-----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, Fa1GbkIIgqWDRLbmkuhDWHckxYQMoNSNGF5hAQHdfj4pEaiKb2/pIxdgUpa3PtXM dJRBGyPZyxpWTyTzOJlV2Q== 0000903423-08-000927.txt : 20081114 0000903423-08-000927.hdr.sgml : 20081114 20081114132826 ACCESSION NUMBER: 0000903423-08-000927 CONFORMED SUBMISSION TYPE: 13F-HR PUBLIC DOCUMENT COUNT: 1 CONFORMED PERIOD OF REPORT: 20080930 FILED AS OF DATE: 20081114 DATE AS OF CHANGE: 20081114 EFFECTIVENESS DATE: 20081114 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: 081189284 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_114.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 : September 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 November 14, 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: 5,966 Form 13F Information Table Value Total: 16,990,822 (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 117 50,000 SH Defined 5.6 50,000 3COM CORP COM 885535104 282 120,900 SH Defined 5.6 120,900 3-D SYS CORP DEL COM NEW 88554D205 7 500 SH Defined 1.3 500 3M CO COM 88579Y101 2,671 39,100 SH Defined 5.6 39,100 3M CO COM 88579Y101 23,793 348,302 SH Defined 5.6 348,302 3M CO COM 88579Y101 260 3,800 SH Defined 5.6 3,800 3M CO COM 88579Y101 1,420 20,784 SH Defined 5.6 20,784 3M CO COM 88579Y101 7 105 SH Defined 5.7 105 3M CO COM 88579Y101 212 3,100 SH Defined 5.7 3,100 3M CO COM 88579Y101 324 4,750 SH Defined 5.7 4,750 3M CO COM 88579Y101 827 12,100 SH Defined 5.7 12,100 3M CO COM 88579Y101 9,378 137,290 SH Defined 5.7 137,290 3M CO COM 88579Y101 3,063 46,190 SH Defined 1 46,190 A D C TELECOMMUNICATIONS FRNT 6/1 000886AB7 128 1,710 PRN Defined 5.6 1,710 AAR CORP NOTE 2.250% 3/0 000361AL9 216 3,000 PRN Defined 5.6 3,000 ABB LTD SPONSORED ADR 000375204 6,526 336,400 SH Defined 5.6 336,400 ABB LTD SPONSORED ADR 000375204 2,716 140,000 SH Defined 1.4 140,000 ABB LTD SPONSORED ADR 000375204 80 4,130 SH Defined 5.6 4,130 ABB LTD SPONSORED ADR 000375204 85 4,378 SH Defined 5.6 4,378 ABBOTT LABS COM 002824100 1,088 18,900 SH Defined 5.6 18,900 ABBOTT LABS COM 002824100 95,251 1,654,229 SH Defined 5.6 1,654,229 ABBOTT LABS COM 002824100 132 2,300 SH Defined 5.6 2,300 ABBOTT LABS COM 002824100 271 4,700 SH Defined 5.6 4,700 ABBOTT LABS COM 002824100 916 15,900 SH Defined 5.6 15,900 ABBOTT LABS COM 002824100 6 106 SH Defined 5.7 106 ABBOTT LABS COM 002824100 3 50 SH Defined 50 ABBOTT LABS COM 002824100 19,092 332,606 SH Defined 1 332,606 ABERCROMBIE & FITCH CO CL A 002896207 1,517 38,443 SH Defined 5.6 38,443 ABERCROMBIE & FITCH CO CL A 002896207 42 1,067 SH Defined 5.7 1,067 ABERCROMBIE & FITCH CO CL A 002896207 757 19,200 SH Defined 5.7 19,200 ABERCROMBIE & FITCH CO CL A 002896207 592 16,573 SH Defined 1 16,573 ABERDEEN AUSTRALIA EQTY FD I COM 003011103 26 2,500 SH Defined 1.4 2,500 ABRAXAS