED 02 2750000 D TEVA PHARMACEUTICAL FIN II L DBCV 0.500% 2/0 88164RAA 305 250000 PRN SHARED 06 250000 D TEVA PHARMACEUTICAL FIN II L DBCV 0.250% 2/0 88164RAB 481 361000 PRN SHARED 02 361000 D TEVA PHARMACEUTICAL FIN CO B NOTE 1.750% 2/0 88165FAA 8888 8000000 PRN SHARED 06 8000000 D TEXAS CAPITAL BANCSHARES INC COM 88224Q10 361 22576 SH SHARED 22576 D TEXAS CAPITAL BANCSHARES INC COM 88224Q10 2 135 SH SHARED 02 135 D TEXAS CAPITAL BANCSHARES INC COM 88224Q10 211 13200 SH SHARED 10 13200 D TEXAS INDS INC COM 88249110 808 14409 SH SHARED 14409 D TEXAS INDS INC COM 88249110 22 402 SH SHARED 02 402 D TEXAS INDS INC COM 88249110 8151 145231 SH SHARED 10 145231 D TEXAS INDS INC COM 88249110 3 70 SH SHARED 21 70 D TEXAS INSTRS INC COM 88250810 126521 4492945 SH SHARED 4413855 79090 D TEXAS INSTRS INC COM 88250810 6973 247642 SH SHARED 01 225970 21672 D TEXAS INSTRS INC COM 88250810 321 11430 SH SHR/OTHR 01 11430 D TEXAS INSTRS INC COM 88250810 6575 233514 SH SHARED 02 190178 43336 D TEXAS INSTRS INC COM 88250810 185 6600 SH SHARED 04 6600 D TEXAS INSTRS INC COM 88250810 3742 132900 SH SHARED 04 132900 D TEXAS INSTRS INC COM 88250810 17 620 SH SHARED 05 620 D TEXAS INSTRS INC COM 88250810 6102 216712 SH SHARED 06 174622 42090 D TEXAS INSTRS INC COM 88250810 97217 3452318 SH SHARED 10 3336718 115600 D TEXAS INSTRS INC COM 88250810 640 22747 SH SHARED 14 22747 D TEXAS INSTRS INC COM 88250810 1408 50000 SH SHARED 15 50000 D TEXAS INSTRS INC COM 88250810 1845 65550 SH SHARED 20 16535 49015 D TEXAS INSTRS INC COM 88250810 2346 83325 SH SHR/OTHR 20 83325 D TEXAS INSTRS INC COM 88250810 118 4194 SH SHARED 21 3920 274 D TEXAS INSTRS INC COM 88250810 27 990 SH SHR/OTHR 21 990 D TEXAS INSTRS INC COM 88250810 21 780 SH SHR/OTHR 22 780 D TEXAS INSTRS INC COM 88250810 757 26911 SH SHARED 23 26061 850 D TEXAS INSTRS INC COM 88250810 2588 91910 SH SHR/OTHR 23 91910 D TEXAS ROADHOUSE INC CL A 88268110 45 5060 SH SHARED 5060 D TEXAS ROADHOUSE INC CL A 88268110 335 37390 SH SHARED 02 37390 D THAI CAP FD INC COM NEW 88290520 4 443 SH SHARED 443 D TEXTRON INC COM 88320310 30827 643180 SH SHARED 643180 D TEXTRON INC COM 88320310 2621 54688 SH SHARED 01 40748 13940 D TEXTRON INC COM 88320310 890 18585 SH SHARED 02 16654 1931 D TEXTRON INC COM 88320310 7 160 SH SHARED 05 160 D TEXTRON INC COM 88320310 6390 133320 SH SHARED 06 125940 7380 D TEXTRON INC COM 88320310 6792 141711 SH SHARED 10 141711 D TEXTRON INC COM 88320310 249 5206 SH SHARED 14 5206 D TEXTRON INC COM 88320310 52 1090 SH SHARED 21 1090 D TEXTRON INC COM 88320310 160 3350 SH SHARED 23 3350 D THE BANK HOLDINGS INC COM 88331E10 0 126 SH SHARED 126 D THE9 LTD ADR 88337K10 313 13901 SH SHARED 13901 D THE9 LTD ADR 88337K10 0 11 SH SHARED 02 11 D THERAGENICS CORP COM 88337510 11 3208 SH SHARED 3208 D THERAGENICS CORP COM 88337510 25 7100 SH SHARED 02 7100 D THERAVANCE INC COM 88338T10 257 21673 SH SHARED 21673 D THERAVANCE INC COM 88338T10 169 14286 SH SHARED 01 14286 D THERAVANCE INC COM 88338T10 50 4262 SH SHARED 02 4262 D THERAVANCE INC COM 88338T10 16 1370 SH SHARED 10 1370 D THERMAGE INC COM 88343R10 0 331 SH SHARED 331 D THERMADYNE HLDGS CORP NEW COM PAR $0.01 88343530 8 575 SH SHARED 575 D THERMADYNE HLDGS CORP NEW COM PAR $0.01 88343530 140 9490 SH SHARED 10 9490 D THERMO FISHER SCIENTIFIC INC COM 88355610 515 9256 SH SHARED 1795 7461 D THERMO FISHER SCIENTIFIC INC COM 88355610 50121 899356 SH SHARED 899356 D THERMO FISHER SCIENTIFIC INC COM 88355610 19509 350068 SH SHARED 01 277029 500 72539 D THERMO FISHER SCIENTIFIC INC COM 88355610 3233 58020 SH SHR/OTHR 01 58020 D THERMO FISHER SCIENTIFIC INC COM 88355610 10080 180873 SH SHARED 02 169015 11858 D THERMO FISHER SCIENTIFIC INC COM 88355610 70884 1271925 SH SHARED 04 1271925 D THERMO FISHER SCIENTIFIC INC COM 88355610 11 210 SH SHARED 05 210 D THERMO FISHER SCIENTIFIC INC COM 88355610 76007 1363851 SH SHARED 06 364100 999751 D THERMO FISHER SCIENTIFIC INC COM 88355610 67821 1216965 SH SHARED 10 1214981 1984 D THERMO FISHER SCIENTIFIC INC COM 88355610 267 4800 SH SHARED 14 4800 D THERMO FISHER SCIENTIFIC INC COM 88355610 2985 53577 SH SHARED 20 44895 135 8547 D THERMO FISHER SCIENTIFIC INC COM 88355610 374 6725 SH SHR/OTHR 20 6725 D THERMO FISHER SCIENTIFIC INC COM 88355610 100 1800 SH SHARED 21 1800 D THERMO FISHER SCIENTIFIC INC COM 88355610 1060 19029 SH SHARED 22 15660 3369 D THERMO FISHER SCIENTIFIC INC COM 88355610 84 1525 SH SHR/OTHR 22 1525 D THERMO FISHER SCIENTIFIC INC COM 88355610 2965 53203 SH SHARED 23 36833 16370 D THERMO FISHER SCIENTIFIC INC COM 88355610 1764 31659 SH SHR/OTHR 23 31659 D THERMOGENESIS CORP COM NEW 88362320 2 1432 SH SHARED 1432 D THESTREET COM COM 88368Q10 30 4653 SH SHARED 4653 D THESTREET COM COM 88368Q10 110 16935 SH SHARED 02 16600 335 D THINKORSWIM GROUP INC COM 88409C10 521 73903 SH SHARED 73903 D THINKORSWIM GROUP INC COM 88409C10 46 6600 SH SHARED 01 6600 D THINKORSWIM GROUP INC COM 88409C10 308 43799 SH SHR/OTHR 01 43799 D THINKORSWIM GROUP INC COM 88409C10 3 539 SH SHARED 02 199 340 D THINK PARTNERSHIP INC COM 88409N10 0 1757 SH SHARED 1757 D THIRD WAVE TECHNOLOGIES INC COM 88428W10 32 2947 SH SHARED 2947 D THIRD WAVE TECHNOLOGIES INC COM 88428W10 40 3630 SH SHARED 02 3630 D THOMAS & BETTS CORP COM 88431510 668 17650 SH SHARED 17650 D THOMAS & BETTS CORP COM 88431510 983 25991 SH SHARED 25991 D THOMAS & BETTS CORP COM 88431510 2732 72191 SH SHARED 01 51800 20391 D THOMAS & BETTS CORP COM 88431510 86 2290 SH SHR/OTHR 01 2290 D THOMAS & BETTS CORP COM 88431510 139 3677 SH SHARED 02 3677 D THOMAS & BETTS CORP COM 88431510 6235 164750 SH SHARED 10 164750 D THOMAS & BETTS CORP COM 88431510 348 9215 SH SHARED 20 7930 1285 D THOMAS & BETTS CORP COM 88431510 813 21500 SH SHARED 23 19500 2000 D THOMAS GROUP INC COM 88440210 0 171 SH SHARED 171 D THOMAS PPTYS GROUP INC COM 88445310 2 232 SH SHARED 232 D THOMAS PPTYS GROUP INC COM 88445310 146 14870 SH SHARED 10 14870 D THOMAS WEISEL PARTNERS GRP I COM 88448110 0 105 SH SHARED 105 D THOMAS WEISEL PARTNERS GRP I COM 88448110 77 14200 SH SHARED 10 14200 D THOMPSON CREEK METALS CO INC COM 88476810 143 7344 SH SHARED 7344 D THOMPSON CREEK METALS CO INC COM 88476810 2449 125600 SH SHARED 02 95100 30500 D THOMSON REUTERS CORP COM 88490310 84 2636 SH SHARED 2636 D THOMSON REUTERS CORP COM 88490310 20508 637104 SH SHARED 637104 D THOMSON REUTERS CORP COM 88490310 48 1500 SH SHARED 01 1500 D THOMSON REUTERS CORP COM 88490310 67 2100 SH SHARED 04 2100 D THOMSON REUTERS CORP COM 88490310 6 200 SH SHARED 05 200 D THOMSON REUTERS CORP COM 88490310 101 3138 SH SHARED 06 1838 1300 D THOMSON REUTERS CORP COM 88490310 772 24000 SH SHARED 10 24000 D THOMSON SPONSORED ADR 88511810 64 12570 SH SHARED 12570 D THOMSON REUTERS PLC SPONSORED ADR 88514110 114 706 SH SHARED 706 D THOMSON REUTERS PLC SPONSORED ADR 88514110 36 227 SH SHARED 01 227 D THOMSON REUTERS PLC SPONSORED ADR 88514110 10 64 SH SHR/OTHR 01 64 D THOR INDS INC COM 88516010 1220 57426 SH SHARED 57426 D THOR INDS INC COM 88516010 248 11700 SH SHARED 01 11700 D THOR INDS INC COM 88516010 98 4637 SH SHARED 02 4637 D THOR INDS INC COM 88516010 129 6102 SH SHARED 10 6102 D THORATEC CORP NOTE 1.379% 5/1 885175AB 1252 2000000 PRN SHARED 2000000 D THORATEC CORP COM NEW 88517530 5 329 SH SHARED 02 329 D THORATEC CORP COM NEW 88517530 9181 527994 SH SHARED 10 527994 D THORNBURG MTG INC COM 88521810 33 165120 SH SHARED 165120 D THORNBURG MTG INC COM 88521810 3 16400 SH SHARED 01 16400 D THORNBURG MTG INC COM 88521810 15 75857 SH SHARED 02 75257 600 D THORNBURG MTG INC COM 88521810 1 7900 SH SHARED 10 7900 D THORNBURG MTG INC PFD CONV SER F 88521870 7524 1835200 SH SHARED 1835200 D 3COM CORP COM 88553510 2716 1281196 SH SHARED 1281196 D 3COM CORP COM 88553510 183 86650 SH SHARED 01 450 86200 D 3COM CORP COM 88553510 5 2801 SH SHARED 02 2801 D 3COM CORP COM 88553510 356 168000 SH SHARED 10 168000 D 3-D SYS CORP DEL COM NEW 88554D20 0 61 SH SHARED 61 D 3-D SYS CORP DEL COM NEW 88554D20 0 92 SH SHARED 02 92 D 3SBIO INC SPONSORED ADR 88575Y10 35 3865 SH SHARED 3865 D 3SBIO INC SPONSORED ADR 88575Y10 0 8 SH SHARED 02 8 D 3M CO COM 88579Y10 383 5510 SH SHARED 5510 D 3M CO COM 88579Y10 80881 1162256 SH SHARED 1158856 3400 D 3M CO COM 88579Y10 10506 150983 SH SHARED 01 101035 49948 D 3M CO COM 88579Y10 1370 19700 SH SHR/OTHR 01 19700 D 3M CO COM 88579Y10 2740 39385 SH SHARED 02 25166 14219 D 3M CO COM 88579Y10 296 4265 SH SHARED 04 4265 D 3M CO COM 88579Y10 34907 501610 SH SHARED 04 501610 D 3M CO COM 88579Y10 21 310 SH SHARED 05 310 D 3M CO COM 88579Y10 6444 92610 SH SHARED 06 70650 21960 D 3M CO COM 88579Y10 174765 2511353 SH SHARED 10 2500653 10700 D 3M CO COM 88579Y10 27 400 SH SHR/OTHR 10 400 D 3M CO COM 88579Y10 542 7793 SH SHARED 14 7793 D 3M CO COM 88579Y10 125 1800 SH SHARED 19 1800 D 3M CO COM 88579Y10 2999 43096 SH SHARED 20 10080 33016 D 3M CO COM 88579Y10 2858 41080 SH SHR/OTHR 20 41080 D 3M CO COM 88579Y10 522 7507 SH SHARED 21 2532 4975 D 3M CO COM 88579Y10 173 2500 SH SHARED 22 2500 D 3M CO COM 88579Y10 93 1350 SH SHR/OTHR 22 1350 D 3M CO COM 88579Y10 7775 111737 SH SHARED 23 110837 900 D 3M CO COM 88579Y10 7732 111119 SH SHR/OTHR 23 111119 D 3PAR INC COM 88580F10 12 1658 SH SHARED 02 1658 D THRESHOLD PHARMACEUTICAL INC COM 88580710 32 89056 SH SHARED 89056 D TIBCO SOFTWARE INC COM 88632Q10 14 1900 SH SHARED 1900 D TIBCO SOFTWARE INC COM 88632Q10 3943 515453 SH SHARED 515453 D TIBCO SOFTWARE INC COM 88632Q10 407 53275 SH SHARED 02 5575 47700 D TIBCO SOFTWARE INC COM 88632Q10 726 95000 SH SHARED 04 95000 D TIBCO SOFTWARE INC COM 88632Q10 656 85800 SH SHARED 10 85800 D TIDELANDS BANCSHARES INC COM 88637410 0 111 SH SHARED 111 D TIDEWATER INC COM 88642310 6058 93170 SH SHARED 93170 D TIDEWATER INC COM 88642310 1255 19300 SH SHARED 01 2500 16800 D TIDEWATER INC COM 88642310 72 1120 SH SHARED 02 730 390 D TIDEWATER INC COM 88642310 110 1700 SH SHARED 06 1700 D TIDEWATER INC COM 88642310 1519 23362 SH SHARED 10 17662 5700 D TIDEWATER INC COM 88642310 6 100 SH SHARED 21 100 D TIER TECHNOLOGIES INC CL B 88650Q10 3 484 SH SHARED 484 D TIER TECHNOLOGIES INC CL B 88650Q10 10 1300 SH SHARED 02 1300 D TIERONE CORP COM 88650R10 14 3081 SH SHARED 3081 D TIERONE CORP COM 88650R10 21 4600 SH SHARED 02 4600 D TIERONE CORP COM 88650R10 22 5000 SH SHARED 10 5000 D TIENS BIOTECH GROUP USA INC COM 88650T10 7 4790 SH SHARED 4790 D TIENS BIOTECH GROUP USA INC COM 88650T10 0 26 SH SHARED 02 26 D TIFFANY & CO NEW COM 88654710 5947 145940 SH SHARED 145940 D TIFFANY & CO NEW COM 88654710 647 15900 SH SHARED 01 15900 D TIFFANY & CO NEW COM 88654710 1289 31640 SH SHARED 02 26715 4925 D TIFFANY & CO NEW COM 88654710 5 130 SH SHARED 05 130 D TIFFANY & CO NEW COM 88654710 970 23820 SH SHARED 06 13500 10320 D TIFFANY & CO NEW COM 88654710 44653 1095791 SH SHARED 10 1095791 D TIFFANY & CO NEW COM 88654710 805 19760 SH SHARED 20 1480 18280 D TIFFANY & CO NEW COM 88654710 