-----BEGIN PRIVACY-ENHANCED MESSAGE----- Proc-Type: 2001,MIC-CLEAR Originator-Name: webmaster@www.sec.gov Originator-Key-Asymmetric: MFgwCgYEVQgBAQICAf8DSgAwRwJAW2sNKK9AVtBzYZmr6aGjlWyK3XmZv3dTINen TWSM7vrzLADbmYQaionwg5sDW3P6oaM5D3tdezXMm7z1T+B+twIDAQAB MIC-Info: RSA-MD5,RSA, MpNzwK00oSI3x46Mp26O1SiyJR/ZEk2AKlsVj37bcD7zQ6wLvWL74Q1+xvDl8NSO 7Eq2EXsr0jqAqi06o7iC2A== 0000831001-04-000348.txt : 20040813 0000831001-04-000348.hdr.sgml : 20040813 20040813163026 ACCESSION NUMBER: 0000831001-04-000348 CONFORMED SUBMISSION TYPE: 13F-HR PUBLIC DOCUMENT COUNT: 1 CONFORMED PERIOD OF REPORT: 20040630 FILED AS OF DATE: 20040813 EFFECTIVENESS DATE: 20040813 FILER: COMPANY DATA: COMPANY CONFORMED NAME: CITIGROUP INC CENTRAL INDEX KEY: 0000831001 STANDARD INDUSTRIAL CLASSIFICATION: NATIONAL COMMERCIAL BANKS [6021] IRS NUMBER: 521568099 STATE OF INCORPORATION: DE FISCAL YEAR END: 1231 FILING VALUES: FORM TYPE: 13F-HR SEC ACT: 1934 Act SEC FILE NUMBER: 028-02427 FILM NUMBER: 04974752 BUSINESS ADDRESS: STREET 1: 399 PARK AVENUE CITY: NEW YORK STATE: NY ZIP: 10043 BUSINESS PHONE: 2125591000 MAIL ADDRESS: STREET 1: 399 PARK AVENUE CITY: NEW YORK STATE: NY ZIP: 10043 FORMER COMPANY: FORMER CONFORMED NAME: TRAVELERS GROUP INC DATE OF NAME CHANGE: 19950519 FORMER COMPANY: FORMER CONFORMED NAME: TRAVELERS INC DATE OF NAME CHANGE: 19940103 FORMER COMPANY: FORMER CONFORMED NAME: PRIMERICA CORP /NEW/ DATE OF NAME CHANGE: 19920703 13F-HR 1 hr_citigroup06302004.txt UNITED STATES SECURITIES AND EXCHANGE COMMISSION Washington, D.C. 20549 Form 13F Form 13F COVER PAGE Report for the Calendar Year or Quarter Ended: June 30, 2004 Check here if Amendment { }; Amendment Number: ____ This Amendment (Check only one.): { } is a restatement. { } adds new holdings entries. Institutional Investment Manager Filing this Report: Name: Citigroup Inc. Address: 399 Park Avenue, New York, New York 10043 Form 13F File Number: 28-2427 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 it 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: Serena D. Moe Title: Assistant Secretary Phone: (212) 559-1000 Signature, Place, and Date of Signing: /s/ Serena D. Moe New York, New York August 13, 2004 Report Type (Check only one.): { X } 13F HOLDINGS REPORT. (Check here if all holdings of this reporting manager are reported in this report.) { } 13F NOTICE. (Check here if no holdings reported are in this report, and all holdings are reported by other reporting manager(s).) { } 13F COMBINATION REPORT. (Check here if a portion of the holdings for this reporting manager are reported in this report and a portion are reported by other reporting manager(s).) Form 13F SUMMARY PAGE Report Summary: Number of Other Included Managers: 45 Form 13F Information Table Entry Total: 13,760 Form 13F Information Table Value Total: $183,850,723,000 List of Other Included Managers: Provide a numbered list of the name(s) and Form 13F file number(s) of all institutional investment managers with respect to which this report is filed, other than the manager filing this report. No. Form 13F File Number Name 01 28-10815 Acciones y Valores de Mexico, S.A. de C.V. 02 28-10294 AMAD Holdings, Inc. 03 28-1876 Associated Madison Companies, Inc. 04 28-10381 Associates First Capital Corporation 05 28-10818 Citi Overseas Investments Bahamas Inc. 06 28-4289 Citibank (Switzerland) 07 28-5347 Citibank Overseas Investment Corporation 08 28-749 Citibank, N.A. 09 28-45 Citicorp 10 28-10819 Citicorp (Mexico) Holdings LLC 11 28-4349 Citicorp Banking Corporation 12 28-10814 Citicorp Deutschland Gmbh 13 28-6221 Citicorp Funding, Inc. 14 28-10072 Citicorp Trust Bank, fsb 15 28-1090 Citicorp Venture Capital Ltd. 16 28-10074 CitiFinancial Credit Company 17 28-10293 Citigroup Alternative Investments LLC 18 28-6251 Citigroup Asset Management Limited 19 28-1114 Citigroup Financial Products Inc. 20 28-10817 Citigroup Global Markets Deutschland AG & Co. KGaA 21 28-4305 Citigroup Global Markets Europe Limited 22 28-10821 Citigroup Global Markets Finance Corporation & Co. beschrankt haftende KG 23 28-1109 Citigroup Global Markets Holdings Inc. 24 28-541 Citigroup Global Markets Inc. 25 28-336 Citigroup Global Markets International LLC 26 28-4309 Citigroup Global Markets Limited 27 28-6229 Citigroup Global Markets U.K. Equity Ltd 28 28-5343 Citigroup Holdings Company 29 28-5154 Citigroup Insurance Holding Corporation 30 28-10296 Citigroup Investment Holdings Inc. 31 28-10295 Citigroup Investments Inc. 32 28-10820 Citigroup Overseas Investment LLC 33 28-10071 Court Square Capital Limited 34 28-10816 Grupo Financiero Banamex, S.A. de C.V. 35 28-10822 Impulsora De Fondos, S.A. de C.V. 36 28-4684 Plaza LLC 37 28-2568 Salomon Brothers Asset Management Inc 38 28-5476 Smith Barney Corporate Trust Company 39 28-4024 Smith Barney Fund Management LLC 40 28-1299 The Travelers Insurance Company 41 28-2551 The Travelers Investment Management Company 42 28-3308 Travelers Asset Management International Company LLC 43 28-5774 INTENTIONALLY OMITTED* 44 28-4152 INTENTIONALLY OMITTED* 45 28-4325 Tribeca Management LLC
*As a result of the merger between The St. Paul Companies, Inc. and Travelers Property Casualty Corp. that was effective as of April 1, 2004, the holdings of Travelers Insurance Group Holdings Inc. and Travelers Property Casualty Corp. (previously identified as numbers 43 and 44, respectively, on the "List of Other Included Managers") are no longer included in the Form 13F filed by Citigroup Inc. FORM 13F INFORMATION TABLE
TITLE VALUE SHARES/ SH/ PUT/ INVSTMT OTHER VOTING AUTHORITY NAME OF ISSUER CLASS CUSIP (X$1000) PRN AMT PRN CALL DSCRETN MANAGERS SOLE SHARED NONE - ---------------------- ------------ --------- -------- --------- --- ---- ------- -------------------- --------- --------- --------- DAIMLERCHRYSLER AG ORD D1668R123 2629 57088 SH DEFINED 8,9,28 7837 0 49251 DAIMLERCHRYSLER AG ORD D1668R123 351 7630 SH DEFINED 4,9,11,14,16,28 7630 0 0 DAIMLERCHRYSLER AG ORD D1668R123 9168 199085 SH DEFINED 18,19,23,25 97358 0 101727 DAIMLERCHRYSLER AG ORD D1668R123 157675 3423996 SH DEFINED 5,7-9,12,20,22,28,32 3423996 0 0 DAIMLERCHRYSLER AG ORD D1668R123 4171 90582 SH DEFINED 19,23,24 69251 0 21330 DAIMLERCHRYSLER AG ORD D1668R123 183233 3979003 SH DEFINED 19,21,23,25,26 3979003 0 0 DAIMLERCHRYSLER AG ORD D1668R123 67846 1473321 SH CALL DEFINED 19,21,23,25,26 1473321 0 0 DAIMLERCHRYSLER AG ORD D1668R123 51314 1114308 SH PUT DEFINED 19,21,23,25,26 1114308 0 0 DAIMLERCHRYSLER AG ORD D1668R123 40 861 SH DEFINED 19,23,37 861 0 0 DAIMLERCHRYSLER AG ORD D1668R123 1007 21860 SH DEFINED 23,39 21860 0 0 DEUTSCHE BANK AG NAMEN ORD D18190898 26 340 SH DEFINED 6,9,11,28 0 0 340 DEUTSCHE BANK AG NAMEN ORD D18190898 945 12170 SH DEFINED 8,9,28 0 0 12170 DEUTSCHE BANK AG NAMEN ORD D18190898 2334 30045 SH DEFINED 4,9,11,14,16,28 30045 0 0 DEUTSCHE BANK AG NAMEN ORD D18190898 46 586 SH DEFINED 18,19,23,25 586 0 0 DEUTSCHE BANK AG NAMEN ORD D18190898 363779 4683655 SH DEFINED 5,7-9,12,20,22,28,32 4683655 0 0 DEUTSCHE BANK AG NAMEN ORD D18190898 18479 237923 SH DEFINED 19,23,24 231641 0 6282 DEUTSCHE BANK AG NAMEN ORD D18190898 145258 1870199 SH DEFINED 19,21,23,25,26 1870199 0 0 DEUTSCHE BANK AG NAMEN ORD D18190898 56913 732752 SH CALL DEFINED 19,21,23,25,26 732752 0 0 DEUTSCHE BANK AG NAMEN ORD D18190898 1077730 13875757 SH PUT DEFINED 19,21,23,25,26 13875757 0 0 DEUTSCHE BANK AG NAMEN ORD D18190898 306 3935 SH OTHER 19,23,37 0 3935 0 ACE LTD ORD G0070K103 379 9020 SH DEFINED 4,9,11,14,16,28 9020 0 0 ACE LTD ORD G0070K103 12667 301243 SH DEFINED 19,23,24 255090 0 46152 ACE LTD ORD G0070K103 6377 151655 SH DEFINED 19,21,23,25,26 151655 0 0 ACE LTD ORD G0070K103 1 33 SH DEFINED 19,23,37 33 0 0 ACE LTD ORD G0070K103 2181 51859 SH DEFINED 23,39 51859 0 0 ACE LTD ORD G0070K103 791 18802 SH DEFINED 23,41 18802 0 0 ACE LTD ORD G0070K103 1617 38450 SH DEFINED 3,29,36,40,42 38450 0 0 AMDOCS LTD ORD G02602103 437 19040 SH DEFINED 6,9,11,28 0 0 19040 AMDOCS LTD ORD G02602103 2755 120044 SH DEFINED 8,9,28 120044 0 0 AMDOCS LTD ORD G02602103 99 4295 SH DEFINED 4,9,11,14,16,28 4295 0 0 AMDOCS LTD ORD G02602103 7760 338138 SH DEFINED 18,19,23,25 193974 0 144164 AMDOCS LTD ORD G02602103 3844 167512 SH DEFINED 19,23,24 146132 0 21380 AMDOCS LTD ORD G02602103 48 2100 SH CALL DEFINED 19,23,24 2100 0 0 AMDOCS LTD ORD G02602103 716 31200 SH PUT DEFINED 19,23,24 31200 0 0 AMDOCS LTD ORD G02602103 344 15000 SH DEFINED 19,21,23,25,26 15000 0 0 AMDOCS LTD ORD G02602103 296 12900 SH DEFINED 38 0 12900 0 AMDOCS LTD ORD G02602103 12386 539705 SH DEFINED 23,39 539705 0 0 AMDOCS LTD ORD G02602103 6687 291390 SH DEFINED 3,29,36,40,42 291390 0 0 APEX SILVER MINES LTD ORD G04074103 184 10670 SH DEFINED 8,9,28 10670 0 0 APEX SILVER MINES LTD ORD G04074103 410 23846 SH DEFINED 4,9,11,14,16,28 23846 0 0 APEX SILVER MINES LTD ORD G04074103 16929 984232 SH DEFINED 19,23,24 103535 0 880697 APEX SILVER MINES LTD ORD G04074103 1267 73650 SH DEFINED 19,23,37 73650 0 0 APEX SILVER MINES LTD ORD G04074103 1716 99770 SH DEFINED 23,39 99770 0 0 ARCH CAP GROUP LTD ORD G0450A105 627 15685 SH DEFINED 19,23,24 12045 0 3640 ASPEN INSURANCE HOLDIN SHS G05384105 61 2590 SH DEFINED 8,9,28 2590 0 0 ASPEN INSURANCE HOLDIN SHS G05384105 135 5770 SH DEFINED 4,9,11,14,16,28 5770 0 0 ASPEN INSURANCE HOLDIN SHS G05384105 17 725 SH DEFINED 19,23,24 725 0 0 ASPEN INSURANCE HOLDIN SHS G05384105 401 17130 SH DEFINED 19,23,37 17130 0 0 ASPEN INSURANCE HOLDIN SHS G05384105 565 24140 SH DEFINED 23,39 24140 0 0 ASSURED GUARANTY LTD COM G0585R106 13 802 SH DEFINED 4,9,11,14,16,28 802 0 0 ASSURED GUARANTY LTD COM G0585R106 4762 284301 SH DEFINED 19,23,24 282211 0 2090 ASSURED GUARANTY LTD COM G0585R106 727 43400 SH DEFINED 19,23,37 43400 0 0 ASSURED GUARANTY LTD COM G0585R106 15140 903900 SH DEFINED 23,39 903900 0 0 AXIS CAPITAL HOLDINGS SHS G0692U109 121 4339 SH DEFINED 19,23,24 1439 0 2900 AXIS CAPITAL HOLDINGS SHS G0692U109 117 4200 SH DEFINED 38 0 4200 0 ACCENTURE LTD BERMUDA CL A G1150G111 295 10664 SH DEFINED 6,9,11,28 0 0 10664 ACCENTURE LTD BERMUDA CL A G1150G111 3433 124055 SH DEFINED 7,8,9,28 0 124055 0 ACCENTURE LTD BERMUDA CL A G1150G111 390 14103 SH DEFINED 4,9,11,14,16,28 14103 0 0 ACCENTURE LTD BERMUDA CL A G1150G111 5856 211637 SH DEFINED 18,19,23,25 117028 0 94609 ACCENTURE LTD BERMUDA CL A G1150G111 2691 97240 SH DEFINED 19,23,24 75150 0 22090 ACCENTURE LTD BERMUDA CL A G1150G111 542 19599 SH DEFINED 19,23,37 19599 0 0 ACCENTURE LTD BERMUDA CL A G1150G111 1961 70855 SH DEFINED 38 0 70855 0 ACCENTURE LTD BERMUDA CL A G1150G111 16338 590475 SH DEFINED 23,39 590475 0 0 ACCENTURE LTD BERMUDA CL A G1150G111 1292 46700 SH DEFINED 3,29,36,40,42 46700 0 0 BUNGE LIMITED COM G16962105 133 3456 SH DEFINED 4,9,11,14,16,28 3456 0 0 BUNGE LIMITED COM G16962105 31978 830173 SH DEFINED 19,23,24 657207 0 172965 BUNGE LIMITED COM G16962105 1641 42600 SH DEFINED 23,39 42600 0 0 CENTRAL EUROPEAN MEDIA CL A NEW G20045202 790 33348 SH DEFINED 19,23,24 3348 0 30000 CHINADOTCOM CORP CL A G2108N109 315 45135 SH DEFINED 19,23,24 25070 0 20065 CHINA YUCHAI INTL LTD COM G21082105 4 201 SH DEFINED 4,9,11,14,16,28 201 0 0 CHINA YUCHAI INTL LTD COM G21082105 2075 115789 SH DEFINED 19,23,24 75319 0 40470 CHIPMOS TECH BERMUDA L SHS G2110R106 108 15237 SH DEFINED 19,23,24 12492 0 2745 COOPER INDS LTD CL A G24182100 256 4369 SH DEFINED 6,9,11,28 0 0 4369 COOPER INDS LTD CL A G24182100 2778 47318 SH DEFINED 7,8,9,28 0 47318 0 COOPER INDS LTD CL A G24182100 2023 34460 SH DEFINED 4,9,11,14,16,28 34460 0 0 COOPER INDS LTD CL A G24182100 2439 41556 SH DEFINED 18,19,23,25 14617 0 26939 COOPER INDS LTD CL A G24182100 5254 89499 SH DEFINED 19,23,24 70814 0 18685 COOPER INDS LTD CL A G24182100 29943 510100 SH DEFINED 19,21,23,25,26 510100 0 0 COOPER INDS LTD CL A G24182100 1079 18378 SH DEFINED 19,23,37 18378 0 0 COOPER INDS LTD CL A G24182100 1749 29792 SH DEFINED 23,39 29792 0 0 COOPER INDS LTD CL A G24182100 2223 37878 SH DEFINED 23,41 37878 0 0 COOPER INDS LTD CL A G24182100 712 12129 SH DEFINED 3,29,36,40,42 12129 0 0 ENDURANCE SPECIALTY HL SHS G30397106 2 60 SH DEFINED 4,9,11,14,16,28 60 0 0 ENDURANCE SPECIALTY HL SHS G30397106 2661 75885 SH DEFINED 19,23,24 60570 0 15315 EVEREST RE GROUP LTD COM G3223R108 56 703 SH DEFINED 4,9,11,14,16,28 703 0 0 EVEREST RE GROUP LTD COM G3223R108 1198 15068 SH DEFINED 19,23,24 12519 0 2548 EVEREST RE GROUP LTD COM G3223R108 2909 36600 SH DEFINED 19,23,37 36600 0 0 EVEREST RE GROUP LTD COM G3223R108 11197 140878 SH DEFINED 23,39 140878 0 0 EVEREST RE GROUP LTD COM G3223R108 470 5908 SH DEFINED 23,41 5908 0 0 EVEREST RE GROUP LTD COM G3223R108 1002 12607 SH DEFINED 3,29,36,40,42 12607 0 0 FRESH DEL MONTE PRODUC ORD G36738105 12 465 SH DEFINED 4,9,11,14,16,28 465 0 0 FRESH DEL MONTE PRODUC ORD G36738105 3739 147094 SH DEFINED 19,23,24 132535 0 14559 FRESH DEL MONTE PRODUC ORD G36738105 74 2900 SH DEFINED 38 0 2900 0 FRONTLINE LTD ORD G3682E127 19 550 SH DEFINED 4,9,11,14,16,28 550 0 0 FRONTLINE LTD ORD G3682E127 4812 138792 SH DEFINED 19,23,24 118118 0 20674 FRONTLINE LTD ORD G3682E127 90 2600 SH DEFINED 38 0 2600 0 GARMIN LTD ORD G37260109 156 4500 SH DEFINED 4,9,11,14,16,28 4500 0 0 GARMIN LTD ORD G37260109 3017 87057 SH DEFINED 19,23,24 56547 0 30510 GARMIN LTD ORD G37260109 871 25141 SH DEFINED 23,39 25141 0 0 GLOBAL CROSSING LTD SHS NEW G3921A175 988 62703 SH DEFINED 19,23,24 54822 0 7881 GLOBAL CROSSING LTD SHS NEW G3921A175 348 22100 SH CALL DEFINED 19,23,24 22100 0 0 GLOBALSANTAFE CORP SHS G3930E101 74 2760 SH DEFINED 6,9,11,28 0 0 2760 GLOBALSANTAFE CORP SHS G3930E101 2266 84619 SH DEFINED 4,9,11,14,16,28 84619 0 0 GLOBALSANTAFE CORP SHS G3930E101 156621 5848425 SH DEFINED 19,23,24 1076855 0 4771570 GLOBALSANTAFE CORP SHS G3930E101 50058 1869230 SH DEFINED 19,23,37 1869230 0 0 GLOBALSANTAFE CORP SHS G3930E101 135213 5049044 SH DEFINED 23,39 5049044 0 0 GLOBALSANTAFE CORP SHS G3930E101 1408 52570 SH DEFINED 3,29,36,40,42 52570 0 0 HELEN OF TROY CORP LTD COM G4388N106 2759 75066 SH DEFINED 19,23,24 59628 0 15438 INGERSOLL-RAND COMPANY CL A G4776G101 563 8285 SH DEFINED 6,9,11,28 0 0 8285 INGERSOLL-RAND COMPANY CL A G4776G101 5643 83039 SH DEFINED 7,8,9,28 0 83039 0 INGERSOLL-RAND COMPANY CL A G4776G101 1296 19078 SH DEFINED 8,9,28 18228 0 850 INGERSOLL-RAND COMPANY CL A G4776G101 58 850 SH DEFINED 9,11,28 850 0 0 INGERSOLL-RAND COMPANY CL A G4776G101 3108 45743 SH DEFINED 4,9,11,14,16,28 45743 0 0 INGERSOLL-RAND COMPANY CL A G4776G101 10465 154011 SH DEFINED 18,19,23,25 47007 0 107004 INGERSOLL-RAND COMPANY CL A G4776G101 47471 698612 SH DEFINED 19,23,24 529428 0 169184 INGERSOLL-RAND COMPANY CL A G4776G101 575 8465 SH DEFINED 19,23,37 8465 0 0 INGERSOLL-RAND COMPANY CL A G4776G101 8807 129605 SH DEFINED 23,39 129605 0 0 INGERSOLL-RAND COMPANY CL A G4776G101 4351 64028 SH DEFINED 23,41 64028 0 0 INGERSOLL-RAND COMPANY CL A G4776G101 1112 16370 SH DEFINED 3,29,36,40,42 16370 0 0 IPC HLDGS LTD ORD G4933P101 301 8100 SH DEFINED 8,9,28 8100 0 0 IPC HLDGS LTD ORD G4933P101 670 18059 SH DEFINED 4,9,11,14,16,28 18059 0 0 IPC HLDGS LTD ORD G4933P101 311 8382 SH DEFINED 19,23,24 207 0 8175 IPC HLDGS LTD ORD G4933P101 3907 105280 SH DEFINED 19,23,37 105280 0 0 IPC HLDGS LTD ORD G4933P101 14148 381257 SH DEFINED 23,39 381257 0 0 KNIGHTSBRIDGE TANKERS ORD G5299G106 736 25265 SH DEFINED 19,23,24 14949 0 10316 MARVELL TECHNOLOGY GRO ORD G5876H105 365 14600 SH DEFINED 8,9,28 14600 0 0 MARVELL TECHNOLOGY GRO ORD G5876H105 220 8824 SH DEFINED 4,9,11,14,16,28 8824 0 0 MARVELL TECHNOLOGY GRO ORD G5876H105 766 30678 SH DEFINED 19,23,24 27822 0 2856 MARVELL TECHNOLOGY GRO ORD G5876H105 2298 92000 SH CALL DEFINED 19,23,24 92000 0 0 MARVELL TECHNOLOGY GRO ORD G5876H105 375 15000 SH DEFINED 38 0 15000 0 MARVELL TECHNOLOGY GRO ORD G5876H105 1469 58800 SH DEFINED 23,39 58800 0 0 MARVELL TECHNOLOGY GRO ORD G5876H105 5127 205300 SH DEFINED 3,29,36,40,42 205300 0 0 MAX RE CAPITAL LTD HAM SHS G6052F103 2 100 SH DEFINED 4,9,11,14,16,28 100 0 0 MAX RE CAPITAL LTD HAM SHS G6052F103 32 1622 SH DEFINED 19,23,24 1622 0 0 MAX RE CAPITAL LTD HAM SHS G6052F103 11889 607833 SH DEFINED 3,29,40 607833 0 0 MONTPELIER RE HOLDINGS SHS G62185106 493 14090 SH DEFINED 19,23,24 10138 0 3952 MONTPELIER RE HOLDINGS SHS G62185106 916 26200 SH DEFINED 19,23,37 26200 0 0 NABORS INDUSTRIES LTD SHS G6359F103 146 3280 SH DEFINED 4,9,11,14,16,28 3280 0 0 NABORS INDUSTRIES LTD SHS G6359F103 16602 371827 SH DEFINED 19,23,24 202183 0 169644 NABORS INDUSTRIES LTD SHS G6359F103 26817 600600 SH DEFINED 19,23,37 600600 0 0 NABORS INDUSTRIES LTD SHS G6359F103 54628 1223474 SH DEFINED 23,39 1223474 0 0 NOBLE CORPORATION SHS G65422100 657 17363 SH DEFINED 4,9,11,14,16,28 17363 0 0 NOBLE CORPORATION SHS G65422100 12168 321473 SH DEFINED 19,23,24 266185 0 55288 NOBLE CORPORATION SHS G65422100 833 22000 SH DEFINED 19,23,37 22000 0 0 NOBLE CORPORATION SHS G65422100 33108 874722 SH DEFINED 23,39 874722 0 0 NOBLE CORPORATION SHS G65422100 967 25550 SH DEFINED 3,29,36,40,42 25550 0 0 NORDIC