PETE CORP COM 003830106 25 9,570 SH Defined 5.6 9,570 ACACIA RESH CORP ACACIA TCH COM 003881307 43 14,080 SH Defined 5.6 14,080 ACADIA RLTY TR COM SH BEN INT 004239109 154 6,100 SH Defined 5.6 6,100 ACCENTURE LTD BERMUDA CL A G1150G111 36,124 950,634 SH Defined 5.6 950,634 ACCENTURE LTD BERMUDA CL A G1150G111 69 1,826 SH Defined 1.4 1,826 ACCENTURE LTD BERMUDA CL A G1150G111 84 2,200 SH Defined 5.6 2,200 ACCENTURE LTD BERMUDA CL A G1150G111 295 7,750 SH Defined 5.6 7,750 ACCENTURE LTD BERMUDA CL A G1150G111 0 2 SH Defined 5.6 2 ACCENTURE LTD BERMUDA CL A G1150G111 352 9,260 SH Defined 5.7 9,260 ACCENTURE LTD BERMUDA CL A G1150G111 513 13,500 SH Defined 5.7 13,500 ACCENTURE LTD BERMUDA CL A G1150G111 817 21,500 SH Defined 5.7 21,500 ACCENTURE LTD BERMUDA CL A G1150G111 1,140 30,000 SH Defined 5.7 30,000 ACCENTURE LTD BERMUDA CL A G1150G111 2,766 72,800 SH Defined 5.7 72,800 ACCURIDE CORP COM 004398103 5 3,390 SH Defined 5.6 3,390 ACCURIDE CORP COM 004398103 43 27,065 SH Defined 5.6 27,065 ACORDA THERAPEUTICS INC COM 00484M106 894 37,500 SH Defined 5.6 37,500 ACTIVISION BLIZZARD INC COM 00507V109 12,548 813,221 SH Defined 5.6 813,221 ACTIVISION BLIZZARD INC COM 00507V109 62 4,000 SH Defined 1.4 4,000 ACTIVISION BLIZZARD INC COM 00507V109 244 15,800 SH Defined 5.6 15,800 ACTIVISION BLIZZARD INC COM 00507V109 503 32,574 SH Defined 5.6 32,574 ACUITY BRANDS INC COM 00508Y102 163 3,900 SH Defined 5.6 3,900 ADAMS EXPRESS CO COM 006212104 78 7,200 SH Defined 1.4 7,200 ADAMS EXPRESS CO COM 006212104 79 7,300 SH Defined 5.6 7,300 ADAPTEC INC COM 00651F108 25 7,500 SH Defined 1.4 7,500 ADHEREX TECHNOLOGIES INC COM NEW 00686R200 5 51,486 SH Defined 5.6 51,486 ADOBE SYS INC COM 00724F101 2,814 71,285 SH Defined 5.6 71,285 ADOBE SYS INC COM 00724F101 610 15,445 SH Defined 1.4 15,445 ADOBE SYS INC COM 00724F101 231 6,379 SH Defined 1 6,379 ADOLOR CORP COM 00724X102 209 60,520 SH Defined 5.6 60,520 ADTRAN INC COM 00738A106 205 10,500 SH Defined 5.6 10,500 ADVANCE AUTO PARTS INC COM 00751Y106 153 3,870 SH Defined 5.6 3,870 ADVANCE AUTO PARTS INC COM 00751Y106 8,803 221,966 SH Defined 5.6 221,966 ADVANCED MICRO DEVICES INC COM 007903107 591 112,613 SH Defined 5.6 112,613 ADVANCED MICRO DEVICES INC COM 007903107 294 55,927 SH Defined 1.4 55,927 ADVANCED MICRO DEVICES INC COM 007903107 1,592 303,200 SH Defined 5.6 303,200 ADVANCED MICRO DEVICES INC COM 007903107 97 18,500 SH Defined 5.7 18,500 ADVANCED MICRO DEVICES INC COM 007903107 148 28,200 SH Defined 5.7 28,200 ADVANCED MICRO DEVICES INC COM 007903107 368 70,000 SH Defined 5.7 70,000 ADVANCED MICRO DEVICES INC COM 007903107 5,933 1,130,000 SH Defined 5.7 1,130,000 ADVANCED MICRO DEVICES INC COM 007903107 236 55,120 SH Defined 1 55,120 ADVANCED MICRO DEVICES INC NOTE 6.000% 5/0 007903AL1 352 7,100 PRN Defined 