16 400 SH SHR/OTHR 20 400 D TIFFANY & CO NEW COM 88654710 529 13000 SH SHARED 23 500 12500 D TIFFANY & CO NEW COM 88654710 350 8600 SH SHR/OTHR 23 8600 D TIGERLOGIC CORPORATION COM 8867EQ10 1 214 SH SHARED 214 D TIM HORTONS INC COM 88706M10 13783 480446 SH SHARED 480446 D TIM HORTONS INC COM 88706M10 308 10753 SH SHARED 01 9903 850 D TIM HORTONS INC COM 88706M10 14 500 SH SHR/OTHR 01 500 D TIM HORTONS INC COM 88706M10 229 7992 SH SHARED 02 7992 D TIM HORTONS INC COM 88706M10 80 2799 SH SHARED 06 1035 1764 D TIM HORTONS INC COM 88706M10 2322 80963 SH SHARED 10 80963 D TIM HORTONS INC COM 88706M10 12 450 SH SHARED 20 450 D TIM HORTONS INC COM 88706M10 33 1175 SH SHARED 23 1175 D TIM HORTONS INC COM 88706M10 22 800 SH SHR/OTHR 23 800 D TIM PARTICIPACOES S A SPONS ADR PFD 88706P10 909 32000 SH SHARED 32000 D TIM PARTICIPACOES S A SPONS ADR PFD 88706P10 911 32051 SH SHARED 32051 D TIM PARTICIPACOES S A SPONS ADR PFD 88706P10 247 8700 SH SHARED 02 8700 D TIM PARTICIPACOES S A SPONS ADR PFD 88706P10 4039 142100 SH SHARED 10 142100 D TIMBERLAND BANCORP INC COM 88709810 4 509 SH SHARED 509 D TIMBERLAND CO CL A 88710010 248 15205 SH SHARED 15205 D TIMBERLAND CO CL A 88710010 619 37897 SH SHARED 01 22097 15800 D TIMBERLAND CO CL A 88710010 181 11124 SH SHARED 02 11054 70 D TIMBERLAND CO CL A 88710010 313 19200 SH SHARED 10 19200 D TIME WARNER INC COM 88731710 3 225 SH SHARED 225 D TIME WARNER INC COM 88731710 175090 11830460 SH SHARED 11821110 9350 D TIME WARNER INC COM 88731710 6884 465170 SH SHARED 01 379658 85512 D TIME WARNER INC COM 88731710 2100 141929 SH SHR/OTHR 01 141929 D TIME WARNER INC COM 88731710 8431 569700 SH SHARED 02 347079 222621 D TIME WARNER INC COM 88731710 571 38600 SH SHARED 04 38600 D TIME WARNER INC COM 88731710 189645 12813900 SH SHARED 04 12813900 D TIME WARNER INC COM 88731710 23 1610 SH SHARED 05 1610 D TIME WARNER INC COM 88731710 16453 1111735 SH SHARED 06 761755 349980 D TIME WARNER INC COM 88731710 40713 2750902 SH SHARED 10 2683802 67100 D TIME WARNER INC COM 88731710 1988 134348 SH SHARED 14 78500 55848 D TIME WARNER INC COM 88731710 698 47180 SH SHARED 15 47180 D TIME WARNER INC COM 88731710 168 11400 SH SHARED 19 11400 D TIME WARNER INC COM 88731710 774 52302 SH SHARED 20 4250 48052 D TIME WARNER INC COM 88731710 5957 402541 SH SHR/OTHR 20 402541 D TIME WARNER INC COM 88731710 23 1600 SH SHARED 21 1600 D TIME WARNER INC COM 88731710 37 2500 SH SHR/OTHR 21 2500 D TIME WARNER INC COM 88731710 14 1000 SH SHARED 22 1000 D TIME WARNER INC COM 88731710 605 40930 SH SHR/OTHR 22 40930 D TIME WARNER INC COM 88731710 1461 98744 SH SHARED 23 72344 26400 D TIME WARNER INC COM 88731710 2377 160650 SH SHR/OTHR 23 160650 D TIME WARNER TELECOM INC DBCV 2.375% 4/0 887319AC 5819 5500000 PRN SHARED 5500000 D TIME WARNER CABLE INC CL A 88732J10 1154 43616 SH SHARED 43616 D TIME WARNER CABLE INC CL A 88732J10 91 3463 SH SHARED 02 3463 D TIME WARNER CABLE INC CL A 88732J10 3577 135100 SH SHARED 04 135100 D TIME WARNER CABLE INC CL A 88732J10 26 1000 SH SHARED 06 1000 D TIME WARNER CABLE INC CL A 88732J10 799 30200 SH SHARED 10 30200 D TIME WARNER CABLE INC CL A 88732J10 1723 65100 SH SHARED 14 65100 D TIME WARNER CABLE INC CL A 88732J10 70 2670 SH SHARED 21 2670 D TIMKEN CO COM 88738910 1585 48144 SH SHARED 48144 D TIMKEN CO COM 88738910 1011 30700 SH SHARED 01 30700 D TIMKEN CO COM 88738910 561 17035 SH SHARED 02 13724 3311 D TIMKEN CO COM 88738910 9 300 SH SHARED 06 300 D TIMKEN CO COM 88738910 361 10971 SH SHARED 10 10971 D TIMKEN CO COM 88738910 43 1323 SH SHARED 20 1323 D TIMKEN CO COM 88738910 12 365 SH SHARED 21 365 D TITAN INTL INC ILL COM 88830M10 523 14685 SH SHARED 14685 D TITAN INTL INC ILL COM 88830M10 139 3907 SH SHARED 02 2277 1630 D TITAN INTL INC ILL COM 88830M10 89 2500 SH SHARED 10 2500 D TITAN MACHY INC COM 88830R10 4 156 SH SHARED 156 D TITAN MACHY INC COM 88830R10 0 30 SH SHARED 02 30 D TITAN PHARMACEUTICALS INC DE COM 88831410 1 1159 SH SHARED 1159 D TITAN PHARMACEUTICALS INC DE COM 88831410 2 2000 SH SHARED 02 2000 D TITANIUM METALS CORP COM NEW 88833920 1597 114212 SH SHARED 114212 D TITANIUM METALS CORP COM NEW 88833920 39 2850 SH SHARED 01 2850 D TITANIUM METALS CORP COM NEW 88833920 219 15682 SH SHARED 02 11882 3800 D TITANIUM METALS CORP COM NEW 88833920 1283 91710 SH SHARED 06 91710 D TITANIUM METALS CORP COM NEW 88833920 528 37794 SH SHARED 10 37794 D TIVO INC COM 88870610 11597 1879617 SH SHARED 1879617 D TIVO INC COM 88870610 49 8000 SH SHARED 01 8000 D TIVO INC COM 88870610 140 22776 SH SHARED 02 776 22000 D TIVO INC COM 88870610 32 5200 SH SHARED 10 5200 D TODD SHIPYARDS CORP DEL COM 88903910 1 134 SH SHARED 134 D TOFUTTI BRANDS INC COM 88906B10 0 79 SH SHARED 79 D TOLL BROTHERS INC COM 88947810 5066 270509 SH SHARED 270509 D TOLL BROTHERS INC COM 88947810 790 42210 SH SHARED 01 410 41800 D TOLL BROTHERS INC COM 88947810 2080 111096 SH SHARED 02 111096 D TOLL BROTHERS INC COM 88947810 8428 450000 SH SHARED 05 450000 D TOLL BROTHERS INC COM 88947810 10 580 SH SHARED 06 580 D TOLL BROTHERS INC COM 88947810 110 5900 SH SHARED 10 5900 D TOLLGRADE COMMUNICATIONS INC COM 88954210 5 1307 SH SHARED 1307 D TOMKINS PLC SPONSORED ADR 89003020 29 2431 SH SHARED 2431 D TOMKINS PLC SPONSORED ADR 89003020 31 2590 SH SHARED 02 2590 D TOMOTHERAPY INC COM 89008810 165 18502 SH SHARED 18502 D TOMOTHERAPY INC COM 89008810 29 3253 SH SHARED 02 2453 800 D TOMPKINS FINANCIAL CORPORATI COM 89011010 67 1820 SH SHARED 1820 D TOMPKINS FINANCIAL CORPORATI COM 89011010 18 500 SH SHARED 01 500 D TOMPKINS FINANCIAL CORPORATI COM 89011010 0 1 SH SHARED 02 1 D TOMPKINS FINANCIAL CORPORATI COM 89011010 699 18810 SH SHARED 10 18810 D TONGJITANG CHINESE MED CO SPON ADR 89025E10 5 1384 SH SHARED 1384 D TONGJITANG CHINESE MED CO SPON ADR 89025E10 0 12 SH SHARED 02 12 D TOOTSIE ROLL INDS INC COM 89051610 2030 80780 SH SHARED 80780 D TOOTSIE ROLL INDS INC COM 89051610 171 6842 SH SHARED 01 6842 D TOOTSIE ROLL INDS INC COM 89051610 441 17552 SH SHARED 02 17552 D TOOTSIE ROLL INDS INC COM 89051610 288 11488 SH SHARED 10 11488 D TOR MINERALS INTL INC COM 89087810 0 141 SH SHARED 141 D TORCHMARK CORP COM 89102710 3226 55020 SH SHARED 55020 D TORCHMARK CORP COM 89102710 686 11700 SH SHARED 01 11700 D TORCHMARK CORP COM 89102710 518 8834 SH SHARED 02 8834 D TORCHMARK CORP COM 89102710 722 12320 SH SHARED 06 9900 2420 D TORCHMARK CORP COM 89102710 10722 182815 SH SHARED 10 182815 D TOREADOR RES CORP COM 89105010 5 635 SH SHARED 01 635 D TOREADOR RES CORP COM 89105010 1 211 SH SHARED 02 211 D TORO CO COM 89109210 564 16963 SH SHARED 16963 D TORO CO COM 89109210 113 3424 SH SHARED 02 3424 D TORO CO COM 89109210 63 1900 SH SHARED 10 1900 D TORONTO DOMINION BK ONT COM NEW 89116050 695 11170 SH SHARED 11170 D TORONTO DOMINION BK ONT COM NEW 89116050 120690 1938187 SH SHARED 1938187 D TORONTO DOMINION BK ONT COM NEW 89116050 12 200 SH SHARED 01 200 D TORONTO DOMINION BK ONT COM NEW 89116050 64680 1038706 SH SHARED 04 1038706 D TORONTO DOMINION BK ONT COM NEW 89116050 18 300 SH SHARED 05 300 D TORONTO DOMINION BK ONT COM NEW 89116050 649 10424 SH SHARED 06 6262 4162 D TORONTO DOMINION BK ONT COM NEW 89116050 1549 24876 SH SHARED 10 24876 D TORONTO DOMINION BK ONT COM NEW 89116050 447 7179 SH SHARED 14 7179 D TORONTO DOMINION BK ONT COM NEW 89116050 62 1000 SH SHARED 22 1000 D TORTOISE ENERGY INFRSTRCTR C COM 89147L10 6 244 SH SHR/OTHR 01 244 D TORTOISE ENERGY INFRSTRCTR C COM 89147L10 24 900 SH SHARED 02 900 D TORTOISE ENERGY INFRSTRCTR C COM 89147L10 9396 345857 SH SHARED 10 345857 D TORTOISE ENERGY INFRSTRCTR C COM 89147L10 43 1601 SH SHR/OTHR 23 1601 D TORTOISE CAP RES CORP COM 89147N30 12 1039 SH SHARED 1039 D TORTOISE CAP RES CORP COM 89147N30 0 7 SH SHARED 02 7 D TORTOISE NORTH AMRN ENRGY CO COM 89147T10 2972 120600 SH SHARED 02 120600 D TOTAL S A SPONSORED ADR 89151E10 1329 15589 SH SHARED 15589 D TOTAL S A SPONSORED ADR 89151E10 361 4243 SH SHARED 01 533 3710 D TOTAL S A SPONSORED ADR 89151E10 628 7367 SH SHR/OTHR 01 7367 D TOTAL S A SPONSORED ADR 89151E10 131 1544 SH SHARED 02 1544 D TOTAL S A SPONSORED ADR 89151E10 324 3800 SH SHARED 20 150 3650 D TOTAL S A SPONSORED ADR 89151E10 466 5474 SH SHR/OTHR 20 5474 D TOTAL S A SPONSORED ADR 89151E10 14 175 SH SHARED 21 175 D TOTAL S A SPONSORED ADR 89151E10 204 2400 SH SHARED 22 1600 800 D TOTAL S A SPONSORED ADR 89151E10 214 2520 SH SHARED 23 2520 D TOTAL S A SPONSORED ADR 89151E10 604 7092 SH SHR/OTHR 23 7092 D TOWER GROUP INC COM 89177710 178 8447 SH SHARED 8447 D TOWER GROUP INC COM 89177710 28 1350 SH SHARED 02 1350 D TOWER GROUP INC COM 89177710 9990 471480 SH SHARED 10 471480 D TOTAL SYS SVCS INC COM 89190610 15165 682497 SH SHARED 682497 D TOTAL SYS SVCS INC COM 89190610 382 17225 SH SHARED 01 17206 19 D TOTAL SYS SVCS INC COM 89190610 1154 51949 SH SHARED 02 51949 D TOTAL SYS SVCS INC COM 89190610 428 19270 SH SHARED 06 13854 5416 D TOTAL SYS SVCS INC COM 89190610 2412 108568 SH SHARED 10 108568 D TOTAL SYS SVCS INC COM 89190610 111 5000 SH SHARED 14 5000 D TRACK DATA CORP COM NEW 89191820 0 95 SH SHARED 95 D TOWERSTREAM CORP COM 89200010 0 690 SH SHARED 690 D TOWN SPORTS INTL HLDGS INC COM 89214A10 10 1083 SH SHARED 1083 D TOWN SPORTS INTL HLDGS INC COM 89214A10 130 14000 SH SHARED 01 7300 6700 D TOWN SPORTS INTL HLDGS INC COM 89214A10 1 171 SH SHARED 02 171 D TOWN SPORTS INTL HLDGS INC COM 89214A10 965 103400 SH SHARED 10 103400 D TOWN SPORTS INTL HLDGS INC COM 89214A10 20 2200 SH SHARED 23 2200 D TOWN SPORTS INTL HLDGS INC COM 89214A10 19 2100 SH SHR/OTHR 23 2100 D TOWNEBANK PORTSMOUTH VA COM 89214P10 1 72 SH SHARED 72 D TOYOTA MOTOR CORP SP ADR REP2COM 89233130 8906 94751 SH SHARED 94751 D TOYOTA MOTOR CORP SP ADR REP2COM 89233130 14 150 SH SHARED 01 150 D TOYOTA MOTOR CORP SP ADR REP2COM 89233130 9 100 SH SHR/OTHR 01 100 D TOYOTA MOTOR CORP SP ADR REP2COM 89233130 106 1130 SH SHARED 04 1130 D TOYOTA MOTOR CORP SP ADR REP2COM 89233130 161 1714 SH SHARED 21 1714 D TOYOTA MOTOR CORP SP ADR REP2COM 89233130 141 1500 SH SHARED 23 500 1000 D TOYOTA MOTOR CORP SP ADR REP2COM 89233130 56 600 SH SHR/OTHR 23 600 D TORREYPINES THERAPEUTICS INC COM 89235K10 1 834 SH SHARED 834 D TRACTOR SUPPLY CO COM 89235610 722 24881 SH SHARED 24881 D TRACTOR SUPPLY CO COM 89235610 713 24564 SH SHARED 02 24564 D TRACTOR SUPPLY CO COM 89235610 78 2700 SH SHARED 10 2700 D TRADESTATION GROUP INC COM 89267P10 522 51438 SH SHARED 51438 D TRADESTATION GROUP INC COM 89267P10 290 28598 SH SHARED 02 28598 D TRAILER BRIDGE COM 89278210 0 90 SH SHARED 90 D TRAILER BRIDGE COM 89278210 5 1000 SH SHARED 02 1000 D TRANSACT TECHNOLOGIES INC COM 89291810 2 248 SH SHARED 248 D TRANS-INDIA ACQUISITION CORP COM 89323710 6142 811468 SH SHARED 811468 D TRANS-INDIA ACQUISITION CORP *W EXP 02/08/201 89323711 10 25000 SH SHARED 25000 D TRANS LUX CORP COM 89324710 0 53 SH SHARED 53 D TRANS WORLD ENTMT CORP COM 89336Q10 4 1664 SH SHARED 1664 