-----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, O35xTDpzpG/Wa0l9+7oeIOq+XFxYu71fCY5nASbONr7ELb2gL1eTzQU17tS3zQSF gsV63VUbi9vOI0+BeZ1jPQ== 0000903423-08-000677.txt : 20080813 0000903423-08-000677.hdr.sgml : 20080813 20080813130327 ACCESSION NUMBER: 0000903423-08-000677 CONFORMED SUBMISSION TYPE: 13F-HR PUBLIC DOCUMENT COUNT: 1 CONFORMED PERIOD OF REPORT: 20080630 FILED AS OF DATE: 20080813 DATE AS OF CHANGE: 20080813 EFFECTIVENESS DATE: 20080813 FILER: COMPANY DATA: COMPANY CONFORMED NAME: CREDIT AGRICOLE S A CENTRAL INDEX KEY: 0001191672 IRS NUMBER: 000000000 FILING VALUES: FORM TYPE: 13F-HR SEC ACT: 1934 Act SEC FILE NUMBER: 028-11373 FILM NUMBER: 081012477 BUSINESS ADDRESS: STREET 1: 91-93 BD PASTEUR CITY: PARIS STATE: I0 ZIP: 75015 BUSINESS PHONE: 01-43-23-07-30 MAIL ADDRESS: STREET 1: 91-93 BD PASTEUR CITY: PARIS STATE: I0 ZIP: 75015 13F-HR 1 ca-13fhr_0813.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, 2008 Check here if Amendment [ ]; Amendment Number: This Amendment (Check only one.): [ ] is a restatement. [ ] adds new holdings entries. Institutional Investment Manager Filing this Report: Name: Credit Agricole S.A. Address: 91-93 bd Pasteur 75015 Paris, France Form 13F File Number: 28-11373 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: Jean-Yves Colin Title: Head of Group Compliance Phone: 33.1.43.23.40.80 Signature, Place, and Date of Signing /s/ Jean-Yves Colin Paris, France August 13, 2008 - ---------------------- -------------------- ----------------- [Signature] [City, State] [Date] 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 by other reporting manager(s).) FORM 13F SUMMARY PAGE Report Summary: Number of Other Included Managers: 10 Form 13F Information Table Entry Total: 6,334 Form 13F Information Table Value Total: 20,127,545 (thousands) 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. [If there are no entries in this list, state "NONE" and omit the column headings and list entries.] No. Form 13F File Number Name 1 28-11418 Calyon 2 28-11417 Credit Agricole Luxembourg 3 28-11442 Credit Agricole (Suisse) SA 4 28-12172 Credit Agricole Cheuvreux 5 28-11416 Credit Agricole Asset Management Group 6 28-11419 Credit Agricole Asset Management 7 28-11415 CPR Asset Management 8 28-12916 Delfinances 9 28-12914 Banque de Financement et de Tresorerie 10 28-12915 BFT Gestion - ------------------------------------------------------------------------------------------------------------------------------------ VALUE SHS OR SH/ PUT/ INVESTMENT OTHER VOTING AUTHORITY NAME OF ISSUER TITLE OF CLASS CUSIP (X$1000) PRN AMT PRN CALL DISCRETION MANAGERS SOLE SHARED NONE - ------------------------------------------------------------------------------------------------------------------------------------ 3COM CORP COM 885535104 332 156,400 SH Defined 5.6 156,400 3COM CORP COM 885535104 175 82,711 SH Defined 5.6 82,711 3COM CORP COM 885535104 106 50,000 SH Defined 5.6 50,000 3-D SYS CORP DEL COM NEW 88554D205 5 500 SH Defined 1.3 500 3M CO COM 88579Y101 34,415 494,536 SH Defined 5.6 494,536 3M CO COM 88579Y101 4,695 67,469 SH Defined 1 67,469 3M CO COM 88579Y101 1,267 18,200 SH Defined 5.6 18,200 3M CO COM 88579Y101 494 7,100 SH Defined 5.6 7,100 3M CO COM 88579Y101 5,727 82,290 SH Defined 5.7 82,290 3M CO COM 88579Y101 842 12,100 SH Defined 5.7 12,100 3M CO COM 88579Y101 414 5,950 SH Defined 5.7 5,950 3M CO COM 88579Y101 216 3,100 SH Defined 5.7 3,100 3M CO COM 88579Y101 7 105 SH Defined 5.7 105 3PAR INC COM 88580F109 10 1,300 SH Defined 5.6 1,300 A D C TELECOMMUNICATIONS COM NEW 000886309 90 6,113 SH Defined 1.4 6,113 A D C TELECOMMUNICATIONS COM NEW 000886309 1,263 85,500 SH Defined 5.6 85,500 AAR CORP NOTE 2.250% 3/0 000361AL9 204 3,000 PRN Defined 5.6 3,000 ABB LTD SPONSORED ADR 000375204 1,436 50,712 SH Defined 5.6 50,712 ABB LTD SPONSORED ADR 000375204 148 5,213 SH Defined 5.6 5,213 ABBOTT LABS COM 002824100 1,086 20,500 SH Defined 8,9,10 20,500 ABBOTT LABS COM 002824100 85,881 1,621,319 SH Defined 5.6 1,621,319 ABBOTT LABS COM 002824100 127 2,400 SH Defined 1.4 2,400 ABBOTT LABS COM 002824100 16,788 316,938 SH Defined 1 316,938 ABBOTT LABS COM 002824100 3,523 66,500 SH Defined 5.6 66,500 ABBOTT LABS COM 002824100 249 4,700 SH Defined 5.6 4,700 ABBOTT LABS COM 002824100 48 900 SH Defined 5.6 900 ABBOTT LABS COM 002824100 6 106 SH Defined 5.7 106 ABBOTT LABS COM 002824100 3 50 SH Defined 50 ABERCROMBIE & FITCH CO CL A 002896207 939 14,986 SH Defined 5.6 14,986 ABERCROMBIE & FITCH CO CL A 002896207 8 124 SH Defined 5.6 124 ABERCROMBIE & FITCH CO CL A 002896207 2,655 42,351 SH Defined 5.6 42,351 ABERCROMBIE & FITCH CO CL A 002896207 2,772 44,220 SH Defined 5.7 44,220 ABERCROMBIE & FITCH CO CL A 002896207 231 3,685 SH Defined 5.7 3,685 ABITIBIBOWATER INC COM 003687100 37 3,970 SH Defined 1.4 3,970 ABRAXAS PETE CORP COM 003830106 106 19,570 SH Defined 5.6 19,570 ACADIA RLTY TR COM SH BEN INT 004239109 104 4,500 SH Defined 5.6 4,500 ACCENTURE LTD BERMUDA CL A G1150G111 8,409 206,505 SH Defined 5.6 206,505 ACCENTURE LTD BERMUDA CL A G1150G111 137 3,355 SH Defined 1.4 3,355 ACCENTURE LTD BERMUDA CL A G1150G111 267 6,567 SH Defined 5.6 6,567 ACCENTURE LTD BERMUDA CL A G1150G111 130 3,200 SH Defined 5.6 3,200 ACCENTURE LTD BERMUDA CL A G1150G111 46 1,140 SH Defined 5.6 1,140 ACCENTURE LTD BERMUDA CL A G1150G111 0 8 SH Defined 5.6 8 ACCENTURE LTD BERMUDA CL A G1150G111 377 9,260 SH Defined 5.7 9,260 ACCURAYINC COM 004397105 119 16,300 SH Defined 5.6 16,300 ACCURIDE CORP COM 004398103 115 27,065 SH Defined 5.6 27,065 ACCURIDE CORP COM 004398103 14 3,390 SH Defined 5.6 3,390 ACORDA THERAPEUTICS INC COM 00484M106 637 19,400 SH Defined 5.6 19,400 ACTEL CORP COM 004934105 17 995 SH Defined 1.4 995 ACTIVIDENTITY CORP COM 00506P103 0 95 SH Defined 95 ACTIVISION INC NEW COM NEW 004930202 13,673 401,325 SH Defined 5.6 401,325 ACTIVISION INC NEW COM NEW 004930202 106 3,097 SH Defined 1 3,097 ACTIVISION INC NEW COM NEW 004930202 683 20,050 SH Defined 5.6 20,050 ACTIVISION INC NEW COM NEW 004930202 351 10,300 SH Defined 5.6 10,300 ACTIVISION INC NEW COM NEW 004930202 69 2,011 SH Defined 5.6 2,011 ACUITY BRANDS INC COM 00508Y102 279 5,800 SH Defined 5.6 5,800 ADAMS EXPRESS CO COM 006212104 87 7,300 SH Defined 5.6 7,300 ADAPTEC INC COM 00651F108 24 7,500 SH Defined 1.4 7,500 ADHEREX TECHNOLOGIES INC COM NEW 00686R200 11 51,674 SH Defined 5.6 51,674 ADOBE SYS INC COM 00724F101 2,724 69,143 SH Defined 5.6 69,143 ADOBE SYS INC COM 00724F101 890 22,590 SH Defined 1.4 22,590 ADOBE SYS INC COM 00724F101 63 1,600 SH Defined 5.6 1,600 ADOLOR CORP COM 00724X102 1 200 SH Defined 1.4 200 ADOLOR CORP COM 00724X102 332 60,520 SH Defined 5.6 60,520 ADTRAN INC COM 00738A106 367 15,400 SH Defined 5.6 15,400 ADVANCE AUTO PARTS INC COM 00751Y106 105 2,695 SH Defined 5.6 2,695 ADVANCE AUTO PARTS INC COM 00751Y106 15,196 391,357 SH Defined 5.6 391,357 ADVANCED MICRO DEVICES INC COM 007903107 739 126,800 SH Defined 8,9,10 126,800 ADVANCED MICRO DEVICES INC COM 007903107 2,681 459,916 SH Defined 5.6 459,916 ADVANCED MICRO DEVICES INC COM 007903107 342 58,627 SH Defined 1.4 58,627 ADVANCED MICRO DEVICES INC COM 007903107 942 161,637 SH Defined 1 161,637 ADVANCED MICRO DEVICES INC COM 007903107 0 11 SH Defined 5.6 11 ADVANCED MICRO DEVICES INC NOTE 6.000% 5/0 007903AL1 1,536 24,000 PRN Defined 5.6 24,000 ADVANCED MICRO DEVICES INC NOTE 6.000% 5/0 007903AL1 454 7,100 PRN Defined 5.6 7,100 ADVANCED TECHNOLOGY ACQU COR COM 007556103 176 23,200 SH Defined 5.6 23,200 ADVANTAGE ENERGY INCOME FD TR UNIT 00762L101 96 7,400 SH Defined 5.6 7,400 AECOM TECHNOLOGY CORP DELAWA COM 00766T100 2,602 80,000 SH Defined 5.6 80,000 AECOM TECHNOLOGY CORP DELAWA COM 00766T100 55 1,700 SH Defined 1.4 1,700 AEGON N V NY REGISTRY SH 007924103 419 31,926 SH Defined 1.4 31,926 AEROPOSTALE COM 007865108 837 26,700 SH Defined 5.6 26,700 AEROVIRONMENT INC COM 008073108 8 300 SH Defined 1.4 300 AES CORP COM 00130H105 1,151 59,929 SH Defined 5.6 59,929 AES CORP COM 00130H105 684 35,620 SH Defined 1.4 35,620 AES CORP COM 00130H105 741 38,589 SH Defined 1 38,589 AES CORP COM 00130H105 741 38,595 SH Defined 5.6 38,595 AES CORP COM 00130H105 546 28,400 SH Defined 5.6 28,400 AES CORP COM 00130H105 63 3,290 SH Defined 5.6 3,290 AES CORP COM 00130H105 1,245 64,789 SH Defined 5.6 64,789 AES CORP COM 00130H105 105 5,464 SH Defined 5.6 5,464 AETNA INC NEW COM 00817Y108 5,932 146,373 SH Defined 5.6 146,373 AETNA INC NEW COM 00817Y108 89 2,200 SH Defined 5.6 2,200 AETNA INC NEW COM 00817Y108 811 20,000 SH Defined 1.4 20,000 AETNA INC NEW COM 00817Y108 4,209 103,842 SH Defined 1 103,842 AETNA INC NEW COM 00817Y108 628 15,500 SH Defined 5.6 15,500 AETNA INC NEW COM 00817Y108 85 2,100 SH Defined 5.6 2,100 AETNA INC NEW COM 00817Y108 8,511 210,000 SH Defined 5.7 210,000 AETNA INC NEW COM 00817Y108 608 15,000 SH Defined 5.7 15,000 AETNA INC NEW COM 00817Y108 300 7,400 SH Defined 5.7 7,400 AETNA INC NEW COM 00817Y108 154 3,800 SH Defined 5.7 3,800 AFC ENTERPRISES INC COM 00104Q107 18 2,300 SH Defined 5.6 2,300 AFFILIATED COMPUTER SERVICES CL A 008190100 1,556 29,096 SH Defined 5.6 29,096 AFFILIATED COMPUTER SERVICES CL A 008190100 107 1,997 SH Defined 1 1,997 AFFILIATED COMPUTER SERVICES CL A 008190100 187 3,500 SH Defined 5.6 3,500 AFFILIATED MANAGERS GROUP COM 008252108 450 5,000 SH Defined 5.6 5,000 AFFILIATED MANAGERS GROUP COM 008252108 134 1,486 SH Defined 1 1,486 AFFYMETRIX INC COM 00826T108 107 10,400 SH Defined 5.6 10,400 AFLAC INC COM 001055102 2,682 42,700 SH Defined 8,9,10 42,700 AFLAC INC COM 001055102 10,308 164,139 SH Defined 5.6 164,139 AFLAC INC COM 001055102 0 2 SH Defined 1.4 2 AFLAC INC COM 001055102 23 364 SH Defined 1 364 AFLAC INC COM 001055102 71 1,130 SH Defined 5.6 1,130 AGCO CORP COM 001084102 3,852 73,500 SH Defined 5.6 73,500 AGCO CORP COM 001084102 74 1,410 SH Defined 1.4 1,410 AGCO CORP COM 001084102 556 10,600 SH Defined 5.6 10,600 AGCO CORP COM 001084102 27 507 SH Defined 5.6 507 AGCO CORP COM 001084102 1 13 SH Defined 5.6 13 AGFEED INDUSTRIES INC COM 00846L101 2,913 194,600 SH Defined 5.6 194,600 AGFEED INDUSTRIES INC COM 00846L101 412 27,500 SH Defined 5.6 27,500 AGFEED INDUSTRIES INC COM 00846L101 112 7,500 SH Defined 5.6 7,500 AGILENT TECHNOLOGIES INC COM 00846U101 2,092 58,856 SH Defined 5.6 58,856 AGILENT TECHNOLOGIES INC COM 00846U101 163 4,600 SH Defined 5.6 4,600 AGL RES INC COM 001204106 1,195 34,544 SH Defined 5.6 34,544 AGNICO EAGLE MINES LTD COM 008474108 33,219 440,610 SH Defined 5.6 440,610 AGNICO EAGLE MINES LTD COM 008474108 406 5,406 SH Defined 1.4 5,406 AGNICO EAGLE MINES LTD COM 008474108 395 5,260 SH Defined 5.6 5,260 AGRIUM INC COM 008916108 23,379 215,726 SH Defined 5.6 215,726 AGRIUM INC COM 008916108 3,186 29,400 SH Defined 5.6 29,400 AGRIUM INC COM 008916108 309 2,864 SH Defined 1.4 2,864 AGRIUM INC COM 008916108 1,509 14,028 SH Defined 1 14,028 AGRIUM INC COM 008916108 888 8,230 SH Defined 5.6 8,230 AGRIUM INC COM 008916108 108 1,000 SH Defined 5.6 1,000 AIR PRODS & CHEMS INC COM 009158106 12,999 131,489 SH Defined 5.6 131,489 AIR PRODS & CHEMS INC COM 009158106 1,394 14,100 SH Defined 5.6 14,100 AIR PRODS & CHEMS INC COM 009158106 116 1,169 SH Defined 1 1,169 AIRCASTLE LTD COM G0129K104 275 32,700 SH Defined 5.6 32,700 AIRGAS INC COM 009363102 555 9,500 SH Defined 5.6 9,500 AK STL HLDG CORP COM 001547108 146 2,123 SH Defined 5.6 2,123 AK STL HLDG CORP COM 001547108 83 1,200 SH Defined 1.4 1,200 AK STL HLDG CORP COM 001547108 833 12,073 SH Defined 5.6 12,073 AK STL HLDG CORP COM 001547108 573 8,300 SH Defined 5.6 8,300 AK STL HLDG CORP COM 001547108 69 1,000 SH Defined 5.6 1,000 AK STL HLDG CORP COM 001547108 49 710 SH Defined 5.6 710 AKAMAI TECHNOLOGIES INC COM 00971T101 1,996 57,369 SH Defined 5.6 57,369 AKAMAI TECHNOLOGIES INC COM 00971T101 620 17,831 SH Defined 1 17,831 AKAMAI TECHNOLOGIES INC COM 00971T101 158 4,553 SH Defined 1 4,553 AKAMAI TECHNOLOGIES INC COM 00971T101 630 18,100 SH Defined 5.7 18,100 AKORN INC COM 009728106 843 254,700 SH Defined 5.6 254,700 ALBEMARLE CORP COM 012653101 459 11,500 SH Defined 5.6 11,500 ALBEMARLE CORP COM 012653101 1,181 29,600 SH Defined 5.6 29,600 ALBERTO CULVER CO NEW COM 013078100 16 600 SH Defined 1.4 600 ALCATEL-LUCENT SPONSORED ADR 013904305 0 37 SH Defined 5.6 37 ALCATEL-LUCENT SPONSORED ADR 013904305 0 1 SH Defined 5.6 1 ALCATEL-LUCENT SPONSORED ADR 013904305 314 51,960 SH Defined 1.4 51,960 ALCATEL-LUCENT SPONSORED ADR 013904305 342 56,600 SH Defined 1 56,600 ALCATEL-LUCENT SPONSORED ADR 013904305 0 63 SH Defined 63 ALCOA INC COM 013817101 67,475 1,894,310 SH Defined 5.6 1,894,310 ALCOA INC COM 013817101 966 27,122 SH Defined 1.4 27,122 ALCOA INC COM 013817101 109 3,066 SH Defined 1 3,066 ALCOA INC COM 013817101 271 7,600 SH Defined 5.6 7,600 ALCOA INC COM 013817101 80 2,235 SH Defined 5.6 2,235 ALCOA INC COM 013817101 977 27,437 SH Defined 5.6 27,437 ALCOA INC COM 013817101 114 3,213 SH Defined 5.6 3,213 ALEXANDERS INC COM 014752109 31 100 SH Defined 5.6 100 ALEXANDRIA REAL ESTATE EQ IN COM 015271109 915 9,400 SH Defined 5.6 9,400 ALEXANDRIA REAL ESTATE EQ IN COM 015271109 95 971 SH Defined 5.6 971 ALEXCO RESOURCE CORP COM 01535P106 27 8,200 SH Defined 8,200 ALEXION PHARMACEUTICALS INC COM 015351109 1,401 19,330 SH Defined 5.6 19,330 ALLEGHANY CORP DEL COM 017175100 58 175 SH Defined 5.6 175 ALLEGHENY ENERGY INC COM 017361106 657 13,118 SH Defined 5.6 13,118 ALLEGHENY ENERGY INC COM 017361106 422 8,425 SH Defined 1 8,425 ALLEGHENY TECHNOLOGIES INC COM 01741R102 3,551 59,900 SH Defined 8,9,10 59,900 ALLEGHENY TECHNOLOGIES INC COM 01741R102 5,164 87,117 SH Defined 5.6 87,117 ALLEGHENY TECHNOLOGIES INC COM 01741R102 2 35 SH Defined 1.4 35 ALLERGAN INC COM 018490102 1,544 29,658 SH Defined 5.6 29,658 ALLERGAN INC COM 018490102 612 11,749 SH Defined 1 11,749 ALLERGAN INC COM 018490102 408 7,841 SH Defined 5.6 7,841 ALLERGAN INC COM 018490102 55 1,050 SH Defined 5.6 1,050 ALLERGAN INC COM 018490102 138 2,654 SH Defined 1 2,654 ALLERGAN INC COM 018490102 5,695 109,416 SH Defined 5.7 109,416 ALLERGAN INC COM 018490102 475 9,118 SH Defined 5.7 9,118 ALLERGAN INC NOTE 1.500% 4/0 018490AL6 33,650 31,805 PRN Defined 5.6 31,805 ALLIANCE DATA SYSTEMS CORP COM 018581108 2,719 48,082 SH Defined 5.6 48,082 ALLIANCE DATA SYSTEMS CORP COM 018581108 305 5,400 SH Defined 5.6 5,400 ALLIANCE DATA SYSTEMS CORP COM 018581108 243 4,300 SH Defined 5.6 4,300 ALLIANCE ONE INTL INC COM 018772103 9 1,800 SH Defined 1.4 1,800 ALLIANCE ONE INTL INC COM 018772103 2,676 523,600 SH Defined 5.6 523,600 ALLIANT ENERGY CORP COM 018802108 99 2,877 SH Defined 5.6 2,877 ALLIANT ENERGY CORP COM 018802108 336 9,812 SH Defined 5.6 9,812 ALLIANT TECHSYSTEMS INC NOTE 2.750% 9/1 018804AN4 548 4,500 PRN Defined 5.6 4,500 ALLIANZ AKTIENGESELLSCHAFT SP ADR 1/10 SH 018805101 1,380 79,100 SH Defined 1.4 79,100 ALLIED CAP CORP NEW COM 01903Q108 285 20,500 SH Defined 5.6 20,500 ALLIED CAP CORP NEW COM 01903Q108 169 12,140 SH Defined 1 12,140 ALLIED DEFENSE GROUP INC COM 019118108 3 522 SH Defined 5.6 522 ALLIED DEFENSE GROUP INC COM 019118108 1 113 SH Defined 5.6 113 ALLIED WASTE INDS INC COM PAR$.01NEW 019589308 253 20,043 SH Defined 5.6 20,043 ALLIED WASTE INDS INC COM PAR$.01NEW 019589308 618 49,000 SH Defined 1.4 49,000 ALLIED WASTE INDS INC COM PAR$.01NEW 019589308 600 47,565 SH Defined 5.6 47,565 ALLIED WASTE INDS INC COM PAR$.01NEW 019589308 480 38,000 SH Defined 5.6 38,000 ALLIED WASTE INDS INC COM PAR$.01NEW 019589308 81 6,444 SH Defined 5.6 6,444 ALLIED WASTE INDS INC COM PAR$.01NEW 019589308 57 4,500 SH Defined 5.6 4,500 ALLIED WASTE INDS INC COM PAR$.01NEW 019589308 18 1,440 SH Defined 5.6 1,440 ALLIED WASTE INDS INC COM PAR$.01NEW 019589308 9,086 720,000 SH Defined 5.7 720,000 ALLIED WASTE INDS INC COM PAR$.01NEW 019589308 1,925 152,500 SH Defined 5.7 152,500 ALLIED WASTE INDS INC COM PAR$.01NEW 019589308 883 70,000 SH Defined 5.7 70,000 ALLIED WASTE INDS INC COM PAR$.01NEW 019589308 694 55,000 SH Defined 5.7 55,000 ALLIED WASTE INDS INC COM PAR$.01NEW 019589308 632 50,100 SH Defined 5.7 50,100 ALLIED WASTE INDS INC COM PAR$.01NEW 019589308 556 44,030 SH Defined 5.7 44,030 ALLIED WASTE INDS INC COM PAR$.01NEW 019589308 413 32,690 SH Defined 5.7 32,690 ALLIED WASTE INDS INC COM PAR$.01NEW 019589308 308 24,400 SH Defined 5.7 24,400 ALLIED WASTE INDS INC COM PAR$.01NEW 019589308 164 13,000 SH Defined 5.7 13,000 ALLIED WASTE INDS INC COM PAR$.01NEW 019589308 156 12,400 SH Defined 5.7 12,400 ALLIS CHALMERS ENERGY INC COM PAR $.01NW 019645506 324 18,200 SH Defined 5.6 18,200 ALLOS THERAPEUTICS INC COM 019777101 259 37,458 SH Defined 5.6 37,458 ALLSTATE CORP COM 020002101 4,285 93,996 SH Defined 5.6 93,996 ALLSTATE CORP COM 020002101 1,010 22,148 SH Defined 1 22,148 ALLSTATE CORP COM 020002101 549 12,040 SH Defined 5.7 12,040 ALLSTATE CORP COM 020002101 299 6,563 SH Defined 5.7 6,563 ALLSTATE CORP COM 020002101 138 3,020 SH Defined 5.7 3,020 ALPHA NATURAL RESOURCES INC COM 02076X102 2,180 20,903 SH Defined 1.4 20,903 ALPHA NATURAL RESOURCES INC COM 02076X102 6,445 61,800 SH Defined 5.6 61,800 ALPHA NATURAL RESOURCES INC COM 02076X102 1,825 17,500 SH Defined 5.6 17,500 ALPHA NATURAL RESOURCES INC COM 02076X102 5,679 54,450 SH Defined 5.6 54,450 ALPHA NATURAL RESOURCES INC NOTE 2.375% 4/1 02076XAA0 3,753 18,000 PRN Defined 5.6 18,000 ALPHARMA INC CL A 020813101 203 9,000 SH Defined 5.6 9,000 ALSERES PHARMACEUTICALS INC COM 021152103 0 10 SH Defined 1.3 10 ALSIUS CORPORATION COM 021211107 18 15,365 SH Defined 5.6 15,365 ALTERA CORP COM 021441100 1,007 48,657 SH Defined 5.6 48,657 ALTERA CORP COM 021441100 718 34,669 SH Defined 1.4 34,669 ALTERA CORP COM 021441100 922 44,557 SH Defined 1 44,557 ALTERA CORP COM 021441100 4 202 SH Defined 5.6 202 ALTERA CORP COM 021441100 41 2,000 SH Defined 2,000 ALTERNATIVE ASSET MGMT ACQU COM 02149U101 186 20,000 SH Defined 5.6 20,000 ALTRA HOLDINGS INC COM 02208R106 217 12,910 SH Defined 5.6 12,910 ALTRIA GROUP INC COM 02209S103 54,453 2,648,516 SH Defined 5.6 2,648,516 ALTRIA GROUP INC COM 02209S103 44 2,119 SH Defined 1.4 2,119 ALTRIA GROUP INC COM 02209S103 206 10,000 SH Defined 1.3 10,000 ALTRIA GROUP INC COM 02209S103 8,969 436,221 SH Defined 1 436,221 ALTRIA GROUP INC COM 02209S103 894 43,500 SH Defined 5.6 43,500 ALTRIA GROUP INC COM 02209S103 62 3,006 SH Defined 5.6 3,006 ALTRIA GROUP INC COM 02209S103 36 1,760 SH Defined 5.6 1,760 ALTRIA GROUP INC COM 02209S103 1,686 82,000 SH Defined 5.7 82,000 ALTRIA GROUP INC COM 02209S103 822 40,000 SH Defined 5.7 40,000 ALTRIA GROUP INC COM 02209S103 514 25,000 SH Defined 5.7 25,000 ALTRIA GROUP INC COM 02209S103 493 24,000 SH Defined 5.7 24,000 ALTRIA GROUP INC COM 02209S103 370 18,000 SH Defined 5.7 18,000 ALTRIA GROUP INC COM 02209S103 5 238 SH Defined 5.7 238 ALTRIA GROUP INC COM 02209S103 300 14,590 SH Defined 14,590 ALTRIA GROUP INC COM 02209S103 2 100 SH Defined 100 ALTUS PHARMACEUTICALS INC COM 02216N105 65 14,558 SH Defined 5.6 14,558 ALUMINA LTD SPONSORED ADR 022205108 11 625 SH Defined 1.4 625 ALUMINUM CORP CHINA LTD SPON ADR H SHS 022276109 14 500 SH Defined 1.4 500 AMAG PHARMACEUTICALS INC COM 00163U106 1,025 30,045 SH Defined 5.6 30,045 AMARIN CORP PLC SPONS ADR NEW 023111206 50 26,380 SH Defined 1.4 26,380 AMAZON COM INC COM 023135106 2,327 31,737 SH Defined 5.6 31,737 AMAZON COM INC COM 023135106 485 6,614 SH Defined 1 6,614 AMAZON COM INC COM 023135106 55 750 SH Defined 5.6 750 AMAZON COM INC COM 023135106 0 2 SH Defined 5.6 2 AMAZON COM INC COM 023135106 3,738 50,976 SH Defined 5.7 50,976 AMAZON COM INC COM 023135106 741 10,100 SH Defined 5.7 10,100 AMAZON COM INC COM 023135106 312 4,248 SH Defined 5.7 4,248 AMAZON COM INC COM 023135106 169 2,300 SH Defined 5.7 2,300 AMAZON COM INC NOTE 4.750% 2/0 023135AF3 3,955 36,620 PRN Defined 5.6 36,620 AMB PROPERTY CORP COM 00163T109 1,547 30,713 SH Defined 5.6 30,713 AMB PROPERTY CORP COM 00163T109 333 6,600 SH Defined 5.6 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04033V203 0 25 SH Defined 1.3 25 ARISTOTLE CORP COM NEW 040448201 32 4,299 SH Defined 5.6 4,299 ARK RESTAURANTS CORP COM 040712101 169 6,329 SH Defined 5.6 6,329 ARMSTRONG WORLD INDS INC NEW COM 04247X102 42 1,421 SH Defined 5.6 1,421 ARRIS GROUP INC COM 04269Q100 137 16,200 SH Defined 1.4 16,200 ARRIS GROUP INC COM 04269Q100 1 100 SH Defined 1 100 ARRIS GROUP INC NOTE 2.000%11/1 04269QAC4 1,526 18,000 PRN Defined 5.6 18,000 ARROW ELECTRS INC COM 042735100 657 21,374 SH Defined 8,9,10 21,374 ARROW ELECTRS INC COM 042735100 118 3,854 SH Defined 8,9,10 3,854 ARROW ELECTRS INC COM 042735100 1,364 44,394 SH Defined 5.6 44,394 ARTHROCARE CORP COM 043136100 521 12,759 SH Defined 5.6 12,759 ARTHROCARE CORP COM 043136100 40 981 SH Defined 5.6 981 ARTHROCARE CORP COM 043136100 39 965 SH Defined 5.6 965 ARVINMERITOR INC COM 043353101 25 2,000 SH Defined 1.4 2,000 ARVINMERITOR INC COM 043353101 157 12,600 SH Defined 5.6 12,600 ASHFORD HOSPITALITY TR INC COM SHS 044103109 114 24,700 SH Defined 5.6 24,700 ASHFORD HOSPITALITY TR INC COM SHS 044103109 229 49,500 SH Defined 5.7 49,500 ASHFORD HOSPITALITY TR INC COM SHS 044103109 55 11,990 SH Defined 5.7 11,990 ASHLAND INC NEW COM 044209104 97 2,016 SH Defined 5.6 2,016 ASHLAND INC NEW COM 044209104 2 33 SH Defined 1.4 33 ASHLAND INC NEW COM 044209104 537 11,141 SH Defined 5.6 11,141 ASIA SPECIAL SIT ACQST CORP SHS G0538M105 738 80,000 SH Defined 5.6 80,000 ASML HOLDING N V NY REG SHS N07059186 0 1 SH Defined 5.6 1 ASSOCIATED BANC CORP COM 045487105 76 3,953 SH Defined 5.6 3,953 ASSURANT INC COM 04621X108 1,053 15,959 SH Defined 5.6 15,959 ASSURANT INC COM 04621X108 1,957 29,671 SH Defined 1.3 29,671 ASSURANT INC COM 04621X108 3,173 48,100 SH Defined 1.2 48,100 ASSURANT INC COM 04621X108 1,642 24,900 SH Defined 1.2 24,900 ASSURANT INC COM 04621X108 1,280 19,400 SH Defined 1.2 19,400 ASSURANT INC COM 04621X108 21 317 SH Defined 1 317 ASSURANT INC COM 04621X108 111 1,683 SH Defined 1 1,683 ASSURED GUARANTY LTD COM G0585R106 403 22,400 SH Defined 5.6 22,400 ASTORIA FINL CORP COM 046265104 321 16,000 SH Defined 5.6 16,000 ASYST TECHNOLOGY CORP COM 04648X107 8 2,171 SH Defined 5.6 2,171 AT&T INC COM 00206R102 1,732 51,400 SH Defined 5.6 51,400 AT&T INC COM 00206R102 174,519 5,180,132 SH Defined 5.6 5,180,132 AT&T INC COM 00206R102 25 740 SH Defined 1.4 740 AT&T INC COM 00206R102 2,281 67,700 SH Defined 1.2 67,700 AT&T INC COM 00206R102 1,371 40,700 SH Defined 1.2 40,700 AT&T INC COM 00206R102 910 27,000 SH Defined 1.2 27,000 AT&T INC COM 00206R102 446 13,250 SH Defined 1.2 13,250 AT&T INC COM 00206R102 174 5,151 SH Defined 1.2 5,151 AT&T INC COM 00206R102 24 700 SH Defined 1.2 700 AT&T INC COM 00206R102 31,239 927,263 SH Defined 1 927,263 AT&T INC COM 00206R102 14,999 445,194 SH Defined 5.7 445,194 AT&T INC COM 00206R102 1,796 53,300 SH Defined 5.7 53,300 AT&T INC COM 00206R102 876 26,000 SH Defined 5.7 26,000 AT&T INC COM 00206R102 458 13,600 SH Defined 5.7 13,600 AT&T INC COM 00206R102 355 10,530 SH Defined 5.7 10,530 AT&T INC COM 00206R102 330 9,790 SH Defined 5.7 9,790 AT&T INC COM 00206R102 16 463 SH Defined 5.7 463 AT&T INC COM 00206R102 15 455 SH Defined 5.7 455 AT&T INC COM 00206R102 2 46 SH Defined 46 ATHENAHEALTH INC COM 04685W103 226 7,350 SH Defined 5.6 7,350 ATHEROGENICS INC COM 047439104 15 25,654 SH Defined 1.4 25,654 ATLAS AIR WORLDWIDE HLDGS IN COM NEW 049164205 238 4,805 SH Defined 5.6 4,805 ATLAS AMER INC COM 049167109 1,088 24,150 SH Defined 5.6 24,150 ATLAS AMER INC COM 049167109 15 336 SH Defined 5.6 336 ATLAS PIPELINE PARTNERS LP LP UNIT L P INT 049392103 169 4,327 SH Defined 5.6 4,327 ATMEL CORP COM 049513104 334 95,900 SH Defined 5.6 95,900 ATMEL CORP COM 049513104 50 14,457 SH Defined 5.6 14,457 ATWOOD OCEANICS INC COM 050095108 1,057 17,000 SH Defined 5.7 17,000 ATWOOD OCEANICS INC COM 050095108 541 8,700 SH Defined 5.7 8,700 ATWOOD OCEANICS INC COM 050095108 497 8,000 SH Defined 5.7 8,000 ATWOOD OCEANICS INC COM 050095108 311 5,000 SH Defined 5.7 5,000 ATWOOD OCEANICS INC COM 050095108 231 3,710 SH Defined 5.7 3,710 AU OPTRONICS CORP SPONSORED ADR 002255107 2,295 144,900 SH Defined 5.6 144,900 AU OPTRONICS CORP SPONSORED ADR 002255107 114 7,200 SH Defined 1.4 7,200 AU OPTRONICS CORP SPONSORED ADR 002255107 7,920 500,000 SH Defined 5.7 500,000 AU OPTRONICS CORP SPONSORED ADR 002255107 108 6,800 SH Defined 5.7 6,800 AUTODESK INC COM 052769106 1,166 34,491 SH Defined 5.6 34,491 AUTODESK INC COM 052769106 521 15,397 SH Defined 1 15,397 AUTOLIV INC COM 052800109 190 4,070 SH Defined 5.6 4,070 AUTOMATIC DATA PROCESSING IN COM 053015103 6,888 164,387 SH Defined 5.6 164,387 AUTOMATIC DATA PROCESSING IN COM 053015103 723 17,265 SH Defined 1 17,265 AUTOMATIC DATA PROCESSING IN COM 053015103 5 116 SH Defined 5.7 116 AUTONATION INC COM 05329W102 187 18,629 SH Defined 5.6 18,629 AUTONATION INC COM 05329W102 2,484 247,904 SH Defined 1 247,904 AUTOZONE INC COM 053332102 516 4,268 SH Defined 5.6 4,268 AUTOZONE INC COM 053332102 659 5,445 SH Defined 1 5,445 AUTOZONE INC COM 053332102 448 3,700 SH Defined 5.6 3,700 AVALONBAY CMNTYS INC COM 053484101 1,821 20,422 SH Defined 5.6 20,422 AVALONBAY CMNTYS INC COM 053484101 124 1,395 SH Defined 1 1,395 AVALONBAY CMNTYS INC COM 053484101 150 1,683 SH Defined 5.6 1,683 AVANEX CORP COM 05348W109 9 8,000 SH Defined 1.4 8,000 AVENTINE RENEWABLE ENERGY COM 05356X403 220 50,000 SH Defined 1.4 50,000 AVERY DENNISON CORP COM 053611109 240 5,472 SH Defined 5.6 5,472 AVIGEN INC COM 053690103 114 39,364 SH Defined 39,364 AVIS BUDGET GROUP COM 053774105 1 80 SH Defined 1 80 AVIS BUDGET GROUP COM 053774105 8 951 SH Defined 5.6 951 AVNET INC COM 053807103 2,919 106,991 SH Defined 5.6 106,991 AVNET INC COM 053807103 845 30,990 SH Defined 5.6 30,990 AVNET INC COM 053807103 265 9,700 SH Defined 5.6 9,700 AVNET INC COM 053807103 48 1,754 SH Defined 5.6 1,754 AVNET INC DBCV 2.000% 3/1 053807AL7 13,025 12,527 PRN Defined 5.6 12,527 AVNET INC DBCV 2.000% 3/1 053807AL7 877 8,400 PRN Defined 5.6 8,400 AVON PRODS INC COM 054303102 2,896 80,389 SH Defined 5.6 80,389 AVON PRODS INC COM 054303102 568 15,757 SH Defined 1 15,757 AVON PRODS INC COM 054303102 218 6,040 SH Defined 5.7 6,040 AVX CORP NEW COM 002444107 183 16,180 SH Defined 5.6 16,180 AXIS CAPITAL HOLDINGS SHS G0692U109 3,065 102,809 SH Defined 5.6 102,809 AXIS CAPITAL HOLDINGS SHS G0692U109 1,151 38,600 SH Defined 1.2 38,600 AXIS CAPITAL HOLDINGS SHS G0692U109 566 19,000 SH Defined 1.2 19,000 AXIS CAPITAL HOLDINGS SHS G0692U109 468 15,700 SH Defined 1.2 15,700 AXIS CAPITAL HOLDINGS SHS G0692U109 72 2,400 SH Defined 5.6 2,400 AXIS CAPITAL HOLDINGS SHS G0692U109 45 1,500 SH Defined 5.6 1,500 AXSYS TECHNOLOGIES INC COM 054615109 104 2,000 SH Defined 1.4 2,000 BADGER METER INC COM 056525108 1,055 20,871 SH Defined 5.6 20,871 BAIDU COM INC SPON ADR REP A 056752108 181 579 SH Defined 1.4 579 BAIDU COM INC SPON ADR REP A 056752108 1,158 3,700 SH Defined 1.2 3,700 BAIDU COM INC SPON ADR REP A 056752108 751 2,400 SH Defined 1.2 2,400 BAIDU COM INC SPON ADR REP A 056752108 407 1,300 SH Defined 1.2 1,300 BAIDU COM INC SPON ADR REP A 056752108 95 302 SH Defined 1 302 BAIDU COM INC SPON ADR REP A 056752108 3,538 11,304 SH Defined 5.7 11,304 BAIDU COM INC SPON ADR REP A 056752108 438 1,400 SH Defined 5.7 1,400 BAIDU COM INC SPON ADR REP A 056752108 295 942 SH Defined 5.7 942 BAIDU COM INC SPON ADR REP A 056752108 156 500 SH Defined 5.7 500 BAKER HUGHES INC COM 057224107 1,450 16,600 SH Defined 8,9,10 16,600 BAKER HUGHES INC COM 057224107 63,812 730,613 SH Defined 5.6 730,613 BAKER HUGHES INC COM 057224107 686 7,852 SH Defined 1.4 7,852 BALDWIN & LYONS INC CL B 057755209 258 14,779 SH Defined 5.6 14,779 BALL CORP COM 058498106 326 6,820 SH Defined 5.6 6,820 BANCO BILBAO VIZCAYA ARGENTA SPONSORED ADR 05946K101 235 12,400 SH Defined 1.4 12,400 BANCO BRADESCO S A SP ADR PFD NEW 059460303 69,683 3,405,792 SH Defined 5.6 3,405,792 BANCO BRADESCO S A SP ADR PFD NEW 059460303 9,339 456,445 SH Defined 5.6 456,445 BANCO BRADESCO S A SP ADR PFD NEW 059460303 3,149 153,899 SH Defined 1 153,899 BANCO BRADESCO S A SP ADR PFD NEW 059460303 9,207 450,000 SH Defined 5.7 450,000 BANCO ITAU HLDG FINANCIERA S SP ADR 500 PFD 059602201 4,657 229,300 SH Defined 5.6 229,300 BANCO ITAU HLDG FINANCIERA S SP ADR 500 PFD 059602201 2,365 116,428 SH Defined 5.6 116,428 BANCO ITAU HLDG FINANCIERA S SP ADR 500 PFD 059602201 2,095 71,831 SH Defined 1 71,831 BANCO ITAU HLDG FINANCIERA S SP ADR 500 PFD 059602201 9,266 456,250 SH Defined 5.7 456,250 BANCO SANTANDER CHILE NEW SP ADR REP COM 05965X109 2,258 52,500 SH Defined 5.6 52,500 BANCO SANTANDER CHILE NEW SP ADR REP COM 05965X109 22 500 SH Defined 5.6 500 BANCO SANTANDER CHILE NEW SP ADR REP COM 05965X109 245 5,700 SH Defined 5.6 5,700 BANCOLOMBIA S A SPON ADR PREF 05968L102 7,273 231,700 SH Defined 5.6 231,700 BANCOLOMBIA S A SPON ADR PREF 05968L102 66 2,100 SH Defined 5.6 2,100 BANCOLOMBIA S A SPON ADR PREF 05968L102 2,426 77,300 SH Defined 5.6 77,300 BANCOLOMBIA S A SPON ADR PREF 05968L102 241 7,670 SH Defined 1 7,670 BANK MONTREAL QUE COM 063671101 6,335 151,230 SH Defined 5.6 151,230 BANK NOVA SCOTIA HALIFAX COM 064149107 2,868 62,341 SH Defined 5.6 62,341 BANK NOVA SCOTIA HALIFAX COM 064149107 756 16,500 SH Defined 1 16,500 BANK OF AMERICA CORPORATION COM 060505104 2,172 91,000 SH Defined 8,9,10 91,000 BANK OF AMERICA CORPORATION COM 060505104 86,491 3,623,435 SH Defined 5.6 3,623,435 BANK OF AMERICA CORPORATION COM 060505104 915 38,352 SH Defined 1.4 38,352 BANK OF AMERICA CORPORATION COM 060505104 871 36,500 SH Defined 1.2 36,500 BANK OF AMERICA CORPORATION COM 060505104 721 30,222 SH Defined 1.2 30,222 BANK OF AMERICA CORPORATION COM 060505104 680 28,500 SH Defined 1.2 28,500 BANK OF AMERICA CORPORATION COM 060505104 510 21,346 SH Defined 1.2 21,346 BANK OF AMERICA CORPORATION COM 060505104 191 8,000 SH Defined 1.2 8,000 BANK OF AMERICA CORPORATION COM 060505104 83 3,481 SH Defined 1.2 3,481 BANK OF AMERICA CORPORATION COM 060505104 36 1,500 SH Defined 1 1,500 BANK OF 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CORPORATION COM 060505104 338 14,170 SH Defined 5.7 14,170 BANK OF AMERICA CORPORATION COM 060505104 220 9,210 SH Defined 5.7 9,210 BANK OF AMERICA CORPORATION COM 060505104 6 246 SH Defined 5.7 246 BANK OF NEW YORK MELLON CORP COM 064058100 77,183 2,040,248 SH Defined 5.6 2,040,248 BANK OF NEW YORK MELLON CORP COM 064058100 454 12,000 SH Defined 1.3 12,000 BANK OF NEW YORK MELLON CORP COM 064058100 99 2,620 SH Defined 5.6 2,620 BANK OF NEW YORK MELLON CORP COM 064058100 26 700 SH Defined 5.6 700 BANK OF NEW YORK MELLON CORP COM 064058100 10,608 280,418 SH Defined 5.6 280,418 BANK OF NEW YORK MELLON CORP COM 064058100 7,124 188,316 SH Defined 5.7 188,316 BANK OF NEW YORK MELLON CORP COM 064058100 636 16,800 SH Defined 5.7 16,800 BANK OF NEW YORK MELLON CORP COM 064058100 312 8,260 SH Defined 5.7 8,260 BANK OF NEW YORK MELLON CORP COM 064058100 234 6,198 SH Defined 5.7 6,198 BANK OF NEW YORK MELLON CORP COM 064058100 162 4,282 SH Defined 5.7 4,282 BANKRATE INC COM 06646V108 391 10,000 SH Defined 5.6 10,000 BARCLAYS BK PLC NT DJAIG CMDTY 306738C778 179 2,500 SH Defined 1.4 2,500 BARCLAYS PLC ADR 06738E204 58 2,508 SH Defined 5.6 2,508 BARCLAYS PLC ADR 06738E204 7 312 SH Defined 5.6 312 BARD C R INC COM 067383109 669 7,609 SH Defined 5.6 7,609 BARD C R INC COM 067383109 428 4,864 SH Defined 1 4,864 BARNES & NOBLE INC COM 067774109 75 3,000 SH Defined 5.6 3,000 BARNES & NOBLE INC COM 067774109 57 2,275 SH Defined 5.6 2,275 BARR PHARMACEUTICALS INC COM 068306109 1,722 38,188 SH Defined 5.6 38,188 BARRETT BILL CORP NOTE 5.000% 3/1 06846NAA2 2,143 17,600 PRN Defined 5.6 17,600 BARRICK GOLD CORP COM 067901108 1,606 35,100 SH Defined 8,9,10 35,100 BARRICK GOLD CORP COM 067901108 126,851 2,787,933 SH Defined 5.6 2,787,933 BARRICK GOLD CORP COM 067901108 4,600 101,100 SH Defined 5.6 101,100 BARRICK GOLD CORP COM 067901108 3,608 78,855 SH Defined 1.4 78,855 BARRICK GOLD CORP COM 067901108 4,795 104,793 SH Defined 1.3 104,793 BARRICK GOLD CORP COM 067901108 2,111 46,400 SH Defined 1 46,400 BARRICK GOLD CORP COM 067901108 827 18,070 SH Defined 5.6 18,070 BARRICK GOLD CORP COM 067901108 382 8,358 SH Defined 5.6 8,358 BARRICK GOLD CORP COM 067901108 319 6,975 SH Defined 5.6 6,975 BARRICK GOLD CORP COM 067901108 1,752 38,300 SH Defined 5.6 38,300 BARRICK GOLD CORP COM 067901108 235 5,133 SH Defined 5.6 5,133 BARRICK GOLD CORP COM 067901108 28 614 SH Defined 5.6 614 BARRICK GOLD CORP COM 067901108 201 4,400 SH Defined 1 4,400 BARRICK GOLD CORP COM 067901108 183 4,000 SH Defined 4,000 BARRIER THERAPEUTICS INC COM 06850R108 939 233,636 SH Defined 5.6 233,636 BARRIER THERAPEUTICS INC COM 06850R108 526 130,860 SH Defined 5.6 130,860 BARRIER THERAPEUTICS INC COM 06850R108 38 9,553 SH Defined 5.6 9,553 BASIC ENERGY SVCS INC NEW COM 06985P100 309 9,800 SH Defined 5.6 9,800 BASIN WTR INC COM 07011T306 358 76,600 SH Defined 5.6 76,600 BAUER EDDIE HLDGS INC COM 071625107 83 20,000 SH Defined 5.6 20,000 BAXTER INTL INC COM 071813109 2,263 35,400 SH Defined 8,9,10 35,400 BAXTER INTL INC COM 071813109 72,583 1,135,181 SH Defined 5.6 1,135,181 BAXTER INTL INC COM 071813109 2,289 35,800 SH Defined 1.2 35,800 BAXTER INTL INC COM 071813109 1,119 17,500 SH Defined 1.2 17,500 BAXTER INTL INC COM 071813109 1,023 16,000 SH Defined 1.2 16,000 BB&T CORP COM 054937107 1,435 63,030 SH Defined 5.6 63,030 BB&T CORP COM 054937107 11 500 SH Defined 1.4 500 BB&T CORP COM 054937107 154 6,763 SH Defined 1 6,763 BCE INC COM NEW 05534B760 820 23,394 SH Defined 