AMERICAN TANKER COM G65773106 1474 44519 SH DEFINED 19,23,24 38818 0 5701 ORIENT-EXPRESS HOTELS CL A G67743107 696 41150 SH DEFINED 19,23,24 200 0 40950 ORIENT-EXPRESS HOTELS CL A G67743107 202091 11943901 SH DEFINED 7,8,9,28 11943901 0 0 O2MICRO INTERNATIONAL ORD G6797E106 94 5774 SH DEFINED 19,23,24 5209 0 565 O2MICRO INTERNATIONAL ORD G6797E106 204 12600 SH DEFINED 38 0 12600 0 PARTNERRE LTD COM G6852T105 7677 134916 SH DEFINED 8,9,28 134916 0 0 PARTNERRE LTD COM G6852T105 607 10674 SH DEFINED 4,9,11,14,16,28 10674 0 0 PARTNERRE LTD COM G6852T105 1688 29658 SH DEFINED 19,23,24 21084 0 8573 PARTNERRE LTD COM G6852T105 37457 658300 SH DEFINED 19,23,37 658300 0 0 PARTNERRE LTD COM G6852T105 57415 1009045 SH DEFINED 23,39 1009045 0 0 PLATINUM UNDERWRITER H COM G7127P100 84 2762 SH DEFINED 8,9,28 2762 0 0 PLATINUM UNDERWRITER H COM G7127P100 301 9900 SH DEFINED 9,28 9900 0 0 PLATINUM UNDERWRITER H COM G7127P100 1157 38043 SH DEFINED 4,9,11,14,16,28 38043 0 0 PLATINUM UNDERWRITER H COM G7127P100 740 24331 SH DEFINED 19,23,24 3658 0 20673 PLATINUM UNDERWRITER H COM G7127P100 582 19130 SH DEFINED 19,23,37 19130 0 0 PLATINUM UNDERWRITER H COM G7127P100 805 26490 SH DEFINED 23,39 26490 0 0 QIAO XING UNIVERSAL TE ORD G7303A109 416 39655 SH DEFINED 19,23,24 33371 0 6284 RENAISSANCE RE HLDGS L COM G7496G103 102 1900 SH DEFINED 9,28 1900 0 0 RENAISSANCE RE HLDGS L COM G7496G103 287 5365 SH DEFINED 4,9,11,14,16,28 5365 0 0 RENAISSANCE RE HLDGS L COM G7496G103 2177 40699 SH DEFINED 19,23,24 21198 0 19500 SCOTTISH RE GROUP LTD ORD G7885T104 176 7600 SH DEFINED 9,28 7600 0 0 SCOTTISH RE GROUP LTD ORD G7885T104 307 13233 SH DEFINED 4,9,11,14,16,28 13233 0 0 SCOTTISH RE GROUP LTD ORD G7885T104 5640 243109 SH DEFINED 19,23,24 211154 0 31955 SCOTTISH RE GROUP LTD ORD G7885T104 1070 46100 SH DEFINED 19,23,37 46100 0 0 SCOTTISH RE GROUP LTD ORD G7885T104 70 3000 SH DEFINED 38 0 3000 0 SCOTTISH RE GROUP LTD ORD G7885T104 11002 474240 SH DEFINED 23,39 474240 0 0 SEAGATE TECHNOLOGY SHS G7945J104 10 692 SH DEFINED 4,9,11,14,16,28 692 0 0 SEAGATE TECHNOLOGY SHS G7945J104 380 26688 SH DEFINED 19,23,24 16901 0 9786 SHIP FINANCE INTERNATI SHS G81075106 2 136 SH DEFINED 4,9,11,14,16,28 136 0 0 SHIP FINANCE INTERNATI SHS G81075106 294 19787 SH DEFINED 19,23,24 17127 0 2660 SINA CORP ORD G81477104 319 10100 SH DEFINED 8,9,28 10100 0 0 SINA CORP ORD G81477104 17 542 SH DEFINED 4,9,11,14,16,28 542 0 0 SINA CORP ORD G81477104 591 18740 SH DEFINED 19,23,24 11632 0 7108 SINA CORP ORD G81477104 158 5000 SH PUT DEFINED 19,23,24 5000 0 0 STEWART W P & CO LTD COM G84922106 41 1985 SH DEFINED 4,9,11,14,16,28 1985 0 0 STEWART W P & CO LTD COM G84922106 826 40107 SH DEFINED 19,23,24 22680 0 17427 TIERS PRINCIPAL PROTEC S&P 01-19 TR G88653129 1039 111779 SH DEFINED 19,23,24 107814 0 3965 TIERS PRINCIPAL PROTEC TIERS2000-20 G88653400 9918 1017237 SH DEFINED 9,11,13,28 1017237 0 0 TIERS PRINCIPAL PROTEC TIERS2000-20 G88653400 59 6000 SH DEFINED 4,9,11,14,16,28 6000 0 0 TIERS PRINCIPAL PROTEC TIERS2000-20 G88653400 990 101501 SH DEFINED 19,23,24 101001 0 500 TIERS PRINCIPAL PROTEC S&P 2001 11 G88653608 1196 127245 SH DEFINED 19,23,24 114245 0 13000 TIERS PRINCIPAL PROTEC TIERS 2001-1 G88653707 2948 314775 SH DEFINED 19,23,24 313750 0 1025 TIERS PRINCIPAL PROTEC DJIA 2001-26 G88653806 21388 2207275 SH DEFINED 9,11,13,28 2207275 0 0 TIERS PRINCIPAL PROTEC DJIA 2001-26 G88653806 1503 155147 SH DEFINED 19,23,24 149740 0 5407 TIERS PRINCIPAL PROTEC 2002-1 TR CT G88653889 1024 108525 SH DEFINED 19,23,24 104025 0 4500 HILFIGER TOMMY CORP ORD G8915Z102 311 20500 SH DEFINED 8,9,28 20500 0 0 HILFIGER TOMMY CORP ORD G8915Z102 1416 93262 SH DEFINED 4,9,11,14,16,28 93262 0 0 HILFIGER TOMMY CORP ORD G8915Z102 36626 2412773 SH DEFINED 19,23,24 995247 0 1417526 HILFIGER TOMMY CORP ORD G8915Z102 4253 280145 SH DEFINED 19,23,37 280145 0 0 HILFIGER TOMMY CORP ORD G8915Z102 51220 3374200 SH DEFINED 23,39 3374200 0 0 TRANSOCEAN INC ORD G90078109 1354 46774 SH DEFINED 4,9,11,14,16,28 46774 0 0 TRANSOCEAN INC ORD G90078109 14957 516844 SH DEFINED 19,23,24 403912 0 112932 TRANSOCEAN INC ORD G90078109 156 5400 SH DEFINED 38 0 5400 0 TRANSOCEAN INC ORD G90078109 3295 113862 SH DEFINED 23,39 113862 0 0 TRANSOCEAN INC ORD G90078109 827 28578 SH DEFINED 23,41 28578 0 0 TRANSOCEAN INC ORD G90078109 222 7657 SH DEFINED 3,29,36,40,42 7657 0 0 TSAKOS ENERGY NAVIGATI SHS G9108L108 448 13113 SH DEFINED 19,23,24 12521 0 592 WEATHERFORD INTERNATIO COM G95089101 12327 272952 SH DEFINED 4,9,11,14,16,28 272952 0 0 WEATHERFORD INTERNATIO COM G95089101 531807 11776065 SH DEFINED 19,23,24 836857 0 10939208 WEATHERFORD INTERNATIO COM G95089101 135 3000 SH CALL DEFINED 19,23,24 0 0 3000 WEATHERFORD INTERNATIO COM G95089101 6735 149146 SH DEFINED 19,23,37 149146 0 0 WEATHERFORD INTERNATIO COM G95089101 359589 7962553 SH DEFINED 23,39 7962553 0 0 WEATHERFORD INTERNATIO COM G95089101 468 10363 SH DEFINED 23,41 10363 0 0 WEATHERFORD INTERNATIO COM G95089101 997 22085 SH DEFINED 3,29,36,40,42 22085 0 0 WHITE MTNS INS GROUP L COM G9618E107 104 200 SH DEFINED 9,28 200 0 0 WHITE MTNS INS GROUP L COM G9618E107 317 610 SH DEFINED 4,9,11,14,16,28 610 0 0 WHITE MTNS INS GROUP L COM G9618E107 11480 22118 SH DEFINED 19,23,24 18673 0 3445 WHITE MTNS INS GROUP L COM G9618E107 467 900 SH OTHER 19,23,37 0 900 0 WILLIS GROUP HOLDINGS SHS G96655108 271 7200 SH DEFINED 9,28 7200 0 0 WILLIS GROUP HOLDINGS SHS G96655108 1044 27717 SH DEFINED 4,9,11,14,16,28 27717 0 0 WILLIS GROUP HOLDINGS SHS G96655108 48850 1297124 SH DEFINED 19,23,24 875047 0 422076 WILLIS GROUP HOLDINGS SHS G96655108 22096 586712 SH DEFINED 19,23,37 586712 0 0 WILLIS GROUP HOLDINGS SHS G96655108 24345 646440 SH DEFINED 23,39 646440 0 0 XOMA LTD ORD G9825R107 7878 1720081 SH DEFINED 19,23,24 1682906 0 37175 XOMA LTD ORD G9825R107 1039 226900 SH DEFINED 19,23,37 226900 0 0 XOMA LTD ORD G9825R107 20403 4454700 SH DEFINED 23,39 4454700 0 0 XL CAP LTD CL A G98255105 4704 62600 SH CALL DEFINED 8,9,28 62600 0 0 XL CAP LTD CL A G98255105 718 9553 SH DEFINED 4,9,11,14,16,28 9553 0 0 XL CAP LTD CL A G98255105 8758 116549 SH DEFINED 19,23,24 65540 0 51009 XL CAP LTD CL A G98255105 22910 304900 SH DEFINED 19,23,37 304900 0 0 XL CAP LTD CL A G98255105 1702 22645 SH DEFINED 38 0 22645 0 XL CAP LTD CL A G98255105 29603 393972 SH DEFINED 23,39 393972 0 0 XL CAP LTD CL A G98255105 849 11300 SH DEFINED 3,29,36,40,42 11300 0 0 ALCON INC COM SHS H01301102 230 2892 SH DEFINED 4,9,11,14,16,28 2892 0 0 ALCON INC COM SHS H01301102 4750 59727 SH DEFINED 19,23,24 26455 0 33272 ALCON INC COM SHS H01301102 1193 15000 SH CALL DEFINED 19,23,24 15000 0 0 ALCON INC COM SHS H01301102 1302 16370 SH DEFINED 3,29,36,40,42 16370 0 0 UBS AG NAMEN AKT H8920M855 182 2600 SH DEFINED 6,9,11,28 0 0 2600 UBS AG NAMEN AKT H8920M855 2 28 SH DEFINED 8,9,28 0 0 28 UBS AG NAMEN AKT H8920M855 4678 66763 SH DEFINED 4,9,11,14,16,28 66763 0 0 UBS AG NAMEN AKT H8920M855 76 1079 SH DEFINED 18,19,23,25 1079 0 0 UBS AG NAMEN AKT H8920M855 21008 299816 SH DEFINED 19,23,24 23025 0 276791 UBS AG NAMEN AKT H8920M855 111084 1585332 SH DEFINED 19,21,23,25,26 1585332 0 0 UBS AG NAMEN AKT H8920M855 498 7109 SH OTHER 19,23,37 750 6359 0 UBS AG NAMEN AKT H8920M855 12654 180590 SH DEFINED 23,39 180590 0 0 UBS AG NAMEN AKT H8920M855 1703 24300 SH DEFINED 3,29,36,40,42 24300 0 0 MILLICOM INTL CELLULAR SHS NEW L6388F110 447 21626 SH DEFINED 19,23,24 20026 0 1600 SBS BROADCASTING SA ORD L8137F102 116 3600 SH DEFINED 4,9,11,14,16,28 3600 0 0 SBS 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92580 0 47473 M SYS FLASH DISK PIONE ORD M7061C100 346 24900 SH DEFINED 8,9,28 24900 0 0 M SYS FLASH DISK PIONE ORD M7061C100 192 13817 SH DEFINED 19,23,24 9212 0 4605 ORBOTECH LTD ORD M75253100 508 25700 SH DEFINED 19,23,24 25030 0 670 RADVISION LTD ORD M81869105 8 647 SH DEFINED 19,23,24 647 0 0 RADVISION LTD ORD M81869105 33749 2676400 SH DEFINED 19,23,37 2676400 0 0 RADWARE LTD ORD M81873107 335 19930 SH DEFINED 8,9,28 19930 0 0 RADWARE LTD ORD M81873107 779 46400 SH DEFINED 4,9,11,14,16,28 46400 0 0 RADWARE LTD ORD M81873107 932 55522 SH DEFINED 19,23,24 42419 0 13103 RADWARE LTD ORD M81873107 2280 135790 SH DEFINED 19,23,37 135790 0 0 RADWARE LTD ORD M81873107 3148 187470 SH DEFINED 23,39 187470 0 0 RETALIX LTD ORD M8215W109 280 13700 SH DEFINED 19,23,24 13500 0 200 VERISITY LTD ORD M97385112 156 25400 SH DEFINED 19,23,24 25400 0 0 ASM INTL N V COM N07045102 13 651 SH DEFINED 4,9,11,14,16,28 651 0 0 ASM INTL N V COM N07045102 309 15348 SH DEFINED 19,23,24 13245 0 2103 ASM INTL N 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123710 SH DEFINED 4,9,11,14,16,28 123710 0 0 CORE LABORATORIES N V COM N22717107 91318 3970353 SH DEFINED 19,23,24 75374 0 3894979 CORE LABORATORIES N V COM N22717107 1 50 SH DEFINED 19,23,37 50 0 0 CORE LABORATORIES N V COM N22717107 38721 1683500 SH DEFINED 23,39 1683500 0 0 ORTHOFIX INTL N V COM N6748L102 33 870 SH DEFINED 4,9,11,14,16,28 870 0 0 ORTHOFIX INTL N V COM N6748L102 1169 30434 SH DEFINED 19,23,24 434 0 30000 ORTHOFIX INTL N V COM N6748L102 154 4000 SH DEFINED 38 0 4000 0 QIAGEN N V ORD N72482107 3582 316183 SH DEFINED 5,7-9,12,20,22,28,32 316183 0 0 QIAGEN N V ORD N72482107 21 1818 SH DEFINED 19,23,24 185 0 1633 QIAGEN N V ORD N72482107 1298 114529 SH DEFINED 19,21,23,25,26 114529 0 0 STEINER LEISURE LTD ORD P8744Y102 368 16736 SH DEFINED 19,23,24 1566 0 15170 STEINER LEISURE LTD ORD P8744Y102 8374 381150 SH DEFINED 23,39 381150 0 0 PROGEN INDS LTD ORD Q7759R100 143 60000 SH DEFINED 19,23 60000 0 0 ROYAL CARIBBEAN CRUISE COM V7780T103 194 4422 SH DEFINED 4,9,11,14,16,28 4422 0 0 ROYAL CARIBBEAN CRUISE COM V7780T103 8353 190370 SH DEFINED 19,23,24 116124 0 74245 ROYAL CARIBBEAN CRUISE COM V7780T103 47 1060 SH DEFINED 19,21,23,25,26 1060 0 0 ROYAL CARIBBEAN CRUISE COM V7780T103 777 17700 SH DEFINED 23,39 17700 0 0 ROYAL CARIBBEAN CRUISE COM V7780T103 4274 97410 SH DEFINED 3,29,36,40,42 97410 0 0 STELMAR SHIPPING LTD COM V8726M103 886 26940 SH DEFINED 19,23,24 21579 0 5361 ASE TEST LTD ORD Y02516105 207 28530 SH DEFINED 19,23,24 27323 0 1207 ASE TEST LTD ORD Y02516105 122 16800 SH DEFINED 38 0 16800 0 CREATIVE TECHNOLOGY LT ORD Y1775U107 166 16248 SH DEFINED 19,23,24 14408 0 1840 FLEXTRONICS INTL LTD ORD Y2573F102 416 26915 SH DEFINED 4,9,11,14,16,28 26915 0 0 FLEXTRONICS INTL LTD ORD Y2573F102 59601 3860175 SH DEFINED 19,23,24 2838771 0 1021404 FLEXTRONICS INTL LTD ORD Y2573F102 4439 287500 SH CALL DEFINED 19,23,24 287500 0 0 FLEXTRONICS INTL LTD ORD Y2573F102 667 43200 SH PUT DEFINED 19,23,24 43200 0 0 FLEXTRONICS INTL LTD ORD Y2573F102 5781 374400 SH DEFINED 23,39 374400 0 0 GENERAL MARITIME CORP SHS Y2692M103 754 27401 SH DEFINED 19,23,24 27401 0 0 GIGAMEDIA LTD ORD Y2711Y104 14 12525 SH DEFINED 19,23,24 275 0 12250 OMI CORP NEW COM Y6476W104 33 2717 SH DEFINED 4,9,11,14,16,28 2717 0 0 OMI CORP NEW COM Y6476W104 679 56594 SH DEFINED 19,23,24 41907 0 14687 OMI CORP NEW COM Y6476W104 5 400 SH CALL DEFINED 19,23,24 0 0 400 TEEKAY SHIPPING MARSHA COM Y8564W103 35 938 SH DEFINED 4,9,11,14,16,28 938 0 0 TEEKAY SHIPPING MARSHA COM Y8564W103 9772 259885 SH DEFINED 19,23,24 201141 0 58744 TEEKAY SHIPPING MARSHA COM Y8564W103 83 2200 SH DEFINED 38 0 2200 0 AAON INC COM PAR $0.0 000360206 265 13711 SH DEFINED 19,23,24 13711 0 0 AAON INC COM PAR $0.0 000360206 846 43739 SH DEFINED 23,41 21983 0 21756 ABB LTD SPONSORED AD 000375204 26 4634 SH DEFINED 4,9,11,14,16,28 4634 0 0 ABB LTD SPONSORED AD 000375204 183 33151 SH DEFINED 19,23,24 27510 0 5641 ABC BANCORP COM 000400101 221 11259 SH DEFINED 19,23,24 1261 0 9998 A C MOORE ARTS & CRAFT COM 00086T103 746 27470 SH DEFINED 19,23,24 23286 0 4184 A D C TELECOMMUNICATIO FRNT 000886AB7 11717 11212000 PRN DEFINED 19,23,37 11212000 0 0 A D C TELECOMMUNICATIO FRNT 000886AB7 4441 4250000 PRN DEFINED 23,39 4250000 0 0 A D C TELECOMMUNICATIO FRNT 000886AB7 523 500000 PRN DEFINED 31,45 0 0 500000 A D C TELECOMMUNICATIO COM 000886101 123 45100 SH DEFINED 6,9,11,28 0 0 45100 A D C TELECOMMUNICATIO COM 000886101 858 314254 SH DEFINED 8,9,28 314254 0 0 A D C TELECOMMUNICATIO COM 000886101 819 300000 SH PUT DEFINED 8,9,28 300000 0 0 A D C TELECOMMUNICATIO COM 000886101 1282 469600 SH DEFINED 4,9,11,14,16,28 469600 0 0 A D C TELECOMMUNICATIO COM 000886101 858 314231 SH DEFINED 19,23,24 179191 0 135040 A D C TELECOMMUNICATIO COM 000886101 47477 17390700 SH DEFINED 19,23,37 17390700 0 0 A D C TELECOMMUNICATIO COM 000886101 36600 13406769 SH DEFINED 23,39 13406769 0 0 ADE CORP MASS COM 00089C107 1582 73459 SH DEFINED 19,23,24 47554 0 25905 ADE CORP MASS COM 00089C107 341 15843 SH DEFINED 23,39 15843 0 0 ADE CORP MASS COM 00089C107 92 4289 SH DEFINED 23,41 4289 0 0 ACM INCOME FUND INC COM 000912105 3042 386039 SH DEFINED 19,23,24 302103 0 83935 ACM GOVT OPPORTUNITY F COM 000918102 95 11917 SH DEFINED 19,23,24 5830 0 6087 ABN AMRO HLDG NV SPONSORED AD 000937102 516 23681 SH DEFINED 4,9,11,14,16,28 23681 0 0 ABN AMRO HLDG NV SPONSORED AD 000937102 2131 97738 SH DEFINED 19,23,24 51639 0 46099 ACM MANAGED DLR INCOME COM 000949107 113 14055 SH DEFINED 19,23,24 9951 0 4103 ABM INDS INC COM 000957100 1 70 SH DEFINED 4,9,11,14,16,28 70 0 0 ABM INDS INC COM 000957100 498 26155 SH DEFINED 19,23,24 13709 0 12446 AFLAC INC COM 001055102 5168 126936 SH DEFINED 4,9,11,14,16,28 126936 0 0 AFLAC INC COM 001055102 7272 178621 SH DEFINED 19,23,24 108972 0 69649 AFLAC INC COM 001055102 5109 125500 SH DEFINED 19,23,37 125500 0 0 AFLAC INC COM 001055102 993 24400 SH DEFINED 38 0 24400 0 AFLAC INC COM 001055102 9263 227547 SH DEFINED 23,39 227547 0 0 AFLAC INC COM 001055102 1512 37147 SH DEFINED 23,41 37147 0 0 AFLAC INC COM 001055102 506 12430 SH DEFINED 3,29,36,40,42 12430 0 0 AGCO CORP COM 001084102 228 11666 SH DEFINED 8,9,28 11666 0 0 AGCO CORP COM 001084102 57 2900 SH DEFINED 9,28 2900 0 0 AGCO CORP COM 001084102 699 35714 SH DEFINED 4,9,11,14,16,28 35714 0 0 AGCO CORP COM 001084102 3652 186491 SH DEFINED 19,23,24 103367 0 83124 AGCO CORP COM 001084102 1538 78550 SH DEFINED 19,23,37 78550 0 0 AGCO CORP COM 001084102 17567 897170 SH DEFINED 23,39 897170 0 0 AGCO CORP COM 001084102 213 10892 SH DEFINED 23,41 10892 0 0 AGCO CORP COM 001084102 454 23204 SH DEFINED 3,29,36,40,42 23204 0 0 AGL RES INC COM 001204106 355 12221 SH DEFINED 4,9,11,14,16,28 12221 0 0 AGL RES INC COM 001204106 1917 66079 SH DEFINED 19,23,24 41376 0 24702 AGL RES INC COM 001204106 1091 37600 SH DEFINED 23,39 37600 0 0 AGL RES INC COM 001204106 4783 164883 SH DEFINED 23,41 90828 0 74055 AGL RES INC COM 001204106 995 34302 SH DEFINED 3,29,36,40,42 34302 0 0 AES CORP SDCV 4.500% 00130HAN5 119 121000 PRN DEFINED 19,23,24 121000 0 0 AES CORP COM 00130H105 21 2137 SH DEFINED 8,9,28 0 0 2137 AES CORP COM 00130H105 71 7307 SH DEFINED 4,9,11,14,16,28 7307 0 0 AES CORP COM 00130H105 8415 864860 SH DEFINED 19,23,24 702335 0 162525 AES CORP COM 00130H105 1247 128166 SH DEFINED 23,39 128166 0 0 AK STL HLDG CORP COM 001547108 207 40500 SH DEFINED 4,9,11,14,16,28 40500 0 0 AK STL HLDG CORP COM 001547108 1404 274192 SH DEFINED 19,23,24 199535 0 74656 AK STL HLDG CORP COM 001547108 740 144480 SH DEFINED 23,39 144480 0 0 AK STL HLDG CORP COM 001547108 200 39051 SH DEFINED 23,41 39051 0 0 AMB PROPERTY CORP COM 00163T109 16 467 SH DEFINED 4,9,11,14,16,28 467 0 0 AMB PROPERTY CORP COM 00163T109 861 24800 SH DEFINED 17,31 24800 0 0 AMB PROPERTY CORP COM 00163T109 1830 52686 SH DEFINED 19,23,24 49600 0 3086 AMB PROPERTY CORP COM 00163T109 11468 330200 SH DEFINED 23,39 330200 0 0 AMB PROPERTY CORP COM 00163T109 5744 165397 SH DEFINED 23,41 86686 0 78711 AMB PROPERTY CORP COM 00163T109 495 14264 SH DEFINED 3,29,36,40,42 14264 0 0 AMC ENTMT INC COM 001669100 1 38 SH DEFINED 4,9,11,14,16,28 38 0 0 AMC ENTMT INC COM 001669100 571 38600 SH DEFINED 19,23,24 38600 0 0 AMC ENTMT INC COM 001669100 458 30966 SH DEFINED 23,39 30966 0 0 AMC ENTMT INC COM 001669100 1544 104358 SH DEFINED 23,41 56587 0 47771 AMLI RESIDENTIAL PPTYS SH BEN INT 001735109 84 2854 SH DEFINED 19,23,24 400 0 2453 AMLI RESIDENTIAL PPTYS SH BEN INT 001735109 373 12699 SH DEFINED 23,41 6381 0 6318 AMN HEALTHCARE SERVICE COM 001744101 380 25040 SH DEFINED 19,23,24 25040 0 0 AMR CORP NOTE 4.250% 001765BA3 3128 3428000 PRN DEFINED 19,23,24 3428000 0 0 AMR CORP NOTE 4.500% 001765BB1 96 118000 PRN DEFINED 19,23,24 118000 0 0 AMR CORP COM 001765106 233 19872 SH DEFINED 4,9,11,14,16,28 19872 0 0 AMR CORP COM 001765106 8055 687287 SH DEFINED 19,23,24 643385 0 43902 AMR CORP COM 001765106 5 400 SH CALL DEFINED 19,23,24 400 0 0 AMR CORP COM 001765106 7070 603200 SH PUT DEFINED 19,23,24 600200 0 3000 AMR CORP COM 001765106 673 57400 SH 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SPONSORED AD 055622104 3158 59100 SH DEFINED 3,29,36,40,42 59100 0 0 BP PRUDHOE BAY RTY TR UNIT BEN INT 055630107 975 29425 SH DEFINED 19,23,24 8571 0 20854 BRE PROPERTIES INC CL A 05564E106 207 5911 SH DEFINED 4,9,11,14,16,28 5911 0 0 BRE PROPERTIES INC CL A 05564E106 3036 86621 SH DEFINED 19,23,24 55481 0 31140 BRE PROPERTIES INC