D TRANSALTA CORP COM 89346D10 37062 1022701 SH SHARED 1022701 D TRANSALTA CORP COM 89346D10 89241 2462502 SH SHARED 2462502 D TRANSALTA CORP COM 89346D10 122 3382 SH SHARED 01 3382 D TRANSALTA CORP COM 89346D10 65 1800 SH SHARED 04 1800 D TRANSALTA CORP COM 89346D10 94 2600 SH SHARED 06 1400 1200 D TRANSALTA CORP COM 89346D10 1098 30300 SH SHARED 10 30300 D TRANSALTA CORP COM 89346D10 126 3500 SH SHARED 14 3500 D TRANSATLANTIC HLDGS INC COM 89352110 179 3183 SH SHARED 3183 D TRANSATLANTIC HLDGS INC COM 89352110 510 9035 SH SHARED 02 9000 35 D TRANSATLANTIC HLDGS INC COM 89352110 2310 40908 SH SHARED 10 40908 D TRANSATLANTIC HLDGS INC COM 89352110 111 1968 SH SHR/OTHR 10 1968 D TRANSATLANTIC HLDGS INC COM 89352110 47 843 SH SHARED 20 843 D TRANSATLANTIC HLDGS INC COM 89352110 337 5982 SH SHR/OTHR 20 5982 D TRANSCAT INC COM 89352910 1 168 SH SHARED 168 D TRANSCANADA CORP COM 89353D10 2520 65000 SH SHARED 65000 D TRANSCANADA CORP COM 89353D10 54401 1403175 SH SHARED 1403175 D TRANSCANADA CORP COM 89353D10 4 121 SH SHARED 01 121 D TRANSCANADA CORP COM 89353D10 42 1100 SH SHARED 04 1100 D TRANSCANADA CORP COM 89353D10 13 354 SH SHARED 05 354 D TRANSCANADA CORP COM 89353D10 305 7870 SH SHARED 06 5020 2850 D TRANSCANADA CORP COM 89353D10 280 7244 SH SHARED 10 7244 D TRANSCANADA CORP COM 89353D10 581 15000 SH SHARED 11 15000 D TRANSCANADA CORP COM 89353D10 345 8913 SH SHARED 14 8913 D TRANSCANADA CORP COM 89353D10 12 333 SH SHR/OTHR 23 333 D TRANSCONTINENTAL RLTY INVS COM NEW 89361720 0 37 SH SHARED 37 D TRANSDIGM GROUP INC COM 89364110 777 23160 SH SHARED 23160 D TRANSDIGM GROUP INC COM 89364110 65 1964 SH SHARED 02 1964 D TRANSDIGM GROUP INC COM 89364110 121 3629 SH SHARED 10 3629 D TRANSFORMA ACQUISITION GROUP COM 89366E10 3182 406494 SH SHARED 406494 D TRANSMERIDIAN EXPL INC COM 89376N10 40 63893 SH SHARED 63893 D TRANSMERIDIAN EXPL INC COM 89376N10 10 16295 SH SHARED 10 16295 D TRANSMETA CORP DEL COM 89376R20 39 2886 SH SHARED 2886 D TRANSMETA CORP DEL COM 89376R20 13 1001 SH SHARED 02 1001 D TRANSMONTAIGNE PARTNERS L P COM UNIT L P 89376V10 3456 127935 SH SHARED 127935 D TRANSOCEAN SEDCO FOREX INC NOTE 1.625%12/1 893830AU 5610 5000000 PRN SHARED 5000000 D TRANSOCEAN SEDCO FOREX INC NOTE 1.625%12/1 893830AU 8524 7598000 PRN SHARED 02 7598000 D TRANSOCEAN SEDCO FOREX INC NOTE 1.625%12/1 893830AU 12342 11000000 PRN SHARED 06 11000000 D 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INS CL A 91728620 0 55 SH SHR/OTHR 01 55 D URSTADT BIDDLE PPTYS INS CL A 91728620 0 54 SH SHARED 02 54 D URSTADT BIDDLE PPTYS INS CL A 91728620 117 8000 SH SHARED 10 8000 D US DATAWORKS INC COM NEW 91729G30 0 767 SH SHARED 767 D UTAH MED PRODS INC COM 91748810 23 827 SH SHARED 827 D UTAH MED PRODS INC COM 91748810 11 400 SH SHARED 20 400 D UTEK CORP COM 91759P10 2 279 SH SHARED 279 D UTEK CORP COM 91759P10 0 34 SH SHARED 02 34 D UTILITIES HOLDRS TR DEPOSITRY RCPT 91801910 242 1800 SH SHARED 1800 D UTILITIES HOLDRS TR DEPOSITRY RCPT 91801910 18233 135233 SH SHARED 02 135133 100 D UTSTARCOM INC COM 91807610 387 70880 SH SHARED 70880 D UTSTARCOM INC COM 91807610 41 7581 SH SHARED 02 7581 D UTSTARCOM INC COM 91807610 188 34500 SH SHARED 10 34500 D VCA ANTECH INC COM 91819410 1083 38999 SH SHARED 38999 D VCA ANTECH INC COM 91819410 722 26000 SH SHARED 01 26000 D VCA ANTECH INC COM 91819410 142 5125 SH SHARED 02 5125 D VCA ANTECH INC COM 91819410 724 26089 SH SHARED 06 26089 D VCA ANTECH INC COM 91819410 201 7257 SH SHARED 10 7257 D V F CORP COM 91820410 96 1352 SH SHARED 1352 D V F CORP COM 91820410 22612 317685 SH SHARED 317685 D V F CORP COM 91820410 7938 111531 SH SHARED 01 91441 20090 D V F CORP COM 91820410 909 12784 SH SHR/OTHR 01 12784 D V F CORP COM 91820410 1225 17215 SH SHARED 02 15733 1482 D V F CORP COM 91820410 3 50 SH SHARED 05 50 D V F CORP COM 91820410 827 11630 SH SHARED 06 8950 2680 D V F CORP COM 91820410 4039 56747 SH SHARED 10 54927 1820 D V F CORP COM 91820410 306 4300 SH SHARED 14 4300 D V F CORP COM 91820410 34 480 SH SHARED 19 480 D V F CORP COM 91820410 2726 38305 SH SHARED 20 31595 100 6610 D V F CORP COM 91820410 479 6735 SH SHR/OTHR 20 6735 D V F CORP COM 91820410 64 905 SH SHARED 21 675 230 D V F CORP COM 91820410 7 100 SH SHR/OTHR 21 100 D V F CORP COM 91820410 249 3500 SH SHARED 22 1900 1600 D V F CORP COM 91820410 80 1125 SH SHR/OTHR 22 1125 D V F CORP COM 91820410 723 10170 SH SHARED 23 9750 420 D V F CORP COM 91820410 626 8805 SH SHR/OTHR 23 8805 D VCG HLDG CORP COM 91821K10 1 310 SH SHARED 310 D VIST FINANCIAL CORP COM 91825510 2 150 SH SHARED 150 D VSE CORP COM 91828410 58 2134 SH SHARED 2134 D VSE CORP COM 91828410 9 330 SH SHARED 02 330 D VAALCO ENERGY INC COM NEW 91851C20 1631 192629 SH SHARED 192629 D VAALCO ENERGY INC COM NEW 91851C20 2 249 SH SHARED 02 249 D VAALCO ENERGY INC COM NEW 91851C20 116 13700 SH SHARED 10 13700 D VAIL RESORTS INC COM 91879Q10 0 1 SH SHARED 1 D VAIL RESORTS INC COM 91879Q10 18 422 SH SHARED 02 422 D VAIL RESORTS INC COM 91879Q10 68 1600 SH SHARED 10 1600 D VALASSIS COMMUNICATIONS INC COM 91886610 1502 120042 SH SHARED 120042 D VALASSIS COMMUNICATIONS INC COM 91886610 189 15100 SH SHARED 01 15100 D VALASSIS COMMUNICATIONS INC COM 91886610 269 21517 SH SHARED 02 21517 D VALASSIS COMMUNICATIONS INC COM 91886610 304 24337 SH SHARED 10 24337 D VALASSIS COMMUNICATIONS INC COM 91886610 23 1910 SH SHARED 21 1910 D VALHI INC NEW COM 91890510 5 204 SH SHARED 204 D VALHI INC NEW COM 91890510 158 5800 SH SHARED 02 5800 D VALENCE TECHNOLOGY INC COM 91891410 1707 385521 SH SHARED 385521 D VALENCE TECHNOLOGY INC COM 91891410 864 195253 SH SHARED 02 195253 D VALEANT PHARMACEUTICALS INTL NOTE 3.000% 8/1 91911XAB 4122 4500000 PRN SHARED 02 4500000 D VALEANT PHARMACEUTICALS INTL NOTE 4.000%11/1 91911XAD 599 700000 PRN SHARED 02 700000 D VALEANT PHARMACEUTICALS INTL COM 91911X10 263 15413 SH SHARED 15413 D VALEANT PHARMACEUTICALS INTL COM 91911X10 496 29000 SH SHARED 01 29000 D VALEANT PHARMACEUTICALS INTL COM 91911X10 56 3302 SH SHARED 02 3302 D VALEANT PHARMACEUTICALS INTL COM 91911X10 184 10800 SH SHARED 10 10800 D VALE CAP LTD NT RIO CV VALE 91912C20 47355 700000 SH SHARED 700000 D VALE CAP LTD NT RIO CV VALE 91912C20 6551 96850 SH SHARED 02 96850 D VALE CAP LTD NT RIO CV VALE 91912C20 4397 65000 SH SHARED 06 65000 D VALE CAP LTD NT RIO P VALE 91912C30 35563 525000 SH SHARED 525000 D VALE CAP LTD NT RIO P VALE 91912C30 3498 51650 SH SHARED 02 51650 D VALERO ENERGY CORP NEW COM 91913Y10 1857 45098 SH SHARED 45098 D VALERO ENERGY CORP NEW COM 91913Y10 81478 1978605 SH SHARED 1974605 4000 D VALERO ENERGY CORP NEW COM 91913Y10 14225 345452 SH SHARED 01 285626 59826 D VALERO ENERGY CORP NEW COM 91913Y10 2101 51040 SH SHR/OTHR 01 51040 D VALERO ENERGY CORP NEW COM 91913Y10 20932 508308 SH SHARED 02 453943 54365 D VALERO ENERGY CORP NEW COM 91913Y10 73 1796 SH SHARED 04 1796 D VALERO ENERGY CORP NEW COM 91913Y10 458 11140 SH SHARED 04 11140 D VALERO ENERGY CORP NEW COM 91913Y10 9 240 SH SHARED 05 240 D VALERO ENERGY CORP NEW COM 91913Y10 15418 374412 SH SHARED 06 206762 167650 D VALERO ENERGY CORP NEW COM 91913Y10 118914 2887681 SH SHARED 10 2850176 37505 D VALERO ENERGY CORP NEW COM 91913Y10 411 9982 SH SHARED 14 9982 D VALERO ENERGY CORP NEW COM 91913Y10 4706 114303 SH SHARED 19 114303 D VALERO ENERGY CORP NEW COM 91913Y10 1749 42475 SH SHARED 20 36360 105 6010 D VALERO ENERGY CORP NEW COM 91913Y10 35 860 SH SHR/OTHR 20 860 D VALERO ENERGY CORP NEW COM 91913Y10 119 2900 SH SHARED 21 2900 D VALERO ENERGY CORP NEW COM 91913Y10 20 500 SH SHR/OTHR 21 500 D VALERO ENERGY CORP NEW COM 91913Y10 760 18475 SH SHARED 22 13725 4750 D VALERO ENERGY CORP NEW COM 91913Y10 113 2750 SH SHR/OTHR 22 2750 D VALERO ENERGY CORP NEW COM 91913Y10 1918 46585 SH SHARED 23 35920 10665 D VALERO ENERGY CORP NEW COM 91913Y10 1344 32640 SH SHR/OTHR 23 32640 D VALLEY FINL CORP VA COM 91962910 0 79 SH SHARED 79 D VALLEY NATL BANCORP COM 91979410 265 16829 SH SHARED 16829 D VALLEY NATL BANCORP COM 91979410 13 859 SH SHARED 01 859 D VALLEY NATL BANCORP COM 91979410 455 28907 SH SHARED 02 25080 3827 D VALLEY NATL BANCORP COM 91979410 104 6615 SH SHARED 10 6615 D VALMONT INDS INC COM 92025310 75 720 SH SHARED 720 D VALMONT INDS INC COM 92025310 540 5187 SH SHARED 5187 D VALMONT INDS INC COM 92025310 104 1000 SH SHARED 01 1000 D VALMONT INDS INC COM 92025310 467 4478 SH SHARED 02 4478 D VALMONT INDS INC COM 92025310 30704 294419 SH SHARED 04 294419 D VALMONT INDS INC COM 92025310 37073 355488 SH SHARED 05 355488 D VALMONT INDS INC COM 92025310 3141 30120 SH SHARED 06 30120 D VALMONT INDS INC COM 92025310 1570 15057 SH SHARED 10 15057 D VALPEY FISHER CORP COM 92034410 0 67 SH SHARED 67 D VALSPAR CORP COM 92035510 1013 53600 SH SHARED 53600 D VALSPAR CORP COM 92035510 895 47334 SH SHARED 01 14334 33000 D VALSPAR CORP COM 92035510 102 5423 SH SHARED 02 5423 D VALSPAR CORP COM 92035510 5 300 SH SHARED 06 300 D VALSPAR CORP COM 92035510 88 4700 SH SHARED 10 4700 D VALUE LINE INC COM 92043710 15 480 SH SHARED 480 D VALUE LINE INC COM 92043710 9 275 SH SHARED 01 275 D VALUE LINE INC COM 92043710 6 205 SH SHARED 02 205 D VALUECLICK INC COM 92046N10 5746 379320 SH SHARED 379320 D VALUECLICK INC COM 92046N10 469 31000 SH SHARED 01 3000 28000 D VALUECLICK INC COM 92046N10 4 329 SH SHR/OTHR 01 329 D VALUECLICK INC COM 92046N10 399 26374 SH SHARED 02 26204 170 D VALUECLICK INC COM 92046N10 621 41000 SH SHARED 04 41000 D VALUECLICK INC COM 92046N10 1008 66558 SH SHARED 10 66558 D VALUERICH INC COM 92046V10 0 42 SH SHARED 42 D VALUEVISION MEDIA INC CL A 92047K10 7 2069 SH SHARED 2069 D VALUEVISION MEDIA INC CL A 92047K10 112 31400 SH SHARED 02 31400 D VAN KAMPEN TR INVT GRADE MUN COM 92092910 97 7000 SH SHARED 02 7000 D VAN KAMPEN SENIOR INCOME TR COM 92096110 5285 914437 SH SHARED 914437 D VAN KAMPEN SENIOR INCOME TR COM 92096110 5 1000 SH SHR/OTHR 01 1000 D VAN KAMPEN CALIF VALUE MUN I COM 92112B10 4 295 SH SHARED 20 295 D VAN KAMPEN ADVANTAGE MUN II SH BEN INT 92112K10 82 7000 SH SHARED 02 7000 D VAN KAMPEN DYNAMIC CR OPPORT COM 92116610 10435 732317 SH SHARED 732317 D VANCEINFO TECHNOLOGIES INC ADR 92156410 6821 810100 SH SHARED 10 810100 D VANDA PHARMACEUTICALS INC COM 92165910 2 646 SH SHARED 646 D VANGUARD BD INDEX FD INC TOTAL BND MRKT 92193783 356 4678 SH SHARED 02 4678 D VANGUARD TAX-MANAGED FD EUROPE PAC ETF 92194385 289 6738 SH SHARED 6738 D VANGUARD WHITEHALL FDS INC HIGH DIV YLD 92194640 12068 281847 SH SHARED 10 281847 D VANGUARD WORLD FDS CONSUM DIS ETF 92204A10 13 297 SH SHARED 02 297 D VANGUARD WORLD FDS CONSUM STP ETF 92204A20 28 430 SH SHARED 02 430 D VANGUARD WORLD FDS ENERGY ETF 92204A30 116 900 SH SHARED 02 900 D VANGUARD WORLD FDS HEALTH CAR ETF 92204A50 34 647 SH SHARED 02 647 D VANGUARD WORLD FDS INDUSTRIAL ETF 92204A60 92 1430 SH SHARED 02 1430 D VANGUARD WORLD FDS INF TECH ETF 92204A70 45 869 SH SHARED 02 869 D VANGUARD WORLD FDS MATERIALS ETF 