5.6 7,100 ADVANCED MICRO DEVICES INC NOTE 6.000% 5/0 007903AL1 997 20,100 PRN Defined 5.6 20,100 ADVANCED TECHNOLOGY ACQU COR COM 007556103 175 23,200 SH Defined 5.6 23,200 ADVANTAGE ENERGY INCOME FD TR UNIT 00762L101 70 7,400 SH Defined 5.6 7,400 AECOM TECHNOLOGY CORP DELAWA COM 00766T100 2,053 84,000 SH Defined 5.6 84,000 AECOM TECHNOLOGY CORP DELAWA COM 00766T100 186 7,622 SH Defined 5.6 7,622 AEGEAN MARINE PETROLEUM NETW SHS Y0017S102 317 14,194 SH Defined 1.4 14,194 AEROPOSTALE COM 007865108 588 18,300 SH Defined 5.6 18,300 AEROVIRONMENT INC COM 008073108 10 300 SH Defined 1.4 300 AES CORP COM 00130H105 706 60,370 SH Defined 5.6 60,370 AES CORP COM 00130H105 405 34,620 SH Defined 1.4 34,620 AES CORP COM 00130H105 203 17,382 SH Defined 5.6 17,382 AES CORP COM 00130H105 387 33,100 SH Defined 5.6 33,100 AES CORP COM 00130H105 98 8,411 SH Defined 5.6 8,411 AES CORP COM 00130H105 677 57,900 SH Defined 5.6 57,900 AES CORP COM 00130H105 113 9,930 SH Defined 1 9,930 AETNA INC NEW COM 00817Y108 10,436 289,005 SH Defined 5.6 289,005 AETNA INC NEW COM 00817Y108 29 800 SH Defined 5.6 800 AETNA INC NEW COM 00817Y108 53 1,469 SH Defined 5.6 1,469 AETNA INC NEW COM 00817Y108 1,033 28,600 SH Defined 5.6 28,600 AETNA INC NEW COM 00817Y108 137 3,800 SH Defined 5.7 3,800 AETNA INC NEW COM 00817Y108 213 5,900 SH Defined 5.7 5,900 AETNA INC NEW COM 00817Y108 542 15,000 SH Defined 5.7 15,000 AETNA INC NEW COM 00817Y108 7,041 195,000 SH Defined 5.7 195,000 AETNA INC NEW COM 00817Y108 2,832 80,333 SH Defined 1 80,333 AFC ENTERPRISES INC COM 00104Q107 16 2,220 SH Defined 5.6 2,220 AFC ENTERPRISES INC COM 00104Q107 132 18,160 SH Defined 5.6 18,160 AFFILIATED COMPUTER SERVICES CL A 008190100 1,469 29,008 SH Defined 5.6 29,008 AFFILIATED COMPUTER SERVICES CL A 008190100 172 3,400 SH Defined 5.6 3,400 AFFILIATED COMPUTER SERVICES CL A 008190100 134 2,643 SH Defined 5.6 2,643 AFFILIATED COMPUTER SERVICES CL A 008190100 1,565 30,902 SH Defined 5.6 30,902 AFFILIATED COMPUTER SERVICES CL A 008190100 96 1,884 SH Defined 1 1,884 AFFILIATED MANAGERS GROUP COM 008252108 414 5,000 SH Defined 5.6 5,000 AFFILIATED MANAGERS GROUP COM 008252108 14,910 201,486 SH Defined 1 201,486 AFFYMETRIX INC COM 00826T108 115 14,900 SH Defined 5.6 14,900 AFFYMETRIX INC NOTE 3.500% 1/1 00826TAG3 1,022 14,400 PRN Defined 5.6 14,400 AFLAC INC COM 001055102 10,379 176,661 SH Defined 5.6 176,661 AFLAC INC COM 001055102 0 2 SH Defined 1.4 2 AFLAC INC COM 001055102 93 1,821 SH Defined 1 1,821 AGCO CORP COM 001084102 2,890 67,832 SH Defined 5.6 67,832 AGCO CORP COM 001084102 1 20 SH Defined 5.6 20 AGCO CORP COM 001084102 264 6,200 SH Defined 5.6 6,200 AGFEED INDUSTRIES INC COM 00846L101 1,190 150,600 SH Defined 5.6 150,600 AGFEED INDUSTRIES INC COM 00846L101 2 245 SH Defined 1.4 245 AGILENT