CL A 05564E106 2362 67400 SH DEFINED 23,39 67400 0 0 BSB BANCORP COM 055652101 242 6803 SH DEFINED 19,23,24 53 0 6750 BSB BANCORP COM 055652101 16304 459279 SH DEFINED 19,21,23,25,26 459279 0 0 BT GROUP PLC ADR 05577E101 369 10261 SH DEFINED 4,9,11,14,16,28 10261 0 0 BT GROUP PLC ADR 05577E101 1027 28541 SH DEFINED 19,23,24 15859 0 12681 BMC SOFTWARE INC COM 055921100 2989 165206 SH DEFINED 6,9,11,28 0 0 165206 BMC SOFTWARE INC COM 055921100 3894 215264 SH DEFINED 7,8,9,28 0 191854 23410 BMC SOFTWARE INC COM 055921100 3593 198607 SH DEFINED 8,9,28 96506 0 102101 BMC SOFTWARE INC COM 055921100 228 12583 SH DEFINED 9,11,28 11810 0 773 BMC SOFTWARE INC COM 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6465 171700 SH DEFINED 19,23,37 171700 0 0 BAKER HUGHES INC COM 057224107 3231 85824 SH DEFINED 23,39 85824 0 0 BAKER HUGHES INC COM 057224107 1178 31278 SH DEFINED 23,41 31278 0 0 BAKER HUGHES INC COM 057224107 316 8383 SH DEFINED 3,29,36,40,42 8383 0 0 BALDOR ELEC CO COM 057741100 630 27500 SH DEFINED 19,23,24 4700 0 22800 BALDWIN & LYONS INC CL B 057755209 639 25330 SH DEFINED 23,39 25330 0 0 BALDWIN & LYONS INC CL B 057755209 173 6846 SH DEFINED 23,41 6846 0 0 BALL CORP COM 058498106 54 762 SH DEFINED 4,9,11,14,16,28 762 0 0 BALL CORP COM 058498106 4323 60629 SH DEFINED 19,23,24 49392 0 11236 BALL CORP COM 058498106 881 12353 SH DEFINED 23,39 12353 0 0 BALL CORP COM 058498106 4772 66919 SH DEFINED 23,41 40787 0 26132 BALL CORP COM 058498106 275 3858 SH DEFINED 3,29,36,40,42 3858 0 0 BALLARD PWR SYS INC COM 05858H104 60 6600 SH DEFINED 7,8,9,28 6600 0 0 BALLARD PWR SYS INC COM 05858H104 537 58941 SH DEFINED 19,23,24 50974 0 7967 BALLY TOTAL FITNESS HL COM 05873K108 147 30185 SH DEFINED 19,23,24 27810 0 2375 BANCO BILBAO VIZCAYA A SPONSORED AD 05946K101 24 1815 SH DEFINED 6,9,11,28 0 0 1815 BANCO BILBAO VIZCAYA A SPONSORED AD 05946K101 3182 240000 SH CALL DEFINED 8,9,28 240000 0 0 BANCO BILBAO VIZCAYA A SPONSORED AD 05946K101 2898 218558 SH DEFINED 4,9,11,14,16,28 218558 0 0 BANCO BILBAO VIZCAYA A SPONSORED AD 05946K101 1228 92595 SH DEFINED 19,23,24 49949 0 42646 BANCO BILBAO VIZCAYA A SPONSORED AD 05946K101 375 28312 SH OTHER 19,23,37 0 28312 0 BANCO BRADESCO S A SP ADR PFD N 059460303 6274 132667 SH DEFINED 18,19,23,25 27634 0 105033 BANCO BRADESCO S A SP ADR PFD N 059460303 2 50 SH DEFINED 19,23,24 50 0 0 BANCO ITAU HLDG FINANC SP ADR 500 P 059602201 255 5350 SH DEFINED 7,8,9,28 5350 0 0 BANCO ITAU HLDG FINANC SP ADR 500 P 059602201 14 302 SH DEFINED 4,9,11,14,16,28 302 0 0 BANCO ITAU HLDG FINANC SP ADR 500 P 059602201 5206 109400 SH DEFINED 18,19,23,25 33800 0 75600 BANCO ITAU HLDG FINANC SP ADR 500 P 059602201 1667 35028 SH DEFINED 19,23,24 35015 0 13 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THERAPEUTICS INC COM 126667104 296 18145 SH DEFINED 23,41 18145 0 0 CABLE & WIRELESS PUB L SPONSORED AD 126830207 209 30962 SH DEFINED 19,23,24 23847 0 7114 CABLE & WIRELESS PUB L SPONSORED AD 126830207 1690 250000 SH DEFINED 19,21,23,25,27 250000 0 0 CABLEVISION SYS CORP CL A NY CABL 12686C109 7626 396174 SH DEFINED 4,9,11,14,16,28 396174 0 0 CABLEVISION SYS CORP CL A NY CABL 12686C109 24 1233 SH DEFINED 18,19,23,25 1233 0 0 CABLEVISION SYS CORP CL A NY CABL 12686C109 306234 15908275 SH DEFINED 19,23,24 1448524 0 14459751 CABLEVISION SYS CORP CL A NY CABL 12686C109 23 1200 SH CALL DEFINED 19,23,24 1200 0 0 CABLEVISION SYS CORP CL A NY CABL 12686C109 4 200 SH PUT DEFINED 19,23,24 200 0 0 CABLEVISION SYS CORP CL A NY CABL 12686C109 2905 150900 SH DEFINED 19,23,37 150900 0 0 CABLEVISION SYS CORP CL A NY CABL 12686C109 210134 10916053 SH DEFINED 23,39 10916053 0 0 CABLEVISION SYS CORP CL A NY CABL 12686C109 470 24400 SH DEFINED 3,29,36,40,42 24400 0 0 CABLE DESIGN TECHNOLOG COM 126924109 2 223 SH DEFINED 4,9,11,14,16,28 223 0 0 CABLE DESIGN TECHNOLOG COM 126924109 211 19900 SH DEFINED 19,23,24 19127 0 773 CABOT CORP COM 127055101 978 24500 SH DEFINED 4,9,11,14,16,28 24500 0 0 CABOT CORP COM 127055101 24483 613604 SH DEFINED 19,23,24 589937 0 23667 CABOT CORP COM 127055101 2897 72600 SH DEFINED 19,23,37 72600 0 0 CABOT CORP COM 127055101 54424 1364020 SH DEFINED 23,39 1364020 0 0 CABOT CORP COM 127055101 69 1731 SH DEFINED 23,41 1731 0 0 CABOT CORP COM 127055101 147 3682 SH DEFINED 3,29,36,40,42 3682 0 0 CABOT MICROELECTRONICS COM 12709P103 1299 44317 SH DEFINED 4,9,11,14,16,28 44317 0 0 CABOT MICROELECTRONICS COM 12709P103 52660 1796060 SH DEFINED 19,23,24 139376 0 1656684 CABOT MICROELECTRONICS COM 12709P103 6 200 SH PUT DEFINED 19,23,24 200 0 0 CABOT MICROELECTRONICS COM 12709P103 17 572 SH DEFINED 19,23,37 572 0 0 CABOT MICROELECTRONICS COM 12709P103 35814 1221484 SH DEFINED 23,39 1221484 0 0 CABOT MICROELECTRONICS COM 12709P103 41 1384 SH DEFINED 23,41 1384 0 0 CABOT MICROELECTRONICS COM 12709P103 105 3577 SH DEFINED 3,29,36,40,42 3577 0 0 CABOT OIL & GAS CORP COM 127097103 236 5546 SH DEFINED 4,9,11,14,16,28 5546 0 0 CABOT OIL & GAS CORP COM 127097103 222 5220 SH DEFINED 19,23,24 4635 0 585 CABOT OIL & GAS CORP COM 127097103 85 2000 SH DEFINED 38 0 2000 0 CABOT OIL & GAS CORP COM 127097103 658 15490 SH DEFINED 23,39 15490 0 0 CABOT OIL & GAS CORP COM 127097103 173 4066 SH DEFINED 23,41 4066 0 0 CACI INTL INC CL A 127190304 16 395 SH DEFINED 8,9,28 0 0 395 CACI INTL INC CL A 127190304 42 1050 SH DEFINED 4,9,11,14,16,28 1050 0 0 CACI INTL INC CL A 127190304 918 22941 SH DEFINED 19,23,24 22431 0 510 CADBURY SCHWEPPES PLC ADR 127209302 2588 74191 SH DEFINED 4,9,11,14,16,28 74191 0 0 CADBURY SCHWEPPES PLC ADR 127209302 3383 96998 SH DEFINED 19,23,24 43503 0 53495 CADBURY SCHWEPPES PLC ADR 127209302 385 11039 SH OTHER 19,23,37 0 11039 0 CADENCE DESIGN SYSTEM COM 127387108 47 3219 SH DEFINED 4,9,11,14,16,28 3219 0 0 CADENCE DESIGN SYSTEM COM 127387108 1766 121853 SH DEFINED 19,23,24 48126 0 73727 CADENCE DESIGN SYSTEM COM 127387108 6115 422040 SH CALL DEFINED 19,23,24 422040 0 0 CADENCE DESIGN SYSTEM COM 127387108 1004 69300 SH DEFINED 23,39 69300 0 0 CADENCE DESIGN SYSTEM COM 127387108 302 20811 SH DEFINED 23,41 20811 0 0 CADENCE DESIGN SYSTEM COM 127387108 463 31922 SH DEFINED 3,29,36,40,42 31922 0 0 CAESARS ENTMT INC COM 127687101 49 3317 SH DEFINED 4,9,11,14,16,28 3317 0 0 CAESARS ENTMT INC COM 127687101 2655 179722 SH DEFINED 19,23,24 151214 0 28508 CAESARS ENTMT INC COM 127687101 23721 1606000 SH CALL DEFINED 19,23,24 1606000 0 0 CAESARS ENTMT INC COM 127687101 346 23400 SH PUT DEFINED 19,23,24 23400 0 0 CAESARS ENTMT INC COM 127687101 1518 102800 SH DEFINED 23,39 102800 0 0 CAESARS ENTMT INC COM 127687101 353 23910 SH DEFINED 23,41 23910 0 0 CAESARS ENTMT INC COM 127687101 752 50944 SH DEFINED 3,29,36,40,42 50944 0 0 CAL DIVE INTL INC COM 127914109 7 220 SH DEFINED 8,9,28 0 0 220 CAL DIVE INTL INC COM 127914109 66 2169 SH DEFINED 4,9,11,14,16,28 2169 0 0 CAL DIVE INTL INC COM 127914109 1145 37495 SH DEFINED 19,23,24 35662 0 1833 CAL DIVE INTL INC COM 127914109 974 31889 SH DEFINED 23,41 31889 0 0 CAL MAINE FOODS INC COM NEW 128030202 1095 79846 SH DEFINED 19,23,24 50569 0 29277 CALAMOS CONV & HIGH IN COM SHS 12811P108 46 3000 SH DEFINED 4,9,11,14,16,28 3000 0 0 CALAMOS CONV & HIGH IN COM SHS 12811P108 5559 360952 SH DEFINED 19,23,24 260856 0 100096 CALAMOS CONV OPP AND I SH BEN INT 128117108 7450 377584 SH DEFINED 19,23,24 290395 0 87188 CALAMOS STRATEGIC TOTL COM SH BEN I 128125101 88 6666 SH DEFINED 4,9,11,14,16,28 6666 0 0 CALAMOS STRATEGIC TOTL COM SH BEN I 128125101 3831 288946 SH DEFINED 19,23,24 151306 0 137640 CALAVO GROWERS INC COM 128246105 138 10730 SH DEFINED 19,23,24 6530 0 4200 CALGON CARBON CORP COM 129603106 4 650 SH DEFINED 4,9,11,14,16,28 650 0 0 CALGON CARBON CORP COM 129603106 150 22826 SH DEFINED 19,23,24 10601 0 12225 CALGON CARBON CORP COM 129603106 156 23744 SH DEFINED 23,39 23744 0 0 CALGON CARBON CORP COM 129603106 42 6426 SH DEFINED 23,41 6426 0 0 CALIFORNIA AMPLIFIER I COM 129900106 74 10036 SH DEFINED 19,23,24 8854 0 1182 CALIFORNIA MICRO DEVIC COM 130439102 297 27580 SH DEFINED 19,23,24 17349 0 10231 CALIFORNIA MICRO DEVIC COM 130439102 1398 129923 SH DEFINED 23,41 129923 0 0 CALIFORNIA PIZZA KITCH COM 13054D109 3 145 SH DEFINED 4,9,11,14,16,28 145 0 0 CALIFORNIA PIZZA KITCH COM 13054D109 252 12599 SH DEFINED 19,23,24 10334 0 2265 CALIFORNIA PIZZA KITCH COM 13054D109 1826 91395 SH DEFINED 23,41 91395 0 0 CALIFORNIA WTR SVC GRO COM 130788102 27 1000 SH DEFINED 4,9,11,14,16,28 1000 0 0 CALIFORNIA WTR SVC GRO COM 130788102 9091 336716 SH DEFINED 19,23,24 331142 0 5573 CALLAWAY GOLF CO COM 131193104 42 3665 SH DEFINED 4,9,11,14,16,28 3665 0 0 CALLAWAY GOLF CO COM 131193104 436 38076 SH DEFINED 19,23,24 25800 0 12275 CALLAWAY GOLF CO COM 131193104 125 10915 SH DEFINED 38 0 10915 0 CALLIDUS SOFTWARE INC COM 13123E500 75 14482 SH DEFINED 19,23,24 5462 0 9020 CALLON PETE CO DEL COM 13123X102 416 29350 SH DEFINED 19,23,24 23040 0 6310 CALPINE CORP COM 131347106 5 1129 SH DEFINED 4,9,11,14,16,28 1129 0 0 CALPINE CORP COM 131347106 10698 2565492 SH DEFINED 19,23,24 1151895 0 1413597 CALPINE CORP COM 131347106 1123 269300 SH CALL DEFINED 19,23,24 239300 0 30000 CALPINE CORP COM 131347106 17 4000 SH PUT DEFINED 19,23,24 4000 0 0 CALPINE CORP COM 131347106 541 129700 SH DEFINED 19,23,37 129700 0 0 CALPINE CORP COM 131347106 12245 2936520 SH DEFINED 23,39 2936520 0 0 CALPINE CORP COM 131347106 3408 817300 SH DEFINED 31,45 0 0 817300 CAMBREX CORP COM 132011107 186 7582 SH DEFINED 19,23,24 7382 0 200 CAMBREX CORP COM 132011107 416 16952 SH OTHER 19,23,37 0 16952 0 CAMBREX CORP COM 132011107 1439 58600 SH DEFINED 23,39 58600 0 0 CAMBRIDGE ANTIBODY TEC SPONSORED AD 132148107 113 12339 SH DEFINED 19,23,37 12339 0 0 CAMDEN NATL CORP COM 133034108 326 10000 SH DEFINED 4,9,11,14,16,28 10000 0 0 CAMDEN NATL CORP COM 133034108 14 440 SH DEFINED 19,23,24 340 0 100 CAMDEN PPTY TR SH BEN INT 133131102 103 2252 SH DEFINED 4,9,11,14,16,28 2252 0 0 CAMDEN PPTY TR SH BEN INT 133131102 875 19100 SH DEFINED 17,31 19100 0 0 CAMDEN PPTY TR SH BEN INT 133131102 3133 68405 SH DEFINED 19,23,24 59618 0 8786 CAMDEN PPTY TR SH BEN INT 133131102 8702 190000 SH DEFINED 23,39 190000 0 0 CAMECO CORP COM 13321L108 3 60 SH DEFINED 4,9,11,14,16,28 60 0 0 CAMECO CORP COM 13321L108 800 13757 SH DEFINED 19,23,24 12195 0 1562 CAMPBELL SOUP CO COM 134429109 6505 243826 SH DEFINED 4,9,11,14,16,28 243826 0 0 CAMPBELL SOUP CO COM 134429109 7082 265444 SH DEFINED 19,23,24 153558 0 111886 CAMPBELL SOUP CO COM 134429109 6980 261603 SH DEFINED 23,39 261603 0 0 CAMPBELL SOUP CO COM 134429109 213 7969 SH DEFINED 3,29,36,40,42 7969 0 0 CDN IMPERIAL BK OF COM COM 136069101 7293 150000 SH CALL DEFINED 7,8,9,28 150000 0 0 CDN IMPERIAL BK OF COM COM 136069101 158 3240 SH DEFINED 19,23,24 200 0 3040 CANADIAN NATL RY CO COM 136375102 49 1129 SH DEFINED 4,9,11,14,16,28 1129 0 0 CANADIAN NATL RY CO COM 136375102 23 536 SH DEFINED 18,19,23,25 536 0 0 CANADIAN NATL RY CO COM 136375102 4940 114552 SH DEFINED 19,23,24 77442 0 37110 CANADIAN NATL RY CO COM 136375102 35171 815650 SH DEFINED 23,39 815650 0 0 CANADIAN NAT RES LTD COM 136385101 4 142 SH DEFINED 4,9,11,14,16,28 142 0 0 CANADIAN NAT RES LTD COM 136385101 1353 45160 SH DEFINED 19,23,24 22403 0 22757 CANADIAN NAT RES LTD COM 136385101 29989 1001300 SH DEFINED 23,39 1001300 0 0 CANADIAN PAC RY LTD COM 13645T100 2115 87000 SH CALL DEFINED 7,8,9,28 87000 0 0 CANADIAN PAC RY LTD COM 13645T100 81 3350 SH DEFINED 4,9,11,14,16,28 3350 0 0 CANADIAN PAC RY LTD COM 13645T100 11571 475965 SH DEFINED 19,23,24 118112 0 357853 CANADIAN PAC RY LTD COM 13645T100 15313 629910 SH DEFINED 23,39 629910 0 0 CANDELA CORP COM 136907102 393 39703 SH DEFINED 19,23,24 26538 0 13165 CANDELA CORP COM 136907102 907 91644 SH DEFINED 23,39 91644 0 0 CANDELA CORP COM 136907102 246 24804 SH DEFINED 23,41 24804 0 0 CANCERVAX CORP COM 13738Y107 849 109141 SH DEFINED 19,23,24 109141 0 0 CANCERVAX CORP COM 13738Y107 14589 1875175 SH DEFINED 23,39 1875175 0 0 CANDIES INC COM 137409108 63 22821 SH DEFINED 19,23,24 19321 0 3500 CANON INC ADR 138006309 25 475 SH DEFINED 6,9,11,28 0 0 475 CANON INC ADR 138006309 8801 166709 SH DEFINED 4,9,11,14,16,28 166709 0 0 CANON INC ADR 138006309 37686 713889 SH DEFINED 19,23,24 106239 0 607649 CANON INC ADR 138006309 464 8796 SH OTHER 19,23,37 0 8796 0 CANON INC ADR 138006309 790 14960 SH DEFINED 23,39 14960 0 0 CANON INC ADR 138006309 298 5638 SH DEFINED 3,29,36,40,42 5638 0 0 CANTEL MEDICAL CORP COM 138098108 2 98 SH DEFINED 4,9,11,14,16,28 98 0 0 CANTEL MEDICAL CORP COM 138098108 487 21238 SH DEFINED 19,23,24 3788 0 17450 CANTEL MEDICAL CORP COM 138098108 2787 121550 SH DEFINED 23,39 121550 0 0 CAPITAL CITY BK GROUP COM 139674105 220 5677 SH DEFINED 19,23,24 5074 0 603 CAPITAL CITY BK GROUP COM 139674105 242 6258 SH DEFINED 23,39 6258 0 0 CAPITAL CITY BK GROUP COM 139674105 65 1690 SH DEFINED 23,41 1690 0 0 CAPITAL AUTOMOTIVE REI COM SH BEN I 139733109 2951 100000 SH PUT DEFINED 8,9,28 100000 0 0 CAPITAL AUTOMOTIVE REI COM SH BEN I 139733109 769 26075 SH DEFINED 8,9,28 26075 0 0 CAPITAL AUTOMOTIVE REI COM SH BEN I 139733109 29 992 SH DEFINED 4,9,11,14,16,28 992 0 0 CAPITAL AUTOMOTIVE REI COM SH BEN I 139733109 275 9307 SH DEFINED 19,23,24 5809 0 3498 CAPITAL AUTOMOTIVE REI COM SH BEN I 139733109 2951 100000 SH PUT DEFINED 19,21,23,25,26 100000 0 0 CAPITAL AUTOMOTIVE REI COM SH BEN I 139733109 260 8800 SH DEFINED 23,39 8800 0 0 CAPITAL CORP OF THE WE COM 140065103 4 94 SH DEFINED 19,23,24 94 0 0 CAPITAL CORP OF THE WE COM 140065103 353 9321 SH DEFINED 23,39 9321 0 0 CAPITAL CORP OF THE WE COM 140065103 95 2522 SH DEFINED 23,41 2522 0 0 CAPITAL CROSSING BK COM 140071101 213 3931 SH DEFINED 19,23,24 3881 0 50 CAPITAL ONE FINL CORP COM 14040H105 21983 320400 SH CALL DEFINED 8,9,28 320400 0 0 CAPITAL ONE FINL CORP COM 14040H105 3870 56409 SH DEFINED 4,9,11,14,16,28 56409 0 0 CAPITAL ONE FINL CORP COM 14040H105 32 466 SH DEFINED 18,19,23,25 466 0 0 CAPITAL ONE FINL CORP COM 14040H105 55347 806687 SH DEFINED 19,23,24 180786 0 625900 CAPITAL ONE FINL CORP COM 14040H105 1825 26600 SH CALL DEFINED 19,23,24 26600 0 0 CAPITAL ONE FINL CORP COM 14040H105 6875 100200 SH PUT DEFINED 19,23,24 100200 0 0 CAPITAL ONE FINL CORP COM 14040H105 32760 477485 SH DEFINED 19,23,37 477485 0 0 CAPITAL ONE FINL CORP COM 14040H105 44595 649974 SH DEFINED 23,39 649974 0 0 CAPITAL ONE FINL CORP COM 14040H105 3810 55524 SH DEFINED 23,41 55524 0 0 CAPITAL ONE FINL CORP COM 14040H105 1757 25613 SH DEFINED 3,29,36,40,42 25613 0 0 CAPITAL ONE FINL CORP DECS UPPR 6. 14040H204 248 4900 SH DEFINED 4,9,11,14,16,28 4900 0 0 CAPITAL ONE FINL CORP DECS UPPR 6. 14040H204 1124 22253 SH DEFINED 19,23,24 19763 0 2490 CAPITAL ONE FINL CORP DECS UPPR 6. 14040H204 9601 190000 SH DEFINED 19,23,37 190000 0 0 CAPITAL ONE FINL CORP DECS UPPR 6. 