5.6 23,394 BCE INC COM NEW 05534B760 698 20,000 SH Defined 1 20,000 BCE INC COM NEW 05534B760 2,672 76,550 SH Defined 5.6 76,550 BCE INC COM NEW 05534B760 370 10,596 SH Defined 5.6 10,596 BCE INC COM NEW 05534B760 216 6,200 SH Defined 5.6 6,200 BCE INC COM NEW 05534B760 193 5,531 SH Defined 5.6 5,531 BCE INC COM NEW 05534B760 38 1,100 SH Defined 5.6 1,100 BEARINGPOINT INC COM 074002106 0 300 SH Defined 1.4 300 BEAZER HOMES USA INC COM 07556Q105 4 748 SH Defined 1.4 748 BECKMAN COULTER INC COM 075811109 632 9,366 SH 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42,400 SH Defined 1.4 42,400 CANO PETE INC COM 137801106 145 18,291 SH Defined 5.6 18,291 CAPITAL ONE FINL CORP COM 14040H105 2,782 73,200 SH Defined 8,9,10 73,200 CAPITAL ONE FINL CORP COM 14040H105 43,033 1,132,143 SH Defined 5.6 1,132,143 CAPITAL ONE FINL CORP COM 14040H105 178 4,670 SH Defined 1 4,670 CAPITALSOURCE INC COM 14055X102 93 8,366 SH Defined 1.4 8,366 CAPITALSOURCE INC COM 14055X102 97 8,719 SH Defined 1 8,719 CAPITALSOURCE INC DBCV 1.625% 3/1 14055XAF9 442 4,700 PRN Defined 5.6 4,700 CAPITALSOURCE INC NOTE 7.250% 7/1 14055XAG7 1,712 21,000 PRN Defined 5.6 21,000 CAPITALSOURCE INC NOTE 7.250% 7/1 14055XAG7 660 8,100 PRN Defined 5.6 8,100 CAPITOL ACQUISITION CORP DEL *W EXP 11/08/20114055E112 32 50,000 SH Defined 5.6 50,000 CAPITOL ACQUISITION CORP DEL COM 14055E104 524 56,000 SH Defined 5.6 56,000 CAPITOL FED FINL COM 14057C106 74 1,960 SH Defined 5.6 1,960 CAPSTONE TURBINE CORP COM 14067D102 8 2,000 SH Defined 1.4 2,000 CAPTARIS INC COM 14071N104 104 25,595 SH Defined 5.6 25,595 CARBO CERAMICS INC COM 140781105 329 5,640 SH Defined 5.6 5,640 CARDINAL HEALTH INC COM 14149Y108 46,092 893,602 SH Defined 5.6 893,602 CARDINAL HEALTH INC COM 14149Y108 1,231 23,861 SH Defined 1 23,861 CARDINAL HEALTH INC COM 14149Y108 320 6,206 SH Defined 5.6 6,206 CAREER EDUCATION CORP COM 141665109 101 6,900 SH Defined 5.6 6,900 CAREER EDUCATION CORP COM 141665109 584 40,000 SH Defined 5.6 40,000 CARMAX INC COM 143130102 109 7,651 SH Defined 5.6 7,651 CARMAX INC COM 143130102 36 2,506 SH Defined 1.4 2,506 CARNIVAL CORP DBCV 2.000% 4/1 143658AN2 25,486 25,017 PRN Defined 5.6 25,017 CARNIVAL CORP PAIRED CTF 143658300 4,140 125,609 SH Defined 5.6 125,609 CARNIVAL CORP PAIRED CTF 143658300 43 1,300 SH Defined 1.4 1,300 CARNIVAL CORP PAIRED CTF 143658300 387 11,745 SH Defined 1 11,745 CARNIVAL CORP PAIRED CTF 143658300 46 1,400 SH Defined 5.6 1,400 CARPENTER TECHNOLOGY CORP COM 144285103 1 16 SH Defined 5.6 16 CARRIZO OIL & CO INC NOTE 4.375% 6/0 144577AA1 3,005 29,000 PRN Defined 5.6 29,000 CARTER INC COM 146229109 72 5,200 SH Defined 5.6 5,200 CASEYS GEN STORES INC COM 147528103 23 1,000 SH Defined 1.4 1,000 CASTLEPOINT HOLDINGS LTD COM G19522112 125 13,800 SH Defined 5.6 13,800 CATAPULTMUNICATIONS CORP COM 149016107 65 9,100 SH Defined 5.6 9,100 CATERPILLAR INC DEL COM 149123101 12,612 170,847 SH Defined 5.6 170,847 CATERPILLAR INC DEL COM 149123101 1,742 23,600 SH Defined 5.6 23,600 CATERPILLAR INC DEL COM 149123101 771 10,444 SH Defined 1 10,444 CATERPILLAR INC DEL COM 149123101 8,711 118,009 SH Defined 5.7 118,009 CATERPILLAR INC DEL COM 149123101 578 7,828 SH Defined 5.7 7,828 CATERPILLAR INC DEL COM 149123101 429 5,810 SH Defined 5.7 5,810 CATERPILLAR INC DEL COM 149123101 9 116 SH Defined 5.7 116 CAVCO INDS INC DEL COM 149568107 70 2,133 SH Defined 5.6 2,133 CAVIUM NETWORKS INC COM 14965A101 378 18,000 SH Defined 5.6 18,000 CB RICHARD ELLIS GROUP INC CL A 12497T101 262 13,631 SH Defined 5.6 13,631 CB RICHARD ELLIS GROUP INC CL A 12497T101 353 18,360 SH Defined 5.6 18,360 CB RICHARD ELLIS GROUP INC CL A 12497T101 19 1,002 SH Defined 5.6 1,002 CB RICHARD ELLIS GROUP INC CL A 12497T101 2,156 112,284 SH Defined 5.7 112,284 CB RICHARD ELLIS GROUP INC CL A 12497T101 180 9,357 SH Defined 5.7 9,357 CBL & ASSOC PPTYS INC COM 124830100 267 11,700 SH Defined 5.6 11,700 CBS CORP NEW CL A 124857103 94 4,837 SH Defined 5.6 4,837 CBS CORP NEW CL B 124857202 7,975 409,172 SH Defined 5.6 409,172 CBS CORP NEW CL B 124857202 2 100 SH Defined 1.4 100 CBS CORP NEW CL B 124857202 502 25,760 SH Defined 5.6 25,760 CBS CORP NEW CL B 124857202 472 24,200 SH Defined 5.6 24,200 CBS CORP NEW CL B 124857202 150 7,677 SH Defined 5.6 7,677 CDN IMPERIAL BK OF COMMERCE COM 136069101 4,880 88,248 SH Defined 5.6 88,248 CDN IMPERIAL BK OF COMMERCE COM 136069101 457 8,300 SH Defined 1 8,300 CEDAR SHOPPING CTRS INC COM NEW 150602209 157 13,400 SH Defined 5.6 13,400 CELANESE CORP DEL COM SER A 150870103 161 3,516 SH Defined 5.6 3,516 CELANESE CORP DEL COM SER A 150870103 1,152 25,240 SH Defined 5.6 25,240 CELGENE CORP COM 151020104 7,815 122,361 SH Defined 5.6 122,361 CELGENE CORP COM 151020104 297 4,650 SH Defined 1.4 4,650 CELGENE CORP COM 151020104 109 1,710 SH Defined 1.3 1,710 CELGENE CORP COM 151020104 18 282 SH Defined 5.6 282 CELGENE CORP COM 151020104 13,720 214,812 SH Defined 5.7 214,812 CELGENE CORP COM 151020104 4,024 63,000 SH Defined 5.7 63,000 CELGENE CORP COM 151020104 1,788 28,000 SH Defined 5.7 28,000 CELGENE CORP COM 151020104 1,348 21,100 SH Defined 5.7 21,100 CELGENE CORP COM 151020104 1,111 17,400 SH Defined 5.7 17,400 CELGENE CORP COM 151020104 1,009 15,800 SH Defined 5.7 15,800 CELGENE CORP COM 151020104 825 12,920 SH Defined 5.7 12,920 CELGENE CORP COM 151020104 510 7,980 SH Defined 5.7 7,980 CELGENE CORP COM 151020104 385 6,026 SH Defined 5.7 6,026 CELGENE CORP COM 151020104 262 4,100 SH Defined 5.7 4,100 CEMEX S A SPON ADR NEW 151290889 2,195 88,881 SH Defined 5.6 88,881 CEMEX S A SPON ADR NEW 151290889 18,526 750,042 SH Defined 5.6 750,042 CEMEX S A SPON ADR NEW 151290889 9,349 378,490 SH Defined 5.6 378,490 CEMEX S A SPON ADR NEW 151290889 14 560 SH Defined 1.4 560 CEMEX S A SPON ADR NEW 151290889 16,510 668,422 SH Defined 1 668,422 CEMEX S A SPON ADR NEW 151290889 7,935 321,243 SH Defined 5.7 321,243 CEMEX S A SPON ADR NEW 151290889 323 13,057 SH Defined 5.7 13,057 CENTENNIAL COMMUNCTNS CORP N CL A NEW 15133V208 287 41,035 SH Defined 5.6 41,035 CENTERPOINT ENERGY INC COM 15189T107 2,814 175,327 SH Defined 5.6 175,327 CENTERPOINT ENERGY INC COM 15189T107 460 28,671 SH Defined 1 28,671 CENTEX CORP COM 152312104 10,011 748,798 SH Defined 5.6 748,798 CENTEX CORP COM 152312104 289 21,600 SH Defined 5.6 21,600 CENTEX CORP COM 152312104 120 9,000 SH Defined 5.6 9,000 CENTRAL EUROPEAN DIST CORP COM 153435102 2,751 37,100 SH Defined 5.6 37,100 CENTRAL EUROPEAN DIST CORP COM 153435102 912 12,300 SH Defined 5.6 12,300 CENTRAL EUROPEAN DIST CORP COM 153435102 30 400 SH Defined 5.6 400 CENTRAL EUROPEAN DIST CORP COM 153435102 74 1,000 SH Defined 1.4 1,000 CENTRAL EUROPEAN DIST CORP COM 153435102 3,783 51,024 SH Defined 5.7 51,024 CENTRAL EUROPEAN DIST CORP COM 153435102 315 4,252 SH Defined 5.7 4,252 CENTRAL EUROPEAN MEDIA ENTRP CL A NEW G20045202 634 7,000 SH Defined 5.6 7,000 CENTRAL EUROPEAN MEDIA ENTRP CL A NEW G20045202 9 100 SH Defined 5.6 100 CENTRAL EUROPEAN MEDIA ENTRP CL A NEW G20045202 914 10,096 SH Defined 1 10,096 CENTRAL EUROPEAN MEDIA ENTRP CL A NEW G20045202 5 51 SH Defined 5.6 51 CENTRAL EUROPEAN MEDIA ENTRP CL A NEW G20045202 3 30 SH Defined 5.6 30 CENTRAL EUROPEAN MEDIA ENTRP CL A NEW G20045202 4,853 53,608 SH Defined 5.7 53,608 CENTRAL EUROPEAN MEDIA ENTRP CL A NEW G20045202 1,901 21,000 SH Defined 5.7 21,000 CENTRAL EUROPEAN MEDIA ENTRP CL A NEW G20045202 951 10,500 SH Defined 5.7 10,500 CENTRAL EUROPEAN MEDIA ENTRP CL A NEW G20045202 694 7,666 SH Defined 5.7 7,666 CENTRAL EUROPEAN MEDIA ENTRP CL A NEW G20045202 588 6,500 SH Defined 5.7 6,500 CENTRAL EUROPEAN MEDIA ENTRP CL A NEW G20045202 553 6,110 SH Defined 5.7 6,110 CENTRAL EUROPEAN MEDIA ENTRP CL A NEW G20045202 501 5,530 SH Defined 5.7 5,530 CENTRAL EUROPEAN MEDIA ENTRP CL A NEW G20045202 432 4,770 SH Defined 5.7 4,770 CENTRAL GARDEN & PET CO COM 153527106 17 3,800 SH Defined 5.6 3,800 CENTURY ALUM CO COM 156431108 366 5,500 SH Defined 5.6 5,500 CENTURY ALUM CO COM 156431108 66 1,000 SH Defined 1.4 1,000 CENTURYTEL INC COM 156700106 282 7,924 SH Defined 5.6 7,924 CENTURYTEL INC COM 156700106 406 11,400 SH Defined 5.6 11,400 CEPHALON INC COM 156708109 666 9,994 SH Defined 5.6 9,994 CEPHALON INC COM 156708109 627 9,400 SH Defined 1.4 9,400 CEPHALON INC COM 156708109 58 872 SH Defined 1 872 CEPHALON INC COM 156708109 393 5,900 SH Defined 5.6 5,900 CEPHALON INC NOTE 2.000% 6/0 156708AP4 848 5,500 PRN Defined 5.6 5,500 CEPHALON INC NOTE 6/1 156708AL3 894 7,140 PRN Defined 5.6 7,140 CERADYNE INC NOTE 2.875%12/1 156710AA3 835 9,000 PRN Defined 5.6 9,000 CERNER CORP COM 156782104 2,620 58,000 SH Defined 5.6 58,000 CF INDS HLDGS INC COM 125269100 2,220 14,526 SH Defined 5.6 14,526 CF INDS HLDGS INC COM 125269100 428 2,802 SH Defined 1.4 2,802 CF INDS HLDGS INC COM 125269100 957 6,260 SH Defined 1 6,260 CF INDS HLDGS INC COM 125269100 588 3,850 SH Defined 5.6 3,850 CF INDS HLDGS INC COM 125269100 275 1,800 SH Defined 5.6 1,800 CF INDS HLDGS INC COM 125269100 162 1,060 SH Defined 5.6 1,060 CF INDS HLDGS INC COM 125269100 37 242 SH Defined 5.6 242 CF INDS HLDGS INC COM 125269100 3,299 21,592 SH Defined 5.6 21,592 CHARLES RIV LABS INTL INC COM 159864107 136 2,134 SH Defined 5.6 2,134 CHARLES RIV LABS INTL INC NOTE 2.250% 6/1 159864AB3 4,016 3,000,000 PRN Defined 1 3,000,000 CHARLES RIV LABS INTL INC NOTE 2.250% 6/1 159864AB3 715 5,000 PRN Defined 5.6 5,000 CHARTER COMMUNICATIONS INC D CL A 16117M107 10 9,341 SH Defined 1.4 9,341 CHARTER COMMUNICATIONS INC D CL A 16117M107 151 143,750 SH Defined 5.6 143,750 CHARTER COMMUNICATIONS INC D CL A 16117M107 32 30,625 SH Defined 5.6 30,625 CHARTERED SEMICONDUCTOR MFG ADR 16133R106 5 890 SH Defined 1.4 890 CHC HELICOPTER CORP CL A SUB VTG 12541C203 687 22,300 SH Defined 5.6 22,300 CHC HELICOPTER CORP CL A SUB VTG 12541C203 534 17,330 SH Defined 5.6 17,330 CHC HELICOPTER CORP CL A SUB VTG 12541C203 327 10,600 SH Defined 5.6 10,600 CHC HELICOPTER CORP CL A SUB VTG 12541C203 89 2,880 SH Defined 5.6 2,880 CHEESECAKE FACTORY INC COM 163072101 1,530 96,195 SH Defined 5.6 96,195 CHEMTURA CORP COM 163893100 7 1,184 SH Defined 5.6 1,184 CHENIERE ENERGY INC COM NEW 16411R208 495 113,272 SH Defined 1.4 113,272 CHENIERE ENERGY INC COM NEW 16411R208 253 57,893 SH Defined 5.6 57,893 CHENIERE ENERGY INC COM NEW 16411R208 1,829 418,455 SH Defined 5.6 418,455 CHENIERE ENERGY INC COM NEW 16411R208 722 165,287 SH Defined 5.6 165,287 CHENIERE ENERGY INC COM NEW 16411R208 1 314 SH Defined 5.6 314 CHENIERE ENERGY INC COM NEW 16411R208 0 36 SH Defined 5.6 36 CHEROKEE INTL CORP COM 164450108 1 778 SH Defined 5.6 778 CHESAPEAKE ENERGY CORP COM 165167107 18,640 282,601 SH Defined 5.6 282,601 CHESAPEAKE ENERGY CORP COM 165167107 161 2,448 SH Defined 1.4 2,448 CHESAPEAKE ENERGY CORP COM 165167107 161 2,438 SH Defined 1 2,438 CHESAPEAKE ENERGY CORP COM 165167107 2,626 39,808 SH Defined 5.6 39,808 CHESAPEAKE ENERGY CORP COM 165167107 1,774 26,900 SH Defined 5.6 26,900 CHESAPEAKE ENERGY CORP COM 165167107 267 4,045 SH Defined 5.6 4,045 CHESAPEAKE ENERGY CORP COM 165167107 151 2,290 SH Defined 5.6 2,290 CHESAPEAKE ENERGY CORP COM 165167107 4,364 66,160 SH Defined 5.7 66,160 CHESAPEAKE ENERGY CORP COM 165167107 2,045 31,000 SH Defined 5.7 31,000 CHESAPEAKE ENERGY CORP COM 165167107 1,260 19,100 SH Defined 5.7 19,100 CHESAPEAKE ENERGY CORP COM 165167107 1,148 17,400 SH Defined 5.7 17,400 CHESAPEAKE ENERGY CORP COM 165167107 935 14,180 SH Defined 5.7 14,180 CHESAPEAKE ENERGY CORP COM 165167107 278 4,210 SH Defined 5.7 4,210 CHESAPEAKE ENERGY CORP PFD CONV 165167842 483 3,000 SH Defined 5.6 3,000 CHEVRON CORP NEW COM 166764100 259,319 2,615,951 SH Defined 5.6 2,615,951 CHEVRON CORP NEW COM 166764100 4,966 50,096 SH Defined 1.2 50,096 CHEVRON CORP NEW COM 166764100 2,636 26,595 SH Defined 1.2 26,595 CHEVRON CORP NEW COM 166764100 1,947 19,638 SH Defined 1.2 19,638 CHEVRON CORP NEW COM 166764100 16,094 162,348 SH Defined 1 162,348 CHEVRON CORP NEW COM 166764100 53 533 SH Defined 5.6 533 CHEVRON CORP NEW COM 166764100 28,537 287,875 SH Defined 5.7 287,875 CHEVRON CORP NEW COM 166764100 3,359 33,880 SH Defined 5.7 33,880 CHEVRON CORP NEW COM 166764100 1,483 14,957 SH Defined 5.7 14,957 CHEVRON CORP NEW COM 166764100 861 8,690 SH Defined 5.7 8,690 CHEVRON CORP NEW COM 166764100 22 217 SH Defined 5.7 217 CHEVRON CORP NEW COM 166764100 17 172 SH Defined 5.7 172 CHICOS FAS INC COM 168615102 888 165,311 SH Defined 1 165,311 CHILDRENS PL RETAIL STORES I COM 168905107 556 15,400 SH Defined 5.6 15,400 CHINA DIGITAL TV HLDG CO LTD SPONSORED ADR 16938G107 1,200 86,292 SH Defined 5.6 86,292 CHINA DIGITAL TV HLDG CO LTD SPONSORED ADR 16938G107 14 1,000 SH Defined 1.4 1,000 CHINA DIRECT INC COM 169384104 0 1 SH Defined 1.3 1 CHINA FD INC COM 169373107 18 600 SH Defined 1.4 600 CHINA FIN ONLINE CO LTD SPONSORED ADR 169379104 34 2,250 SH Defined 1.4 2,250 CHINA HLDGS ACQUISITION CORP *W EXP 11/16/20116942N114 24 30,000 SH Defined 5.6 30,000 CHINA HLDGS ACQUISITION CORP COM 16942N106 772 85,000 SH Defined 5.6 85,000 CHINA LIFE INS CO LTD SPON ADR REP H 16939P106 37 700 SH Defined 1.4 700 CHINA MED TECHNOLOGIES INC SPONSORED ADR 169483104 52 1,050 SH Defined 1.4 1,050 CHINA MED TECHNOLOGIES INC SPONSORED ADR 169483104 395 8,000 SH Defined 5.7 8,000 CHINA MED TECHNOLOGIES INC SPONSORED ADR 169483104 99 2,000 SH Defined 5.7 2,000 CHINA MOBILE HONG KONG LTD SPONSORED ADR 16941M109 5,604 83,700 SH Defined 5.6 83,700 CHINA MOBILE HONG KONG LTD SPONSORED ADR 16941M109 436 6,507 SH Defined 1.4 6,507 CHINA MOBILE HONG KONG LTD SPONSORED ADR 16941M109 91 4,045 SH Defined 1 4,045 CHINA NEPSTAR CHAIN DRUGSTOR SPONSORED ADR 16943C109 10 1,100 SH Defined 5.6 1,100 CHINA UNICOM LTD SPONSORED ADR 16945R104 853 46,047 SH Defined 5.6 46,047 CHINA UNICOM LTD SPONSORED ADR 16945R104 19 1,050 SH Defined 1.4 1,050 CHINDEX INTERNATIONAL INC COM 169467107 750 51,150 SH Defined 5.6 51,150 CHIPOTLE MEXICAN GRILL INC CL A 169656105 17 200 SH Defined 1.4 200 CHIQUITA BRANDS INTL INC COM 170032809 2,929 193,100 SH Defined 5.6 193,100 CHOICE HOTELS INTL INC COM 169905106 294 11,100 SH Defined 5.6 11,100 CHOICE HOTELS INTL INC COM 169905106 212 8,000 SH Defined 5.6 8,000 CHOICEPOINT INC COM 170388102 134 2,788 SH Defined 5.6 2,788 CHOICEPOINT INC COM 170388102 2 34 SH Defined 1.4 34 CHOICEPOINT INC COM 170388102 2,398 49,750 SH Defined 5.6 49,750 CHOICEPOINT INC COM 170388102 2,341 48,574 SH Defined 5.6 48,574 CHOICEPOINT INC COM 170388102 1,600 33,200 SH Defined 5.6 33,200 CHOICEPOINT INC COM 170388102 1,330 27,600 SH Defined 5.6 27,600 CHOICEPOINT INC COM 170388102 1,259 26,119 SH Defined 5.6 26,119 CHOICEPOINT INC COM 170388102 1,229 25,496 SH Defined 5.6 25,496 CHOICEPOINT INC COM 170388102 1,067 22,139 SH Defined 5.6 22,139 CHOICEPOINT INC COM 170388102 945 19,600 SH Defined 5.6 19,600 CHOICEPOINT INC COM 170388102 216 4,484 SH Defined 5.6 4,484 CHOICEPOINT INC COM 170388102 6,770 140,459 SH Defined 5.6 140,459 CHOICEPOINT INC COM 170388102 5,568 115,518 SH Defined 5.6 115,518 CHUBB CORP COM 171232101 4,166 85,000 SH Defined 8,9,10 85,000 CHUBB CORP COM 171232101 1,660 33,872 SH Defined 5.6 33,872 CHUBB CORP COM 171232101 192 3,914 SH Defined 5.6 3,914 CHUBB CORP COM 171232101 1 18 SH Defined 5.6 18 CHUNGHWA TELECOM CO LTD SPON ADR NEW 17133Q304 5,287 208,400 SH Defined 5.6 208,400 CHUNGHWA TELECOM CO LTD SPON ADR NEW 17133Q304 2,438 96,100 SH Defined 1.2 96,100 CHUNGHWA TELECOM CO LTD SPON ADR NEW 17133Q304 1,819 71,700 SH Defined 1.2 71,700 CHUNGHWA TELECOM CO LTD SPON ADR NEW 17133Q304 619 24,400 SH Defined 1.2 24,400 CHURCH & DWIGHT INC COM 171340102 73 1,300 SH Defined 5.6 1,300 CIENA CORP COM NEW 171779309 141 6,087 SH Defined 5.6 6,087 CIENA CORP COM NEW 171779309 2,401 103,610 SH Defined 1 103,610 CIGNA CORP COM 125509109 2,886 81,552 SH Defined 5.6 81,552 CIGNA CORP COM 125509109 648 18,320 SH Defined 1 18,320 CIGNA CORP COM 125509109 595 16,800 SH Defined 5.6 16,800 CIGNA CORP COM 125509109 269 7,589 SH Defined 5.6 7,589 CIGNA CORP COM 125509109 5 129 SH Defined 5.6 129 CIMAREX ENERGY CO COM 171798101 607 8,719 SH Defined 5.6 8,719 CIMAREX ENERGY CO COM 171798101 125 1,800 SH Defined 5.6 1,800 CIMAREX ENERGY CO COM 171798101 3,191 45,800 SH Defined 5.7 45,800 CIMAREX ENERGY CO COM 171798101 1,568 22,500 SH Defined 5.7 22,500 CIMAREX ENERGY CO COM 171798101 1,010 14,500 SH Defined 5.7 14,500 CIMAREX ENERGY CO COM 171798101 961 13,800 SH Defined 5.7 13,800 CIMAREX ENERGY CO COM 171798101 714 10,250 SH Defined 5.7 10,250 CIMAREX ENERGY CO COM 171798101 237 3,400 SH Defined 5.7 3,400 CINCINNATI BELL INC NEW COM 171871106 201 50,400 SH Defined 5.6 50,400 CINCINNATI FINL CORP COM 172062101 326 12,829 SH Defined 5.6 12,829 CINCINNATI FINL CORP COM 172062101 45 1,783 SH Defined 1 1,783 CINEMARK HOLDINGS INC COM 17243V102 29 2,200 SH Defined 5.6 2,200 CINTAS CORP COM 172908105 146 5,497 SH Defined 5.6 5,497 CINTAS CORP COM 172908105 78 2,950 SH Defined 1.4 2,950 CINTAS CORP COM 172908105 1,283 48,390 SH Defined 1 48,390 CIRCUIT CITY STORE INC COM 172737108 21 7,100 SH Defined 1.4 7,100 CISCO SYS INC COM 17275R102 2,185 93,940 SH Defined 8,9,10 93,940 CISCO SYS INC COM 17275R102 3,373 145,000 SH Defined 5.6 145,000 CISCO SYS INC COM 17275R102 128,581 5,527,968 SH Defined 5.6 5,527,968 CISCO SYS INC COM 17275R102 432 18,561 SH Defined 1.4 18,561 CISCO SYS INC COM 17275R102 353 15,197 SH Defined 1.2 15,197 CISCO SYS INC COM 17275R102 89 3,847 SH Defined 1.2 3,847 CISCO SYS INC COM 17275R102 566 24,350 SH Defined 5.6 24,350 CISCO SYS INC COM 17275R102 428 18,400 SH Defined 5.6 18,400 CISCO SYS INC COM 17275R102 151 6,500 SH Defined 5.6 6,500 CISCO SYS INC COM 17275R102 81 3,500 SH Defined 5.6 3,500 CISCO SYS INC COM 17275R102 1 27 SH Defined 5.6 27 CISCO SYS INC COM 17275R102 148 6,374 SH Defined 1 6,374 CISCO SYS INC COM 17275R102 22,011 946,286 SH Defined 5.7 946,286 CISCO SYS INC COM 17275R102 1,852 79,630 SH Defined 5.7 79,630 CISCO SYS INC COM 17275R102 932 40,058 SH Defined 5.7 40,058 CISCO SYS INC COM 17275R102 480 20,620 SH Defined 5.7 20,620 CISCO SYS INC COM 17275R102 452 19,446 SH Defined 5.7 19,446 CISCO SYS INC COM 17275R102 11 485 SH Defined 5.7 485 CISCO SYS INC COM 17275R102 11 463 SH Defined 5.7 463 CISCO SYS INC COM 17275R102 93 4,000 SH Defined 4,000 CISCO SYS INC COM 17275R102 45 1,940 SH Defined 1,940 CISCO SYS INC COM 17275R102 21 900 SH Defined 900 CIT GROUP INC COM 125581108 100 14,700 SH Defined 5.6 14,700 CIT GROUP INC COM 125581108 130 19,100 SH Defined 1.4 19,100 CIT GROUP INC COM 125581108 20 2,879 SH Defined 1 2,879 CIT GROUP INC COM 125581108 186 27,300 SH Defined 5.6 27,300 CITADEL BROADCASTING CORP COM 17285T106 3 2,200 SH Defined 1.4 2,200 CITADEL BROADCASTING CORP COM 17285T106 5 3,935 SH Defined 1 3,935 CITIGROUP INC COM 172967101 70,490 4,205,829 SH Defined 5.6 4,205,829 CITIGROUP INC COM 172967101 6,069 362,121 SH Defined 1.4 362,121 CITIGROUP INC COM 172967101 499 29,800 SH Defined 1.3 29,800 CITIGROUP INC COM 172967101 989 59,000 SH Defined 1.2 59,000 CITIGROUP INC COM 172967101 959 57,246 SH Defined 1.2 57,246 CITIGROUP INC COM 172967101 549 32,755 SH Defined 1.2 32,755 CITIGROUP INC COM 172967101 506 30,200 SH Defined 1.2 30,200 CITIGROUP INC COM 172967101 440 26,245 SH Defined 1.2 26,245 CITIGROUP INC COM 172967101 269 16,021 SH Defined 1.2 16,021 CITIGROUP INC COM 172967101 15 880 SH Defined 1.2 880 CITIGROUP INC COM 172967101 299 17,830 SH Defined 1 17,830 CITIGROUP INC COM 172967101 25,292 1,509,093 SH Defined 1 1,509,093 CITIGROUP INC COM 172967101 396 23,600 SH Defined 5.6 23,600 CITIGROUP INC COM 172967101 69 4,100 SH Defined 5.6 4,100 CITIGROUP INC COM 172967101 36 2,132 SH Defined 5.6 2,132 CITIGROUP INC COM 172967101 16,425 980,000 SH Defined 5.7 980,000 CITIGROUP INC COM 172967101 1,331 79,400 SH Defined 5.7 79,400 CITIGROUP INC COM 172967101 665 39,700 SH Defined 5.7 39,700 CITIGROUP INC COM 172967101 341 20,320 SH Defined 5.7 20,320 CITIGROUP INC COM 172967101 9 531 SH Defined 5.7 531 CITIGROUP INC COM 172967101 50 3,000 SH Defined 3,000 CITIGROUP INC COM 172967101 27 1,600 SH Defined 1,600 CITIGROUP INC COM 172967101 8 500 SH Defined 500 CITIZENSMUNICATIONS CO COM 17453B101 258 22,747 SH Defined 5.6 22,747 CITIZENSMUNICATIONS CO COM 17453B101 22 3,177 SH Defined 5.6 3,177 CITRIX SYS INC COM 177376100 3,313 112,648 SH Defined 5.6 112,648 CITRIX SYS INC COM 177376100 92 3,125 SH Defined 1.4 3,125 CITRIX SYS INC COM 177376100 302 10,257 SH Defined 1 10,257 CKX INC COM 12562M106 798 91,200 SH Defined 5.6 91,200 CKX INC COM 12562M106 44 5,036 SH Defined 5.6 5,036 CLAYTON HLDGS INC COM 18418N107 106 17,655 SH Defined 5.6 17,655 CLAYTON HLDGS INC COM 18418N107 88 14,726 SH Defined 5.6 14,726 CLEAN DIESEL TECHNOLOGIES IN COM NEW 18449C302 30 2,500 SH Defined 1.4 2,500 CLEAN HARBORS INC COM 184496107 24 344 SH Defined 1.4 344 CLEAR CHANNEL OUTDOOR HLDGS CL A 18451C109 5,374 301,391 SH Defined 5.6 301,391 CLEAR CHANNEL OUTDOOR HLDGS CL A 18451C109 304 17,039 SH Defined 5.6 17,039 CLEAR CHANNEL OUTDOOR HLDGS CL A 18451C109 143 8,000 SH Defined 5.6 8,000 CLEAR CHANNELMUNICATIONS COM 184502102 1,396 39,666 SH Defined 5.6 39,666 CLEAR CHANNELMUNICATIONS COM 184502102 100 2,850 SH Defined 1.4 2,850 CLEAR CHANNELMUNICATIONS COM 184502102 503 14,294 SH Defined 1 14,294 CLEAR CHANNELMUNICATIONS COM 184502102 4,726 134,248 SH Defined 5.6 134,248 CLEAR CHANNELMUNICATIONS COM 184502102 3,041 86,400 SH Defined 5.6 86,400 CLEAR CHANNELMUNICATIONS COM 184502102 2,980 84,663 SH Defined 5.6 84,663 CLEAR CHANNELMUNICATIONS COM 184502102 2,932 83,305 SH Defined 5.6 83,305 CLEAR CHANNELMUNICATIONS COM 184502102 2,344 66,590 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5,898 COLGATE PALMOLIVE CO COM 194162103 59 852 SH Defined 5.6 852 COLGATE PALMOLIVE CO COM 194162103 4,109 59,471 SH Defined 5.7 59,471 COLGATE PALMOLIVE CO COM 194162103 1,675 24,240 SH Defined 5.7 24,240 COLGATE PALMOLIVE CO COM 194162103 760 11,000 SH Defined 5.7 11,000 COLGATE PALMOLIVE CO COM 194162103 651 9,420 SH Defined 5.7 9,420 COLGATE PALMOLIVE CO COM 194162103 619 8,960 SH Defined 5.7 8,960 COLGATE PALMOLIVE CO COM 194162103 484 7,000 SH Defined 5.7 7,000 COLGATE PALMOLIVE CO COM 194162103 346 5,000 SH Defined 5.7 5,000 COLGATE PALMOLIVE CO COM 194162103 305 4,420 SH Defined 5.7 4,420 COLGATE PALMOLIVE CO COM 194162103 159 2,300 SH Defined 5.7 2,300 COLGATE PALMOLIVE CO COM 194162103 9 137 SH Defined 5.7 137 COLGATE PALMOLIVE CO COM 194162103 292 4,230 SH Defined 4,230 COLLECTIVE BRANDS INC COM 19421W100 79 6,750 SH Defined 5.6 6,750 COLONIAL PPTYS TR COM SH BEN INT 195872106 208 10,400 SH Defined 5.6 10,400 COLONIAL PPTYS TR COM SH BEN INT 195872106 205 10,246 SH Defined 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225302AG3 919 10,560 PRN Defined 5.6 10,560 CREDIT SUISSE GROUP SPONSORED ADR 225401108 98 2,173 SH Defined 5.6 2,173 CREE INC COM 225447101 2,768 121,365 SH Defined 5.6 121,365 CREE INC COM 225447101 413 18,100 SH Defined 5.6 18,100 CRESUD S A C I F Y A SPONSORED ADR 226406106 1,936 130,300 SH Defined 5.6 130,300 CRESUD S A C I F Y A SPONSORED ADR 226406106 84 5,671 SH Defined 1.4 5,671 CROCS INC COM 227046109 62 7,775 SH Defined 1.4 7,775 CROCS INC COM 227046109 6 700 SH Defined 5.6 700 CROCS INC COM 227046109 0 15 SH Defined 5.6 15 CROWN CASTLE INTL CORP COM 228227104 933 24,096 SH Defined 5.6 24,096 CROWN CASTLE INTL CORP COM 228227104 2,366 61,100 SH Defined 5.6 61,100 CROWN CASTLE INTL CORP COM 228227104 376 9,700 SH Defined 5.6 9,700 CROWN CASTLE INTL CORP COM 228227104 167 4,300 SH Defined 5.6 4,300 CROWN CASTLE INTL CORP COM 228227104 127 3,290 SH Defined 5.6 3,290 CROWN CASTLE INTL CORP COM 228227104 93 2,400 SH Defined 5.6 2,400 CROWN CASTLE INTL CORP COM 228227104 1 23 SH 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Defined 5.6 15,500 CULLEN FROST BANKERS INC COM 229899109 374 7,500 SH Defined 5.6 7,500 CUMMINS INC COM 231021106 1,008 15,383 SH Defined 5.6 15,383 CUMMINS INC COM 231021106 1,586 24,200 SH Defined 1.2 24,200 CUMMINS INC COM 231021106 937 14,300 SH Defined 1.2 14,300 CUMMINS INC COM 231021106 524 8,000 SH Defined 1.2 8,000 CUMMINS INC COM 231021106 2,729 41,658 SH Defined 5.6 41,658 CUMMINS INC COM 231021106 12,121 185,000 SH Defined 5.7 185,000 CUMMINS INC COM 231021106 983 15,000 SH Defined 5.7 15,000 CUMMINS INC COM 231021106 480 7,320 SH Defined 5.7 7,320 CUMMINS INC COM 231021106 249 3,800 SH Defined 5.7 3,800 CUMMINS INC COM 231021106 18 272 SH Defined 5.7 272 CURRENCY SHARES EURO TR EURO SHS 23130C108 434 2,750 SH Defined 1.4 2,750 CV THERAPEUTICS INC NOTE 2.000% 5/1 126667AD6 1,126 11,990 PRN Defined 5.6 11,990 CV THERAPEUTICS INC NOTE 3.250% 8/1 126667AG9 219 2,910 PRN Defined 5.6 2,910 CVR ENERGY INC COM 12662P108 39 2,000 SH Defined 1.4 2,000 CVS CORP COM 126650100 78,093 1,973,546 SH Defined 5.6 1,973,546 CVS CORP COM 126650100 4,765 120,409 SH Defined 1.3 120,409 CVS CORP COM 126650100 4,731 119,560 SH Defined 1.2 119,560 CVS CORP COM 126650100 2,535 64,060 SH Defined 1.2 64,060 CVS CORP COM 126650100 1,868 47,200 SH Defined 1.2 47,200 CVS CORP COM 126650100 825 20,844 SH Defined 1 20,844 CVS CORP COM 126650100 962 24,300 SH Defined 5.6 24,300 CVS CORP COM 126650100 364 9,200 SH Defined 5.6 9,200 CVS CORP COM 126650100 96 2,420 SH Defined 5.6 2,420 CVS CORP COM 126650100 8,545 215,952 SH Defined 5.7 215,952 CVS CORP COM 126650100 712 17,996 SH Defined 5.7 17,996 CYBERONICS INC COM 23251P102 1,721 79,300 SH Defined 5.6 79,300 CYBERSOURCE CORP COM 23251J106 990 59,200 SH Defined 5.6 59,200 CYBERSOURCE CORP COM 23251J106 22 1,300 SH Defined 1.4 1,300 CYMER INC COM 232572107 155 5,750 SH Defined 5.6 5,750 CYPRESS BIOSCIENCES INC COM PAR $.02 232674507 359 49,980 SH Defined 5.6 49,980 CYPRESS BIOSCIENCES INC COM PAR $.02 232674507 10 1,455 SH Defined 5.6 1,455 CYPRESS SEMICONDUCTOR CORP COM 232806109 285 11,500 SH Defined 5.6 11,500 CYPRESS SEMICONDUCTOR CORP COM 232806109 25 1,000 SH Defined 1.4 1,000 CYPRESS SEMICONDUCTOR CORP COM 232806109 197 7,970 SH Defined 1 7,970 CYPRESS SEMICONDUCTOR CORP COM 232806109 437 17,660 SH Defined 5.6 17,660 CYPRESS SEMICONDUCTOR CORP COM 232806109 405 16,345 SH Defined 5.6 16,345 CYPRESS SEMICONDUCTOR CORP COM 232806109 30 1,226 SH Defined 5.6 1,226 CYTORI THERAPEUTICS INC COM 23283K105 39 6,000 SH Defined 6,000 D R HORTON INC COM 23331A109 22,232 2,049,076 SH Defined 5.6 2,049,076 D R HORTON INC COM 23331A109 286 26,400 SH Defined 5.6 26,400 DANA HOLDING CORP COM 235825205 788 147,278 SH Defined 5.6 147,278 DANA HOLDING CORP COM 235825205 512 95,780 SH Defined 5.6 95,780 DANA HOLDING CORP COM 235825205 87 16,174 SH Defined 5.6 16,174 DANAHER CORP DEL COM 235851102 61,534 796,035 SH Defined 5.6 796,035 DANAHER CORP DEL COM 235851102 2,412 31,200 SH Defined 5.6 31,200 DANAHER CORP DEL COM 235851102 116 1,500 SH Defined 1.3 1,500 DANAHER CORP DEL COM 235851102 43 560 SH Defined 5.6 560 DANAHER CORP DEL COM 235851102 7,625 98,645 SH Defined 5.7 98,645 DANAHER CORP DEL COM 235851102 1,105 14,300 SH Defined 5.7 14,300 DANAHER CORP DEL COM 235851102 544 7,040 SH Defined 5.7 7,040 DANAHER CORP DEL COM 235851102 283 3,660 SH Defined 5.7 3,660 DANAHER CORP DEL NOTE 1/2 235851AF9 38,901 34,363 PRN Defined 5.6 34,363 DARDEN RESTAURANTS INC COM 237194105 1,759 55,068 SH Defined 5.6 55,068 DARDEN RESTAURANTS INC COM 237194105 358 11,200 SH Defined 5.6 11,200 DARDEN RESTAURANTS INC COM 237194105 175 5,475 SH Defined 5.6 5,475 DARDEN RESTAURANTS INC COM 237194105 4,686 146,713 SH Defined 5.6 146,713 DARLING INTL INC COM 237266101 3,025 183,100 SH Defined 5.6 183,100 DARWIN PROFESSIONAL UNDERWRI COM 237502109 547 17,770 SH Defined 5.6 17,770 DATASCOPE CORP COM 238113104 217 4,610 SH Defined 5.6 4,610 DATASCOPE CORP COM 238113104 75 1,589 SH Defined 5.6 1,589 DAVITA INC COM 23918K108 552 10,395 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DRILLING IN COM 25271C102 573 4,117 SH Defined 5.6 4,117 DIAMOND OFFSHORE DRILLING IN COM 25271C102 2,168 15,580 SH Defined 5.7 15,580 DIAMOND OFFSHORE DRILLING IN COM 25271C102 1,044 7,500 SH Defined 5.7 7,500 DIAMOND OFFSHORE DRILLING IN COM 25271C102 943 6,780 SH Defined 5.7 6,780 DIAMOND OFFSHORE DRILLING IN COM 25271C102 626 4,500 SH Defined 5.7 4,500 DIAMOND OFFSHORE DRILLING IN COM 25271C102 465 3,340 SH Defined 5.7 3,340 DIAMONDROCK HOSPITALITY CO COM 252784301 166 15,200 SH Defined 5.6 15,200 DIAMONDROCK HOSPITALITY CO COM 252784301 5,076 466,080 SH Defined 5.7 466,080 DIAMONDROCK HOSPITALITY CO COM 252784301 423 38,840 SH Defined 5.7 38,840 DIAMONDS TR UNIT SER 1 252787106 265 2,340 SH Defined 1.4 2,340 DICKS SPORTING GOODS INC COM 253393102 713 40,200 SH Defined 5.6 40,200 DIEBOLD INC COM 253651103 559 15,700 SH Defined 5.6 15,700 DIEBOLD INC COM 253651103 401 11,270 SH Defined 5.6 11,270 DIEBOLD INC COM 253651103 174 4,900 SH Defined 5.6 4,900 DIEBOLD INC COM 253651103 65 1,830 SH Defined 5.6 1,830 DIEBOLD INC COM 253651103 33 920 SH Defined 5.6 920 DIGIMARC CORP COM 253807101 1,523 107,557 SH Defined 5.6 107,557 DIGITAL RIV INC COM 25388B104 3,922 101,660 SH Defined 1.4 101,660 DIGITAL RLTY TR INC COM 253868103 376 9,200 SH Defined 5.6 9,200 DILLARDS INC CL A 254067101 1,715 148,200 SH Defined 1 148,200 DILLARDS INC CL A 254067101 191 16,500 SH Defined 5.7 16,500 DILLARDS INC CL A 254067101 46 4,000 SH Defined 5.7 4,000 DIODES INC NOTE 2.250%10/0 254543AA9 2,963 30,000 PRN Defined 5.6 30,000 DIONEX CORP COM 254546104 53 800 SH Defined 5.6 800 DIRECTED ELECTRONICS INC COM 254575103 294 173,044 SH Defined 1 173,044 DIRECTV GROUP INC COM 25459L106 8,302 320,419 SH Defined 5.6 320,419 DIRECTV GROUP INC COM 25459L106 168 6,769 SH Defined 1 6,769 DIRECTV GROUP INC COM 25459L106 1,897 73,200 SH Defined 5.6 73,200 DIRECTV GROUP INC COM 25459L106 969 37,400 SH Defined 5.6 37,400 DIRECTV GROUP INC COM 25459L106 6,919 267,023 SH Defined 5.7 267,023 DIRECTV GROUP INC COM 25459L106 800 30,870 SH Defined 5.7 30,870 DIRECTV GROUP INC COM 25459L106 435 16,770 SH Defined 5.7 16,770 DIRECTV GROUP INC COM 25459L106 215 8,280 SH Defined 5.7 8,280 DISCOVER FINL SVCS COM 254709108 844 64,090 SH Defined 5.6 64,090 DISCOVER FINL SVCS COM 254709108 7 512 SH Defined 1 512 DISCOVER FINL SVCS COM 254709108 146 11,100 SH Defined 5.6 11,100 DISCOVER FINL SVCS COM 254709108 137 10,400 SH Defined 5.6 10,400 DISCOVER FINL SVCS COM 254709108 94 7,102 SH Defined 5.6 7,102 DISCOVERY HOLDING CO CL A COM 25468Y107 13,544 616,751 SH Defined 5.6 616,751 DISCOVERY HOLDING CO CL A COM 25468Y107 62 2,844 SH Defined 1 2,844 DISCOVERY HOLDING CO CL A COM 25468Y107 2,753 125,381 SH Defined 5.6 125,381 DISH NETWORK CORP CL A 25470M109 5,946 203,070 SH Defined 5.6 203,070 DISH NETWORK CORP CL A 25470M109 76 2,588 SH Defined 1 2,588 DISH NETWORK CORP CL A 25470M109 466 15,900 SH Defined 5.6 15,900 DISH NETWORK CORP CL A 25470M109 27 933 SH Defined 5.6 933 DISH NETWORK CORP CL A 25470M109 11 375 SH Defined 5.6 375 DISH NETWORK CORP CL A 25470M109 1,373 46,889 SH Defined 5.6 46,889 DISH NETWORK CORP CL A 25470M109 15,026 513,196 SH Defined 5.7 513,196 DISH NETWORK CORP CL A 25470M109 1,696 57,940 SH Defined 5.7 57,940 DISH NETWORK CORP CL A 25470M109 791 27,000 SH Defined 5.7 27,000 DISH NETWORK CORP CL A 25470M109 615 21,000 SH Defined 5.7 21,000 DISH NETWORK CORP CL A 25470M109 558 19,058 SH Defined 5.7 19,058 DISH NETWORK CORP CL A 25470M109 490 16,730 SH Defined 5.7 16,730 DISH NETWORK CORP CL A 25470M109 416 14,200 SH Defined 5.7 14,200 DISH NETWORK CORP CL A 25470M109 364 12,420 SH Defined 5.7 12,420 DISH NETWORK CORP CL A 25470M109 208 7,100 SH Defined 5.7 7,100 DISH NETWORK CORP CL A 25470M109 146 5,000 SH Defined 5.7 5,000 DISH NETWORK CORP CL A 25470M109 105 3,600 SH Defined 5.7 3,600 DISNEY WALT CO COM DISNEY 254687106 101,170 3,242,617 SH Defined 5.6 3,242,617 DISNEY WALT CO COM DISNEY 254687106 672 21,546 SH Defined 1.4 21,546 DISNEY WALT CO COM DISNEY 254687106 1,021 32,722 SH Defined 1 32,722 DISNEY WALT CO COM DISNEY 254687106 162 5,200 SH Defined 5.6 5,200 DISNEY WALT CO COM DISNEY 254687106 182 5,837 SH Defined 5.6 5,837 DISNEY WALT CO COM DISNEY 254687106 7 233 SH Defined 5.6 233 DISNEY WALT CO COM DISNEY 254687106 97 3,101 SH Defined 1 3,101 DISNEY WALT CO COM DISNEY 254687106 6,151 197,158 SH Defined 5.7 197,158 DISNEY WALT CO COM DISNEY 254687106 715 22,930 SH Defined 5.7 22,930 DISNEY WALT CO COM DISNEY 254687106 388 12,425 SH Defined 5.7 12,425 DISNEY WALT CO COM DISNEY 254687106 187 5,990 SH Defined 5.7 5,990 DOLBY LABORATORIES INC COM 25659T107 77 1,915 SH Defined 1.4 1,915 DOLLAR FINL CORP NOTE 2.875% 6/3 256664AB9 945 12,750 PRN Defined 5.6 12,750 DOLLAR TREE INC COM 256746108 10 300 SH Defined 1.4 300 DOMINION RES INC VA NEW COM 25746U109 2,511 52,880 SH Defined 5.6 52,880 DOMINION RES INC VA NEW COM 25746U109 2 44 SH Defined 5.6 44 DOMINION RES INC VA NEW COM 25746U109 1 16 SH Defined 5.6 16 DOMTARCORP COM 257559104 244 44,710 SH Defined 5.6 44,710 DOMTARCORP COM 257559104 1,255 231,600 SH Defined 5.6 231,600 DOMTARCORP COM 257559104 243 44,820 SH Defined 5.6 44,820 DOMTARCORP COM 257559104 202 37,300 SH Defined 5.6 37,300 DOMTARCORP COM 257559104 74 13,700 SH Defined 5.6 13,700 DOMTARCORP COM 257559104 20 3,692 SH Defined 5.6 3,692 DOMTARCORP COM 257559104 1 139 SH Defined 5.6 139 DONNELLEY R R & SONS CO COM 257867101 12,075 406,717 SH Defined 5.6 406,717 DONNELLEY R R & SONS CO COM 257867101 29 965 SH Defined 1.4 965 DONNELLEY R R & SONS CO COM 257867101 57 1,924 SH Defined 5.6 1,924 DONNELLEY R R & SONS CO COM 257867101 15 511 SH Defined 5.6 511 DONNELLEY R R & SONS CO COM 