TECHNOLOGIES INC COM 00846U101 938 31,611 SH Defined 5.6 31,611 AGILENT TECHNOLOGIES INC COM 00846U101 56 1,900 SH Defined 5.6 1,900 AGL RES INC COM 001204106 1,084 34,544 SH Defined 5.6 34,544 AGNICO EAGLE MINES LTD COM 008474108 18,439 337,422 SH Defined 5.6 337,422 AGNICO EAGLE MINES LTD COM 008474108 337 6,026 SH Defined 1.4 6,026 AGNICO EAGLE MINES LTD COM 008474108 277 4,940 SH Defined 5.6 4,940 AGNICO EAGLE MINES LTD COM 008474108 488 8,709 SH Defined 5.6 8,709 AGNICO EAGLE MINES LTD COM 008474108 13 233 SH Defined 5.6 233 AGRIUM INC COM 008916108 15,376 274,741 SH Defined 5.6 274,741 AGRIUM INC COM 008916108 128 2,234 SH Defined 1.4 2,234 AGRIUM INC COM 008916108 472 8,230 SH Defined 5.6 8,230 AGRIUM INC COM 008916108 487 8,500 SH Defined 5.6 8,500 AGRIUM INC COM 008916108 28 489 SH Defined 5.6 489 AGRIUM INC COM 008916108 190 3,309 SH Defined 5.6 3,309 AGRIUM INC COM 008916108 48 834 SH Defined 5.7 834 AGRIUM INC COM 008916108 860 15,000 SH Defined 5.7 15,000 AGRIUM INC COM 008916108 519 9,256 SH Defined 1 9,256 AIR PRODS & CHEMS INC COM 009158106 9,499 138,692 SH Defined 5.6 138,692 AIR PRODS & CHEMS INC COM 009158106 144 2,100 SH Defined 5.6 2,100 AIR PRODS & CHEMS INC COM 009158106 75 1,093 SH Defined 1 1,093 AIRCASTLE LTD COM G0129K104 324 32,700 SH Defined 5.6 32,700 AIRGAS INC COM 009363102 472 9,500 SH Defined 5.6 9,500 AIRMEDIA GROUP INC SPONSORED ADR 009411109 69 9,260 SH Defined 5.6 9,260 AK STL HLDG CORP COM 001547108 294 11,338 SH Defined 5.6 11,338 AK STL HLDG CORP COM 001547108 1 31 SH Defined 5.6 31 AK STL HLDG CORP COM 001547108 83 3,212 SH Defined 5.6 3,212 AK STL HLDG CORP COM 001547108 128 4,950 SH Defined 5.6 4,950 AK STL HLDG CORP COM 001547108 149 5,748 SH Defined 5.6 5,748 AK STL HLDG CORP COM 001547108 171 6,600 SH Defined 5.6 6,600 AK STL HLDG CORP COM 001547108 810 31,269 SH Defined 5.6 31,269 AK STL HLDG CORP COM 001547108 3 99 SH Defined 5.6 99 AK STL HLDG CORP COM 001547108 156 6,701 SH Defined 1 6,701 AKAMAI TECHNOLOGIES INC COM 00971T101 608 34,882 SH Defined 5.6 34,882 AKAMAI TECHNOLOGIES INC COM 00971T101 44 2,530 SH Defined 1.4 2,530 AKAMAI TECHNOLOGIES INC COM 00971T101 244 14,000 SH Defined 5.6 14,000 AKAMAI TECHNOLOGIES INC COM 00971T101 77 4,395 SH Defined 1 4,395 AKAMAI TECHNOLOGIES INC COM 00971T101 63 4,248 SH Defined 1 4,248 AKORN INC COM 009728106 1,260 245,600 SH Defined 5.6 245,600 ALBEMARLE CORP COM 012653101 355 11,500 SH Defined 5.6 11,500 ALBEMARLE CORP COM 012653101 25 810 SH Defined 5.6 810 ALBEMARLE CORP COM 012653101 386 12,500 SH Defined 5.6 12,500 ALBERTO CULVER CO NEW COM 013078100 782 28,700 SH Defined 5.6 28,700 ALBERTO CULVER CO NEW COM 013078100 61 2,239 SH Defined 5.6 2,239 ALCATEL-LUCENT SPONSORED ADR 013904305 0 1 SH Defined 5.6 1 ALCATEL-LUCENT SPONSORED ADR 013904305 0 37 