14040H204 13390 265000 SH DEFINED 23,39 265000 0 0 CAPITAL SR LIVING CORP COM 140475104 7 1400 SH DEFINED 19,23,24 400 0 1000 CAPITAL SR LIVING CORP COM 140475104 1538 307000 SH DEFINED 19,23,37 307000 0 0 CAPITAL SOUTHWEST CORP COM 140501107 329 4317 SH DEFINED 19,23,24 417 0 3900 CAPITALSOURCE INC COM 14055X102 5 202 SH DEFINED 4,9,11,14,16,28 202 0 0 CAPITALSOURCE INC COM 14055X102 366 15962 SH DEFINED 19,23,24 9071 0 6891 CAPITOL BANCORP LTD COM 14056D105 251 9744 SH DEFINED 19,23,24 439 0 9305 CAPITOL BANCORP LTD COM 14056D105 523 20258 SH DEFINED 23,41 20258 0 0 CAPITOL FED FINL COM 14057C106 2369 79367 SH DEFINED 19,23,24 42107 0 37260 CAPSTONE TURBINE CORP COM 14067D102 242 112694 SH DEFINED 19,23,24 77731 0 34963 CAPTARIS INC COM 14071N104 73 11250 SH DEFINED 19,23,24 11250 0 0 CARBO CERAMICS INC COM 140781105 550 8027 SH DEFINED 19,23,24 7322 0 705 CARBO CERAMICS INC COM 140781105 1481 21606 SH DEFINED 23,39 21606 0 0 CARBO CERAMICS INC COM 140781105 768 11204 SH DEFINED 23,41 8539 0 2665 CARAUSTAR INDS INC COM 140909102 49 3573 SH DEFINED 4,9,11,14,16,28 3573 0 0 CARAUSTAR INDS INC COM 140909102 152 11016 SH DEFINED 19,23,24 3716 0 7300 CARAUSTAR INDS INC COM 140909102 106 7714 SH DEFINED 38 0 7714 0 CARAUSTAR INDS INC COM 140909102 1243 90097 SH DEFINED 23,39 90097 0 0 CARAUSTAR INDS INC COM 140909102 334 24173 SH DEFINED 23,41 24173 0 0 CAPSTAR HOTEL CO NOTE 4.750% 140918AC7 197 197000 PRN DEFINED 19,23,24 197000 0 0 CARDIAC SCIENCE INC COM NEW 141410209 124 50232 SH DEFINED 19,23,24 45792 0 4440 CARDIAC SCIENCE INC COM NEW 141410209 269 109200 SH DEFINED 19,23,37 109200 0 0 CARDIAC SCIENCE INC COM NEW 141410209 984 400151 SH DEFINED 23,39 400151 0 0 CARDIAC SCIENCE INC COM NEW 141410209 266 108300 SH DEFINED 23,41 108300 0 0 CARDIMA INC COM 14147M106 24 47315 SH DEFINED 19,23,24 0 0 47315 CARDINAL HEALTH INC COM 14149Y108 5094 96365 SH DEFINED 8,9,28 95650 0 715 CARDINAL HEALTH INC COM 14149Y108 38 715 SH DEFINED 9,11,28 715 0 0 CARDINAL HEALTH INC COM 14149Y108 36555 691539 SH DEFINED 4,9,11,14,16,28 691539 0 0 CARDINAL HEALTH INC COM 14149Y108 2011 38051 SH DEFINED 18,19,23,25 25210 0 12841 CARDINAL HEALTH INC COM 14149Y108 44061 833545 SH DEFINED 19,23,24 468111 0 365434 CARDINAL HEALTH INC COM 14149Y108 5 100 SH CALL DEFINED 19,23,24 100 0 0 CARDINAL HEALTH INC COM 14149Y108 977 18487 SH DEFINED 19,21,23,25,26 18487 0 0 CARDINAL HEALTH INC COM 14149Y108 11187 211636 SH DEFINED 23,39 211636 0 0 CARDINAL HEALTH INC COM 14149Y108 765 14470 SH DEFINED 23,41 14470 0 0 CARDINAL HEALTH INC COM 14149Y108 223 4227 SH DEFINED 3,29,36,40,42 4227 0 0 CAREER EDUCATION CORP COM 141665109 3825 85007 SH DEFINED 8,9,28 72007 0 13000 CAREER EDUCATION CORP COM 141665109 12002 266700 SH CALL DEFINED 8,9,28 266700 0 0 CAREER EDUCATION CORP COM 141665109 2571 57133 SH DEFINED 4,9,11,14,16,28 57133 0 0 CAREER EDUCATION CORP COM 141665109 1611 35807 SH DEFINED 19,23,24 31504 0 4303 CAREER EDUCATION CORP COM 141665109 2250 50000 SH CALL DEFINED 19,23,24 50000 0 0 CAREER EDUCATION CORP COM 141665109 10697 237700 SH CALL DEFINED 19,21,23,25,26 237700 0 0 CAREER EDUCATION CORP COM 141665109 1 14 SH DEFINED 19,23,37 14 0 0 CAREER EDUCATION CORP COM 141665109 617 13700 SH DEFINED 38 0 13700 0 CAREER EDUCATION CORP COM 141665109 259 5753 SH DEFINED 23,41 5753 0 0 CAREER EDUCATION CORP COM 141665109 4993 110962 SH DEFINED 3,29,36,40,42 110962 0 0 CAREMARK RX INC COM 141705103 2345 72838 SH DEFINED 4,9,11,14,16,28 72838 0 0 CAREMARK RX INC COM 141705103 22431 696630 SH DEFINED 19,23,24 464632 0 231998 CAREMARK RX INC COM 141705103 5974 185539 SH OTHER 19,23,37 178100 7439 0 CAREMARK RX INC COM 141705103 21577 670085 SH DEFINED 23,39 670085 0 0 CAREMARK RX INC COM 141705103 1297 40289 SH DEFINED 23,41 40289 0 0 CAREMARK RX INC COM 141705103 1888 58642 SH DEFINED 3,29,36,40,42 58642 0 0 CARLISLE COS INC COM 142339100 26 415 SH DEFINED 8,9,28 0 0 415 CARLISLE COS INC COM 142339100 367 5945 SH DEFINED 9,28 5945 0 0 CARLISLE COS INC COM 142339100 1085 17585 SH DEFINED 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SH DEFINED 19,23,24 16564 0 14773 CHINA UNICOM LTD SPONSORED AD 16945R104 3410 437796 SH DEFINED 19,23,24 400918 0 36878 CHIPPAC INC CL A 169657103 2 260 SH DEFINED 4,9,11,14,16,28 260 0 0 CHIPPAC INC CL A 169657103 63001 10769406 SH DEFINED 8,9,15,28 10769406 0 0 CHIPPAC INC CL A 169657103 22 3769 SH DEFINED 19,23,24 3190 0 579 CHOICE HOTELS INTL INC COM 169905106 878 17304 SH DEFINED 19,23,24 13106 0 4198 CHOICE HOTELS INTL INC COM 169905106 2743 54047 SH DEFINED 23,41 28903 0 25144 CHIQUITA BRANDS INTL I COM 170032809 2915 140680 SH DEFINED 19,23,24 105969 0 34711 CHIQUITA BRANDS INTL I COM 170032809 690 33324 SH DEFINED 23,39 33324 0 0 CHIQUITA BRANDS INTL I COM 170032809 182 8777 SH DEFINED 23,41 8777 0 0 CHIRON CORP DBCV 1.625% 170040AG4 43 45000 PRN DEFINED 4,9,11,14,16,28 45000 0 0 CHIRON CORP DBCV 1.625% 170040AG4 7174 7434000 PRN DEFINED 19,23,24 7434000 0 0 CHIRON CORP COM 170040109 152 3463 SH DEFINED 8,9,28 3463 0 0 CHIRON CORP COM 170040109 15594 355955 SH DEFINED 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0 12100 CHOLESTECH CORP COM 170393102 308 39522 SH DEFINED 23,39 39522 0 0 CHOLESTECH CORP COM 170393102 84 10716 SH DEFINED 23,41 10716 0 0 CHORDIANT SOFTWARE INC COM 170404107 37 8565 SH DEFINED 4,9,11,14,16,28 8565 0 0 CHORDIANT SOFTWARE INC COM 170404107 65 14861 SH DEFINED 19,23,24 14811 0 50 CHRISTOPHER & BANKS CO COM 171046105 62 3467 SH DEFINED 19,23,24 3168 0 299 CHRISTOPHER & BANKS CO COM 171046105 133 7400 SH DEFINED 38 0 7400 0 CHROMCRAFT REVINGTON I COM 171117104 137 10894 SH DEFINED 19,23,24 9024 0 1870 CHRONIMED INC COM 171164106 18 2300 SH DEFINED 19,23,24 2000 0 300 CHRONIMED INC COM 171164106 848 105417 SH DEFINED 23,39 105417 0 0 CHRONIMED INC COM 171164106 229 28528 SH DEFINED 23,41 28528 0 0 CHUBB CORP COM 171232101 73 1080 SH DEFINED 6,9,11,28 0 0 1080 CHUBB CORP COM 171232101 13 200 SH DEFINED 8,9,28 200 0 0 CHUBB CORP COM 171232101 32846 488780 SH DEFINED 4,9,11,14,16,28 488780 0 0 CHUBB CORP COM 171232101 616 9160 SH DEFINED 18,19,23,25 9160 0 0 CHUBB CORP COM 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23919 SH DEFINED 23,41 23919 0 0 CINCINNATI BELL INC NE COM 171871106 220 50993 SH DEFINED 3,29,36,40,42 50993 0 0 CINCINNATI BELL INC NE PFD CV DEP1/ 171871403 528 12643 SH DEFINED 19,23,24 4760 0 7883 CINCINNATI FINL CORP COM 172062101 422 9727 SH DEFINED 4,9,11,14,16,28 9727 0 0 CINCINNATI FINL CORP COM 172062101 1783 41094 SH DEFINED 18,19,23,25 41094 0 0 CINCINNATI FINL CORP COM 172062101 1721 39675 SH DEFINED 19,23,24 25801 0 13874 CINCINNATI FINL CORP COM 172062101 1562 36000 SH DEFINED 19,21,23,25,26 36000 0 0 CINCINNATI FINL CORP COM 172062101 4295 98999 SH DEFINED 23,39 98999 0 0 CINERGY CORP COM 172474108 526 14002 SH DEFINED 6,9,11,28 0 0 14002 CINERGY CORP COM 172474108 64 1700 SH DEFINED 8,9,28 0 0 1700 CINERGY CORP COM 172474108 64 1700 SH DEFINED 9,11,28 1700 0 0 CINERGY CORP COM 172474108 1289 34330 SH DEFINED 4,9,11,14,16,28 34330 0 0 CINERGY CORP COM 172474108 20 525 SH DEFINED 18,19,23,25 525 0 0 CINERGY CORP COM 172474108 104100 2771572 SH DEFINED 19,23,24 876769 0 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CISCO SYS INC COM 17275R102 40 1720 SH DEFINED 9,11,28 1720 0 0 CISCO SYS INC COM 17275R102 104225 4509967 SH DEFINED 4,9,11,14,16,28 4509967 0 0 CISCO SYS INC COM 17275R102 9220 398957 SH DEFINED 18,19,23,25 324453 0 74504 CISCO SYS INC COM 17275R102 90844 3930924 SH DEFINED 5,7-9,12,20,22,28,32 3930924 0 0 CISCO SYS INC COM 17275R102 1080397 46750185 SH DEFINED 19,23,24 12448689 0 34301496 CISCO SYS INC COM 17275R102 29086 1258600 SH CALL DEFINED 19,23,24 1206000 0 52600 CISCO SYS INC COM 17275R102 3846 166400 SH PUT DEFINED 19,23,24 166400 0 0 CISCO SYS INC COM 17275R102 7539 326208 SH DEFINED 19,21,23,25,26 326208 0 0 CISCO SYS INC COM 17275R102 57861 2503736 SH OTHER 19,23,37 2386159 117577 0 CISCO SYS INC COM 17275R102 894 38700 SH DEFINED 38 0 38700 0 CISCO SYS INC COM 17275R102 335400 14513205 SH DEFINED 23,39 14513205 0 0 CISCO SYS INC COM 17275R102 12192 527544 SH DEFINED 23,41 527544 0 0 CISCO SYS INC COM 17275R102 10396 449835 SH DEFINED 3,29,36,40,42 449835 0 0 CIRRUS 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4,9,11,14,16,28 1489 0 0 FILENET CORP COM 316869106 85 2822 SH DEFINED 19,23,24 2657 0 165 FILENET CORP COM 316869106 2181 72475 SH DEFINED 23,39 72475 0 0 FILENET CORP COM 316869106 2828 93960 SH DEFINED 23,41 93960 0 0 FINANCIAL FED CORP COM 317492106 64 1816 SH DEFINED 4,9,11,14,16,28 1816 0 0 FINANCIAL FED CORP COM 317492106 809 22929 SH DEFINED 19,23,24 20229 0 2700 FINANCIAL FED CORP COM 317492106 4005 113500 SH DEFINED 23,39 113500 0 0 FINANCIAL INSTNS INC COM 317585404 342 15170 SH DEFINED 19,23,24 12010 0 3160 FINDWHAT COM COM 317794105 6 295 SH DEFINED 4,9,11,14,16,28 295 0 0 FINDWHAT COM COM 317794105 392 18529 SH DEFINED 19,23,24 17600 0 929 FINISAR NOTE 5.250% 31787AAC5 29 30000 PRN DEFINED 19,23,24 30000 0 0 FINISAR COM 31787A101 34 18251 SH DEFINED 19,23,24 17551 0 700 FINISH LINE INC CL A 317923100 6 185 SH DEFINED 4,9,11,14,16,28 185 0 0 FINISH LINE INC CL A 317923100 36 1186 SH DEFINED 19,23,24 686 0 500 FINISH LINE INC CL A 317923100 2157 71492 SH DEFINED 23,39 71492 0 0 FINISH LINE INC CL A 317923100 5377 178229 SH DEFINED 23,41 99189 0 79040 FIRST ALBANY COS INC COM 318465101 44 4402 SH DEFINED 19,23,24 502 0 3900 FIRST ALBANY COS INC COM 318465101 2737 271000 SH DEFINED 23,39 271000 0 0 FIRST AMERN CORP CALIF COM 318522307 4530 177862 SH DEFINED 18,19,23,25 114054 0 63808 FIRST AMERN CORP CALIF COM 318522307 2681 105275 SH DEFINED 19,23,24 94675 0 10600 FIRST AMERN CORP CALIF COM 318522307 316 12399 SH DEFINED 19,21,23,25,26 12399 0 0 FIRST AMERN CORP CALIF COM 318522307 2905 114054 SH DEFINED 23,39 114054 0 0 FIRST AMERN CORP CALIF COM 318522307 3718 145981 SH DEFINED 23,41 85196 0 60785 FIRST AMERN CORP CALIF COM 318522307 1293 50760 SH DEFINED 3,29,36,40,42 50760 0 0 FIRST BANCORP P R COM 318672102 218 5427 SH DEFINED 19,23,24 1664 0 3763 FIRST BANCORP P R COM 318672102 1578 39344 SH DEFINED 23,39 39344 0 0 FIRST BANCORP P R COM 318672102 1297 32336 SH DEFINED 23,41 23801 0 8535 FIRST CASH FINL SVCS I COM 31942D107 646 30681 SH DEFINED 19,23,24 23311 0 7370 FIRST CHARTER CORP COM 319439105 103 4883 SH DEFINED 4,9,11,14,16,28 4883 0 0 FIRST CHARTER CORP COM 319439105 1715 80950 SH DEFINED 19,23,24 23547 0 57403 FIRST CHARTER CORP COM 319439105 6012 283731 SH DEFINED 23,39 283731 0 0 FIRST CHARTER CORP COM 319439105 2090 98615 SH DEFINED 23,41 55136 0 43479 FIRST CTZNS BANCSHARES CL A 31946M103 301 2500 SH DEFINED 19,23,24 0 0 2500 FIRST COMWLTH FINL COR COM 319829107 5 366 SH DEFINED 4,9,11,14,16,28 366 0 0 FIRST COMWLTH FINL COR COM 319829107 591 45945 SH DEFINED 19,23,24 40211 0 5733 FIRST CMNTY BANCSHARES COM 31983A103 1 40 SH DEFINED 19,23,24 40 0 0 FIRST CMNTY BANCSHARES COM 31983A103 248 7614 SH DEFINED 23,39 7614 0 0 FIRST CMNTY BANCSHARES COM 31983A103 67 2053 SH DEFINED 23,41 2053 0 0 FIRST CMNTY BANCORP CA COM 31983B101 248 6432 SH DEFINED 19,23,24 6432 0 0 FIRST DATA CORP COM 319963104 251 5740 SH DEFINED 6,9,11,28 0 0 5740 FIRST DATA CORP COM 319963104 28 650 SH DEFINED 7,8,9,28 650 0 0 FIRST DATA CORP COM 319963104 89 2037 SH DEFINED 8,9,28 0 0 2037 FIRST DATA CORP COM 319963104 89 2036 SH DEFINED 9,11,28 2036 0 0 FIRST DATA CORP COM 319963104 7914 180859 SH DEFINED 4,9,11,14,16,28 180859 0 0 FIRST DATA CORP COM 319963104 1305 29818 SH DEFINED 18,19,23,25 24836 0 4982 FIRST DATA CORP COM 319963104 199950 4569245 SH DEFINED 19,23,24 3581515 0 987730 FIRST DATA CORP COM 319963104 481 11000 SH CALL DEFINED 19,23,24 10200 0 800 FIRST DATA CORP COM 319963104 53 1200 SH PUT DEFINED 19,23,24 1200 0 0 FIRST DATA CORP COM 319963104 3930 89798 SH DEFINED 19,21,23,25,26 89798 0 0 FIRST DATA CORP COM 319963104 1189 27165 SH DEFINED 38 0 27165 0 FIRST DATA CORP COM 319963104 20336 464706 SH DEFINED 23,39 464706 0 0 FIRST DATA CORP COM 319963104 446 10200 SH DEFINED 3,29,36,40,42 10200 0 0 FIRST FINL FD INC COM 320228109 130 7324 SH DEFINED 4,9,11,14,16,28 7324 0 0 FIRST FINL FD INC COM 320228109 48 2700 SH DEFINED 19,23,24 2000 0 700 FIRST FINL HLDGS INC COM 320239106 136 4841 SH DEFINED 19,23,24 950 0 3891 FIRST FINL HLDGS INC COM 320239106 1742 62069 SH DEFINED 23,39 62069 0 0 FIRST FINL HLDGS INC COM 320239106 471 16801 SH DEFINED 23,41 16801 0 0 FIRST HORIZON PHARMACE COM 32051K106 21 1169 SH DEFINED 19,23,24 1049 0 120 FIRST HORIZON PHARMACE COM 32051K106 223 12150 SH DEFINED 38 0 12150 0 FIRST HORIZON PHARMACE COM 32051K106 2374 129299 SH DEFINED 23,39 129299 0 0 FIRST HORIZON PHARMACE COM 32051K106 642 34992 SH DEFINED 23,41 34992 0 0 FIRST HORIZON NATL COR COM 320517105 27 600 SH DEFINED 4,9,11,14,16,28 600 0 0 FIRST HORIZON NATL COR COM 320517105 16509 370068 SH DEFINED 19,23,24 283558 0 86509 FIRST HORIZON NATL COR COM 320517105 443 9939 SH DEFINED 19,21,23,25,26 9939 0 0 FIRST HORIZON NATL COR COM 320517105 1038 23274 SH DEFINED 23,39 23274 0 0 FIRST HORIZON NATL COR COM 320517105 306 6867 SH DEFINED 23,41 6867 0 0 FIRST HORIZON NATL COR COM 320517105 638 14292 SH DEFINED 3,29,36,40,42 14292 0 0 FIRST INDUSTRIAL REALT COM 32054K103 13 355 SH DEFINED 4,9,11,14,16,28 355 0 0 FIRST INDUSTRIAL REALT COM 32054K103 2225 60373 SH DEFINED 19,23,24 35918 0 24455 FIRST INDUSTRIAL REALT COM 32054K103 74 2000 SH DEFINED 38 0 2000 0 FIRST INDUSTRIAL REALT COM 32054K103 2469 67006 SH DEFINED 23,41 33633 0 33373 FIRST IND CORP COM 32054R108 2254 120621 SH DEFINED 19,23,24 326 0 120295 FIRST ISRAEL FD INC COM 32063L100 268 20217 SH DEFINED 19,23,24 3747 0 16470 FIRST MARBLEHEAD CORP COM 320771108 5 125 SH DEFINED 4,9,11,14,16,28 125 0 0 FIRST MARBLEHEAD CORP COM 320771108 475 11673 SH DEFINED 19,23,24 5854 0 5819 FIRST MARBLEHEAD CORP COM 320771108 6108 150000 SH DEFINED 23,39 150000 0 0 FIRST MERCHANTS CORP COM 320817109 96 3745 SH DEFINED 19,23,24 375 0 3370 FIRST MERCHANTS CORP COM 320817109 465 18214 SH DEFINED 23,39 18214 0 0 FIRST MERCHANTS CORP COM 320817109 126 4929 SH DEFINED 23,41 4929 0 0 FIRST HEALTH GROUP COR COM 320960107 550 36639 SH DEFINED 4,9,11,14,16,28 36639 0 0 FIRST HEALTH GROUP COR COM 320960107 6757 450155 SH DEFINED 19,23,24 293201 0 156954 FIRST HEALTH GROUP COR COM 320960107 192 12767 SH DEFINED 23,41 12767 0 0 FIRST HEALTH GROUP COR COM 320960107 409 27217 SH DEFINED 3,29,36,40,42 27217 0 0 FIRST NATL BANKSHRS FL COM 321100109 79 4253 SH DEFINED 4,9,11,14,16,28 4253 0 0 FIRST NATL BANKSHRS FL COM 321100109 192 10315 SH DEFINED 19,23,24 7944 0 2371 FIRST NATL BANKSHRS FL COM 321100109 1414 75836 SH DEFINED 23,41 38113 0 37723 FIRST NIAGARA FINL GP COM 33582V108 4 345 SH DEFINED 4,9,11,14,16,28 345 0 0 FIRST NIAGARA FINL GP COM 33582V108 348 29212 SH DEFINED 19,23,24 25571 0 3641 FIRST NIAGARA FINL GP COM 33582V108 534 44833 SH DEFINED 23,39 44833 0 0 FIRST NIAGARA FINL GP COM 33582V108 144 12129 SH DEFINED 23,41 12129 0 0 FIRST POTOMAC RLTY TR COM 33610F109 166 8600 SH DEFINED 17,31 8600 0 0 FIRST POTOMAC RLTY TR COM 33610F109 3113 161700 SH DEFINED 23,39 161700 0 0 FIRST PL FINL CORP COM 33610T109 73 4000 SH DEFINED 19,23,24 4000 0 0 FIRST PL FINL CORP COM 33610T109 134 7354 SH DEFINED 23,39 7354 0 0 FIRST PL FINL CORP COM 33610T109 36 1990 SH DEFINED 23,41 1990 0 0 FIRST ST BANCORPORATIO COM 336453105 265 8761 SH DEFINED 19,23,24 0 0 8761 FIRST ST BANCORPORATIO COM 336453105 3806 125600 SH DEFINED 23,39 125600 0 0 FIRST TR VALUE LINE DI COM SHS 33735A100 2219 159071 SH DEFINED 19,23,24 132091 0 26979 FIRST TR VALUE LINE 10 COM SHS 33735D104 442 28861 SH DEFINED 19,23,24 20989 0 7872 FIRST UN REAL EST EQ&M SH BEN INT 337400105 96 31050 SH DEFINED 19,23,24 30000 0 1050 FIRST UTD CORP COM 33741H107 207 10565 SH DEFINED 19,23,24 9565 0 1000 FIRST VIRTUAL COMMUNIC COM NEW 337484307 14 11313 SH DEFINED 19,23,24 1313 0 10000 FIRSTCITY FINL CORP COM 33761X107 829 104487 SH DEFINED 19,23,24 97387 0 7100 FISERV INC COM 337738108 352 9300 SH DEFINED 8,9,28 9300 0 0 FISERV INC COM 337738108 457 12066 SH DEFINED 4,9,11,14,16,28 12066 0 0 FISERV INC COM 337738108 34 890 SH DEFINED 18,19,23,25 890 0 0 FISERV INC COM 337738108 18740 494708 SH DEFINED 19,23,24 256014 0 238694 FISERV INC COM 337738108 433 11429 SH OTHER 19,23,37 45 11384 0 FISERV INC COM 337738108 5020 132535 SH DEFINED 23,39 132535 0 0 FISERV INC COM 337738108 623 16436 SH DEFINED 23,41 16436 0 0 FISERV INC COM 337738108 261 6903 SH DEFINED 3,29,36,40,42 6903 0 0 FISHER COMMUNICATIONS COM 337756209 39 800 SH DEFINED 4,9,11,14,16,28 800 0 0 FISHER COMMUNICATIONS COM 337756209 194 3934 SH DEFINED 19,23,24 3134 0 800 FIRSTFED FINL CORP COM 337907109 1032 24878 SH DEFINED 19,23,24 24878 0 0 FIRSTFED FINL CORP COM 337907109 262 6310 SH DEFINED 23,39 6310 0 0 FIRSTFED FINL CORP COM 337907109 71 1709 SH DEFINED 23,41 1709 0 0 FIRSTMERIT CORP COM 337915102 34 1297 SH DEFINED 4,9,11,14,16,28 1297 0 0 FIRSTMERIT CORP COM 337915102 207 7953 SH DEFINED 19,23,24 4663 0 3290 FIRSTMERIT CORP COM 337915102 77 2935 SH DEFINED 38 0 2935 0 FIRSTMERIT CORP COM 337915102 983 37694 SH DEFINED 23,39 37694 0 0 FLAGSTAR BANCORP INC COM 337930101 385 19528 SH DEFINED 19,23,24 9693 0 9835 FLAGSTAR BANCORP INC COM 337930101 3219 163149 SH DEFINED 23,39 163149 0 0 FLAGSTAR BANCORP INC COM 337930101 8165 413843 SH DEFINED 23,41 293758 0 120085 FIRSTENERGY CORP COM 337932107 82 2200 SH DEFINED 6,9,11,28 0 0 2200 FIRSTENERGY CORP COM 337932107 312 8380 SH DEFINED 4,9,11,14,16,28 8380 0 0 FIRSTENERGY CORP COM 337932107 21596 579448 SH DEFINED 19,23,24 432047 0 147400 FIRSTENERGY CORP COM 337932107 65963 1769863 SH DEFINED 19,23,37 1769863 0 0 FIRSTENERGY CORP COM 337932107 73459 1971002 SH DEFINED 23,39 1971002 0 0 FIRSTENERGY CORP COM 337932107 2670 71638 SH DEFINED 23,41 71638 0 0 FIRSTENERGY CORP COM 337932107 1027 27553 SH DEFINED 3,29,36,40,42 27553 0 0 FISHER SCIENTIFIC INTL NOTE 3.250% 338032AX3 263 257000 PRN DEFINED 4,9,11,14,16,28 257000 0 0 FISHER SCIENTIFIC INTL NOTE 3.250% 338032AX3 27 26000 PRN DEFINED 19,23,24 18000 0 8000 FISHER SCIENTIFIC INTL NOTE 3.250% 338032AX3 22550 22000000 PRN DEFINED 19,23,37 22000000 0 0 FISHER SCIENTIFIC INTL NOTE 3.250% 338032AX3 3588 3500000 PRN DEFINED 23,39 3500000 0 0 FISHER SCIENTIFIC INTL COM NEW 338032204 96 1700 SH DEFINED 6,9,11,28 0 0 1700 FISHER SCIENTIFIC INTL COM NEW 338032204 270 4800 SH DEFINED 4,9,11,14,16,28 4800 0 0 FISHER SCIENTIFIC INTL COM NEW 338032204 5131 91161 SH DEFINED 19,23,24 50921 0 40240 FISHER SCIENTIFIC INTL COM NEW 338032204 40297 715880 SH DEFINED 19,23,37 715880 0 0 FISHER SCIENTIFIC INTL COM NEW 338032204 31350 556940 SH DEFINED 23,39 556940 0 0 FISHER SCIENTIFIC INTL COM NEW 338032204 2242 39831 SH DEFINED 23,41 20015 0 19816 FISHER SCIENTIFIC INTL COM NEW 338032204 6243 110900 SH DEFINED 3,29,36,40,42 110900 0 0 FLAG FINL CORP COM 33832H107 26 2000 SH DEFINED 4,9,11,14,16,28 2000 0 0 FLAG FINL CORP COM 33832H107 390 30131 SH DEFINED 19,23,24 17381 0 12750 FLAHERTY & CRMN/CLYMR COM SHS 338478100 244 10282 SH DEFINED 19,23,24 9058 0 1224 FLAHERTY & CRUMRINE PF COM 33848E106 191 15053 SH DEFINED 19,23,24 7420 0 7633 FLAHERTY & CRUMRINE PF COM 338480106 943 54960 SH DEFINED 19,23,24 34439 