92204A80 646 7183 SH SHARED 7183 D VANGUARD WORLD FDS MATERIALS ETF 92204A80 99 1105 SH SHARED 02 1105 D VANGUARD WORLD FDS UTILITIES ETF 92204A87 97 1157 SH SHARED 02 1157 D VANGUARD INTL EQUITY INDEX F ALLWRLD EX US 92204277 478 9011 SH SHARED 9011 D VANGUARD INTL EQUITY INDEX F ALLWRLD EX US 92204277 68 1300 SH SHARED 02 1300 D VANGUARD INTL EQUITY INDEX F EMR MKT ETF 92204285 402 8600 SH SHARED 8600 D VANGUARD INTL EQUITY INDEX F EMR MKT ETF 92204285 284 6074 SH SHARED 02 6074 D VANGUARD INTL EQUITY INDEX F EMR MKT ETF 92204285 34 732 SH SHR/OTHR 20 732 D VANGUARD INTL EQUITY INDEX F EMR MKT ETF 92204285 383 8200 SH SHARED 23 8200 D VANGUARD INTL EQUITY INDEX F PACIFIC ETF 92204286 46 750 SH SHARED 02 750 D VANGUARD INTL EQUITY INDEX F PACIFIC ETF 92204286 149 2391 SH SHARED 23 2391 D VANGUARD INTL EQUITY INDEX F EURPEAN ETF 92204287 176 2687 SH SHARED 02 2687 D VANGUARD NATURAL RESOURCES L COM UNIT 92205F10 3033 187840 SH SHARED 187840 D VARIAN MED SYS INC COM 92220P10 6476 124903 SH SHARED 124903 D VARIAN MED SYS INC COM 92220P10 427 8250 SH SHARED 01 8250 D VARIAN MED SYS INC COM 92220P10 516 9953 SH SHARED 02 6537 3416 D VARIAN MED SYS INC COM 92220P10 114 2200 SH SHARED 04 2200 D VARIAN MED SYS INC COM 92220P10 893 17240 SH SHARED 06 14200 3040 D VARIAN MED SYS INC COM 92220P10 3358 64779 SH SHARED 10 64779 D VARIAN MED SYS INC COM 92220P10 87 1686 SH SHARED 21 1686 D VARIAN MED SYS INC COM 92220P10 103 2000 SH SHR/OTHR 23 2000 D VARIAN INC COM 92220610 429 8414 SH SHARED 8414 D VARIAN INC COM 92220610 536 10500 SH SHARED 01 600 9900 D VARIAN INC COM 92220610 73 1435 SH SHARED 02 1435 D VARIAN INC COM 92220610 321 6300 SH SHARED 10 6300 D VARIAN SEMICONDUCTOR EQUIPMN COM 92220710 3422 98295 SH SHARED 98295 D VARIAN SEMICONDUCTOR EQUIPMN COM 92220710 500 14375 SH SHARED 01 14375 D VARIAN SEMICONDUCTOR EQUIPMN COM 92220710 428 12302 SH SHARED 02 12302 D VARIAN SEMICONDUCTOR EQUIPMN COM 92220710 7056 202660 SH SHARED 10 202660 D VARIAN SEMICONDUCTOR EQUIPMN COM 92220710 55 1580 SH SHARED 21 1580 D VASCO DATA SEC INTL INC COM 92230Y10 86 8231 SH SHARED 8231 D VASCO DATA SEC INTL INC COM 92230Y10 1 167 SH SHARED 02 167 D VASCULAR SOLUTIONS INC COM 92231M10 5 797 SH SHARED 797 D VECTREN CORP COM 92240G10 1994 63892 SH SHARED 63892 D VECTREN CORP COM 92240G10 786 25200 SH SHARED 01 1800 23400 D VECTREN CORP COM 92240G10 233 7484 SH SHARED 02 6984 500 D VECTREN CORP COM 92240G10 5305 170000 SH SHARED 10 170000 D VECTREN CORP COM 92240G10 385 12340 SH SHARED 21 7000 5340 D VECTOR GROUP LTD NOTE 5.000%11/1 92240MAH 13016 10775000 PRN SHARED 10775000 D VECTOR GROUP LTD DBCV 6/1 92240MAL 3545 3200000 PRN SHARED 3200000 D VECTOR GROUP LTD COM 92240M10 82 5098 SH SHARED 5098 D VECTOR GROUP LTD COM 92240M10 41 2557 SH SHARED 02 2557 D VECTOR GROUP LTD COM 92240M10 26065 1615969 SH SHARED 10 1615969 D VECTOR GROUP LTD COM 92240M10 239 14835 SH SHARED 22 14835 D VAUGHAN FOODS INC COM 92241M10 0 60 SH SHARED 60 D VEECO INSTRS INC DEL COM 92241710 72 4528 SH SHARED 4528 D VEECO INSTRS INC DEL COM 92241710 9 562 SH SHARED 02 562 D VEECO INSTRS INC DEL COM 92241710 226 14100 SH SHARED 10 14100 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 162 7000 SH SHARED 7000 D VENOCO INC COM 92275P30 12 554 SH SHARED 02 554 D VENTAS INC COM 92276F10 2 56 SH SHARED 56 D VENTAS INC COM 92276F10 11230 263802 SH SHARED 263802 D VENTAS INC COM 92276F10 1493 35075 SH SHARED 01 35075 D VENTAS INC COM 92276F10 66 1562 SH SHARED 02 1562 D VENTAS INC COM 92276F10 20466 480775 SH SHARED 10 480775 D VENTAS INC COM 92276F10 257715 6053919 SH SHARED 11 3013498 3040421 D VENTAS INC COM 92276F10 12 300 SH SHARED 14 300 D VANGUARD INDEX FDS MCAP GR IDXVIP 92290853 769 12650 SH SHARED 02 12650 D VANGUARD INDEX FDS REIT ETF 92290855 457 7831 SH SHARED 02 7831 D VANGUARD INDEX FDS SML CP GRW ETF 92290859 493 7400 SH SHARED 02 7400 D VANGUARD INDEX FDS SM CP VAL ETF 92290861 11 200 SH SHARED 02 200 D VANGUARD INDEX FDS LARGE CAP ETF 92290863 249 4300 SH SHARED 02 4300 D VANGUARD INDEX FDS GROWTH ETF 92290873 121 2050 SH SHARED 02 2050 D VANGUARD INDEX FDS VALUE ETF 92290874 55 1000 SH SHARED 02 1000 D VANGUARD INDEX FDS STK MRK ETF 92290876 128 2000 SH SHARED 02 2000 D VANGUARD INDEX FDS STK MRK ETF 92290876 3117 48650 SH SHR/OTHR 23 48650 D VEOLIA ENVIRONNEMENT SPONSORED ADR 92334N10 55 1000 SH SHARED 01 1000 D VEOLIA ENVIRONNEMENT SPONSORED ADR 92334N10 57 1025 SH SHARED 02 1025 D VERAZ NETWORKS INC COM 92335910 0 347 SH SHARED 347 D VERASUN ENERGY CORP COM 92336G10 426 103212 SH SHARED 103212 D VERASUN ENERGY CORP COM 92336G10 2 500 SH SHARED 02 325 175 D VERASUN ENERGY CORP COM 92336G10 4205 1018300 SH SHARED 04 1018300 D VERASUN ENERGY CORP COM 92336G10 3125 756753 SH SHARED 10 756753 D VERENIUM CORPORATION NOTE 5.500% 4/0 92340PAA 875 2500000 PRN SHARED 2500000 D VERENIUM CORPORATION COM 92340P10 470 243900 SH SHARED 243900 D VERENIUM CORPORATION COM 92340P10 131 68354 SH SHARED 02 68354 D VERICHIP CORP COM 92342V10 0 85 SH SHARED 85 D VERIFONE HLDGS INC COM 92342Y10 15 1270 SH SHARED 1270 D VERIFONE HLDGS INC COM 92342Y10 13 1090 SH SHARED 01 1090 D VERIFONE HLDGS INC COM 92342Y10 445 37320 SH SHARED 02 35420 1900 D VERIFONE HLDGS INC COM 92342Y10 1199 100406 SH SHARED 10 69706 30700 D VERISIGN INC COM 92343E10 7792 206152 SH SHARED 203652 2500 D VERISIGN INC COM 92343E10 1216 32175 SH SHARED 01 32175 D VERISIGN INC COM 92343E10 9712 256955 SH SHARED 02 248653 8302 D VERISIGN INC COM 92343E10 3816 100970 SH SHARED 04 100970 D VERISIGN INC COM 92343E10 7 200 SH SHARED 05 200 D VERISIGN INC COM 92343E10 2450 64840 SH SHARED 06 23300 41540 D VERISIGN INC COM 92343E10 4995 132146 SH SHARED 10 132146 D VERISIGN INC COM 92343E10 1323 35000 SH SHARED 14 35000 D VERIZON COMMUNICATIONS INC COM 92343V10 459 12990 SH SHARED 750 12240 D VERIZON COMMUNICATIONS INC COM 92343V10 17 500 SH SHR/OTHR 500 D VERIZON COMMUNICATIONS INC COM 92343V10 296754 8382898 SH SHARED 8261998 120900 D VERIZON COMMUNICATIONS INC COM 92343V10 24703 697825 SH SHARED 01 560720 137105 D VERIZON COMMUNICATIONS INC COM 92343V10 1760 49728 SH SHR/OTHR 01 49728 D VERIZON COMMUNICATIONS INC COM 92343V10 5595 158072 SH SHARED 02 86934 71138 D VERIZON COMMUNICATIONS INC COM 92343V10 31 900 SH SHARED 04 900 D VERIZON COMMUNICATIONS INC COM 92343V10 32415 915700 SH SHARED 04 915700 D VERIZON COMMUNICATIONS INC COM 92343V10 44 1250 SH SHARED 05 1250 D VERIZON COMMUNICATIONS INC COM 92343V10 13851 391283 SH SHARED 06 303843 87440 D VERIZON COMMUNICATIONS INC COM 92343V10 353368 9982172 SH SHARED 10 9669492 312680 D VERIZON COMMUNICATIONS INC COM 92343V10 1091 30846 SH SHARED 14 30846 D VERIZON COMMUNICATIONS INC COM 92343V10 2223 62798 SH SHARED 20 49549 125 13124 D VERIZON COMMUNICATIONS INC COM 92343V10 189 5356 SH SHR/OTHR 20 5356 D VERIZON COMMUNICATIONS INC COM 92343V10 295 8356 SH SHARED 21 7976 380 D VERIZON COMMUNICATIONS INC COM 92343V10 1314 37135 SH SHARED 22 23602 13533 D VERIZON COMMUNICATIONS INC COM 92343V10 148 4200 SH SHR/OTHR 22 4200 D VERIZON COMMUNICATIONS INC COM 92343V10 2564 72447 SH SHARED 23 60639 11808 D VERIZON COMMUNICATIONS INC COM 92343V10 4863 137376 SH SHR/OTHR 23 137376 D VERMILLION INC COM NEW 92407M20 0 86 SH SHARED 86 D VERMILLION INC COM NEW 92407M20 0 2 SH SHARED 02 2 D VERMONT PURE HLDGS LTD NEW COM 92423710 0 279 SH SHARED 279 D VERSANT CORP COM NEW 92528430 22 853 SH SHARED 853 D VERSAR INC COM 92529710 8 1848 SH SHARED 1848 D VERSO PAPER CORP COM 92531L10 0 1 SH SHARED 02 1 D VERTEX PHARMACEUTICALS INC NOTE 4.750% 2/1 92532FAM 1146 728000 PRN SHARED 728000 D VERTEX PHARMACEUTICALS INC COM 92532F10 2278 68066 SH SHARED 68066 D VERTEX PHARMACEUTICALS INC COM 92532F10 2324 69458 SH SHARED 01 15058 54400 D VERTEX PHARMACEUTICALS INC COM 92532F10 52 1565 SH SHARED 02 1565 D VERTEX PHARMACEUTICALS INC COM 92532F10 8153 243600 SH SHARED 04 243600 D VERTEX PHARMACEUTICALS INC COM 92532F10 475 14200 SH SHARED 06 13500 700 D VERTEX PHARMACEUTICALS INC COM 92532F10 913 27300 SH SHARED 10 27300 D VERTEX PHARMACEUTICALS INC COM 92532F10 26 800 SH SHARED 14 800 D VESTIN REALTY MORTGAGE I INC COM 92549010 0 167 SH SHARED 167 D VIAD CORP COM NEW 92552R40 469 18203 SH SHARED 18203 D VIAD CORP COM NEW 92552R40 18 699 SH SHARED 01 699 D VIAD CORP COM NEW 92552R40 58 2251 SH SHARED 02 2251 D VIAD CORP COM NEW 92552R40 337 13072 SH SHARED 10 13072 D VIASAT INC COM 92552V10 329 16300 SH SHARED 16300 D VIASAT INC COM 92552V10 28 1400 SH SHARED 01 1400 D VIASAT INC COM 92552V10 96 4779 SH SHARED 02 4779 D VIASAT INC COM 92552V10 94 4700 SH SHARED 10 4700 D VIACOM INC NEW CL A 92553P10 62 2046 SH SHARED 2046 D VIACOM INC NEW CL A 92553P10 10 347 SH SHARED 01 347 D VIACOM INC NEW CL A 92553P10 21 715 SH SHARED 02 715 D VIACOM INC NEW CL B 92553P20 52225 1710062 SH SHARED 1687262 22800 D VIACOM INC NEW CL B 92553P20 2748 89982 SH SHARED 01 88479 1503 D VIACOM INC NEW CL B 92553P20 10 350 SH SHR/OTHR 01 350 D VIACOM INC NEW CL B 92553P20 1826 59794 SH SHARED 02 55202 4592 D VIACOM INC NEW CL B 92553P20 4700 153900 SH SHARED 04 153900 D VIACOM INC NEW CL B 92553P20 9 295 SH SHARED 05 295 D VIACOM INC NEW CL B 92553P20 2734 89543 SH SHARED 06 69833 19710 D VIACOM INC NEW CL B 92553P20 9425 308634 SH SHARED 10 308634 D VIACOM INC NEW CL B 92553P20 1774 58100 SH SHARED 14 58100 D VIACOM INC NEW CL B 92553P20 414 13575 SH SHARED 15 13575 D VIACOM INC NEW CL B 92553P20 174 5700 SH SHARED 19 5700 D VIACOM INC NEW CL B 92553P20 12 425 SH SHARED 20 425 D VIACOM INC NEW CL B 92553P20 162 5310 SH SHARED 21 5310 D VIACOM INC NEW CL B 92553P20 238 7812 SH SHARED 22 7812 D VIACOM INC NEW CL B 92553P20 5 175 SH SHR/OTHR 22 175 D VIACOM INC NEW CL B 92553P20 27 900 SH SHARED 23 400 500 D VIACOM INC NEW CL B 92553P20 316 10378 SH SHR/OTHR 23 10378 D VIA PHARMACEUTICALS INC COM 92554T10 0 105 SH SHARED 105 D VICAL INC COM 92560210 18 5474 SH SHARED 5474 D VICON INDS INC COM 92581110 2 466 SH SHARED 466 D VICOR CORP COM 92581510 63 6367 SH SHARED 6367 D VICOR CORP COM 92581510 33 3378 SH SHARED 02 3378 D VICOR CORP COM 92581510 6 700 SH SHARED 10 700 D VICTORY ACQUISITION CORP COM 92644D10 9258 972550 SH SHARED 972550 D VICTORY ACQUISITION CORP COM 92644D10 2041 214400 SH SHARED 02 214400 D VICTORY ACQUISITION CORP *W EXP 04/24/201 92644D11 7 11763 SH SHARED 11763 D VICTORY ACQUISITION CORP UNIT 99/99/9999 92644D20 476 46500 SH SHARED 02 46500 D VIDEO DISPLAY CORP COM 92655510 0 120 SH SHARED 120 D VIEWPOINT FINL GROUP COM 92672710 552 37530 SH SHARED 37530 D VIEWPOINT FINL GROUP COM 92672710 0 2 SH SHARED 02 2 D VIGNETTE CORP COM NEW 92673440 0 18 SH SHARED 18 D VIGNETTE CORP COM NEW 92673440 969 80774 SH SHARED 80774 D VIGNETTE CORP COM NEW 92673440 108 9015 SH SHARED 02 9015 D VILLAGE SUPER MKT INC CL A NEW 92710740 3 90 SH SHARED 90 D VILLAGE SUPER MKT INC CL A NEW 92710740 4 123 SH SHARED 02 123 D VINEYARD NATL BANCORP