257867101 105 3,551 SH Defined 1 3,551 DOUGLAS EMMETT INC COM 25960P109 226 10,300 SH Defined 5.6 10,300 DOUGLAS EMMETT INC COM 25960P109 94 4,300 SH Defined 5.6 4,300 DOVER CORP COM 260003108 1,030 21,295 SH Defined 5.6 21,295 DOVER CORP COM 260003108 646 13,357 SH Defined 1.4 13,357 DOVER DOWNS GAMING & ENTMT I 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1,440,568 SH Defined 5.6 1,440,568 DU PONT E I DE NEMOURS & CO COM 263534109 10 230 SH Defined 1.2 230 DU PONT E I DE NEMOURS & CO COM 263534109 45 1,054 SH Defined 1 1,054 DU PONT E I DE NEMOURS & CO COM 263534109 4,598 107,200 SH Defined 5.6 107,200 DU PONT E I DE NEMOURS & CO COM 263534109 4 100 SH Defined 5.7 100 DU PONT E I DE NEMOURS & CO COM 263534109 6 150 SH Defined 150 DUKE ENERGY CORP NEW COM 26441C105 2,683 154,392 SH Defined 5.6 154,392 DUKE ENERGY CORP NEW COM 26441C105 10 600 SH Defined 1.4 600 DUKE ENERGY CORP NEW COM 26441C105 1,713 98,548 SH Defined 1 98,548 DUKE ENERGY CORP NEW COM 26441C105 6,952 400,000 SH Defined 5.7 400,000 DUKE ENERGY CORP NEW COM 26441C105 852 49,000 SH Defined 5.7 49,000 DUKE ENERGY CORP NEW COM 26441C105 424 24,400 SH Defined 5.7 24,400 DUKE ENERGY CORP NEW COM 26441C105 217 12,500 SH Defined 5.7 12,500 DUKE REALTY CORP COM NEW 264411505 992 44,208 SH Defined 5.6 44,208 DUN & BRADSTREET CORP DEL NE COM 26483E100 120 1,369 SH Defined 5.6 1,369 DWS DREMAN VAL INCOME EDGE F COM 23339M105 56 4,200 SH Defined 5.6 4,200 DWS GLOBAL COMMODITIES STK F COM 23338Y100 85 4,186 SH Defined 5.6 4,186 DYCOM INDS INC COM 267475101 119 8,200 SH Defined 5.6 8,200 DYNEGY INC DEL CL A 26817G102 239 27,940 SH Defined 5.6 27,940 DYNEGY INC DEL CL A 26817G102 391 45,769 SH Defined 1 45,769 DYNEGY INC DEL CL A 26817G102 64 7,527 SH Defined 5.6 7,527 DYNEGY INC DEL CL A 26817G102 2,793 326,640 SH Defined 5.6 326,640 E HOUSE CHINA HLDGS LTD ADR 26852W103 26 2,300 SH Defined 1.4 2,300 E M C CORP MASS COM 268648102 66,177 4,504,909 SH Defined 5.6 4,504,909 E M C CORP MASS COM 268648102 104 7,059 SH Defined 1.4 7,059 E M C CORP MASS COM 268648102 15,471 1,053,199 SH Defined 1 1,053,199 E M C CORP MASS COM 268648102 1,701 115,768 SH Defined 5.6 115,768 E M C CORP MASS COM 268648102 805 54,820 SH Defined 5.6 54,820 E M C CORP MASS COM 268648102 241 16,380 SH Defined 5.6 16,380 E M C CORP MASS COM 268648102 92 6,285 SH Defined 5.6 6,285 E M C CORP MASS COM 268648102 84 5,717 SH Defined 5.6 5,717 E M C CORP MASS COM 268648102 45 3,039 SH Defined 5.6 3,039 E M C CORP MASS COM 268648102 33 2,264 SH Defined 5.6 2,264 E M C CORP MASS COM 268648102 21 1,430 SH Defined 5.6 1,430 E M C CORP MASS COM 268648102 7,029 478,512 SH Defined 5.7 478,512 E M C CORP MASS COM 268648102 586 39,876 SH Defined 5.7 39,876 E TRADE FINANCIAL CORP COM 269246104 83 26,508 SH Defined 5.6 26,508 E TRADE FINANCIAL CORP COM 269246104 11,071 3,525,851 SH Defined 1.4 3,525,851 E TRADE FINANCIAL CORP COM 269246104 16 5,059 SH Defined 1 5,059 E TRADE FINANCIAL CORP COM 269246104 609 193,922 SH Defined 5.6 193,922 EAGLE MATERIALS INC COM 26969P108 37 1,453 SH Defined 5.6 1,453 EARTHLINK INC COM 270321102 199 23,000 SH Defined 5.6 23,000 EASTGROUP PPTY INC COM 277276101 172 4,000 SH Defined 5.6 4,000 EASTGROUP PPTY INC COM 277276101 118 2,754 SH Defined 5.6 2,754 EASTMAN CHEM CO COM 277432100 396 5,758 SH Defined 5.6 5,758 EASTMAN CHEM CO COM 277432100 136 1,974 SH Defined 1 1,974 EASTMAN KODAK CO COM 277461109 423 29,321 SH Defined 5.6 29,321 EASTMAN KODAK CO COM 277461109 38 2,600 SH Defined 1.4 2,600 EASTMAN KODAK CO COM 277461109 86 5,990 SH Defined 5.6 5,990 EASTMAN KODAK CO COM 277461109 4 304 SH Defined 5.7 304 EASTMAN KODAK CO NOTE 3.375%10/1 277461BE8 860 9,030 PRN Defined 5.6 9,030 EASYLINK SERVICES INTL CORP CL A 277858106 68 20,000 SH Defined 1.4 20,000 EATON CORP COM 278058102 62,232 732,404 SH Defined 5.6 732,404 EATON CORP COM 278058102 51 600 SH Defined 1.4 600 EATON CORP COM 278058102 986 11,600 SH Defined 1.2 11,600 EATON CORP COM 278058102 561 6,600 SH Defined 1.2 6,600 EATON CORP COM 278058102 425 5,000 SH Defined 1.2 5,000 EATON CORP COM 278058102 1,272 14,973 SH Defined 1 14,973 EATON CORP COM 278058102 5,942 69,927 SH Defined 5.6 69,927 EATON CORP COM 278058102 3,968 46,700 SH Defined 5.6 46,700 EATON VANCE CORP COM NON VTG 278265103 151 3,800 SH Defined 5.6 3,800 EBAY INC COM 278642103 2,574 94,200 SH Defined 8,9,10 94,200 EBAY INC COM 278642103 4,170 152,581 SH Defined 5.6 152,581 EBAY INC COM 278642103 1,072 39,235 SH Defined 1 39,235 EBAY INC COM 278642103 339 12,400 SH Defined 5.6 12,400 EBAY INC COM 278642103 251 9,200 SH Defined 5.6 9,200 EBAY INC COM 278642103 153 5,600 SH Defined 5.6 5,600 EBAY INC COM 278642103 10,417 381,152 SH Defined 5.6 381,152 EBAY INC COM 278642103 6,095 223,000 SH Defined 5.7 223,000 EBAY INC COM 278642103 902 33,000 SH Defined 5.7 33,000 EBAY INC COM 278642103 574 21,000 SH Defined 5.7 21,000 EBAY INC COM 278642103 477 17,460 SH Defined 5.7 17,460 EBAY INC COM 278642103 437 16,000 SH Defined 5.7 16,000 EBAY INC COM 278642103 282 10,320 SH Defined 5.7 10,320 EBAY INC COM 278642103 273 10,000 SH Defined 5.7 10,000 EBAY INC COM 278642103 205 7,500 SH Defined 5.7 7,500 EBAY INC COM 278642103 148 5,400 SH Defined 5.7 5,400 EBAY INC COM 278642103 7 244 SH Defined 5.7 244 ECHOSTAR CORP CL A 278768106 10 306 SH Defined 1.4 306 ECHOSTAR CORP CL A 278768106 0 4 SH Defined 1 4 ECHOSTAR CORP CL A 278768106 97 3,100 SH Defined 5.6 3,100 ECHOSTAR CORP CL A 278768106 69 2,200 SH Defined 5.6 2,200 ECHOSTAR CORP CL A 278768106 1,842 59,004 SH Defined 5.7 59,004 ECHOSTAR CORP CL A 278768106 154 4,917 SH Defined 5.7 4,917 ECOLAB INC COM 278865100 4,905 114,102 SH Defined 5.6 114,102 EDGAR ONLINE INC COM 279765101 165 89,680 SH Defined 5.6 89,680 EDISON INTL COM 281020107 1,378 26,816 SH Defined 5.6 26,816 EDISON INTL COM 281020107 446 8,678 SH Defined 1 8,678 EDWARDS LIFESCIENCES CORP COM 28176E108 1 10 SH Defined 5.6 10 EHEALTH INC COM 28238P109 251 14,200 SH Defined 5.6 14,200 EL PASO CORP COM 28336L109 93,636 4,307,086 SH Defined 5.6 4,307,086 EL PASO CORP COM 28336L109 4 201 SH Defined 1.4 201 EL PASO CORP COM 28336L109 1,449 66,630 SH Defined 5.6 66,630 EL PASO CORP COM 28336L109 261 12,000 SH Defined 5.6 12,000 EL PASO CORP COM 28336L109 95 4,373 SH Defined 5.6 4,373 ELAN PLC ADR 284131208 9,344 262,829 SH Defined 1.4 262,829 ELAN PLC ADR 284131208 1,621 45,600 SH Defined 5.6 45,600 ELAN PLC ADR 284131208 36 1,000 SH Defined 5.6 1,000 ELDORADO GOLD CORP NEW COM 284902103 10,325 1,188,200 SH Defined 5.6 1,188,200 ELDORADO GOLD CORP NEW COM 284902103 65 7,600 SH Defined 1.4 7,600 ELECTRO SCIENTIFIC INDS COM 285229100 392 27,674 SH Defined 8,9,10 27,674 ELECTRO SCIENTIFIC INDS COM 285229100 71 4,990 SH Defined 8,9,10 4,990 ELECTRONIC ARTS INC COM 285512109 28,203 634,766 SH Defined 5.6 634,766 ELECTRONIC ARTS INC COM 285512109 806 18,151 SH Defined 1 18,151 ELECTRONIC ARTS INC COM 285512109 12,567 282,841 SH Defined 5.6 282,841 ELECTRONIC ARTS INC COM 285512109 1 20 SH Defined 5.6 20 ELECTRONIC ARTS INC COM 285512109 1 17 SH Defined 5.6 17 ELECTRONIC DATA SYS NEW COM 285661104 26,483 1,074,789 SH Defined 5.6 1,074,789 ELECTRONIC DATA SYS NEW COM 285661104 733 29,747 SH Defined 1 29,747 ELECTRONIC DATA SYS NEW COM 285661104 4,015 162,928 SH Defined 5.6 162,928 ELECTRONIC DATA SYS NEW COM 285661104 2,505 101,650 SH Defined 5.6 101,650 ELECTRONIC DATA 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10,400 PRN Defined 5.6 10,400 ELECTRONICS FOR IMAGING INC COM 286082102 128 8,746 SH Defined 5.6 8,746 EM C CORP MASS NOTE 1.750%12/0 268648AK8 10,544 9,000,000 PRN Defined 1 9,000,000 EM C CORP MASS NOTE 1.750%12/0 268648AM4 6,977 60,600 PRN Defined 5.6 60,600 EM C CORP MASS NOTE 1.750%12/0 268648AM4 921 8,000 PRN Defined 5.6 8,000 EMBARQ CORP COM 29078E105 574 12,134 SH Defined 5.6 12,134 EMBOTELLADORA ANDINA S A SPON ADR B 29081P303 34 2,200 SH Defined 5.6 2,200 EMBOTELLADORA ANDINA S A SPON ADR B 29081P303 1,807 118,200 SH Defined 5.6 118,200 EMBRAER-EMPRESA BRASILEIRA D SP ADR PFD SHS 29081M102 4,139 156,200 SH Defined 5.6 156,200 EMBRAER-EMPRESA BRASILEIRA D SP ADR PFD SHS 29081M102 403 15,200 SH Defined 5.6 15,200 EMBRAER-EMPRESA BRASILEIRA D SP ADR PFD SHS 29081M102 21 800 SH Defined 1 800 EMBRAER-EMPRESA BRASILEIRA D SP ADR PFD SHS 29081M102 1 47 SH Defined 1 47 EMCOR GROUP INC COM 29084Q100 43 1,500 SH Defined 1.4 1,500 EMERSON ELEC CO COM 291011104 74,946 1,515,600 SH Defined 5.6 1,515,600 EMERSON ELEC CO COM 291011104 3,015 60,980 SH Defined 1.2 60,980 EMERSON ELEC CO COM 291011104 1,562 31,580 SH Defined 1.2 31,580 EMERSON ELEC CO COM 291011104 1,221 24,700 SH Defined 1.2 24,700 EMERSON ELEC CO COM 291011104 588 11,887 SH Defined 1 11,887 EMERSON ELEC CO COM 291011104 312 6,300 SH Defined 5.6 6,300 EMERSON ELEC CO COM 291011104 5 101 SH Defined 5.7 101 EMERSON ELEC CO COM 291011104 20 400 SH Defined 400 EMMIS COMMUNICATIONS CORP PFD CV SER A 291525202 3,209 128,368 SH Defined 5.6 128,368 EMPIRE RESORTS INC NOTE 5.500% 7/3 292052AB3 428 7,000 PRN Defined 5.6 7,000 EMPRESA DIST Y COMERCIAL NOR SPON ADR 29244A102 121 10,628 SH Defined 5.6 10,628 EMPRESA NACIONAL DE ELCTRCID SPONSORED ADR 29244T101 291 6,800 SH Defined 5.6 6,800 EMPRESAS ICA S A DE CV SPONS ADR NEW 292448206 5,768 232,200 SH Defined 5.6 232,200 EMPRESAS ICA S A DE CV SPONS ADR NEW 292448206 109 4,400 SH Defined 5.6 4,400 EMULEX CORP COM NEW 292475209 481 41,300 SH Defined 5.6 41,300 ENBRIDGE INC COM 29250N105 425 9,777 SH Defined 5.6 9,777 ENCANA CORP COM 292505104 1,402 15,300 SH Defined 8,9,10 15,300 ENCANA CORP COM 292505104 11,914 129,466 SH Defined 5.6 129,466 ENCANA CORP COM 292505104 190 2,074 SH Defined 1.4 2,074 ENCANA CORP COM 292505104 77 841 SH Defined 1.2 841 ENCANA CORP COM 292505104 91 1,000 SH Defined 1 1,000 ENCORE ACQUISITION CO COM 29255W100 15 200 SH Defined 1.4 200 ENCORE WIRE CORP COM 292562105 6 300 SH Defined 1.4 300 ENDEAVOR INTL CORP INC NOTE 6.000% 1/1 29257MAB6 3,384 37,500 PRN Defined 5.6 37,500 ENDEAVOR INTL CORP INC NOTE 6.000% 1/1 29257MAB6 361 4,000 PRN Defined 5.6 4,000 ENDO PHARMACEUTICALS HLDGS I NOTE 1.750% 4/1 29264FAA4 1,100 11,000 PRN Defined 5.6 11,000 ENDO PHARMACEUTICALS HLDGS I NOTE 1.750% 4/1 29264FAA4 350 3,500 PRN Defined 5.6 3,500 ENDURANCE SPECIALTY HLDGS LT SHS G30397106 102 3,300 SH Defined 5.6 3,300 ENER1 INC COM NEW 29267A203 3 424 SH Defined 5.6 424 ENER1 INC COM NEW 29267A203 0 45 SH Defined 5.6 45 ENERGIZER HLDGS INC COM 29266R108 58 800 SH Defined 5.6 800 ENERGIZER HLDGS INC COM 29266R108 29 400 SH Defined 1.4 400 ENERGIZER HLDGS INC COM 29266R108 83 1,130 SH Defined 5.6 1,130 ENERGY CONVERSION DEVICES IN COM 292659109 655 8,900 SH Defined 5.6 8,900 ENERGY EAST CORP COM 29266M109 124 4,997 SH Defined 5.6 4,997 ENERGY EAST CORP COM 29266M109 15 625 SH Defined 1 625 ENERGY EAST CORP COM 29266M109 1,205 48,759 SH Defined 5.6 48,759 ENERGY EAST CORP COM 29266M109 719 29,100 SH Defined 5.6 29,100 ENERGY EAST CORP COM 29266M109 485 19,600 SH Defined 5.6 19,600 ENERGY EAST CORP COM 29266M109 199 8,041 SH Defined 5.6 8,041 ENERGY EAST CORP COM 29266M109 0 11 SH Defined 5.6 11 ENERGY EAST CORP COM 29266M109 0 1 SH Defined 5.6 1 ENERGY INFRASTRUCTURE ACQUI COM 29269P109 396 40,000 SH Defined 5.6 40,000 ENERGY XXI (BERMUDA) LTD COM SHS G10082108 100 14,434 SH Defined 5.6 14,434 ENERGY XXI (BERMUDA) LTD COM SHS G10082108 22 3,190 SH Defined 5.6 3,190 ENERGYSOLUTIONS INC DEPOSITARY SH 292756202 380 17,000 SH Defined 5.6 17,000 ENERGYSOLUTIONS INC DEPOSITARY SH 292756202 311 13,900 SH Defined 5.6 13,900 ENERGYSOUTH INC COM 292970100 184 3,756 SH Defined 5.6 3,756 ENERPLUS RES FD UNIT TR G NEW 29274D604 687 14,771 SH Defined 5.6 14,771 ENERSIS S A SPONSORED ADR 29274F104 5,796 372,017 SH Defined 5.6 372,017 ENERSIS S A SPONSORED ADR 29274F104 796 51,100 SH Defined 5.6 51,100 ENERSIS S A SPONSORED ADR 29274F104 38 2,409 SH Defined 5.6 2,409 ENERSIS S A SPONSORED ADR 29274F104 4 272 SH Defined 5.6 272 ENERSIS S A SPONSORED ADR 29274F104 6,466 415,000 SH Defined 5.7 415,000 ENERSYS NOTE 3.375% 6/0 29275YAA0 2,339 21,000 PRN Defined 5.6 21,000 ENI S P A SPONSORED ADR 26874R108 1,871 25,201 SH Defined 1.4 25,201 ENLIVEN MARKETING TECH CORP COM 293361101 428 503,714 SH Defined 5.6 503,714 ENOVA SYSTEMS INC COM NEW 29355M200 846 201,874 SH Defined 1.4 201,874 ENSCO INTL INC COM 26874Q100 4,335 53,697 SH Defined 5.6 53,697 ENSCO INTL INC COM 26874Q100 16 200 SH Defined 1.4 200 ENSCO INTL INC COM 26874Q100 1,017 12,600 SH Defined 5.6 12,600 ENSCO INTL INC COM 26874Q100 347 4,300 SH Defined 5.6 4,300 ENTERCOM COMMUNICATIONS CORP CL A 293639100 102 14,500 SH Defined 5.6 14,500 ENTERGY CORP NEW COM 29364G103 2,221 18,436 SH Defined 5.6 18,436 ENTERGY CORP NEW COM 29364G103 11 93 SH Defined 1.4 93 ENTERGY CORP NEW COM 29364G103 995 8,255 SH Defined 1 8,255 ENTERGY CORP NEW COM 29364G103 33 274 SH Defined 5.6 274 ENTERPRISE ACQUISITION CORP *W EXP 11/07/20129365R116 28 47,400 SH Defined 5.6 47,400 ENTERPRISE ACQUISITION CORP COM 29365R108 559 60,000 SH Defined 5.6 60,000 ENTERTAINMENT PPTYS TR COM SH BEN INT 29380T105 272 5,500 SH Defined 5.6 5,500 ENZON PHARMACEUTICALS INC COM 293904108 6 800 SH Defined 1 800 EOG RES INC COM 26875P101 9,342 71,206 SH Defined 5.6 71,206 EOG RES INC COM 26875P101 609 4,641 SH Defined 1 4,641 EOG RES INC COM 26875P101 3,550 27,057 SH Defined 5.6 27,057 EP MEDSYSTEMS INC COM 26881P103 680 227,573 SH Defined 5.6 227,573 EP MEDSYSTEMS INC COM 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6,000 SH Defined 5.6 6,000 EQUITY RESIDENTIAL SH BEN INT 29476L107 2,894 75,624 SH Defined 5.6 75,624 EQUITY RESIDENTIAL SH BEN INT 29476L107 103 2,685 SH Defined 1 2,685 EQUITY RESIDENTIAL SH BEN INT 29476L107 203 5,300 SH Defined 5.6 5,300 EQUITY RESIDENTIAL SH BEN INT 29476L107 475 12,400 SH Defined 5.7 12,400 EQUITY RESIDENTIAL SH BEN INT 29476L107 115 3,000 SH Defined 5.7 3,000 ERICSSON L M TEL CO ADR B SEK 10 294821608 0 4 SH Defined 1 4 ERP OPER LTD PARTNERSHIP NOTE 3.850% 8/1 26884AAV5 23,040 24,058 PRN Defined 5.6 24,058 ERP OPER LTD PARTNERSHIP NOTE 3.850% 8/1 26884AAV5 4,000 41,840 PRN Defined 5.6 41,840 ERP OPER LTD PARTNERSHIP NOTE 3.850% 8/1 26884AAV5 2,876 30,080 PRN Defined 5.6 30,080 ERP OPER LTD PARTNERSHIP NOTE 3.850% 8/1 26884AAV5 984 10,290 PRN Defined 5.6 10,290 ESMARK INC COM 296475106 1,615 84,455 SH Defined 5.6 84,455 ESMARK INC COM 296475106 1,430 74,800 SH Defined 5.6 74,800 ESMARK INC COM 296475106 1,122 58,702 SH Defined 5.6 58,702 ESMARK INC COM 296475106 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EXPRESS SCRIPTS INC COM 302182100 63 1,000 SH Defined 5.6 1,000 EXPRESS SCRIPTS INC COM 302182100 10,662 170,000 SH Defined 5.7 170,000 EXPRESS SCRIPTS INC COM 302182100 815 13,000 SH Defined 5.7 13,000 EXPRESS SCRIPTS INC COM 302182100 412 6,570 SH Defined 5.7 6,570 EXPRESS SCRIPTS INC COM 302182100 325 5,180 SH Defined 5.7 5,180 EXPRESS SCRIPTS INC COM 302182100 201 3,200 SH Defined 5.7 3,200 EXPRESSJET HOLDINGS INC CL A 30218U108 1 2,300 SH Defined 1.4 2,300 EXPRESSJET HOLDINGS INC NOTE 4.250% 8/0 30218UAB4 916 12,990 PRN Defined 5.6 12,990 EXTERRAN HLDGS INC COM 30225X103 798 11,168 SH Defined 5.6 11,168 EXTERRAN HLDGS INC COM 30225X103 54 755 SH Defined 5.6 755 EXTRA SPACE STORAGE INC COM 30225T102 232 15,100 SH Defined 5.6 15,100 EXTREME NETWORKS INC COM 30226D106 2 650 SH Defined 1.4 650 EXXON MOBIL CORP COM 30231G102 370,663 4,205,863 SH Defined 5.6 4,205,863 EXXON MOBIL CORP COM 30231G102 8,189 92,924 SH Defined 5.6 92,924 EXXON MOBIL CORP COM 30231G102 256 2,901 SH Defined 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315616102 34 1,200 SH Defined 5.6 1,200 FACTSET RESH SYS INC COM 303075105 8 150 SH Defined 1.4 150 FAIR ISAAC CORP COM 303250104 309 14,900 SH Defined 5.6 14,900 FAIR ISAAC CORP NOTE 1.500% 8/1 303250AD6 1,302 13,000 PRN Defined 5.6 13,000 FAIR ISAAC CORP NOTE 1.500% 8/1 303250AD6 1,202 12,000 PRN Defined 5.6 12,000 FAIRCHILD SEMICONDUCTOR INTL COM 303726103 63 5,342 SH Defined 5.6 5,342 FAIRFAX FINL HLDGS LTD SUB VTG 303901102 653 2,537 SH Defined 5.6 2,537 FAIRPOINTMUNICATIONS INC COM 305560104 0 1 SH Defined 8,9,10 1 FAIRPOINTMUNICATIONS INC COM 305560104 5 722 SH Defined 5.6 722 FAIRPOINTMUNICATIONS INC COM 305560104 74 10,201 SH Defined 1 10,201 FAIRPOINTMUNICATIONS INC COM 305560104 5 734 SH Defined 5.7 734 FAIRPOINTMUNICATIONS INC COM 305560104 0 5 SH Defined 5.7 5 FAMILY DLR STORES INC COM 307000109 1,602 80,326 SH Defined 5.6 80,326 FAMILY DLR STORES INC COM 307000109 158 7,900 SH Defined 1.4 7,900 FAMILY DLR STORES INC COM 307000109 594 29,800 SH Defined 5.6 29,800 FASTENAL CO COM 311900104 152 3,521 SH Defined 5.6 3,521 FASTENAL CO COM 311900104 587 13,600 SH Defined 1.4 13,600 FASTENAL CO COM 311900104 74 1,703 SH Defined 1 1,703 FEDERAL HOME LN MTG CORP COM 313400301 2,793 170,300 SH Defined 8,9,10 170,300 FEDERAL HOME LN MTG CORP COM 313400301 957 58,382 SH Defined 5.6 58,382 FEDERAL HOME LN MTG CORP COM 313400301 1 58 SH Defined 1.4 58 FEDERAL HOME LN MTG CORP COM 313400301 161 9,818 SH Defined 1 9,818 FEDERAL MOGUL CORP CL A 313549404 577 35,776 SH Defined 5.6 35,776 FEDERAL MOGUL CORP CL A 313549404 372 23,085 SH Defined 5.6 23,085 FEDERAL MOGUL CORP CL A 313549404 156 9,695 SH Defined 5.6 9,695 FEDERAL NATL MTG ASSN COM 313586109 3,980 204,000 SH Defined 8,9,10 204,000 FEDERAL NATL MTG ASSN COM 313586109 1,763 90,366 SH Defined 5.6 90,366 FEDERAL NATL MTG ASSN COM 313586109 113 5,784 SH Defined 1 5,784 FEDERAL NATL MTG ASSN COM 313586109 1 67 SH Defined 5.6 67 FEDERAL REALTY INVT TR SH BEN INT NEW 313747206 1,283 18,593 SH Defined 5.6 18,593 FEDERAL REALTY INVT TR SH BEN INT NEW 313747206 27 396 SH Defined 5.6 396 FEDERATED INVS INC PA CL B 314211103 171 4,981 SH Defined 5.6 4,981 FEDERATED INVS INC PA CL B 314211103 613 17,800 SH Defined 5.6 17,800 FEDEX CORP COM 31428X106 2,545 32,300 SH Defined 8,9,10 32,300 FEDEX CORP COM 31428X106 5,908 74,982 SH Defined 5.6 74,982 FEDEX CORP COM 31428X106 835 10,600 SH Defined 5.6 10,600 FEDEX CORP COM 31428X106 236 3,000 SH Defined 1.3 3,000 FEDEX CORP COM 31428X106 3,366 33,319 SH Defined 1 33,319 FEDEX CORP COM 31428X106 380 4,829 SH Defined 5.6 4,829 FEDEX CORP COM 31428X106 32 404 SH Defined 5.6 404 FEDEX CORP COM 31428X106 1 8 SH Defined 5.6 8 FEDEX CORP COM 31428X106 6,303 80,000 SH Defined 5.7 80,000 FEDEX CORP COM 31428X106 788 10,000 SH Defined 5.7 10,000 FEDEX CORP COM 31428X106 381 4,830 SH Defined 5.7 4,830 FEDEX CORP COM 31428X106 193 2,450 SH Defined 5.7 2,450 FELCOR LODGING TR INC COM 31430F101 112 10,700 SH Defined 5.6 10,700 FERRO CORP COM 315405100 58 3,100 SH Defined 5.6 3,100 FIBERTOWER CORP COM 31567R100 105 74,800 SH Defined 5.6 74,800 FIDELITY NATL INFORMATION SV COM 31620M106 550 14,894 SH Defined 5.6 14,894 FIDELITY NATL INFORMATION SV COM 31620M106 432 21,000 SH Defined 5.6 21,000 FIDELITY NATL INFORMATION SV COM 31620M106 24 1,170 SH Defined 5.6 1,170 FIDELITY NATL TITLE GROUP IN CL A 31620R105 81 6,420 SH Defined 5.6 6,420 FIDELITY NATL TITLE GROUP IN CL A 31620R105 3 200 SH Defined 1.4 200 FIFTH THIRD BANCORP COM 316773100 1,500 147,300 SH Defined 8,9,10 147,300 FIFTH THIRD BANCORP COM 316773100 1,389 136,466 SH Defined 5.6 136,466 FIFTH THIRD BANCORP COM 316773100 182 17,838 SH Defined 1 17,838 FIFTH THIRD BANCORP COM 316773100 201 19,700 SH Defined 5.6 19,700 FINISAR COM 31787A101 402 338,100 SH Defined 5.6 338,100 FIRST ADVANTAGE CORP CL A 31845F100 67 4,253 SH Defined 5.6 4,253 FIRST AMERN CORP CALIF COM 318522307 84 3,168 SH Defined 5.6 3,168 FIRST AMERN CORP CALIF COM 318522307 132 5,000 SH Defined 5.6 5,000 FIRST BANCORP P 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336433107 614 2,250 SH Defined 5.6 2,250 FIRST SOLAR INC COM 336433107 409 1,500 SH Defined 5.6 1,500 FIRST SOLAR INC COM 336433107 4 14 SH Defined 5.6 14 FIRST TR EXCHANGE TRADED FD NASDAQ 100 EX 33733E401 0 5 SH Defined 1.4 5 FIRST TR EXCHANGE TRADED FD NASDAQ CLEAN E 33733E500 0 4 SH Defined 1.4 4 FIRST TR/ABERDEEN EMERG OPT COM 33731K102 27 1,530 SH Defined 5.6 1,530 FIRSTENERGY CORP COM 337932107 3,647 44,300 SH Defined 5.6 44,300 FIRSTENERGY CORP COM 337932107 82 1,000 SH Defined 1.4 1,000 FIRSTENERGY CORP COM 337932107 1,770 21,500 SH Defined 1.2 21,500 FIRSTENERGY CORP COM 337932107 873 10,600 SH Defined 1.2 10,600 FIRSTENERGY CORP COM 337932107 692 8,400 SH Defined 1.2 8,400 FIRSTENERGY CORP COM 337932107 362 4,400 SH Defined 5.7 4,400 FIRSTENERGY CORP COM 337932107 11 129 SH Defined 5.7 129 FIRSTFED FINL CORP COM 337907109 85 10,600 SH Defined 5.6 10,600 FIRSTMERIT CORP COM 337915102 326 20,000 SH Defined 5.6 20,000 FISERV INC COM 337738108 615 13,557 SH Defined 5.6 13,557 FISERV INC COM 337738108 235 5,183 SH Defined 1 5,183 FISHER SCIENTIFIC INTL INC NOTE 3.250% 3/0 338032AX3 19,731 13,631 PRN Defined 5.6 13,631 FLEXTRONICS INTL LTD NOTE 1.000% 8/0 33938EAL1 4,118 43,400 PRN Defined 5.6 43,400 FLEXTRONICS INTL LTD NOTE 1.000% 8/0 33938EAL1 1,642 17,310 PRN Defined 5.6 17,310 FLEXTRONICS INTL LTD ORD Y2573F102 4,454 473,792 SH Defined 5.6 473,792 FLEXTRONICS INTL LTD ORD Y2573F102 1,543 164,200 SH Defined 1.2 164,200 FLEXTRONICS INTL LTD ORD Y2573F102 807 85,800 SH Defined 1.2 85,800 FLEXTRONICS INTL LTD ORD Y2573F102 737 78,400 SH Defined 1.2 78,400 FLEXTRONICS INTL LTD ORD Y2573F102 101 10,695 SH Defined 1 10,695 FLEXTRONICS INTL LTD ORD Y2573F102 67 7,149 SH Defined 5.6 7,149 FLEXTRONICS INTL LTD ORD Y2573F102 329 35,000 SH Defined 5.7 35,000 FLEXTRONICS INTL LTD ORD Y2573F102 75 8,000 SH Defined 5.7 8,000 FLIR SYS INC COM 302445101 21 523 SH Defined 1.4 523 FLIR SYS INC COM 302445101 93 2,300 SH Defined 5.6 2,300 FLOTEK INDS INC DEL COM 343389102 95 4,600 SH Defined 5.6 4,600 FLOW INTL CORP COM 343468104 561 71,900 SH Defined 5.6 71,900 FLOWSERVE CORP COM 34354P105 148 1,082 SH Defined 5.6 1,082 FLOWSERVE CORP COM 34354P105 560 4,100 SH Defined 5.6 4,100 FLOWSERVE CORP COM 34354P105 1 4 SH Defined 5.6 4 FLUOR CORP NEW COM 343412102 2,252 12,100 SH Defined 8,9,10 12,100 FLUOR CORP NEW COM 343412102 3,538 19,016 SH Defined 5.6 19,016 FLUOR CORP NEW COM 343412102 137 734 SH Defined 1.4 734 FLUOR CORP NEW COM 343412102 1,898 10,200 SH Defined 1.2 10,200 FLUOR CORP NEW COM 343412102 930 5,000 SH Defined 1.2 5,000 FLUOR CORP NEW COM 343412102 726 3,900 SH Defined 1.2 3,900 FLUOR CORP NEW COM 343412102 90 970 SH Defined 5.6 970 FLUOR CORP NEW COM 343412102 17 179 SH Defined 5.6 179 FLUOR CORP NEW COM 343412102 186 1,000 SH Defined 1 1,000 FMC TECHNOLOGIES INC COM 30249U101 5,471 71,112 SH Defined 5.6 71,112 FOCUS MEDIA HLDG LTD SPONSORED ADR 34415V109 3,119 112,500 SH Defined 5.6 112,500 FOCUS MEDIA HLDG LTD SPONSORED ADR 34415V109 14 500 SH Defined 1.4 500 FOCUS MEDIA HLDG LTD SPONSORED ADR 34415V109 2,672 96,386 SH Defined 1 96,386 FOCUS MEDIA HLDG LTD SPONSORED ADR 34415V109 474 17,100 SH Defined 5.6 17,100 FOMENTO ECONOMICO MEXICANO S SPON ADR UNITS 344419106 30,532 670,877 SH Defined 5.6 670,877 FOMENTO ECONOMICO MEXICANO S SPON ADR UNITS 344419106 4,788 105,200 SH Defined 5.6 105,200 FOMENTO ECONOMICO MEXICANO S SPON ADR UNITS 344419106 63 1,385 SH Defined 1 1,385 FOMENTO ECONOMICO MEXICANO S SPON ADR UNITS 344419106 12,970 285,000 SH Defined 5.7 285,000 FOOT LOCKER INC COM 344849104 269 21,630 SH Defined 5.6 21,630 FOOT LOCKER INC COM 344849104 56 4,500 SH Defined 5.6 4,500 FORD MTR CO CAP TR II PFD TR CV6.5% 345395206 503 18,000 SH Defined 5.6 18,000 FORD MTR CO DEL COM PAR $0.01 345370860 2,949 613,000 SH Defined 8,9,10 613,000 FORD MTR CO DEL COM PAR $0.01 345370860 842 175,141 SH Defined 5.6 175,141 FORD MTR CO DEL COM PAR $0.01 345370860 4,193 871,744 SH Defined 1 871,744 FORD MTR CO DEL COM PAR $0.01 345370860 324 67,300 SH Defined 5.6 67,300 FORD MTR CO DEL COM PAR $0.01 345370860 291 60,599 SH Defined 5.6 60,599 FORD MTR CO DEL COM PAR $0.01 345370860 149 30,962 SH Defined 1 30,962 FORD MTR CO DEL NOTE 4.250%12/1 345370CF5 4,780 64,810 PRN Defined 5.6 64,810 FORD MTR CO DEL NOTE 4.250%12/1 345370CF5 2,950 40,000 PRN Defined 5.6 40,000 FORD MTR CO DEL NOTE 4.250%12/1 345370CF5 1,918 26,000 PRN Defined 5.6 26,000 FORDING CDN COAL TR TR UNIT 345425102 39,293 410,972 SH Defined 5.6 410,972 FORDING CDN COAL TR TR UNIT 345425102 168 1,750 SH Defined 1.4 1,750 FORDING CDN COAL TR TR UNIT 345425102 1,836 19,179 SH Defined 5.6 19,179 FORDING CDN COAL TR TR UNIT 345425102 1,273 13,300 SH Defined 5.6 13,300 FORDING CDN COAL TR TR UNIT 345425102 766 8,000 SH Defined 5.6 8,000 FOREST CITY ENTERPRISES INC CL A 345550107 112 3,464 SH Defined 5.6 3,464 FOREST LABS INC COM 345838106 4,874 140,300 SH Defined 8,9,10 140,300 FOREST LABS INC COM 345838106 2,441 70,267 SH Defined 5.6 70,267 FOREST OIL CORP COM PAR $0.01 346091705 96 1,294 SH Defined 5.6 1,294 FORTUNE BRANDS INC COM 349631101 2,012 32,237 SH Defined 5.6 32,237 FOSTER WHEELER LTD SHS NEW G36535139 591 8,074 SH Defined 5.6 8,074 FOSTER WHEELER LTD SHS NEW G36535139 198 2,700 SH Defined 1.4 2,700 FOSTER WHEELER LTD SHS NEW G36535139 130 1,782 SH Defined 1 1,782 FOSTER WHEELER LTD SHS NEW G36535139 761 10,400 SH Defined 5.6 10,400 FOSTER WHEELER LTD SHS NEW G36535139 373 5,100 SH Defined 5.6 5,100 FOSTER WHEELER LTD SHS NEW G36535139 217 2,970 SH Defined 5.6 2,970 FOSTER WHEELER LTD SHS NEW G36535139 121 1,660 SH Defined 5.6 1,660 FOSTER WHEELER LTD SHS NEW G36535139 73 1,000 SH Defined 5.6 1,000 FOSTER WHEELER LTD SHS NEW G36535139 1 8 SH Defined 5.6 8 FOUNDATION COAL HLDGS INC COM 35039W100 4 40 SH Defined 1.4 40 FOUNDATION COAL HLDGS INC COM 35039W100 107 1,205 SH Defined 5.6 1,205 FPL GROUP INC COM 302571104 4,249 64,791 SH Defined 5.6 64,791 FPL GROUP INC COM 302571104 1,954 29,800 SH Defined 1.2 29,800 FPL GROUP INC COM 302571104 1,036 15,800 SH Defined 1.2 15,800 FPL GROUP INC COM 302571104 800 12,200 SH Defined 1.2 12,200 FPL GROUP INC COM 302571104 1,263 19,258 SH Defined 1 19,258 FPL GROUP INC COM 302571104 328 5,000 SH Defined 5.6 5,000 FPL GROUP INC COM 302571104 41 631 SH Defined 5.6 631 FPL GROUP INC COM 302571104 8 122 SH Defined 5.7 122 FRANKLIN ELEC INC COM 353514102 2,389 61,600 SH Defined 5.6 61,600 FRANKLIN RES INC COM 354613101 2,826 30,831 SH Defined 5.6 30,831 FRANKLIN RES INC COM 354613101 321 3,500 SH Defined 5.6 3,500 FRANKLIN RES INC COM 354613101 153 1,672 SH Defined 5.6 1,672 FRANKLIN STREET PPTYS CORP COM 35471R106 193 15,300 SH Defined 5.6 15,300 FREEPORT-MCMORAN COPPER & GO COM 35671D857 112,720 961,859 SH Defined 5.6 961,859 FREEPORT-MCMORAN COPPER & GO COM 35671D857 644 5,493 SH Defined 1.4 5,493 FREEPORT-MCMORAN COPPER & GO COM 35671D857 1,761 15,028 SH Defined 5.6 15,028 FREEPORT-MCMORAN COPPER & GO COM 35671D857 1,219 10,400 SH Defined 5.6 10,400 FREEPORT-MCMORAN COPPER & GO COM 35671D857 141 1,200 SH Defined 5.6 1,200 FREEPORT-MCMORAN COPPER & GO COM 35671D857 139 1,190 SH Defined 5.6 1,190 FREEPORT-MCMORAN COPPER & GO COM 35671D857 74 631 SH Defined 5.6 631 FREEPORT-MCMORAN COPPER & GO COM 35671D857 1,770 15,100 SH Defined 5.6 15,100 FREEPORT-MCMORAN COPPER & GO COM 35671D857 23 200 SH Defined 5.6 200 FREEPORT-MCMORAN COPPER & GO COM 35671D857 6,018 51,350 SH Defined 5.7 51,350 FREEPORT-MCMORAN COPPER & GO COM 35671D857 621 5,300 SH Defined 5.7 5,300 FREEPORT-MCMORAN COPPER & GO COM 35671D857 304 2,590 SH Defined 5.7 2,590 FREEPORT-MCMORAN COPPER & GO COM 35671D857 158 1,350 SH Defined 5.7 1,350 FREEPORT-MCMORAN COPPER & GO PFD CONV 35671D782 8,406 50,000 SH Defined 1 50,000 FREEPORT-MCMORAN COPPER & GO PFD CONV 35671D782 10,703 61,054 SH Defined 5.6 61,054 FREEPORT-MCMORAN COPPER & GO PFD CONV 35671D782 1,796 10,243 SH Defined 5.6 10,243 FREEPORT-MCMORAN COPPER & GO PFD CONV 35671D782 543 3,100 SH Defined 5.6 3,100 FREIGHTCAR AMER INC COM 357023100 32 900 SH Defined 1.4 900 FRONTEER DEV GROUP INC COM 35903Q106 42 8,400 SH Defined 1.4 8,400 FRONTIER OIL CORP COM 35914P105 17 700 SH Defined 1.4 700 FRONTIER OIL CORP COM 35914P105 0 13 SH Defined 5.6 13 FTD GROUP INC COM 30267U108 2,504 187,828 SH Defined 5.6 187,828 FTD GROUP INC COM 30267U108 1,448 108,620 SH Defined 5.6 108,620 FTD GROUP INC COM 30267U108 255 19,137 SH Defined 5.6 19,137 FTI CONSULTING INC COM 302941109 108 1,581 SH Defined 1.4 1,581 FUEL-TECH N V COM 359523107 5 300 SH Defined 1.4 300 FULL HOUSE RESORTS INC COM 359678109 5 2,400 SH Defined 5.6 2,400 FX REAL ESTATE & ENTMT INC COM 302709100 20 10,700 SH Defined 5.6 10,700 GAFISA S A SPONS ADR 362607301 14 400 SH Defined 1.4 400 GAFISA S A SPONS ADR 362607301 294 8,550 SH Defined 5.6 8,550 GALLAGHER ARTHUR J & CO COM 363576109 74 3,075 SH Defined 5.6 3,075 GAMESTOP CORP NEW CL A 36467W109 31,090 769,559 SH Defined 5.6 769,559 GAMESTOP CORP NEW CL A 36467W109 263 6,500 SH Defined 5.6 6,500 GAMESTOP CORP NEW CL A 36467W109 198 4,900 SH Defined 5.6 4,900 GAMESTOP CORP NEW CL A 36467W109 0 7 SH Defined 5.6 7 GAMESTOP CORP NEW CL A 36467W109 162 4,021 SH Defined 1 4,021 GAMESTOP CORP NEW CL A 36467W109 4,784 118,416 SH Defined 5.7 118,416 GAMESTOP CORP NEW CL A 36467W109 1,336 33,080 SH Defined 5.7 33,080 GAMESTOP CORP NEW CL A 36467W109 606 15,000 SH Defined 5.7 15,000 GAMESTOP CORP NEW CL A 36467W109 399 9,868 SH Defined 5.7 9,868 GAMESTOP CORP NEW CL A 36467W109 396 9,800 SH Defined 5.7 9,800 GAMESTOP CORP NEW CL A 36467W109 386 9,550 SH Defined 5.7 9,550 GAMESTOP CORP NEW CL A 36467W109 286 7,090 SH Defined 5.7 7,090 GANNETT INC COM 364730101 2,104 97,100 SH Defined 8,9,10 97,100 GANNETT INC COM 364730101 889 41,006 SH Defined 5.6 41,006 GANNETT INC COM 364730101 2 100 SH Defined 1.4 100 GANNETT INC COM 364730101 845 39,000 SH Defined 1 39,000 GAP INC DEL COM 364760108 2,082 124,914 SH Defined 5.6 124,914 GAP INC DEL COM 364760108 934 56,000 SH Defined 5.6 56,000 GAP INC DEL COM 364760108 1 36 SH Defined 5.6 36 GARDNER DENVER INC COM 365558105 57 1,000 SH Defined 1.4 1,000 GARDNER DENVER INC COM 365558105 1,346 23,700 SH Defined 1.2 23,700 GARDNER DENVER INC COM 365558105 699 12,300 SH Defined 1.2 12,300 GARDNER DENVER INC COM 365558105 562 9,900 SH Defined 1.2 9,900 GARMIN LTD ORD G37260109 102 2,383 SH Defined 1 2,383 GARMIN LTD ORD G37260109 30 700 SH Defined 5.6 700 GARMIN LTD ORD G37260109 23 548 SH Defined 5.6 548 GARMIN LTD ORD G37260109 1,038 24,240 SH Defined 5.7 24,240 GARMIN LTD ORD G37260109 108 2,520 SH Defined 5.7 2,520 GASTAR EXPL LTD COM 367299104 52 20,300 SH Defined 1.4 20,300 GASTAR EXPL LTD COM 367299104 18 7,150 SH Defined 5.6 7,150 GATX CORP COM 361448103 4 96 SH Defined 5.6 96 GENCO SHIPPING & TRADING LTD SHS Y2685T107 267 4,100 SH Defined 5.6 4,100 GENENTECH INC COM NEW 368710406 1,359 17,900 SH Defined 8,9,10 17,900 GENENTECH INC COM NEW 368710406 4,305 56,724 SH Defined 5.6 56,724 GENENTECH INC COM NEW 368710406 89 1,172 SH Defined 1.4 1,172 GENENTECH INC COM NEW 368710406 3,360 44,271 SH Defined 1 44,271 GENENTECH INC COM NEW 368710406 600 7,900 SH Defined 5.6 7,900 GENENTECH INC COM NEW 368710406 121 1,589 SH Defined 5.6 1,589 GENENTECH INC COM NEW 368710406 6,227 82,044 SH Defined 5.7 82,044 GENENTECH INC COM NEW 368710406 519 6,837 SH Defined 5.7 6,837 GENERAL CABLE CORP DEL NEW COM 369300108 3,006 49,400 SH Defined 5.6 49,400 GENERAL CABLE CORP DEL NEW COM 369300108 816 13,418 SH Defined 5.6 13,418 GENERAL DYNAMICS CORP COM 369550108 4,237 50,318 SH Defined 5.6 50,318 GENERAL DYNAMICS CORP COM 369550108 0 2 SH Defined 1.4 2 GENERAL DYNAMICS CORP COM 369550108 1,280 15,200 SH Defined 1.3 15,200 GENERAL DYNAMICS CORP COM 369550108 1 9 SH Defined 5.6 9 GENERAL DYNAMICS CORP COM 369550108 2,565 30,467 SH Defined 5.6 30,467 GENERAL DYNAMICS CORP COM 369550108 24 280 SH Defined 280 GENERAL ELECTRIC CO COM 369604103 162,072 6,072,375 SH Defined 5.6 6,072,375 GENERAL ELECTRIC CO COM 369604103 903 33,843 SH Defined 1.4 33,843 GENERAL ELECTRIC CO COM 369604103 152 5,680 SH Defined 1.3 5,680 GENERAL ELECTRIC CO COM 369604103 636 23,812 SH Defined 1.2 23,812 GENERAL ELECTRIC CO COM 369604103 106 3,981 SH Defined 1.2 3,981 GENERAL ELECTRIC CO COM 369604103 116 4,350 SH Defined 1 4,350 GENERAL ELECTRIC CO COM 369604103 6,024 225,704 SH Defined 1 225,704 GENERAL ELECTRIC CO COM 369604103 1,182 44,300 SH Defined 5.6 44,300 GENERAL ELECTRIC CO COM 369604103 566 21,200 SH Defined 5.6 21,200 GENERAL ELECTRIC CO COM 369604103 77 2,900 SH Defined 5.6 2,900 GENERAL ELECTRIC CO COM 369604103 3 95 SH Defined 5.6 95 GENERAL ELECTRIC CO COM 369604103 0 2 SH Defined 5.6 2 GENERAL ELECTRIC CO COM 369604103 24,162 905,276 SH Defined 5.7 905,276 GENERAL ELECTRIC CO COM 369604103 1,607 60,200 SH Defined 5.7 60,200 GENERAL ELECTRIC CO COM 369604103 1,335 50,000 SH Defined 5.7 50,000 GENERAL ELECTRIC CO COM 369604103 782 29,300 SH Defined 5.7 29,300 GENERAL ELECTRIC CO COM 369604103 667 25,000 SH Defined 5.7 25,000 GENERAL ELECTRIC CO COM 369604103 445 16,680 SH Defined 5.7 16,680 GENERAL ELECTRIC CO COM 369604103 408 15,300 SH Defined 5.7 15,300 GENERAL ELECTRIC CO COM 369604103 400 15,000 SH Defined 5.7 15,000 GENERAL ELECTRIC CO COM 369604103 303 11,360 SH Defined 5.7 11,360 GENERAL ELECTRIC CO COM 369604103 142 5,334 SH Defined 5.7 5,334 GENERAL ELECTRIC CO COM 369604103 21 800 SH Defined 5.7 800 GENERAL ELECTRIC CO COM 369604103 123 4,615 SH Defined 4,615 GENERAL ELECTRIC CO COM 369604103 15 571 SH Defined 571 GENERAL ELECTRIC CO COM 369604103 1 33 SH Defined 33 GENERAL ELECTRIC CO COM 369604103 38 1,439 SH Defined 1,439 GENERAL FINANCE CORP COM 369822101 24 4,284 SH Defined 5.6 4,284 GENERAL FINANCE CORP COM 369822101 20 3,651 SH Defined 5.6 3,651 GENERAL GROWTH PPTYS INC COM 370021107 2,969 84,747 SH Defined 5.6 84,747 