SH Defined 5.6 37 ALCATEL-LUCENT SPONSORED ADR 013904305 153 39,946 SH Defined 1.4 39,946 ALCATEL-LUCENT SPONSORED ADR 013904305 0 63 SH Defined 63 ALCATEL-LUCENT SPONSORED ADR 013904305 207 56,600 SH Defined 1 56,600 ALCOA INC COM 013817101 38,460 1,703,269 SH Defined 5.6 1,703,269 ALCOA INC COM 013817101 111 4,901 SH Defined 1.4 4,901 ALCOA INC COM 013817101 7 300 SH Defined 1.2 300 ALCOA INC COM 013817101 39 1,743 SH Defined 5.6 1,743 ALCOA INC COM 013817101 170 7,545 SH Defined 5.6 7,545 ALCOA INC COM 013817101 0 5 SH Defined 5.6 5 ALCOA INC COM 013817101 0 6 SH Defined 5.6 6 ALCOA INC COM 013817101 4 179 SH Defined 5.6 179 ALCOA INC COM 013817101 26 1,142 SH Defined 5.6 1,142 ALCOA INC COM 013817101 331 15,480 SH Defined 1 15,480 ALCON INC COM SHS H01301102 5,068 31,379 SH Defined 1.3 31,379 ALEXANDERS INC COM 014752109 80 200 SH Defined 5.6 200 ALEXANDRIA REAL ESTATE EQ IN COM 015271109 1,609 14,300 SH Defined 5.6 14,300 ALEXCO RESOURCE CORP COM 01535P106 17 8,200 SH Defined 8,200 ALKERMES INC COM 01642T108 186 14,000 SH Defined 5.6 14,000 ALLEGHENY ENERGY INC COM 017361106 559 15,190 SH Defined 5.6 15,190 ALLEGHENY ENERGY INC COM 017361106 221 6,020 SH Defined 5.6 6,020 ALLEGHENY ENERGY INC COM 017361106 158 4,438 SH Defined 1 4,438 ALLEGHENY TECHNOLOGIES INC COM 01741R102 286 9,677 SH Defined 5.6 9,677 ALLEGHENY TECHNOLOGIES INC COM 01741R102 345 12,418 SH Defined 1 12,418 ALLERGAN INC COM 018490102 2,302 44,698 SH Defined 5.6 44,698 ALLERGAN INC COM 018490102 89 1,734 SH Defined 1 1,734 ALLERGAN INC COM 018490102 121 2,352 SH Defined 5.7 2,352 ALLERGAN INC COM 018490102 2,180 42,330 SH Defined 5.7 42,330 ALLERGAN INC COM 018490102 178 3,482 SH Defined 1 3,482 ALLERGAN INC NOTE 1.500% 4/0 018490AL6 34,720 33,882 PRN Defined 5.6 33,882 ALLIANCE DATA SYSTEMS CORP COM 018581108 1,844 29,096 SH Defined 5.6 29,096 ALLIANCE HOLDINGS GP LP COM UNITS LP 01861G100 128 6,379 SH Defined 5.6 6,379 ALLIANCE ONE INTL INC COM 018772103 7 1,800 SH Defined 1.4 1,800 ALLIANCE ONE INTL INC COM 018772103 2,223 584,980 SH Defined 5.6 584,980 ALLIANT ENERGY CORP COM 018802108 454 14,083 SH Defined 5.6 14,083 ALLIANT ENERGY CORP COM 018802108 64 2,000 SH Defined 5.6 2,000 ALLIANT ENERGY CORP COM 018802108 375 11,652 SH Defined 5.6 11,652 ALLIED CAP CORP NEW COM 01903Q108 1,296 120,021 SH Defined 5.6 120,021 ALLIED CAP CORP NEW COM 01903Q108 152 12,140 SH Defined 1 12,140 ALLIED WASTE INDS INC COM PAR$.01NEW 019589308 223 20,043 SH Defined 5.6 20,043 ALLIED WASTE INDS INC COM PAR$.01NEW 019589308 544 49,000 SH Defined 1.4 49,000 ALLIED WASTE INDS INC COM PAR$.01NEW 019589308 56 5,028 SH Defined 5.6 5,028 ALLIED WASTE INDS INC COM PAR$.01NEW 019589308 86 7,742 SH Defined 5.6 7,742 ALLIED WASTE INDS INC COM PAR$.01NEW 019589308 130 11,709 SH Defined 5.6 11,709 