COM 92742610 2 567 SH SHARED 567 D VINEYARD NATL BANCORP COM 92742610 0 210 SH SHARED 02 210 D VION PHARMACEUTICALS INC COM NEW 92762450 13 11509 SH SHARED 11509 D VIRAGE LOGIC CORP COM 92763R10 2 411 SH SHARED 411 D VIRAGE LOGIC CORP COM 92763R10 340 47500 SH SHARED 02 47500 D VIRCO MFG CO COM 92765110 1 350 SH SHARED 350 D VIRGIN MEDIA INC COM 92769L10 2 188 SH SHARED 188 D VIRGIN MEDIA INC COM 92769L10 3648 268080 SH SHARED 268080 D VIRGIN MEDIA INC COM 92769L10 61 4510 SH SHARED 01 4510 D VIRGIN MEDIA INC COM 92769L10 5072 372697 SH SHARED 02 372697 D VIRGIN MEDIA INC COM 92769L10 35 2600 SH SHARED 04 2600 D VIRGIN MEDIA INC COM 92769L10 35 2600 SH SHARED 06 250 2350 D VIRGIN MEDIA INC COM 92769L10 384 28232 SH SHARED 10 28232 D VIRGIN MEDIA INC COM 92769L10 293 21600 SH SHARED 14 21600 D VIRGIN MEDIA INC *W EXP 99/99/999 92769L11 0 5 SH SHARED 5 D VIRGIN MEDIA INC *W EXP 99/99/999 92769L11 0 457 SH SHARED 457 D VIRGIN MOBILE USA INC CL A 92769R10 0 93 SH SHARED 93 D VIRGIN MOBILE USA INC CL A 92769R10 0 352 SH SHARED 02 352 D VIRGIN MOBILE USA INC CL A 92769R10 4055 1474774 SH SHARED 10 1474774 D VIRGINIA COMM BANCORP INC COM 92778Q10 4 794 SH SHARED 794 D VIRGINIA COMM BANCORP INC COM 92778Q10 6 1199 SH SHARED 01 1199 D VISION-SCIENCES INC DEL COM 92791210 8 2376 SH SHARED 2376 D VISION-SCIENCES INC DEL COM 92791210 5 1385 SH SHARED 02 1385 D VISION-SCIENCES INC DEL COM 92791210 6 1600 SH SHARED 10 1600 D VISTA GOLD CORP COM NEW 92792630 3 835 SH SHARED 835 D VIRNETX HOLDING CORP COM 92823T10 0 17 SH SHARED 17 D VIROPHARMA INC COM 92824110 104 9484 SH SHARED 9484 D VIROPHARMA INC COM 92824110 98 8920 SH SHARED 01 8920 D VIROPHARMA INC COM 92824110 53 4802 SH SHARED 02 4802 D VIROPHARMA INC COM 92824110 220 19900 SH SHARED 10 19900 D VIRTUAL RADIOLOGIC CORPORATI COM 92826B10 55 4212 SH SHARED 4212 D VIRTUAL RADIOLOGIC CORPORATI COM 92826B10 3 228 SH SHARED 02 228 D VIRTUAL RADIOLOGIC CORPORATI COM 92826B10 14 1100 SH SHARED 10 1100 D VISA INC COM CL A 92826C83 5 70 SH SHARED 70 D VISA INC COM CL A 92826C83 2823 34720 SH SHARED 34720 D VISA INC COM CL A 92826C83 221 2725 SH SHARED 01 2100 625 D VISA INC COM CL A 92826C83 636 7830 SH SHARED 02 7830 D VISA INC COM CL A 92826C83 4520 55600 SH SHARED 04 55600 D VISA INC COM CL A 92826C83 17 210 SH SHARED 05 210 D VISA INC COM CL A 92826C83 561 6900 SH SHARED 06 4000 2900 D VISA INC COM CL A 92826C83 61176 752385 SH SHARED 10 744485 7900 D VISA INC COM CL A 92826C83 544 6700 SH SHARED 14 6700 D VISA INC COM CL A 92826C83 12 150 SH SHR/OTHR 23 150 D VIRTUALSCOPICS INC COM 92826910 0 165 SH SHARED 165 D VIRTUSA CORP COM 92827P10 14 1413 SH SHARED 1413 D VIRTUSA CORP COM 92827P10 0 33 SH SHARED 02 33 D VISHAY INTERTECHNOLOGY INC NOTE 3.625% 8/0 928298AF 41557 41850000 PRN SHARED 41850000 D VISHAY INTERTECHNOLOGY INC NOTE 3.625% 8/0 928298AF 1327 1337000 PRN SHARED 02 1337000 D VISHAY INTERTECHNOLOGY INC COM 92829810 19 219114 PRN SHARED 219114 D VISHAY INTERTECHNOLOGY INC COM 92829810 5 64587 PRN SHARED 01 64587 D VISHAY INTERTECHNOLOGY INC COM 92829810 2 28604 PRN SHARED 02 28604 D VISHAY INTERTECHNOLOGY INC COM 92829810 1 17600 PRN SHARED 06 17600 D VISHAY INTERTECHNOLOGY INC COM 92829810 1 20220 PRN SHARED 10 20220 D VISIONCHINA MEDIA INC SPONS ADR 92833U10 0 60 SH SHARED 60 D VISIONCHINA MEDIA INC SPONS ADR 92833U10 0 25 SH SHARED 02 25 D VISIONCHINA MEDIA INC SPONS ADR 92833U10 6336 399300 SH SHARED 10 399300 D VISTEON CORP COM 92839U10 1460 555209 SH SHARED 555209 D VISTEON CORP COM 92839U10 9 3710 SH SHARED 01 3710 D VISTEON CORP COM 92839U10 251 95479 SH SHARED 02 95479 D VISTEON CORP COM 92839U10 69 26300 SH SHARED 10 26300 D VISTEON CORP COM 92839U10 1 471 SH SHARED 20 471 D VISTEON CORP COM 92839U10 0 300 SH SHR/OTHR 23 300 D VITAL IMAGES INC COM 92846N10 3 292 SH SHARED 02 2 290 D VITAL SIGNS INC COM 92846910 69 1229 SH SHARED 1229 D VITAL SIGNS INC COM 92846910 107 1900 SH SHARED 02 1900 D VITRAN CORP INC COM 92850E10 15 1027 SH SHARED 1027 D VITRAN CORP INC COM 92850E10 49 3300 SH SHARED 02 3300 D VITRO SOCIEDAD ANONIMA SPONSORED ADR 92850230 9 1867 SH SHARED 1867 D VITRO SOCIEDAD ANONIMA SPONSORED ADR 92850230 0 10 SH SHARED 02 10 D VIVO PARTICIPACOES S A SPON ADR PFD 92855S10 277 43583 SH SHARED 43583 D VIVO PARTICIPACOES S A SPON ADR PFD 92855S10 0 7 SH SHARED 02 7 D VIVO PARTICIPACOES S A SPON ADR PFD 92855S10 2652 417000 SH SHARED 04 417000 D VIVO PARTICIPACOES S A SPON ADR PFD 92855S10 699 110000 SH SHARED 06 110000 D VIVO PARTICIPACOES S A SPON ADR PFD 92855S10 699 110000 SH SHARED 14 110000 D VIVUS INC COM 92855110 317 47525 SH SHARED 47525 D VIVUS INC COM 92855110 2 430 SH SHARED 02 430 D VIVUS INC COM 92855110 376 56400 SH SHARED 10 56400 D VMWARE INC CL A COM 92856340 10590 196636 SH SHARED 196636 D VMWARE INC CL A COM 92856340 48 900 SH SHARED 01 900 D VMWARE INC CL A COM 92856340 1307 24268 SH SHARED 02 23600 668 D VMWARE INC CL A COM 92856340 26 500 SH SHARED 06 500 D VMWARE INC CL A COM 92856340 172 3200 SH SHARED 10 3200 D VNUS MED TECHNOLOGIES INC COM 92856610 21 1072 SH SHARED 02 1072 D VODAFONE GROUP PLC NEW SPONS ADR NEW 92857W20 35211 1195214 SH SHARED 1195214 D VODAFONE GROUP PLC NEW SPONS ADR NEW 92857W20 1166 39599 SH SHARED 01 21694 17905 D VODAFONE GROUP PLC NEW SPONS ADR NEW 92857W20 77 2625 SH SHR/OTHR 01 2625 D VODAFONE GROUP PLC NEW SPONS ADR NEW 92857W20 385 13097 SH SHARED 02 13097 D VODAFONE GROUP PLC NEW SPONS ADR NEW 92857W20 2178 73948 SH SHARED 06 73948 D VODAFONE GROUP PLC NEW SPONS ADR NEW 92857W20 285 9706 SH SHARED 20 2894 6812 D VODAFONE GROUP PLC NEW SPONS ADR NEW 92857W20 552 18750 SH SHR/OTHR 20 18750 D VODAFONE GROUP PLC NEW SPONS ADR NEW 92857W20 65 2207 SH SHARED 21 2207 D VODAFONE GROUP PLC NEW SPONS ADR NEW 92857W20 167 5685 SH SHARED 22 4559 1126 D VODAFONE GROUP PLC NEW SPONS ADR NEW 92857W20 454 15413 SH SHARED 23 15413 D VODAFONE GROUP PLC NEW SPONS ADR NEW 92857W20 944 32077 SH SHR/OTHR 23 32077 D VOCUS INC COM 92858J10 138 4290 SH SHARED 4290 D VOCUS INC COM 92858J10 855 26582 SH SHARED 02 249 26333 D VOLCOM INC COM 92864N10 76 3189 SH SHARED 3189 D VOLCOM INC COM 92864N10 212 8882 SH SHARED 02 8882 D VOLCOM INC COM 92864N10 10447 436600 SH SHARED 10 436600 D VOLCANO CORPORATION COM 92864510 19 1633 SH SHARED 02 1633 D VOLCANO CORPORATION COM 92864510 47 3910 SH SHARED 10 3910 D VOLT INFORMATION SCIENCES IN COM 92870310 650 54598 SH SHARED 54598 D VOLT INFORMATION SCIENCES IN COM 92870310 44 3700 SH SHARED 01 3700 D VOLT INFORMATION SCIENCES IN COM 92870310 58 4953 SH SHARED 02 4953 D VOLT INFORMATION SCIENCES IN COM 92870310 2117 177800 SH SHARED 10 177800 D VOLTERRA SEMICONDUCTOR CORP COM 92870810 72 4200 SH SHARED 01 4200 D VOLTERRA SEMICONDUCTOR CORP COM 92870810 7 424 SH SHARED 02 424 D VOLTERRA SEMICONDUCTOR CORP COM 92870810 1294 75000 SH SHARED 10 75000 D VONAGE HLDGS CORP COM 92886T20 3 1818 SH SHARED 1818 D VONAGE HLDGS CORP COM 92886T20 5 3500 SH SHARED 02 3500 D VORNADO RLTY TR DBCV 2.850% 4/0 929042AC 24282 27500000 PRN SHARED 27500000 D VORNADO RLTY TR DBCV 2.850% 4/0 929042AC 207 235000 PRN SHARED 02 235000 D VORNADO RLTY TR SH BEN INT 92904210 4 50 SH SHARED 50 D VORNADO RLTY TR SH BEN INT 92904210 31957 363152 SH SHARED 358952 4200 D VORNADO RLTY TR SH BEN INT 92904210 7028 79871 SH SHARED 01 63365 16506 D VORNADO RLTY TR SH BEN INT 92904210 870 9890 SH SHR/OTHR 01 9890 D VORNADO RLTY TR SH BEN INT 92904210 1423 16174 SH SHARED 02 13529 2645 D VORNADO RLTY TR SH BEN INT 92904210 6 70 SH SHARED 05 70 D VORNADO RLTY TR SH BEN INT 92904210 228 2600 SH SHARED 06 2600 D VORNADO RLTY TR SH BEN INT 92904210 30370 345115 SH SHARED 10 338730 6385 D VORNADO RLTY TR SH BEN INT 92904210 476613 5416065 SH SHARED 11 3064996 2351069 D VORNADO RLTY TR SH BEN INT 92904210 17 200 SH SHARED 14 200 D VORNADO RLTY TR SH BEN INT 92904210 82 933 SH SHARED 19 933 D VORNADO RLTY TR SH BEN INT 92904210 1743 19815 SH SHARED 20 17020 60 2735 D VORNADO RLTY TR SH BEN INT 92904210 192 2190 SH SHR/OTHR 20 2190 D VORNADO RLTY TR SH BEN INT 92904210 41 475 SH SHARED 21 475 D VORNADO RLTY TR SH BEN INT 92904210 250 2847 SH SHARED 22 1600 1247 D VORNADO RLTY TR SH BEN INT 92904210 37 425 SH SHR/OTHR 22 425 D VORNADO RLTY TR SH BEN INT 92904210 885 10068 SH SHARED 23 9632 436 D VORNADO RLTY TR SH BEN INT 92904210 617 7022 SH SHR/OTHR 23 7022 D VORNADO RLTY L P DEB 3.875% 4/1 929043AC 43024 38075008 PRN SHARED 38075008 D VORNADO RLTY L P DEB 3.875% 4/1 929043AC 113 100000 PRN SHARED 01 100000 D VORNADO RLTY L P DEB 3.875% 4/1 929043AC 294 261000 PRN SHARED 02 261000 D VORNADO RLTY L P DEB 3.875% 4/1 929043AC 135 120000 PRN SHARED 06 120000 D VORNADO RLTY L P DBCV 3.625%11/1 929043AE 8344 9050000 PRN SHARED 06 9050000 D VOXWARE INC COM NEW 92906L50 0 78 SH SHARED 78 D VOTORANTIM CELULOSE E PAPEL SPONSORED ADR 92906P10 2648 99150 SH SHARED 99150 D VOTORANTIM CELULOSE E PAPEL SPONSORED ADR 92906P10 1300 48692 SH SHARED 47292 1400 D VOTORANTIM CELULOSE E PAPEL SPONSORED ADR 92906P10 17398 651400 SH SHARED 04 651400 D VOTORANTIM CELULOSE E PAPEL SPONSORED ADR 92906P10 12556 470100 SH SHARED 10 470100 D VULCAN MATLS CO COM 92916010 2522 42203 SH SHARED 42203 D VULCAN MATLS CO COM 92916010 2244 37540 SH SHARED 01 35290 2250 D VULCAN MATLS CO COM 92916010 51 865 SH SHR/OTHR 01 865 D VULCAN MATLS CO COM 92916010 364 6103 SH SHARED 02 5951 152 D VULCAN MATLS CO COM 92916010 35 600 SH SHARED 04 600 D VULCAN MATLS CO COM 92916010 2 40 SH SHARED 05 40 D VULCAN MATLS CO COM 92916010 771 12900 SH SHARED 06 10100 2800 D VULCAN MATLS CO COM 92916010 4666 78058 SH SHARED 10 78058 D VULCAN MATLS CO COM 92916010 101 1700 SH SHARED 14 1700 D VULCAN MATLS CO COM 92916010 257 4300 SH SHARED 20 4300 D VULCAN MATLS CO COM 92916010 47 800 SH SHARED 22 800 D VULCAN MATLS CO COM 92916010 182 3060 SH SHR/OTHR 22 3060 D VULCAN MATLS CO COM 92916010 54 915 SH SHR/OTHR 23 915 D W & T OFFSHORE INC COM 92922P10 3634 62112 SH SHARED 31612 30500 D W & T OFFSHORE INC COM 92922P10 998 17060 SH SHARED 01 17060 D W & T OFFSHORE INC COM 92922P10 404 6920 SH SHARED 02 6400 520 D W & T OFFSHORE INC COM 92922P10 11 200 SH SHARED 06 200 D W & T OFFSHORE INC COM 92922P10 20777 355117 SH SHARED 10 310917 44200 D WCI CMNTYS INC COM 92923C10 36 25068 SH SHARED 25068 D WD-40 CO COM 92923610 51 1768 SH SHARED 1768 D WD-40 CO COM 92923610 2 70 SH SHARED 01 70 D WD-40 CO COM 92923610 91 3138 SH SHARED 02 2838 300 D WGL HLDGS INC COM 92924F10 867 24976 SH SHARED 24976 D WGL HLDGS INC COM 92924F10 639 18400 SH SHARED 01 4100 14300 D WGL HLDGS INC COM 92924F10 1209 34826 SH SHARED 02 33607 1219 D WGL HLDGS INC COM 92924F10 4571 131600 SH SHARED 10 131600 D W-H ENERGY SVCS INC COM 92925E10 216 2260 SH SHARED 2260 D W-H ENERGY SVCS INC COM 92925E10 303 3175 SH SHARED 01 3075 100 D W-H ENERGY SVCS INC COM 92925E10 16 172 SH SHARED 02 172 D W-H ENERGY SVCS INC COM 92925E10 233 2437 SH SHARED 10 2437 D