GENERAL GROWTH PPTYS INC COM 370021107 46 1,300 SH Defined 1.4 1,300 GENERAL GROWTH PPTYS INC COM 370021107 37 1,065 SH Defined 1 1,065 GENERAL MLS INC COM 370334104 1,094 18,000 SH Defined 8,9,10 18,000 GENERAL MLS INC COM 370334104 64,669 1,064,161 SH Defined 5.6 1,064,161 GENERAL MLS INC COM 370334104 22 358 SH Defined 1.4 358 GENERAL MOLY INC COM 370373102 31 4,000 SH Defined 1.4 4,000 GENERAL MOLY INC COM 370373102 30 3,800 SH Defined 3,800 GENERAL MTRS CORP COM 370442105 1,431 124,400 SH Defined 8,9,10 124,400 GENERAL MTRS CORP COM 370442105 3,401 295,706 SH Defined 5.6 295,706 GENERAL MTRS CORP COM 370442105 5,942 516,677 SH Defined 1 516,677 GENERAL MTRS CORP COM 370442105 45 3,900 SH Defined 5.6 3,900 GENERAL MTRS CORP COM 370442105 2,818 245,000 SH Defined 5.7 245,000 GENERAL MTRS CORP COM 370442105 276 24,000 SH Defined 5.7 24,000 GENERAL MTRS CORP COM 370442105 134 11,640 SH Defined 5.7 11,640 GENERAL MTRS CORP COM 370442105 67 5,850 SH Defined 5.7 5,850 GENERAL MTRS CORP DEB SR CONV B 370442733 511 37,300 SH Defined 5.6 37,300 GENERAL MTRS CORP DEB SR CV C 33 370442717 5,745 415,900 SH Defined 5.6 415,900 GENERAL MTRS CORP SENIOR DEBEN D 370442691 2,260 105,000 SH Defined 1 105,000 GENERAL MTRS CORP SENIOR DEBEN D 370442691 2,618 119,728 SH Defined 5.6 119,728 GENERAL MTRS CORP SENIOR DEBEN D 370442691 1,869 85,438 SH Defined 5.6 85,438 GENESIS LEASE LTD ADR 37183T107 221 21,370 SH Defined 5.6 21,370 GENOMIC HEALTH INC COM 37244C101 102 5,306 SH Defined 5.6 5,306 GEN-PROBE INC NEW COM 36866T103 233 4,900 SH Defined 5.6 4,900 GENTEX CORP COM 371901109 68 4,700 SH Defined 5.6 4,700 GENUINE PARTS CO COM 372460105 5,061 127,547 SH Defined 5.6 127,547 GENWORTH FINL INC COM CL A 37247D106 589 33,085 SH Defined 5.6 33,085 GENWORTH FINL INC COM CL A 37247D106 47 2,638 SH Defined 1 2,638 GENWORTH FINL INC COM CL A 37247D106 82 4,591 SH Defined 5.6 4,591 GENWORTH FINL INC COM CL A 37247D106 321 18,000 SH Defined 5.7 18,000 GENWORTH FINL INC COM CL A 37247D106 80 4,500 SH Defined 5.7 4,500 GENZYME CORP COM 372917104 21,790 302,553 SH Defined 5.6 302,553 GENZYME CORP COM 372917104 719 10,000 SH Defined 1.3 10,000 GENZYME CORP COM 372917104 6 86 SH Defined 5.7 86 GENZYME CORP NOTE 1.250%12/0 372917AN4 31,678 28,583 PRN Defined 5.6 28,583 GEOEYE INC COM 37250W108 824 46,515 SH Defined 5.6 46,515 GEOGLOBAL RESOURCES INC COM 37249T109 29 13,500 SH Defined 1.4 13,500 GEOKINETICS INC COM PAR $0.01 372910307 900 49,710 SH Defined 5.6 49,710 GEORGIA GULF CORP COM PAR $0.01 373200203 306 105,532 SH Defined 5.6 105,532 GEORGIA GULF CORP COM PAR $0.01 373200203 100 34,615 SH Defined 5.6 34,615 GERBER SCIENTIFIC INC COM 373730100 5 400 SH Defined 1.4 400 GERDAU AMERISTEEL CORP COM 37373P105 392 20,255 SH Defined 5.6 20,255 GERDAU S A SPONSORED ADR 373737105 5,229 217,800 SH Defined 5.6 217,800 GERDAU S A SPONSORED ADR 373737105 2,660 110,800 SH Defined 5.6 110,800 GERDAU S A SPONSORED ADR 373737105 7,630 317,800 SH Defined 5.6 317,800 GERDAU S A SPONSORED ADR 373737105 36 1,500 SH Defined 1.4 1,500 GERDAU S A SPONSORED ADR 373737105 57 2,380 SH Defined 1 2,380 GERDAU S A SPONSORED ADR 373737105 711 29,598 SH Defined 5.6 29,598 GERDAU S A SPONSORED ADR 373737105 12,005 500,000 SH Defined 5.7 500,000 GERON CORP COM 374163103 11 3,299 SH Defined 1.4 3,299 GETTY IMAGES INC COM 374276103 142 4,194 SH Defined 1.4 4,194 GETTY IMAGES INC COM 374276103 3,066 90,322 SH Defined 5.6 90,322 GETTY IMAGES INC COM 374276103 2,551 75,170 SH Defined 5.6 75,170 GETTY IMAGES INC COM 374276103 580 17,089 SH Defined 5.6 17,089 GETTY IMAGES INC COM 374276103 516 15,200 SH Defined 5.6 15,200 GETTY IMAGES INC COM 374276103 465 13,700 SH Defined 5.6 13,700 GETTY RLTY CORP NEW COM 374297109 59 4,100 SH Defined 5.6 4,100 GFI GROUP INC COM 361652209 1,209 134,190 SH Defined 1.4 134,190 GFI GROUP INC COM 361652209 114 12,700 SH Defined 5.6 12,700 GFI GROUP INC COM 361652209 2,195 243,648 SH Defined 5.7 243,648 GFI GROUP INC COM 361652209 183 20,304 SH Defined 5.7 20,304 GHL ACQUISITION CORP *W EXP 02/14/20136172H116 10 12,815 SH Defined 5.6 12,815 GHL ACQUISITION CORP *W EXP 02/14/20136172H116 7 9,855 SH Defined 5.6 9,855 GHL ACQUISITION CORP COM 36172H108 279 30,000 SH Defined 5.6 30,000 GHL ACQUISITION CORP COM 36172H108 84 8,987 SH Defined 5.6 8,987 GHL ACQUISITION CORP COM 36172H108 82 8,835 SH Defined 5.6 8,835 GHL ACQUISITION CORP UNIT 99/99/9999 36172H207 701 69,800 SH Defined 5.6 69,800 GILAT SATELLITE NETWORKS LTD SHS NEW M51474118 1,660 152,706 SH Defined 5.6 152,706 GILAT SATELLITE NETWORKS LTD SHS NEW M51474118 279 25,688 SH Defined 5.6 25,688 GILDAN ACTIVEWEAR INC COM 375916103 186 7,201 SH Defined 5.6 7,201 GILEAD SCIENCES INC COM 375558103 58,025 1,095,837 SH Defined 5.6 1,095,837 GILEAD SCIENCES INC COM 375558103 7 130 SH Defined 1.4 130 GILEAD SCIENCES INC COM 375558103 265 5,000 SH Defined 1.3 5,000 GILEAD SCIENCES INC COM 375558103 794 14,998 SH Defined 1 14,998 GILEAD SCIENCES INC COM 375558103 39 740 SH Defined 5.6 740 GILEAD SCIENCES INC COM 375558103 9,452 178,500 SH Defined 5.7 178,500 GILEAD SCIENCES INC COM 375558103 2,293 43,300 SH Defined 5.7 43,300 GILEAD SCIENCES INC COM 375558103 1,361 25,700 SH Defined 5.7 25,700 GILEAD SCIENCES INC COM 375558103 1,250 23,600 SH Defined 5.7 23,600 GILEAD SCIENCES INC COM 375558103 1,059 20,000 SH Defined 5.7 20,000 GILEAD SCIENCES INC COM 375558103 666 12,580 SH Defined 5.7 12,580 GILEAD SCIENCES INC COM 375558103 662 12,500 SH Defined 5.7 12,500 GILEAD SCIENCES INC COM 375558103 491 9,280 SH Defined 5.7 9,280 GILEAD SCIENCES INC COM 375558103 353 6,660 SH Defined 5.7 6,660 GILEAD SCIENCES INC COM 375558103 17 329 SH Defined 5.7 329 GILEAD SCIENCES INC COM 375558103 64 1,200 SH Defined 1,200 GILEAD SCIENCES INC NOTE 0.500% 5/0 375558AG8 8,208 56,900 PRN Defined 5.6 56,900 GILEAD SCIENCES INC NOTE 0.500% 5/0 375558AG8 7,266 50,370 PRN Defined 5.6 50,370 GIVEN IMAGING ORD SHS M52020100 120 8,127 SH Defined 5.6 8,127 GLAXOSMITHKLINE PLC SPONSORED ADR 37733W105 186 4,200 SH Defined 1.3 4,200 GLG PARTNERS INC *W EXP 12/28/20137929X115 10 4,923 SH Defined 5.6 4,923 GLG PARTNERS INC *W EXP 12/28/20137929X115 8 3,793 SH Defined 5.6 3,793 GLG PARTNERS INC COM 37929X107 70 8,997 SH Defined 5.6 8,997 GLIMCHER RLTY TR SH BEN INT 379302102 142 12,700 SH Defined 5.6 12,700 GLOBALSTAR INC COM 378973408 1,255 443,554 SH Defined 1.4 443,554 GLOBALSTAR INC COM 378973408 74 26,000 SH Defined 5.6 26,000 GLOBALSTAR INC COM 378973408 14 5,000 SH Defined 5.6 5,000 GLOBALSTAR INC COM 378973408 12 4,100 SH Defined 5.6 4,100 GMX RES INC COM 38011M108 11 150 SH Defined 1.4 150 GMX RES INC COM 38011M108 137 1,853 SH Defined 5.6 1,853 GOL LINHAS AEREAS INTLG S A SP ADR REP PFD 38045R107 1,664 147,491 SH Defined 1 147,491 GOLAR LNG LTD BERMUDA SHS G9456A100 1,791 115,600 SH Defined 5.6 115,600 GOLD FIELDS LTD NEW SPONSORED ADR 38059T106 3,182 251,516 SH Defined 5.6 251,516 GOLD FIELDS LTD NEW SPONSORED ADR 38059T106 103 8,165 SH Defined 1.4 8,165 GOLD FIELDS LTD NEW SPONSORED ADR 38059T106 16,530 1,306,727 SH Defined 1 1,306,727 GOLD FIELDS LTD NEW SPONSORED ADR 38059T106 515 40,705 SH Defined 5.6 40,705 GOLD FIELDS LTD NEW SPONSORED ADR 38059T106 6 476 SH Defined 5.6 476 GOLD FIELDS LTD NEW SPONSORED ADR 38059T106 4,281 338,436 SH Defined 5.7 338,436 GOLD FIELDS LTD NEW SPONSORED ADR 38059T106 357 28,203 SH Defined 5.7 28,203 GOLD RESV INC CL A 38068N108 1 700 SH Defined 1.4 700 GOLDCORP INC NEW COM 380956409 162,828 3,514,034 SH Defined 5.6 3,514,034 GOLDCORP INC NEW COM 380956409 652 14,137 SH Defined 1.4 14,137 GOLDCORP INC NEW COM 380956409 696 15,090 SH Defined 1.2 15,090 GOLDCORP INC NEW COM 380956409 175 3,790 SH Defined 1.2 3,790 GOLDCORP INC NEW COM 380956409 325 7,047 SH Defined 1 7,047 GOLDCORP INC NEW COM 380956409 577 12,500 SH Defined 5.6 12,500 GOLDCORP INC NEW COM 380956409 203 4,390 SH Defined 5.6 4,390 GOLDCORP INC NEW COM 380956409 2,503 54,240 SH Defined 5.7 54,240 GOLDCORP INC NEW COM 380956409 1,291 27,980 SH Defined 5.7 27,980 GOLDCORP INC NEW COM 380956409 1,154 25,000 SH Defined 5.7 25,000 GOLDCORP INC NEW COM 380956409 723 15,660 SH Defined 5.7 15,660 GOLDCORP INC NEW COM 380956409 537 11,630 SH Defined 5.7 11,630 GOLDCORP INC NEW COM 380956409 127 2,744 SH Defined 2,744 GOLDEN CYCLE GOLD CORP COM 380894105 11 1,053 SH Defined 5.6 1,053 GOLDEN POND HEALTHCARE INC *W EXP 11/06/20138116J117 31 49,900 SH Defined 5.6 49,900 GOLDEN POND HEALTHCARE INC *W EXP 11/06/20138116J117 7 11,658 SH Defined 5.6 11,658 GOLDEN POND HEALTHCARE INC *W EXP 11/06/20138116J117 6 9,048 SH Defined 5.6 9,048 GOLDEN POND HEALTHCARE INC COM 38116J109 529 72,000 SH Defined 5.6 72,000 GOLDEN POND HEALTHCARE INC COM 38116J109 80 10,884 SH Defined 5.6 10,884 GOLDEN POND HEALTHCARE INC COM 38116J109 67 9,048 SH Defined 5.6 9,048 GOLDEN STAR RES LTD CDA COM 38119T104 41 15,100 SH Defined 1.4 15,100 GOLDEN STAR RES LTD CDA COM 38119T104 162 60,195 SH Defined 1 60,195 GOLDEN STAR RES LTD CDA COM 38119T104 2 800 SH Defined 5.6 800 GOLDMAN SACHS GROUP INC COM 38141G104 1,137 6,500 SH Defined 8,9,10 6,500 GOLDMAN SACHS GROUP INC COM 38141G104 91,562 523,510 SH Defined 5.6 523,510 GOLDMAN SACHS GROUP INC COM 38141G104 3,725 21,300 SH Defined 5.6 21,300 GOLDMAN SACHS GROUP INC COM 38141G104 704 4,024 SH Defined 1 4,024 GOLDMAN SACHS GROUP INC COM 38141G104 1,523 8,707 SH Defined 5.6 8,707 GOLDMAN SACHS GROUP INC COM 38141G104 647 3,700 SH Defined 5.6 3,700 GOLDMAN SACHS GROUP INC COM 38141G104 81 464 SH Defined 5.6 464 GOLDMAN SACHS GROUP INC COM 38141G104 14,416 82,427 SH Defined 5.7 82,427 GOLDMAN SACHS GROUP INC COM 38141G104 1,469 8,400 SH Defined 5.7 8,400 GOLDMAN SACHS GROUP INC COM 38141G104 944 5,400 SH Defined 5.7 5,400 GOLDMAN SACHS GROUP INC COM 38141G104 732 4,185 SH Defined 5.7 4,185 GOLDMAN SACHS GROUP INC COM 38141G104 558 3,190 SH Defined 5.7 3,190 GOLDMAN SACHS GROUP INC COM 38141G104 374 2,140 SH Defined 5.7 2,140 GOLDMAN SACHS GROUP INC COM 38141G104 271 1,550 SH Defined 5.7 1,550 GOLDMAN SACHS GROUP INC COM 38141G104 227 1,300 SH Defined 5.7 1,300 GOLDMAN SACHS GROUP INC COM 38141G104 205 1,170 SH Defined 5.7 1,170 GOLDMAN SACHS GROUP INC COM 38141G104 28 161 SH Defined 5.7 161 GOODRICH CORP COM 382388106 1,781 37,528 SH Defined 5.6 37,528 GOODRICH CORP COM 382388106 924 19,476 SH Defined 1 19,476 GOODRICH CORP COM 382388106 214 4,500 SH Defined 5.6 4,500 GOODRICH CORP COM 382388106 9 199 SH Defined 5.6 199 GOODRICH CORP COM 382388106 11,508 242,473 SH Defined 5.6 242,473 GOODRICH CORP COM 382388106 60 1,272 SH Defined 5.6 1,272 GOODYEAR TIRE & RUBR CO COM 382550101 3,784 212,226 SH Defined 5.6 212,226 GOODYEAR TIRE & RUBR CO COM 382550101 131 7,350 SH Defined 1.4 7,350 GOODYEAR TIRE & RUBR CO COM 382550101 80 4,500 SH Defined 1 4,500 GOODYEAR TIRE & RUBR CO COM 382550101 826 46,333 SH Defined 5.6 46,333 GOODYEAR TIRE & RUBR CO COM 382550101 37 2,100 SH Defined 5.6 2,100 GOODYEAR TIRE & RUBR CO COM 382550101 19 1,090 SH Defined 5.6 1,090 GOODYEAR TIRE & RUBR CO COM 382550101 1,468 82,308 SH Defined 5.7 82,308 GOODYEAR TIRE & RUBR CO COM 382550101 122 6,859 SH Defined 5.7 6,859 GOOGLE INC CL A 38259P508 2,948 5,600 SH 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HUMANA INC COM 444859102 238 5,978 SH Defined 5.7 5,978 HUNT J B TRANS SVCS INC COM 445658107 266 8,000 SH Defined 5.6 8,000 HUNT J B TRANS SVCS INC COM 445658107 6 180 SH Defined 1.4 180 HUNT J B TRANS SVCS INC COM 445658107 507 15,234 SH Defined 5.6 15,234 HUNTINGTON BANCSHARES INC COM 446150104 1,962 340,020 SH Defined 5.6 340,020 HUNTINGTON BANCSHARES INC COM 446150104 53 9,150 SH Defined 1.4 9,150 HUNTINGTON BANCSHARES INC COM 446150104 832 144,253 SH Defined 1 144,253 HUNTINGTON BANCSHARES INC PFD CONV SER A 446150401 210 300 SH Defined 5.6 300 HUNTSMAN CORP COM 447011107 70 6,179 SH Defined 5.6 6,179 HUNTSMAN CORP COM 447011107 59 5,200 SH Defined 1.4 5,200 HUNTSMAN CORP COM 447011107 702 61,550 SH Defined 5.6 61,550 HUNTSMAN CORP COM 447011107 408 35,760 SH Defined 5.6 35,760 HUNTSMAN CORP COM 447011107 277 24,290 SH Defined 5.6 24,290 HUNTSMAN CORP COM 447011107 268 23,500 SH Defined 5.6 23,500 HUNTSMAN CORP COM 447011107 161 14,141 SH Defined 5.6 14,141 HUNTSMAN CORP COM 447011107 158 13,822 SH Defined 5.6 13,822 HUNTSMAN CORP COM 447011107 76 6,640 SH Defined 5.6 6,640 HUTCHINSON TECHNOLOGY INC NOTE 3.250% 1/1 448407AF3 3,693 49,910 PRN Defined 5.6 49,910 I2 TECHNOLOGIES INC COM NEW 465754208 6 500 SH Defined 1.4 500 I2 TECHNOLOGIES INC COM NEW 465754208 75 6,000 SH Defined 5.6 6,000 IAC INTERACTIVECORP COM NEW 44919P300 261 13,528 SH Defined 5.6 13,528 IAC INTERACTIVECORP COM NEW 44919P300 430 22,300 SH Defined 5.6 22,300 IAC INTERACTIVECORP COM NEW 44919P300 150 7,800 SH Defined 5.6 7,800 IAC INTERACTIVECORP COM NEW 44919P300 0 1 SH Defined 5.6 1 IAMGOLD CORP COM 450913108 5,300 881,400 SH Defined 5.6 881,400 IAMGOLD CORP COM 450913108 87 14,500 SH Defined 1.4 14,500 IAMGOLD CORP COM 450913108 20 3,314 SH Defined 1 3,314 IAMGOLD CORP COM 450913108 382 63,761 SH Defined 5.6 63,761 IAMGOLD CORP COM 450913108 330 55,098 SH Defined 5.6 55,098 IAMGOLD CORP COM 450913108 41 6,841 SH Defined 5.6 6,841 IBASIS INC COM NEW 450732201 5 1,500 SH Defined 1 1,500 ICAGEN INC COM 45104P104 337 216,318 SH Defined 216,318 ICICI BK LTD ADR 45104G104 299 10,400 SH Defined 8,9,10 10,400 ICICI BK LTD ADR 45104G104 5,200 180,800 SH Defined 5.6 180,800 ICICI BK LTD ADR 45104G104 3,877 134,792 SH Defined 5.6 134,792 ICICI BK LTD ADR 45104G104 5,952 206,940 SH Defined 1.4 206,940 ICICI BK LTD ADR 45104G104 1,222 42,500 SH Defined 1.2 42,500 ICICI BK LTD ADR 45104G104 952 33,100 SH Defined 1.2 33,100 ICICI BK LTD ADR 45104G104 270 9,400 SH Defined 1.2 9,400 ICICI BK LTD ADR 45104G104 80 2,789 SH Defined 1 2,789 ICICI BK LTD ADR 45104G104 150 5,200 SH Defined 5.6 5,200 ICICI BK LTD ADR 45104G104 10 337 SH Defined 1 337 ICICI BK LTD ADR 45104G104 21,570 750,000 SH Defined 1 750,000 ICICI BK LTD ADR 45104G104 2,876 100,000 SH Defined 5.7 100,000 ICICI BK LTD ADR 45104G104 460 16,000 SH Defined 5.7 16,000 ICICI BK LTD ADR 45104G104 328 11,400 SH Defined 5.7 11,400 ICICI BK LTD ADR 45104G104 230 8,000 SH Defined 5.7 8,000 ICICI BK LTD ADR 45104G104 216 7,500 SH Defined 5.7 7,500 ICICI BK LTD ADR 45104G104 144 5,000 SH Defined 5.7 5,000 ICICI BK LTD ADR 45104G104 129 4,500 SH Defined 5.7 4,500 ICICI BK LTD ADR 45104G104 105 3,640 SH Defined 5.7 3,640 ICICI BK LTD ADR 45104G104 86 3,000 SH Defined 5.7 3,000 ICO GLOBAL COMM HLDGS LTD DE CL A 44930K108 0 29 SH Defined 1.3 29 ICO INC NEW COM 449293109 63 10,532 SH Defined 5.6 10,532 ICON PUB LTD CO SPONSORED ADR 45103T107 39 514 SH Defined 1.4 514 ICONIX BRAND GROUP INC COM 451055107 106 8,800 SH Defined 5.6 8,800 IDACORP INC COM 451107106 21 738 SH Defined 5.6 738 IDEARC INC COM 451663108 4 1,500 SH Defined 1 1,500 IDEATION ACQUISITION CORP *W EXP 11/19/201451665111 15 48,000 SH Defined 5.6 48,000 IDEATION ACQUISITION CORP COM 451665103 381 52,000 SH Defined 5.6 52,000 IDM PHARMA INC COM 449394105 273 133,384 SH Defined 133,384 ILLINOIS TOOL WKS INC COM 452308109 1,839 38,700 SH Defined 8,9,10 38,700 ILLINOIS TOOL WKS INC COM 452308109 2,377 50,034 SH Defined 5.6 50,034 ILLINOIS TOOL WKS INC COM 452308109 3 62 SH Defined 1.4 62 ILLINOIS TOOL WKS INC COM 452308109 1,700 35,780 SH Defined 5.7 35,780 ILLINOIS TOOL WKS INC COM 452308109 784 16,500 SH Defined 5.7 16,500 ILLINOIS TOOL WKS INC COM 452308109 491 10,330 SH Defined 5.7 10,330 ILLINOIS TOOL WKS INC COM 452308109 364 7,670 SH Defined 5.7 7,670 ILLINOIS TOOL WKS INC COM 452308109 328 6,910 SH Defined 5.7 6,910 ILLUMINA INC NOTE 0.625% 2/1 452327AB5 2,181 10,600 PRN Defined 5.6 10,600 IMMUNOMEDICS INC COM 452907108 43 20,000 SH Defined 1.4 20,000 IMPERIAL OIL LTD COM NEW 453038408 365 6,586 SH Defined 5.6 6,586 IMS HEALTH INC COM 449934108 349 14,965 SH Defined 5.6 14,965 IMS HEALTH INC COM 449934108 193 8,299 SH Defined 1 8,299 INDIA FD INC COM 454089103 110 3,100 SH Defined 1.4 3,100 INDUSTRIAL DISTR GROUP INC COM 456061100 225 18,800 SH Defined 5.6 18,800 INDUSTRIAL DISTR GROUP INC COM 456061100 148 12,403 SH Defined 5.6 12,403 INDYMAC BANCORP INC COM 456607100 2 2,200 SH Defined 1.4 2,200 INDYMAC BANCORP INC COM 456607100 10 9,300 SH Defined 5.6 9,300 INFINERA CORPORATION COM 45667G103 97 11,000 SH Defined 1.4 11,000 INFORMATION SERVICES GROUP I *W EXP 01/31/20145675Y112 35 81,551 SH Defined 5.6 81,551 INFORMATION SERVICES GROUP I *W EXP 01/31/20145675Y112 6 13,415 SH Defined 5.6 13,415 INFOSPACE INC COM NEW 45678T201 0 2 SH Defined 1.3 2 INFOSYS TECHNOLOGIES LTD SPONSORED ADR 456788108 29 660 SH Defined 1.4 660 INFOSYS TECHNOLOGIES LTD SPONSORED ADR 456788108 6,691 153,958 SH Defined 1 153,958 INFOSYS TECHNOLOGIES LTD SPONSORED ADR 456788108 9,779 225,000 SH Defined 5.7 225,000 INFOSYS TECHNOLOGIES LTD SPONSORED ADR 456788108 2,495 57,413 SH Defined 5.7 57,413 INFOSYS TECHNOLOGIES LTD SPONSORED ADR 456788108 627 14,426 SH Defined 5.7 14,426 ING GROEP N V SPONSORED ADR 456837103 918 29,100 SH Defined 1.4 29,100 INGERSOLL-RAND COMPANY LTD CL A G4776G101 2,587 69,106 SH Defined 5.6 69,106 INGERSOLL-RAND COMPANY LTD CL A G4776G101 450 12,000 SH Defined 1.3 12,000 INGERSOLL-RAND COMPANY LTD CL A G4776G101 9 240 SH Defined 5.6 240 INGLES MKTS INC CL A 457030104 134 5,765 SH Defined 5.6 5,765 INGRAM MICRO INC CL A 457153104 86 4,863 SH Defined 5.6 4,863 INLAND REAL ESTATE CORP COM NEW 457461200 203 14,100 SH Defined 5.6 14,100 INNOPHOS HOLDINGS INC COM 45774N108 261 8,163 SH Defined 5.6 8,163 INNOSPEC INC COM 45768S105 30 1,579 SH Defined 5.6 1,579 INSIGHTFUL CORP COM 45770X100 19 10,618 SH Defined 5.6 10,618 INSITUFORM TECHNOLOGIES INC CL A 457667103 544 35,690 SH Defined 5.6 35,690 INSMED INC COM NEW 457669208 4 11,000 SH Defined 1.4 11,000 INTEGRATED DEVICE TECHNOLOGY COM 458118106 342 34,400 SH Defined 5.6 34,400 INTEGRYS ENERGY GROUP INC COM 45822P105 142 2,797 SH Defined 5.6 2,797 INTEGRYS ENERGY GROUP INC COM 45822P105 139 2,743 SH Defined 1 2,743 INTEL CORP COM 458140100 1,431 66,600 SH Defined 8,9,10 66,600 INTEL CORP COM 458140100 616 28,687 SH Defined 8,9,10 28,687 INTEL CORP COM 458140100 111 5,172 SH Defined 8,9,10 5,172 INTEL CORP COM 458140100 98,607 4,590,647 SH Defined 5.6 4,590,647 INTEL CORP COM 458140100 1,085 50,500 SH Defined 5.6 50,500 INTEL CORP COM 458140100 168 7,811 SH Defined 1.4 7,811 INTEL CORP COM 458140100 43 2,000 SH Defined 1.2 2,000 INTEL CORP COM 458140100 12,563 584,850 SH Defined 1 584,850 INTEL CORP COM 458140100 640 29,800 SH Defined 5.6 29,800 INTEL CORP COM 458140100 486 22,622 SH Defined 5.6 22,622 INTEL CORP COM 458140100 34 1,595 SH Defined 5.6 1,595 INTEL CORP COM 458140100 14,783 688,239 SH Defined 5.7 688,239 INTEL CORP COM 458140100 1,784 83,060 SH Defined 5.7 83,060 INTEL CORP COM 458140100 1,669 77,680 SH Defined 5.7 77,680 INTEL CORP COM 458140100 859 40,000 SH Defined 5.7 40,000 INTEL CORP COM 458140100 771 35,887 SH Defined 5.7 35,887 INTEL CORP COM 458140100 515 23,980 SH Defined 5.7 23,980 INTEL CORP COM 458140100 453 21,070 SH Defined 5.7 21,070 INTEL CORP COM 458140100 382 17,800 SH Defined 5.7 17,800 INTEL CORP COM 458140100 380 17,670 SH Defined 5.7 17,670 INTEL CORP COM 458140100 15 708 SH Defined 5.7 708 INTEL CORP COM 458140100 11 510 SH Defined 5.7 510 INTEL CORP COM 458140100 67 3,100 SH Defined 3,100 INTEL CORP COM 458140100 10 475 SH Defined 475 INTEL CORP COM 458140100 43 2,000 SH Defined 2,000 INTEL CORP SDCV 2.950%12/1 458140AD2 66,697 68,849 PRN Defined 5.6 68,849 INTERCONTINENTALEXCHANGE INC COM 45865V100 1,404 12,314 SH Defined 5.6 12,314 INTERCONTINENTALEXCHANGE INC COM 45865V100 171 1,500 SH Defined 5.6 1,500 INTERCONTINENTALEXCHANGE INC COM 45865V100 31 276 SH Defined 5.6 276 INTERCONTINENTALEXCHANGE INC COM 45865V100 23 202 SH Defined 5.6 202 INTERCONTINENTALEXCHANGE INC COM 45865V100 424 3,720 SH Defined 5.7 3,720 INTERDIGITAL INC COM 45867G101 345 14,200 SH Defined 5.6 14,200 INTERFACE INC CL A 458665106 169 13,510 SH Defined 5.6 13,510 INTERMEC INC COM 458786100 2,388 113,300 SH Defined 5.6 113,300 INTERMUNE INC COM 45884X103 206 15,699 SH Defined 5.6 15,699 INTERNATIONAL BANCSHARES COR COM 459044103 45 2,100 SH Defined 1.4 2,100 INTERNATIONAL BUSINESS MACHS COM 459200101 155,901 1,315,291 SH Defined 5.6 1,315,291 INTERNATIONAL BUSINESS MACHS COM 459200101 4,172 35,200 SH Defined 5.6 35,200 INTERNATIONAL BUSINESS MACHS COM 459200101 622 5,250 SH Defined 1.3 5,250 INTERNATIONAL BUSINESS MACHS COM 459200101 7,640 64,457 SH Defined 1.2 64,457 INTERNATIONAL BUSINESS MACHS COM 459200101 3,405 28,728 SH Defined 1.2 28,728 INTERNATIONAL BUSINESS MACHS COM 459200101 2,655 22,400 SH Defined 1.2 22,400 INTERNATIONAL BUSINESS MACHS COM 459200101 98 830 SH Defined 1.2 830 INTERNATIONAL BUSINESS MACHS COM 459200101 15 128 SH Defined 1.2 128 INTERNATIONAL BUSINESS MACHS COM 459200101 21,387 180,436 SH Defined 1 180,436 INTERNATIONAL BUSINESS MACHS COM 459200101 3,011 25,400 SH Defined 5.6 25,400 INTERNATIONAL BUSINESS MACHS COM 459200101 723 6,100 SH Defined 5.6 6,100 INTERNATIONAL BUSINESS MACHS COM 459200101 0 4 SH Defined 5.6 4 INTERNATIONAL BUSINESS MACHS COM 459200101 11 96 SH Defined 5.6 96 INTERNATIONAL BUSINESS MACHS COM 459200101 1 10 SH Defined 5.6 10 INTERNATIONAL BUSINESS MACHS COM 459200101 105 887 SH Defined 1 887 INTERNATIONAL BUSINESS MACHS COM 459200101 10,821 91,296 SH Defined 5.7 91,296 INTERNATIONAL BUSINESS MACHS COM 459200101 3,082 26,000 SH Defined 5.7 26,000 INTERNATIONAL BUSINESS MACHS COM 459200101 1,482 12,500 SH Defined 5.7 12,500 INTERNATIONAL BUSINESS MACHS COM 459200101 913 7,700 SH Defined 5.7 7,700 INTERNATIONAL BUSINESS MACHS COM 459200101 877 7,400 SH Defined 5.7 7,400 INTERNATIONAL BUSINESS MACHS COM 459200101 678 5,720 SH Defined 5.7 5,720 INTERNATIONAL BUSINESS MACHS COM 459200101 471 3,970 SH Defined 5.7 3,970 INTERNATIONAL BUSINESS MACHS COM 459200101 439 3,700 SH Defined 5.7 3,700 INTERNATIONAL BUSINESS MACHS COM 459200101 223 1,880 SH Defined 5.7 1,880 INTERNATIONAL BUSINESS MACHS COM 459200101 21 177 SH Defined 5.7 177 INTERNATIONAL BUSINESS MACHS COM 459200101 18 153 SH Defined 5.7 153 INTERNATIONAL BUSINESS MACHS COM 459200101 332 2,800 SH Defined 2,800 INTERNATIONAL BUSINESS MACHS COM 459200101 13 110 SH Defined 110 INTERNATIONAL BUSINESS MACHS COM 459200101 223 1,882 SH Defined 1,882 INTERNATIONAL BUSINESS MACHS COM 459200101 15 128 SH Defined 128 INTERNATIONAL FLAVORS&FRAGRA COM 459506101 373 9,554 SH Defined 5.6 9,554 INTERNATIONAL FLAVORS&FRAGRA COM 459506101 117 3,000 SH Defined 1.4 3,000 INTERNATIONAL GAME TECHNOLOG COM 459902102 978 39,170 SH Defined 5.6 39,170 INTERNATIONAL GAME TECHNOLOG COM 459902102 813 32,532 SH Defined 1 32,532 INTERNATIONAL GAME TECHNOLOG COM 459902102 223 8,920 SH Defined 5.6 8,920 INTERNATIONAL GAME TECHNOLOG DBCV 2.600%12/1 459902AP7 36,460 36,828 PRN Defined 5.6 36,828 INTEROIL CORP COM 460951106 20 700 SH Defined 1.4 700 INTEROIL CORP COM 460951106 245 8,500 SH Defined 5.6 8,500 INTERPUBLIC GROUP COS INC COM 460690100 375 43,648 SH Defined 5.6 43,648 INTERPUBLIC GROUP COS INC COM 460690100 480 55,812 SH Defined 5.6 55,812 INTERSIL CORP CL A 46069S109 114 4,680 SH Defined 5.6 4,680 INTERSIL CORP CL A 46069S109 16 651 SH Defined 1.4 651 INTERSIL CORP CL A 46069S109 105 4,300 SH Defined 5.6 4,300 INTERTAPE POLYMER GROUP INC COM 460919103 55 16,609 SH Defined 5.6 16,609 INTL PAPER CO COM 460146103 6,193 265,780 SH Defined 5.6 265,780 INTL PAPER CO COM 460146103 82 3,500 SH Defined 1.4 3,500 INTREPID POTASH INC COM 46121Y102 889 13,517 SH Defined 5.6 13,517 INTREPID POTASH INC COM 46121Y102 155 2,362 SH Defined 1.4 2,362 INTUIT COM 461202103 810 29,376 SH Defined 5.6 29,376 INTUIT COM 461202103 110 4,000 SH Defined 1.4 4,000 INTUIT COM 461202103 2,126 77,127 SH Defined 5.6 77,127 INTUITIVE SURGICAL INC COM NEW 46120E602 1,124 4,173 SH Defined 5.6 4,173 INTUITIVE SURGICAL INC COM NEW 46120E602 159 591 SH Defined 1.4 591 INTUITIVE SURGICAL INC COM NEW 46120E602 377 1,398 SH Defined 1 1,398 INTUITIVE SURGICAL INC COM NEW 46120E602 59 220 SH Defined 5.6 220 INTUITIVE SURGICAL INC COM NEW 46120E602 57 210 SH Defined 5.6 210 INTUITIVE SURGICAL INC COM NEW 46120E602 10 36 SH Defined 5.6 36 INTUITIVE SURGICAL INC COM NEW 46120E602 2,586 9,600 SH Defined 5.7 9,600 INTUITIVE SURGICAL INC COM NEW 46120E602 1,347 5,000 SH Defined 5.7 5,000 INTUITIVE SURGICAL INC COM NEW 46120E602 781 2,900 SH Defined 5.7 2,900 INTUITIVE SURGICAL INC COM NEW 46120E602 674 2,500 SH Defined 5.7 2,500 INTUITIVE SURGICAL INC COM NEW 46120E602 404 1,500 SH Defined 5.7 1,500 INTUITIVE SURGICAL INC COM NEW 46120E602 307 1,140 SH Defined 5.7 1,140 INTUITIVE SURGICAL INC COM NEW 46120E602 216 800 SH Defined 5.7 800 INVERNESS MED INNOVATIONS IN COM 46126P106 1,579 47,600 SH Defined 5.6 47,600 INVESTMENT TECHNOLOGY GRP NE COM 46145F105 67 2,000 SH Defined 5.6 2,000 INVESTMENT TECHNOLOGY GRP NE COM 46145F105 1,787 53,412 SH Defined 5.7 53,412 INVESTMENT TECHNOLOGY GRP NE COM 46145F105 149 4,451 SH Defined 5.7 4,451 INVESTORS BANCORP INC COM 46146P102 7 501 SH Defined 1.4 501 INVITROGEN CORP COM 46185R100 778 19,806 SH Defined 5.6 19,806 INVITROGEN CORP COM 46185R100 6 155 SH Defined 1.4 155 INVITROGEN CORP COM 46185R100 703 17,900 SH Defined 5.6 17,900 INVITROGEN CORP NOTE 1.500% 2/1 46185RAK6 3,056 3,000,000 PRN Defined 1 3,000,000 INVITROGEN CORP NOTE 2.000% 8/0 46185RAJ9 942 7,500 PRN Defined 5.6 7,500 IOMAI CORP COM 46202P103 1,375 211,870 SH Defined 5.6 211,870 IOMAI CORP COM 46202P103 674 103,800 SH Defined 5.6 103,800 IOMAI CORP COM 46202P103 110 17,018 SH Defined 5.6 17,018 IONA TECHNOLOGIES PLC SPONSORED ADR 46206P109 831 210,930 SH Defined 1.4 210,930 IONA TECHNOLOGIES PLC SPONSORED ADR 46206P109 497 126,258 SH Defined 5.6 126,258 IONA TECHNOLOGIES PLC SPONSORED ADR 46206P109 32 8,213 SH Defined 5.6 8,213 IRON MTN INC COM 462846106 460 17,336 SH Defined 5.6 17,336 IRSA INVERSIONES Y REP S A GLOBL DEP RCPT 450047204 436 38,700 SH Defined 5.6 38,700 IRSA INVERSIONES Y REP S A GLOBL DEP RCPT 450047204 280 24,880 SH Defined 5.6 24,880 ISHARES COMEX GOLD TR ISHARES 464285105 14,732 161,250 SH Defined 5.6 161,250 ISHARES INC MSCI BRAZIL 464286400 1,491 16,700 SH Defined 1.4 16,700 ISHARES INC MSCI BRAZIL 464286400 1,286 14,400 SH Defined 1.2 14,400 ISHARES INC MSCI BRAZIL 464286400 563 6,300 SH Defined 1.2 6,300 ISHARES INC MSCI BRAZIL 464286400 20,673 231,526 SH Defined 1 231,526 ISHARES INC MSCI CDA INDEX 464286509 4,537 135,355 SH Defined 5.6 135,355 ISHARES INC MSCI HONG KONG 464286871 106 6,260 SH Defined 1.4 6,260 ISHARES INC MSCI JAPAN 464286848 1,054 84,500 SH Defined 5.6 84,500 ISHARES INC MSCI JAPAN 464286848 81 6,465 SH Defined 5.6 6,465 ISHARES INC MSCI JAPAN 464286848 230 18,419 SH Defined 1 18,419 ISHARES INC MSCI MALAYSIA 464286830 2,095 201,400 SH Defined 1 201,400 ISHARES INC MSCI MEXICO 464286822 245 4,300 SH Defined 5.6 4,300 ISHARES INC MSCI MEXICO 464286822 3,278 57,569 SH Defined 1 57,569 ISHARES INC MSCI MEXICO 464286822 41 714 SH Defined 5.6 714 ISHARES INC MSCI MEXICO 464286822 6 100 SH Defined 5.6 100 ISHARES INC MSCI PAC J IDX 464286665 549 4,000 SH Defined 5.6 4,000 ISHARES INC MSCI S KOREA 464286772 54 1,065 SH Defined 1.4 1,065 ISHARES INC MSCI S KOREA 464286772 266 5,220 SH Defined 1.2 5,220 ISHARES INC MSCI SINGAPORE 464286673 25 2,000 SH Defined 5.6 2,000 ISHARES INC MSCI SINGAPORE 464286673 28 2,230 SH Defined 1.4 2,230 ISHARES INC MSCI SINGAPORE 464286673 281 22,660 SH Defined 1.2 22,660 ISHARES INC MSCI SINGAPORE 464286673 80 6,480 SH Defined 1.2 6,480 ISHARES INC MSCI STH AFRCA 464286780 10 175 SH Defined 1.4 175 ISHARES INC MSCI TAIWAN 464286731 1,753 124,060 SH Defined 1.4 124,060 ISHARES INC MSCI TAIWAN 464286731 484 34,222 SH Defined 1.2 34,222 ISHARES SILVER TRUST ISHARES 46428Q109 2,244 13,000 SH Defined 5.6 13,000 ISHARES SILVER TRUST ISHARES 46428Q109 17 1,000 SH Defined 1.4 1,000 ISHARES SILVER TRUST ISHARES 46428Q109 12 700 SH Defined 700 ISHARES TR DJ BROKER-DEAL 464288794 0 1 SH Defined 5.6 1 ISHARES TR DJ BROKER-DEAL 464288794 0 1 SH Defined 5.6 1 ISHARES TR DJ HOME CONSTN 464288752 858 60,000 SH Defined 5.6 60,000 ISHARES TR DJ MED DEVICES 464288810 721 12,730 SH Defined 5.6 12,730 ISHARES TR DJ SEL DIV INX 464287168 7,988 162,200 SH Defined 1 162,200 ISHARES TR DJ US BAS MATL 464287838 1,265 14,980 SH Defined 5.6 14,980 ISHARES TR DJ US FINL SEC 464287788 2,648 39,000 SH Defined 5.6 39,000 ISHARES TR DJ US INDUSTRL 464287754 1,161 18,010 SH Defined 5.6 18,010 ISHARES TR DJ US REAL EST 464287739 2,642 43,456 SH Defined 1 43,456 ISHARES TR DJ US TECH SEC 464287721 1,188 21,920 SH Defined 5.6 21,920 ISHARES TR FTSE XNHUA IDX 464287184 249 5,720 SH Defined 1.4 5,720 ISHARES TR FTSE XNHUA IDX 464287184 941 7,190 SH Defined 1 7,190 ISHARES TR GLDM SACHS TEC 464287549 24 458 SH Defined 458 ISHARES TR MSCI EAFE IDX 464287465 108 1,580 SH Defined 5.6 1,580 ISHARES TR MSCI EAFE IDX 464287465 6,269 91,295 SH Defined 1 91,295 ISHARES TR MSCI EMERG MKT 464287234 258 1,900 SH Defined 5.6 1,900 ISHARES TR MSCI EMERG MKT 464287234 122 900 SH Defined 1.4 900 ISHARES TR MSCI EMERG MKT 464287234 15,199 111,987 SH Defined 1 111,987 ISHARES TR MSCI EMERG MKT 464287234 778 17,200 SH Defined 5.6 17,200 ISHARES TR MSCI EMERG MKT 464287234 39 288 SH Defined 5.6 288 ISHARES TR RUSSELL 2000 464287655 1,198 17,346 SH Defined 1 17,346 ISHARES TR S&P 100 IDX FD 464287101 6,336 108,975 SH Defined 1 108,975 ISHARES TR S&P 500 INDEX 464287200 16,361 127,822 SH Defined 5.6 127,822 ISHARES TR S&P 500 INDEX 464287200 8,254 64,486 SH Defined 5.6 64,486 ISHARES TR S&P EURO PLUS 464287861 5,115 52,617 SH Defined 1 52,617 ISHARES TR S&P GBL HLTHCR 464287325 566 10,902 SH Defined 5.6 10,902 ISHARES TR S&P LTN AM 40 464287390 1,795 6,526 SH Defined 1 6,526 ISHARES TR S&P MIDCP VALU 464287705 15 200 SH Defined 1.4 200 ISHARES TR S&P SMLCAP 600 464287804 24 400 SH Defined 1.4 400 ISHARES TR US TIPS BD FD 464287176 852 7,900 SH Defined 5.6 7,900 ISIS PHARMACEUTICALS INC COM 464330109 41 3,000 SH Defined 1.4 3,000 ISIS PHARMACEUTICALS INC COM 464330109 44 3,201 SH Defined 5.6 3,201 ITC HLDGS CORP COM 465685105 197 3,850 SH Defined 5.6 3,850 ITRON INC COM 465741106 1,780 18,100 SH Defined 5.6 18,100 ITRON INC COM 465741106 98 1,000 SH Defined 1.4 1,000 ITRON INC NOTE 2.500% 8/0 465741AJ5 2,320 14,220 PRN Defined 5.6 14,220 ITRON INC NOTE 2.500% 8/0 465741AJ5 1,631 10,000 PRN Defined 5.6 10,000 ITT EDUCATIONAL SERVICES INC COM 45068B109 496 6,000 SH Defined 5.6 6,000 ITT INDS INC IND COM 450911102 8,241 130,121 SH Defined 5.6 130,121 ITT INDS INC IND COM 450911102 702 11,082 SH Defined 1 11,082 IVANHOE ENERGY INC COM 465790103 53 15,000 SH Defined 1.4 15,000 IVANHOE MINES LTD COM 46579N103 129 11,865 SH Defined 5.6 11,865 J CREW GROUP INC COM 46612H402 397 12,023 SH Defined 5.6 12,023 JA SOLAR HOLDINGS CO LTD SPON ADR 466090107 285 16,920 SH Defined 1.4 16,920 JA SOLAR HOLDINGS CO LTD SPON ADR 466090107 168 9,980 SH Defined 1 9,980 JABIL CIRCUIT INC COM 466313103 3,026 184,400 SH Defined 8,9,10 184,400 JABIL CIRCUIT INC COM 466313103 261 15,890 SH Defined 5.6 15,890 JABIL CIRCUIT INC COM 466313103 66 4,000 SH Defined 1.4 4,000 JABIL CIRCUIT INC COM 466313103 448 27,300 SH Defined 5.6 27,300 JABIL CIRCUIT INC COM 466313103 64 3,874 SH Defined 5.6 3,874 JABIL CIRCUIT INC COM 466313103 574 35,000 SH Defined 5.7 35,000 JABIL CIRCUIT INC COM 466313103 139 8,500 SH Defined 5.7 8,500 JACK IN THE BOX INC COM 466367109 287 12,800 SH Defined 5.6 12,800 JACOBS ENGR GROUP INC DEL COM 469814107 844 10,461 SH Defined 5.6 10,461 JACOBS ENGR GROUP INC DEL COM 469814107 111 1,380 SH Defined 1.4 1,380 JACOBS ENGR GROUP INC DEL COM 469814107 72 890 SH Defined 1 890 JACOBS ENGR GROUP INC DEL COM 469814107 98 1,209 SH Defined 5.6 1,209 JACOBS ENGR GROUP INC DEL COM 469814107 44 551 SH Defined 5.6 551 JACOBS ENGR GROUP INC DEL COM 469814107 0 6 SH Defined 5.6 6 JAGUAR MNG INC COM 47009M103 76 7,870 SH Defined 5.6 7,870 JAMES RIVER COAL CO COM NEW 470355207 25 427 SH Defined 1.4 427 JANUS CAP GROUP INC COM 47102X105 401 15,159 SH Defined 5.6 15,159 JANUS CAP GROUP INC COM 47102X105 335 12,650 SH Defined 5.6 12,650 JANUS CAP GROUP INC COM 47102X105 140 5,300 SH Defined 5.6 5,300 JARDEN CORP COM 471109108 1,375 75,400 SH Defined 8,9,10 75,400 JAVELIN PHARMACEUTICALS INC COM 471894105 18 7,770 SH Defined 5.6 7,770 JAZZ TECHNOLOGIES INC COM 47214E102 47 39,259 SH Defined 5.6 39,259 JAZZ TECHNOLOGIES INC COM 47214E102 9 7,095 SH Defined 5.6 7,095 JAZZ TECHNOLOGIES INC NOTE 8.000%12/3 47214EAA0 351 5,200 PRN Defined 5.6 5,200 JDS UNIPHASE CORP COM PAR $0.001 46612J507 303 26,643 SH Defined 5.6 26,643 JDS UNIPHASE CORP COM PAR $0.001 46612J507 132 11,588 SH Defined 1 11,588 JDS UNIPHASE CORP COM PAR $0.001 46612J507 5 451 SH Defined 5.6 451 JETBLUE AWYS CORP COM 477143101 5 1,390 SH Defined 1.4 1,390 JETBLUE AWYS CORP COM 477143101 280 75,200 SH Defined 5.6 75,200 JETBLUE AWYS CORP DBCV 3.750% 3/1 477143AC5 836 1,000,000 PRN Defined 1 1,000,000 JETBLUE AWYS CORP DBCV 3.750% 3/1 477143AC5 1,065 16,510 PRN Defined 5.6 16,510 JETBLUE AWYS CORP NOTE 3.500% 7/1 477143AB7 1,925 19,200 PRN Defined 5.6 19,200 JOES JEANS INC COM 47777N101 7 6,000 SH Defined 1 6,000 JOHN HANCOCK BK &THRIFT 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COM 478160104 965 15,000 SH Defined 5.7 15,000 JOHNSON & JOHNSON COM 478160104 805 12,510 SH Defined 5.7 12,510 JOHNSON & JOHNSON COM 478160104 643 10,000 SH Defined 5.7 10,000 JOHNSON & JOHNSON COM 478160104 579 