0 20520 FLAMEL TECHNOLOGIES SA SPONSORED AD 338488109 453 17745 SH DEFINED 19,23,24 7995 0 9750 FLEETWOOD ENTERPRISES COM 339099103 10151 722486 SH DEFINED 19,23,24 550278 0 172208 FLEETWOOD ENTERPRISES COM 339099103 854 60800 SH DEFINED 19,23,37 60800 0 0 FLEETWOOD ENTERPRISES COM 339099103 46880 3336682 SH DEFINED 23,39 3336682 0 0 FLEETWOOD ENTERPRISES COM 339099103 1702 121145 SH DEFINED 23,41 88457 0 32688 FLORIDA EAST COAST IND COM 340632108 384 9950 SH DEFINED 4,9,11,14,16,28 9950 0 0 FLORIDA EAST COAST IND COM 340632108 25094 650448 SH DEFINED 19,23,24 164165 0 486282 FLORIDA EAST COAST IND COM 340632108 55684 1443334 SH DEFINED 23,39 1443334 0 0 FLORIDA ROCK INDS INC COM 341140101 5 125 SH DEFINED 4,9,11,14,16,28 125 0 0 FLORIDA ROCK INDS INC COM 341140101 6853 166731 SH DEFINED 19,23,24 100429 0 66301 FLORIDA ROCK INDS INC COM 341140101 444 10809 SH OTHER 19,23,37 0 10809 0 FLUOR CORP NEW NOTE 1.500% 343412AA0 1666 1625000 PRN DEFINED 19,23,24 1623000 0 2000 FLUOR CORP NEW COM 343412102 1986 42590 SH DEFINED 4,9,11,14,16,28 42590 0 0 FLUOR CORP NEW COM 343412102 44125 946072 SH DEFINED 19,23,24 365890 0 580181 FLUOR CORP NEW COM 343412102 606 13000 SH DEFINED 19,21,23,25,26 13000 0 0 FLUOR CORP NEW COM 343412102 1630 34940 SH DEFINED 19,23,37 34940 0 0 FLUOR CORP NEW COM 343412102 26596 570249 SH DEFINED 23,39 570249 0 0 FLUOR CORP NEW COM 343412102 170 3652 SH DEFINED 23,41 3652 0 0 FLOW INTL CORP COM 343468104 3327 978641 SH DEFINED 19,23,24 29780 0 948861 FLOW INTL CORP COM 343468104 643 189000 SH DEFINED 23,39 189000 0 0 FLOWSERVE CORP COM 34354P105 6 235 SH DEFINED 4,9,11,14,16,28 235 0 0 FLOWSERVE CORP COM 34354P105 744 29936 SH DEFINED 19,23,24 20027 0 9908 FLOWSERVE CORP COM 34354P105 111 4479 SH DEFINED 23,41 4479 0 0 FLOWSERVE CORP COM 34354P105 237 9531 SH DEFINED 3,29,36,40,42 9531 0 0 FLUSHING FINL CORP COM 343873105 235 13350 SH DEFINED 19,23,24 13350 0 0 FLUSHING FINL CORP COM 343873105 534 30279 SH DEFINED 23,39 30279 0 0 FLUSHING FINL CORP COM 343873105 528 29940 SH DEFINED 23,41 19119 0 10821 FOCUS ENHANCEMENTS INC COM 344159108 15 10000 SH DEFINED 19,23,24 10000 0 0 FOMENTO ECONOMICO MEXI SPON ADR UNI 344419106 154 3357 SH DEFINED 7,8,9,28 3357 0 0 FOMENTO ECONOMICO MEXI SPON ADR UNI 344419106 238 5200 SH DEFINED 8,9,28 5200 0 0 FOMENTO ECONOMICO MEXI SPON ADR UNI 344419106 10 212 SH DEFINED 4,9,11,14,16,28 212 0 0 FOMENTO ECONOMICO MEXI SPON ADR UNI 344419106 1497 32692 SH DEFINED 19,23,24 22800 0 9891 FOOT LOCKER INC COM 344849104 67 2784 SH DEFINED 4,9,11,14,16,28 2784 0 0 FOOT LOCKER INC COM 344849104 2531 105183 SH DEFINED 19,23,24 47570 0 57613 FOOT LOCKER INC COM 344849104 416 17279 SH DEFINED 19,21,23,25,26 17279 0 0 FOOT LOCKER INC COM 344849104 517 21500 SH DEFINED 23,39 21500 0 0 FOOT LOCKER INC COM 344849104 1059 44000 SH DEFINED 3,29,36,40,42 44000 0 0 FORBES MEDI-TECH INC COM 344907100 163 64301 SH DEFINED 19,23,24 125 0 64176 FORD MTR CO DEL COM PAR $0.0 345370860 4406 293356 SH DEFINED 6,9,11,28 0 0 293356 FORD MTR CO DEL COM 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16512 0 0 HERCULES INC COM 427056106 47 4006 SH DEFINED 4,9,11,14,16,28 4006 0 0 HERCULES INC COM 427056106 985 84043 SH DEFINED 19,23,24 62605 0 21438 HERCULES INC COM 427056106 1800 153597 SH DEFINED 23,39 153597 0 0 HERCULES INC COM 427056106 4059 346334 SH DEFINED 23,41 270604 0 75730 HERITAGE PPTY INVT TR COM 42725M107 618 22910 SH DEFINED 19,23,24 10825 0 12085 HERITAGE PPTY INVT TR COM 42725M107 7509 278300 SH DEFINED 23,39 278300 0 0 HERLEY INDS INC DEL COM 427398102 8 386 SH DEFINED 4,9,11,14,16,28 386 0 0 HERLEY INDS INC DEL COM 427398102 310 15241 SH DEFINED 19,23,24 10741 0 4500 HERLEY INDS INC DEL COM 427398102 236 11570 SH DEFINED 23,39 11570 0 0 HERLEY INDS INC DEL COM 427398102 759 37282 SH DEFINED 23,41 37282 0 0 HERSHA HOSPITALITY TR SH BEN INT A 427825104 194 19200 SH DEFINED 17,31 19200 0 0 HERSHA HOSPITALITY TR SH BEN INT A 427825104 472 46818 SH DEFINED 19,23,24 39554 0 7264 HERSHEY FOODS CORP COM 427866108 3833 82724 SH DEFINED 4,9,11,14,16,28 82724 0 0 HERSHEY 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SH DEFINED 3,29,36,40,42 84494 0 0 HEXCEL CORP NEW COM 428291108 688 59599 SH DEFINED 19,23,24 23225 0 36374 HI / FN INC COM 428358105 320 28108 SH DEFINED 19,23,24 17806 0 10302 HIBBETT SPORTING GOODS COM 428565105 110 4000 SH DEFINED 4,9,11,14,16,28 4000 0 0 HIBBETT SPORTING GOODS COM 428565105 1214 44079 SH DEFINED 19,23,24 37858 0 6221 HIBERNIA CORP CL A 428656102 63 2638 SH DEFINED 4,9,11,14,16,28 2638 0 0 HIBERNIA CORP CL A 428656102 2656 110912 SH DEFINED 19,23,24 101113 0 9799 HIBERNIA CORP CL A 428656102 464 19383 SH OTHER 19,23,37 0 19383 0 HIBERNIA CORP CL A 428656102 1990 83101 SH DEFINED 23,41 43649 0 39452 HIBERNIA CORP CL A 428656102 193 8071 SH DEFINED 3,29,36,40,42 8071 0 0 HIGH INCOME OPPORTUNIT COM 42967Q105 14 2108 SH DEFINED 4,9,11,14,16,28 2108 0 0 HIGH INCOME OPPORTUNIT COM 42967Q105 4067 617212 SH DEFINED 19,23,24 517109 0 100102 HIGH YIELD INCOME FD I COM 429904105 205 38399 SH DEFINED 19,23,24 29391 0 9008 HIGHVELD STL & VANADIU ADR 431232206 85 28560 SH 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DEFINED 3,29,36,40,42 9135 0 0 HILTON HOTELS CORP NOTE 3.375% 432848AZ2 69 64000 PRN DEFINED 4,9,11,14,16,28 64000 0 0 HILTON HOTELS CORP NOTE 3.375% 432848AZ2 8824 8180000 PRN DEFINED 19,23,24 8162000 0 18000 HILTON HOTELS CORP COM 432848109 1442 77155 SH DEFINED 4,9,11,14,16,28 77155 0 0 HILTON HOTELS CORP COM 432848109 16444 879826 SH DEFINED 19,23,24 681627 0 198199 HILTON HOTELS CORP COM 432848109 693 37100 SH DEFINED 38 0 37100 0 HILTON HOTELS CORP COM 432848109 4176 223438 SH DEFINED 23,39 223438 0 0 HITACHI LIMITED ADR 10 COM 433578507 1050 15214 SH DEFINED 4,9,11,14,16,28 15214 0 0 HITACHI LIMITED ADR 10 COM 433578507 5076 73559 SH DEFINED 19,23,24 54278 0 19280 HOLLINGER INTL INC CL A 435569108 288 17168 SH DEFINED 19,23,24 17168 0 0 HOLLINGER INTL INC CL A 435569108 1887 112659 SH DEFINED 23,39 112659 0 0 HOLLINGER INTL INC CL A 435569108 510 30441 SH DEFINED 23,41 30441 0 0 HOLLY CORP COM PAR $0.0 435758305 1154 30844 SH DEFINED 19,23,24 30844 0 0 HOLLYWOOD ENTMT CORP COM 436141105 127 9614 SH DEFINED 19,23,24 9614 0 0 HOLLYWOOD ENTMT CORP COM 436141105 1678 127401 SH DEFINED 23,39 127401 0 0 HOLLYWOOD ENTMT CORP COM 436141105 2222 168725 SH DEFINED 23,41 168725 0 0 HOLOGIC INC COM 436440101 293 12774 SH DEFINED 19,23,24 7327 0 5447 HOLOGIC INC COM 436440101 1606 70074 SH DEFINED 23,39 70074 0 0 HOLOGIC INC COM 436440101 435 18969 SH DEFINED 23,41 18969 0 0 HOME DEPOT INC COM 437076102 9214 263331 SH DEFINED 6,9,11,28 0 0 263331 HOME DEPOT INC COM 437076102 19209 548975 SH DEFINED 7,8,9,28 10860 525825 12290 HOME DEPOT INC COM 437076102 19930 569597 SH DEFINED 8,9,28 405713 0 163884 HOME DEPOT INC COM 437076102 88339 2524700 SH CALL DEFINED 8,9,28 2524700 0 0 HOME DEPOT INC COM 437076102 905 25869 SH DEFINED 9,11,28 24473 0 1396 HOME DEPOT INC COM 437076102 128648 3676696 SH DEFINED 4,9,11,14,16,28 3676696 0 0 HOME DEPOT INC COM 437076102 26089 745627 SH DEFINED 18,19,23,25 208226 0 537401 HOME DEPOT INC COM 437076102 1098047 31381736 SH DEFINED 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INDEPENDENT BANK CORP COM 453836108 1033 36297 SH DEFINED 23,39 36297 0 0 INDEPENDENT BANK CORP COM 453836108 1883 66186 SH DEFINED 23,41 66186 0 0 INDEPENDENT BANK CORP COM 453838104 343 13776 SH DEFINED 23,39 13776 0 0 INDEPENDENT BANK CORP COM 453838104 1496 60111 SH DEFINED 23,41 32016 0 28095 INDEVUS PHARMACEUTICAL COM 454072109 284 43324 SH DEFINED 19,23,24 34864 0 8460 INDEVUS PHARMACEUTICAL COM 454072109 544 83000 SH DEFINED 23,39 83000 0 0 INDEVUS PHARMACEUTICAL COM 454072109 147 22404 SH DEFINED 23,41 22404 0 0 INDIA FD INC COM 454089103 1464 68076 SH DEFINED 19,23,24 48601 0 19475 INDYMAC BANCORP INC COM 456607100 78 2490 SH DEFINED 4,9,11,14,16,28 2490 0 0 INDYMAC BANCORP INC COM 456607100 1841 58867 SH DEFINED 19,23,24 36774 0 22093 INDYMAC BANCORP INC COM 456607100 388 12405 SH DEFINED 23,41 12405 0 0 INDYMAC BANCORP INC COM 456607100 826 26391 SH DEFINED 3,29,36,40,42 26391 0 0 INDYMAC BANCORP INC WIRES 20 456607209 813 14800 SH DEFINED 19,23,24 13800 0 1000 INERGY L P UNIT LTD PTN 456615103 649 27000 SH DEFINED 19,23,24 0 0 27000 INFINEON TECHNOLOGIES SPONSORED AD 45662N103 9 702 SH DEFINED 4,9,11,14,16,28 702 0 0 INFINEON TECHNOLOGIES SPONSORED AD 45662N103 48 3627 SH DEFINED 19,23,24 3389 0 238 INFINEON TECHNOLOGIES SPONSORED AD 45662N103 705 53000 SH DEFINED 19,21,23,25,26 53000 0 0 INET TECHNOLOGIES INC COM 45662V105 83 6700 SH DEFINED 4,9,11,14,16,28 6700 0 0 INET TECHNOLOGIES INC COM 45662V105 841 67534 SH DEFINED 19,23,24 6100 0 61434 INET TECHNOLOGIES INC COM 45662V105 3861 310100 SH DEFINED 23,39 310100 0 0 INET TECHNOLOGIES INC COM 45662V105 1006 80771 SH DEFINED 23,41 80771 0 0 INFOCROSSING INC COM 45664X109 23 1800 SH DEFINED 19,23,24 1800 0 0 INFOCROSSING INC COM 45664X109 391 30207 SH DEFINED 23,41 30207 0 0 INFOCUS CORP COM 45665B106 116 13780 SH DEFINED 19,23,24 11400 0 2380 INFINITY PPTY & CAS CO COM 45665Q103 610 18939 SH DEFINED 19,23,24 18939 0 0 INFINITY PPTY & CAS CO COM 45665Q103 342 10600 SH DEFINED 38 0 10600 0 INFINITY PPTY & CAS CO COM 45665Q103 860 26694 SH DEFINED 23,41 13414 0 13280 INFORMATICA CORP COM 45666Q102 35 5356 SH DEFINED 4,9,11,14,16,28 5356 0 0 INFORMATICA CORP COM 45666Q102 461 71245 SH DEFINED 19,23,24 54138 0 17107 INFONET SVCS CORP CL B 45666T106 492 289169 SH DEFINED 19,23,24 143669 0 145500 INFORMATION HLDGS INC COM 456727106 68 2500 SH DEFINED 19,23,24 2500 0 0 INFORMATION HLDGS INC COM 456727106 230 8400 SH DEFINED 38 0 8400 0 INFOSPACE INC COM NEW 45678T201 2 44 SH DEFINED 4,9,11,14,16,28 44 0 0 INFOSPACE INC COM NEW 45678T201 281 7800 SH DEFINED 19,23,24 2136 0 5664 INFOSPACE INC COM NEW 45678T201 5176 143701 SH DEFINED 23,39 143701 0 0 INFOSPACE INC COM NEW 45678T201 498 13818 SH DEFINED 23,41 13818 0 0 INFOSYS TECHNOLOGIES L SPONSORED AD 456788108 8 85 SH DEFINED 4,9,11,14,16,28 85 0 0 INFOSYS TECHNOLOGIES L SPONSORED AD 456788108 2745 29800 SH DEFINED 18,19,23,25 18500 0 11300 INFOSYS TECHNOLOGIES L SPONSORED AD 456788108 3939 42757 SH DEFINED 19,23,24 39368 0 3388 INFOUSA INC NEW COM 456818301 107 10403 SH DEFINED 19,23,24 9400 0 1003 ING GROUP N V SPONSORED AD 456837103 521 22138 SH DEFINED 7,8,9,28 22138 0 0 ING GROUP N V SPONSORED AD 456837103 2352 100000 SH CALL DEFINED 8,9,28 100000 0 0 ING GROUP N V SPONSORED AD 456837103 4745 201733 SH DEFINED 4,9,11,14,16,28 201733 0 0 ING GROUP N V SPONSORED AD 456837103 31993 1360248 SH DEFINED 19,23,24 271730 0 1088518 ING GROUP N V SPONSORED AD 456837103 299 12717 SH OTHER 19,23,37 0 12717 0 ING GROUP N V SPONSORED AD 456837103 121 5160 SH DEFINED 38 0 5160 0 ING GROUP N V SPONSORED AD 456837103 461 19620 SH DEFINED 23,39 19620 0 0 INGLES MKTS INC CL A 457030104 11 1000 SH DEFINED 4,9,11,14,16,28 1000 0 0 INGLES MKTS INC CL A 457030104 2542 227159 SH DEFINED 19,23,24 214179 0 12980 INGRAM MICRO INC CL A 457153104 33 2377 SH DEFINED 4,9,11,14,16,28 2377 0 0 INGRAM MICRO INC CL A 457153104 519 36961 SH DEFINED 19,23,24 32580 0 4381 INHALE THERAPEUTIC SYS NOTE 3.500% 457191AH7 10001 10500000 PRN DEFINED 19,23,37 10500000 0 0 INHALE THERAPEUTIC SYS NOTE 3.500% 457191AH7 11430 12000000 PRN DEFINED 23,39 12000000 0 0 INHALE THERAPEUTIC SYS NOTE 3.500% 457191AH7 238 250000 PRN DEFINED 3,29,36,40,42 250000 0 0 INKINE PHARMACEUTICALS COM 457214104 253 66662 SH DEFINED 19,23,24 33817 0 32845 INKINE PHARMACEUTICALS COM 457214104 71 18800 SH DEFINED 19,23,37 18800 0 0 INNKEEPERS USA TR COM 4576J0104 520 50982 SH DEFINED 19,23,24 49497 0 1485 INNOVEX INC COM 457647105 151 34590 SH DEFINED 8,9,28 34590 0 0 INNOVEX INC COM 457647105 378 86700 SH DEFINED 4,9,11,14,16,28 86700 0 0 INNOVEX INC COM 457647105 115 26438 SH DEFINED 19,23,24 26233 0 204 INNOVEX INC COM 457647105 1031 236530 SH DEFINED 19,23,37 236530 0 0 INNOVEX INC COM 457647105 1433 328770 SH DEFINED 23,39 328770 0 0 INSIGHT ENTERPRISES IN COM 45765U103 75 4364 SH DEFINED 4,9,11,14,16,28 4364 0 0 INSIGHT ENTERPRISES IN COM 45765U103 81 4690 SH DEFINED 19,23,24 4610 0 80 INSIGHT ENTERPRISES IN COM 45765U103 188 10900 SH DEFINED 38 0 10900 0 INPUT/OUTPUT INC COM 457652105 97 11649 SH DEFINED 4,9,11,14,16,28 11649 0 0 INPUT/OUTPUT INC COM 457652105 404 48286 SH DEFINED 19,23,24 28728 0 19558 INPUT/OUTPUT INC COM 457652105 140 16737 SH DEFINED 38 0 16737 0 INPUT/OUTPUT INC COM 457652105 4335 518500 SH DEFINED 23,39 518500 0 0 INSITUFORM TECHNOLOGIE CL A 457667103 8 473 SH DEFINED 4,9,11,14,16,28 473 0 0 INSITUFORM TECHNOLOGIE CL A 457667103 51 3200 SH DEFINED 19,23,24 2200 0 1000 INSITUFORM TECHNOLOGIE CL A 457667103 1016 63326 SH DEFINED 23,41 31820 0 31506 INSIGHT COMMUNICATIONS CL A 45768V108 24 2702 SH DEFINED 4,9,11,14,16,28 2702 0 0 INSIGHT COMMUNICATIONS CL A 45768V108 108 11944 SH DEFINED 19,23,24 11944 0 0 INNOVATIVE SOLUTIONS & COM 45769N105 1179 57673 SH DEFINED 19,23,24 32260 0 25413 INSTINET GROUP INC COM 457750107 4 850 SH DEFINED 19,23,24 0 0 850 INSTINET GROUP INC COM 457750107 179 35000 SH DEFINED 19,23,37 35000 0 0 INSURANCE AUTO AUCTION COM 457875102 546 32150 SH DEFINED 19,23,24 22550 0 9600 INNOVO GROUP 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INTERACTIVECORP COM 45840Q101 381728 12720021 SH DEFINED 23,39 12720021 0 0 INTERACTIVECORP COM 45840Q101 197 6560 SH DEFINED 23,41 6560 0 0 INTERACTIVECORP COM 45840Q101 5900 196616 SH DEFINED 3,29,36,40,42 196616 0 0 INTERACTIVECORP *W EXP 02/04 45840Q127 1 38 SH DEFINED 4,9,11,14,16,28 38 0 0 INTERACTIVECORP *W EXP 02/04 45840Q127 57835 1696050 SH DEFINED 19,21,23,25,26 1696050 0 0 INTERCEPT INC COM 45845L107 497 30430 SH DEFINED 19,23,24 25420 0 5010 INTERCEPT INC COM 45845L107 900 55142 SH DEFINED 23,39 55142 0 0 INTERCEPT INC COM 45845L107 244 14925 SH DEFINED 23,41 14925 0 0 INTERCONTINENTAL HOTEL SPONSORED AD 458573102 357 33152 SH DEFINED 4,9,11,14,16,28 33152 0 0 INTERCONTINENTAL HOTEL SPONSORED AD 458573102 57 5332 SH DEFINED 19,23,24 143 0 5189 INTERCONTINENTAL HOTEL SPONSORED AD 458573102 4304 400000 SH DEFINED 19,21,23,25,27 400000 0 0 INTERDIGITAL COMMUNICA COM 45866A105 866 47552 SH DEFINED 19,23,24 38650 0 8902 INTERDIGITAL COMMUNICA COM 45866A105 591 32460 SH DEFINED 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50900 0 0 INTERMUNE INC COM 45884X103 218 14919 SH DEFINED 19,23,24 10669 0 4250 INTERMUNE INC COM 45884X103 2677 183260 SH DEFINED 19,23,37 183260 0 0 INTERMUNE INC COM 45884X103 9577 655500 SH DEFINED 23,39 655500 0 0 INTERNAP NETWORK SVCS COM 45885A102 96 78343 SH DEFINED 19,23,24 41082 0 37261 INTERNATIONAL ALUM COR COM 458884103 337 11500 SH DEFINED 19,23,24 9000 0 2500 INTEGRATED ALARM SVCS COM 45890M109 54 10070 SH DEFINED 19,23,24 10070 0 0 INTERNATIONAL BANCSHAR COM 459044103 8 195 SH DEFINED 4,9,11,14,16,28 195 0 0 INTERNATIONAL BANCSHAR COM 459044103 305 7552 SH DEFINED 19,23,24 4616 0 2936 INTERNATIONAL BUSINESS COM 459200101 5294 60507 SH DEFINED 6,9,11,28 0 0 60507 INTERNATIONAL BUSINESS COM 459200101 9444 107936 SH DEFINED 7,8,9,28 577 102719 4640 INTERNATIONAL BUSINESS COM 459200101 7971 91100 SH DEFINED 8,9,28 49723 0 41377 INTERNATIONAL BUSINESS COM 459200101 13930 159200 SH CALL DEFINED 8,9,28 159200 0 0 INTERNATIONAL BUSINESS COM 459200101 598 6831 SH DEFINED 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645673104 726 45938 SH DEFINED 19,23,24 42070 0 3868 NEW JERSEY RES COM 646025106 294 7099 SH DEFINED 4,9,11,14,16,28 7099 0 0 NEW JERSEY RES COM 646025106 8064 194839 SH DEFINED 19,23,24 138065 0 56774 NEW JERSEY RES COM 646025106 6016 145345 SH DEFINED 23,39 145345 0 0 NEW JERSEY RES COM 646025106 2984 72104 SH DEFINED 23,41 45108 0 26996 NEW PLAN EXCEL RLTY TR NOTE 3.750% 648053AB2 5617 5427000 PRN DEFINED 19,23,24 5427000 0 0 NEW PLAN EXCEL RLTY TR NOTE 3.750% 648053AB2 5175 5000000 PRN DEFINED 31,45 0 0 5000000 NEW PLAN EXCEL RLTY TR COM 648053106 937 39995 SH DEFINED 4,9,11,14,16,28 39995 0 0 NEW PLAN EXCEL RLTY TR COM 648053106 1706 72826 SH DEFINED 19,23,24 44643 0 28183 NEW PLAN EXCEL RLTY TR COM 648053106 68 2900 SH DEFINED 38 0 2900 0 NEW PLAN EXCEL RLTY TR COM 648053106 5246 224000 SH DEFINED 23,39 224000 0 0 NEW PLAN EXCEL RLTY TR COM 648053106 227 9684 SH DEFINED 23,41 9684 0 0 NEW PLAN EXCEL RLTY TR COM 648053106 486 20745 SH DEFINED 3,29,36,40,42 20745 0 0 NEW YORK 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554600 SH DEFINED 19,23,37 554600 0 0 NEWFIELD EXPL CO COM 651290108 55470 996401 SH DEFINED 23,39 996401 0 0 NEWFIELD EXPL CO COM 651290108 3072 55188 SH DEFINED 23,41 27937 0 27251 NEWMONT MINING CORP COM 651639106 150 3924 SH DEFINED 6,9,11,28 0 0 3924 NEWMONT MINING CORP COM 651639106 49559 1300409 SH DEFINED 8,9,28 1300409 0 0 NEWMONT MINING CORP COM 651639106 3128 82088 SH DEFINED 4,9,11,14,16,28 82088 0 0 NEWMONT MINING CORP COM 651639106 17 435 SH DEFINED 18,19,23,25 435 0 0 NEWMONT MINING CORP COM 651639106 359948 9444985 SH