W-H ENERGY SVCS INC COM 92925E10 43 450 SH SHARED 21 450 D W HLDG CO INC COM 92925110 5 6088 SH SHARED 6088 D W HLDG CO INC COM 92925110 1 1180 SH SHARED 01 1180 D W HLDG CO INC COM 92925110 0 480 SH SHARED 02 480 D W HLDG CO INC COM 92925110 19 22800 SH SHARED 10 22800 D WCA WASTE CORP COM 92926K10 7 1257 SH SHARED 1257 D WABCO HLDGS INC COM 92927K10 2083 44845 SH SHARED 44845 D WABCO HLDGS INC COM 92927K10 813 17502 SH SHARED 01 17502 D WABCO HLDGS INC COM 92927K10 575 12388 SH SHARED 02 12078 310 D WABCO HLDGS INC COM 92927K10 563 12132 SH SHARED 10 12132 D WABCO HLDGS INC COM 92927K10 254 5470 SH SHARED 21 5470 D WMS INDS INC NOTE 2.750% 7/1 929297AE 5086 2200000 PRN SHARED 02 2200000 D WMS INDS INC COM 92929710 1676 56299 SH SHARED 56299 D WMS INDS INC COM 92929710 151 5100 SH SHARED 01 5100 D WMS INDS INC COM 92929710 1478 49660 SH SHARED 02 28087 21573 D WMS INDS INC COM 92929710 2869 96388 SH SHARED 10 96388 D W P CAREY & CO LLC COM 92930Y10 91 3192 SH SHARED 3192 D WPP GROUP PLC SPON ADR 0905 92930940 18 385 SH SHARED 385 D WPP GROUP PLC SPON ADR 0905 92930940 16526 345588 SH SHARED 345588 D WPP GROUP PLC SPON ADR 0905 92930940 11 245 SH SHARED 01 95 150 D WPP GROUP PLC SPON ADR 0905 92930940 922 19300 SH SHARED 10 19300 D WPCS INTL INC COM NEW 92931L20 8 1558 SH SHARED 1558 D WNS HOLDINGS LTD SPON ADR 92932M10 3 199 SH SHARED 199 D WSI INDS INC COM 92932Q10 1 221 SH SHARED 221 D WSFS FINL CORP COM 92932810 25 565 SH SHARED 565 D WSFS FINL CORP COM 92932810 17 400 SH SHARED 01 400 D WSFS FINL CORP COM 92932810 268 6014 SH SHARED 02 6014 D WSFS FINL CORP COM 92932810 1021 22900 SH SHARED 10 22900 D WSB FINANCIAL GROUP INC COM 92933E10 0 137 SH SHARED 137 D WSB HOLDINGS INC COM 92934C10 12 2341 SH SHARED 2341 D WSP HOLDINGS LIMITED ADR 92934F10 120 17200 SH SHARED 17200 D WSP HOLDINGS LIMITED ADR 92934F10 0 36 SH SHARED 02 36 D WUXI PHARMATECH CAYMAN INC SPONS ADR SHS 92935210 736 36300 SH SHARED 01 36300 D WUXI PHARMATECH CAYMAN INC SPONS ADR SHS 92935210 0 7 SH SHARED 02 7 D WUXI PHARMATECH CAYMAN INC SPONS ADR SHS 92935210 8012 394700 SH SHARED 10 394700 D WUXI PHARMATECH CAYMAN INC SPONS ADR SHS 92935210 23 1158 SH SHARED 24 1158 D WVS FINL CORP COM 92935810 0 52 SH SHARED 52 D WABASH NATL CORP COM 92956610 17 2342 SH SHARED 2342 D WABASH NATL CORP COM 92956610 32 4293 SH SHARED 02 4293 D WABASH NATL CORP COM 92956610 185 24600 SH SHARED 10 24600 D WABTEC CORP COM 92974010 1049 21578 SH SHARED 21578 D WABTEC CORP COM 92974010 767 15795 SH SHARED 01 1795 14000 D WABTEC CORP COM 92974010 177 3661 SH SHARED 02 1601 2060 D WABTEC CORP COM 92974010 325 6700 SH SHARED 10 6700 D WACHOVIA CORP NEW COM 92990310 48189 3102997 SH SHARED 3101497 1500 D WACHOVIA CORP NEW COM 92990310 5000 321976 SH SHARED 01 292524 29452 D WACHOVIA CORP NEW COM 92990310 45 2900 SH SHR/OTHR 01 2900 D WACHOVIA CORP NEW COM 92990310 3012 193954 SH SHARED 02 152208 41746 D WACHOVIA CORP NEW COM 92990310 63 4100 SH SHARED 04 4100 D WACHOVIA CORP NEW COM 92990310 1019 65635 SH SHARED 05 65635 D WACHOVIA CORP NEW COM 92990310 5006 322389 SH SHARED 06 257194 65195 D WACHOVIA CORP NEW COM 92990310 182037 11721689 SH SHARED 10 11685389 36300 D WACHOVIA CORP NEW COM 92990310 762 49114 SH SHARED 14 49114 D WACHOVIA CORP NEW COM 92990310 113 7300 SH SHARED 15 7300 D WACHOVIA CORP NEW COM 92990310 150 9660 SH SHARED 20 5295 4365 D WACHOVIA CORP NEW COM 92990310 41 2690 SH SHR/OTHR 20 2690 D WACHOVIA CORP NEW COM 92990310 48 3118 SH SHARED 21 2818 300 D WACHOVIA CORP NEW COM 92990310 9 640 SH SHR/OTHR 21 640 D WACHOVIA CORP NEW COM 92990310 31 2000 SH SHARED 22 2000 D WACHOVIA CORP NEW COM 92990310 513 33085 SH SHARED 23 33085 D WACHOVIA CORP NEW COM 92990310 338 21802 SH SHR/OTHR 23 21802 D WACHOVIA CORP NEW COM 92990310 12 800 SH SHARED 24 800 D WACHOVIA CORP NEW CONV7.5%PFD CL A 92990321 4481 508487 PRN SHARED 508487 D WACHOVIA CORP NEW CONV7.5%PFD CL A 92990321 237 26945 PRN SHARED 02 26945 D WACHOVIA CORP NEW CONV7.5%PFD CL A 92990321 8 1000 PRN SHARED 06 1000 D WACOAL HOLDINGS CORP ADR 93000420 29 488 SH SHARED 488 D WACOAL HOLDINGS CORP ADR 93000420 35 598 SH SHARED 02 598 D WADDELL & REED FINL INC CL A 93005910 2166 61880 SH SHARED 61880 D WADDELL & REED FINL INC CL A 93005910 1265 36141 SH SHARED 01 9241 26900 D WADDELL & REED FINL INC CL A 93005910 350 10000 SH SHR/OTHR 01 10000 D WADDELL & REED FINL INC CL A 93005910 193 5522 SH SHARED 02 5402 120 D WADDELL & REED FINL INC CL A 93005910 45253 1292600 SH SHARED 10 1292600 D WADDELL & REED FINL INC CL A 93005910 51 1467 SH SHARED 21 1467 D WAINWRIGHT BK&TR CO BOSTON M COM 93070510 1 146 SH SHARED 146 D WAL MART STORES INC COM 93114210 1745 31067 SH SHARED 21012 10055 D WAL MART STORES INC COM 93114210 230919 4108890 SH SHARED 4095840 13050 D WAL MART STORES INC COM 93114210 35153 625502 SH SHARED 01 506494 119008 D WAL MART STORES INC COM 93114210 3682 65531 SH SHR/OTHR 01 65531 D WAL MART STORES INC COM 93114210 13833 246146 SH SHARED 02 231242 14904 D WAL MART STORES INC COM 93114210 59 1050 SH SHARED 04 1050 D WAL MART STORES INC COM 93114210 5412 96300 SH SHARED 04 96300 D WAL MART STORES INC COM 93114210 55 990 SH SHARED 05 990 D WAL MART STORES INC COM 93114210 22377 398177 SH SHARED 06 325007 73170 D WAL MART STORES INC COM 93114210 112034 1993489 SH SHARED 10 1921789 71700 D WAL MART STORES INC COM 93114210 4534 80691 SH SHARED 14 80691 D WAL MART STORES INC COM 93114210 54 961 SH SHARED 19 961 D WAL MART STORES INC COM 93114210 3743 66603 SH SHARED 20 16600 50003 D WAL MART STORES INC COM 93114210 903 16074 SH SHR/OTHR 20 16074 D WAL MART STORES INC COM 93114210 369 6580 SH SHARED 21 6580 D WAL MART STORES INC COM 93114210 869 15475 SH SHR/OTHR 21 15475 D WAL MART STORES INC COM 93114210 460 8190 SH SHARED 22 5930 2260 D WAL MART STORES INC COM 93114210 302 5382 SH SHR/OTHR 22 5382 D WAL MART STORES INC COM 93114210 5730 101959 SH SHARED 23 100659 1300 D WAL MART STORES INC COM 93114210 10328 183777 SH SHR/OTHR 23 183777 D WALGREEN CO COM 93142210 32567 1001782 SH SHARED 984582 17200 D WALGREEN CO COM 93142210 5942 182775 SH SHARED 01 172675 10100 D WALGREEN CO COM 93142210 954 29368 SH SHR/OTHR 01 29368 D WALGREEN CO COM 93142210 16916 520360 SH SHARED 02 518860 1500 D WALGREEN CO COM 93142210 391 12046 SH SHARED 04 12046 D WALGREEN CO COM 93142210 65663 2019800 SH SHARED 04 2019800 D WALGREEN CO COM 93142210 15 490 SH SHARED 05 490 D WALGREEN CO COM 93142210 4861 149540 SH SHARED 06 118030 31510 D WALGREEN CO COM 93142210 55848 1717872 SH SHARED 10 1716472 1400 D WALGREEN CO COM 93142210 744 22899 SH SHARED 14 20900 1999 D WALGREEN CO COM 93142210 32 1000 SH SHARED 19 1000 D WALGREEN CO COM 93142210 118 3660 SH SHARED 20 2700 960 D WALGREEN CO COM 93142210 627 19300 SH SHR/OTHR 20 19300 D WALGREEN CO COM 93142210 189 5842 SH SHARED 21 5842 D WALGREEN CO COM 93142210 5 175 SH SHARED 22 175 D WALGREEN CO COM 93142210 23 725 SH SHR/OTHR 22 725 D WALGREEN CO COM 93142210 297 9150 SH SHARED 23 9150 D WALGREEN CO COM 93142210 3005 92437 SH SHR/OTHR 23 92437 D WALKING CO HLDGS INC COM 93203610 0 84 SH SHARED 84 D WALTER INDS INC COM 93317Q10 1832 16850 SH SHARED 16850 D WALTER INDS INC COM 93317Q10 2463 22650 SH SHARED 01 22650 D WALTER INDS INC COM 93317Q10 54 500 SH SHR/OTHR 01 500 D WALTER INDS INC COM 93317Q10 730 6715 SH SHARED 02 4250 2465 D WALTER INDS INC COM 93317Q10 8701 80000 SH SHARED 04 80000 D WALTER INDS INC COM 93317Q10 29509 271305 SH SHARED 10 271305 D WALTER INDS INC COM 93317Q10 26 240 SH SHARED 21 240 D WARNACO GROUP INC COM NEW 93439040 962 21839 SH SHARED 21839 D WARNACO GROUP INC COM NEW 93439040 700 15900 SH SHARED 01 2100 13800 D WARNACO GROUP INC COM NEW 93439040 63 1430 SH SHARED 02 1430 D WARNACO GROUP INC COM NEW 93439040 1783 40480 SH SHARED 10 40480 D WARNER MUSIC GROUP CORP COM 93455010 615 86198 SH SHARED 86198 D WARNER MUSIC GROUP CORP COM 93455010 233 32700 SH SHARED 02 32700 D WARNER MUSIC GROUP CORP COM 93455010 91 12751 SH SHARED 10 12751 D WARNER MUSIC GROUP CORP COM 93455010 1395 195500 SH SHARED 14 195500 D WARREN RES INC COM 93564A10 180 12329 SH SHARED 12329 D WARREN RES INC COM 93564A10 63 4300 SH SHARED 01 4300 D WARREN RES INC COM 93564A10 3 252 SH SHARED 02 252 D WARREN RES INC COM 93564A10 25 1762 SH SHARED 10 1762 D WARWICK VALLEY TEL CO COM 93675010 1 184 SH SHARED 184 D WASHINGTON FED INC COM 93882410 708 39170 SH SHARED 39170 D WASHINGTON FED INC COM 93882410 507 28029 SH SHARED 01 28029 D WASHINGTON FED INC COM 93882410 35 1943 SH SHARED 02 1943 D WASHINGTON FED INC COM 93882410 535 29613 SH SHARED 10 29613 D WASHINGTON MUT INC COM 93932210 4260 864292 SH SHARED 864292 D WASHINGTON MUT INC COM 93932210 655 133033 SH SHARED 01 130834 2199 D WASHINGTON MUT INC COM 93932210 0 100 SH SHR/OTHR 01 100 D WASHINGTON MUT INC COM 93932210 4515 915925 SH SHARED 02 906431 9494 D WASHINGTON MUT INC COM 93932210 2 470 SH SHARED 05 470 D WASHINGTON MUT INC COM 93932210 584 118561 SH SHARED 06 88501 30060 D WASHINGTON MUT INC COM 93932210 163774 33220048 SH SHARED 10 33220048 D WASHINGTON MUT INC COM 93932210 347 70500 SH SHARED 14 70500 D WASHINGTON MUT INC COM 93932210 19 4010 SH SHARED 20 1875 2135 D WASHINGTON MUT INC COM 93932210 0 150 SH SHR/OTHR 20 150 D WASHINGTON MUT INC COM 93932210 4 875 SH SHARED 23 875 D WASHINGTON MUT INC COM 93932210 93 18925 SH SHR/OTHR 23 18925 D WASHINGTON MUT INC CONV7.75%SER R 93932281 133701 224958 SH SHARED 224958 D WASHINGTON POST CO CL B 93964010 2925 4985 SH SHARED 4985 D WASHINGTON POST CO CL B 93964010 117 200 SH SHARED 01 200 D WASHINGTON POST CO CL B 93964010 211 360 SH SHARED 02 360 D WASHINGTON POST CO CL B 93964010 35 60 SH SHARED 04 60 D WASHINGTON POST CO CL B 93964010 234 400 SH SHARED 06 260 140 D WASHINGTON POST CO CL B 93964010 1650 2813 SH SHARED 10 2813 D WASHINGTON POST CO CL B 93964010 625 1066 SH SHARED 20 16 1050 D WASHINGTON REAL ESTATE INVT NOTE 3.875% 9/1 939653AK 348 380000 PRN SHARED 02 380000 D WASHINGTON REAL ESTATE INVT SH BEN INT 93965310 3032 100929 SH SHARED 100929 D WASHINGTON REAL ESTATE INVT SH BEN INT 93965310 59 1975 SH SHARED 01 1975 D WASHINGTON REAL ESTATE INVT SH BEN INT 93965310 3 105 SH SHARED 02 105 D WASHINGTON REAL ESTATE INVT SH BEN INT 93965310 1132 37700 SH SHARED 10 37700 D WASHINGTON TR BANCORP COM 94061010 3 176 SH SHARED 176 D WASHINGTON TR BANCORP COM 94061010 0 46 SH SHARED 02 46 D WASHINGTON TR BANCORP COM 94061010 102 5200 SH SHARED 10 5200 D WASHINGTON TR BANCORP COM 94061010 49 2530 SH SHARED 20 2530 D WASTE CONNECTIONS INC NOTE 3.750% 4/0 941053AG 5812 5279000 PRN SHARED 02 5279000 D WASTE CONNECTIONS INC COM 94105310 3101 97120 SH SHARED 97120 D WASTE CONNECTIONS INC COM 94105310 302 9476 SH SHARED 02 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SHARED 01 10500 D WATERS CORP COM 94184810 1100 17060 SH SHARED 02 8310 8750 D WATERS CORP COM 94184810 5359 83100 SH SHARED 