9,000 SH Defined 5.7 9,000 JOHNSON & JOHNSON COM 478160104 439 6,820 SH Defined 5.7 6,820 JOHNSON & JOHNSON COM 478160104 328 5,100 SH Defined 5.7 5,100 JOHNSON & JOHNSON COM 478160104 22 339 SH Defined 5.7 339 JOHNSON & JOHNSON COM 478160104 15 238 SH Defined 5.7 238 JOHNSON & JOHNSON COM 478160104 19 300 SH Defined 300 JOHNSON CTLS INC COM 478366107 2,660 92,742 SH Defined 5.6 92,742 JOHNSON CTLS INC COM 478366107 37 1,300 SH Defined 5.6 1,300 JONES APPAREL GROUP INC COM 480074103 186 13,500 SH Defined 5.6 13,500 JONES LANG LASALLE INC COM 48020Q107 193 3,203 SH Defined 5.6 3,203 JOS A BANK CLOTHIERS INC COM 480838101 40 1,500 SH Defined 5.6 1,500 JOY GLOBAL INC COM 481165108 1,084 14,298 SH Defined 5.6 14,298 JOY GLOBAL INC COM 481165108 154 2,034 SH Defined 1.4 2,034 JOY GLOBAL INC COM 481165108 96 1,264 SH Defined 1 1,264 JOY GLOBAL INC COM 481165108 1,198 15,800 SH Defined 5.6 15,800 JOY GLOBAL INC COM 481165108 940 12,400 SH Defined 5.6 12,400 JOY GLOBAL INC COM 481165108 45 600 SH Defined 600 JP MORGAN CHASE & CO COM 46625H100 7,387 215,300 SH Defined 8,9,10 215,300 JP MORGAN CHASE & CO COM 46625H100 96,282 2,806,251 SH Defined 5.6 2,806,251 JP MORGAN CHASE & CO COM 46625H100 1,678 48,900 SH Defined 5.6 48,900 JP MORGAN CHASE & CO COM 46625H100 12,917 376,488 SH Defined 1.4 376,488 JP MORGAN CHASE & CO COM 46625H100 11 320 SH Defined 1.3 320 JP MORGAN CHASE & CO COM 46625H100 2,539 74,000 SH Defined 1.2 74,000 JP MORGAN CHASE & CO COM 46625H100 1,434 41,800 SH Defined 1.2 41,800 JP MORGAN CHASE & CO COM 46625H100 1,105 32,200 SH Defined 1.2 32,200 JP MORGAN CHASE & CO COM 46625H100 998 29,090 SH Defined 1.2 29,090 JP MORGAN CHASE & CO COM 46625H100 463 13,481 SH Defined 1.2 13,481 JP MORGAN CHASE & CO COM 46625H100 278 8,100 SH Defined 1.2 8,100 JP MORGAN CHASE & CO COM 46625H100 26,670 777,324 SH Defined 1 777,324 JP MORGAN CHASE & CO COM 46625H100 703 20,492 SH Defined 5.6 20,492 JP MORGAN CHASE & CO COM 46625H100 255 7,430 SH Defined 5.6 7,430 JP MORGAN CHASE & CO COM 46625H100 120 3,500 SH Defined 5.6 3,500 JP MORGAN CHASE & CO COM 46625H100 10 300 SH Defined 5.6 300 JP MORGAN CHASE & CO COM 46625H100 39 1,139 SH Defined 5.6 1,139 JP MORGAN CHASE & CO COM 46625H100 114 3,321 SH Defined 1 3,321 JP MORGAN CHASE & CO COM 46625H100 25,121 732,174 SH Defined 5.7 732,174 JP MORGAN CHASE & CO COM 46625H100 1,743 50,800 SH Defined 5.7 50,800 JP MORGAN CHASE & CO COM 46625H100 840 24,493 SH Defined 5.7 24,493 JP MORGAN CHASE & CO COM 46625H100 444 12,950 SH Defined 5.7 12,950 JP MORGAN CHASE & CO COM 46625H100 411 11,970 SH Defined 5.7 11,970 JP MORGAN CHASE & CO COM 46625H100 7 207 SH Defined 5.7 207 JP MORGAN CHASE & CO COM 46625H100 5 160 SH Defined 160 JUNIPER NETWORKS INC COM 48203R104 5,583 251,719 SH Defined 5.6 251,719 JUNIPER NETWORKS INC COM 48203R104 32 1,447 SH Defined 1 1,447 JUNIPER NETWORKS INC COM 48203R104 142 6,400 SH Defined 5.6 6,400 JUNIPER NETWORKS INC COM 48203R104 1,464 66,000 SH Defined 5.7 66,000 JUNIPER NETWORKS INC COM 48203R104 122 5,500 SH Defined 5.7 5,500 JUPITERMEDIA CORP COM 48207D101 20 14,640 SH Defined 5.6 14,640 KAISER ALUMINUM CORP COM PAR $0.01 483007704 21 400 SH Defined 1.4 400 KAISER ALUMINUM CORP COM PAR $0.01 483007704 1,601 29,900 SH Defined 5.6 29,900 KAISER ALUMINUM CORP COM PAR $0.01 483007704 229 4,280 SH Defined 5.6 4,280 KAISER ALUMINUM CORP COM PAR $0.01 483007704 32 600 SH Defined 5.6 600 KANSAS CITY SOUTHERN COM NEW 485170302 460 10,450 SH Defined 5.6 10,450 KAPSTONE PAPER & PACKAGING C *W EXP 08/15/20048562P111 19 10,350 SH Defined 5.6 10,350 KB HOME COM 48666K109 8,533 504,025 SH Defined 5.6 504,025 KB HOME COM 48666K109 103 6,100 SH Defined 5.6 6,100 KB HOME COM 48666K109 135 8,000 SH Defined 5.7 8,000 KB HOME COM 48666K109 34 1,980 SH Defined 5.7 1,980 KBR INC COM 48242W106 147 4,222 SH Defined 5.6 4,222 KBR INC COM 48242W106 8 222 SH Defined 1.4 222 KBR INC COM 48242W106 333 9,540 SH Defined 5.6 9,540 KBR INC COM 48242W106 214 6,130 SH Defined 5.6 6,130 KELLOGG CO COM 487836108 1,152 23,980 SH Defined 5.6 23,980 KELLOGG CO COM 487836108 2,375 49,468 SH Defined 1 49,468 KELLOGG CO COM 487836108 39 810 SH Defined 5.6 810 KEMET CORP COM 488360108 25 7,820 SH Defined 5.6 7,820 KENDLE INTERNATIONAL INC NOTE 3.375% 7/1 48880LAA5 3,012 29,000 PRN Defined 5.6 29,000 KENNAMETAL INC COM 489170100 35 1,073 SH Defined 5.6 1,073 KEYCORP NEW COM 493267108 28,629 2,607,350 SH Defined 5.6 2,607,350 KEYCORP NEW COM 493267108 209 19,009 SH Defined 1 19,009 KILROY RLTY CORP COM 49427F108 132 2,800 SH Defined 5.6 2,800 KIMBERLY CLARK CORP COM 494368103 7,637 127,757 SH Defined 5.6 127,757 KIMBERLY CLARK CORP COM 494368103 598 10,000 SH Defined 1.3 10,000 KIMBERLY CLARK CORP COM 494368103 454 7,600 SH Defined 1.2 7,600 KIMBERLY CLARK CORP COM 494368103 91 1,530 SH Defined 1.2 1,530 KIMBERLY CLARK CORP COM 494368103 123 2,064 SH Defined 1 2,064 KIMBERLY CLARK CORP COM 494368103 8 141 SH Defined 5.7 141 KIMCO REALTY CORP COM 49446R109 2,516 72,892 SH Defined 5.6 72,892 KIMCO REALTY CORP COM 49446R109 64 1,866 SH Defined 1 1,866 KING PHARMACEUTICALS INC COM 495582108 192 18,346 SH Defined 5.6 18,346 KING PHARMACEUTICALS INC COM 495582108 557 53,200 SH Defined 5.6 53,200 KING PHARMACEUTICALS INC COM 495582108 1,256 120,000 SH Defined 5.7 120,000 KING PHARMACEUTICALS INC COM 495582108 628 60,000 SH Defined 5.7 60,000 KING PHARMACEUTICALS INC COM 495582108 393 37,500 SH Defined 5.7 37,500 KING PHARMACEUTICALS INC COM 495582108 366 35,000 SH Defined 5.7 35,000 KING PHARMACEUTICALS INC COM 495582108 286 27,270 SH Defined 5.7 27,270 KING PHARMACEUTICALS INC COM 495582108 79 7,500 SH Defined 5.7 7,500 KING PHARMACEUTICALS INC NOTE 1.250% 4/0 495582AJ7 1,652 20,300 PRN Defined 5.6 20,300 KING PHARMACEUTICALS INC NOTE 1.250% 4/0 495582AJ7 1,237 15,200 PRN Defined 5.6 15,200 KINROSS GOLD CORP COM NO PAR 496902404 48,474 2,040,610 SH Defined 5.6 2,040,610 KINROSS GOLD CORP COM NO PAR 496902404 407 17,208 SH Defined 1.4 17,208 KINROSS GOLD CORP COM NO PAR 496902404 2,009 84,932 SH Defined 5.6 84,932 KINROSS GOLD CORP COM NO PAR 496902404 899 38,000 SH Defined 5.6 38,000 KINROSS GOLD CORP COM NO PAR 496902404 5,810 245,593 SH Defined 5.6 245,593 KINTERA INC COM 49720P506 24 21,885 SH Defined 5.6 21,885 KINTERA INC COM 49720P506 9 8,066 SH Defined 5.6 8,066 KIRBY CORP COM 497266106 360 7,500 SH Defined 5.6 7,500 KKR FINANCIAL HLDGS LLC COM 48248A306 109 10,378 SH Defined 1 10,378 KLA-TENCOR CORP COM 482480100 4,507 110,700 SH Defined 8,9,10 110,700 KLA-TENCOR CORP COM 482480100 560 13,753 SH Defined 5.6 13,753 KNOLL INC COM NEW 498904200 2,159 177,660 SH Defined 5.7 177,660 KNOLL INC COM NEW 498904200 180 14,805 SH Defined 5.7 14,805 KNOLOGY INC COM 499183804 59 5,400 SH Defined 5.6 5,400 KOHLS CORP COM 500255104 1,483 37,027 SH 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FOODS INC CL A 50075N104 86 3,030 SH Defined 5.6 3,030 KRAFT FOODS INC CL A 50075N104 28 1,000 SH Defined 5.6 1,000 KRAFT FOODS INC CL A 50075N104 1,494 52,523 SH Defined 5.7 52,523 KRAFT FOODS INC CL A 50075N104 4 152 SH Defined 5.7 152 KRAFT FOODS INC CL A 50075N104 121 4,240 SH Defined 4,240 KRAFT FOODS INC CL A 50075N104 2 69 SH Defined 69 KROGER CO COM 501044101 6,388 221,270 SH Defined 5.6 221,270 KROGER CO COM 501044101 372 12,900 SH Defined 5.6 12,900 KROGER CO COM 501044101 323 11,204 SH Defined 5.6 11,204 KROGER CO COM 501044101 150 5,200 SH Defined 5.6 5,200 KROGER CO COM 501044101 4,117 142,620 SH Defined 5.7 142,620 KROGER CO COM 501044101 538 18,630 SH Defined 5.7 18,630 KROGER CO COM 501044101 291 10,080 SH Defined 5.7 10,080 KROGER CO COM 501044101 143 4,950 SH Defined 5.7 4,950 K-SWISS INC CL A 482686102 198 13,500 SH Defined 8,9,10 13,500 K-SWISS INC CL A 482686102 36 2,434 SH Defined 8,9,10 2,434 KT CORP SPONSORED ADR 48268K101 1,983 93,000 SH Defined 5.6 93,000 KYOCERA CORP ADR 501556203 169 1,800 SH Defined 1 1,800 L-3MUNICATIONS HLDGS INC COM 502424104 1,627 17,905 SH Defined 5.6 17,905 L-3MUNICATIONS HLDGS INC COM 502424104 109 1,200 SH Defined 1.4 1,200 L-3MUNICATIONS HLDGS INC COM 502424104 461 5,069 SH Defined 1 5,069 LABORATORY CORP AMER HLDGS COM NEW 50540R409 1,047 15,043 SH Defined 5.6 15,043 LABORATORY CORP AMER HLDGS COM NEW 50540R409 929 13,338 SH Defined 1 13,338 LABORATORY CORP AMER HLDGS COM NEW 50540R409 209 3,000 SH Defined 5.6 3,000 LABORATORY CORP AMER HLDGS COM NEW 50540R409 142 2,035 SH Defined 5.6 2,035 LADENBURG THALMAN FIN SVCS I COM 50575Q102 2,416 1,600,000 SH Defined 1.4 1,600,000 LAM RESEARCH CORP COM 512807108 1,565 43,300 SH Defined 8,9,10 43,300 LAM RESEARCH CORP COM 512807108 362 10,000 SH Defined 5.6 10,000 LAM RESEARCH CORP COM 512807108 56 1,554 SH Defined 1 1,554 LAM RESEARCH CORP COM 512807108 376 10,400 SH Defined 5.6 10,400 LAM RESEARCH CORP COM 512807108 279 7,710 SH Defined 5.6 7,710 LAM RESEARCH CORP COM 512807108 0 1 SH Defined 5.6 1 LAMAR ADVERTISING CO CL A 512815101 523 14,528 SH Defined 5.6 14,528 LAMAR ADVERTISING CO CL A 512815101 33 903 SH Defined 1 903 LAMAR ADVERTISING CO CL A 512815101 0 2 SH Defined 5.6 2 LAMAR ADVERTISING CO NOTE 2.875%12/3 512815AG6 1,950 19,600 PRN Defined 5.6 19,600 LAMAR ADVERTISING CO NOTE 2.875%12/3 512815AG6 1,374 13,810 PRN Defined 5.6 13,810 LAN AIRLINES S A SPONSORED ADR 501723100 479 46,766 SH Defined 5.6 46,766 LANDAMERICA FINL GROUP INC COM 514936103 56 2,540 SH Defined 2,540 LANDRYS RESTAURANTS INC COM 51508L103 50 2,758 SH Defined 5.6 2,758 LAS VEGAS SANDS CORP COM 517834107 85 1,782 SH Defined 5.6 1,782 LAS VEGAS SANDS CORP COM 517834107 5,020 105,813 SH Defined 1 105,813 LAS VEGAS SANDS CORP COM 517834107 14 291 SH Defined 5.6 291 LAS VEGAS SANDS CORP COM 517834107 997 21,020 SH Defined 5.7 21,020 LAS VEGAS SANDS CORP COM 517834107 107 2,260 SH Defined 5.7 2,260 LASALLE HOTEL PPTYS COM SH BEN INT 517942108 161 6,400 SH Defined 5.6 6,400 LASALLE HOTEL PPTYS COM SH BEN INT 517942108 4,055 161,376 SH Defined 5.7 161,376 LASALLE HOTEL PPTYS COM SH BEN INT 517942108 338 13,448 SH Defined 5.7 13,448 LAUDER ESTEE COS INC CL A 518439104 1,115 24,000 SH Defined 8,9,10 24,000 LAUDER ESTEE COS INC CL A 518439104 2,667 57,413 SH Defined 5.6 57,413 LAUDER ESTEE COS INC CL A 518439104 121 2,604 SH Defined 1 2,604 LAUDER ESTEE COS INC CL A 518439104 163 3,500 SH Defined 5.7 3,500 LAUDER ESTEE COS INC CL A 518439104 17 358 SH Defined 5.7 358 LAUDER ESTEE COS INC CL A 518439104 93 2,000 SH Defined 2,000 LDK SOLAR CO LTD SPONSORED ADR 50183L107 131 3,461 SH Defined 1.4 3,461 LEAP WIRELESS INTL INC COM NEW 521863308 561 13,000 SH Defined 1.4 13,000 LEAP WIRELESS INTL INC COM NEW 521863308 35 808 SH Defined 1 808 LEAP WIRELESS INTL INC COM NEW 521863308 1,484 34,383 SH Defined 5.6 34,383 LEAP WIRELESS INTL INC COM NEW 521863308 277 6,418 SH Defined 5.6 6,418 LEAP WIRELESS INTL INC COM NEW 521863308 35 811 SH Defined 5.6 811 LEAR CORP COM 521865105 207 14,600 SH Defined 5.6 14,600 LECG CORP COM 523234102 237 27,103 SH Defined 5.6 27,103 LEE ENTERPRISES INC COM 523768109 4 1,000 SH Defined 1.4 1,000 LEGG MASON INC COM 524901105 610 14,010 SH Defined 5.6 14,010 LEGG MASON INC COM 524901105 695 15,960 SH Defined 5.6 15,960 LEGG MASON INC COM 524901105 3 70 SH Defined 70 LEGG MASON INC UNIT 99/99/9999 524901303 2,098 49,900 SH Defined 5.6 49,900 LEGG MASON INC UNIT 99/99/9999 524901303 673 16,000 SH Defined 5.6 16,000 LEGGETT & PLATT INC COM 524660107 326 19,441 SH Defined 5.6 19,441 LEGGETT & PLATT INC COM 524660107 8 500 SH Defined 1.4 500 LEGGETT & PLATT INC COM 524660107 114 6,800 SH Defined 5.6 6,800 LEHMAN BROS HLDGS INC 7.25%CONV SR P 52523J453 1,544 1,926 PRN Defined 5.6 1,926 LEHMAN BROS HLDGS INC 7.25%CONV SR P 52523J453 641 800 PRN Defined 5.6 800 LEHMAN BROS HLDGS INC 7.25%CONV SR P 52523J453 802 1,000 PRN Defined 5.6 1,000 LEHMAN BROS HLDGS INC COM 524908100 717 36,200 SH Defined 8,9,10 36,200 LEHMAN BROS HLDGS INC COM 524908100 32,993 1,665,472 SH Defined 5.6 1,665,472 LEHMAN BROS HLDGS INC COM 524908100 3,545 178,943 SH Defined 1.4 178,943 LEHMAN BROS HLDGS INC COM 524908100 8 400 SH Defined 1 400 LEHMAN BROS HLDGS INC COM 524908100 4,442 224,236 SH Defined 1 224,236 LEHMAN BROS HLDGS INC COM 524908100 215 10,858 SH Defined 5.6 10,858 LEHMAN BROS HLDGS INC COM 524908100 24 1,200 SH Defined 5.6 1,200 LEHMAN BROS HLDGS INC COM 524908100 1,272 64,208 SH Defined 5.6 64,208 LEHMAN BROS HLDGS INC COM 524908100 157 7,902 SH Defined 5.6 7,902 LENNAR CORP CL A 526057104 10,995 891,024 SH Defined 5.6 891,024 LENNAR CORP CL A 526057104 265 21,501 SH Defined 1 21,501 LENNAR CORP CL A 526057104 54 4,400 SH Defined 5.6 4,400 LENNAR CORP CL A 526057104 250 20,280 SH Defined 5.6 20,280 LENNAR CORP CL A 526057104 51 4,099 SH Defined 5.6 4,099 LENNAR CORP CL A 526057104 9,934 805,000 SH Defined 5.7 805,000 LENNAR CORP CL A 526057104 1,234 100,000 SH Defined 5.7 100,000 LENNAR CORP CL A 526057104 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19,000 LEXMARK INTL NEW CL A 529771107 322 9,634 SH Defined 5.6 9,634 LEXMARK INTL NEW CL A 529771107 50 1,500 SH Defined 1.4 1,500 LEXMARK INTL NEW CL A 529771107 261 7,793 SH Defined 1 7,793 LEXMARK INTL NEW CL A 529771107 802 24,000 SH Defined 5.6 24,000 LEXMARK INTL NEW CL A 529771107 1 22 SH Defined 5.6 22 LEXMARK INTL NEW CL A 529771107 114 3,412 SH Defined 1 3,412 LG PHILIP LCD CO LTD SPONS ADR REP 50186V102 5,623 301,000 SH Defined 5.6 301,000 LG PHILIP LCD CO LTD SPONS ADR REP 50186V102 52 2,800 SH Defined 1.4 2,800 LHC GROUP INC COM 50187A107 1,822 78,387 SH Defined 5.6 78,387 LIBERTY ACQUISITION HLDGS CO *W EXP 12/12/20153015Y115 65 28,546 SH Defined 5.6 28,546 LIBERTY ACQUISITION HLDGS CO *W EXP 12/12/20153015Y115 50 22,009 SH Defined 5.6 22,009 LIBERTY ACQUISITION HLDGS CO COM 53015Y107 553 59,700 SH Defined 5.6 59,700 LIBERTY ACQUISITION HLDGS CO COM 53015Y107 346 37,368 SH Defined 5.6 37,368 LIBERTY ACQUISITION HLDGS CO COM 53015Y107 268 28,924 SH Defined 5.6 28,924 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28,820 LUNDIN MINING CORP COM 550372106 214 35,000 SH Defined 5.7 35,000 LUNDIN MINING CORP COM 550372106 49 8,000 SH Defined 5.7 8,000 M & F WORLDWIDE CORP COM 552541104 5,576 141,850 SH Defined 5.6 141,850 M & T BK CORP COM 55261F104 35,320 500,713 SH Defined 5.6 500,713 M & T BK CORP COM 55261F104 2,434 34,500 SH Defined 5.6 34,500 M D C HLDGS INC COM 552676108 125 3,200 SH Defined 5.6 3,200 MACERICH CO COM 554382101 1,081 17,400 SH Defined 5.6 17,400 MACERICH CO COM 554382101 11 171 SH Defined 1.4 171 MACK CALI RLTY CORP COM 554489104 390 11,400 SH Defined 5.6 11,400 MACK CALI RLTY CORP COM 554489104 74 2,175 SH Defined 1.4 2,175 MACQUARIE INFRASTR CO LLC MEMBERSHIP INT 55608B105 389 15,400 SH Defined 5.6 15,400 MACROVISION SOLUTIONS CORP COM 55611C108 154 10,267 SH Defined 5.6 10,267 MACROVISION SOLUTIONS CORP COM 55611C108 12 832 SH Defined 5.6 832 MACROVISION SOLUTIONS CORP COM 55611C108 558 37,322 SH Defined 5.6 37,322 MACYS INC COM 55616P104 4,417 227,430 SH Defined 5.6 227,430 MACYS INC COM 55616P104 105 5,424 SH Defined 1 5,424 MACYS INC COM 55616P104 344 17,708 SH Defined 5.6 17,708 MACYS INC COM 55616P104 233 12,000 SH Defined 5.6 12,000 MAGIC SOFTWARE ENTERPRISES L ORD 559166103 4,485 30,000 SH Defined 1.4 30,000 MAGNA ENTMT CORP CL A 559211107 6 10,000 SH Defined 5.6 10,000 MAGNA ENTMT CORP NOTE 7.250%12/1 559211AC1 51 1,000 PRN Defined 5.6 1,000 MAGNA INTL INC CL A 559222401 154 2,585 SH Defined 5.6 2,585 MAGUIRE PPTYS INC COM 559775101 75 6,200 SH Defined 5.6 6,200 MAGUIRE PPTYS INC COM 559775101 490 40,300 SH Defined 5.6 40,300 MANITOWOC INC COM 563571108 396 12,176 SH Defined 5.6 12,176 MANITOWOC INC COM 563571108 7 200 SH Defined 1.4 200 MANITOWOC INC COM 563571108 1,204 37,012 SH Defined 1 37,012 MANITOWOC INC COM 563571108 399 12,271 SH Defined 5.6 12,271 MANITOWOC INC COM 563571108 48 1,489 SH Defined 5.6 1,489 MANITOWOC INC COM 563571108 1,399 43,000 SH Defined 5.7 43,000 MANITOWOC INC COM 563571108 683 21,000 SH Defined 5.7 21,000 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SH Defined 5.6 7,484 MARRIOTT INTL INC NEW CL A 571903202 152 5,800 SH Defined 5.6 5,800 MARSH & MCLENNAN COS INC COM 571748102 1,459 54,952 SH Defined 5.6 54,952 MARSH & MCLENNAN COS INC COM 571748102 199 7,500 SH Defined 5.6 7,500 MARSH & MCLENNAN COS INC COM 571748102 131 4,933 SH Defined 5.6 4,933 MARSHALL & ILSLEY CORP NEW COM 571837103 215 14,025 SH Defined 5.6 14,025 MARSHALL & ILSLEY CORP NEW COM 571837103 2 100 SH Defined 1.4 100 MARSHALL & ILSLEY CORP NEW COM 571837103 148 9,679 SH Defined 1 9,679 MARSHALL & ILSLEY CORP NEW COM 571837103 8 532 SH Defined 5.6 532 MARSHALL & ILSLEY CORP NEW COM 571837103 1 44 SH Defined 5.6 44 MARTIN MARIETTA MATLS INC COM 573284106 116 1,119 SH Defined 5.6 1,119 MARVEL ENTERTAINMENT INC COM 57383T103 807 25,124 SH Defined 8,9,10 25,124 MARVEL ENTERTAINMENT INC COM 57383T103 146 4,530 SH Defined 8,9,10 4,530 MARVEL ENTERTAINMENT INC COM 57383T103 6 200 SH Defined 1.4 200 MARVELL TECHNOLOGY GROUP LTD ORD G5876H105 1,833 103,800 SH Defined 5.6 103,800 MARVELL TECHNOLOGY GROUP LTD ORD G5876H105 758 42,900 SH Defined 5.6 42,900 MARVELL TECHNOLOGY GROUP LTD ORD G5876H105 548 31,025 SH Defined 5.6 31,025 MASCO CORP COM 574599106 2,503 159,146 SH Defined 5.6 159,146 MASCO CORP COM 574599106 434 27,563 SH Defined 1 27,563 MASCO CORP COM 574599106 706 44,900 SH Defined 5.6 44,900 MASSBANK CORP READ MASS COM 576152102 558 14,110 SH Defined 5.6 14,110 MASSBANK CORP READ MASS COM 576152102 318 8,037 SH Defined 5.6 8,037 MASSBANK CORP READ MASS COM 576152102 26 660 SH Defined 5.6 660 MASSEY ENERGY CORP COM 576206106 494 5,274 SH Defined 5.6 5,274 MASSEY ENERGY CORP COM 576206106 241 2,575 SH Defined 1.4 2,575 MASSEY ENERGY CORP COM 576206106 93 987 SH Defined 1 987 MASSEY ENERGY CORP COM 576206106 834 8,900 SH Defined 5.6 8,900 MASSEY ENERGY CORP COM 576206106 450 4,800 SH Defined 5.6 4,800 MASSEY ENERGY CORP COM 576206106 394 4,200 SH Defined 5.6 4,200 MASSEY ENERGY CORP COM 576206106 34 358 SH Defined 5.6 358 MASTERCARD INC COM 57636Q104 1,350 5,083 SH Defined 5.6 5,083 MASTERCARD INC COM 57636Q104 1,154 4,348 SH Defined 5.6 4,348 MASTERCARD INC COM 57636Q104 1,051 3,957 SH Defined 5.6 3,957 MASTERCARD INC COM 57636Q104 130 488 SH Defined 5.6 488 MASTERCARD INC COM 57636Q104 117 440 SH Defined 5.6 440 MASTERCARD INC COM 57636Q104 448 1,688 SH Defined 1,688 MATTEL INC COM 577081102 399 23,314 SH Defined 5.6 23,314 MATTEL INC COM 577081102 3 200 SH Defined 1.4 200 MATTEL INC COM 577081102 352 20,570 SH Defined 1 20,570 MAXTOR CORP NOTE 2.375% 8/1 577729AE6 887 7,000 PRN Defined 5.6 7,000 MBIA INC COM 55262C100 410 93,400 SH Defined 8,9,10 93,400 MBIA INC COM 55262C100 31 6,960 SH Defined 5.6 6,960 MBIA INC COM 55262C100 9 2,000 SH Defined 1 2,000 MCAFEE INC COM 579064106 136 3,991 SH Defined 5.6 3,991 MCAFEE INC COM 579064106 4 125 SH Defined 125 MCCORMICK & CO INC COM NON VTG 579780206 730 20,466 SH Defined 5.6 20,466 MCDERMOTT INTL INC COM 580037109 637 10,300 SH Defined 5.6 10,300 MCDERMOTT INTL INC COM 580037109 67 1,089 SH Defined 1.4 1,089 MCDERMOTT INTL INC COM 580037109 2,261 36,526 SH Defined 1.3 36,526 MCDERMOTT INTL INC COM 580037109 365 5,900 SH Defined 5.6 5,900 MCDERMOTT INTL INC COM 580037109 69 1,110 SH Defined 5.6 1,110 MCDERMOTT INTL INC COM 580037109 62 1,000 SH Defined 5.6 1,000 MCDERMOTT INTL INC COM 580037109 43 690 SH Defined 5.6 690 MCDERMOTT INTL INC COM 580037109 7,835 126,600 SH Defined 5.7 126,600 MCDERMOTT INTL INC COM 580037109 1,157 18,700 SH Defined 5.7 18,700 MCDERMOTT INTL INC COM 580037109 566 9,150 SH Defined 5.7 9,150 MCDERMOTT INTL INC COM 580037109 295 4,770 SH Defined 5.7 4,770 MCDONALDS CORP COM 580135101 10,572 188,047 SH Defined 5.6 188,047 MCDONALDS CORP COM 580135101 4,008 71,300 SH Defined 5.6 71,300 MCDONALDS CORP COM 580135101 4,192 74,564 SH Defined 1.3 74,564 MCDONALDS CORP COM 580135101 1,893 33,670 SH Defined 1.2 33,670 MCDONALDS CORP COM 580135101 934 16,621 SH Defined 1.2 16,621 MCDONALDS CORP COM 580135101 781 13,890 SH Defined 1.2 13,890 MCDONALDS CORP COM 580135101 120 2,140 SH Defined 1 2,140 MCDONALDS CORP COM 580135101 167 2,968 SH Defined 5.6 2,968 MCDONALDS CORP COM 580135101 92 1,640 SH Defined 5.6 1,640 MCDONALDS CORP COM 580135101 5,522 98,223 SH Defined 5.7 98,223 MCDONALDS CORP COM 580135101 540 9,600 SH Defined 5.7 9,600 MCDONALDS CORP COM 580135101 264 4,690 SH Defined 5.7 4,690 MCDONALDS CORP COM 580135101 132 2,340 SH Defined 5.7 2,340 MCDONALDS CORP COM 580135101 21 375 SH Defined 5.7 375 MCDONALDS CORP COM 580135101 79 1,400 SH Defined 1,400 MCGRAW HILL COS INC COM 580645109 1,157 28,827 SH Defined 5.6 28,827 MCGRAW HILL COS INC COM 580645109 708 17,640 SH Defined 5.6 17,640 MCKESSON CORP COM 58155Q103 3,311 59,221 SH Defined 5.6 59,221 MCKESSON CORP COM 58155Q103 14 256 SH Defined 1 256 MCKESSON CORP COM 58155Q103 397 7,100 SH Defined 5.6 7,100 MCKESSON CORP COM 58155Q103 344 6,161 SH Defined 5.6 6,161 MDU RES GROUP INC COM 552690109 145 4,169 SH Defined 5.6 4,169 MEADWESTVACO CORP COM 583334107 1,212 50,849 SH Defined 5.6 50,849 MEADWESTVACO CORP COM 583334107 504 21,144 SH Defined 1 21,144 MECHEL OAO SPONSORED ADR 583840103 2,660 53,700 SH Defined 5.6 53,700 MECHEL OAO SPONSORED ADR 583840103 129 2,600 SH Defined 5.6 2,600 MECHEL OAO SPONSORED ADR 583840103 3,641 73,500 SH Defined 5.6 73,500 MECHEL OAO SPONSORED ADR 583840103 187 3,765 SH Defined 1.4 3,765 MECHEL OAO SPONSORED ADR 583840103 1,414 28,549 SH Defined 5.6 28,549 MECHEL OAO SPONSORED ADR 583840103 1,025 20,700 SH Defined 5.7 20,700 MECHEL OAO SPONSORED ADR 583840103 268 5,400 SH Defined 5.7 5,400 MEDAREX INC COM 583916101 1,203 181,928 SH Defined 1.4 181,928 MEDCO HEALTH SOLUTIONS INC COM 58405U102 73,394 1,554,956 SH Defined 5.6 1,554,956 MEDCO HEALTH SOLUTIONS INC COM 58405U102 1,813 38,416 SH Defined 1.2 38,416 MEDCO HEALTH SOLUTIONS INC COM 58405U102 997 21,128 SH Defined 1.2 21,128 MEDCO HEALTH SOLUTIONS INC COM 58405U102 699 14,816 SH Defined 1.2 14,816 MEDCO HEALTH SOLUTIONS INC COM 58405U102 475 10,070 SH Defined 5.6 10,070 MEDCO HEALTH SOLUTIONS INC COM 58405U102 378 8,000 SH Defined 5.6 8,000 MEDCO HEALTH SOLUTIONS INC COM 58405U102 184 3,900 SH Defined 5.6 3,900 MEDCO HEALTH SOLUTIONS INC COM 58405U102 156 3,300 SH Defined 5.6 3,300 MEDCO HEALTH SOLUTIONS INC COM 58405U102 0 8 SH Defined 8 MEDECISION INC COM 58406P102 57 8,640 SH Defined 5.6 8,640 MEDIA GEN INC CL A 584404107 7,913 662,163 SH Defined 1.4 662,163 MEDIACOM COMMUNICATIONS CORP CL A 58446K105 95 17,755 SH Defined 5.6 17,755 MEDICAL PPTYS TRUST INC COM 58463J304 59 5,800 SH Defined 5.6 5,800 MEDICIS PHARMACEUTICAL CORP CL A NEW 584690309 370 17,800 SH Defined 5.6 17,800 MEDTRONIC INC COM 585055106 1,263 24,400 SH Defined 8,9,10 24,400 MEDTRONIC INC COM 585055106 10,796 208,622 SH Defined 5.6 208,622 MEDTRONIC INC COM 585055106 129 2,500 SH Defined 1.4 2,500 MEDTRONIC INC COM 585055106 704 13,600 SH Defined 1.3 13,600 MEDTRONIC INC COM 585055106 972 18,783 SH Defined 1 18,783 MEDTRONIC INC COM 585055106 104 2,000 SH Defined 2,000 MELCO PBL ENTMNT LTD ADR 585464100 276 29,626 SH Defined 1.4 29,626 MEMC ELECTR MATLS INC COM 552715104 7,491 121,723 SH Defined 5.6 121,723 MEMC ELECTR MATLS INC COM 552715104 1,484 24,115 SH Defined 5.6 24,115 MEMC ELECTR MATLS INC COM 552715104 808 13,124 SH Defined 5.6 13,124 MEMC ELECTR MATLS INC COM 552715104 726 11,800 SH Defined 5.6 11,800 MEMC ELECTR MATLS INC COM 552715104 76 1,230 SH Defined 5.6 1,230 MEMC ELECTR MATLS INC COM 552715104 4,932 80,137 SH Defined 5.6 80,137 MEMC ELECTR MATLS INC COM 552715104 954 15,500 SH Defined 5.6 15,500 MEMC ELECTR MATLS INC COM 552715104 4,658 75,684 SH Defined 5.7 75,684 MEMC ELECTR MATLS INC COM 552715104 388 6,307 SH Defined 5.7 6,307 MEMRY CORP COM NEW 586263204 24 9,806 SH Defined 5.6 9,806 MENTOR GRAPHICS CORP COM 587200106 389 24,630 SH Defined 5.6 24,630 MENTOR GRAPHICS CORP COM 587200106 9 576 SH Defined 5.6 576 MERCADOLIBRE INC COM 58733R102 300 8,700 SH Defined 5.6 8,700 MERCADOLIBRE INC COM 58733R102 113 3,276 SH Defined 1 3,276 MERCER INS GROUP INC COM 587902107 71 4,119 SH Defined 5.6 4,119 MERCK & CO INC COM 589331107 20,063 532,317 SH Defined 5.6 532,317 MERCK & CO INC COM 589331107 5,747 152,481 SH Defined 1 152,481 MERCK & CO INC COM 589331107 279 7,400 SH Defined 5.6 7,400 MERCK & CO INC COM 589331107 249 6,600 SH Defined 5.6 6,600 MERCK & CO INC COM 589331107 21,144 561,000 SH Defined 5.7 561,000 MERCK & CO INC COM 589331107 1,575 41,800 SH Defined 5.7 41,800 MERCK & CO INC COM 589331107 774 20,540 SH Defined 5.7 20,540 MERCK & CO INC COM 589331107 401 10,640 SH Defined 5.7 10,640 MERCK & CO INC COM 589331107 1 24 SH Defined 24 MERCK & CO INC COM 589331107 61 1,614 SH Defined 1,614 MEREDITH CORP COM 589433101 67 2,381 SH Defined 5.6 2,381 MEREDITH CORP COM 589433101 3 100 SH Defined 1.4 100 MERIT MED SYS INC COM 589889104 659 44,860 SH Defined 5.6 44,860 MERITAGE HOMES CORP COM 59001A102 26 1,700 SH Defined 1.4 1,700 MERRILL LYNCH & CO INC COM 590188108 52,771 1,664,176 SH Defined 5.6 1,664,176 MERRILL LYNCH & CO INC COM 590188108 439 13,839 SH Defined 1.4 13,839 MERRILL LYNCH & CO INC COM 590188108 211 6,640 SH Defined 1.2 6,640 MERRILL LYNCH & CO INC COM 590188108 54 1,700 SH Defined 1.2 1,700 MERRILL LYNCH & CO INC COM 590188108 17,216 542,935 SH Defined 1 542,935 MERRILL LYNCH & CO INC COM 590188108 622 19,615 SH Defined 5.6 19,615 MERRILL LYNCH & CO INC COM 590188108 38 1,197 SH Defined 5.6 1,197 MERRILL LYNCH & CO INC COM 590188108 8 240 SH Defined 5.7 240 MERRILL LYNCH & CO INC NOTE 3/1 590188W46 78,448 76,933 PRN Defined 5.6 76,933 MERRILL LYNCH & CO INC NOTE 3/1 590188W46 6,071 59,070 PRN Defined 5.6 59,070 MESA AIR GROUP INC NOTE 2.482% 6/1 590479AB7 378 14,910 PRN Defined 5.6 14,910 METAVANTE TECHNOLOGIES INC COM 591407101 59 2,600 SH Defined 5.6 2,600 METAVANTE TECHNOLOGIES INC COM 591407101 19 860 SH Defined 5.6 860 METHANEX CORP COM 59151K108 123 4,339 SH Defined 5.6 4,339 METHANEX CORP COM 59151K108 138 4,880 SH Defined 5.6 4,880 METLIFE INC COM 59156R108 79,493 1,506,401 SH Defined 5.6 1,506,401 METLIFE INC COM 59156R108 3,482 65,990 SH Defined 1.2 65,990 METLIFE INC COM 59156R108 2,084 39,490 SH Defined 1.2 39,490 METLIFE INC COM 59156R108 1,145 21,700 SH Defined 1.2 21,700 METLIFE INC COM 59156R108 744 14,104 SH Defined 1 14,104 METLIFE INC COM 59156R108 223 4,235 SH Defined 5.7 4,235 METROPCS COMMUNICATIONS INC COM 591708102 2,531 142,900 SH Defined 5.6 142,900 METROPCS COMMUNICATIONS INC COM 591708102 1,626 91,800 SH Defined 5.6 91,800 METROPCS COMMUNICATIONS INC COM 591708102 965 54,500 SH Defined 5.6 54,500 METROPCS COMMUNICATIONS INC COM 591708102 143 8,100 SH Defined 5.6 8,100 METROPCS COMMUNICATIONS INC COM 591708102 48 2,700 SH Defined 5.6 2,700 METROPCS COMMUNICATIONS INC COM 591708102 105 5,921 SH Defined 5.6 5,921 METROPCS COMMUNICATIONS INC COM 591708102 2,531 142,900 SH Defined 5.6 142,900 METROPCS COMMUNICATIONS INC COM 591708102 1,626 91,800 SH Defined 5.6 91,800 METROPCS COMMUNICATIONS INC COM 591708102 965 54,500 SH Defined 5.6 54,500 METROPCS COMMUNICATIONS INC COM 591708102 143 8,100 SH Defined 5.6 8,100 METROPCS COMMUNICATIONS INC COM 591708102 48 2,700 SH Defined 5.6 2,700 METROPCS COMMUNICATIONS INC COM 591708102 356 20,100 SH Defined 5.6 20,100 METROPCS COMMUNICATIONS INC COM 591708102 121 6,850 SH Defined 5.6 6,850 METROPCS COMMUNICATIONS INC COM 591708102 65 3,692 SH Defined 5.6 3,692 METROPCS COMMUNICATIONS INC COM 591708102 43 2,400 SH Defined 5.6 2,400 METTLER TOLEDO INTERNATIONAL COM 592688105 379 4,000 SH Defined 5.6 4,000 METTLER TOLEDO INTERNATIONAL COM 592688105 151 1,590 SH Defined 5.6 1,590 MFA MTG INVTS INC COM 55272X102 9 1,420 SH Defined 1.4 1,420 MFS CHARTER INCOME TR SH BEN INT 552727109 59 7,200 SH Defined 5.6 7,200 MFS INTER INCOME TR SH BEN INT 55273C107 45 7,200 SH Defined 5.6 7,200 MGIC INVT CORP WIS COM 552848103 38 6,142 SH Defined 5.6 6,142 MGM MIRAGE COM 552953101 104 3,072 SH Defined 5.6 3,072 MGM MIRAGE COM 552953101 37 1,100 SH Defined 5.6 1,100 MI DEVS INC CL A SUB VTG 55304X104 29 1,305 SH Defined 5.6 1,305 MICREL INC COM 594793101 194 21,200 SH Defined 5.6 21,200 MICROCHIP TECHNOLOGY INC COM 595017104 391 12,790 SH Defined 5.6 12,790 MICROCHIP TECHNOLOGY INC COM 595017104 1,912 62,600 SH Defined 5.6 62,600 MICROCHIP TECHNOLOGY INC SDCV 2.125%12/1 595017AB0 415 4,000 PRN Defined 5.6 4,000 MICRON TECHNOLOGY INC COM 595112103 2,219 369,900 SH Defined 8,9,10 369,900 MICRON TECHNOLOGY INC COM 595112103 429 71,580 SH Defined 5.6 71,580 MICRON TECHNOLOGY INC COM 595112103 66 11,050 SH Defined 1.4 11,050 MICRON TECHNOLOGY INC COM 595112103 114 18,979 SH Defined 1 18,979 MICRON TECHNOLOGY INC COM 595112103 667 111,214 SH Defined 5.6 111,214 MICRON TECHNOLOGY INC COM 595112103 20 3,380 SH Defined 5.6 3,380 MICRON TECHNOLOGY INC COM 595112103 11 1,868 SH Defined 5.6 1,868 MICRON TECHNOLOGY INC NOTE 1.875% 6/0 595112AH6 2,503 35,000 PRN Defined 5.6 35,000 MICRON TECHNOLOGY INC NOTE 1.875% 6/0 595112AH6 1,184 16,560 PRN Defined 5.6 16,560 MICRON TECHNOLOGY INC NOTE 1.875% 6/0 595112AH6 368 5,140 PRN Defined 5.6 5,140 MICRON TECHNOLOGY INC NOTE 1.875% 6/0 595112AH6 215 3,000 PRN Defined 5.6 3,000 MICROSOFT CORP COM 594918104 1,164 42,300 SH Defined 8,9,10 42,300 MICROSOFT CORP COM 594918104 185,541 6,744,510 SH Defined 5.6 6,744,510 MICROSOFT CORP COM 594918104 1,614 58,682 SH Defined 1.4 58,682 MICROSOFT CORP COM 594918104 102 3,700 SH Defined 1.3 3,700 MICROSOFT CORP COM 594918104 424 15,430 SH Defined 1.2 15,430 MICROSOFT CORP COM 594918104 130 4,734 SH Defined 1.2 4,734 MICROSOFT CORP COM 594918104 28 1,000 SH Defined 1 1,000 MICROSOFT CORP COM 594918104 6,721 244,327 SH Defined 1 244,327 MICROSOFT CORP COM 594918104 1,796 65,300 SH Defined 5.6 65,300 MICROSOFT CORP COM 594918104 757 27,527 SH Defined 5.6 27,527 MICROSOFT CORP COM 594918104 271 9,845 SH Defined 5.6 9,845 MICROSOFT CORP COM 594918104 426 15,474 SH Defined 5.6 15,474 MICROSOFT CORP COM 594918104 42 1,543 SH Defined 5.6 1,543 MICROSOFT CORP COM 594918104 163 5,912 SH Defined 1 5,912 MICROSOFT CORP COM 594918104 25,516 927,520 SH Defined 5.7 927,520 MICROSOFT CORP COM 594918104 2,331 84,750 SH Defined 5.7 84,750 MICROSOFT CORP COM 594918104 1,763 64,080 SH Defined 5.7 64,080 MICROSOFT CORP COM 594918104 1,161 42,189 SH Defined 5.7 42,189 MICROSOFT CORP COM 594918104 825 30,000 SH Defined 5.7 30,000 MICROSOFT CORP COM 594918104 756 27,475 SH Defined 5.7 27,475 MICROSOFT CORP COM 594918104 586 21,310 SH Defined 5.7 21,310 MICROSOFT CORP COM 594918104 509 18,500 SH Defined 5.7 18,500 MICROSOFT CORP COM 594918104 375 13,630 SH Defined 5.7 13,630 MICROSOFT CORP COM 594918104 21 749 SH Defined 5.7 749 MICROSOFT CORP COM 594918104 14 510 SH Defined 5.7 510 MICROSOFT CORP COM 594918104 95 3,440 SH Defined 3,440 MICROSTRATEGY INC CL A NEW 594972408 31 480 SH Defined 1.4 480 MID-AMER APT CMNTYS INC COM 59522J103 531 10,400 SH Defined 5.6 10,400 MIDWAY GAMES INC COM 598148104 6 2,500 SH Defined 1.4 2,500 MILLIPORE CORP COM 601073109 385 5,672 SH Defined 5.6 5,672 MILLIPORE CORP COM 601073109 278 4,100 SH Defined 5.6 4,100 MINDRAY MEDICAL INTL LTD SPON ADR 602675100 7,669 205,500 SH Defined 5.6 205,500 MINDRAY MEDICAL INTL LTD SPON ADR 602675100 29 785 SH Defined 1.4 785 MINEFINDERS LTD COM 602900102 288 27,900 SH Defined 5.6 27,900 MINERALS TECHNOLOGIES INC COM 603158106 165 2,600 SH Defined 5.6 2,600 MIRANT CORP NEW *W EXP 01/03/20160467R118 0 9 SH CALL Defined 1 9 MIRANT CORP NEW COM 60467R100 432 11,025 SH Defined 8,9,10 11,025 MIRANT CORP NEW COM 60467R100 78 1,988 SH Defined 8,9,10 1,988 MIRANT CORP NEW COM 60467R100 59,497 1,519,726 SH Defined 5.6 1,519,726 MIRANT CORP NEW COM 60467R100 6,768 172,869 SH Defined 5.6 172,869 MIRANT CORP NEW COM 60467R100 987 25,200 SH Defined 5.6 25,200 MIRANT CORP NEW COM 60467R100 380 9,699 SH Defined 5.6 9,699 MIRANT CORP NEW COM 60467R100 243 6,200 SH Defined 5.6 6,200 MIRANT CORP NEW COM 60467R100 17,231 440,115 SH Defined 5.6 440,115 MIVA INC COM 55311R108 5 5,000 SH Defined 1.4 5,000 MOBILE MINI INC COM 60740F105 207 10,345 SH Defined 5.6 10,345 MOBILE TELESYSTEMS OJSC SPONSORED ADR 607409109 13,222 172,588 SH Defined 5.6 172,588 MOBILE TELESYSTEMS OJSC SPONSORED ADR 607409109 184 2,400 SH Defined 5.6 2,400 MOBILE TELESYSTEMS OJSC SPONSORED ADR 607409109 5,585 72,900 SH Defined 5.6 72,900 MOBILE TELESYSTEMS OJSC SPONSORED ADR 607409109 95 1,244 SH Defined 1.4 1,244 MOBILE TELESYSTEMS OJSC SPONSORED ADR 607409109 143 1,867 SH Defined 1 1,867 MOBILE TELESYSTEMS OJSC SPONSORED ADR 607409109 894 11,666 SH Defined 5.6 11,666 MOBILE TELESYSTEMS OJSC SPONSORED ADR 607409109 106 1,390 SH Defined 5.6 1,390 MOBILE TELESYSTEMS OJSC SPONSORED ADR 607409109 421 5,500 SH Defined 5.7 5,500 MOBILE TELESYSTEMS OJSC SPONSORED ADR 607409109 107 1,400 SH Defined 5.7 1,400 MOHAWK INDS INC COM 608190104 92 1,438 SH Defined 5.6 1,438 MOLECULAR INSIGHT PHARM INC COM 60852M104 480 87,073 SH Defined 5.6 87,073 MOLEX INC COM 608554101 288 11,813 SH Defined 5.6 11,813 MOLEX INC COM 608554101 605 24,774 SH Defined 1 24,774 MOLEX INC COM 608554101 222 9,083 SH Defined 5.6 9,083 MOLSON COORS BREWING CO CL B 60871R209 621 11,421 SH Defined 5.6 11,421 MOLSON COORS BREWING CO CL B 60871R209 1,464 26,953 SH Defined 5.6 26,953 MOLSON COORS BREWING CO CL B 60871R209 299 5,502 SH Defined 5.6 5,502 MOLSON COORS BREWING CO CL B 60871R209 477 8,775 SH Defined 5.6 8,775 MOLSON COORS BREWING CO CL B 60871R209 57 1,044 SH Defined 5.6 1,044 MOLSON COORS BREWING CO CL