DEFINED 19,23,24 5123225 0 4321760 NEWMONT MINING CORP COM 651639106 12813 336200 SH CALL DEFINED 19,23,24 155100 0 181100 NEWMONT MINING CORP COM 651639106 2443 64100 SH PUT DEFINED 19,23,24 64100 0 0 NEWMONT MINING CORP COM 651639106 1690 44351 SH DEFINED 19,21,23,25,26 44351 0 0 NEWMONT MINING CORP COM 651639106 5148 135070 SH DEFINED 19,23,37 135070 0 0 NEWMONT MINING CORP COM 651639106 151359 3971631 SH DEFINED 23,39 3971631 0 0 NEWMONT MINING CORP 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654106103 6693 88898 SH DEFINED 19,21,23,25,26 88898 0 0 NIKE INC CL B 654106103 3388 45000 SH CALL DEFINED 19,21,23,25,26 45000 0 0 NIKE INC CL B 654106103 5599 74368 SH DEFINED 23,39 74368 0 0 NIKE INC CL B 654106103 5036 66888 SH DEFINED 23,41 66888 0 0 NIKE INC CL B 654106103 44169 586648 SH DEFINED 3,29,36,40,42 586648 0 0 99 CENTS ONLY STORES COM 65440K106 141 9260 SH DEFINED 8,9,28 9260 0 0 99 CENTS ONLY STORES COM 65440K106 720 47209 SH DEFINED 4,9,11,14,16,28 47209 0 0 99 CENTS ONLY STORES COM 65440K106 713 46767 SH DEFINED 19,23,24 35321 0 11446 99 CENTS ONLY STORES COM 65440K106 971 63680 SH DEFINED 19,23,37 63680 0 0 99 CENTS ONLY STORES COM 65440K106 1388 90990 SH DEFINED 23,39 90990 0 0 99 CENTS ONLY STORES COM 65440K106 1836 120400 SH DEFINED 3,29,36,40,42 120400 0 0 NIPPON TELEG & TEL COR SPONSORED AD 654624105 515 19198 SH DEFINED 7,8,9,28 19198 0 0 NIPPON TELEG & TEL COR SPONSORED AD 654624105 7269 271248 SH DEFINED 4,9,11,14,16,28 271248 0 0 NIPPON TELEG & TEL COR 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6,9,11,28 0 0 6580 SCHERING PLOUGH CORP COM 806605101 20995 1161213 SH DEFINED 4,9,11,14,16,28 1161213 0 0 SCHERING PLOUGH CORP COM 806605101 1016 56204 SH DEFINED 18,19,23,25 56204 0 0 SCHERING PLOUGH CORP COM 806605101 176434 9758499 SH DEFINED 19,23,24 2794997 0 6963501 SCHERING PLOUGH CORP COM 806605101 29 1600 SH CALL DEFINED 19,23,24 1100 0 500 SCHERING PLOUGH CORP COM 806605101 7 400 SH PUT DEFINED 19,23,24 400 0 0 SCHERING PLOUGH CORP COM 806605101 1273 70432 SH DEFINED 19,21,23,25,26 70432 0 0 SCHERING PLOUGH CORP COM 806605101 76588 4236048 SH OTHER 19,23,37 4160139 75909 0 SCHERING PLOUGH CORP COM 806605101 74573 4124632 SH DEFINED 23,39 4124632 0 0 SCHERING PLOUGH CORP COM 806605101 312 17236 SH DEFINED 3,29,36,40,42 17236 0 0 SCHLOTZSKYS INC COM 806832101 23 11100 SH DEFINED 19,23,24 800 0 10300 SCHLUMBERGER LTD DBCV 1.500% 806857AC2 243 229000 PRN DEFINED 4,9,11,14,16,28 229000 0 0 SCHLUMBERGER LTD DBCV 1.500% 806857AC2 28 26000 PRN DEFINED 19,23,24 19000 0 7000 SCHLUMBERGER LTD DBCV 1.500% 806857AC2 6148 5800000 PRN DEFINED 3,29,40 5800000 0 0 SCHLUMBERGER LTD DBCV 1.500% 806857AC2 4452 4200000 PRN DEFINED 3,29,36,40,42 4200000 0 0 SCHLUMBERGER LTD DBCV 2.125% 806857AD0 68 65000 PRN DEFINED 4,9,11,14,16,28 65000 0 0 SCHLUMBERGER LTD COM 806857108 529 8346 SH DEFINED 6,9,11,28 0 0 8346 SCHLUMBERGER LTD COM 806857108 9515 150000 SH CALL DEFINED 8,9,28 150000 0 0 SCHLUMBERGER LTD COM 806857108 44562 702540 SH DEFINED 4,9,11,14,16,28 702540 0 0 SCHLUMBERGER LTD COM 806857108 140690 2218036 SH DEFINED 19,23,24 1076514 0 1141522 SCHLUMBERGER LTD COM 806857108 2664 42000 SH CALL DEFINED 19,23,24 7800 0 34200 SCHLUMBERGER LTD COM 806857108 2119 33400 SH PUT DEFINED 19,23,24 33400 0 0 SCHLUMBERGER LTD COM 806857108 10689 168520 SH DEFINED 19,21,23,25,26 168520 0 0 SCHLUMBERGER LTD COM 806857108 2042 32200 SH DEFINED 19,23,37 32200 0 0 SCHLUMBERGER LTD COM 806857108 98735 1556603 SH DEFINED 23,39 1556603 0 0 SCHLUMBERGER LTD COM 806857108 2750 43351 SH DEFINED 23,41 43351 0 0 SCHLUMBERGER LTD COM 806857108 957 15095 SH DEFINED 3,29,36,40,42 15095 0 0 SCHNITZER STL INDS CL A 806882106 2222 65652 SH DEFINED 19,23,24 59661 0 5991 SCHNITZER STL INDS CL A 806882106 643 18985 SH DEFINED 23,39 18985 0 0 SCHNITZER STL INDS CL A 806882106 174 5137 SH DEFINED 23,41 5137 0 0 SCHOLASTIC CORP COM 807066105 506 17130 SH DEFINED 4,9,11,14,16,28 17130 0 0 SCHOLASTIC CORP COM 807066105 1170 39605 SH DEFINED 19,23,24 22286 0 17319 SCHOOL SPECIALTY INC NOTE 6.000% 807863AC9 8903 7733000 PRN DEFINED 19,23,24 7733000 0 0 SCHOOL SPECIALTY INC COM 807863105 32 862 SH DEFINED 4,9,11,14,16,28 862 0 0 SCHOOL SPECIALTY INC COM 807863105 982 26803 SH DEFINED 19,23,24 26107 0 696 SCHULMAN A INC COM 808194104 42 1950 SH DEFINED 4,9,11,14,16,28 1950 0 0 SCHULMAN A INC COM 808194104 717 33674 SH DEFINED 19,23,24 25795 0 7879 SCHULMAN A INC COM 808194104 4205 197500 SH DEFINED 23,39 197500 0 0 SCHWAB CHARLES CORP NE COM 808513105 1241 132113 SH DEFINED 4,9,11,14,16,28 132113 0 0 SCHWAB CHARLES CORP NE COM 808513105 6165 656556 SH DEFINED 19,23,24 482856 0 173699 SCHWAB CHARLES CORP NE COM 808513105 58 6200 SH CALL DEFINED 19,23,24 4200 0 2000 SCHWAB CHARLES CORP NE COM 808513105 89 9500 SH PUT DEFINED 19,23,24 9500 0 0 SCHWAB CHARLES CORP NE COM 808513105 943 100425 SH DEFINED 38 0 100425 0 SCHWAB CHARLES CORP NE COM 808513105 16207 1725995 SH DEFINED 23,39 1725995 0 0 SCHWAB CHARLES CORP NE COM 808513105 152 16200 SH DEFINED 3,29,36,40,42 16200 0 0 SCHWEITZER-MAUDUIT INT COM 808541106 20 640 SH DEFINED 4,9,11,14,16,28 640 0 0 SCHWEITZER-MAUDUIT INT COM 808541106 961 31430 SH DEFINED 19,23,24 23380 0 8050 SCICLONE PHARMACEUTICA COM 80862K104 343 68831 SH DEFINED 19,23,24 53597 0 15234 SCICLONE PHARMACEUTICA COM 80862K104 361 72296 SH DEFINED 23,39 72296 0 0 SCICLONE PHARMACEUTICA COM 80862K104 665 133224 SH DEFINED 23,41 133224 0 0 SCIENTIFIC ATLANTA INC COM 808655104 11 328 SH DEFINED 4,9,11,14,16,28 328 0 0 SCIENTIFIC ATLANTA INC COM 808655104 7649 229143 SH DEFINED 19,23,24 185228 0 43915 SCIENTIFIC ATLANTA INC COM 808655104 4233 126813 SH DEFINED 23,39 126813 0 0 SCIENTIFIC ATLANTA INC COM 808655104 2442 73165 SH DEFINED 23,41 73165 0 0 SCIENTIFIC ATLANTA INC COM 808655104 598 17927 SH DEFINED 3,29,36,40,42 17927 0 0 SCIENTIFIC GAMES CORP CL A 80874P109 9 455 SH DEFINED 4,9,11,14,16,28 455 0 0 SCIENTIFIC GAMES CORP CL A 80874P109 648 32975 SH DEFINED 19,23,24 30132 0 2843 SCIENTIFIC GAMES CORP CL A 80874P109 3387 172300 SH DEFINED 23,39 172300 0 0 SCIENTIFIC LEARNING CO COM 808760102 158 25764 SH DEFINED 19,23,24 25354 0 410 SCIOS INC NOTE 5.500% 808905AB9 25853 22579000 PRN DEFINED 19,23,24 22579000 0 0 SCITEX LTD ORD 809090103 108 25868 SH DEFINED 19,23,24 18208 0 7660 SCOR SPONSORED AD 80917Q106 125 78225 SH DEFINED 19,23,24 78225 0 0 SCOTTISH ANNUITY & LIF NOTE 4.500% 81013RAC9 486 400000 PRN DEFINED 19,23,24 400000 0 0 SCOTTISH PWR PLC SPON ADR FIN 81013T705 500 17171 SH DEFINED 4,9,11,14,16,28 17171 0 0 SCOTTISH PWR PLC SPON ADR FIN 81013T705 2425 83369 SH DEFINED 19,23,24 68969 0 14399 SCOTTISH PWR PLC SPON ADR FIN 81013T705 393 13504 SH OTHER 19,23,37 213 13291 0 SCOTTS CO CL A 810186106 13 212 SH DEFINED 4,9,11,14,16,28 212 0 0 SCOTTS CO CL A 810186106 10493 165848 SH DEFINED 19,23,24 119635 0 46213 SCOTTS CO CL A 810186106 5393 85240 SH DEFINED 23,41 47166 0 38074 SCOTTS CO CL A 810186106 1176 18582 SH DEFINED 3,29,36,40,42 18582 0 0 SCRIPPS E W CO OHIO CL A 811054204 170 1600 SH DEFINED 9,28 1600 0 0 SCRIPPS E W CO OHIO CL A 811054204 649 6100 SH DEFINED 4,9,11,14,16,28 6100 0 0 SCRIPPS E W CO OHIO CL A 811054204 5964 56031 SH DEFINED 19,23,24 7717 0 48313 SCRIPPS E W CO OHIO CL A 811054204 809 7600 SH DEFINED 38 0 7600 0 SCRIPPS E W CO OHIO CL A 811054204 23486 220648 SH DEFINED 23,39 220648 0 0 SCUDDER GLOBAL HIGH IN COM 81115E101 3 500 SH DEFINED 4,9,11,14,16,28 500 0 0 SCUDDER GLOBAL HIGH IN COM 81115E101 971 150837 SH DEFINED 19,23,24 125758 0 25079 SCUDDER HIGH INCOME TR SH BEN INT 811153105 72 10908 SH DEFINED 19,23,24 7832 0 3075 SCUDDER INTER GOVT TR SH BEN INT 811163104 512 79160 SH DEFINED 19,23,24 52952 0 26207 SCUDDER MULTI-MARKET I SH BEN INT 81118Q101 849 109437 SH DEFINED 19,23,24 76946 0 32491 SCUDDER NEW ASIA FD IN COM 811183102 878 69654 SH DEFINED 19,23,24 65892 0 3761 SEA CONTAINERS LTD CL A 811371707 637 35692 SH DEFINED 19,23,24 30775 0 4916 SEACHANGE INTL INC COM 811699107 2 135 SH DEFINED 4,9,11,14,16,28 135 0 0 SEACHANGE INTL INC COM 811699107 1165 68869 SH DEFINED 19,23,24 50767 0 18102 SEACHANGE INTL INC COM 811699107 1497 88522 SH DEFINED 23,39 88522 0 0 SEACHANGE INTL INC COM 811699107 2540 150186 SH DEFINED 23,41 150186 0 0 SEACOAST FINL SVCS COR COM 81170Q106 296 8554 SH DEFINED 19,23,24 2714 0 5840 SEACOAST BKG CORP FLA COM 811707306 7 330 SH DEFINED 4,9,11,14,16,28 330 0 0 SEACOAST BKG CORP FLA COM 811707306 1779 87015 SH DEFINED 19,23,24 77005 0 10010 SEACOAST BKG CORP FLA COM 811707306 716 34990 SH DEFINED 23,39 34990 0 0 SEACOAST BKG CORP FLA COM 811707306 997 48771 SH DEFINED 23,41 29328 0 19443 SEACOR HOLDINGS INC COM 811904101 1550 35710 SH DEFINED 19,23,24 26465 0 9245 SEACOR HOLDINGS INC COM 811904101 492 11344 SH DEFINED 23,39 11344 0 0 SEACOR HOLDINGS INC COM 811904101 132 3043 SH DEFINED 23,41 3043 0 0 SEALED AIR CORP NEW COM 81211K100 254 4840 SH DEFINED 4,9,11,14,16,28 4840 0 0 SEALED AIR CORP NEW COM 81211K100 32 601 SH DEFINED 18,19,23,25 601 0 0 SEALED AIR CORP NEW COM 81211K100 5506 104878 SH DEFINED 19,23,24 86038 0 18840 SEALED AIR CORP NEW COM 81211K100 16 300 SH CALL DEFINED 19,23,24 300 0 0 SEALED AIR CORP NEW COM 81211K100 908 17300 SH DEFINED 38 0 17300 0 SEALED AIR CORP NEW COM 81211K100 951 18119 SH DEFINED 23,39 18119 0 0 SEALED AIR CORP NEW COM 81211K100 1871 35646 SH DEFINED 23,41 35646 0 0 SEALED AIR CORP NEW COM 81211K100 502 9562 SH DEFINED 3,29,36,40,42 9562 0 0 SEARS ROEBUCK & CO COM 812387108 14387 381225 SH DEFINED 8,9,28 381225 0 0 SEARS ROEBUCK & CO COM 812387108 992 26295 SH DEFINED 4,9,11,14,16,28 26295 0 0 SEARS ROEBUCK & CO COM 812387108 3333 88312 SH DEFINED 19,23,24 74980 0 13332 SEARS ROEBUCK & CO COM 812387108 4699 124500 SH CALL DEFINED 19,23,24 124500 0 0 SEARS ROEBUCK & CO COM 812387108 11382 301600 SH PUT DEFINED 19,23,24 301600 0 0 SEARS ROEBUCK & CO COM 812387108 1563 41412 SH DEFINED 23,39 41412 0 0 SEATTLE GENETICS INC COM 812578102 94 13307 SH DEFINED 19,23,24 10500 0 2807 SELECT SECTOR SPDR TR SBI INT-TECH 81369Y803 406 20000 SH CALL DEFINED 19,23,24 20000 0 0 SECURE COMPUTING CORP COM 813705100 336 30166 SH DEFINED 19,23,24 29266 0 900 SEGUE SOFTWARE INC COM 815807102 290 78250 SH DEFINED 19,23,24 1750 0 76500 SELECT COMFORT CORP COM 81616X103 70 2460 SH DEFINED 4,9,11,14,16,28 2460 0 0 SELECT COMFORT CORP COM 81616X103 600 21076 SH DEFINED 19,23,24 20530 0 546 SELECT MEDICAL CORP COM 816196109 94 7005 SH DEFINED 4,9,11,14,16,28 7005 0 0 SELECT MEDICAL CORP COM 816196109 482 36058 SH DEFINED 19,23,24 33675 0 2383 SELECT MEDICAL CORP COM 816196109 9983 747200 SH DEFINED 19,23,37 747200 0 0 SELECT MEDICAL CORP COM 816196109 1895 141831 SH DEFINED 23,39 141831 0 0 SELECT MEDICAL CORP COM 816196109 1843 137948 SH DEFINED 23,41 109419 0 28529 SELECTIVE INS GROUP IN NOTE 1.616% 816300AB3 3067 5564000 PRN DEFINED 19,23,24 5564000 0 0 SELECTIVE INS GROUP IN NOTE 1.616% 816300AB3 1654 3000000 PRN DEFINED 31,45 0 0 3000000 SELECTIVE INS GROUP IN COM 816300107 47 1186 SH DEFINED 4,9,11,14,16,28 1186 0 0 SELECTIVE INS GROUP IN COM 816300107 384 9680 SH DEFINED 19,23,24 7579 0 2101 SELECTIVE INS GROUP IN COM 816300107 4039 101776 SH DEFINED 23,41 79087 0 22689 SEMTECH CORP COM 816850101 6 275 SH DEFINED 8,9,28 0 0 275 SEMTECH CORP COM 816850101 217 9945 SH DEFINED 4,9,11,14,16,28 9945 0 0 SEMTECH CORP COM 816850101 106 4870 SH DEFINED 19,23,24 3914 0 956 SEMTECH CORP COM 816850101 281 12900 SH DEFINED 38 0 12900 0 SEMTECH CORP COM 816850101 774 35497 SH DEFINED 23,39 35497 0 0 SEMTECH CORP COM 816850101 1487 68210 SH DEFINED 23,41 68210 0 0 SEMTECH CORP COM 816850101 289 13267 SH DEFINED 3,29,36,40,42 13267 0 0 SEMPRA ENERGY COM 816851109 161 4700 SH DEFINED 9,28 4700 0 0 SEMPRA ENERGY COM 816851109 695 20289 SH DEFINED 4,9,11,14,16,28 20289 0 0 SEMPRA ENERGY COM 816851109 5277 153978 SH DEFINED 19,23,24 113807 0 40170 SEMPRA ENERGY COM 816851109 40997 1196300 SH DEFINED 19,21,23,25,26 1196300 0 0 SEMPRA ENERGY COM 816851109 19068 556400 SH DEFINED 19,23,37 556400 0 0 SEMPRA ENERGY COM 816851109 22746 663732 SH DEFINED 23,39 663732 0 0 SEMPRA ENERGY INCOME EQTY 816851208 79 2624 SH DEFINED 4,9,11,14,16,28 2624 0 0 SEMPRA ENERGY INCOME EQTY 816851208 2797 92753 SH DEFINED 19,23,24 80598 0 12155 SEMPRA ENERGY INCOME EQTY 816851208 3724 123500 SH DEFINED 19,21,23,25,26 123500 0 0 SEMPRA ENERGY INCOME EQTY 816851208 5126 170000 SH DEFINED 19,23,37 170000 0 0 SEMPRA ENERGY INCOME EQTY 816851208 2714 90000 SH DEFINED 23,39 90000 0 0 SENTO CORP COM NEW 816918205 285 33078 SH DEFINED 19,23,24 7078 0 26000 SENIOR HIGH INCOME POR COM 81721E107 265 46808 SH DEFINED 19,23,24 46389 0 419 SENIOR HSG PPTYS TR SH BEN INT 81721M109 3 200 SH DEFINED 4,9,11,14,16,28 200 0 0 SENIOR HSG PPTYS TR SH BEN INT 81721M109 724 42737 SH DEFINED 19,23,24 38267 0 4470 SENIOR HSG PPTYS TR SH BEN INT 81721M109 10088 595506 SH DEFINED 23,39 595506 0 0 SENIOR HSG PPTYS TR SH BEN INT 81721M109 385 22751 SH DEFINED 23,41 22751 0 0 SENOMYX INC COM 81724Q107 3259 528188 SH DEFINED 19,23,24 526738 0 1450 SENSIENT TECHNOLOGIES COM 81725T100 126 5856 SH DEFINED 4,9,11,14,16,28 5856 0 0 SENSIENT TECHNOLOGIES COM 81725T100 3170 147855 SH DEFINED 19,23,24 49986 0 97869 SENSIENT TECHNOLOGIES COM 81725T100 484 22578 SH OTHER 19,23,37 0 22578 0 SENSIENT TECHNOLOGIES COM 81725T100 75 3500 SH DEFINED 38 0 3500 0 SENSIENT TECHNOLOGIES COM 81725T100 6050 282200 SH DEFINED 23,39 282200 0 0 SENSIENT TECHNOLOGIES COM 81725T100 359 16753 SH DEFINED 23,41 16753 0 0 SENSIENT TECHNOLOGIES COM 81725T100 766 35705 SH DEFINED 3,29,36,40,42 35705 0 0 SEPRACOR INC COM 817315104 79 1500 SH DEFINED 6,9,11,28 0 0 1500 SEPRACOR INC COM 817315104 53 1000 SH DEFINED 9,28 1000 0 0 SEPRACOR INC COM 817315104 10 183 SH DEFINED 4,9,11,14,16,28 183 0 0 SEPRACOR INC COM 817315104 3440 65523 SH DEFINED 19,23,24 52203 0 13320 SEPRACOR INC COM 817315104 58 1100 SH CALL DEFINED 19,23,24 1100 0 0 SEPRACOR INC COM 817315104 105 2000 SH PUT DEFINED 19,23,24 2000 0 0 SEPRACOR INC COM 817315104 28949 551400 SH DEFINED 19,23,37 551400 0 0 SEPRACOR INC COM 817315104 36934 703500 SH DEFINED 23,39 703500 0 0 SEPRACOR INC COM 817315104 2416 46019 SH DEFINED 23,41 28086 0 17933 SEPRACOR INC COM 817315104 1119 21306 SH DEFINED 3,29,36,40,42 21306 0 0 SERENA SOFTWARE INC COM 817492101 29 1535 SH DEFINED 4,9,11,14,16,28 1535 0 0 SERENA SOFTWARE INC COM 817492101 470 24575 SH DEFINED 19,23,24 24575 0 0 SERONO S A SPONSORED AD 81752M101 18 1176 SH DEFINED 4,9,11,14,16,28 1176 0 0 SERONO S A SPONSORED AD 81752M101 204 13143 SH DEFINED 19,23,24 10061 0 3082 SEROLOGICALS CORP COM 817523103 88 4460 SH DEFINED 4,9,11,14,16,28 4460 0 0 SEROLOGICALS CORP COM 817523103 315 16028 SH DEFINED 19,23,24 8631 0 7397 SEROLOGICALS CORP COM 817523103 69 3515 SH DEFINED 38 0 3515 0 SEROLOGICALS CORP COM 817523103 1200 61001 SH DEFINED 23,39 61001 0 0 SEROLOGICALS CORP COM 817523103 324 16485 SH DEFINED 23,41 16485 0 0 SERVICE CORP INTL COM 817565104 235 32355 SH DEFINED 4,9,11,14,16,28 32355 0 0 SERVICE CORP INTL COM 817565104 4435 610887 SH DEFINED 19,23,24 489182 0 121704 SERVICE CORP INTL COM 817565104 514 70797 SH DEFINED 23,39 70797 0 0 SERVICE CORP INTL COM 817565104 2392 329439 SH DEFINED 23,41 165537 0 163902 SERVICE CORP INTL COM 817565104 559 77000 SH DEFINED 3,29,36,40,42 77000 0 0 SERVICEMASTER CO COM 81760N109 105 8500 SH DEFINED 4,9,11,14,16,28 8500 0 0 SERVICEMASTER CO COM 81760N109 21300 1728898 SH DEFINED 19,23,24 1673575 0 55323 SERVICEMASTER CO COM 81760N109 1725 140000 SH DEFINED 19,21,23,25,26 140000 0 0 SERVICEMASTER CO COM 81760N109 4334 351799 SH DEFINED 23,39 351799 0 0 7-ELEVEN INC COM NEW 817826209 231 12910 SH DEFINED 8,9,28 12910 0 0 7-ELEVEN INC COM NEW 817826209 522 29200 SH DEFINED 4,9,11,14,16,28 29200 0 0 7-ELEVEN INC COM NEW 817826209 207 11559 SH DEFINED 19,23,24 6559 0 5000 7-ELEVEN INC COM NEW 817826209 1572 87930 SH DEFINED 19,23,37 87930 0 0 7-ELEVEN INC COM NEW 817826209 2251 125910 SH DEFINED 23,39 125910 0 0 SHARPER IMAGE CORP COM 820013100 12 395 SH DEFINED 4,9,11,14,16,28 395 0 0 SHARPER IMAGE CORP COM 820013100 550 17821 SH DEFINED 19,23,24 15781 0 2040 SHARPER IMAGE CORP COM 820013100 3136 101530 SH DEFINED 23,39 101530 0 0 SHARPER IMAGE CORP COM 820013100 4605 149073 SH DEFINED 23,41 131433 0 17640 SHAW COMMUNICATIONS IN CL B CONV 82028K200 670 40479 SH DEFINED 19,23,24 39979 0 500 SHAW COMMUNICATIONS IN CL B CONV 82028K200 22700 1370800 SH DEFINED 23,39 1370800 0 0 SHAW GROUP INC COM 820280105 53 5245 SH DEFINED 4,9,11,14,16,28 5245 0 0 SHAW GROUP INC COM 820280105 9933 990328 SH DEFINED 19,23,24 959371 0 30957 SHAW GROUP INC COM 820280105 1108 110500 SH DEFINED 19,23,37 110500 0 0 SHAW GROUP INC COM 820280105 21654 2158900 SH DEFINED 23,39 2158900 0 0 SHELL TRANS & TRADING ADR NY SHS N 822703609 315 7075 SH DEFINED 4,9,11,14,16,28 7075 0 0 SHELL TRANS & TRADING ADR NY SHS N 822703609 10910 245065 SH DEFINED 19,23,24 178068 0 66996 SHELL TRANS & TRADING ADR NY SHS N 822703609 1395 31344 SH OTHER 