ALLIED WASTE INDS INC COM PAR$.01NEW 019589308 421 37,870 SH Defined 5.6 37,870 ALLIED WASTE INDS INC COM PAR$.01NEW 019589308 479 43,100 SH Defined 5.6 43,100 ALLIED WASTE INDS INC COM PAR$.01NEW 019589308 138 12,400 SH Defined 5.7 12,400 ALLIED WASTE INDS INC COM PAR$.01NEW 019589308 216 19,400 SH Defined 5.7 19,400 ALLIED WASTE INDS INC COM PAR$.01NEW 019589308 557 50,100 SH Defined 5.7 50,100 ALLIED WASTE INDS INC COM PAR$.01NEW 019589308 7,443 669,900 SH Defined 5.7 669,900 ALLIED WASTE INDS INC COM PAR$.01NEW 019589308 296 27,569 SH Defined 1 27,569 ALLOS THERAPEUTICS INC COM 019777101 83 11,169 SH Defined 5.6 11,169 ALLSTATE CORP COM 020002101 4,062 88,064 SH Defined 5.6 88,064 ALLSTATE CORP COM 020002101 139 3,020 SH Defined 5.7 3,020 ALLSTATE CORP COM 020002101 238 5,163 SH Defined 5.7 5,163 ALLSTATE CORP COM 020002101 555 12,040 SH Defined 5.7 12,040 ALLSTATE CORP COM 020002101 575 13,339 SH Defined 1 13,339 ALMOST FAMILY INC COM 020409108 40 1,000 SH Defined 1.4 1,000 ALPHA NATURAL RESOURCES INC COM 02076X102 1,210 23,532 SH Defined 5.6 23,532 ALPHA NATURAL RESOURCES INC COM 02076X102 67 1,300 SH Defined 1.4 1,300 ALPHA NATURAL RESOURCES INC COM 02076X102 249 4,837 SH Defined 5.6 4,837 ALPHA NATURAL RESOURCES INC COM 02076X102 911 17,716 SH Defined 5.6 17,716 ALPHA NATURAL RESOURCES INC COM 02076X102 2,705 52,600 SH Defined 5.6 52,600 ALPHARMA INC CL A 020813101 170 4,621 SH Defined 5.6 4,621 ALPHARMA INC CL A 020813101 439 11,900 SH Defined 5.6 11,900 ALPHARMA INC CL A 020813101 514 13,927 SH Defined 5.6 13,927 ALPHARMA INC CL A 020813101 627 16,997 SH Defined 5.6 16,997 ALPHARMA INC CL A 020813101 679 18,400 SH Defined 5.6 18,400 ALPHARMA INC CL A 020813101 771 20,890 SH Defined 5.6 20,890 ALSERES PHARMACEUTICALS INC COM 021152103 0 10 SH Defined 1.3 10 ALSIUS CORPORATION COM 021211107 11 13,054 SH Defined 5.6 13,054 ALTERA CORP COM 021441100 964 46,591 SH Defined 5.6 46,591 ALTERA CORP COM 021441100 705 34,069 SH Defined 1.4 34,069 ALTERA CORP COM 021441100 4 194 SH Defined 5.6 194 ALTERA CORP COM 021441100 41 2,000 SH Defined 2,000 ALTERA CORP COM 021441100 52 2,628 SH Defined 1 2,628 ALTERNATIVE ASSET MGMT ACQU COM 02149U101 180 20,000 SH Defined 5.6 20,000 ALTRIA GROUP INC COM 02209S103 46,178 2,327,515 SH Defined 5.6 2,327,515 ALTRIA GROUP INC COM 02209S103 40 2,000 SH Defined 1.4 2,000 ALTRIA GROUP INC COM 02209S103 198 10,000 SH Defined 1.3 10,000 ALTRIA GROUP INC COM 02209S103 7 358 SH Defined 5.7 358 ALTRIA GROUP INC COM 02209S103 595 30,000 SH Defined 5.7 30,000 ALTRIA GROUP INC COM 02209S103 813 41,000 SH Defined 5.7 41,000 ALTRIA GROUP INC COM 02209S103 893 45,000 SH Defined 5.7 45,000 ALTRIA GROUP INC COM 02209S103 1,290 65,000 SH Defined 5.7 65,000 ALTRIA GROUP INC COM 02209S103 3,000 151,200 SH Defined 5.7 