B 60871R209 109 2,012 SH Defined 1 2,012 MOLSON COORS BREWING CO CL B 60871R209 11,983 220,551 SH Defined 5.7 220,551 MOLSON COORS BREWING CO CL B 60871R209 739 13,600 SH Defined 5.7 13,600 MOLSON COORS BREWING CO CL B 60871R209 353 6,500 SH Defined 5.7 6,500 MOLSON COORS BREWING CO CL B 60871R209 326 6,000 SH Defined 5.7 6,000 MOLSON COORS BREWING CO CL B 60871R209 185 3,400 SH Defined 5.7 3,400 MOLSON COORS BREWING CO CL B 60871R209 81 1,500 SH Defined 5.7 1,500 MONOGRAM BIOSCIENCES INC COM 60975U108 88 80,000 SH Defined 5.6 80,000 MONSANTO CO NEW COM 61166W101 29,040 229,674 SH Defined 5.6 229,674 MONSANTO CO NEW COM 61166W101 6,360 50,300 SH Defined 5.6 50,300 MONSANTO CO NEW COM 61166W101 1,405 11,114 SH Defined 1.4 11,114 MONSANTO CO NEW COM 61166W101 7,313 57,835 SH Defined 1 57,835 MONSANTO CO NEW COM 61166W101 253 2,000 SH Defined 5.6 2,000 MONSANTO CO NEW COM 61166W101 71 565 SH Defined 5.6 565 MONSANTO CO NEW COM 61166W101 3,104 24,547 SH Defined 5.6 24,547 MONSANTO CO NEW COM 61166W101 5,467 43,236 SH Defined 5.7 43,236 MONSANTO CO NEW COM 61166W101 392 3,103 SH Defined 5.7 3,103 MONSANTO CO NEW COM 61166W101 24 192 SH Defined 5.7 192 MONSTER WORLDWIDE INC COM 611742107 289 14,039 SH Defined 5.6 14,039 MONSTER WORLDWIDE INC COM 611742107 14 681 SH Defined 1.4 681 MONSTER WORLDWIDE INC COM 611742107 846 41,052 SH Defined 1 41,052 MOODYS CORP COM 615369105 635 18,427 SH Defined 5.6 18,427 MOODYS CORP COM 615369105 40 1,150 SH Defined 1.4 1,150 MOODYS CORP COM 615369105 10 300 SH Defined 1 300 MOODYS CORP COM 615369105 400 11,600 SH Defined 5.6 11,600 MORGAN STANLEY COM NEW 617446448 70,433 1,952,672 SH Defined 5.6 1,952,672 MORGAN STANLEY COM NEW 617446448 346 9,600 SH Defined 5.6 9,600 MORGAN STANLEY COM NEW 617446448 303 8,400 SH Defined 1.3 8,400 MORGAN STANLEY COM NEW 617446448 433 12,006 SH Defined 1 12,006 MORGAN STANLEY COM NEW 617446448 801 22,213 SH Defined 5.6 22,213 MORGAN STANLEY COM NEW 617446448 180 5,000 SH Defined 5.6 5,000 MORGAN STANLEY COM NEW 617446448 246 6,825 SH Defined 5.7 6,825 MORGAN STANLEY COM NEW 617446448 7 202 SH Defined 5.7 202 MORGAN STANLEY ASIA PAC FD I COM 61744U106 31 1,800 SH Defined 5.6 1,800 MORGAN STANLEY CHINA A SH FD COM 617468103 107 2,943 SH Defined 1.4 2,943 MORGAN STANLEY INDIA INVS FD COM 61745C105 16 700 SH Defined 1.4 700 MOSAIC CO COM 61945A107 10,452 72,231 SH Defined 5.6 72,231 MOSAIC CO COM 61945A107 4,775 33,000 SH Defined 5.6 33,000 MOSAIC CO COM 61945A107 301 2,077 SH Defined 1.4 2,077 MOSAIC CO COM 61945A107 4,007 27,693 SH Defined 1 27,693 MOSAIC CO COM 61945A107 4,486 31,000 SH Defined 5.6 31,000 MOSAIC CO COM 61945A107 2,121 14,655 SH Defined 5.6 14,655 MOSAIC CO COM 61945A107 260 1,800 SH Defined 5.6 1,800 MOSAIC CO COM 61945A107 224 1,550 SH Defined 5.6 1,550 MOSAIC CO COM 61945A107 4,815 33,273 SH Defined 5.6 33,273 MOSAIC CO COM 61945A107 3,473 24,000 SH Defined 5.7 24,000 MOSAIC CO COM 61945A107 3,419 23,628 SH Defined 5.7 23,628 MOSAIC CO COM 61945A107 1,664 11,500 SH Defined 5.7 11,500 MOSAIC CO COM 61945A107 1,042 7,200 SH Defined 5.7 7,200 MOSAIC CO COM 61945A107 941 6,500 SH Defined 5.7 6,500 MOSAIC CO COM 61945A107 774 5,350 SH Defined 5.7 5,350 MOSAIC CO COM 61945A107 285 1,969 SH Defined 5.7 1,969 MOTOROLA INC COM 620076109 248 33,749 SH Defined 8,9,10 33,749 MOTOROLA INC COM 620076109 45 6,085 SH Defined 8,9,10 6,085 MOTOROLA INC COM 620076109 2,380 324,259 SH Defined 5.6 324,259 MOTOROLA INC COM 620076109 61 8,270 SH Defined 1.4 8,270 MOTOROLA INC COM 620076109 110 15,000 SH Defined 1.3 15,000 MOTOROLA INC COM 620076109 1 150 SH Defined 1 150 MOTOROLA INC COM 620076109 4,942 673,306 SH Defined 1 673,306 MOTOROLA INC COM 620076109 292 39,750 SH Defined 5.6 39,750 MOUNTAIN PROV DIAMONDS INC COM NEW 62426E402 43 10,000 SH Defined 1.4 10,000 MOVE INC COM COM 62458M108 4 1,730 SH Defined 1.4 1,730 MUELLER WTR PRODS INC COM SER A 624758108 1,432 177,500 SH Defined 5.6 177,500 MUELLER WTR PRODS INC COM SER A 624758108 1 81 SH Defined 5.6 81 MUELLER WTR PRODS INC COM SER B 624758207 492 57,600 SH Defined 5.6 57,600 MUELLER WTR PRODS INC COM SER B 624758207 66 7,785 SH Defined 5.6 7,785 MURPHY OIL CORP COM 626717102 4,845 49,417 SH Defined 5.6 49,417 MURPHY OIL CORP COM 626717102 58 592 SH Defined 5.6 592 MYLAN INC PFD CONV 628530206 1,172 1,333 SH Defined 5.6 1,333 MYLAN INC PFD CONV 628530206 1,097 1,247 SH Defined 5.6 1,247 MYLAN INC PFD CONV 628530206 88 100 SH Defined 5.6 100 MYLAN LABS INC COM 628530107 226 18,761 SH Defined 5.6 18,761 MYLAN LABS INC COM 628530107 786 65,115 SH Defined 1 65,115 MYLAN LABS INC NOTE 1.250% 3/1 628530AG2 1,114 13,140 PRN Defined 5.6 13,140 MYLAN LABS INC NOTE 1.250% 3/1 628530AG2 407 4,800 PRN Defined 5.6 4,800 MYLAN LABS INC NOTE 1.250% 3/1 628530AG2 127 1,500 PRN Defined 5.6 1,500 NABORS INDS INC NOTE 0.940% 5/1 629568AP1 9,391 7,500,000 PRN Defined 1 7,500,000 NABORS INDS INC NOTE 0.940% 5/1 629568AP1 16,207 130,700 PRN Defined 5.6 130,700 NABORS INDS INC NOTE 0.940% 5/1 629568AP1 2,468 19,900 PRN Defined 5.6 19,900 NABORS INDUSTRIES LTD SHS G6359F103 41 825 SH Defined 8,9,10 825 NABORS INDUSTRIES LTD SHS G6359F103 7 149 SH Defined 8,9,10 149 NABORS INDUSTRIES LTD SHS G6359F103 1,350 27,427 SH Defined 5.6 27,427 NABORS INDUSTRIES LTD SHS G6359F103 825 16,750 SH Defined 1.4 16,750 NABORS INDUSTRIES LTD SHS G6359F103 3,008 61,091 SH Defined 1 61,091 NABORS INDUSTRIES LTD SHS G6359F103 4,301 87,372 SH Defined 5.7 87,372 NABORS INDUSTRIES LTD SHS G6359F103 358 7,281 SH Defined 5.7 7,281 NALCO HOLDING 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22 SH Defined 5.6 22 NETEASE COM INC SPONSORED ADR 64110W102 8 350 SH Defined 1.4 350 NETFLIX INC COM 64110L106 98 3,772 SH Defined 1.4 3,772 NETFLIX INC COM 64110L106 73 2,800 SH Defined 5.6 2,800 NETWORK EQUIP TECHNOLOGIES COM 641208103 6 1,700 SH Defined 5.6 1,700 NETWORK EQUIP TECHNOLOGIES NOTE 3.750%12/1 641208AB9 1,671 26,000 PRN Defined 5.6 26,000 NETWORK EQUIP TECHNOLOGIES NOTE 3.750%12/1 641208AB9 257 4,000 PRN Defined 5.6 4,000 NETWORK EQUIP TECHNOLOGIES NOTE 3.750%12/1 641208AC7 161 2,500 PRN Defined 5.6 2,500 NEUROCRINE BIOSCIENCES INC COM 64125C109 67 16,063 SH Defined 1.4 16,063 NEW AMER HIGH INCOME FD INC COM 641876107 95 59,259 SH Defined 5.6 59,259 NEW ORIENTAL ED & TECH GRP I SPON ADR 647581107 421 7,200 SH Defined 5.6 7,200 NEW ORIENTAL ED & TECH GRP I SPON ADR 647581107 403 6,900 SH Defined 5.6 6,900 NEW ORIENTAL ED & TECH GRP I SPON ADR 647581107 160 2,738 SH Defined 1 2,738 NEW ORIENTAL ED & TECH GRP I SPON ADR 647581107 317 5,431 SH Defined 5.7 5,431 NEW ORIENTAL 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6,600 SH Defined 5.7 6,600 NORTHROP GRUMMAN CORP COM 666807102 216 3,225 SH Defined 5.7 3,225 NORTHROP GRUMMAN CORP COM 666807102 114 1,700 SH Defined 5.7 1,700 NORTHWEST AIRLS CORP COM 667280408 1,709 256,630 SH Defined 5.6 256,630 NORTHWEST AIRLS CORP COM 667280408 316 47,500 SH Defined 5.6 47,500 NORTHWEST AIRLS CORP COM 667280408 271 40,695 SH Defined 5.6 40,695 NORTHWEST AIRLS CORP COM 667280408 268 40,175 SH Defined 5.6 40,175 NORTHWEST AIRLS CORP COM 667280408 136 20,360 SH Defined 5.6 20,360 NORTHWEST PIPE CO COM 667746101 2,600 46,602 SH Defined 5.6 46,602 NORTHWESTERN CORP COM NEW 668074305 137 5,402 SH Defined 5.6 5,402 NORTHWESTERN CORP COM NEW 668074305 135 5,311 SH Defined 5.6 5,311 NORTHWESTERN CORP COM NEW 668074305 87 3,435 SH Defined 5.6 3,435 NOVA CHEMICALS CORP COM 66977W109 120 4,866 SH Defined 5.6 4,866 NOVAGOLD RES INC COM NEW 66987E206 38 5,100 SH Defined 1.4 5,100 NOVAGOLD RES INC COM NEW 66987E206 22 2,900 SH Defined 5.6 2,900 NOVAGOLD RES INC COM NEW 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713409100 628 22,476 SH Defined 5.6 22,476 PEPSI BOTTLING GROUP INC COM 713409100 102 3,660 SH Defined 1 3,660 PEPSICO INC COM 713448108 68,868 1,083,004 SH Defined 5.6 1,083,004 PEPSICO INC COM 713448108 32 511 SH Defined 1.4 511 PEPSICO INC COM 713448108 38 599 SH Defined 1.3 599 PEPSICO INC COM 713448108 18,694 293,981 SH Defined 1 293,981 PEPSICO INC COM 713448108 7,440 117,000 SH Defined 5.7 117,000 PEPSICO INC COM 713448108 680 10,700 SH Defined 5.7 10,700 PEPSICO INC COM 713448108 352 5,540 SH Defined 5.7 5,540 PEPSICO INC COM 713448108 172 2,700 SH Defined 5.7 2,700 PEPSICO INC COM 713448108 19 304 SH Defined 5.7 304 PEPSICO INC COM 713448108 13 201 SH Defined 5.7 201 PEPSICO INC COM 713448108 24 380 SH Defined 380 PERDIGAO S A SPONSORED ADR 71361V303 14,879 273,000 SH Defined 5.6 273,000 PERDIGAO S A SPONSORED ADR 71361V303 109 2,000 SH Defined 5.6 2,000 PERKINELMER INC COM 714046109 211 7,585 SH Defined 5.6 7,585 PERKINELMER INC COM 714046109 356 12,800 SH Defined 5.6 12,800 PERRIGO CO COM 714290103 39 1,227 SH Defined 1.4 1,227 PERRIGO CO COM 714290103 39 1,239 SH Defined 1 1,239 PERRIGO CO COM 714290103 57 1,800 SH Defined 5.6 1,800 PETROBRAS ENERGIA PARTCPTNS SP ADR B SHS 71646M102 4,558 379,800 SH Defined 5.6 379,800 PETROBRAS ENERGIA PARTCPTNS SP ADR B SHS 71646M102 34 2,800 SH Defined 5.6 2,800 PETRO-CDA COM 71644E102 7,182 127,585 SH Defined 5.6 127,585 PETRO-CDA COM 71644E102 555 9,900 SH Defined 1 9,900 PETROCHINA CO LTD SPONSORED ADR 71646E100 451 3,500 SH Defined 5.6 3,500 PETROCHINA CO LTD SPONSORED ADR 71646E100 14,040 108,953 SH Defined 1 108,953 PETROHAWK ENERGY CORP COM 716495106 2,853 61,612 SH Defined 5.6 61,612 PETROHAWK ENERGY CORP COM 716495106 745 16,080 SH Defined 5.6 16,080 PETROHAWK ENERGY CORP COM 716495106 320 6,900 SH Defined 5.6 6,900 PETROLEO BRASILEIRO SA PETRO SPONSORED ADR 71654V101 247,346 4,268,272 SH Defined 5.6 4,268,272 PETROLEO BRASILEIRO SA PETRO SPONSORED ADR 71654V101 50,893 878,218 SH Defined 5.6 878,218 PETROLEO BRASILEIRO SA PETRO SPONSORED ADR 71654V101 34,509 595,497 SH Defined 5.6 595,497 PETROLEO BRASILEIRO SA PETRO SPONSORED ADR 71654V408 4,236 59,800 SH Defined 5.6 59,800 PETROLEO BRASILEIRO SA PETRO SPONSORED ADR 71654V408 3,053 43,100 SH Defined 5.6 43,100 PETROLEO BRASILEIRO SA PETRO SPONSORED ADR 71654V408 347 4,897 SH Defined 1.4 4,897 PETROLEO BRASILEIRO SA PETRO SPONSORED ADR 71654V408 241 3,400 SH Defined 1.2 3,400 PETROLEO BRASILEIRO SA PETRO SPONSORED ADR 71654V408 19,788 279,380 SH Defined 1 279,380 PETROLEO BRASILEIRO SA PETRO SPONSORED ADR 71654V408 1,767 24,948 SH Defined 5.6 24,948 PETROLEO BRASILEIRO SA PETRO SPONSORED ADR 71654V408 2,167 30,600 SH Defined 5.6 30,600 PETROLEO BRASILEIRO SA PETRO SPONSORED ADR 71654V408 91 1,285 SH Defined 5.6 1,285 PETROLEO BRASILEIRO SA PETRO SPONSORED ADR 71654V408 281 3,972 SH Defined 1 3,972 PETROLEO BRASILEIRO SA PETRO SPONSORED ADR 71654V101 9,272 160,000 SH Defined 5.7 160,000 PETROLEO BRASILEIRO SA PETRO SPONSORED ADR 71654V408 628 8,870 SH Defined 5.7 8,870 PETSMART INC COM 716768106 92 4,604 SH Defined 5.6 4,604 PETSMART INC COM 716768106 636 31,877 SH Defined 1.4 31,877 PETSMART INC COM 716768106 31 1,542 SH Defined 1 1,542 PETSMART INC COM 716768106 868 43,500 SH Defined 5.6 43,500 PETSMART INC COM 716768106 4,075 204,237 SH Defined 5.6 204,237 PFIZER INC COM 717081103 1,041 59,600 SH Defined 8,9,10 59,600 PFIZER INC COM 717081103 116,897 6,691,326 SH Defined 5.6 6,691,326 PFIZER INC COM 717081103 605 34,632 SH Defined 1.4 34,632 PFIZER INC COM 717081103 19 1,060 SH Defined 1.2 1,060 PFIZER INC COM 717081103 211 12,074 SH Defined 1 12,074 PFIZER INC COM 717081103 22,112 1,265,705 SH Defined 1 1,265,705 PFIZER INC COM 717081103 391 22,400 SH Defined 5.6 22,400 PFIZER INC COM 717081103 208 11,900 SH Defined 5.6 11,900 PFIZER INC COM 717081103 14,037 803,500 SH Defined 5.7 803,500 PFIZER INC COM 717081103 980 56,100 SH Defined 5.7 56,100 PFIZER INC COM 717081103 486 27,800 SH Defined 5.7 27,800 PFIZER INC COM 717081103 250 14,300 SH Defined 5.7 14,300 PFIZER INC COM 717081103 12 693 SH Defined 5.7 693 PFIZER INC COM 717081103 6 317 SH Defined 317 PFIZER INC COM 717081103 24 1,347 SH Defined 1,347 PFIZER INC COM 717081103 5 300 SH Defined 300 PG&E CORP COM 69331C108 51,646 1,301,234 SH Defined 5.6 1,301,234 PG&E CORP COM 69331C108 7 170 SH Defined 1.4 170 PG&E CORP COM 69331C108 288 7,260 SH Defined 5.6 7,260 PG&E CORP COM 69331C108 65 1,644 SH Defined 5.6 1,644 PHARMACEUTICAL HLDRS TR DEPOSITRY RCPT 71712A206 28 411 SH Defined 5.6 411 PHARMACEUTICAL HLDRS TR DEPOSITRY RCPT 71712A206 493 7,300 SH Defined 1.2 7,300 PHARMACEUTICAL HLDRS TR DEPOSITRY RCPT 71712A206 114 1,690 SH Defined 1.2 1,690 PHARMACEUTICAL HLDRS TR DEPOSITRY RCPT 71712A206 404 5,993 SH Defined 1 5,993 PHARMACEUTICAL HLDRS TR DEPOSITRY RCPT 71712A206 1,316 19,500 SH Defined 5.6 19,500 PHARMACEUTICAL PROD DEV INC COM 717124101 112 2,608 SH Defined 5.6 2,608 PHARMERICA CORP COM 71714F104 131 5,800 SH Defined 5.6 5,800 PHH CORP COM NEW 693320202 272 17,700 SH Defined 5.6 17,700 PHH CORP COM NEW 693320202 1,012 65,920 SH Defined 5.7 65,920 PHH CORP COM NEW 693320202 461 30,000 SH Defined 5.7 30,000 PHH CORP COM NEW 693320202 345 22,500 SH Defined 5.7 22,500 PHH CORP COM NEW 693320202 292 19,030 SH Defined 5.7 19,030 PHH CORP COM NEW 693320202 217 14,130 SH Defined 5.7 14,130 PHH CORP COM NEW 693320202 84 5,500 SH Defined 5.7 5,500 PHILIP MORRIS INTL INC COM 718172109 128 2,600 SH Defined 5.6 2,600 PHILIP MORRIS INTL INC COM 718172109 19,495 394,718 SH Defined 5.6 394,718 PHILIP MORRIS INTL INC COM 718172109 109 2,199 SH Defined 1.4 2,199 PHILIP MORRIS INTL INC COM 718172109 494 10,000 SH Defined 1.3 10,000 PHILIP MORRIS INTL INC COM 718172109 1,911 38,700 SH Defined 1.2 38,700 PHILIP MORRIS INTL INC COM 718172109 963 19,500 SH Defined 1.2 19,500 PHILIP MORRIS INTL INC COM 718172109 820 16,600 SH Defined 1.2 16,600 PHILIP MORRIS INTL INC COM 718172109 30,793 623,470 SH Defined 1 623,470 PHILIP MORRIS INTL 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74153Q102 5,603 118,474 SH Defined 5.6 118,474 PRINCIPAL FINANCIAL GROUP IN COM 74251V102 50,566 1,204,813 SH Defined 5.6 1,204,813 PRIVATEBANCORP INC NOTE 3.625% 3/1 742962AD5 799 8,220 PRN Defined 5.6 8,220 PRIVATEBANCORP INC NOTE 3.625% 3/1 742962AD5 253 2,600 PRN Defined 5.6 2,600 PROCENTURY CORP COM 74268T108 573 36,180 SH Defined 5.6 36,180 PROCENTURY CORP COM 74268T108 260 16,432 SH Defined 5.6 16,432 PROCTER & GAMBLE CO COM 742718109 142,432 2,342,243 SH Defined 5.6 2,342,243 PROCTER & GAMBLE CO COM 742718109 3,599 59,190 SH Defined 5.6 59,190 PROCTER & GAMBLE CO COM 742718109 618 10,160 SH Defined 1.3 10,160 PROCTER & GAMBLE CO COM 742718109 57,377 943,541 SH Defined 1 943,541 PROCTER & GAMBLE CO COM 742718109 1,271 20,900 SH Defined 5.6 20,900 PROCTER & GAMBLE CO COM 742718109 128 2,100 SH Defined 5.6 2,100 PROCTER & GAMBLE CO COM 742718109 143 2,346 SH Defined 1 2,346 PROCTER & GAMBLE CO COM 742718109 472 7,770 SH Defined 5.7 7,770 PROCTER & GAMBLE CO COM 742718109 14 236 SH 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5,910 PROLOGIS SH BEN INT 743410102 166 3,050 SH Defined 5.7 3,050 PROSHARES TR BASIC MTRL PRO 74347R651 525 18,200 SH Defined 5.6 18,200 PROSHARES TR REAL EST PRO 74347R552 210 2,000 SH Defined 1.4 2,000 PROSHARES TR ULTR SHRT MSCI 74347R354 1,134 15,000 SH Defined 1 15,000 PROSHARES TR ULTR SHRT MSCI 74347R354 756 10,000 SH Defined 1 10,000 PROSHARES TR ULTRA FINL PRO 74347R743 8,717 436,280 SH Defined 5.6 436,280 PROSHARES TR ULTRA FINL PRO 74347R743 173 8,597 SH Defined 1.4 8,597 PROSHARES TR ULTRA XIN CH25 74347R321 101 1,200 SH Defined 1.4 1,200 PROSHARES TR ULTRA XIN CH25 74347R321 0 1 SH Defined 5.6 1 PROSHARES TR ULTRASHRT FINL 74347R628 345 2,200 SH Defined 1.4 2,200 PROSHARES TR ULTRASHRT O&G 74347R586 200 7,500 SH Defined 5.6 7,500 PROSHARES TR ULTRASHRT O&G 74347R586 379 14,190 SH Defined 1.4 14,190 PROSHARES TR ULTRASHRT O&G 74347R586 2,302 86,200 SH Defined 5.6 86,200 PROSHARES TR ULTRASHRT O&G 74347R586 769 28,799 SH Defined 5.6 28,799 PROSHARES TR ULTRASHT MD400 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4,698 SH Defined 5.7 4,698 PUBLIC STORAGE INC COM 74460D109 2,677 33,140 SH Defined 5.6 33,140 PUBLIC STORAGE INC COM 74460D109 210 2,600 SH Defined 5.6 2,600 PUBLIC STORAGE INC COM 74460D109 122 1,513 SH Defined 5.6 1,513 PUBLIC STORAGE INC COM 74460D109 1,601 19,820 SH Defined 5.7 19,820 PUBLIC STORAGE INC COM 74460D109 727 9,000 SH Defined 5.7 9,000 PUBLIC STORAGE INC COM 74460D109 591 7,320 SH Defined 5.7 7,320 PUBLIC STORAGE INC COM 74460D109 462 5,720 SH Defined 5.7 5,720 PUBLIC STORAGE INC COM 74460D109 343 4,250 SH Defined 5.7 4,250 PUBLIC SVC ENTERPRISE GROUP COM 744573106 7,243 157,692 SH Defined 5.6 157,692 PUBLIC SVC ENTERPRISE GROUP COM 744573106 335 7,294 SH Defined 1 7,294 PUGET ENERGY INC NEW COM 745310102 559 23,300 SH Defined 5.6 23,300 PUGET ENERGY INC NEW COM 745310102 1,438 59,935 SH Defined 1 59,935 PULTE HOMES INC COM 745867101 13,150 1,365,540 SH Defined 5.6 1,365,540 PULTE HOMES INC COM 745867101 28 2,900 SH Defined 1.4 2,900 PULTE HOMES INC COM 745867101 69 7,200 SH Defined 5.6 7,200 PULTE HOMES INC COM 745867101 0 34 SH Defined 5.6 34 PZENA INVESTMENT MGMT INC CLASS A 74731Q103 166 13,000 SH Defined 5.6 13,000 QIAGEN N V ORD N72482107 54,368 2,683,294 SH Defined 5.6 2,683,294 QIAGEN N V ORD N72482107 523 25,800 SH Defined 5.6 25,800 QIAGEN N V ORD N72482107 1,369 68,031 SH Defined 5.7 68,031 QIAGEN N V ORD N72482107 1,232 61,180 SH Defined 5.7 61,180 QIAGEN N V ORD N72482107 446 22,132 SH Defined 5.7 22,132 QIAGEN N V ORD N72482107 30 1,500 SH Defined 5.7 1,500 QIAGEN N V ORD N72482107 1,107 55,000 SH Defined 55,000 QIMONDA AG SPONSORED ADR 746904101 821 344,900 SH Defined 1.4 344,900 QIMONDA AG SPONSORED ADR 746904101 152 63,800 SH Defined 5.6 63,800 QLOGIC CORP COM 747277101 140 9,616 SH Defined 5.6 9,616 QLOGIC CORP COM 747277101 369 25,300 SH Defined 5.6 25,300 QLT INC NOTE 3.000% 9/1 746927AB8 1,335 13,380 PRN Defined 5.6 13,380 QUALCOMM INC COM 747525103 488 11,000 SH Defined 8,9,10 11,000 QUALCOMM INC COM 747525103 42,392 955,430 SH Defined 5.6 955,430 QUALCOMM INC COM 747525103 1,414 31,860 SH Defined 1.4 31,860 QUALCOMM INC COM 747525103 16 350 SH Defined 1 350 QUALCOMM INC COM 747525103 2,001 45,097 SH Defined 1 45,097 QUALCOMM INC COM 747525103 2,702 60,900 SH Defined 5.6 60,900 QUALCOMM INC COM 747525103 1,615 36,400 SH Defined 5.6 36,400 QUALCOMM INC COM 747525103 1,398 31,500 SH Defined 5.6 31,500 QUALCOMM INC COM 747525103 821 18,500 SH Defined 5.6 18,500 QUALCOMM INC COM 747525103 609 13,725 SH Defined 5.6 13,725 QUALCOMM INC COM 747525103 54 1,215 SH Defined 5.6 1,215 QUALCOMM INC COM 747525103 6,711 151,249 SH Defined 5.6 151,249 QUALCOMM INC COM 747525103 1,087 24,500 SH Defined 5.6 24,500 QUALCOMM INC COM 747525103 16 364 SH Defined 5.6 364 QUALCOMM INC COM 747525103 6 139 SH Defined 5.7 139 QUANEX BUILDING PRODUCTS COR COM 747619104 47 3,130 SH Defined 5.6 3,130 QUANTA CAPITAL HLDGS LTD SHS G7313F106 58 21,998 SH Defined 5.6 21,998 QUANTA SVCS INC COM 74762E102 433 13,000 SH Defined 5.6 13,000 QUANTA SVCS INC COM 74762E102 327 9,831 SH Defined 5.6 9,831 QUANTA SVCS INC COM 74762E102 30 900 SH Defined 5.6 900 QUEST CAP CORP NEW COM 74835U109 0 3 SH Defined 1.4 3 QUEST DIAGNOSTICS INC COM 74834L100 1,039 21,434 SH Defined 5.6 21,434 QUEST DIAGNOSTICS INC COM 74834L100 128 2,648 SH Defined 1 2,648 QUEST DIAGNOSTICS INC COM 74834L100 431 8,900 SH Defined 5.6 8,900 QUEST SOFTWARE INC COM 74834T103 202 13,660 SH Defined 1.4 13,660 QUEST SOFTWARE INC COM 74834T103 71 4,800 SH Defined 5.6 4,800 QUESTAR CORP COM 748356102 20,933 294,665 SH Defined 5.6 294,665 QUESTAR CORP COM 748356102 114 1,600 SH Defined 1.4 1,600 QUESTAR CORP COM 748356102 305 4,290 SH Defined 1 4,290 QUESTCOR PHARMACEUTICALS INC COM 74835Y101 23 5,000 SH Defined 1.4 5,000 QUICKSILVER RESOURCES INC COM 74837R104 50 1,300 SH Defined 1.4 1,300 QUICKSILVER RESOURCES INC COM 74837R104 122 3,166 SH Defined 5.6 3,166 QUICKSILVER RESOURCES INC COM 74837R104 87 2,260 SH Defined 5.6 2,260 QUIKSILVER INC COM 74838C106 74 7,500 SH Defined 1.4 7,500 QWEST COMMUNICATIONS INTL IN NOTE 3.500%11/1 749121BY4 2,790 28,080 PRN Defined 5.6 28,080 QWEST COMMUNICATIONS INTL IN NOTE 3.500%11/1 749121BY4 2,679 26,960 PRN Defined 5.6 26,960 QWESTMUNICATIONS INTL IN COM 749121109 493 125,569 SH Defined 5.6 125,569 QWESTMUNICATIONS INTL IN COM 749121109 1,817 462,218 SH Defined 1 462,218 QWESTMUNICATIONS INTL IN COM 749121109 138 34,995 SH Defined 5.6 34,995 QWESTMUNICATIONS INTL IN COM 749121109 137 34,800 SH Defined 5.6 34,800 QWESTMUNICATIONS INTL IN COM 749121109 6 1,407 SH Defined 5.6 1,407 R H DONNELLEY CORP COM NEW 74955W307 4 1,490 SH Defined 1.4 1,490 R H DONNELLEY CORP COM NEW 74955W307 24 7,991 SH Defined 5.6 7,991 R H DONNELLEY CORP COM NEW 74955W307 21 7,005 SH Defined 5.6 7,005 R H DONNELLEY CORP COM NEW 74955W307 11 3,525 SH Defined 5.6 3,525 RADIOSHACK CORP COM 750438103 102 8,296 SH Defined 5.6 8,296 RADIOSHACK CORP COM 750438103 705 39,028 SH Defined 1 39,028 RADIOSHACK CORP COM 750438103 555 45,200 SH Defined 5.6 45,200 RADIOSHACK CORP COM 750438103 107 8,750 SH Defined 5.6 8,750 RADIOSHACK CORP COM 750438103 0 26 SH Defined 5.6 26 RADISYS CORP NOTE 2.750% 2/1 750459AE9 3,456 35,000 PRN Defined 5.6 35,000 RADYNE CORP COM NEW 750611402 561 49,100 SH Defined 5.6 49,100 RALCORP HLDGS INC NEW COM 751028101 761 15,400 SH Defined 5.6 15,400 RALCORP HLDGS INC NEW COM 751028101 890 18,000 SH Defined 5.6 18,000 RAMBUS INC DEL COM 750917106 24 1,268 SH Defined 1.4 1,268 RAMCO-GERSHENSON PPTYS TR COM SH BEN INT 751452202 45 2,200 SH Defined 5.6 2,200 RANDGOLD RES LTD ADR 752344309 166 3,600 SH Defined 5.6 3,600 RANDGOLD RES LTD ADR 752344309 46 1,000 SH Defined 1.4 1,000 RANDGOLD RES LTD ADR 752344309 298 6,459 SH Defined 1 6,459 RANGE RES CORP COM 75281A109 828 12,634 SH Defined 5.6 12,634 RANGE RES CORP COM 75281A109 131 2,000 SH Defined 1.4 2,000 RANGE RES CORP COM 75281A109 971 14,810 SH Defined 1 14,810 RANGE RES CORP COM 75281A109 1,582 24,136 SH Defined 5.6 24,136 RAYMOND JAMES FINANCIAL INC COM 754730109 16 600 SH Defined 5.6 600 RAYMOND JAMES FINANCIAL INC COM 754730109 4 166 SH Defined 5.6 166 RAYONIER INC COM 754907103 622 14,643 SH Defined 5.6 14,643 RAYTHEON CO COM NEW 755111507 3,012 53,526 SH Defined 5.6 53,526 RAYTHEON CO COM NEW 755111507 1,423 25,286 SH Defined 1.3 25,286 RAYTHEON CO COM NEW 755111507 0 7 SH Defined 5.6 7 REALTY INCOME CORP COM 756109104 451 19,800 SH Defined 5.6 19,800 REALTY INCOME CORP COM 756109104 307 13,500 SH Defined 5.6 13,500 RECKSON OPER PARTNERSHIP L P DEB 4.000% 6/1 75621LAJ3 1,412 15,000 PRN Defined 5.6 15,000 REGENCY CTRS CORP COM 758849103 1,290 21,817 SH Defined 5.6 21,817 REGIONAL BK HOLDRS TR DEPOSITRY RCPT 75902E100 3 38 SH Defined 5.6 38 REGIONS FINANCIAL CORP NEW COM 7591EP100 645 59,161 SH Defined 5.6 59,161 REGIONS FINANCIAL CORP NEW COM 7591EP100 71 6,469 SH Defined 1 6,469 REGIONS FINANCIAL CORP NEW COM 7591EP100 73 6,699 SH Defined 5.6 6,699 REINSURANCE GROUP AMER INC COM 759351109 348 8,000 SH Defined 5.6 8,000 RELIANCE STEEL & ALUMINUM CO COM 759509102 74 955 SH Defined 1.4 955 RELIANCE STEEL & ALUMINUM CO COM 759509102 88 1,144 SH Defined 5.6 1,144 RELIANT ENERGY INC COM 75952B105 123 5,783 SH Defined 5.6 5,783 RELIANT ENERGY INC COM 75952B105 213 10,000 SH Defined 1.4 10,000 RELIANT ENERGY INC COM 75952B105 428 20,135 SH Defined 5.6 20,135 RELIANT ENERGY INC COM 75952B105 49 2,300 SH Defined 5.6 2,300 RENT A CTR INC NEW COM 76009N100 2,267 110,211 SH Defined 5.6 110,211 RENTECH INC COM 760112102 95 50,000 SH Defined 1.4 50,000 REPUBLIC SVCS INC COM 760759100 119 3,997 SH Defined 5.6 3,997 REPUBLIC SVCS INC COM 760759100 96 3,245 SH Defined 5.6 3,245 RESEARCH IN MOTION LTD COM 760975102 2,315 19,800 SH Defined 5.6 19,800 RESEARCH IN MOTION LTD COM 760975102 72,962 624,139 SH Defined 5.6 624,139 RESEARCH IN MOTION LTD COM 760975102 945 8,081 SH Defined 1 8,081 RESEARCH IN MOTION LTD COM 760975102 2,135 18,168 SH Defined 5.6 18,168 RESEARCH IN MOTION LTD COM 760975102 1,772 15,082 SH Defined 5.6 15,082 RESEARCH IN MOTION LTD COM 760975102 1,665 14,170 SH Defined 5.6 14,170 RESEARCH IN MOTION LTD COM 760975102 928 7,900 SH Defined 5.6 7,900 RESEARCH IN MOTION LTD COM 760975102 2,872 24,442 SH Defined 5.6 24,442 RESEARCH IN MOTION LTD COM 760975102 858 7,300 SH Defined 5.6 7,300 RESEARCH IN MOTION LTD COM 760975102 16 133 SH Defined 5.6 133 RESEARCH IN MOTION LTD COM 760975102 13 107 SH Defined 5.6 107 RESEARCH IN MOTION LTD COM 760975102 11 97 SH Defined 1 97 RESEARCH IN MOTION LTD COM 760975102 2,358 20,064 SH Defined 5.7 20,064 RESEARCH IN MOTION LTD COM 760975102 2,319 19,740 SH Defined 5.7 19,740 RESEARCH IN MOTION LTD COM 760975102 1,116 9,500 SH Defined 5.7 9,500 RESEARCH IN MOTION LTD COM 760975102 999 8,500 SH Defined 5.7 8,500 RESEARCH IN MOTION LTD COM 760975102 670 5,700 SH Defined 5.7 5,700 RESEARCH IN MOTION LTD COM 760975102 497 4,230 SH Defined 5.7 4,230 RESEARCH IN MOTION LTD COM 760975102 196 1,672 SH Defined 5.7 1,672 RESMED INC COM 761152107 1,201 33,600 SH Defined 5.7 33,600 RESMED INC COM 761152107 100 2,800 SH Defined 5.7 2,800 RESOURCE AMERICA INC CL A 761195205 100 10,700 SH Defined 5.6 10,700 RESOURCE CAP CORP COM 76120W302 82 11,400 SH Defined 5.6 11,400 RESOURCE CAP CORP COM 76120W302 3 427 SH Defined 5.6 427 RESOURCE CAP CORP COM 76120W302 2 334 SH Defined 5.6 334 RESOURCES CONNECTION INC COM 76122Q105 100 4,900 SH Defined 1.4 4,900 RESTORE MEDICAL INC COM 76128C100 33 21,049 SH Defined 5.6 21,049 REVLON INC CL A 761525500 111 130,926 SH Defined 5.6 130,926 REYNOLDS AMERICAN INC COM 761713106 9,832 210,676 SH Defined 5.6 210,676 REYNOLDS AMERICAN INC COM 761713106 5,152 110,391 SH Defined 1 110,391 REYNOLDS AMERICAN INC COM 761713106 639 13,700 SH Defined 5.6 13,700 REYNOLDS AMERICAN INC COM 761713106 183 3,930 SH Defined 5.6 3,930 REYNOLDS AMERICAN INC COM 761713106 72 1,553 SH Defined 1 1,553 RF MICRODEVICES INC COM 749941100 3 1,000 SH Defined 1.4 1,000 RIO TINTO PLC SPONSORED ADR 767204100 1,028 2,077 SH Defined 5.6 2,077 RIO TINTO PLC SPONSORED ADR 767204100 405 818 SH Defined 5.6 818 RIO TINTO PLC SPONSORED ADR 767204100 198 400 SH Defined 5.6 400 RIO TINTO PLC SPONSORED ADR 767204100 87 175 SH Defined 5.6 175 RIO TINTO PLC SPONSORED ADR 767204100 2,473 4,996 SH Defined 5.6 4,996 RITE AID CORP COM 767754104 207 130,000 SH Defined 5.6 130,000 RITE AID CORP COM 767754104 93 58,361 SH Defined 5.6 58,361 RIVERBED TECHNOLOGY INC COM 768573107 0 2 SH Defined 5.6 2 ROBERT HALF INTL INC COM 770323103 631 26,308 SH Defined 5.6 26,308 ROBERT HALF INTL INC COM 770323103 2,269 94,666 SH Defined 5.7 94,666 ROCKWELL AUTOMATION INC COM 773903109 4,159 95,112 SH Defined 5.6 95,112 ROCKWELL AUTOMATION INC COM 773903109 398 9,110 SH Defined 1 9,110 ROCKWELL AUTOMATION INC COM 773903109 280 6,400 SH Defined 5.6 6,400 ROCKWELL AUTOMATION INC COM 773903109 20 465 SH Defined 5.6 465 ROCKWELL COLLINS INC COM 774341101 1,136 23,692 SH Defined 5.6 23,692 ROCKWELL COLLINS INC COM 774341101 3,249 67,740 SH Defined 1 67,740 ROCKWELL COLLINS INC COM 774341101 253 5,270 SH Defined 5.6 5,270 ROCKWELL COLLINS INC COM 774341101 77 1,600 SH Defined 5.6 1,600 ROCKWOOD HLDGS INC COM 774415103 1,472 42,300 SH Defined 5.6 42,300 ROCKWOOD HLDGS INC COM 774415103 582 16,725 SH Defined 5.6 16,725 ROGERS COMMUNICATIONS INC CL B 775109200 8,387 215,087 SH Defined 5.6 215,087 ROHM & HAAS CO COM 775371107 548 11,794 SH Defined 5.6 11,794 ROHM & HAAS CO COM 775371107 2 35 SH Defined 1.4 35 ROHM & HAAS CO COM 775371107 148 3,186 SH Defined 1 3,186 ROPER INDS INC NEW COM 776696106 13,437 203,955 SH Defined 5.6 203,955 ROSS STORES INC COM 778296103 699 19,685 SH Defined 5.6 19,685 ROSS STORES INC COM 778296103 11 300 SH Defined 1.4 300 ROSS STORES INC COM 778296103 0 9 SH Defined 1 9 ROSTELECOM OPEN JT STK LNG D SPONSORED ADR 778529107 363 5,028 SH Defined 1 5,028 ROSTELECOM OPEN JT STK LNG D SPONSORED ADR 778529107 55 757 SH Defined 5.6 757 ROWAN COS INC COM 779382100 1,140 24,388 SH Defined 5.6 24,388 ROWAN COS INC COM 779382100 23 500 SH Defined 1.4 500 ROWAN COS INC COM 779382100 11 241 SH Defined 1 241 ROWAN COS INC COM 779382100 1,216 26,000 SH Defined 5.7 26,000 ROYAL BK CDA MONTREAL QUE COM 780087102 8,414 186,263 SH Defined 5.6 186,263 ROYAL BK CDA MONTREAL QUE COM 780087102 697 15,500 SH Defined 1 15,500 ROYAL BK CDA MONTREAL QUE COM 780087102 49 1,100 SH Defined 1,100 ROYAL CARIBBEAN CRUISES LTD COM V7780T103 433 19,265 SH Defined 5.6 19,265 ROYAL DUTCH SHELL PLC SPONS ADR A 780259206 605 7,399 SH Defined 1.4 7,399 ROYAL GOLD INC COM 780287108 11,183 356,600 SH Defined 5.6 356,600 ROYAL GOLD INC COM 780287108 53 1,700 SH Defined 1.4 1,700 ROYAL GOLD INC COM 780287108 39 1,244 SH Defined 1 1,244 ROYAL GOLD INC COM 780287108 50 1,600 SH Defined 5.6 1,600 RPM INTL INC COM 749685103 2 100 SH Defined 1.4 100 RTI INTL METALS INC COM 74973W107 38,737 1,087,500 SH Defined 1.4 1,087,500 RTI INTL METALS INC COM 74973W107 159 4,470 SH Defined 5.6 4,470 RUBICON MINERALS CORP COM 780911103 153 125,377 SH Defined 1 125,377 RUBICON TECHNOLOGY INC COM 78112T107 2,019 99,357 SH Defined 5.6 99,357 RUBY TUESDAY INC COM 781182100 8 1,500 SH Defined 1.4 1,500 RURAL CELLULAR CORP CL A 781904107 1,704 38,274 SH Defined 5.6 38,274 RURAL CELLULAR CORP CL A 781904107 339 7,609 SH Defined 5.6 7,609 RURAL CELLULAR CORP CL A 781904107 325 7,300 SH Defined 5.6 7,300 RURAL CELLULAR CORP CL A 781904107 205 4,602 SH Defined 5.6 4,602 RYANAIR HLDGS PLC SPONSORED ADR 783513104 39 1,376 SH Defined 1 1,376 RYANAIR HLDGS PLC SPONSORED ADR 783513104 520 18,150 SH Defined 5.6 18,150 RYANAIR HLDGS PLC SPONSORED ADR 783513104 75 2,600 SH Defined 5.6 2,600 RYDER SYS INC COM 783549108 288 4,186 SH Defined 5.6 4,186 RYDER SYS INC COM 783549108 8 120 SH Defined 1.4 120 RYLAND GROUP INC COM 783764103 220 10,100 SH Defined 5.6 10,100 RYLAND GROUP INC COM 783764103 150 6,900 SH Defined 5.6 6,900 SADIA S A SP ADR PFD 30 786326108 14 650 SH Defined 1 650 SAFECO CORP COM 786429100 418 6,231 SH Defined 5.6 6,231 SAFECO CORP COM 786429100 1,963 29,230 SH Defined 5.6 29,230 SAFECO CORP COM 786429100 1,948 29,000 SH Defined 5.6 29,000 SAFECO CORP COM 786429100 1,552 23,113 SH Defined 5.6 23,113 SAFECO CORP COM 786429100 1,551 23,100 SH Defined 5.6 23,100 SAFECO CORP COM 786429100 528 7,869 SH Defined 5.6 7,869 SAFECO CORP COM 786429100 517 7,700 SH Defined 5.6 7,700 SAFEWAY INC COM NEW 786514208 2,618 91,712 SH Defined 5.6 91,712 SAFEWAY INC COM NEW 786514208 14 502 SH Defined 1 502 SAFEWAY INC COM NEW 786514208 203 7,100 SH Defined 5.6 7,100 SAIC INC COM 78390X101 175 8,420 SH Defined 5.6 8,420 SAIC INC COM 78390X101 67 3,200 SH Defined 5.6 3,200 SAKS INC COM 79377W108 1,003 91,339 SH Defined 5.6 91,339 SAKS INC COM 79377W108 362 33,000 SH Defined 5.6 33,000 SALESFORCE INC COM 79466L302 8,149 119,432 SH Defined 5.6 119,432 SALESFORCE INC COM 79466L302 293 4,300 SH Defined 5.6 4,300 SALESFORCE INC COM 79466L302 18 263 SH Defined 5.6 263 SALESFORCE INC COM 79466L302 10 148 SH Defined 5.6 148 SALESFORCE INC COM 79466L302 887 13,000 SH Defined 5.7 13,000 SANDERSON FARMS INC COM 800013104 1,522 44,100 SH Defined 5.6 44,100 SANDISK CORP COM 80004C101 3,796 203,000 SH Defined 8,9,10 203,000 SANDISK CORP COM 80004C101 394 21,091 SH Defined 5.6 21,091 SANDISK CORP COM 80004C101 1,138 60,846 SH Defined 1.4 60,846 SANDISK CORP COM 80004C101 2,633 140,786 SH Defined 1 140,786 SANDISK CORP COM 80004C101 25 1,335 SH Defined 5.6 1,335 SANDISK CORP COM 80004C101 0 4 SH Defined 5.6 4 SANDISK CORP NOTE 1.000% 5/1 80004CAC5 2,519 36,180 PRN Defined 5.6 36,180 SANDISK CORP NOTE 1.000% 5/1 80004CAC5 636 9,130 PRN Defined 5.6 9,130 SANDRIDGE ENERGY INC COM 80007P307 271 4,200 SH Defined 5.6 4,200 SANMINA SCI CORP COM 800907107 334 260,807 SH Defined 1.4 260,807 SANMINA SCI CORP COM 800907107 18 13,800 SH Defined 5.6 13,800 SANOFI AVENTIS SPONSORED ADR 80105N105 467 14,050 SH Defined 1.4 14,050 SANTOS LIMITED SPONSORED ADR 803021609 635 7,640 SH Defined 5.6 7,640 SAP AKTIENGESELLSCHAFT SPONSORED ADR 803054204 1,870 35,885 SH Defined 1.4 35,885 SAP AKTIENGESELLSCHAFT SPONSORED ADR 803054204 22 420 SH Defined 5.6 420 SAPPHIRE INDUSTRIALS CORP COM 80306T109 583 62,300 SH Defined 5.6 62,300 SARA LEE CORP COM 803111103 801 65,400 SH Defined 8,9,10 65,400 SARA LEE CORP COM 803111103 7,041 574,788 SH Defined 5.6 574,788 SARA LEE CORP COM 803111103 18,375 1,500,013 SH Defined 1.4 1,500,013 SARA LEE CORP COM 803111103 1,779 145,263 SH Defined 1 145,263 SARA LEE CORP COM 803111103 46 3,780 SH Defined 5.6 3,780 SASOL LTD SPONSORED ADR 803866300 6,236 105,800 SH Defined 5.6 105,800 SASOL LTD SPONSORED ADR 803866300 49 833 SH Defined 1.4 833 SATYAM COMPUTER SERVICES LTD ADR 804098101 489 19,962 SH Defined 8,9,10 19,962 SATYAM COMPUTER SERVICES LTD ADR 804098101 63 2,550 SH Defined 1.4 2,550 SATYAM COMPUTER SERVICES LTD ADR 804098101 2,452 100,000 SH Defined 5.7 100,000 SATYAM COMPUTER SERVICES LTD ADR 804098101 912 37,200 SH Defined 5.7 37,200 SATYAM COMPUTER SERVICES LTD ADR 804098101 454 18,500 SH Defined 5.7 18,500 SATYAM COMPUTER SERVICES LTD ADR 804098101 368 15,000 SH Defined 5.7 15,000 SATYAM COMPUTER SERVICES LTD ADR 804098101 243 9,900 SH Defined 5.7 9,900 SATYAM COMPUTER SERVICES LTD ADR 804098101 243 9,900 SH Defined 5.7 9,900 SATYAM COMPUTER SERVICES LTD ADR 804098101 110 4,500 SH Defined 5.7 4,500 SAUL CTRS INC COM 804395101 75 1,600 SH Defined 5.6 1,600 SAVIENT PHARMACEUTICALS INC COM 80517Q100 2,205 87,156 SH Defined 5.6 87,156 SAVVIS INC COM NEW 805423308 15 1,200 SH Defined 1 1,200 SAVVIS INC NOTE 3.000% 5/1 805423AA8 2,844 38,700 PRN Defined 5.6 38,700 SBA COMMUNICATIONS CORP NOTE 