04 83100 D WATERS CORP COM 94184810 4 70 SH SHARED 05 70 D WATERS CORP COM 94184810 855 13260 SH SHARED 06 10400 2860 D WATERS CORP COM 94184810 2959 45877 SH SHARED 10 45877 D WATERS CORP COM 94184810 50 790 SH SHARED 14 790 D WATERS CORP COM 94184810 116 1810 SH SHARED 20 1810 D WATERS CORP COM 94184810 77 1200 SH SHR/OTHR 20 1200 D WATERS CORP COM 94184810 90 1400 SH SHARED 23 1400 D WATERS CORP COM 94184810 19 300 SH SHR/OTHR 23 300 D WATSCO INC COM 94262220 885 21187 SH SHARED 21187 D WATSCO INC COM 94262220 301 7202 SH SHARED 02 7202 D WATSCO INC COM 94262220 204 4900 SH SHARED 10 4900 D WATSON PHARMACEUTICALS INC DBCV 1.750% 3/1 942683AC 19040 20000000 PRN SHARED 20000000 D WATSON PHARMACEUTICALS INC DBCV 1.750% 3/1 942683AC 1127 1184000 PRN SHARED 02 1184000 D WATSON PHARMACEUTICALS INC COM 94268310 5980 220126 SH SHARED 220126 D WATSON PHARMACEUTICALS INC COM 94268310 277 10200 SH SHARED 01 10200 D WATSON PHARMACEUTICALS INC COM 94268310 211 7801 SH SHARED 02 7801 D WATSON PHARMACEUTICALS INC COM 94268310 558 20550 SH SHARED 06 18050 2500 D WATSON PHARMACEUTICALS INC COM 94268310 1831 67407 SH SHARED 10 67407 D WATSON PHARMACEUTICALS INC COM 94268310 1872 68900 SH SHARED 14 68900 D WATSON WYATT WORLDWIDE INC CL A 94271210 859 16259 SH SHARED 16259 D WATSON WYATT WORLDWIDE INC CL A 94271210 37 700 SH SHARED 01 700 D WATSON WYATT WORLDWIDE INC CL A 94271210 331 6271 SH SHARED 02 6271 D WATSON WYATT WORLDWIDE INC CL A 94271210 979 18516 SH SHARED 10 18516 D WATSON WYATT WORLDWIDE INC CL A 94271210 49 942 SH SHARED 21 942 D WATTS WATER TECHNOLOGIES INC CL A 94274910 2771 111287 SH SHARED 111287 D WATTS WATER TECHNOLOGIES INC CL A 94274910 629 25278 SH SHARED 02 25278 D WATTS WATER TECHNOLOGIES INC CL A 94274910 13010 522500 SH SHARED 10 522500 D WAUSAU PAPER CORP COM 94331510 29 3779 SH SHARED 3779 D WAUSAU PAPER CORP COM 94331510 167 21667 SH SHARED 02 18167 3500 D WAUSAU PAPER CORP COM 94331510 49 6400 SH SHARED 10 6400 D WAUWATOSA HLDGS INC COM 94348P10 284 26773 SH SHARED 26773 D WAUWATOSA HLDGS INC COM 94348P10 0 1 SH SHARED 02 1 D WAVE SYSTEMS CORP COM NEW 94352630 1 1794 SH SHARED 1794 D WAYNE SVGS BANCSHARES INC NE COM 94624Q10 0 74 SH SHARED 74 D WAYSIDE TECHNOLOGY GROUP INC COM 94676010 6 877 SH SHARED 877 D WEBSENSE INC COM 94768410 270 16039 SH SHARED 16039 D WEBSENSE INC COM 94768410 305 18150 SH SHARED 01 18150 D WEBSENSE INC COM 94768410 87 5223 SH SHARED 02 4348 875 D WEBSENSE INC COM 94768410 505 30000 SH SHARED 04 30000 D WEBSENSE INC COM 94768410 657 39049 SH SHARED 10 39049 D WEBMD CORP NOTE 1.750% 6/1 94769MAE 23582 26000000 PRN SHARED 26000000 D WEBMD CORP NOTE 1.750% 6/1 94769MAE 13677 15080000 PRN SHARED 02 15080000 D WEBMD CORP NOTE 1.750% 6/1 94769MAE 11337 12500000 PRN SHARED 04 12500000 D WEBMD CORP NOTE 3.125% 9/0 94769MAG 66 75000 PRN SHARED 02 75000 D WEBSITE PROS INC COM 94769V10 0 1 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WELLS FARGO & CO NEW COM 94974610 88706 3735009 SH SHARED 3662209 72800 D WELLS FARGO & CO NEW COM 94974610 19648 827298 SH SHARED 01 651531 800 174967 D WELLS FARGO & CO NEW COM 94974610 2292 96525 SH SHR/OTHR 01 96525 D WELLS FARGO & CO NEW COM 94974610 23840 1003794 SH SHARED 02 973620 30174 D WELLS FARGO & CO NEW COM 94974610 97 4100 SH SHARED 04 4100 D WELLS FARGO & CO NEW COM 94974610 5972 251480 SH SHARED 05 251480 D WELLS FARGO & CO NEW COM 94974610 11835 498340 SH SHARED 06 396940 101400 D WELLS FARGO & CO NEW COM 94974610 115759 4874102 SH SHARED 10 4661402 212700 D WELLS FARGO & CO NEW COM 94974610 1033 43512 SH SHARED 14 43512 D WELLS FARGO & CO NEW COM 94974610 11 490 SH SHARED 19 490 D WELLS FARGO & CO NEW COM 94974610 4936 207865 SH SHARED 20 86786 121079 D WELLS FARGO & CO NEW COM 94974610 2017 84968 SH SHR/OTHR 20 84968 D WELLS FARGO & CO NEW COM 94974610 304 12812 SH SHARED 21 7000 5812 D WELLS FARGO & CO NEW COM 94974610 54 2300 SH SHR/OTHR 21 2300 D WELLS FARGO & CO NEW COM 94974610 518 21822 SH SHARED 22 12845 8977 D WELLS FARGO & CO NEW COM 94974610 328 13812 SH SHR/OTHR 22 13812 D WELLS FARGO & CO NEW COM 94974610 4749 199969 SH SHARED 23 182819 17150 D WELLS FARGO & CO NEW COM 94974610 6116 257540 SH SHR/OTHR 23 257540 D WELLS GARDNER ELECTRS CORP COM 94976510 0 268 SH SHARED 268 D WENDYS INTL INC COM 95059010 2747 100922 SH SHARED 100922 D WENDYS INTL INC COM 95059010 417 15325 SH SHARED 01 15325 D WENDYS INTL INC COM 95059010 205 7557 SH SHARED 02 7557 D WENDYS INTL INC COM 95059010 347 12750 SH SHARED 06 10250 2500 D WENDYS INTL INC COM 95059010 1080 39700 SH SHARED 10 39700 D WERNER ENTERPRISES INC COM 95075510 619 33367 SH SHARED 33367 D WERNER ENTERPRISES INC COM 95075510 278 14975 SH SHARED 01 14975 D WERNER ENTERPRISES INC COM 95075510 195 10521 SH SHARED 02 10301 220 D WERNER ENTERPRISES INC COM 95075510 476 25665 SH SHARED 10 25665 D WESBANCO INC COM 95081010 11 650 SH SHARED 650 D WESBANCO INC COM 95081010 18 1100 SH SHARED 01 1100 D WESBANCO INC COM 95081010 3 215 SH SHARED 02 215 D WESBANCO INC COM 95081010 454 26500 SH SHARED 10 26500 D WESCO FINL CORP COM 95081710 10 27 SH SHARED 27 D WESCO FINL CORP COM 95081710 127 333 SH SHARED 02 333 D WESCO FINL CORP COM 95081710 38 100 SH SHARED 10 100 D WESCO FINL CORP COM 95081710 114 300 SH SHARED 20 300 D WESCO INTL INC DBCV 2.625%10/1 95082PAE 36276 31600000 PRN SHARED 31600000 D WESCO INTL INC DBCV 2.625%10/1 95082PAE 4168 3631000 PRN SHARED 02 3631000 D WESCO INTL INC NOTE 1.750%11/1 95082PAG 16720 20000000 PRN SHARED 20000000 D WESCO INTL INC NOTE 1.750%11/1 95082PAG 6781 8112000 PRN SHARED 02 8112000 D WESCO INTL INC COM 95082P10 1481 37011 SH SHARED 37011 D WESCO INTL INC COM 95082P10 383 9585 SH SHARED 01 9585 D WESCO INTL INC COM 95082P10 88 2218 SH SHARED 02 2218 D WESCO INTL INC COM 95082P10 1163 29068 SH SHARED 05 29068 D WESCO INTL INC COM 95082P10 15447 385800 SH SHARED 10 385800 D WESCO INTL INC COM 95082P10 163 4090 SH SHARED 21 4090 D WEST COAST BANCORP ORE NEW COM 95214510 5 600 SH SHARED 600 D WEST COAST BANCORP ORE NEW COM 95214510 0 65 SH SHARED 02 65 D WEST COAST BANCORP ORE NEW COM 95214510 107 12400 SH SHARED 10 12400 D WEST MARINE INC COM 95423510 1 381 SH SHARED 381 D WEST PHARMACEUTICAL SVSC INC COM 95530610 102 2379 SH SHARED 2379 D WEST PHARMACEUTICAL SVSC INC COM 95530610 1013 23415 SH SHARED 01 23415 D WEST PHARMACEUTICAL SVSC INC COM 95530610 1558 36000 SH SHR/OTHR 01 36000 D WEST PHARMACEUTICAL SVSC INC COM 95530610 25 584 SH SHARED 02 584 D WEST PHARMACEUTICAL SVSC INC COM 95530610 198 4586 SH SHARED 10 4586 D WESTAFF INC COM 95707010 0 217 SH SHARED 217 D WESTAR ENERGY INC COM 95709T10 10895 506510 SH SHARED 506510 D WESTAR ENERGY INC COM 95709T10 890 41420 SH SHARED 01 7100 34320 D WESTAR ENERGY INC COM 95709T10 919 42730 SH SHARED 02 39025 3705 D WESTAR ENERGY INC COM 95709T10 4588 213324 SH SHARED 10 213324 D WESTAR ENERGY INC COM 95709T10 63 2935 SH SHARED 21 2935 D WESTAMERICA BANCORPORATION COM 95709010 1552 29514 SH SHARED 29514 D WESTAMERICA BANCORPORATION COM 95709010 575 10950 SH SHARED 01 750 10200 D WESTAMERICA BANCORPORATION COM 95709010 843 16041 SH SHARED 02 16041 D WESTAMERICA BANCORPORATION COM 95709010 431 8200 SH SHARED 10 8200 D WESTELL TECHNOLOGIES INC CL A 95754110 5131 3801359 SH SHARED 3801359 D WESTERN ALLIANCE BANCORP COM 95763810 3 409 SH SHARED 409 D WESTERN ALLIANCE BANCORP COM 95763810 28 3700 SH SHARED 01 3700 D WESTERN ALLIANCE BANCORP COM 95763810 121 15636 SH SHARED 02 15636 D WESTERN ALLIANCE BANCORP COM 95763810 103 13400 SH SHARED 10 13400 D WESTERN ASSET EMRG MKT DEBT COM 95766A10 7224 417825 SH SHARED 417825 D WESTERN ASSET GLB HI INCOME COM 95766B10 92 8400 SH SHARED 8400 D WESTERN ASSET HIGH INCM FD I COM 95766J10 7162 750000 SH SHARED 750000 D WESTERN ASST MNG MUN FD INC COM 95766M10 41 3817 SH SHR/OTHR 01 3817 D WESTERN ASSET CLYM INFL SEC COM SH BEN INT 95766Q10 1053 85000 SH SHARED 02 85000 D WESTERN ASSET CLYM INFL OPP COM 95766R10 4406 359100 SH SHARED 359100 D WESTERN ASSET CLYM INFL OPP COM 95766R10 1206 98300 SH SHARED 02 98300 D WESTERN ASSET INFL MGMT FD I COM 95766U10 980 58098 SH SHARED 58098 D WESTERN DIGITAL CORP COM 95810210 55 1600 SH SHARED 1600 D WESTERN DIGITAL CORP COM 95810210 5015 145240 SH SHARED 102340 42900 D WESTERN DIGITAL CORP COM 95810210 2755 79800 SH SHARED 01 10200 69600 D WESTERN DIGITAL CORP COM 95810210 424 12299 SH SHARED 02 12299 D WESTERN DIGITAL CORP COM 95810210 156 4541 SH SHARED 04 4541 D WESTERN DIGITAL CORP COM 95810210 863 25000 SH SHARED 04 25000 D WESTERN DIGITAL CORP COM 95810210 1293 37452 SH SHARED 06 34552 2900 D WESTERN DIGITAL CORP COM 95810210 61697 1786781 SH SHARED 10 1718881 67900 D WESTERN DIGITAL CORP COM 95810210 359 10400 SH SHARED 14 10400 D WESTERN GAS PARTNERS LP COM UNIT LP IN 95825410 7387 438400 SH SHARED 438400 D WESTERN REFNG INC COM 95931910 2662 224848 SH SHARED 224848 D WESTERN REFNG INC COM 95931910 229 19419 SH SHARED 02 19419 D WESTERN REFNG INC COM 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SH SHARED 14 82000 D XTO ENERGY INC COM 98385X10 32573 475457 SH SHARED 475457 D XTO ENERGY INC COM 98385X10 23904 348923 SH SHARED 01 281747 67176 D XTO ENERGY INC COM 98385X10 3027 44197 SH SHR/OTHR 01 44197 D XTO ENERGY INC COM 98385X10 2072 30255 SH SHARED 02 17259 12996 D XTO ENERGY INC COM 98385X10 1452 21200 SH SHARED 04 21200 D XTO ENERGY INC COM 98385X10 4811 70237 SH SHARED 05 70237 D XTO ENERGY INC COM 98385X10 4824 70424 SH SHARED 06 54737 15687 D XTO ENERGY INC COM 98385X10 107931 1575406 SH SHARED 10 1573625 1781 D XTO ENERGY INC COM 98385X10 568 8300 SH SHARED 14 8300 D XTO ENERGY INC COM 98385X10 1602 23386 SH SHARED 20 19475 125 3786 D XTO ENERGY INC COM 98385X10 200 2928 SH SHR/OTHR 20 2928 D XTO ENERGY INC COM 98385X10 131 1919 SH SHARED 21 1919 D XTO ENERGY INC COM 98385X10 20 295 SH SHR/OTHR 21 295 D XTO ENERGY INC COM 98385X10 835 12200 SH SHARED 22 8670 3530 D XTO ENERGY INC COM 98385X10 122 1783 SH SHR/OTHR 22 1783 D XTO ENERGY INC COM 98385X10 2153 31434 SH SHARED 23 29169 2265 D XTO ENERGY INC COM 98385X10 2582 37693 SH SHR/OTHR 23 37693 D X-RITE INC COM 98385710 3 1372 SH SHARED 1372 D XATA CORP COM NEW 98388230 0 149 SH SHARED 149 D XCEL ENERGY INC COM 98389B10 30394 1514409 SH SHARED 1514409 D XCEL ENERGY INC COM 98389B10 798 39800 SH SHARED 01 38300 1500 D XCEL ENERGY INC COM 98389B10 1186 59113 SH SHARED 02 56703 2410 D XCEL ENERGY INC COM 98389B10 2 116 SH SHARED 04 116 D XCEL ENERGY INC COM 98389B10 72 3600 SH SHARED 04 3600 D XCEL ENERGY INC COM 98389B10 4 200 SH SHARED 05 200 D XCEL ENERGY INC COM 98389B10 1273 63450 SH SHARED 06 50350 13100 D XCEL ENERGY INC COM 98389B10 3792 188960 SH SHARED 10 188960 D XCEL ENERGY INC COM 98389B10 52 2600 SH SHARED 14 2600 D XCEL ENERGY INC COM 98389B10 8 400 SH SHARED 23 400 D XETA TECHNOLOGIES INC COM 98390910 0 209 SH SHARED 209 D XILINX INC DBCV 3.125% 3/1 983919AD 4063 