19,23,37 0 31344 0 SHERWIN WILLIAMS CO COM 824348106 247 6000 SH DEFINED 4,9,11,14,16,28 6000 0 0 SHERWIN WILLIAMS CO COM 824348106 3993 96949 SH DEFINED 19,23,24 78467 0 18481 SHERWIN WILLIAMS CO COM 824348106 2091 50758 SH DEFINED 23,39 50758 0 0 SHINHAN FINL GROUP CO SPN ADR REST 824596100 2442 81437 SH DEFINED 18,19,23,25 0 0 81437 SHINHAN FINL GROUP CO SPN ADR REST 824596100 13 430 SH DEFINED 19,23,24 400 0 30 SHIRE PHARMACEUTICALS SPONSORED AD 82481R106 22 837 SH DEFINED 6,9,11,28 0 0 837 SHIRE PHARMACEUTICALS SPONSORED AD 82481R106 1934 72066 SH DEFINED 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TANOX INC COM 87588Q109 43 2351 SH DEFINED 19,23,24 2351 0 0 TANOX INC COM 87588Q109 1606 87927 SH DEFINED 23,39 87927 0 0 TANOX INC COM 87588Q109 434 23794 SH DEFINED 23,41 23794 0 0 TARGET CORP COM 87612E106 8986 212689 SH DEFINED 6,9,11,28 0 0 212689 TARGET CORP COM 87612E106 17298 409412 SH DEFINED 7,8,9,28 1340 396692 11380 TARGET CORP COM 87612E106 13779 326142 SH DEFINED 8,9,28 197509 0 128633 TARGET CORP COM 87612E106 894 21162 SH DEFINED 9,11,28 19862 0 1300 TARGET CORP COM 87612E106 27377 647974 SH DEFINED 4,9,11,14,16,28 647974 0 0 TARGET CORP COM 87612E106 22490 532311 SH DEFINED 18,19,23,25 175093 0 357218 TARGET CORP COM 87612E106 61371 1452569 SH DEFINED 19,23 1452569 0 0 TARGET CORP COM 87612E106 163067 3859571 SH DEFINED 19,23,24 1344266 0 2515304 TARGET CORP COM 87612E106 287 6800 SH CALL DEFINED 19,23,24 5800 0 1000 TARGET CORP COM 87612E106 423 10000 SH PUT DEFINED 19,23,24 10000 0 0 TARGET CORP COM 87612E106 338 7991 SH DEFINED 19,21,23,25,26 7991 0 0 TARGET CORP COM 87612E106 101281 2397195 SH DEFINED 19,23,37 2397195 0 0 TARGET CORP COM 87612E106 135536 3207949 SH DEFINED 23,39 3207949 0 0 TARGET CORP COM 87612E106 5383 127413 SH DEFINED 23,41 127413 0 0 TARGET CORP COM 87612E106 4138 97933 SH DEFINED 3,29,36,40,42 97933 0 0 TASER INTL INC COM 87651B104 5 122 SH DEFINED 4,9,11,14,16,28 122 0 0 TASER INTL INC COM 87651B104 5217 119373 SH DEFINED 19,23,24 114422 0 4951 TASER INTL INC COM 87651B104 4 100 SH CALL DEFINED 19,23,24 100 0 0 TASTY BAKING CO COM 876553306 153 16277 SH DEFINED 19,23,24 6025 0 10251 TAUBMAN CTRS INC COM 876664103 10 441 SH DEFINED 4,9,11,14,16,28 441 0 0 TAUBMAN CTRS INC COM 876664103 536 23319 SH DEFINED 19,23,24 20162 0 3157 TECH DATA CORP SDCV 2.000% 878237AC0 4758 4800000 PRN DEFINED 19,23,24 4800000 0 0 TECH DATA CORP SDCV 2.000% 878237AC0 9913 10000000 PRN DEFINED 31,45 0 0 10000000 TECH DATA CORP COM 878237106 44 1156 SH DEFINED 4,9,11,14,16,28 1156 0 0 TECH DATA CORP COM 878237106 6935 181837 SH DEFINED 19,23,24 166746 0 15091 TECH DATA CORP COM 878237106 3520 92300 SH DEFINED 23,39 92300 0 0 TECHE HLDG CO COM 878330109 1075 28100 SH DEFINED 19,23,24 27800 0 300 TECHNE CORP COM 878377100 7 160 SH DEFINED 8,9,28 0 0 160 TECHNE CORP COM 878377100 3102 71946 SH DEFINED 19,23,24 59605 0 12341 TECHNE CORP COM 878377100 337 7813 SH OTHER 19,23,37 0 7813 0 TECHNE CORP COM 878377100 1667 38664 SH DEFINED 23,39 38664 0 0 TECHNE CORP COM 878377100 3746 86887 SH DEFINED 23,41 86887 0 0 TECHNIP NEW SPONSORED AD 878546209 88 2589 SH DEFINED 4,9,11,14,16,28 2589 0 0 TECHNIP NEW SPONSORED AD 878546209 8 242 SH DEFINED 19,23,24 55 0 187 TECHNIP NEW SPONSORED AD 878546209 2572 75376 SH DEFINED 19,21,23,25,26 75376 0 0 TECHNITROL INC COM 878555101 16 740 SH DEFINED 8,9,28 0 0 740 TECHNITROL INC COM 878555101 14 670 SH DEFINED 4,9,11,14,16,28 670 0 0 TECHNITROL INC COM 878555101 1359 63558 SH DEFINED 19,23,24 63279 0 279 TECHNITROL INC COM 878555101 449 21014 SH OTHER 19,23,37 0 21014 0 TECHNITROL INC COM 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16230 SH DEFINED 19,23,24 16230 0 0 TELEFONICA S A SPONSORED AD 879382208 29 659 SH DEFINED 6,9,11,28 0 0 659 TELEFONICA S A SPONSORED AD 879382208 11332 254891 SH DEFINED 7,8,9,28 254891 0 0 TELEFONICA S A SPONSORED AD 879382208 8395 188828 SH DEFINED 4,9,11,14,16,28 188828 0 0 TELEFONICA S A SPONSORED AD 879382208 28849 648875 SH DEFINED 19,23,24 52499 0 596375 TELEFONICA S A SPONSORED AD 879382208 374 8403 SH OTHER 19,23,37 0 8403 0 TELEFONICA S A SPONSORED AD 879382208 454 10206 SH DEFINED 23,39 10206 0 0 TELEFONOS DE MEXICO S SPON ADR ORD 879403780 548 16590 SH DEFINED 7,8,9,28 16590 0 0 TELEFONOS DE MEXICO S SPON ADR ORD 879403780 1276 38600 SH DEFINED 8,9,28 38600 0 0 TELEFONOS DE MEXICO S SPON ADR ORD 879403780 2612 79005 SH DEFINED 4,9,11,14,16,28 79005 0 0 TELEFONOS DE MEXICO S SPON ADR ORD 879403780 24847 751584 SH DEFINED 18,19,23,25 321101 0 430483 TELEFONOS DE MEXICO S SPON ADR ORD 879403780 3 100 SH CALL DEFINED 19,23,24 100 0 0 TELEFONOS DE MEXICO S SPON ADR ORD 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SH DEFINED 23,39 92200 0 0 TELIK INC COM 87959M109 1039 44126 SH DEFINED 23,41 44126 0 0 TELLABS INC COM 879664100 19 2209 SH DEFINED 4,9,11,14,16,28 2209 0 0 TELLABS INC COM 879664100 30 3560 SH DEFINED 18,19,23,25 3560 0 0 TELLABS INC COM 879664100 7287 852252 SH DEFINED 19,23,24 706523 0 145729 TELLABS INC COM 879664100 282 33006 SH DEFINED 19,21,23,25,26 33006 0 0 TELLABS INC COM 879664100 6388 747087 SH DEFINED 23,39 747087 0 0 TELLABS INC COM 879664100 188 22000 SH DEFINED 3,29,36,40,42 22000 0 0 TELSTRA CORP LTD SPON ADR FIN 87969N204 196 11090 SH DEFINED 4,9,11,14,16,28 11090 0 0 TELSTRA CORP LTD SPON ADR FIN 87969N204 1183 66804 SH DEFINED 19,23,24 52919 0 13885 TELULAR CORP COM NEW 87970T208 242 33670 SH DEFINED 19,23,24 33450 0 220 TEMPLE INLAND INC COM 879868107 7662 113350 SH DEFINED 4,9,11,14,16,28 113350 0 0 TEMPLE INLAND INC COM 879868107 5622 83166 SH DEFINED 19,23,24 59813 0 23352 TEMPLE INLAND INC COM 879868107 788 11654 SH DEFINED 23,39 11654 0 0 TEMPLE INLAND INC COM 879868107 4168 61656 SH DEFINED 23,41 32555 0 29101 TELETECH HOLDINGS INC COM 879939106 2 231 SH DEFINED 4,9,11,14,16,28 231 0 0 TELETECH HOLDINGS INC COM 879939106 231 27089 SH DEFINED 19,23,24 26539 0 550 TEMPLETON DRAGON FD IN COM 88018T101 3409 237736 SH DEFINED 19,23,24 175962 0 61773 TEMPLETON EMERGING MKT COM 880191101 72 5868 SH DEFINED 4,9,11,14,16,28 5868 0 0 TEMPLETON EMERGING MKT COM 880191101 994 80929 SH DEFINED 19,23,24 61629 0 19300 TEMPLETON EMERG MKTS I COM 880192109 500 43000 SH DEFINED 4,9,11,14,16,28 43000 0 0 TEMPLETON EMERG MKTS I COM 880192109 7633 656881 SH DEFINED 19,23,24 488195 0 168685 TEMPLETON GLOBAL INCOM COM 880198106 18 2239 SH DEFINED 4,9,11,14,16,28 2239 0 0 TEMPLETON GLOBAL INCOM COM 880198106 10558 1329716 SH DEFINED 19,23,24 987272 0 342443 TEMPLETON RUS AND EAST COM 88022F105 1055 30164 SH DEFINED 19,23,24 15629 0 14535 TEMPUR PEDIC INTL INC COM 88023U101 21 1450 SH DEFINED 19,23,24 1450 0 0 TEMPUR PEDIC INTL INC COM 88023U101 285 19700 SH DEFINED 19,23,37 19700 0 0 TEMPUR PEDIC INTL INC COM 88023U101 129 8900 SH DEFINED 38 0 8900 0 TENARIS S A SPONSORED AD 88031M109 5621 167452 SH DEFINED 7,8,9,28 167452 0 0 TENARIS S A SPONSORED AD 88031M109 4 108 SH DEFINED 4,9,11,14,16,28 108 0 0 TENARIS S A SPONSORED AD 88031M109 524 15615 SH DEFINED 19,23,24 12832 0 2783 TENET HEALTHCARE CORP COM 88033G100 532 40899 SH DEFINED 4,9,11,14,16,28 40899 0 0 TENET HEALTHCARE CORP COM 88033G100 17 1308 SH DEFINED 18,19,23,25 1308 0 0 TENET HEALTHCARE CORP COM 88033G100 11464 881808 SH DEFINED 19,23,24 664520 0 217288 TENET HEALTHCARE CORP COM 88033G100 57 4400 SH CALL DEFINED 19,23,24 4400 0 0 TENET HEALTHCARE CORP COM 88033G100 6002 461700 SH PUT DEFINED 19,23,24 461700 0 0 TENET HEALTHCARE CORP COM 88033G100 2 175 SH DEFINED 19,23,37 175 0 0 TENET HEALTHCARE CORP COM 88033G100 7863 604864 SH DEFINED 23,39 604864 0 0 TENET HEALTHCARE CORP COM 88033G100 2053 157950 SH DEFINED 3,29,36,40,42 157950 0 0 TENNANT CO COM 880345103 244 5900 SH DEFINED 19,23,24 5900 0 0 TENNECO AUTOMOTIVE INC COM 880349105 17 1307 SH DEFINED 4,9,11,14,16,28 1307 0 0 TENNECO AUTOMOTIVE INC COM 880349105 168 13007 SH DEFINED 19,23,24 10842 0 2165 TERADYNE INC SDCV 3.750% 880770AD4 104 100000 PRN DEFINED 19,23,24 100000 0 0 TERADYNE INC COM 880770102 84 3930 SH DEFINED 9,28 3930 0 0 TERADYNE INC COM 880770102 316 14868 SH DEFINED 4,9,11,14,16,28 14868 0 0 TERADYNE INC COM 880770102 6303 296183 SH DEFINED 19,23,24 270214 0 25969 TERADYNE INC COM 880770102 209 9839 SH OTHER 19,23,37 0 9839 0 TERADYNE INC COM 880770102 65652 3085144 SH DEFINED 23,39 3085144 0 0 TERADYNE INC COM 880770102 246 11550 SH DEFINED 23,41 11550 0 0 TERADYNE INC COM 880770102 247 11625 SH DEFINED 3,29,36,40,42 11625 0 0 TERAYON COMMUNICATION COM 880775101 61 27862 SH DEFINED 19,23,24 22388 0 5474 TEREX CORP NEW COM 880779103 77 2242 SH DEFINED 4,9,11,14,16,28 2242 0 0 TEREX CORP NEW COM 880779103 11322 329022 SH DEFINED 19,23,24 265767 0 63255 TEREX CORP NEW COM 880779103 813 23624 SH DEFINED 23,39 23624 0 0 TEREX CORP NEW COM 880779103 221 6412 SH DEFINED 23,41 6412 0 0 TERRA INDS INC COM 880915103 13 2335 SH DEFINED 4,9,11,14,16,28 2335 0 0 TERRA INDS INC COM 880915103 85 14986 SH DEFINED 19,23,24 13483 0 1503 TERREMARK WORLDWIDE IN COM 881448104 222 281200 SH DEFINED 19,23,24 5000 0 276200 TESCO CORP COM 88157K101 87 10694 SH DEFINED 19,23,24 64 0 10630 TESORO PETE CORP COM 881609101 10 350 SH DEFINED 4,9,11,14,16,28 350 0 0 TESORO PETE CORP COM 881609101 3146 113301 SH DEFINED 19,23,24 91768 0 21533 TESORO PETE CORP COM 881609101 2083 75000 SH CALL DEFINED 19,23,24 75000 0 0 TESORO PETE CORP COM 881609101 3152 113493 SH DEFINED 23,39 113493 0 0 TESORO PETE CORP COM 881609101 855 30778 SH DEFINED 23,41 30778 0 0 TETRA TECHNOLOGIES INC COM 88162F105 995 37504 SH DEFINED 19,23,24 37504 0 0 TETRA TECH INC NEW COM 88162G103 4 262 SH DEFINED 8,9,28 0 0 262 TETRA TECH INC NEW COM 88162G103 8 526 SH DEFINED 4,9,11,14,16,28 526 0 0 TETRA TECH INC NEW COM 88162G103 1142 71175 SH DEFINED 19,23,24 69414 0 1761 TETRA TECH INC NEW COM 88162G103 1233 76851 SH DEFINED 23,41 38599 0 38252 TEVA PHARMACEUTICAL IN ADR 881624209 106 3180 SH DEFINED 6,9,11,28 0 0 3180 TEVA PHARMACEUTICAL IN ADR 881624209 801 24000 SH DEFINED 8,9,28 0 0 24000 TEVA PHARMACEUTICAL IN ADR 881624209 3430 102797 SH DEFINED 4,9,11,14,16,28 102797 0 0 TEVA PHARMACEUTICAL IN ADR 881624209 32165 963903 SH DEFINED 18,19,23,25 344078 0 619825 TEVA PHARMACEUTICAL IN ADR 881624209 56716 1699620 SH DEFINED 19,23,24 476622 0 1222997 TEVA PHARMACEUTICAL IN ADR 881624209 267 8000 SH DEFINED 19,21,23,25,26 8000 0 0 TEVA PHARMACEUTICAL IN ADR 881624209 33455 1002558 SH OTHER 19,23,37 990878 11680 0 TEVA PHARMACEUTICAL IN ADR 881624209 401 12010 SH DEFINED 38 0 12010 0 TEVA PHARMACEUTICAL IN ADR 881624209 78185 2342966 SH DEFINED 23,39 2342966 0 0 TEVA PHARMACEUTICAL IN ADR 881624209 1148 34400 SH DEFINED 3,29,36,40,42 34400 0 0 TEVA PHARMACEUTICALS F DBCV 0.375% 88164MAB4 29 18000 PRN DEFINED 4,9,11,14,16,28 18000 0 0 TEVA PHARMACEUTICALS F DBCV 0.375% 88164MAB4 39 24000 PRN DEFINED 19,23,24 10000 0 14000 TEVA PHARMACEUTICAL FI DBCV 0.250% 88164RAB3 308 287000 PRN DEFINED 4,9,11,14,16,28 287000 0 0 TEVA PHARMACEUTICAL FI DBCV 0.250% 88164RAB3 26 24000 PRN DEFINED 19,23,24 17000 0 7000 TEVA PHARMACEUTICAL FI DBCV 0.250% 88164RAB3 9127 8500000 PRN DEFINED 19,23,37 8500000 0 0 TEVA PHARMACEUTICAL FI DBCV 0.250% 88164RAB3 3758 3500000 PRN DEFINED 23,39 3500000 0 0 TEXAS CAPITAL BANCSHAR COM 88224Q107 1 55 SH DEFINED 19,23,24 55 0 0 TEXAS CAPITAL BANCSHAR COM 88224Q107 764 46300 SH DEFINED 19,23,37 46300 0 0 TEXAS GENCO HLDGS INC COM 882443104 4 81 SH DEFINED 4,9,11,14,16,28 81 0 0 TEXAS GENCO HLDGS INC COM 882443104 14341 319261 SH DEFINED 19,23,24 306021 0 13240 TEXAS GENCO HLDGS INC COM 882443104 1597 35555 SH DEFINED 23,41 17866 0 17689 TEXAS INSTRS INC COM 882508104 290 12333 SH DEFINED 6,9,11,28 0 0 12333 TEXAS INSTRS INC COM 882508104 39048 1658812 SH DEFINED 8,9,28 1631812 0 27000 TEXAS INSTRS INC COM 882508104 1177 50000 SH CALL DEFINED 8,9,28 50000 0 0 TEXAS INSTRS INC COM 882508104 7651 325000 SH PUT DEFINED 8,9,28 325000 0 0 TEXAS INSTRS INC COM 882508104 50330 2138078 SH DEFINED 4,9,11,14,16,28 2138078 0 0 TEXAS INSTRS INC COM 882508104 405 17198 SH DEFINED 18,19,23,25 884 0 16314 TEXAS INSTRS INC COM 882508104 595 25259 SH DEFINED 5,7-9,12,20,22,28,32 25259 0 0 TEXAS INSTRS INC COM 882508104 941156 39981147 SH DEFINED 19,23,24 4379921 0 35601226 TEXAS INSTRS INC COM 882508104 520 22100 SH CALL DEFINED 19,23,24 15100 0 7000 TEXAS INSTRS INC COM 882508104 275 11700 SH PUT DEFINED 19,23,24 11700 0 0 TEXAS INSTRS INC COM 882508104 155 6602 SH DEFINED 19,21,23,25,26 6602 0 0 TEXAS INSTRS INC COM 882508104 7704 327280 SH OTHER 19,23,37 225960 101320 0 TEXAS INSTRS INC COM 882508104 303348 12886512 SH DEFINED 23,39 12886512 0 0 TEXAS INSTRS INC COM 882508104 3158 134153 SH DEFINED 23,41 134153 0 0 TEXAS INSTRS INC COM 882508104 24876 1056769 SH DEFINED 3,29,36,40,42 1056769 0 0 TEXAS REGL BANCSHARES CL A VTG 882673106 41 885 SH DEFINED 4,9,11,14,16,28 885 0 0 TEXAS REGL BANCSHARES CL A VTG 882673106 74 1621 SH DEFINED 19,23,24 110 0 1511 TEXAS REGL BANCSHARES CL A VTG 882673106 1213 26444 SH DEFINED 23,41 26444 0 0 THAI FD INC COM 882904105 271 32226 SH DEFINED 19,23,24 24397 0 7829 THAI CAP FD INC COM NEW 882905201 84 11555 SH DEFINED 19,23,24 5005 0 6550 TEXTRON INC COM 883203101 280 4800 SH DEFINED 9,28 4800 0 0 TEXTRON INC COM 883203101 2127 36399 SH DEFINED 4,9,11,14,16,28 36399 0 0 TEXTRON INC COM 883203101 6760 115694 SH DEFINED 19,23,24 99746 0 15948 TEXTRON INC COM 883203101 543 9300 SH DEFINED 19,21,23,25,26 9300 0 0 TEXTRON INC COM 883203101 2021 34586 SH DEFINED 23,39 34586 0 0 TEXTRON INC COM 883203101 1519 26000 SH DEFINED 3,29,36,40,42 26000 0 0 THERAGENICS CORP COM 883375107 105 23228 SH DEFINED 19,23,24 22728 0 500 THERAGENICS CORP COM 883375107 264 58342 SH DEFINED 23,39 58342 0 0 THERAGENICS CORP COM 883375107 72 15790 SH DEFINED 23,41 15790 0 0 THERMO ELECTRON CORP SDCV 3.250% 883556AJ1 14 15000 PRN DEFINED 19,23,24 15000 0 0 THERMO ELECTRON CORP COM 883556102 697 23115 SH DEFINED 4,9,11,14,16,28 23115 0 0 THERMO ELECTRON CORP COM 883556102 5947 197119 SH DEFINED 19,23,24 34393 0 162726 THERMO ELECTRON CORP COM 883556102 552 18300 SH DEFINED 38 0 18300 0 THERMO ELECTRON CORP COM 883556102 23053 764117 SH DEFINED 23,39 764117 0 0 THERMO ELECTRON CORP COM 883556102 51 1677 SH DEFINED 23,41 1677 0 0 THERMO ELECTRON CORP COM 883556102 1553 51460 SH DEFINED 3,29,36,40,42 51460 0 0 THERMOGENESIS CORP COM NEW 883623209 137 28585 SH DEFINED 19,23,24 11891 0 16694 THOMAS & BETTS CORP COM 884315102 11 400 SH DEFINED 4,9,11,14,16,28 400 0 0 THOMAS & BETTS CORP COM 884315102 703 26450 SH DEFINED 19,23,24 20775 0 5675 THOMAS & BETTS CORP COM 884315102 516 19438 SH OTHER 19,23,37 0 19438 0 THOMAS & BETTS CORP COM 884315102 280 10546 SH DEFINED 23,39 10546 0 0 THOMAS & BETTS CORP COM 884315102 1545 58176 SH DEFINED 23,41 58176 0 0 THOMAS & BETTS CORP COM 884315102 415 15618 SH DEFINED 3,29,36,40,42 15618 0 0 THOMAS INDS INC COM 884425109 290 8784 SH DEFINED 19,23,24 7464 0 1320 THOMAS INDS INC COM 884425109 2456 74400 SH DEFINED 23,39 74400 0 0 THOMSON CORP COM 884903105 33 1000 SH DEFINED 7,8,9,28 1000 0 0 THOMSON CORP COM 884903105 5428 165500 SH CALL DEFINED 7,8,9,28 165500 0 0 THOMSON CORP COM 884903105 23 700 SH DEFINED 19,23,24 700 0 0 THOR INDS INC COM 885160101 12 364 SH DEFINED 4,9,11,14,16,28 364 0 0 THOR INDS INC COM 885160101 2046 62985 SH DEFINED 19,23,24 57664 0 5321 THOR INDS INC COM 885160101 1367 42100 SH DEFINED 23,39 42100 0 0 THOR INDS INC COM 885160101 536 16498 SH DEFINED 23,41 16498 0 0 THOR INDS INC COM 885160101 1142 35148 SH DEFINED 3,29,36,40,42 35148 0 0 THORATEC CORP COM NEW 885175307 57 5295 SH DEFINED 4,9,11,14,16,28 5295 0 0 THORATEC CORP COM NEW 885175307 2195 204725 SH DEFINED 19,23,24 178875 0 25850 THORATEC CORP COM NEW 885175307 904 84370 SH DEFINED 23,39 84370 0 0 THORATEC CORP COM NEW 885175307 1199 111826 SH DEFINED 23,41 67442 0 44384 THORATEC CORP COM NEW 885175307 1086 101300 SH DEFINED 3,29,36,40,42 101300 0 0 THORNBURG MTG INC COM 885218107 2368 88049 SH DEFINED 19,23,24 52906 0 35143 3COM CORP COM 885535104 165 27315 SH DEFINED 4,9,11,14,16,28 27315 0 0 3COM CORP COM 885535104 44678 7396980 SH DEFINED 19,23,24 2280038 0 5116942 3COM CORP COM 885535104 38197 6323955 SH DEFINED 19,23,37 6323955 0 0 3COM CORP COM 885535104 83354 13800412 SH DEFINED 23,39 13800412 0 0 3COM CORP COM 885535104 161 26736 SH DEFINED 23,41 26736 0 0 3COM CORP COM 885535104 345 57075 SH DEFINED 3,29,36,40,42 57075 0 0 THREE FIVE SYS INC COM 88554L108 10 2049 SH DEFINED 4,9,11,14,16,28 2049 0 0 THREE FIVE SYS INC COM 88554L108 886 178563 SH DEFINED 19,23,24 129229 0 49334 3M CO NOTE 88579YAB7 55 59000 PRN DEFINED 4,9,11,14,16,28 59000 0 0 3M CO NOTE 88579YAB7 5611 6050000 PRN DEFINED 19,23,24 6031000 0 19000 3M CO COM 88579Y101 787 8921 SH DEFINED 6,9,11,28 0 0 8921 3M CO COM 88579Y101 520 5894 SH DEFINED 7,8,9,28 5894 0 0 3M CO COM 88579Y101 2909 32990 SH DEFINED 8,9,28 32990 0 0 3M CO COM 88579Y101 1852 21000 SH CALL DEFINED 8,9,28 21000 0 0 3M CO COM 88579Y101 59134 670677 SH DEFINED 4,9,11,14,16,28 