0.375%12/0 78388JAJ5 1,844 15,560 PRN Defined 5.6 15,560 SBAMUNICATIONS CORP COM 78388J106 1,273 35,345 SH Defined 5.6 35,345 SBAMUNICATIONS CORP COM 78388J106 832 23,100 SH Defined 5.6 23,100 SCANA CORP NEW COM 80589M102 397 10,729 SH Defined 5.6 10,729 SCANA CORP NEW COM 80589M102 505 13,645 SH Defined 5.6 13,645 SCHEIN HENRY INC COM 806407102 362 7,014 SH Defined 5.6 7,014 SCHEIN HENRY INC COM 806407102 55 1,058 SH Defined 1 1,058 SCHERING PLOUGH CORP COM 806605101 5,941 301,711 SH Defined 5.6 301,711 SCHERING PLOUGH CORP COM 806605101 1,496 75,965 SH Defined 1.4 75,965 SCHERING PLOUGH CORP COM 806605101 161 8,176 SH Defined 1 8,176 SCHERING PLOUGH CORP COM 806605101 973 49,400 SH Defined 5.6 49,400 SCHERING PLOUGH CORP COM 806605101 221 11,200 SH Defined 5.6 11,200 SCHERING PLOUGH CORP COM 806605101 6,143 312,000 SH Defined 5.7 312,000 SCHERING PLOUGH CORP COM 806605101 512 26,000 SH Defined 5.7 26,000 SCHERING PLOUGH CORP PFD CONV MAN07 806605705 2,970 15,510 SH Defined 5.6 15,510 SCHERING PLOUGH CORP PFD CONV MAN07 806605705 726 3,791 SH Defined 5.6 3,791 SCHLUMBERGER LTD COM 806857108 2,901 27,000 SH Defined 8,9,10 27,000 SCHLUMBERGER LTD COM 806857108 103,283 961,396 SH Defined 5.6 961,396 SCHLUMBERGER LTD COM 806857108 1,734 16,140 SH Defined 5.6 16,140 SCHLUMBERGER LTD COM 806857108 128 1,193 SH Defined 1.4 1,193 SCHLUMBERGER LTD COM 806857108 107 1,000 SH Defined 1.2 1,000 SCHLUMBERGER LTD COM 806857108 23 211 SH Defined 1 211 SCHLUMBERGER LTD COM 806857108 1,461 13,600 SH Defined 5.6 13,600 SCHLUMBERGER LTD COM 806857108 193 1,800 SH Defined 5.6 1,800 SCHLUMBERGER LTD COM 806857108 83 770 SH Defined 5.6 770 SCHLUMBERGER LTD COM 806857108 68 630 SH Defined 5.6 630 SCHLUMBERGER LTD COM 806857108 18,456 171,792 SH Defined 5.7 171,792 SCHLUMBERGER LTD COM 806857108 1,150 10,700 SH Defined 5.7 10,700 SCHLUMBERGER LTD COM 806857108 554 5,160 SH Defined 5.7 5,160 SCHLUMBERGER LTD COM 806857108 437 4,066 SH Defined 5.7 4,066 SCHLUMBERGER LTD COM 806857108 433 4,030 SH Defined 5.7 4,030 SCHLUMBERGER LTD COM 806857108 309 2,880 SH Defined 5.7 2,880 SCHLUMBERGER LTD COM 806857108 22 201 SH Defined 5.7 201 SCHLUMBERGER LTD COM 806857108 15 141 SH Defined 5.7 141 SCHLUMBERGER LTD COM 806857108 442 4,112 SH Defined 4,112 SCHLUMBERGER LTD COM 806857108 492 4,579 SH Defined 4,579 SCHLUMBERGER LTD DBCV 2.125% 6/0 806857AD0 1,977 7,300 PRN Defined 5.6 7,300 SCHNITZER STL INDS CL A 806882106 14 125 SH Defined 1.4 125 SCHOLASTIC CORP COM 807066105 92 3,200 SH Defined 5.6 3,200 SCHWAB CHARLES CORP NEW COM 808513105 60,910 2,965,448 SH Defined 5.6 2,965,448 SCHWAB CHARLES CORP NEW COM 808513105 568 27,668 SH Defined 5.6 27,668 SCHWAB CHARLES CORP NEW COM 808513105 519 25,260 SH Defined 5.6 25,260 SCHWAB CHARLES CORP NEW COM 808513105 275 13,400 SH Defined 5.6 13,400 SCHWAB CHARLES CORP NEW COM 808513105 8,945 435,475 SH Defined 5.6 435,475 SCIELE PHARMA INC NOTE 2.625% 5/1 808627AA1 259 2,810 PRN Defined 5.6 2,810 SCOTTS MIRACLE GRO CO CL A 810186106 79 4,500 SH Defined 5.6 4,500 SCPIE HLDGS INC COM 78402P104 155 5,523 SH Defined 5.6 5,523 SCPIE HLDGS INC COM 78402P104 65 2,331 SH Defined 5.6 2,331 SCRIPPS E W CO OHIO CL A 811054204 376 9,051 SH Defined 5.6 9,051 SCRIPPS E W CO OHIO CL A 811054204 17 420 SH Defined 1.4 420 SCRIPPS E W CO OHIO CL A 811054204 419 10,082 SH Defined 1 10,082 SCRIPPS E W CO OHIO CL A 811054204 64 1,540 SH Defined 5.6 1,540 SEABOARD CORP COM 811543107 2,091 1,348 SH Defined 5.6 1,348 SEACOR HOLDINGS INC COM 811904101 286 3,200 SH Defined 5.6 3,200 SEAGATE TECHNOLOGY SHS G7945J104 2,806 146,700 SH Defined 8,9,10 146,700 SEAGATE TECHNOLOGY SHS G7945J104 5,196 271,639 SH Defined 5.6 271,639 SEAGATE TECHNOLOGY SHS G7945J104 4 183 SH Defined 1.4 183 SEAGATE TECHNOLOGY SHS G7945J104 283 14,809 SH Defined 5.6 14,809 SEAGATE TECHNOLOGY SHS G7945J104 53 2,745 SH Defined 5.6 2,745 SEAGATE TECHNOLOGY SHS G7945J104 162 8,480 SH Defined 5.6 8,480 SEAGATE TECHNOLOGY SHS G7945J104 18 937 SH Defined 5.6 937 SEALED AIR CORP NEW COM 81211K100 319 16,792 SH Defined 5.6 16,792 SEALED AIR CORP NEW COM 81211K100 78 4,100 SH Defined 1 4,100 SEALED AIR CORP NEW COM 81211K100 7 380 SH Defined 5.6 380 SEANERGY MARITIME CORP SHS Y73760103 806 82,500 SH Defined 5.6 82,500 SEARS HLDGS CORP COM 812350106 166 2,250 SH Defined 8,9,10 2,250 SEARS HLDGS CORP COM 812350106 30 406 SH Defined 8,9,10 406 SEARS HLDGS CORP COM 812350106 531 7,209 SH Defined 5.6 7,209 SEARS HLDGS CORP COM 812350106 44 600 SH Defined 1.4 600 SEARS HLDGS CORP COM 812350106 1,703 23,117 SH Defined 1 23,117 SEARS HLDGS CORP COM 812350106 184 2,500 SH Defined 5.6 2,500 SEI INVESTMENTS CO COM 784117103 4,921 209,214 SH Defined 5.6 209,214 SELECT SECTOR SPDR TR SBI CONS STPLS 81369Y308 78 2,900 SH Defined 1.4 2,900 SELECT SECTOR SPDR TR SBI HEALTHCARE 81369Y209 73 2,400 SH Defined 1.4 2,400 SELECT SECTOR SPDR TR SBI INT-ENERGY 81369Y506 309 3,500 SH Defined 5.6 3,500 SELECT SECTOR SPDR TR SBI INT-ENERGY 81369Y506 407 4,600 SH Defined 1.4 4,600 SELECT SECTOR SPDR TR SBI INT-ENERGY 81369Y506 1,091 12,332 SH Defined 1 12,332 SELECT SECTOR SPDR TR SBI INT-ENERGY 81369Y506 0 1 SH Defined 5.6 1 SELECT SECTOR SPDR TR SBI INT-FINL 81369Y605 852 42,071 SH Defined 42,071 SELECT SECTOR SPDR TR SBI INT-FINL 81369Y605 355 17,513 SH Defined 1.4 17,513 SELECT SECTOR SPDR TR SBI INT-FINL 81369Y605 74,096 3,657,266 SH Defined 1.3 3,657,266 SELECT SECTOR SPDR TR SBI INT-FINL 81369Y605 701 34,586 SH Defined 1 34,586 SELECT SECTOR SPDR TR SBI INT-TECH 81369Y803 6 280 SH Defined 1.4 280 SELECT SECTOR SPDR TR SBI INT-UTILS 81369Y886 25 610 SH Defined 5.6 610 SELECTFORT CORP COM 81616X103 13 8,000 SH Defined 5.6 8,000 SELECTICA INC COM 816288104 20 15,098 SH Defined 5.6 15,098 SEMICONDUCTOR HLDRS TR DEP RCPT 816636203 266 8,900 SH Defined 5.6 8,900 SEMICONDUCTOR HLDRS TR DEP RCPT 816636203 3 100 SH Defined 1.4 100 SEMITOOL INC COM 816909105 42 5,600 SH Defined 5.6 5,600 SEMPRA ENERGY COM 816851109 1,229 21,777 SH Defined 5.6 21,777 SEMPRA ENERGY COM 816851109 0 2 SH Defined 1.4 2 SEMTECH CORP COM 816850101 400 28,400 SH Defined 5.6 28,400 SENIOR HSG PPTYS TR SH BEN INT 81721M109 350 17,900 SH Defined 5.6 17,900 SENIOR HSG PPTYS TR SH BEN INT 81721M109 350 17,900 SH Defined 5.6 17,900 SENSIENT TECHNOLOGIES CORP COM 81725T100 172 6,100 SH Defined 5.6 6,100 SEPRACOR INC COM 817315104 2,809 141,000 SH Defined 8,9,10 141,000 SEPRACOR INC COM 817315104 20 1,000 SH Defined 1.4 1,000 SEPRACOR INC COM 817315104 261 13,100 SH Defined 5.6 13,100 SEPRACOR INC COM 817315104 14 724 SH Defined 5.6 724 SERVICE CORP INTL COM 817565104 168 17,059 SH Defined 5.6 17,059 SERVICE CORP INTL COM 817565104 110 11,200 SH Defined 5.6 11,200 SHANDA INTERACTIVE ENTMT LTD SPONSORED ADR 81941Q203 24 900 SH Defined 1.4 900 SHAW COMMUNICATIONS INC CL B CONV 82028K200 119 5,820 SH Defined 5.6 5,820 SHAW GROUP INC COM 820280105 87 1,400 SH Defined 1.4 1,400 SHAW GROUP INC COM 820280105 56 900 SH Defined 5.6 900 SHENANDOAH TELECOMMUNICATION COM 82312B106 92 7,046 SH Defined 5.6 7,046 SHERWIN WILLIAMS CO COM 824348106 2,914 63,455 SH Defined 5.6 63,455 SHIRE PLC SPONSORED ADR 82481R106 570 11,600 SH Defined 5.6 11,600 SHOE CARNIVAL INC COM 824889109 28 2,375 SH Defined 1 2,375 SHUFFLE MASTER INC COM 825549108 27 5,500 SH Defined 5.6 5,500 SIEMENS A G SPONSORED ADR 826197501 914 8,300 SH Defined 5.6 8,300 SIEMENS A G SPONSORED ADR 826197501 2,350 21,335 SH Defined 1.4 21,335 SIERRA PAC RES NEW COM 826428104 375 29,500 SH Defined 5.6 29,500 SIERRA PAC RES NEW COM 826428104 1,522 119,755 SH Defined 5.6 119,755 SIERRA PAC RES NEW COM 826428104 85 6,656 SH Defined 5.6 6,656 SIERRA WIRELESS INC COM 826516106 2,638 179,993 SH Defined 1 179,993 SIFY LTD SPONSORED ADR 82655M107 2,165 563,710 SH Defined 5.6 563,710 SIFY LTD SPONSORED ADR 82655M107 9,332 2,430,276 SH Defined 1 2,430,276 SIGMA ALDRICH CORP COM 826552101 944 17,523 SH Defined 5.6 17,523 SIGMA ALDRICH CORP COM 826552101 116 2,150 SH Defined 1.4 2,150 SIGMA ALDRICH CORP COM 826552101 5 95 SH Defined 1 95 SILICON IMAGE INC COM 82705T102 15 2,000 SH Defined 1.4 2,000 SILICON MOTION TECHNOLOGY CO SPONSORED ADR 82706C108 14 1,000 SH Defined 1.4 1,000 SILICON STORAGE TECHNOLOGY I COM 827057100 162 58,333 SH Defined 5.6 58,333 SILICONWARE PRECISION INDS L SPONSD ADR SPL 827084864 1,234 168,800 SH Defined 5.6 168,800 SILVER STD RES INC COM 82823L106 311 10,853 SH Defined 1.4 10,853 SILVER STD RES INC COM 82823L106 29 1,000 SH Defined 1,000 SILVER WHEATON CORP COM 828336107 22,288 1,507,492 SH Defined 5.6 1,507,492 SILVER WHEATON CORP COM 828336107 216 14,700 SH Defined 1.4 14,700 SILVER WHEATON CORP COM 828336107 131 8,910 SH Defined 5.6 8,910 SIMON PPTY GROUP INC NEW COM 828806109 8,337 92,746 SH Defined 5.6 92,746 SIMON PPTY GROUP INC NEW COM 828806109 1,082 12,035 SH Defined 1 12,035 SIMON PPTY GROUP INC NEW COM 828806109 4,776 53,136 SH Defined 5.7 53,136 SIMON PPTY GROUP INC NEW COM 828806109 551 6,130 SH Defined 5.7 6,130 SIMON PPTY GROUP INC NEW COM 828806109 263 2,924 SH Defined 5.7 2,924 SIMON PPTY GROUP INC NEW COM 828806109 139 1,550 SH Defined 5.7 1,550 SIMON PPTY GROUP INC NEW PFD CONV I 6% 828806802 38,858 535,377 SH Defined 5.6 535,377 SIMTEK CORP COM NEW 829204304 19 10,230 SH Defined 1.4 10,230 SINCLAIR BROADCAST GROUP INC NOTE 3.000% 5/1 829226AW9 297 3,200 PRN Defined 5.6 3,200 SINOPEC SHANGHAI PETROCHEMIC SPON ADR H 82935M109 68 2,000 SH Defined 1.4 2,000 SIRF TECHNOLOGY HLDGS INC COM 82967H101 7 1,650 SH Defined 1.4 1,650 SIRF TECHNOLOGY HLDGS INC COM 82967H101 10 2,236 SH Defined 5.6 2,236 SIRF TECHNOLOGY HLDGS INC COM 82967H101 1 249 SH Defined 5.6 249 SIRIUS SATELLITE RADIO INC COM 82966U103 229 119,336 SH Defined 5.6 119,336 SIRIUS SATELLITE RADIO INC COM 82966U103 55 28,808 SH Defined 1.4 28,808 SIRIUS SATELLITE RADIO INC COM 82966U103 38 19,665 SH Defined 1 19,665 SIRIUS SATELLITE RADIO INC NOTE 3.250%10/1 82966UAD5 264 3,300 PRN Defined 5.6 3,300 SIX FLAGS INC PIERS 83001P505 465 47,930 SH Defined 5.6 47,930 SIX FLAGS INC PIERS 83001P505 157 16,232 SH Defined 5.6 16,232 SK TELECOM LTD SPONSORED ADR 78440P108 2,129 102,500 SH Defined 5.6 102,500 SK TELECOM LTD SPONSORED ADR 78440P108 5,876 282,902 SH Defined 5.6 282,902 SK TELECOM LTD SPONSORED ADR 78440P108 584 28,130 SH Defined 5.6 28,130 SKILLED HEALTHCARE GROUP INC CL A 83066R107 389 28,959 SH Defined 5.6 28,959 SKYWEST INC COM 830879102 89 7,050 SH Defined 5.6 7,050 SKYWORKS SOLUTIONS INC COM 83088M102 1 80 SH Defined 5.6 80 SL GREEN RLTY CORP COM 78440X101 923 11,162 SH Defined 5.6 11,162 SL GREEN RLTY CORP COM 78440X101 55 667 SH Defined 5.6 667 SL GREEN RLTY CORP COM 78440X101 1,769 21,380 SH Defined 5.7 21,380 SL GREEN RLTY CORP COM 78440X101 827 10,000 SH Defined 5.7 10,000 SL GREEN RLTY CORP COM 78440X101 625 7,550 SH Defined 5.7 7,550 SL GREEN RLTY CORP COM 78440X101 510 6,170 SH Defined 5.7 6,170 SL GREEN RLTY CORP COM 78440X101 379 4,580 SH Defined 5.7 4,580 SLM CORP COM 78442P106 1,173 60,627 SH Defined 5.6 60,627 SLM CORP COM 78442P106 158 8,150 SH Defined 1.4 8,150 SLM CORP COM 78442P106 201 10,393 SH Defined 1 10,393 SLM CORP COM 78442P106 577 29,800 SH Defined 5.6 29,800 SLM CORP COM 78442P106 331 17,100 SH Defined 5.6 17,100 SLM CORP COM 78442P106 243 12,550 SH Defined 5.6 12,550 SLM CORP COM 78442P106 85 4,383 SH Defined 5.6 4,383 SMART BALANCE INC COM 83169Y108 76 10,580 SH Defined 5.6 10,580 SMITH & WESSON HLDG CORP COM 831756101 5 900 SH Defined 1.4 900 SMITH INTL INC COM 832110100 1,721 20,703 SH Defined 5.6 20,703 SMITH INTL INC COM 832110100 108 1,300 SH Defined 1.4 1,300 SMITH INTL INC COM 832110100 1,696 20,400 SH Defined 5.7 20,400 SMITH INTL INC COM 832110100 141 1,700 SH Defined 5.7 1,700 SMITHFIELD FOODS INC COM 832248108 1,974 99,300 SH Defined 5.6 99,300 SMUCKER J M CO COM NEW 832696405 406 10,000 SH Defined 1.4 10,000 SMUCKER J M CO COM NEW 832696405 0 2 SH Defined 1.3 2 SMUCKER J M CO COM NEW 832696405 11 269 SH Defined 1 269 SMURFIT-STONE CONTAINER CORP COM 832727101 209 51,282 SH Defined 5.6 51,282 SNAP ON INC COM 833034101 110 2,116 SH Defined 5.6 2,116 SNAP ON INC COM 833034101 52 1,000 SH Defined 1.4 1,000 SNAP ON INC COM 833034101 556 10,682 SH Defined 5.6 10,682 SOCIEDAD QUIMICA MINERA DE C SPON ADR SER B 833635105 6,920 148,500 SH Defined 5.6 148,500 SOCIEDAD QUIMICA MINERA DE C SPON ADR SER B 833635105 47 1,000 SH Defined 5.6 1,000 SOCIEDAD QUIMICA MINERA DE C SPON ADR SER B 833635105 20 432 SH Defined 1.4 432 SOHU INC COM 83408W103 41 575 SH Defined 1.4 575 SOHU INC COM 83408W103 7,044 100,000 SH Defined 5.7 100,000 SOHU INC COM 83408W103 1,141 16,200 SH Defined 5.7 16,200 SOHU INC COM 83408W103 303 4,300 SH Defined 5.7 4,300 SOLARFUN POWER HOLDINGS CO L SPONSORED ADR 83415U108 56 3,200 SH Defined 1.4 3,200 SOLUTIA INC COM NEW 834376501 526 41,046 SH Defined 5.6 41,046 SONESTA INTL HOTELS CORP CL A 835438409 18 715 SH Defined 5.6 715 SONIC INNOVATIONS INC COM 83545M109 15 4,500 SH Defined 5.6 4,500 SONUS NETWORKS INC COM 835916107 53 15,400 SH Defined 5.6 15,400 SONY CORP ADR NEW 835699307 298 6,820 SH Defined 1.4 6,820 SOTHEBYS HLDGS INC CL A 835898107 31 1,185 SH Defined 1.4 1,185 SOURCEFIRE INC COM 83616T108 31 3,997 SH Defined 5.6 3,997 SOUTH FINL GROUP INC COM 837841105 4 1,000 SH Defined 1.4 1,000 SOUTHERN CO COM 842587107 40,096 1,148,218 SH Defined 5.6 1,148,218 SOUTHERN CO COM 842587107 7,903 226,316 SH Defined 1 226,316 SOUTHERN CO COM 842587107 99 2,846 SH Defined 1 2,846 SOUTHERN COPPER CORP COM 84265V105 1,077 10,100 SH Defined 5.6 10,100 SOUTHERN COPPER CORP COM 84265V105 1,941 18,200 SH Defined 5.6 18,200 SOUTHERN COPPER CORP COM 84265V105 38 358 SH Defined 1.4 358 SOUTHERN COPPER CORP COM 84265V105 11,945 112,024 SH Defined 1 112,024 SOUTHERN UN CO NEW COM 844030106 432 16,000 SH Defined 5.6 16,000 SOUTHERN UN CO NEW COM 844030106 142 5,238 SH Defined 5.6 5,238 SOUTHERN UN CO NEW COM 844030106 138 5,124 SH Defined 5.6 5,124 SOUTHWEST AIRLS CO COM 844741108 832 63,785 SH Defined 5.6 63,785 SOUTHWEST AIRLS CO COM 844741108 654 50,144 SH Defined 1.4 50,144 SOUTHWEST AIRLS CO COM 844741108 215 16,500 SH Defined 5.6 16,500 SOUTHWEST AIRLS CO COM 844741108 174 13,325 SH Defined 5.6 13,325 SOUTHWESTERN ENERGY CO COM 845467109 12,328 258,935 SH Defined 5.6 258,935 SOUTHWESTERN ENERGY CO COM 845467109 489 10,269 SH Defined 1 10,269 SOUTHWESTERN ENERGY CO COM 845467109 1,847 38,786 SH Defined 5.6 38,786 SOUTHWESTERN ENERGY CO COM 845467109 12 256 SH Defined 5.6 256 SOUTHWESTERN ENERGY CO COM 845467109 10 200 SH Defined 5.6 200 SOUTHWESTERN ENERGY CO COM 845467109 1,890 39,700 SH Defined 5.6 39,700 SOVEREIGN BANCORP INC COM 845905108 504 68,476 SH Defined 5.6 68,476 SOVEREIGN BANCORP INC COM 845905108 33 4,429 SH Defined 1.4 4,429 SOVEREIGN BANCORP INC COM 845905108 154 20,925 SH Defined 1 20,925 SOVRAN SELF STORAGE INC COM 84610H108 150 3,600 SH Defined 5.6 3,600 SP ACQUISITION HOLDINGS INC *W EXP 10/10/20178470A112 35 56,000 SH Defined 5.6 56,000 SP ACQUISITION HOLDINGS INC *W EXP 10/10/20178470A112 9 15,050 SH Defined 5.6 15,050 SP ACQUISITION HOLDINGS INC *W EXP 10/10/20178470A112 7 12,006 SH Defined 5.6 12,006 SP ACQUISITION HOLDINGS INC COM 78470A104 595 64,000 SH Defined 5.6 64,000 SP ACQUISITION HOLDINGS INC COM 78470A104 109 11,765 SH Defined 5.6 11,765 SP ACQUISITION HOLDINGS INC COM 78470A104 108 11,566 SH Defined 5.6 11,566 SP ACQUISITION HOLDINGS INC UNIT 99/99/9999 78470A203 10 1,000 SH Defined 5.6 1,000 SPANSION INC COM CL A 84649R101 461 205,000 SH Defined 1.4 205,000 SPDR GOLD TRUST GOLD SHS 78463V107 142 1,550 SH Defined 1.4 1,550 SPDR GOLD TRUST GOLD SHS 78463V107 22 242 SH Defined 1.3 242 SPDR GOLD TRUST GOLD SHS 78463V107 3,062 33,500 SH Defined 5.6 33,500 SPDR GOLD TRUST GOLD SHS 78463V107 570 6,238 SH Defined 5.6 6,238 SPDR GOLD TRUST GOLD SHS 78463V107 6,727 73,600 SH Defined 1 73,600 SPDR SERIES TRUST KBW BK ETF 78464A797 44 1,520 SH Defined 1.4 1,520 SPDR SERIES TRUST KBW REGL BKG 78464A698 186 7,000 SH Defined 1.4 7,000 SPDR SERIES TRUST S&P BIOTECH 78464A870 77 1,342 SH Defined 5.6 1,342 SPDR SERIES TRUST S&P HOMEBUILD 78464A888 211 12,850 SH Defined 1.4 12,850 SPDR TR UNIT SER 1 78462F103 705 5,508 SH Defined 5,508 SPDR TR UNIT SER 1 78462F103 22,590 176,511 SH Defined 5.6 176,511 SPDR TR UNIT SER 1 78462F103 19,197 150,000 SH Defined 5.6 150,000 SPDR TR UNIT SER 1 78462F103 5,030 39,300 SH Defined 5.6 39,300 SPDR TR UNIT SER 1 78462F103 1,369 10,700 SH Defined 5.6 10,700 SPDR TR UNIT SER 1 78462F103 2,729 21,324 SH Defined 1.3 21,324 SPDR TR UNIT SER 1 78462F103 15,769 123,212 SH Defined 1.2 123,212 SPDR TR UNIT SER 1 78462F103 11,034 86,216 SH Defined 1 86,216 SPDR TR UNIT SER 1 78462F103 967 7,558 SH Defined 5.6 7,558 SPDR TR UNIT SER 1 78462F103 648 5,060 SH Defined 5.6 5,060 SPDR TR UNIT SER 1 78462F103 243 1,900 SH Defined 5.6 1,900 SPDR TR UNIT SER 1 78462F103 6,143 48,000 SH Defined 48,000 SPDR TR UNIT SER 1 78462F103 470 3,670 SH Defined 3,670 SPECTRA ENERGY CORP COM 847560109 1,520 52,883 SH Defined 5.6 52,883 SPECTRA ENERGY CORP COM 847560109 71 2,456 SH Defined 5.6 2,456 SPECTRUM BRANDS INC COM 84762L105 3,166 1,241,600 SH Defined 1.4 1,241,600 SPIRIT AEROSYSTEMS HLDGS INC COM CL A 848574109 145 7,540 SH Defined 5.6 7,540 SPIRIT AEROSYSTEMS HLDGS INC COM CL A 848574109 470 24,500 SH Defined 5.6 24,500 SPORTS PPTYS ACQUISITION COR *W EXP 01/17/20184920F115 15 22,355 SH Defined 5.6 22,355 SPORTS PPTYS ACQUISITION COR *W EXP 01/17/20184920F115 11 17,270 SH Defined 5.6 17,270 SPORTS PPTYS ACQUISITION COR COM 84920F107 188 20,083 SH Defined 5.6 20,083 SPORTS PPTYS ACQUISITION COR COM 84920F107 161 17,270 SH Defined 5.6 17,270 SPORTS PPTYS ACQUISITION COR UNIT 99/99/9999 84920F206 512 52,000 SH Defined 5.6 52,000 SPRINT NEXTEL CORP COM SER 1 852061100 2,991 314,876 SH Defined 5.6 314,876 SPRINT NEXTEL CORP COM SER 1 852061100 1,691 178,000 SH Defined 1.4 178,000 SPRINT NEXTEL CORP COM SER 1 852061100 3,772 397,084 SH Defined 1 397,084 SPRINT NEXTEL CORP COM SER 1 852061100 1,084 114,100 SH Defined 5.6 114,100 SPRINT NEXTEL CORP COM SER 1 852061100 23 2,442 SH Defined 5.6 2,442 SPRINT NEXTEL CORP COM SER 1 852061100 7 767 SH Defined 5.6 767 SPX CORP COM 784635104 48,475 367,989 SH Defined 5.6 367,989 ST JOE CO COM 790148100 425 12,375 SH Defined 8,9,10 12,375 ST JOE CO COM 790148100 77 2,231 SH Defined 8,9,10 2,231 ST JUDE MED INC COM 790849103 33,479 818,961 SH Defined 5.6 818,961 ST JUDE MED INC COM 790849103 51 1,242 SH Defined 1.4 1,242 ST JUDE MED INC COM 790849103 4 92 SH Defined 1 92 ST JUDE MED INC COM 790849103 3,348 81,900 SH Defined 5.6 81,900 ST JUDE MED INC COM 790849103 1,893 46,300 SH Defined 5.6 46,300 ST JUDE MED INC COM 790849103 445 10,893 SH Defined 5.6 10,893 ST MARY LD & EXPL CO COM 792228108 138 2,135 SH Defined 1.4 2,135 STANCORP FINL GROUP INC COM 852891100 587 12,500 SH Defined 5.6 12,500 STANDARD PAC CORP NOTE 6.000%10/0 853763AA8 392 5,330 PRN Defined 5.6 5,330 STANDARD PAC CORP NEW COM 85375C101 43 12,625 SH Defined 5.6 12,625 STANDARD PAC CORP NEW COM 85375C101 8 2,400 SH Defined 5.6 2,400 STANDARD PAC CORP NEW COM 85375C101 26 7,592 SH Defined 5.6 7,592 STANLEY WKS COM 854616109 1,455 32,447 SH Defined 5.6 32,447 STAPLES INC COM 855030102 4,311 181,509 SH Defined 5.6 181,509 STAPLES INC COM 855030102 639 26,925 SH Defined 1.4 26,925 STAPLES INC COM 855030102 6 253 SH Defined 5.7 253 STARBUCKS CORP COM 855244109 1,707 108,466 SH Defined 5.6 108,466 STARBUCKS CORP COM 855244109 240 15,268 SH Defined 1.4 15,268 STARBUCKS CORP COM 855244109 54 3,400 SH Defined 1 3,400 STARBUCKS CORP COM 855244109 3,202 203,436 SH Defined 1 203,436 STARBUCKS CORP COM 855244109 165 10,500 SH Defined 5.6 10,500 STARBUCKS CORP COM 855244109 3 202 SH Defined 5.7 202 STARWOOD HOTELS&RESORTS WRLD COM 85590A401 556 13,866 SH Defined 5.6 13,866 STARWOOD HOTELS&RESORTS WRLD COM 85590A401 2,602 64,941 SH Defined 1 64,941 STARWOOD HOTELS&RESORTS WRLD COM 85590A401 118 2,954 SH Defined 5.6 2,954 STARWOOD HOTELS&RESORTS WRLD COM 85590A401 72 1,800 SH Defined 5.6 1,800 STARWOOD HOTELS&RESORTS WRLD COM 85590A401 25 617 SH Defined 617 STATE STR CORP COM 857477103 8,590 134,241 SH Defined 5.6 134,241 STATE STR CORP COM 857477103 166 2,600 SH Defined 5.6 2,600 STATE STR CORP COM 857477103 10,457 163,411 SH Defined 5.6 163,411 STATE STR CORP COM 857477103 499 7,805 SH Defined 5.7 7,805 STATE STR CORP COM 857477103 5 80 SH Defined 5.7 80 STATOIL ASA SPONSORED ADR 85771P102 13 350 SH Defined 1.4 350 STEALTHGAS INC SHS Y81669106 346 24,510 SH Defined 5.6 24,510 STEEL DYNAMICS INC COM 858119100 4,852 124,200 SH Defined 5.6 124,200 STEEL DYNAMICS INC COM 858119100 43 1,100 SH Defined 1.4 1,100 STEEL DYNAMICS INC COM 858119100 90 2,301 SH Defined 1 2,301 STEEL DYNAMICS INC COM 858119100 789 20,206 SH Defined 5.6 20,206 STEEL DYNAMICS INC COM 858119100 156 4,000 SH Defined 5.6 4,000 STEELCASE INC CL A 858155203 138 13,783 SH Defined 5.6 13,783 STEELCASE INC CL A 858155203 50 5,000 SH Defined 5.6 5,000 STERICYCLE INC COM 858912108 3,722 72,000 SH Defined 5.6 72,000 STERICYCLE INC COM 858912108 14 263 SH Defined 1.4 263 STERICYCLE INC COM 858912108 56 1,088 SH Defined 1 1,088 STERICYCLE INC COM 858912108 63 1,220 SH Defined 5.6 1,220 STERLITE INDS INDIA LTD ADS 859737207 588 37,000 SH Defined 5.6 37,000 STERLITE INDS INDIA LTD ADS 859737207 4,824 303,400 SH Defined 1.4 303,400 STEWART ENTERPRISES INC NOTE 3.125% 7/1 860370AH8 1,577 17,000 PRN Defined 5.6 17,000 STILLWATER MNG CO COM 86074Q102 89 7,529 SH Defined 1.4 7,529 STMICROELECTRONICS N V NY REGISTRY 861012102 281 27,165 SH Defined 1 27,165 STOCKERYALE INC COM NEW 86126T203 0 48 SH Defined 1.4 48 STONE ENERGY CORP COM 861642106 540 8,200 SH Defined 1.4 8,200 STONE ENERGY CORP COM 861642106 567 8,600 SH Defined 5.7 8,600 STONE ENERGY CORP COM 861642106 138 2,100 SH Defined 5.7 2,100 STONELEIGH PARTNERS ACQUS CO *W EXP 05/31/201861923126 1 2,240 SH Defined 5.6 2,240 STRATEGIC HOTEL CAP INC COM 86272T106 99 10,600 SH Defined 5.6 10,600 STRYKER CORP COM 863667101 1,778 28,275 SH Defined 5.6 28,275 STRYKER CORP COM 863667101 63 1,000 SH Defined 1.4 1,000 STRYKER CORP COM 863667101 71 1,131 SH Defined 1 1,131 SULPHCO INC COM 865378103 131 57,548 SH Defined 1.4 57,548 SUN LIFE FINL INC COM 866796105 4,160 100,603 SH Defined 5.6 100,603 SUN LIFE FINL INC COM 866796105 733 17,800 SH Defined 1.2 17,800 SUN LIFE FINL INC COM 866796105 412 10,000 SH Defined 1.2 10,000 SUN LIFE FINL INC COM 866796105 309 7,500 SH Defined 1.2 7,500 SUN LIFE FINL INC COM 866796105 12 300 SH Defined 1.2 300 SUN LIFE FINL INC COM 866796105 9 215 SH Defined 1.2 215 SUN LIFE FINL INC COM 866796105 8 190 SH Defined 1.2 190 SUN LIFE FINL INC COM 866796105 1 25 SH Defined 1.2 25 SUN MICROSYSTEMS INC COM NEW 866810203 2,420 222,472 SH Defined 5.6 222,472 SUN MICROSYSTEMS INC COM NEW 866810203 55 5,100 SH Defined 1.4 5,100 SUN MICROSYSTEMS INC COM NEW 866810203 1,217 111,847 SH Defined 1 111,847 SUN MICROSYSTEMS INC COM NEW 866810203 382 35,132 SH Defined 5.6 35,132 SUN MICROSYSTEMS INC COM NEW 866810203 24 2,200 SH Defined 2,200 SUNAMERICA FCSED ALPHA GRW F COM 867037103 285 18,200 SH Defined 5.6 18,200 SUNAMERICA FOCUSE ALPHA LC F COM 867038101 200 12,600 SH Defined 5.6 12,600 SUNCOR ENERGY INC COM 867229106 3,069 52,800 SH Defined 8,9,10 52,800 SUNCOR ENERGY INC COM 867229106 21,560 369,484 SH Defined 5.6 369,484 SUNCOR ENERGY INC COM 867229106 169 2,912 SH Defined 1.4 2,912 SUNCOR ENERGY INC COM 867229106 15 250 SH Defined 1.3 250 SUNCOR ENERGY INC COM 867229106 64 1,100 SH Defined 5.6 1,100 SUNCOR ENERGY INC COM 867229106 23 400 SH Defined 5.6 400 SUNCOR ENERGY INC COM 867229106 158 2,715 SH Defined 1 2,715 SUNMUNITIES INC COM 866674104 78 4,300 SH Defined 5.6 4,300 SUNOCO INC COM 86764P109 3,182 78,206 SH Defined 5.6 78,206 SUNOCO INC COM 86764P109 22 550 SH Defined 1.4 550 SUNOCO INC COM 86764P109 2,701 37,562 SH Defined 1 37,562 SUNOCO INC COM 86764P109 586 14,400 SH Defined 5.6 14,400 SUNOCO INC COM 86764P109 305 7,500 SH Defined 5.6 7,500 SUNOCO INC COM 86764P109 179 4,405 SH Defined 5.7 4,405 SUNOPTA INC COM 8676EP108 4 837 SH Defined 1.4 837 SUNPOWER CORP COM CL A 867652109 114 1,578 SH Defined 5.6 1,578 SUNPOWER CORP COM CL A 867652109 412 5,724 SH Defined 1.4 5,724 SUNPOWER CORP COM CL A 867652109 293 4,069 SH Defined 5.6 4,069 SUNPOWER CORP COM CL A 867652109 180 2,507 SH Defined 5.6 2,507 SUNPOWER CORP COM CL A 867652109 1,029 14,300 SH Defined 5.6 14,300 SUNPOWER CORP COM CL A 867652109 617 8,565 SH Defined 5.6 8,565 SUNPOWER CORP COM CL A 867652109 137 1,909 SH Defined 1 1,909 SUNPOWER CORP COM CL A 867652109 360 5,000 SH Defined 5.7 5,000 SUNPOWERCORP DBCV 1.250% 2/1 867652AA7 234 1,630 PRN Defined 5.6 1,630 SUNPOWERCORP DBCV 1.250% 2/1 867652AA7 503 3,500 PRN Defined 5.6 3,500 SUNRISE SENIOR LIVING INC COM 86768K106 326 14,510 SH Defined 5.6 14,510 SUNSTONE HOTEL INVS INC NEW COM 867892101 161 9,700 SH Defined 5.6 9,700 SUNTECH PWR HLDGS CO LTD ADR 86800C104 318 8,500 SH Defined 5.6 8,500 SUNTECH PWR HLDGS CO LTD ADR 86800C104 1,438 38,400 SH Defined 1.2 38,400 SUNTECH PWR HLDGS CO LTD ADR 86800C104 951 25,400 SH Defined 1.2 25,400 SUNTECH PWR HLDGS CO LTD ADR 86800C104 375 10,000 SH Defined 1.2 10,000 SUNTECH PWR HLDGS CO LTD ADR 86800C104 236 6,291 SH Defined 1 6,291 SUNTECH PWR HLDGS CO LTD ADR 86800C104 813 21,700 SH Defined 5.7 21,700 SUNTECH PWR HLDGS CO LTD ADR 86800C104 172 4,600 SH Defined 5.7 4,600 SUNTECH PWR HLDGS CO LTD ADR 86800C104 112 3,000 SH Defined 5.7 3,000 SUNTECH PWR HLDGS CO LTD NOTE 0.250% 2/1 86800CAC8 860 8,200 PRN Defined 5.6 8,200 SUNTRUST BKS INC COM 867914103 753 20,800 SH Defined 8,9,10 20,800 SUNTRUST BKS INC COM 867914103 1,082 29,863 SH Defined 5.6 29,863 SUNTRUST BKS INC COM 867914103 2 50 SH Defined 1.4 50 SUNTRUST BKS INC COM 867914103 245 6,757 SH Defined 1 6,757 SUNTRUST BKS INC COM 867914103 7,643 211,025 SH Defined 5.6 211,025 SUNTRUST BKS INC COM 867914103 22 605 SH Defined 5.6 605 SUPERIOR ENERGY SVCS INC COM 868157108 116 2,100 SH Defined 5.6 2,100 SUPERIOR ENERGY SVCS INC COM 868157108 55 1,000 SH Defined 1.4 1,000 SUPERIOR ENERGY SVCS INC COM 868157108 2,608 47,300 SH Defined 1.2 47,300 SUPERIOR ENERGY SVCS INC COM 868157108 1,263 22,900 SH Defined 1.2 22,900 SUPERIOR ENERGY SVCS INC COM 868157108 1,103 20,000 SH Defined 1.2 20,000 SUPERIOR ESSEX INC COM 86815V105 783 17,552 SH Defined 5.6 17,552 SUPERIOR ESSEX INC COM 86815V105 437 9,800 SH Defined 5.6 9,800 SUPERIOR ESSEX INC COM 86815V105 13 288 SH Defined 5.6 288 SUPERVALU INC COM 868536103 5,152 166,793 SH Defined 5.6 166,793 SUPERVALU INC COM 868536103 665 21,519 SH Defined 1.4 21,519 SUPERVALU INC COM 868536103 208 6,724 SH Defined 1 6,724 SUPERVALU INC COM 868536103 263 8,500 SH Defined 5.7 8,500 SUPERVALU INC COM 868536103 62 2,000 SH Defined 5.7 2,000 SVB FINL GROUP COM 78486Q101 390 8,099 SH Defined 1 8,099 SWITCH &DATA FACILITIES COM COM 871043105 78 4,600 SH Defined 5.6 4,600 SYCAMORE NETWORKS INC COM 871206108 3 1,000 SH Defined 1.4 1,000 SYCAMORE NETWORKS INC COM 871206108 22 6,900 SH Defined 5.6 6,900 SYMANTEC CORP COM 871503108 4,612 238,350 SH Defined 5.6 238,350 SYMANTEC CORP COM 871503108 293 15,130 SH Defined 1.4 15,130 SYMANTEC CORP COM 871503108 1,397 72,192 SH Defined 5.6 72,192 SYMANTEC CORP COM 871503108 240 12,400 SH Defined 5.6 12,400 SYMANTEC CORP NOTE 0.750% 6/1 871503AD0 6,455 6,000,000 PRN Defined 1 6,000,000 SYMMETRY MED INC COM 871546206 32 2,000 SH Defined 1.4 2,000 SYMS CORP COM 871551107 7 520 SH Defined 5.6 520 SYNAPTICS INC COM 87157D109 42 1,120 SH Defined 1.4 1,120 SYNAPTICS INC COM 87157D109 1 15 SH Defined 5.6 15 SYNCHRONOSS TECHNOLOGIES INC COM 87157B103 21 2,350 SH Defined 1.4 2,350 SYNOPSYS INC COM 871607107 114 4,757 SH Defined 5.6 4,757 SYNOPSYS INC COM 871607107 293 12,246 SH Defined 5.6 12,246 SYNOPSYS INC COM 871607107 292 12,200 SH Defined 5.6 12,200 SYNOVUS FINL CORP COM 87161C105 1 100 SH Defined 1.4 100 SYNTHESIS ENERGY SYS INC COM 871628103 41 4,500 SH Defined 5.6 4,500 SYS COM 785070103 179 72,082 SH Defined 5.6 72,082 SYS COM 785070103 41 16,539 SH Defined 5.6 16,539 SYSCO CORP COM 871829107 1,806 65,662 SH Defined 5.6 65,662 SYSCO CORP COM 871829107 22 800 SH Defined 1.4 800 SYSCO CORP COM 871829107 1,023 37,174 SH Defined 1 37,174 SYSCO CORP COM 871829107 15 552 SH Defined 5.6 552 TAIWAN GREATER CHINA FD SH BEN INT 874037104 42 6,870 SH Defined 1.4 6,870 TAIWAN SEMICONDUCTOR MFG LTD SPONSORED ADR 874039100 9,170 840,475 SH Defined 5.6 840,475 TAIWAN SEMICONDUCTOR MFG LTD SPONSORED ADR 874039100 9 850 SH Defined 1.4 850 TAIWAN SEMICONDUCTOR MFG LTD SPONSORED ADR 874039100 781 71,569 SH Defined 1 71,569 TAIWAN SEMICONDUCTOR MFG LTD SPONSORED ADR 874039100 12,212 1,125,000 SH Defined 5.7 1,125,000 TAIWAN SEMICONDUCTOR MFG LTD SPONSORED ADR 874039100 402 37,000 SH Defined 5.7 37,000 TAIWAN SEMICONDUCTOR MFG LTD SPONSORED ADR 874039100 6 548 SH Defined 5.7 548 TAKE-TWO INTERACTIVE SOFTWAR COM 874054109 3,016 117,950 SH Defined 1.4 117,950 TAKE-TWO INTERACTIVE SOFTWAR COM 874054109 1,381 54,000 SH Defined 5.6 54,000 TAKE-TWO INTERACTIVE SOFTWAR COM 874054109 821 32,100 SH Defined 5.6 32,100 TAKE-TWO INTERACTIVE SOFTWAR COM 874054109 712 27,860 SH Defined 5.6 27,860 TAKE-TWO INTERACTIVE SOFTWAR COM 874054109 230 9,000 SH Defined 5.6 9,000 TAKE-TWO INTERACTIVE SOFTWAR COM 874054109 226 8,826 SH Defined 5.6 8,826 TAKE-TWO INTERACTIVE SOFTWAR COM 874054109 114 4,463 SH Defined 5.6 4,463 TAKE-TWO INTERACTIVE SOFTWAR COM 874054109 41 1,610 SH Defined 5.6 1,610 TALISMAN ENERGY INC COM 87425E103 1,617 72,637 SH Defined 5.6 72,637 TALISMAN ENERGY INC COM 87425E103 492 22,200 SH Defined 1 22,200 TALISMAN ENERGY INC COM 87425E103 392 17,700 SH Defined 5.6 17,700 TALISMAN ENERGY INC COM 87425E103 375 16,900 SH Defined 5.6 16,900 TAM SA SP ADR REP PFD 87484D103 7,361 385,000 SH Defined 5.6 385,000 TAM SA SP ADR REP PFD 87484D103 2,310 120,800 SH Defined 5.6 120,800 TAM SA SP ADR REP PFD 87484D103 1,564 81,814 SH Defined 5.6 81,814 TAM SA SP ADR REP PFD 87484D103 144 7,524 SH Defined 1 7,524 TANGER FACTORY OUTLET CTRS I COM 875465106 169 4,700 SH Defined 5.6 4,700 TARGET CORP COM 87612E106 3,138 67,500 SH Defined 8,9,10 67,500 TARGET CORP COM 87612E106 44,295 952,788 SH Defined 5.6 952,788 TARGET CORP COM 87612E106 30 650 SH Defined 1.4 650 TARGET CORP COM 87612E106 1,481 30,612 SH Defined 1 30,612 TARGET CORP COM 87612E106 153 3,300 SH Defined 5.6 3,300 TASEKO MINES LTD COM 876511106 28 5,500 SH Defined 5.6 5,500 TASER INTL INC COM 87651B104 58 11,571 SH Defined 1.4 11,571 TATA MTRS LTD SPONSORED ADR 876568502 211 20,980 SH Defined 8,9,10 20,980 TATA MTRS LTD SPONSORED ADR 876568502 1,815 180,600 SH Defined 5.6 180,600 TATA MTRS LTD SPONSORED ADR 876568502 48 4,750 SH Defined 1.4 4,750 TAUBMAN CTRS INC COM 876664103 759 15,600 SH Defined 5.6 15,600 TAUBMAN CTRS INC COM 876664103 56 1,144 SH Defined 5.6 1,144 TD AMERITRADE HLDG CORP COM 87236Y108 501 27,682 SH Defined 5.6 27,682 TD AMERITRADE HLDG CORP COM 87236Y108 174 9,600 SH Defined 5.6 9,600 TECH DATA CORP COM 878237106 1,040 30,700 SH Defined 5.6 30,700 TECH DATA CORP COM 878237106 322 9,498 SH Defined 5.6 9,498 TECH DATA CORP COM 878237106 64 1,900 SH Defined 5.6 1,900 TECH DATA CORP DBCV 2.750%12/1 878237AE6 5,103 54,500 PRN Defined 5.6 54,500 TECH DATA CORP DBCV 2.750%12/1 878237AE6 1,180 12,600 PRN Defined 5.6 12,600 TECH DATA CORP DBCV 2.750%12/1 878237AE6 855 9,130 PRN Defined 5.6 9,130 TECHNE CORP COM 878377100 542 7,000 SH Defined 5.6 7,000 TECHNE CORP COM 878377100 183 2,361 SH Defined 5.6 2,361 TECHNE CORP COM 878377100 62 800 SH Defined 5.6 800 TECHTEAM GLOBAL INC COM 878311109 49 4,540 SH Defined 5.6 4,540 TECK COMINCO LTD CL B 878742204 8,406 173,440 SH Defined 5.6 173,440 TECK COMINCO LTD CL B 878742204 530 10,980 SH Defined 1.2 10,980 TECK COMINCO LTD CL B 878742204 323 6,700 SH Defined 1.2 6,700 TECK COMINCO LTD CL B 878742204 207 4,280 SH Defined 1.2 4,280 TECK COMINCO LTD CL B 878742204 1,053 21,813 SH Defined 1 21,813 TECK COMINCO LTD CL B 878742204 237 4,910 SH Defined 5.6 4,910 TECK COMINCO LTD CL B 878742204 3 52 SH Defined 5.6 52 TECK COMINCO LTD CL B 878742204 193 4,000 SH Defined 4,000 TECO ENERGY INC COM 872375100 339 15,788 SH Defined 5.6 15,788 TECO ENERGY INC COM 872375100 677 31,500 SH Defined 1.4 31,500 TECO ENERGY INC COM 872375100 120 5,586 SH Defined 1 5,586 TEJON RANCH CO DEL COM 879080109 58 1,612 SH Defined 8,9,10 1,612 TEJON RANCH CO DEL COM 879080109 10 291 SH Defined 8,9,10 291 TELE NORTE LESTE PART S A SPON ADR PFD 879246106 22,114 887,767 SH Defined 5.6 887,767 TELE NORTE LESTE PART S A SPON ADR PFD 879246106 1,836 73,700 SH Defined 5.6 73,700 TELE NORTE LESTE PART S A SPON ADR PFD 879246106 42 1,700 SH Defined 1.4 1,700 TELECOM ARGENTINA S A SPON ADR REP B 879273209 3,191 223,900 SH Defined 5.6 223,900 TELECOM ARGENTINA S A SPON ADR REP B 879273209 668 46,900 SH Defined 5.6 46,900 TELECOM ARGENTINA S A SPON ADR REP B 879273209 188 13,158 SH Defined 5.6 13,158 TELECOM ARGENTINA S A SPON ADR REP B 879273209 21 1,471 SH Defined 5.6 1,471 TELECOMUNICACOES DE SAO PAUL SPON ADR PFD 87929A102 12,183 433,087 SH Defined 5.6 433,087 TELECOMUNICACOES DE SAO PAUL SPON ADR PFD 87929A102 622 22,100 SH Defined 5.6 22,100 TELEFLEX INC COM 879369106 361 6,500 SH Defined 5.6 6,500 TELEFONICA S A SPONSORED ADR 879382208 998 12,540 SH Defined 1.4 12,540 TELEFONOS DE MEXICO S A SPON ADR ORD L 879403780 1,667 70,400 SH Defined 5.6 70,400 TELEFONOS DE MEXICO S A SPON ADR ORD L 879403780 9 400 SH Defined 5.6 400 TELEFONOS DE MEXICO S