151,200 ALTRIA GROUP INC COM 02209S103 289 14,590 SH Defined 14,590 ALTRIA GROUP INC COM 02209S103 2 100 SH Defined 100 ALTRIA GROUP INC COM 02209S103 7,347 379,712 SH Defined 1 379,712 ALUMINA LTD SPONSORED ADR 022205108 5 465 SH Defined 1.4 465 ALUMINUM CORP CHINA LTD SPON ADR H SHS 022276109 8 500 SH Defined 1.4 500 AMAG PHARMACEUTICALS INC COM 00163U106 445 11,483 SH Defined 5.6 11,483 AMARIN CORP PLC SPONS ADR NEW 023111206 1 1,380 SH Defined 1.4 1,380 AMAZON COM INC COM 023135106 2,493 34,264 SH Defined 5.6 34,264 AMAZON COM INC COM 023135106 81 1,107 SH Defined 5.7 1,107 AMAZON COM INC COM 023135106 182 2,500 SH Defined 5.7 2,500 AMAZON COM INC COM 023135106 284 3,900 SH Defined 5.7 3,900 AMAZON COM INC COM 023135106 728 10,000 SH Defined 5.7 10,000 AMAZON COM INC COM 023135106 982 13,500 SH Defined 5.7 13,500 AMAZON COM INC COM 023135106 8,362 114,920 SH Defined 5.7 114,920 AMAZON COM INC COM 023135106 67 1,051 SH Defined 1 1,051 AMB PROPERTY CORP COM 00163T109 957 21,121 SH Defined 5.6 21,121 AMBAC FINL GROUP INC COM 023139108 50 21,598 SH Defined 1.4 21,598 AMCOMP INC COM 02342J101 14 1,194 SH Defined 5.6 1,194 AMCOMP INC COM 02342J101 250 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3,334 SH Defined 5.7 3,334 ANNALY CAP MGMT INC COM 035710409 807 60,000 SH Defined 5.7 60,000 ANNTAYLOR STORES CORP COM 036115103 105 5,100 SH Defined 5.6 5,100 ANOORAQ RES CORP COM 03633E108 5,144 4,852,701 SH Defined 1.4 4,852,701 ANTIGENICS INC DEL NOTE 5.250% 2/0 037032AC3 246 6,010 PRN Defined 5.6 6,010 AON CORP COM 037389103 1,012 22,514 SH Defined 5.6 22,514 AON CORP COM 037389103 162 3,709 SH Defined 1 3,709 APACHE CORP COM 037411105 81,094 777,653 SH Defined 5.6 777,653 APACHE CORP COM 037411105 563 5,400 SH Defined 1.4 5,400 APACHE CORP COM 037411105 1,032 9,900 SH Defined 1.2 9,900 APACHE CORP COM 037411105 1,755 16,829 SH Defined 1.2 16,829 APACHE CORP COM 037411105 3,035 29,100 SH Defined 1.2 29,100 APACHE CORP COM 037411105 73 698 SH Defined 5.6 698 APACHE CORP COM 037411105 94 900 SH Defined 5.6 900 APACHE CORP COM 037411105 219 2,100 SH Defined 5.6 2,100 APACHE CORP COM 037411105 170 1,630 SH Defined 5.7 1,630 APACHE CORP COM 037411105 259 2,480 SH Defined 5.7 2,480 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593 17,326 SH Defined 5.6 17,326 APPLIED BIOSYSTEMS INC DEL COM 038149100 647 18,885 SH Defined 5.6 18,885 APPLIED BIOSYSTEMS INC DEL COM 038149100 662 19,343 SH Defined 5.6 19,343 APPLIED BIOSYSTEMS INC DEL COM 038149100 901 26,300 SH Defined 5.6 26,300 APPLIED BIOSYSTEMS INC DEL COM 038149100 999 29,173 SH Defined 5.6 29,173 APPLIED BIOSYSTEMS INC DEL COM 038149100 3,113 90,889 SH Defined 5.6 90,889 APPLIED BIOSYSTEMS INC DEL COM 038149100 4,553 132,943 SH Defined 5.6 132,943 APPLIED BIOSYSTEMS INC DEL COM 038149100 