670677 0 0 3M CO COM 88579Y101 77 874 SH DEFINED 18,19,23,25 874 0 0 3M CO COM 88579Y101 317702 3603285 SH DEFINED 19,23,24 966608 0 2636676 3M CO COM 88579Y101 14998 170100 SH CALL DEFINED 19,23,24 169100 0 1000 3M CO COM 88579Y101 14081 159700 SH PUT DEFINED 19,23,24 159700 0 0 3M CO COM 88579Y101 2 25 SH DEFINED 19,23,37 25 0 0 3M CO COM 88579Y101 235528 2671293 SH DEFINED 23,39 2671293 0 0 3M CO COM 88579Y101 982 11134 SH DEFINED 23,41 11134 0 0 3M CO COM 88579Y101 16594 188209 SH DEFINED 3,29,36,40,42 188209 0 0 TIBCO SOFTWARE INC COM 88632Q103 682 85822 SH DEFINED 8,9,28 83837 0 1985 TIBCO SOFTWARE INC COM 88632Q103 267 33600 SH DEFINED 9,28 33600 0 0 TIBCO SOFTWARE INC COM 88632Q103 1697 213420 SH DEFINED 4,9,11,14,16,28 213420 0 0 TIBCO SOFTWARE INC COM 88632Q103 641 80589 SH DEFINED 19,23,24 77234 0 3355 TIBCO SOFTWARE INC COM 88632Q103 4539 570930 SH DEFINED 19,23,37 570930 0 0 TIBCO SOFTWARE INC COM 88632Q103 100 12600 SH DEFINED 38 0 12600 0 TIBCO SOFTWARE INC COM 88632Q103 6919 870267 SH DEFINED 23,39 870267 0 0 TIBCO SOFTWARE INC COM 88632Q103 2302 289542 SH DEFINED 23,41 246557 0 42985 TIDEWATER INC COM 886423102 12 415 SH DEFINED 4,9,11,14,16,28 415 0 0 TIDEWATER INC COM 886423102 4678 157458 SH DEFINED 19,23,24 130865 0 26592 TIDEWATER INC COM 886423102 30 1000 SH CALL DEFINED 19,23,24 0 0 1000 TIDEWATER INC COM 886423102 71 2400 SH DEFINED 38 0 2400 0 TIDEWATER INC COM 886423102 802 27000 SH DEFINED 23,39 27000 0 0 TIDEWATER INC COM 886423102 2210 74399 SH DEFINED 23,41 39905 0 34494 TIDEWATER INC COM 886423102 318 10713 SH DEFINED 3,29,36,40,42 10713 0 0 TIERONE CORP COM 88650R108 46 2210 SH DEFINED 19,23,24 1118 0 1092 TIERONE CORP COM 88650R108 1521 72617 SH 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52770 3031000 SH CALL DEFINED 8,9,28 3031000 0 0 TIME WARNER INC COM 887317105 122599 7041900 SH PUT DEFINED 8,9,28 7041900 0 0 TIME WARNER INC COM 887317105 38609 2217654 SH DEFINED 4,9,11,14,16,28 2217654 0 0 TIME WARNER INC COM 887317105 67 3840 SH DEFINED 18,19,23,25 3840 0 0 TIME WARNER INC COM 887317105 20628 1184822 SH DEFINED 5,7-9,12,20,22,28,32 1184822 0 0 TIME WARNER INC COM 887317105 1156747 66441521 SH DEFINED 19,23,24 15126669 0 51314852 TIME WARNER INC COM 887317105 12131 696800 SH CALL DEFINED 19,23,24 547100 0 149700 TIME WARNER INC COM 887317105 68339 3925300 SH PUT DEFINED 19,23,24 3925300 0 0 TIME WARNER INC COM 887317105 2276 130711 SH DEFINED 19,21,23,25,26 130711 0 0 TIME WARNER INC COM 887317105 609 35000 SH CALL DEFINED 19,21,23,25,26 35000 0 0 TIME WARNER INC COM 887317105 67912 3900761 SH OTHER 19,23,37 3776898 123863 0 TIME WARNER INC COM 887317105 873983 50200051 SH DEFINED 23,39 50200051 0 0 TIME WARNER INC COM 887317105 1860 106815 SH DEFINED 23,41 106815 0 0 TIME WARNER INC COM 887317105 2093 120234 SH DEFINED 3,29,36,40,42 120234 0 0 TIME WARNER TELECOM IN CL A 887319101 3 744 SH DEFINED 4,9,11,14,16,28 744 0 0 TIME WARNER TELECOM IN CL A 887319101 363 88209 SH DEFINED 19,23,24 86870 0 1339 TIME WARNER TELECOM IN CL A 887319101 566 137686 SH DEFINED 23,39 137686 0 0 TIME WARNER TELECOM IN CL A 887319101 153 37254 SH DEFINED 23,41 37254 0 0 TIMKEN CO COM 887389104 115 4500 SH DEFINED 9,28 4500 0 0 TIMKEN CO COM 887389104 473 18464 SH DEFINED 4,9,11,14,16,28 18464 0 0 TIMKEN CO COM 887389104 9232 360639 SH DEFINED 19,23,24 258446 0 102193 TIMKEN CO COM 887389104 6915 270100 SH DEFINED 23,39 270100 0 0 TIMKEN CO COM 887389104 1848 72185 SH DEFINED 23,41 36272 0 35913 TITAN CORP COM 888266103 485 36984 SH DEFINED 19,23,24 29800 0 7184 TITAN CORP COM 888266103 1967 150000 SH CALL DEFINED 19,23,24 150000 0 0 TITAN CORP COM 888266103 656 50000 SH PUT DEFINED 19,23,24 50000 0 0 TIVO INC COM 888706108 701 99669 SH DEFINED 19,23,24 91719 0 7950 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950 SH DEFINED 4,9,11,14,16,28 950 0 0 TOO INC COM 890333107 113 6802 SH DEFINED 19,23,24 6260 0 542 TOO INC COM 890333107 312 18790 SH DEFINED 23,39 18790 0 0 TOO INC COM 890333107 85 5115 SH DEFINED 23,41 5115 0 0 TOOTSIE ROLL INDS INC COM 890516107 118 3624 SH DEFINED 4,9,11,14,16,28 3624 0 0 TOOTSIE ROLL INDS INC COM 890516107 540 16562 SH DEFINED 19,23,24 6337 0 10225 TOPPS INC COM 890786106 258 27552 SH DEFINED 19,23,24 27056 0 496 TORCH ENERGY ROYALTY T UNIT BEN INT 891013104 79 13335 SH DEFINED 19,23,24 11825 0 1510 TORCH OFFSHORE INC COM 891019101 28 11165 SH DEFINED 19,23,24 11165 0 0 TORCHMARK CORP COM 891027104 1422 26400 SH CALL DEFINED 8,9,28 26400 0 0 TORCHMARK CORP COM 891027104 279 5187 SH DEFINED 4,9,11,14,16,28 5187 0 0 TORCHMARK CORP COM 891027104 742 13782 SH DEFINED 19,23,24 11431 0 2351 TORCHMARK CORP COM 891027104 3646 67700 SH DEFINED 19,23,37 67700 0 0 TORCHMARK CORP COM 891027104 1227 22782 SH DEFINED 23,39 22782 0 0 TORO CO COM 891092108 8 120 SH DEFINED 4,9,11,14,16,28 120 0 0 TORO CO COM 891092108 2966 42382 SH DEFINED 19,23,24 32626 0 9756 TORO CO COM 891092108 2830 40443 SH DEFINED 23,39 40443 0 0 TORO CO COM 891092108 2113 30197 SH DEFINED 23,41 30197 0 0 TORONTO DOMINION BK ON COM NEW 891160509 531 16464 SH DEFINED 19,23,24 2642 0 13822 TOTAL ENTMT RESTAURANT COM 89150E100 437 32107 SH DEFINED 19,23,24 27805 0 4302 TOTAL S A SPONSORED AD 89151E109 184 1910 SH DEFINED 6,9,11,28 0 0 1910 TOTAL S A SPONSORED AD 89151E109 480 4983 SH DEFINED 7,8,9,28 4983 0 0 TOTAL S A SPONSORED AD 89151E109 14281 148326 SH DEFINED 4,9,11,14,16,28 148326 0 0 TOTAL S A SPONSORED AD 89151E109 88547 919683 SH DEFINED 19,23,24 130318 0 789365 TOTAL S A SPONSORED AD 89151E109 2542 26400 SH DEFINED 19,21,23,25,26 26400 0 0 TOTAL S A SPONSORED AD 89151E109 128391 1333522 SH OTHER 19,23,37 1327857 5665 0 TOTAL S A SPONSORED AD 89151E109 190856 1982300 SH DEFINED 23,39 1982300 0 0 TOTAL S A SPONSORED AD 89151E109 428 4450 SH DEFINED 3,29,36,40,42 4450 0 0 TOWER AUTOMOTIVE INC COM 891707101 21 6080 SH DEFINED 4,9,11,14,16,28 6080 0 0 TOWER AUTOMOTIVE INC COM 891707101 375 109236 SH DEFINED 19,23,24 102546 0 6690 TOWER AUTOMOTIVE INC COM 891707101 456 133070 SH DEFINED 23,39 133070 0 0 TOWER AUTOMOTIVE INC COM 891707101 1161 338592 SH DEFINED 23,41 188086 0 150506 TOTAL SYS SVCS INC COM 891906109 4 204 SH DEFINED 4,9,11,14,16,28 204 0 0 TOTAL SYS SVCS INC COM 891906109 1317 61100 SH DEFINED 19,23,24 30718 0 30382 TOWN & CTRY TR SH BEN INT 892081100 23 900 SH DEFINED 4,9,11,14,16,28 900 0 0 TOWN & CTRY TR SH BEN INT 892081100 199 7961 SH DEFINED 19,23,24 4102 0 3858 TOWN & CTRY TR SH BEN INT 892081100 1289 51468 SH DEFINED 23,41 51468 0 0 TOYOTA MOTOR CORP SP ADR REP2C 892331307 1107 13481 SH DEFINED 4,9,11,14,16,28 13481 0 0 TOYOTA MOTOR CORP SP ADR REP2C 892331307 13369 162797 SH DEFINED 19,23,24 125448 0 37349 TOYOTA MOTOR CORP SP ADR REP2C 892331307 526 6401 SH OTHER 19,23,37 0 6401 0 TOYS R US INC COM 892335100 850 52929 SH DEFINED 4,9,11,14,16,28 52929 0 0 TOYS R US INC COM 892335100 7390 460416 SH DEFINED 19,23,24 437118 0 23298 TOYS R US INC COM 892335100 562 35000 SH DEFINED 19,23,37 35000 0 0 TOYS R US INC COM 892335100 680 42372 SH DEFINED 23,39 42372 0 0 TOYS R US INC COM 892335100 1532 95429 SH DEFINED 23,41 95429 0 0 TOYS R US INC COM 892335100 411 25629 SH DEFINED 3,29,36,40,42 25629 0 0 TPG N V SPONSORED AD 892339102 45 2002 SH DEFINED 4,9,11,14,16,28 2002 0 0 TPG N V SPONSORED AD 892339102 759 33800 SH DEFINED 19,23,24 27370 0 6430 TRACTOR SUPPLY CO COM 892356106 38 930 SH DEFINED 4,9,11,14,16,28 930 0 0 TRACTOR SUPPLY CO COM 892356106 3012 73927 SH DEFINED 19,23,24 58370 0 15557 TRACTOR SUPPLY CO COM 892356106 4392 107800 SH DEFINED 23,39 107800 0 0 TRAFFIX INC COM 892721101 182 27660 SH DEFINED 19,23,24 23150 0 4510 TRAMMELL CROW CO COM 89288R106 1 100 SH DEFINED 19,23,24 100 0 0 TRAMMELL CROW CO COM 89288R106 1816 127739 SH DEFINED 23,39 127739 0 0 TRAMMELL CROW CO COM 89288R106 490 34433 SH DEFINED 23,41 34433 0 0 TRANSACT TECHNOLOGIES COM 892918103 10 322 SH DEFINED 4,9,11,14,16,28 322 0 0 TRANSACT TECHNOLOGIES COM 892918103 3453 107884 SH DEFINED 19,23,24 85304 0 22580 TRANS WORLD ENTMT CORP COM 89336Q100 141 14957 SH DEFINED 19,23,24 14957 0 0 TRANSACTION SYS ARCHIT CL A 893416107 80 3898 SH DEFINED 19,23,24 2993 0 905 TRANSACTION SYS ARCHIT CL A 893416107 382 18611 SH DEFINED 23,41 18611 0 0 TRANSACTION SYS ARCHIT CL A 893416107 814 39653 SH DEFINED 3,29,36,40,42 39653 0 0 TRANSATLANTIC HLDGS IN COM 893521104 68 821 SH DEFINED 4,9,11,14,16,28 821 0 0 TRANSATLANTIC HLDGS IN COM 893521104 44 528 SH DEFINED 19,23,24 431 0 97 TRANSATLANTIC HLDGS IN COM 893521104 622 7550 SH DEFINED 38 0 7550 0 TRANSCAT INC COM 893529107 43 14255 SH DEFINED 19,23,24 0 0 14255 TRANSCANADA CORP COM 89353D107 712 36500 SH DEFINED 4,9,11,14,16,28 36500 0 0 TRANSCANADA CORP COM 89353D107 875 44866 SH DEFINED 19,23,24 28978 0 15887 TRANSKARYOTIC THERAPIE NOTE 1.250% 893735AA8 4944 5000000 PRN DEFINED 19,23,37 5000000 0 0 TRANSKARYOTIC THERAPIE NOTE 1.250% 893735AA8 1978 2000000 PRN DEFINED 23,39 2000000 0 0 TRANSKARYOTIC THERAPIE NOTE 1.250% 893735AA8 989 1000000 PRN DEFINED 31,45 0 0 1000000 TRANSKARYOTIC THERAPIE COM 893735100 657 44100 SH DEFINED 8,9,28 44100 0 0 TRANSKARYOTIC THERAPIE COM 893735100 1453 97510 SH DEFINED 4,9,11,14,16,28 97510 0 0 TRANSKARYOTIC THERAPIE COM 893735100 3 178 SH DEFINED 19,23 178 0 0 TRANSKARYOTIC THERAPIE COM 893735100 155 10374 SH DEFINED 19,23,24 10295 0 79 TRANSKARYOTIC THERAPIE COM 893735100 4381 294010 SH DEFINED 19,23,37 294010 0 0 TRANSKARYOTIC THERAPIE COM 893735100 10995 737930 SH DEFINED 23,39 737930 0 0 TRANSKARYOTIC THERAPIE COM 893735100 1885 126510 SH DEFINED 23,41 63583 0 62927 TRANSMETA CORP DEL COM 89376R109 6 3000 SH DEFINED 4,9,11,14,16,28 3000 0 0 TRANSMETA CORP DEL COM 89376R109 94 46684 SH DEFINED 19,23,24 45384 0 1300 TRANSMETA CORP DEL COM 89376R109 1288 637422 SH DEFINED 23,41 637422 0 0 TRANSPORTADORA DE GAS SPON ADR B 893870204 2312 578066 SH DEFINED 7,8,9,28 578066 0 0 TRANSPORTADORA DE GAS SPON ADR B 893870204 4 900 SH DEFINED 19,23,24 900 0 0 TRANSCEND SERVICES INC COM NEW 893929208 47 14340 SH DEFINED 19,23,24 340 0 14000 TRANSMONTAIGNE INC COM 893934109 98 18550 SH DEFINED 19,23,24 13750 0 4800 TRANSMONTAIGNE INC COM 893934109 2918 551564 SH DEFINED 3,29,40 551564 0 0 TRANSWITCH CORP NOTE 4.500% 894065AB7 79 100000 PRN DEFINED 4,9,11,14,16,28 100000 0 0 TREDEGAR CORP COM 894650100 694 45504 SH DEFINED 19,23,24 43188 0 2316 TREX INC COM 89531P105 586 15681 SH DEFINED 19,23,24 8596 0 7085 TRI CONTL CORP COM 895436103 10 593 SH DEFINED 4,9,11,14,16,28 593 0 0 TRI CONTL CORP COM 895436103 4053 243140 SH DEFINED 19,23,24 198368 0 44772 TRIAD HOSPITALS INC COM 89579K109 93 2519 SH DEFINED 4,9,11,14,16,28 2519 0 0 TRIAD HOSPITALS INC COM 89579K109 22 592 SH DEFINED 18,19,23,25 592 0 0 TRIAD HOSPITALS INC COM 89579K109 2297 62276 SH DEFINED 19,23,24 40716 0 21560 TRIAD HOSPITALS INC COM 89579K109 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3185066 0 4978125 VIACOM INC CL B 925524308 30184 850000 SH DEFINED 19,21,23,25,26 850000 0 0 VIACOM INC CL B 925524308 88097 2480911 SH OTHER 19,23,37 2473044 7867 0 VIACOM INC CL B 925524308 1448 40775 SH DEFINED 38 0 40775 0 VIACOM INC CL B 925524308 440076 12393017 SH DEFINED 23,39 12393017 0 0 VIACOM INC CL B 925524308 5940 167289 SH DEFINED 23,41 167289 0 0 VIACOM INC CL B 925524308 4073 114709 SH DEFINED 3,29,36,40,42 114709 0 0 VIASYS HEALTHCARE INC COM NEW 92553Q209 4 180 SH DEFINED 8,9,28 0 0 180 VIASYS HEALTHCARE INC COM NEW 92553Q209 1393 68981 SH DEFINED 19,23,24 68345 0 636 VIASYS HEALTHCARE INC COM NEW 92553Q209 97 4792 SH DEFINED 23,39 4792 0 0 VICAL INC COM 925602104 88 15000 SH DEFINED 19,23,24 10350 0 4650 VICOR CORP COM 925815102 1 51 SH DEFINED 4,9,11,14,16,28 51 0 0 VICOR CORP COM 925815102 1371 75795 SH DEFINED 19,23,24 363 0 75432 VICOR CORP COM 925815102 422 23345 SH DEFINED 23,41 23345 0 0 VICURON PHARMACEUTICAL COM 926471103 4 305 SH DEFINED 4,9,11,14,16,28 305 0 0 VICURON PHARMACEUTICAL COM 926471103 316 25603 SH DEFINED 19,23,24 25445 0 158 VICURON PHARMACEUTICAL COM 926471103 3460 280621 SH DEFINED 23,39 280621 0 0 VICURON PHARMACEUTICAL COM 926471103 181 14683 SH DEFINED 23,41 14683 0 0 VIDESH SANCHAR NIGAM L SPON ADR NEW 92659G600 115 14985 SH DEFINED 4,9,11,14,16,28 14985 0 0 VIDESH SANCHAR NIGAM L SPON ADR NEW 92659G600 142 18491 SH DEFINED 19,23,24 15641 0 2850 VIGNETTE CORP COM 926734104 213 137340 SH DEFINED 19,23,24 94543 0 42797 VIGNETTE CORP COM 926734104 64 41526 SH DEFINED 23,39 41526 0 0 VIGNETTE CORP COM 926734104 581 374647 SH DEFINED 23,41 374647 0 0 VIISAGE TECHNOLOGY INC COM 92675K106 171 20575 SH DEFINED 19,23,24 13545 0 7030 VIISAGE TECHNOLOGY INC COM 92675K106 2 300 SH PUT DEFINED 19,23,24 300 0 0 VIISAGE TECHNOLOGY INC COM 92675K106 672 80787 SH DEFINED 23,39 80787 0 0 VIISAGE TECHNOLOGY INC COM 92675K106 927 111402 SH DEFINED 23,41 111402 0 0 VILLAGE SUPER MKT INC CL A NEW 927107409 430 13050 SH DEFINED 19,23,24 9950 0 3100 VINEYARD NATL BANCORP COM 927426106 237 5660 SH DEFINED 19,23,24 5660 0 0 VINTAGE PETE INC COM 927460105 457 27029 SH DEFINED 19,23,24 24329 0 2700 VINTAGE PETE INC COM 927460105 525 31052 SH OTHER 19,23,37 0 31052 0 VION PHARMACEUTICALS I COM 927624106 56 12845 SH DEFINED 19,23,24 5950 0 6895 VION PHARMACEUTICALS I COM 927624106 1426 326300 SH DEFINED 19,23,37 326300 0 0 VIROPHARMA INC NOTE 6.000% 928241AC2 73 95000 PRN DEFINED 19,23,24 95000 0 0 VISHAY INTERTECHNOLOGY COM 928298108 30 1717 SH DEFINED 4,9,11,14,16,28 1717 0 0 VISHAY INTERTECHNOLOGY COM 928298108 3950 225699 SH DEFINED 19,23,24 160718 0 64981 VISHAY INTERTECHNOLOGY COM 928298108 388 22195 SH OTHER 19,23,37 0 22195 0 VISHAY INTERTECHNOLOGY COM 928298108 17377 992988 SH DEFINED 23,39 992988 0 0 VISHAY INTERTECHNOLOGY COM 928298108 104 5919 SH DEFINED 23,41 5919 0 0 VISHAY INTERTECHNOLOGY COM 928298108 1971 112649 SH DEFINED 3,29,36,40,42 112649 0 0 VISHAY INTERTECHNOLOGY COM 928298108 616 35200 SH DEFINED 31,45 0 0 35200 VISTEON CORP COM 92839U107 136 12122 SH DEFINED 4,9,11,14,16,28 12122 0 0 VISTEON CORP COM 92839U107 570 50782 SH DEFINED 19,23,24 43675 0 7107 VISTEON CORP COM 92839U107 276 24601 SH DEFINED 23,39 24601 0 0 VISTACARE INC CL A 92839Y109 282 14775 SH DEFINED 19,23,24 13275 0 1500 VISX INC DEL COM 92844S105 2 85 SH DEFINED 4,9,11,14,16,28 85 0 0 VISX INC DEL COM 92844S105 629 24284 SH DEFINED 19,23,24 23266 0 1018 VISX INC DEL COM 92844S105 839 32400 SH CALL DEFINED 19,23,24 32400 0 0 VISX INC DEL COM 92844S105 1015 39207 SH DEFINED 23,39 39207 0 0 VISX INC DEL COM 92844S105 4295 165888 SH DEFINED 23,41 116670 0 49218 VITAL IMAGES INC COM 92846N104 615 48769 SH DEFINED 19,23,24 48769 0 0 VITRIA TECHNOLOGY COM NEW 92849Q401 26 8706 SH DEFINED 19,23,24 5181 0 3525 VITRIA TECHNOLOGY COM NEW 92849Q401 184 60519 SH DEFINED 23,39 60519 0 0 VITRIA TECHNOLOGY COM NEW 92849Q401 32 10403 SH DEFINED 23,41 10403 0 0 VITESSE SEMICONDUCTOR SDCV 4.000% 928497AB2 1527 1527000 PRN DEFINED 19,23,24 1527000 0 0 VITESSE SEMICONDUCTOR SDCV 4.000% 928497AB2 5500 5500000 PRN DEFINED 19,23,37 5500000 0 0 VITESSE SEMICONDUCTOR COM 928497106 4 880 SH DEFINED 8,9,28 0 0 880 VITESSE SEMICONDUCTOR COM 928497106 667 147936 SH DEFINED 19,23,24 83025 0 64911 VITESSE SEMICONDUCTOR COM 928497106 66 14694 SH DEFINED 23,39 14694 0 0 VITESSE SEMICONDUCTOR COM 928497106 721 159779 SH DEFINED 23,41 80279 0 79500 VIVENDI UNIVERSAL SPON ADR NEW 92851S204 233 8499 SH DEFINED 4,9,11,14,16,28 8499 0 0 VIVENDI UNIVERSAL SPON ADR NEW 92851S204 10070 366697 SH DEFINED 19,23,24 179148 0 187549 VIVENDI UNIVERSAL SPON ADR NEW 92851S204 1030 37500 SH DEFINED 23,39 37500 0 0 VIVUS INC COM 928551100 145 39846 SH DEFINED 19,23,24 38146 0 1700 VODAFONE GROUP PLC NEW SPONSORED AD 92857W100 28 1275 SH DEFINED 6,9,11,28 0 0 1275 VODAFONE GROUP PLC NEW SPONSORED AD 92857W100 418 19178 SH DEFINED 7,8,9,28 19178 0 0 VODAFONE GROUP PLC NEW SPONSORED AD 92857W100 272 12500 SH CALL DEFINED 8,9,28 12500 0 0 VODAFONE 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DEFINED 23,39 92254 0 0 W HLDG CO INC COM 929251106 715 41909 SH DEFINED 23,41 41909 0 0 WJ COMMUNICATIONS INC COM 929284107 50 15627 SH DEFINED 19,23,24 15327 0 300 WMX TECHNOLOGIES INC NOTE 2.000% 92929QAF4 2022 2095017 PRN DEFINED 19,23,24 2088017 0 7000 WMS INDS INC COM 929297109 1 45 SH DEFINED 4,9,11,14,16,28 45 0 0 WMS INDS INC COM 929297109 94 3184 SH DEFINED 19,23,24 1364 0 1820 WMS INDS INC COM 929297109 361 12200 SH DEFINED 38 0 12200 0 WMS INDS INC COM 929297109 5418 183300 SH DEFINED 23,39 183300 0 0 WMS INDS INC COM 929297109 1593 53880 SH DEFINED 3,29,36,40,42 53880 0 0 W P CAREY & CO LLC COM 92930Y107 2308 79119 SH DEFINED 19,23,24 61197 0 17922 WPP GROUP PLC SPON ADR NEW 929309300 2891 56953 SH DEFINED 4,9,11,14,16,28 56953 0 0 WPP GROUP PLC SPON ADR NEW 929309300 18272 359973 SH DEFINED 19,23,24 38210 0 321762 WPP GROUP PLC SPON ADR NEW 929309300 3584 70600 SH DEFINED 19,21,23,25,27 70600 0 0 WPP GROUP PLC SPON ADR NEW 929309300 102 2000 SH DEFINED 38 0 2000 0 WPP 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