4300000 PRN SHARED 4300000 D XILINX INC COM 98391910 11979 474443 SH SHARED 474443 D XILINX INC COM 98391910 792 31375 SH SHARED 01 31375 D XILINX INC COM 98391910 2 100 SH SHR/OTHR 01 100 D XILINX INC COM 98391910 2141 84818 SH SHARED 02 82818 2000 D XILINX INC COM 98391910 2272 90000 SH SHARED 04 90000 D XILINX INC COM 98391910 6 270 SH SHARED 05 270 D XILINX INC COM 98391910 1012 40080 SH SHARED 06 31100 8980 D XILINX INC COM 98391910 3772 149407 SH SHARED 10 149407 D XINHUA FIN MEDIA LTD SPONSORED ADR 98398210 0 8 SH SHARED 02 8 D XINHUA FIN MEDIA LTD SPONSORED ADR 98398210 187 80200 SH SHARED 14 80200 D XCORPOREAL INC COM 98400P10 0 124 SH SHARED 124 D XELR8 HOLDINGS INC COM 98400Y10 0 299 SH SHARED 299 D XENOPORT INC COM 98411C10 3180 81485 SH SHARED 81485 D XENOPORT INC COM 98411C10 189 4850 SH SHARED 01 4850 D XENOPORT INC COM 98411C10 179 4597 SH SHARED 02 387 4210 D XENOPORT INC COM 98411C10 6964 178441 SH SHARED 04 178441 D XENONICS HLDGS INC COM 98411710 0 456 SH SHARED 456 D XEROX CORP COM 98412110 47718 3519090 SH SHARED 3518790 300 D XEROX CORP COM 98412110 1501 110752 SH SHARED 01 110752 D XEROX CORP COM 98412110 769 56720 SH SHARED 02 55725 995 D XEROX CORP COM 98412110 61 4500 SH SHARED 04 4500 D XEROX CORP COM 98412110 8 600 SH SHARED 05 600 D XEROX CORP COM 98412110 2133 157360 SH SHARED 06 131150 26210 D XEROX CORP COM 98412110 10369 764745 SH SHARED 10 764745 D XEROX CORP COM 98412110 222 16443 SH SHARED 14 16443 D XEROX CORP COM 98412110 11 820 SH SHARED 21 820 D XEROX CORP COM 98412110 24 1800 SH SHR/OTHR 23 1800 D XTENT INC COM 98414110 0 287 SH SHARED 287 D XTENT INC COM 98414110 25 10000 SH SHARED 02 10000 D XERIUM TECHNOLOGIES INC COM 98416J10 59 15055 SH SHARED 15055 D XERIUM TECHNOLOGIES INC COM 98416J10 0 76 SH SHARED 02 76 D XERIUM TECHNOLOGIES INC COM 98416J10 62 15800 SH SHARED 10 15800 D XINYUAN REAL ESTATE CO LTD SPONS ADR 98417P10 0 27 SH SHARED 02 27 D XETHANOL CORP COM 98420A10 11 26028 SH SHARED 26028 D YPF SOCIEDAD ANONIMA SPON ADR CL D 98424510 128 2691 SH SHARED 2691 D YRC WORLDWIDE INC COM 98424910 3651 245595 SH SHARED 245595 D YRC WORLDWIDE INC COM 98424910 432 29092 SH SHARED 01 11892 17200 D YRC WORLDWIDE INC COM 98424910 621 41765 SH SHARED 02 41765 D YRC WORLDWIDE INC COM 98424910 305 20548 SH SHARED 10 20548 D YAHOO INC COM 98433210 6 320 SH SHARED 320 D YAHOO INC COM 98433210 87046 4213286 SH SHARED 4186386 26900 D YAHOO INC COM 98433210 3466 167799 SH SHARED 01 166749 1050 D YAHOO INC COM 98433210 32127 1555081 SH SHARED 02 1488306 66775 D YAHOO INC COM 98433210 6611 320000 SH SHARED 04 320000 D YAHOO INC COM 98433210 12 590 SH SHARED 05 590 D YAHOO INC COM 98433210 3464 167670 SH SHARED 06 128300 39370 D YAHOO INC COM 98433210 41400 2003889 SH SHARED 10 2003889 D YAHOO INC COM 98433210 189 9157 SH SHARED 14 9157 D YAHOO INC COM 98433210 16 800 SH SHARED 20 800 D YAHOO INC COM 98433210 0 20 SH SHR/OTHR 23 20 D YAMANA GOLD INC COM 98462Y10 39763 2404092 SH SHARED 2404092 D YAMANA GOLD INC COM 98462Y10 7 447 SH SHARED 01 447 D YAMANA GOLD INC COM 98462Y10 2349 142070 SH SHARED 02 142070 D YAMANA GOLD INC COM 98462Y10 18442 1115000 SH SHARED 04 1115000 D YAMANA GOLD INC COM 98462Y10 532 32200 SH SHARED 06 3600 28600 D YAMANA GOLD INC COM 98462Y10 71527 4324487 SH SHARED 10 4324487 D YANZHOU COAL MNG CO LTD SPON ADR H SHS 98484610 4750 51077 SH SHARED 51077 D YANZHOU COAL MNG CO LTD SPON ADR H SHS 98484610 52 566 SH SHARED 02 126 440 D YELLOW ROADWAY CORP NOTE 5.000% 8/0 985577AA 13750 15537000 PRN SHARED 15537000 D YELLOW ROADWAY CORP NOTE 5.000% 8/0 985577AA 1305 1475000 PRN SHARED 02 1475000 D YELLOW ROADWAY CORP NOTE 3.375%11/2 985577AB 1277 1750000 PRN SHARED 1750000 D YINGLI GREEN ENERGY HLDG CO NOTE 12/1 98584BAA 8103 9500000 PRN SHARED 9500000 D YINGLI GREEN ENERGY HLDG CO ADR 98584B10 318 20000 SH SHARED 20000 D YINGLI GREEN ENERGY HLDG CO ADR 98584B10 6774 425530 SH SHARED 425530 D YINGLI GREEN ENERGY HLDG CO ADR 98584B10 33 2133 SH SHARED 02 2133 D YINGLI GREEN ENERGY HLDG CO ADR 98584B10 6445 404874 SH SHARED 04 404874 D YINGLI GREEN ENERGY HLDG CO ADR 98584B10 4776 300000 SH SHARED 05 300000 D YINGLI GREEN ENERGY HLDG CO ADR 98584B10 1101 69200 SH SHARED 06 34200 35000 D YINGLI GREEN ENERGY HLDG CO ADR 98584B10 9442 593100 SH SHARED 10 495200 97900 D YORK WTR CO COM 98718410 4 289 SH SHARED 289 D YORK WTR CO COM 98718410 540 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 1087 SH SHARED 1087 D YOUNG INNOVATIONS INC COM 98752010 57 2773 SH SHARED 2773 D YUM BRANDS INC COM 98849810 2477 70610 SH SHARED 4000 66610 D YUM BRANDS INC COM 98849810 25239 719268 SH SHARED 672968 46300 D YUM BRANDS INC COM 98849810 4300 122556 SH SHARED 01 92466 800 29290 D YUM BRANDS INC COM 98849810 605 17250 SH SHR/OTHR 01 17250 D YUM BRANDS INC COM 98849810 20791 592505 SH SHARED 02 587365 5140 D YUM BRANDS INC COM 98849810 63 1800 SH SHARED 04 1800 D YUM BRANDS INC COM 98849810 8 230 SH SHARED 05 230 D YUM BRANDS INC COM 98849810 7847 223636 SH SHARED 06 113576 110060 D YUM BRANDS INC COM 98849810 92146 2626017 SH SHARED 10 2535517 90500 D YUM BRANDS INC COM 98849810 371 10598 SH SHARED 14 10598 D YUM BRANDS INC COM 98849810 116 3320 SH SHARED 20 320 3000 D YUM BRANDS INC COM 98849810 191 5465 SH SHARED 21 2480 2985 D YUM BRANDS INC COM 98849810 21 600 SH SHARED 22 600 D YUM BRANDS INC COM 98849810 120 3440 SH SHR/OTHR 22 3440 D YUM BRANDS INC COM 98849810 1436 40950 SH SHARED 23 38350 2600 D YUM BRANDS INC COM 98849810 856 24414 SH SHR/OTHR 23 24414 D ZBB ENERGY CORPORATION COM 98876R20 0 184 SH SHARED 184 D ZVUE CORP COM 98880110 0 462 SH SHARED 462 D ZALE CORP NEW COM 98885810 64 3419 SH SHARED 3419 D ZALE CORP NEW COM 98885810 3 200 SH SHARED 01 200 D ZALE CORP NEW COM 98885810 480 25431 SH SHARED 02 25431 D ZALE CORP NEW COM 98885810 338 17900 SH SHARED 10 17900 D Z TRIM HLDGS INC COM 98892410 0 1455 SH SHARED 1455 D ZANETT INC COM 98906R10 0 168 SH SHARED 168 D ZAPATA CORP COM PAR $ 98907060 1 255 SH SHARED 255 D ZAPATA CORP COM PAR $ 98907060 1 200 SH SHARED 02 200 D ZAREBA SYSTEMS INC COM 98913110 0 51 SH SHARED 51 D ZEBRA TECHNOLOGIES CORP CL A 98920710 1945 59598 SH SHARED 59598 D ZEBRA TECHNOLOGIES CORP CL A 98920710 708 21700 SH SHARED 01 900 20800 D ZEBRA TECHNOLOGIES CORP CL A 98920710 312 9576 SH SHARED 02 9576 D ZEBRA TECHNOLOGIES CORP CL A 98920710 412 12642 SH SHARED 10 12642 D ZENITH NATL INS CORP COM 98939010 15687 446162 SH SHARED 446162 D ZENITH NATL INS CORP COM 98939010 462 13167 SH SHARED 02 13167 D ZENITH NATL INS CORP COM 98939010 580 16515 SH SHARED 10 16515 D ZEP INC COM 98944B10 1972 132550 SH SHARED 132550 D ZEP INC COM 98944B10 0 26 SH SHARED 02 26 D ZEP INC COM 98944B10 116 7850 SH SHARED 10 7850 D ZEP INC COM 98944B10 7 500 SH SHARED 23 500 D ZHONE TECHNOLOGIES INC NEW COM 98950P10 82 105200 SH SHARED 105200 D ZILA INC COM PAR $0.01 98951320 0 1625 SH SHARED 1625 D ZHONGPIN INC COM 98952K10 51 4091 SH SHARED 4091 D ZHONGPIN INC COM 98952K10 19 1521 SH SHARED 02 1521 D ZILOG INC COM PAR $0.01 98952430 1 441 SH SHARED 441 D ZIMMER HLDGS INC COM 98956P10 423 6219 SH SHARED 930 5289 D ZIMMER HLDGS INC COM 98956P10 20918 307401 SH SHARED 305601 1800 D ZIMMER HLDGS INC COM 98956P10 21707 318988 SH SHARED 01 186335 180 132473 D ZIMMER HLDGS INC COM 98956P10 4810 70686 SH SHR/OTHR 01 70686 D ZIMMER HLDGS INC COM 98956P10 2656 39036 SH SHARED 02 36441 2595 D ZIMMER HLDGS INC COM 98956P10 195 2873 SH SHARED 04 2873 D ZIMMER HLDGS INC COM 98956P10 4534 66635 SH SHARED 04 66635 D ZIMMER HLDGS INC COM 98956P10 8 130 SH SHARED 05 130 D ZIMMER HLDGS INC COM 98956P10 2856 41970 SH SHARED 06 22100 19870 D ZIMMER HLDGS INC COM 98956P10 55383 813872 SH SHARED 10 813872 D ZIMMER HLDGS INC COM 98956P10 6 96 SH SHR/OTHR 10 96 D ZIMMER HLDGS INC COM 98956P10 1038 15261 SH SHARED 14 1500 13761 D ZIMMER HLDGS INC COM 98956P10 2794 41066 SH SHARED 19 41066 D ZIMMER HLDGS INC COM 98956P10 884 13000 SH SHARED 20 9570 3430 D ZIMMER HLDGS INC COM 98956P10 463 6805 SH SHR/OTHR 20 6805 D ZIMMER HLDGS INC COM 98956P10 326 4800 SH SHARED 21 2000 2800 D ZIMMER HLDGS INC COM 98956P10 6 100 SH SHR/OTHR 21 100 D ZIMMER HLDGS INC COM 98956P10 1400 20576 SH SHARED 22 14841 5735 D ZIMMER HLDGS INC COM 98956P10 365 5374 SH SHR/OTHR 22 5374 D ZIMMER HLDGS INC COM 98956P10 3466 50938 SH SHARED 23 37814 13124 D ZIMMER HLDGS INC COM 98956P10 15720 231010 SH SHR/OTHR 23 231010 D ZION OIL & GAS INC COM 98969610 0 158 SH SHARED 158 D ZIONS BANCORPORATION COM 98970110 2216 70374 SH SHARED 70374 D ZIONS BANCORPORATION COM 98970110 783 24894 SH SHARED 01 24794 100 D ZIONS BANCORPORATION COM 98970110 835 26544 SH SHARED 02 26544 D ZIONS BANCORPORATION COM 98970110 9981 316988 SH SHARED 06 16350 300638 D ZIONS BANCORPORATION COM 98970110 3382 107400 SH SHARED 10 107400 D ZIONS BANCORPORATION COM 98970110 253 8066 SH SHARED 14 8066 D ZIOPHARM ONCOLOGY INC COM 98973P10 1 474 SH SHARED 474 D ZIOPHARM ONCOLOGY INC COM 98973P10 0 300 SH SHR/OTHR 23 300 D ZIX CORP COM 98974P10 26 9496 SH SHARED 9496 D ZIX CORP COM 98974P10 58 21100 SH SHARED 02 21100 D ZIPREALTY INC COM 98974V10 1 307 SH SHARED 307 D ZIPREALTY INC COM 98974V10 130 32500 SH SHARED 02 32500 D ZORAN CORP COM 98975F10 263 22543 SH SHARED 22543 D ZORAN CORP COM 98975F10 561 47951 SH SHARED 01 47950 1 D ZORAN CORP COM 98975F10 684 58500 SH SHR/OTHR 01 58500 D ZORAN CORP COM 98975F10 0 1 SH SHARED 02 1 D ZORAN CORP COM 98975F10 1996 170643 SH SHARED 10 170643 D ZOLTEK COS INC COM 98975W10 21 880 SH SHARED 880 D ZOLTEK COS INC COM 98975W10 3476 143343 SH SHARED 143343 D ZOLTEK COS INC COM 98975W10 200 8287 SH SHARED 02 7987 300 D ZOLTEK COS INC COM 98975W10 7056 291000 SH SHARED 04 291000 D ZOLTEK COS INC COM 98975W10 9724 401000 SH SHARED 05 401000 D ZOLTEK COS INC COM 98975W10 1108 45715 SH SHARED 06 45715 D ZOLTEK COS INC COM 98975W10 191 7890 SH SHARED 10 7890 D ZOOM TECHNOLOGIES INC DEL COM 98976E10 0 209 SH SHARED 209 D ZONES INC COM 98976N10 2 341 SH SHARED 341 D ZUMIEZ INC COM 98981710 89 5428 SH SHARED 5428 D ZUMIEZ INC COM 98981710 276 16656 SH SHARED 02 16656 D ZUMIEZ INC COM 98981710 5678 342500 SH SHARED 10 342500 D ZWEIG FD COM 98983410 148 32035 SH SHARED 32035 D ZYMOGENETICS INC COM 98985T10 0 39 SH SHARED 39 D ZYMOGENETICS INC COM 98985T10 0 33 SH SHARED 02 33 D ZYMOGENETICS INC COM 98985T10 19 2366 SH SHARED 10 2366 D ZYGO CORP COM 98985510 0 18 SH SHARED 18 D ZYGO CORP COM 98985510 21 2225 SH SHARED 01 2225 D ZYGO CORP COM 98985510 1381 140576 SH SHARED 02 76 140500 D ZOLL MED CORP COM 98992210 51 1527 SH SHARED 1527 D ZOLL MED CORP COM 98992210 108 3229 SH SHARED 02 3229 S REPORT SUMMARY 21208 DATA RECORDS 151684867 0 OTHER MANAGERS ON WHOSE BEHALF REPORT IS FILED

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Filed on / Effective on:8/14/082None on these Dates
For Period end:6/30/081
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