A SPON ADR ORD L 879403780 1,509 63,731 SH Defined 1 63,731 TELEMIG CELULAR PART S A SPON ADR PFD 87944E105 9,333 156,859 SH Defined 5.6 156,859 TELEMIG CELULAR PART S A SPON ADR PFD 87944E105 590 9,909 SH Defined 5.6 9,909 TELEPHONE & DATA SYS INC COM 879433100 303 6,400 SH Defined 5.6 6,400 TELEPHONE & DATA SYS INC COM 879433100 168 3,560 SH Defined 5.6 3,560 TELLABS INC COM 879664100 251 53,998 SH Defined 8,9,10 53,998 TELLABS INC COM 879664100 45 9,736 SH Defined 8,9,10 9,736 TELLABS INC COM 879664100 111 23,950 SH Defined 5.6 23,950 TELLABS INC COM 879664100 23,227 4,995,160 SH Defined 1.4 4,995,160 TELLABS INC COM 879664100 1,110 238,779 SH Defined 1 238,779 TELMEX INTERNACIONAL SAB DE SPONS ADR SR L 879690105 1,133 70,400 SH Defined 5.6 70,400 TELMEX INTERNACIONAL SAB DE SPONS ADR SR L 879690105 6 400 SH Defined 5.6 400 TELUS CORP NON-VTG SHS 87971M202 102 2,496 SH Defined 5.6 2,496 TEMPLE INLAND INC COM 879868107 18 1,600 SH Defined 1.4 1,600 TEMPLETON RUS AND EAST EUR F COM 88022F105 9 160 SH Defined 1.4 160 TENARIS S A SPONSORED ADR 88031M109 44,998 604,000 SH Defined 5.6 604,000 TENARIS S A SPONSORED ADR 88031M109 6,575 88,254 SH Defined 5.6 88,254 TENARIS S A SPONSORED ADR 88031M109 2,359 31,665 SH Defined 5.6 31,665 TENARIS S A SPONSORED ADR 88031M109 477 6,400 SH Defined 1.4 6,400 TENARIS S A SPONSORED ADR 88031M109 540 7,254 SH Defined 1 7,254 TENARIS S A SPONSORED ADR 88031M109 186 2,500 SH Defined 5.6 2,500 TENARIS S A SPONSORED ADR 88031M109 2,175 29,200 SH Defined 5.6 29,200 TENET HEALTHCARE CORP COM 88033G100 198 35,643 SH Defined 5.6 35,643 TENET HEALTHCARE CORP COM 88033G100 290 52,114 SH Defined 1 52,114 TENET HEALTHCARE CORP COM 88033G100 220 39,507 SH Defined 5.6 39,507 TERADATA CORP DEL COM 88076W103 2,647 114,409 SH Defined 5.6 114,409 TERADYNE INC COM 880770102 166 15,013 SH Defined 5.6 15,013 TERADYNE INC COM 880770102 27 2,450 SH Defined 1.4 2,450 TERADYNE INC COM 880770102 782 70,648 SH Defined 1 70,648 TERADYNE INC COM 880770102 68 6,100 SH Defined 5.6 6,100 TERADYNE INC COM 880770102 30 2,687 SH Defined 5.6 2,687 TERADYNE INC COM 880770102 1,427 128,880 SH Defined 5.6 128,880 TERCICA INC COM 88078L105 2,800 317,105 SH Defined 5.6 317,105 TERCICA INC COM 88078L105 173 19,600 SH Defined 5.6 19,600 TERCICA INC COM 88078L105 45 5,040 SH Defined 5.6 5,040 TEREX CORP NEW COM 880779103 3,264 63,545 SH Defined 5.6 63,545 TEREX CORP NEW COM 880779103 1,718 33,449 SH Defined 1 33,449 TERRA INDS INC COM 880915103 1,241 25,156 SH Defined 5.6 25,156 TERRA INDS INC COM 880915103 165 3,350 SH Defined 1.4 3,350 TERRA INDS INC COM 880915103 2,670 54,100 SH Defined 1.2 54,100 TERRA INDS INC COM 880915103 1,481 30,000 SH Defined 1.2 30,000 TERRA INDS INC COM 880915103 923 18,700 SH Defined 1.2 18,700 TERRA INDS INC COM 880915103 939 19,021 SH Defined 1 19,021 TERRA INDS INC COM 880915103 1,046 21,200 SH Defined 5.6 21,200 TERRA INDS INC COM 880915103 145 2,930 SH Defined 5.6 2,930 TERRA INDS INC COM 880915103 15 300 SH Defined 5.6 300 TERRA INDS INC COM 880915103 1,952 39,552 SH Defined 5.6 39,552 TERRESTAR CORP COM 881451108 100 25,000 SH Defined 5.6 25,000 TESORO CORP COM 881609101 290 14,677 SH Defined 5.6 14,677 TESORO CORP COM 881609101 56 2,821 SH Defined 1.4 2,821 TESORO CORP COM 881609101 610 30,864 SH Defined 1 30,864 TESORO CORP COM 881609101 494 25,000 SH Defined 5.6 25,000 TESORO CORP COM 881609101 2,372 120,000 SH Defined 5.7 120,000 TESORO CORP COM 881609101 198 10,000 SH Defined 5.7 10,000 TETRA TECH INC NEW COM 88162G103 32 1,400 SH Defined 5.6 1,400 TETRA TECHNOLOGIES INC DEL COM 88162F105 1 48 SH Defined 1.4 48 TEVA PHARMACEUTICAL FIN II L DBCV 0.250% 2/0 88164RAB3 34,306 25,578 PRN Defined 5.6 25,578 TEVA PHARMACEUTICAL FIN LLC DBCV 0.250% 2/0 88163VAE9 103 1,000 PRN Defined 5.6 1,000 TEVA PHARMACEUTICAL INDS LTD ADR 881624209 4,131 90,200 SH Defined 5.6 90,200 TEVA PHARMACEUTICAL INDS LTD ADR 881624209 811 17,700 SH Defined 5.6 17,700 TEVA PHARMACEUTICAL INDS LTD ADR 881624209 8,084 176,500 SH Defined 5.6 176,500 TEVA PHARMACEUTICAL INDS LTD ADR 881624209 921 20,101 SH Defined 1 20,101 TEVA PHARMACEUTICAL INDS LTD ADR 881624209 508 11,100 SH Defined 5.6 11,100 TEXAS CAPITAL BANCSHARES INC COM 88224Q107 304 19,000 SH Defined 5.6 19,000 TEXAS INDS INC COM 882491103 45 800 SH Defined 1.4 800 TEXAS INDS INC COM 882491103 84 1,500 SH Defined 5.6 1,500 TEXAS INSTRS INC COM 882508104 47,566 1,689,149 SH Defined 5.6 1,689,149 TEXAS INSTRS INC COM 882508104 760 27,000 SH Defined 1.3 27,000 TEXAS INSTRS INC COM 882508104 1,216 43,168 SH Defined 1 43,168 TEXAS INSTRS INC COM 882508104 391 13,873 SH Defined 5.6 13,873 TEXAS INSTRS INC COM 882508104 30 1,060 SH Defined 5.6 1,060 TEXAS INSTRS INC COM 882508104 8 301 SH Defined 5.7 301 TEXTRON INC COM 883203101 2,011 41,955 SH Defined 5.6 41,955 TEXTRON INC COM 883203101 1,279 26,694 SH Defined 1 26,694 TEXTRON INC COM 883203101 10,562 220,370 SH Defined 5.6 220,370 TEXTRON INC COM 883203101 15 303 SH Defined 5.6 303 TEXTRON INC COM 883203101 2,674 55,800 SH Defined 5.7 55,800 TEXTRON INC COM 883203101 223 4,650 SH Defined 5.7 4,650 TFS FINL CORP COM 87240R107 28 2,428 SH Defined 5.6 2,428 THERMO ELECTRON CORP COM 883556102 64,387 1,155,343 SH Defined 5.6 1,155,343 THERMO ELECTRON CORP COM 883556102 820 14,706 SH Defined 1 14,706 THERMO ELECTRON CORP COM 883556102 574 10,300 SH Defined 5.6 10,300 THERMO ELECTRON CORP COM 883556102 25,736 461,797 SH Defined 5.7 461,797 THERMO ELECTRON CORP COM 883556102 2,212 39,700 SH Defined 5.7 39,700 THERMO ELECTRON CORP COM 883556102 979 17,570 SH Defined 5.7 17,570 THERMO ELECTRON CORP COM 883556102 590 10,591 SH Defined 5.7 10,591 THERMO ELECTRON CORP COM 883556102 462 8,296 SH Defined 5.7 8,296 THERMO ELECTRON CORP COM 883556102 20 353 SH Defined 5.7 353 THIRD WAVE TECHNOLOGIES INC COM 88428W108 3,347 299,931 SH Defined 5.6 299,931 THIRD WAVE TECHNOLOGIES INC COM 88428W108 653 58,500 SH Defined 5.6 58,500 THIRD WAVE TECHNOLOGIES INC COM 88428W108 258 23,150 SH Defined 5.6 23,150 THIRD WAVE TECHNOLOGIES INC COM 88428W108 166 14,881 SH Defined 5.6 14,881 THOMPSON CREEK METALS CO INC COM 884768102 417 21,300 SH Defined 5.6 21,300 THOMPSON CREEK METALS CO INC COM 884768102 11 571 SH Defined 5.6 571 THOMSON CORP COM 884903105 117 3,596 SH Defined 5.6 3,596 THOMSON CORP COM 884903105 171 5,296 SH Defined 5.6 5,296 THOMSON CORP COM 884903105 23 720 SH Defined 5.6 720 THOMSON REUTERS PLC SPONSORED ADR 885141101 918 5,673 SH Defined 5.6 5,673 THOR INDS INC COM 885160101 77 3,600 SH Defined 5.6 3,600 THORNBURG MTG INC COM 885218107 4 18,600 SH Defined 1.4 18,600 THORNBURG MTG INC PFD CONV SER F 885218701 1,749 426,617 SH Defined 5.6 426,617 THORNBURG MTG INC PFD CONV SER F 885218701 241 58,700 SH Defined 5.6 58,700 THQ INC COM NEW 872443403 505 24,906 SH Defined 5.6 24,906 TIBCO SOFTWARE INC COM 88632Q103 181 23,600 SH Defined 5.6 23,600 TIDEWATER INC COM 886423102 72 1,100 SH Defined 5.6 1,100 TIFFANY & CO NEW COM 886547108 2,677 65,700 SH Defined 5.6 65,700 TIFFANY & CO NEW COM 886547108 630 15,454 SH Defined 1.4 15,454 TIFFANY & CO NEW COM 886547108 61 1,506 SH Defined 1 1,506 TIFFANY & CO NEW COM 886547108 147 3,600 SH Defined 5.6 3,600 TIFFANY & CO NEW COM 886547108 7,081 173,755 SH Defined 5.7 173,755 TIFFANY & CO NEW COM 886547108 469 11,500 SH Defined 5.7 11,500 TIFFANY & CO NEW COM 886547108 232 5,690 SH Defined 5.7 5,690 TIFFANY & CO NEW COM 886547108 121 2,980 SH Defined 5.7 2,980 TIM HORTONS INC COM 88706M103 126 4,409 SH Defined 5.6 4,409 TIM PARTICIPACOES S A SPONS ADR PFD 88706P106 2,232 78,500 SH Defined 5.6 78,500 TIM PARTICIPACOES S A SPONS ADR PFD 88706P106 28 1,000 SH Defined 5.6 1,000 TIMBERLAND CO CL A 887100105 237 14,500 SH Defined 5.6 14,500 TIME WARNER CABLE INC CL A 88732J108 1,147 43,300 SH Defined 8,9,10 43,300 TIME WARNER CABLE INC CL A 88732J108 2,465 93,100 SH Defined 5.6 93,100 TIME WARNER CABLE INC CL A 88732J108 302 11,401 SH Defined 5.6 11,401 TIME WARNER CABLE INC CL A 88732J108 48 1,826 SH Defined 5.6 1,826 TIME WARNER INC COM 887317105 1,575 106,400 SH Defined 8,9,10 106,400 TIME WARNER INC COM 887317105 15,576 1,052,410 SH Defined 5.6 1,052,410 TIME WARNER INC COM 887317105 359 24,235 SH Defined 1.2 24,235 TIME WARNER INC COM 887317105 90 6,075 SH Defined 1.2 6,075 TIME WARNER INC COM 887317105 6,528 441,105 SH Defined 1 441,105 TIME WARNER INC COM 887317105 1,193 80,600 SH Defined 5.6 80,600 TIME WARNER INC COM 887317105 890 60,135 SH Defined 5.6 60,135 TIME WARNER INC COM 887317105 394 26,640 SH Defined 5.6 26,640 TIME WARNER INC COM 887317105 174 11,730 SH Defined 5.6 11,730 TIME WARNER INC COM 887317105 155 10,500 SH Defined 5.6 10,500 TIME WARNER INC COM 887317105 55 3,726 SH Defined 5.6 3,726 TIME WARNER INC COM 887317105 14,245 962,500 SH Defined 5.7 962,500 TIME WARNER INC COM 887317105 1,083 73,170 SH Defined 5.7 73,170 TIME WARNER INC COM 887317105 541 36,572 SH Defined 5.7 36,572 TIME WARNER INC COM 887317105 277 18,700 SH Defined 5.7 18,700 TIME WARNER TELECOM INC DBCV 2.375% 4/0 887319AC5 1,603 15,000 PRN Defined 5.6 15,000 TIME WARNER TELECOM INC DBCV 2.375% 4/0 887319AC5 1,486 13,900 PRN Defined 5.6 13,900 TIMKEN CO COM 887389104 1,229 37,300 SH Defined 1.2 37,300 TIMKEN CO COM 887389104 682 20,700 SH Defined 1.2 20,700 TIMKEN CO COM 887389104 547 16,600 SH Defined 1.2 16,600 TIMKEN CO COM 887389104 259 7,860 SH Defined 5.6 7,860 TITANIUM METALS CORP COM NEW 888339207 77 5,500 SH Defined 5.6 5,500 TITANIUM METALS CORP COM NEW 888339207 29 2,100 SH Defined 1.4 2,100 TITANIUM METALS CORP COM NEW 888339207 1,588 113,520 SH Defined 5.7 113,520 TITANIUM METALS CORP COM NEW 888339207 132 9,460 SH Defined 5.7 9,460 TJX COS INC NEW COM 872540109 4,006 127,293 SH Defined 5.6 127,293 TJX COS INC NEW COM 872540109 1,114 35,400 SH Defined 5.6 35,400 TJX COS INC NEW COM 872540109 252 8,000 SH Defined 5.6 8,000 TJX COS INC NEW COM 872540109 15 466 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3,634 SH Defined 5.6 3,634 UNIONBANCAL CORP COM 908906100 88 2,188 SH Defined 5.6 2,188 UNISOURCE ENERGY CORP COM 909205106 43 1,400 SH Defined 1.4 1,400 UNISOURCE ENERGY CORP COM 909205106 3 98 SH Defined 5.6 98 UNISOURCE ENERGY CORP COM 909205106 310 10,000 SH Defined 5.7 10,000 UNISOURCE ENERGY CORP COM 909205106 78 2,500 SH Defined 5.7 2,500 UNISYS CORP COM 909214108 74 18,736 SH Defined 5.6 18,736 UNISYS CORP COM 909214108 427 108,003 SH Defined 1 108,003 UNISYS CORP COM 909214108 185 46,943 SH Defined 5.6 46,943 UNITED DOMINION REALTY TR IN NOTE 3.625% 9/1 910197AM4 549 6,000 PRN Defined 5.6 6,000 UNITED MICROELECTRONICS CORP SPON ADR NEW 910873405 7,230 2,475,919 SH Defined 1 2,475,919 UNITED PARCEL SERVICE INC CL B 911312106 910 14,800 SH Defined 8,9,10 14,800 UNITED PARCEL SERVICE INC CL B 911312106 29,084 473,147 SH Defined 5.6 473,147 UNITED PARCEL SERVICE INC CL B 911312106 2,533 41,203 SH Defined 1 41,203 UNITED PARCEL SERVICE INC CL B 911312106 0 8 SH Defined 5.6 8 UNITED 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1,086 SH Defined 1 1,086 VERIFONE HLDGS INC COM 92342Y109 39 3,300 SH Defined 5.6 3,300 VERIGY LTD SHS Y93691106 55 2,400 SH Defined 5.6 2,400 VERISIGN INC COM 92343E102 608 16,072 SH Defined 5.6 16,072 VERISIGN INC SDCV 3.250% 8/1 92343EAD4 2,149 16,500 PRN Defined 5.6 16,500 VERIZONMUNICATIONS COM 92343V104 99,103 2,799,506 SH Defined 5.6 2,799,506 VERIZONMUNICATIONS COM 92343V104 24,721 698,329 SH Defined 1 698,329 VERIZONMUNICATIONS COM 92343V104 12 347 SH Defined 5.6 347 VERIZONMUNICATIONS COM 92343V104 2 43 SH Defined 5.6 43 VERIZONMUNICATIONS COM 92343V104 1,378 38,925 SH Defined 5.7 38,925 VERIZONMUNICATIONS COM 92343V104 553 15,620 SH Defined 5.7 15,620 VERIZONMUNICATIONS COM 92343V104 11 304 SH Defined 5.7 304 VERTEX PHARMACEUTICALS INC COM 92532F100 134 3,989 SH Defined 5.6 3,989 VERTEX PHARMACEUTICALS INC COM 92532F100 654 19,525 SH Defined 1.4 19,525 VERTEX PHARMACEUTICALS INC COM 92532F100 59 1,752 SH Defined 1 1,752 VIACOM INC NEW CL B 92553P201 1,550 50,760 SH Defined 5.6 50,760 VIACOM INC NEW CL B 92553P201 153 5,000 SH Defined 1.3 5,000 VIACOM INC NEW CL B 92553P201 6 195 SH Defined 5.6 195 VINA CONCHA Y TORO S A SPONSORED ADR 927191106 12 360 SH Defined 1 360 VION PHARMACEUTICALS INC COM NEW 927624502 5 4,543 SH Defined 1.4 4,543 VIRAGE LOGIC CORP COM 92763R104 11 1,530 SH Defined 5.6 1,530 VIREXX MED CORP COM 92765V103 0 375 SH Defined 1.3 375 VIRGINMEDIA INC COM 92769L101 105 7,679 SH Defined 5.6 7,679 VIRGINMEDIA INC COM 92769L101 101 7,395 SH Defined 1.4 7,395 VIRGINMEDIA INC COM 92769L101 56 4,126 SH Defined 1 4,126 VIRGINMEDIA INC COM 92769L101 405 29,779 SH Defined 5.6 29,779 VIRGINMEDIA INC COM 92769L101 355 26,108 SH Defined 5.6 26,108 VIRGINMEDIA INC COM 92769L101 160 11,725 SH Defined 5.6 11,725 VIRGINMEDIA INC COM 92769L101 54 3,992 SH Defined 5.6 3,992 VIRGINMEDIA INC COM 92769L101 3,346 245,847 SH Defined 5.6 245,847 VIRGINMEDIA INC COM 92769L101 2,627 193,055 SH Defined 5.6 193,055 VIRGINMEDIA INC COM 92769L101 388 28,484 SH Defined 5.6 28,484 VISA INC COM CL A 92826C839 781 9,600 SH Defined 8,9,10 9,600 VISA INC COM CL A 92826C839 2,011 24,728 SH Defined 5.6 24,728 VISA INC COM CL A 92826C839 1,041 12,800 SH Defined 5.6 12,800 VISA INC COM CL A 92826C839 744 9,150 SH Defined 1.4 9,150 VISA INC COM CL A 92826C839 2,780 34,196 SH Defined 5.6 34,196 VISHAY INTERTECHNOLOGY INC COM 928298108 343 38,624 SH Defined 8,9,10 38,624 VISHAY INTERTECHNOLOGY INC COM 928298108 62 6,964 SH Defined 8,9,10 6,964 VISHAY INTERTECHNOLOGY INC COM 928298108 33 3,750 SH Defined 8,9,10 3,750 VISHAY INTERTECHNOLOGY INC COM 928298108 6 676 SH Defined 8,9,10 676 VISHAY INTERTECHNOLOGY INC COM 928298108 181 20,375 SH Defined 5.6 20,375 VISHAY INTERTECHNOLOGY INC NOTE 3.625% 8/0 928298AF5 4,157 41,410 PRN Defined 5.6 41,410 VISHAY INTERTECHNOLOGY INC NOTE 3.625% 8/0 928298AF5 2,479 24,700 PRN Defined 5.6 24,700 VISHAY INTERTECHNOLOGY INC NOTE 3.625% 8/0 928298AF5 1,305 13,000 PRN Defined 5.6 13,000 VIVO PARTICIPACOES S A SPON ADR PFD 92855S101 3,874 609,100 SH Defined 5.6 609,100 VIVO PARTICIPACOES S A SPON ADR PFD 92855S101 1,337 210,200 SH Defined 5.6 210,200 VIVO PARTICIPACOES S A SPON ADR PFD 92855S101 260 40,937 SH Defined 5.6 40,937 VIVO PARTICIPACOES S A SPON ADR PFD 92855S101 18 2,853 SH Defined 5.6 2,853 VMWARE INC CL A COM 928563402 7,469 138,669 SH Defined 5.6 138,669 VMWARE INC CL A COM 928563402 113 2,100 SH Defined 1.4 2,100 VODAFONE GROUP PLC NEW SPONS ADR NEW 92857W209 599 20,325 SH Defined 5.6 20,325 VORNADO RLTY L P DBCV 3.625%11/1 929043AE7 3,879 41,600 PRN Defined 5.6 41,600 VORNADO RLTY L P DBCV 3.625%11/1 929043AE7 2,357 25,280 PRN Defined 5.6 25,280 VORNADO RLTY L P DBCV 3.625%11/1 929043AE7 606 6,500 PRN Defined 5.6 6,500 VORNADO RLTY L P DEB 3.875% 4/1 929043AC1 23,464 20,607 PRN Defined 5.6 20,607 VORNADO RLTY TR DBCV 2.850% 3/1 929042AC3 6,852 8,000,000 PRN Defined 1 8,000,000 VORNADO RLTY TR DBCV 2.850% 3/1 929042AC3 712 7,970 PRN Defined 5.6 7,970 VORNADO RLTY TR SH BEN INT 929042109 3,758 42,707 SH Defined 5.6 42,707 VOTORANTIM CELULOSE E PAPEL SPONSORED ADR 92906P106 7,866 294,500 SH Defined 5.6 294,500 VOTORANTIM CELULOSE E PAPEL SPONSORED ADR 92906P106 796 29,800 SH Defined 5.6 29,800 VULCAN MATLS CO COM 929160109 520 8,699 SH Defined 5.6 8,699 VULCAN MATLS CO COM 929160109 45 755 SH Defined 1.4 755 VULCAN MATLS CO COM 929160109 686 11,471 SH Defined 1 11,471 WABCO HLDGS INC COM 92927K102 5,847 125,845 SH Defined 5.6 125,845 WABTEC CORP COM 929740108 97 2,000 SH Defined 5.6 2,000 WACHOVIA CORP NEW COM 929903102 1,225 78,900 SH Defined 8,9,10 78,900 WACHOVIA CORP NEW COM 929903102 43,797 2,820,181 SH Defined 5.6 2,820,181 WACHOVIA CORP NEW COM 929903102 649 41,758 SH Defined 1.4 41,758 WACHOVIA CORP NEW COM 929903102 65 4,207 SH Defined 1 4,207 WACHOVIA CORP NEW COM 929903102 2,321 149,441 SH Defined 5.7 149,441 WACHOVIA CORP NEW COM 929903102 268 17,230 SH Defined 5.7 17,230 WACHOVIA CORP NEW COM 929903102 143 9,228 SH Defined 5.7 9,228 WACHOVIA CORP NEW COM 929903102 73 4,730 SH Defined 5.7 4,730 WACHOVIA CORP NEW CONV7.5%PFD CL A929903219 846 960 SH Defined 5.6 960 WACHOVIA CORP NEW CONV7.5%PFD CL A929903219 572 649 SH Defined 5.6 649 WADDELL & REED FINL INC CL A 930059100 620 17,700 SH Defined 5.6 17,700 WAL MART STORES INC COM 931142103 175,683 3,126,031 SH Defined 5.6 3,126,031 WAL MART STORES INC COM 931142103 3,092 55,025 SH Defined 1.2 55,025 WAL MART STORES INC COM 931142103 2,046 36,405 SH Defined 1.2 36,405 WAL MART STORES INC COM 931142103 1,343 23,900 SH Defined 1.2 23,900 WAL MART STORES INC COM 931142103 1,338 23,800 SH Defined 1.2 23,800 WAL MART STORES INC COM 931142103 1,281 22,795 SH Defined 1.2 22,795 WAL MART STORES INC COM 931142103 708 12,605 SH Defined 1.2 12,605 WAL MART STORES INC COM 931142103 24 419 SH Defined 1.2 419 WAL MART STORES INC COM 931142103 34,416 612,393 SH Defined 1 612,393 WAL MART STORES INC COM 931142103 174 3,100 SH Defined 5.6 3,100 WAL MART STORES INC COM 931142103 22 398 SH Defined 5.6 398 WAL MART STORES INC COM 931142103 21,159 376,500 SH Defined 5.7 376,500 WAL MART STORES INC COM 931142103 1,697 30,200 SH Defined 5.7 30,200 WAL MART STORES INC COM 931142103 846 15,046 SH Defined 5.7 15,046 WAL MART STORES INC COM 931142103 432 7,680 SH Defined 5.7 7,680 WAL MART STORES INC COM 931142103 8 150 SH Defined 5.7 150 WALGREEN CO COM 931422109 3,044 93,629 SH Defined 5.6 93,629 WALGREEN CO COM 931422109 936 28,784 SH Defined 1 28,784 WALTER INDS INC COM 93317Q105 435 4,000 SH Defined 1.4 4,000 WALTER INDS INC COM 93317Q105 609 5,600 SH Defined 5.6 5,600 WARNER MUSIC GROUP CORP COM 934550104 5 717 SH Defined 5.6 717 WASHINGTON MUT INC COM 939322103 1,781 361,300 SH Defined 8,9,10 361,300 WASHINGTON MUT INC COM 939322103 427 86,671 SH Defined 5.6 86,671 WASHINGTON MUT INC COM 939322103 16 3,200 SH Defined 1.4 3,200 WASHINGTON MUT INC COM 939322103 650 131,824 SH Defined 1 131,824 WASHINGTON MUT INC COM 939322103 1 151 SH Defined 5.6 151 WASHINGTON MUT INC CONV7.75%SER R 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CORP COM 941848103 182 2,820 SH Defined 5.7 2,820 WATERS CORP COM 941848103 129 2,000 SH Defined 2,000 WATSON PHARMACEUTICALS INC COM 942683103 156 5,732 SH Defined 5.6 5,732 WATSON PHARMACEUTICALS INC COM 942683103 497 18,300 SH Defined 5.6 18,300 WATSON PHARMACEUTICALS INC DBCV 1.750% 3/1 942683AC7 2,425 2,500,000 PRN Defined 1 2,500,000 WATSON WYATT & CO HLDGS CL A 942712100 63 1,200 SH Defined 5.6 1,200 WATSON WYATT & CO HLDGS CL A 942712100 5 102 SH Defined 1.4 102 WATTS WATER TECHNOLOGIES INC CL A 942749102 1,312 52,700 SH Defined 5.6 52,700 WATTS WATER TECHNOLOGIES INC CL A 942749102 4,351 174,738 SH Defined 1 174,738 WATTS WATER TECHNOLOGIES INC CL A 942749102 75 3,000 SH Defined 5.6 3,000 WCI CMNTYS INC COM 92923C104 35 24,400 SH Defined 1.4 24,400 WCI CMNTYS INC NOTE 4.000% 8/1 92923CAK0 1,798 21,530 PRN Defined 5.6 21,530 WCI CMNTYS INC NOTE 4.000% 8/1 92923CAK0 689 8,250 PRN Defined 5.6 8,250 WCI CMNTYS INC NOTE 4.000% 8/1 92923CAK0 427 5,110 PRN Defined 5.6 5,110 WEATHERFORD INTERNATIONAL LT COM G95089101 87,297 1,760,382 SH Defined 5.6 1,760,382 WEATHERFORD INTERNATIONAL LT COM G95089101 145 2,924 SH Defined 1 2,924 WEATHERFORD INTERNATIONAL LT COM G95089101 813 16,400 SH Defined 5.6 16,400 WEATHERFORD INTERNATIONAL LT COM G95089101 560 11,300 SH Defined 5.6 11,300 WEATHERFORD INTERNATIONAL LT COM G95089101 1,661 33,500 SH Defined 5.6 33,500 WEATHERFORD INTERNATIONAL LT COM G95089101 7,049 142,140 SH Defined 5.7 142,140 WEATHERFORD INTERNATIONAL LT COM G95089101 587 11,845 SH Defined 5.7 11,845 WEBSENSE INC COM 947684106 191 11,340 SH Defined 1.4 11,340 WEINGARTEN RLTY INVS NOTE 3.950% 8/0 948741AF0 21,854 23,525 PRN Defined 5.6 23,525 WEINGARTEN RLTY INVS NOTE 3.950% 8/0 948741AF0 233 2,500 PRN Defined 5.6 2,500 WEINGARTEN RLTY INVS SH BEN INT 948741103 346 11,400 SH Defined 5.6 11,400 WELLCARE HEALTH PLANS INC COM 94946T106 286 7,900 SH Defined 1.4 7,900 WELLCARE HEALTH PLANS INC COM 94946T106 78 2,151 SH Defined 5.6 2,151 WELLCARE HEALTH PLANS INC COM 94946T106 1,432 39,600 SH Defined 5.7 39,600 WELLCARE HEALTH PLANS INC COM 94946T106 119 3,300 SH Defined 5.7 3,300 WELLPOINT INC COM 94973V107 15,498 325,175 SH Defined 5.6 325,175 WELLPOINT INC COM 94973V107 1,346 28,235 SH Defined 1 28,235 WELLPOINT INC COM 94973V107 901 18,900 SH Defined 5.6 18,900 WELLPOINT INC COM 94973V107 639 13,400 SH Defined 5.6 13,400 WELLPOINT INC COM 94973V107 272 5,716 SH Defined 5.6 5,716 WELLPOINT INC COM 94973V107 224 4,700 SH Defined 5.6 4,700 WELLPOINT INC COM 94973V107 133 2,800 SH Defined 5.6 2,800 WELLS FARGO & CO NEW COM 949746101 1,017 42,800 SH Defined 8,9,10 42,800 WELLS FARGO & CO NEW COM 949746101 119,641 5,037,507 SH Defined 5.6 5,037,507 WELLS FARGO & CO NEW COM 949746101 22,578 950,646 SH Defined 1 950,646 WELLS FARGO & CO NEW COM 949746101 3,916 164,900 SH Defined 5.6 164,900 WELLS FARGO & CO NEW COM 949746101 4,995 210,300 SH Defined 5.7 210,300 WELLS FARGO & CO NEW COM 949746101 473 19,900 SH Defined 5.7 19,900 WELLS FARGO & CO NEW COM 949746101 241 10,140 SH Defined 5.7 10,140 WELLS FARGO & CO NEW COM 949746101 133 5,620 SH Defined 5.7 5,620 WELLS FARGO & CO NEW COM 949746101 8 354 SH Defined 5.7 354 WENDYS INTL INC COM 950590109 117 4,302 SH Defined 5.6 4,302 WENDYS INTL INC COM 950590109 60 2,190 SH Defined 5.6 2,190 WENDYS INTL INC COM 950590109 44 1,624 SH Defined 5.6 1,624 WERNER ENTERPRISES INC COM 950755108 61 3,300 SH Defined 5.6 3,300 WESCO INTL INC COM 95082P105 61 1,528 SH Defined 5.6 1,528 WESCO INTL INC DBCV 2.625%10/1 95082PAE5 290 2,500 PRN Defined 5.6 2,500 WEST PHARMACEUTICAL SVSC INC SDCV 4.000% 3/1 955306AA3 398 4,200 PRN Defined 5.6 4,200 WESTERN DIGITAL CORP COM 958102105 5,302 153,541 SH Defined 5.6 153,541 WESTERN DIGITAL CORP COM 958102105 290 8,396 SH Defined 1.4 8,396 WESTERN DIGITAL CORP COM 958102105 6,177 178,885 SH Defined 1.2 178,885 WESTERN DIGITAL CORP COM 958102105 2,572 74,500 SH Defined 1.2 74,500 WESTERN DIGITAL CORP COM 958102105 2,013 58,300 SH Defined 1.2 58,300 WESTERN DIGITAL CORP COM 958102105 113 3,270 SH Defined 5.6 3,270 WESTERN DIGITAL CORP COM 958102105 110 3,200 SH Defined 5.6 3,200 WESTERN REFNG INC COM 959319104 110 9,290 SH Defined 1.4 9,290 WESTERN REFNG INC COM 959319104 7 579 SH Defined 5.6 579 WESTERN UN CO COM 959802109 1,583 64,041 SH Defined 5.6 64,041 WESTERN UN CO COM 959802109 194 7,832 SH Defined 5.6 7,832 WESTERN UN CO COM 959802109 22,702 918,359 SH Defined 5.6 918,359 WESTERN UN CO COM 959802109 24,720 1,000,000 SH Defined 5.7 1,000,000 WESTERN UN CO COM 959802109 2,101 85,000 SH Defined 5.7 85,000 WESTERN UN CO COM 959802109 1,041 42,100 SH Defined 5.7 42,100 WESTERN UN CO COM 959802109 539 21,800 SH Defined 5.7 21,800 WEYERHAEUSER CO COM 962166104 1,694 33,123 SH Defined 5.6 33,123 WEYERHAEUSER CO COM 962166104 546 10,669 SH Defined 1 10,669 W-H ENERGY SVCS INC COM 92925E108 2,489 26,000 SH Defined 5.6 26,000 W-H ENERGY SVCS INC COM 92925E108 2,417 25,243 SH Defined 5.6 25,243 W-H ENERGY SVCS INC COM 92925E108 2,017 21,063 SH Defined 5.6 21,063 W-H ENERGY SVCS INC COM 92925E108 1,023 10,687 SH Defined 5.6 10,687 W-H ENERGY SVCS INC COM 92925E108 1,007 10,515 SH Defined 5.6 10,515 W-H ENERGY SVCS INC COM 92925E108 811 8,470 SH Defined 5.6 8,470 W-H ENERGY SVCS INC COM 92925E108 565 5,900 SH Defined 5.6 5,900 W-H ENERGY SVCS INC COM 92925E108 551 5,760 SH Defined 5.6 5,760 W-H ENERGY SVCS INC COM 92925E108 96 1,000 SH Defined 5.6 1,000 W-H ENERGY SVCS INC COM 92925E108 4,947 51,675 SH Defined 5.6 51,675 WHIRLPOOL CORP COM 963320106 7,180 116,312 SH Defined 5.6 116,312 WHIRLPOOL CORP COM 963320106 1 22 SH Defined 1.4 22 WHIRLPOOL CORP COM 963320106 490 7,936 SH Defined 1 7,936 WHIRLPOOL CORP COM 963320106 125 2,020 SH Defined 5.6 2,020 WHIRLPOOL CORP COM 963320106 1 20 SH Defined 5.6 20 WHITE ELECTR DESIGNS CORP COM 963801105 0 20 SH Defined 1.4 20 WHITE MTNS INS GROUP LTD COM G9618E107 69 161 SH Defined 5.6 161 WHITING PETE CORP NEW COM 966387102 127 1,200 SH Defined 5.6 1,200 WHOLE FOODS MKT INC COM 966837106 275 11,623 SH Defined 5.6 11,623 WHOLE FOODS MKT INC COM 966837106 1,230 51,932 SH Defined 1 51,932 WHOLE FOODS MKT INC COM 966837106 36 1,500 SH Defined 5.6 1,500 WILEY JOHN & SONS INC CL A 968223206 55 1,231 SH Defined 5.6 1,231 WILLBROS GROUP INC COM 969199108 59 1,348 SH Defined 1.4 1,348 WILLIAMS CLAYTON ENERGY INC COM 969490101 981 8,926 SH Defined 5.6 8,926 WILLIAMS COS INC DEL COM 969457100 2,476 61,430 SH Defined 5.6 61,430 WILLIAMS COS INC DEL COM 969457100 16 400 SH Defined 1.4 400 WILLIAMS COS INC DEL COM 969457100 669 16,600 SH Defined 1.3 16,600 WILLIAMS COS INC DEL COM 969457100 617 15,313 SH Defined 1 15,313 WILLIAMS COS INC DEL COM 969457100 1,511 37,485 SH Defined 5.6 37,485 WILLIAMS COS INC DEL COM 969457100 984 24,400 SH Defined 5.6 24,400 WILLIAMS COS INC DEL COM 969457100 234 5,800 SH Defined 5.6 5,800 WILLIAMS SONOMA INC COM 969904101 86 4,332 SH Defined 5.6 4,332 WILLOW GROVE BANCORP INC NEW COM 97111W101 2 259 SH Defined 5.6 259 WILSON GREATBATCH TECHNOLOGI SDCV 2.250% 6/1 972232AB8 199 2,500 PRN Defined 5.6 2,500 WIMM BILL DANN FOODS OJSC SPONSORED ADR 97263M109 905 8,600 SH Defined 5.6 8,600 WIMM BILL DANN FOODS OJSC SPONSORED ADR 97263M109 12 110 SH Defined 1 110 WIMM BILL DANN FOODS OJSC SPONSORED ADR 97263M109 221 2,100 SH Defined 5.7 2,100 WIND RIVER SYSTEMS INC COM 973149107 679 62,344 SH Defined 1.4 62,344 WINDSTREAM CORP COM 97381W104 1,851 149,997 SH Defined 5.6 149,997 WINDSTREAM CORP COM 97381W104 12 1,000 SH Defined 1.4 1,000 WINDSTREAM CORP COM 97381W104 18 1,490 SH Defined 5.6 1,490 WINN DIXIE STORES INC COM NEW 974280307 123 7,700 SH Defined 5.6 7,700 WINTRUST FINANCIAL CORP COM 97650W108 16 667 SH Defined 5.6 667 WIPRO LTD SPON ADR 1 SH 97651M109 5 400 SH Defined 1.4 400 WIPRO LTD SPON ADR 1 SH 97651M109 14 1,120 SH Defined 1 1,120 WISCONSIN ENERGY CORP COM 976657106 579 12,801 SH Defined 5.6 12,801 WOLVERINE WORLD WIDE INC COM 978097103 59 2,200 SH Defined 5.6 2,200 WORLD FUEL SVCS CORP COM 981475106 1,075 49,019 SH Defined 1.4 49,019 WORTHINGTON INDS INC COM 981811102 695 33,900 SH Defined 5.6 33,900 WORTHINGTON INDS INC COM 981811102 49 2,400 SH Defined 5.6 2,400 WRIGLEY WM JR CO COM 982526105 1,313 16,877 SH Defined 5.6 16,877 WRIGLEY WM JR CO COM 982526105 4,175 53,674 SH Defined 5.6 53,674 WRIGLEY WM JR CO COM 982526105 3,431 44,110 SH Defined 5.6 44,110 WRIGLEY WM JR CO COM 982526105 2,729 35,081 SH Defined 5.6 35,081 WRIGLEY WM JR CO COM 982526105 2,583 33,210 SH Defined 5.6 33,210 WRIGLEY WM JR CO COM 982526105 2,442 31,400 SH Defined 5.6 31,400 WRIGLEY WM JR CO COM 982526105 2,427 31,200 SH Defined 5.6 31,200 WRIGLEY WM JR CO COM 982526105 895 11,506 SH Defined 5.6 11,506 WRIGLEY WM JR CO COM 982526105 881 11,329 SH Defined 5.6 11,329 WRIGLEY WM JR CO COM 982526105 531 6,832 SH Defined 5.6 6,832 WRIGLEY WM JR CO COM 982526105 296 3,800 SH Defined 5.6 3,800 WRIGLEY WM JR CO COM 982526105 8,735 112,302 SH Defined 5.6 112,302 WUXI PHARMATECH CAYMAN INC SPONS ADR SHS 929352102 1,693 83,392 SH Defined 5.6 83,392 WYETH COM 983024100 1,228 25,600 SH Defined 8,9,10 25,600 WYETH COM 983024100 68,594 1,430,230 SH Defined 5.6 1,430,230 WYETH COM 983024100 1,668 34,779 SH Defined 1 34,779 WYETH COM 983024100 1,937 40,390 SH Defined 5.6 40,390 WYETH COM 983024100 628 13,100 SH Defined 5.6 13,100 WYETH COM 983024100 521 10,872 SH Defined 5.6 10,872 WYETH COM 983024100 398 8,300 SH Defined 5.6 8,300 WYETH COM 983024100 343 7,149 SH Defined 5.6 7,149 WYETH COM 983024100 192 4,000 SH Defined 5.6 4,000 WYETH COM 983024100 34 700 SH Defined 5.6 700 WYETH COM 983024100 7 152 SH Defined 5.7 152 WYETH DBCV 1/1 983024AD2 43,360 41,894 PRN Defined 5.6 41,894 WYNDHAM WORLDWIDE CORP COM 98310W108 134 7,470 SH Defined 5.6 7,470 WYNDHAM WORLDWIDE CORP COM 98310W108 320 17,851 SH Defined 5.6 17,851 WYNDHAM WORLDWIDE CORP COM 98310W108 113 6,300 SH Defined 5.6 6,300 WYNN RESORTS LTD COM 983134107 537 6,596 SH Defined 5.6 6,596 WYNN RESORTS LTD COM 983134107 68 836 SH Defined 1.4 836 WYNN RESORTS LTD COM 983134107 120 1,472 SH Defined 1 1,472 XCEL ENERGY INC COM 98389B100 989 49,271 SH Defined 5.6 49,271 XCEL ENERGY INC COM 98389B100 442 22,038 SH Defined 1 22,038 XENOPORT INC COM 98411C100 718 18,400 SH Defined 5.6 18,400 XEROX CORP COM 984121103 2,652 195,597 SH Defined 5.6 195,597 XEROX CORP COM 984121103 23 1,660 SH Defined 5.6 1,660 XEROX CORP COM 984121103 0 1 SH Defined 5.6 1 XILINX INC COM 983919101 682 27,015 SH Defined 5.6 27,015 XILINX INC COM 983919101 619 24,500 SH Defined 1.4 24,500 XILINX INC COM 983919101 1,093 43,274 SH Defined 1 43,274 XILINX INC COM 983919101 486 19,248 SH Defined 5.6 19,248 XILINX INC COM 983919101 114 4,500 SH Defined 5.6 4,500 XL CAP LTD CL A G98255105 1,053 51,200 SH Defined 8,9,10 51,200 XL CAP LTD CL A G98255105 714 34,737 SH Defined 5.6 34,737 XL CAP LTD CL A G98255105 303 14,715 SH Defined 1 14,715 XL CAP LTD CL A G98255105 171 8,300 SH Defined 5.6 8,300 XL CAP LTD CL A G98255105 35 1,700 SH Defined 5.6 1,700 XM SATELLITE RADIO HLDGS INC CL A 983759101 77 9,867 SH Defined 5.6 9,867 XM SATELLITE RADIO HLDGS INC CL A 983759101 2 208 SH Defined 1 208 XM SATELLITE RADIO HLDGS INC CL A 983759101 734 93,639 SH Defined 5.6 93,639 XM SATELLITE RADIO HLDGS INC CL A 983759101 384 49,000 SH Defined 5.6 49,000 XM SATELLITE RADIO HLDGS INC CL A 983759101 263 33,500 SH Defined 5.6 33,500 XM SATELLITE RADIO HLDGS INC CL A 983759101 10 1,238 SH Defined 5.6 1,238 XTO ENERGY INC COM 98385X106 10,308 150,454 SH Defined 5.6 150,454 XTO ENERGY INC COM 98385X106 115 1,684 SH Defined 1.4 1,684 XTO ENERGY INC COM 98385X106 3,681 53,728 SH Defined 1 53,728 XTO ENERGY INC COM 98385X106 77 1,125 SH Defined 5.6 1,125 XTO ENERGY INC COM 98385X106 13 185 SH Defined 5.6 185 YAHOO INC COM 984332106 886 42,900 SH Defined 8,9,10 42,900 YAHOO INC COM 984332106 43,574 2,109,087 SH Defined 5.6 2,109,087 YAHOO INC COM 984332106 1,425 68,976 SH Defined 1.4 68,976 YAHOO INC COM 984332106 10 500 SH Defined 1 500 YAHOO INC COM 984332106 21,980 1,063,906 SH Defined 1 1,063,906 YAHOO INC COM 984332106 4,854 234,923 SH Defined 5.6 234,923 YAHOO INC COM 984332106 1,777 86,000 SH Defined 5.6 86,000 YAHOO INC COM 984332106 1,511 73,147 SH Defined 5.6 73,147 YAHOO INC COM 984332106 438 21,200 SH Defined 5.6 21,200 YAHOO INC COM 984332106 122 5,900 SH Defined 5.6 5,900 YAHOO INC COM 984332106 97 4,700 SH Defined 5.6 4,700 YAHOO INC COM 984332106 82 3,966 SH Defined 5.6 3,966 YAHOO INC COM 984332106 5 223 SH Defined 5.6 223 YAHOO INC COM 984332106 1 35 SH Defined 5.6 35 YAHOO INC COM 984332106 4,312 208,730 SH Defined 5.6 208,730 YAHOO INC COM 984332106 8,225 398,130 SH Defined 5.7 398,130 YAHOO INC COM 984332106 387 18,740 SH Defined 5.7 18,740 YAHOO INC COM 984332106 227 11,000 SH Defined 5.7 11,000 YAHOO INC COM 984332106 112 5,440 SH Defined 5.7 5,440 YAHOO INC COM 984332106 58 2,800 SH Defined 5.7 2,800 YAMANA GOLD INC COM 98462Y100 29,760 1,780,218 SH Defined 5.6 1,780,218 YAMANA GOLD INC COM 98462Y100 2,030 121,914 SH Defined 1.4 121,914 YAMANA GOLD INC COM 98462Y100 358 21,485 SH Defined 5.6 21,485 YAMANA GOLD INC COM 98462Y100 239 14,365 SH Defined 5.6 14,365 YAMANA GOLD INC COM 98462Y100 124 7,426 SH Defined 5.6 7,426 YAMANA GOLD INC COM 98462Y100 161 9,698 SH Defined 5.6 9,698 YAMANA GOLD INC COM 98462Y100 20 1,172 SH Defined 5.6 1,172 YAMANA GOLD INC COM 98462Y100 25 1,500 SH Defined 1,500 YELLOW ROADWAY CORP NOTE 5.000% 8/0 985577AA3 1,583 17,690 PRN Defined 5.6 17,690 YINGLI GREEN ENERGY HLDG CO ADR 98584B103 314 19,700 SH Defined 5.6 19,700 YINGLI GREEN ENERGY HLDG CO ADR 98584B103 283 17,800 SH Defined 5.6 17,800 YINGLI GREEN ENERGY HLDG CO ADR 98584B103 167 10,500 SH Defined 5.6 10,500 YINGLI GREEN ENERGY HLDG CO ADR 98584B103 24 1,500 SH Defined 5.6 1,500 YINGLI GREEN ENERGY HLDG CO ADR 98584B103 8 500 SH Defined 5.6 500 YINGLI GREEN ENERGY HLDG CO ADR 98584B103 2,496 156,800 SH Defined 5.6 156,800 YINGLI GREEN ENERGY HLDG CO ADR 98584B103 17 1,040 SH Defined 1.4 1,040 YINGLI GREEN ENERGY HLDG CO ADR 98584B103 3,378 212,160 SH Defined 5.7 212,160 YINGLI GREEN ENERGY HLDG CO ADR 98584B103 281 17,680 SH Defined 5.7 17,680 YPF SOCIEDAD ANONIMA SPON ADR CL D 984245100 7 140 SH Defined 5.6 140 YRC WORLDWIDE INC COM 984249102 58 3,920 SH Defined 5.6 3,920 YUM BRANDS INC COM 988498101 15,089 429,999 SH Defined 5.6 429,999 YUM BRANDS INC COM 988498101 144 4,090 SH Defined 1.4 4,090 YUM BRANDS INC COM 988498101 87 2,480 SH Defined 5.6 2,480 YUM BRANDS INC COM 988498101 3,084 87,892 SH Defined 5.7 87,892 YUM BRANDS INC COM 988498101 621 17,700 SH Defined 5.7 17,700 YUM BRANDS INC COM 988498101 320 9,110 SH Defined 5.7 9,110 YUM BRANDS INC COM 988498101 309 8,820 SH Defined 5.7 8,820 YUM BRANDS INC COM 988498101 158 4,490 SH Defined 5.7 4,490 ZBB ENERGY CORPORATION COM 98876R204 32 8,372 SH Defined 5.6 8,372 ZBB ENERGY CORPORATION COM 98876R204 3 902 SH Defined 5.6 902 ZEP INC COM 98944B108 266 17,867 SH Defined 5.6 17,867 ZILOG INC COM PAR $0.01 989524301 1 451 SH Defined 5.6 451 ZIMMER HLDGS INC COM 98956P102 1,380 20,279 SH Defined 5.6 20,279 ZIMMER HLDGS INC COM 98956P102 880 12,932 SH Defined 1 12,932 ZIONS BANCORPORATION COM 989701107 397 12,598 SH Defined 5.6 12,598 ZIONS BANCORPORATION COM 989701107 280 8,907 SH Defined 1 8,907 ZOLTEK COS INC COM 98975W104 1 30 SH Defined 1.4 30 ZUMIEZ INC COM 989817101 48 2,900 SH Defined 5.6 2,900
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