1,555 45,411 SH Defined 5.6 45,411 APPLIED BIOSYSTEMS INC DEL COM 038149100 11,713 341,978 SH Defined 5.6 341,978 APPLIED MATLS INC COM 038222105 40,519 2,678,072 SH Defined 5.6 2,678,072 APPLIED MATLS INC COM 038222105 97 6,400 SH Defined 1.4 6,400 APPLIED MATLS INC COM 038222105 920 60,800 SH Defined 1.2 60,800 APPLIED MATLS INC COM 038222105 1,186 78,364 SH Defined 1.2 78,364 APPLIED MATLS INC COM 038222105 2,306 152,400 SH Defined 1.2 152,400 APPLIED MATLS INC COM 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09534T508 9 608 SH Defined 1.4 608 BLUEGREEN CORP COM 096231105 1,383 200,079 SH Defined 5.6 200,079 BLYTH INC COM 09643P108 113 10,000 SH Defined 5.6 10,000 BMC SOFTWARE INC COM 055921100 960 33,518 SH Defined 5.6 33,518 BMC SOFTWARE INC COM 055921100 136 4,750 SH Defined 1.4 4,750 BMC SOFTWARE INC COM 055921100 536 18,721 SH Defined 1.2 18,721 BMC SOFTWARE INC COM 055921100 627 21,900 SH Defined 1.2 21,900 BMC SOFTWARE INC COM 055921100 1,351 47,200 SH Defined 1.2 47,200 BMC SOFTWARE INC COM 055921100 54 1,900 SH Defined 5.6 1,900 BMC SOFTWARE INC COM 055921100 246 8,606 SH Defined 1 8,606 BOB EVANS FARMS INC COM 096761101 46 1,700 SH Defined 5.6 1,700 BOEING CO COM 097023105 17,497 305,087 SH Defined 5.6 305,087 BOEING CO COM 097023105 287 5,000 SH Defined 1.3 5,000 BOEING CO COM 097023105 166 2,900 SH Defined 5.6 2,900 BOEING CO COM 097023105 392 6,842 SH Defined 5.6 6,842 BOEING CO COM 097023105 206 3,600 SH Defined 5.7 3,600 BOEING CO COM 097023105 319 5,560 SH Defined 5.7 5,560 BOEING CO COM 097023105 803 14,000 SH Defined 5.7 14,000 BOEING CO COM 097023105 10,388 181,138 SH Defined 5.7 181,138 BOEING CO COM 097023105 5,234 94,363 SH Defined 1 94,363 BOK FINL CORP COM NEW 05561Q201 141 2,911 SH Defined 5.6 2,911 BOOKHAM INC COM 09856E105 9 7,751 SH Defined 1.4 7,751 BORG WARNER INC COM 099724106 514 15,672 SH Defined 5.6 15,672 BORG WARNER INC COM 099724106 1,258 38,400 SH Defined 1.2 38,400 BORG WARNER INC COM 099724106 1,951 59,546 SH Defined 1.2 59,546 BORG WARNER INC COM 099724106 3,490 106,500 SH Defined 1.2 106,500 BORG WARNER INC COM 099724106 2,740 83,620 SH Defined 5.6 83,620 BORLAND SOFTWARE CORP NOTE 2.750% 2/1 099849AB7 549 7,550 PRN Defined 5.6 7,550 BOSTON PPTYS LTD PARTNERSHIP NOTE 3.750% 5/1 10112RAG9 3,256 31,800 PRN Defined 5.6 31,800 BOSTON PRIVATE FINL HLDGS IN NOTE 3.000% 7/1 101119AC9 676 7,300 PRN Defined 5.6 7,300 BOSTON PROPERTIES INC COM 101121101 4,013 42,845 SH Defined 5.6 42,845 BOSTON PROPERTIES INC COM 101121101 550 5,874 SH 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692 33,200 SH Defined 1.2 33,200 BRISTOL MYERS SQUIBB CO COM 110122108 862 41,324 SH Defined 1.2 41,324 BRISTOL MYERS SQUIBB CO COM 110122108 1,837 88,100 SH Defined 1.2 88,100 BRISTOL MYERS SQUIBB CO COM 110122108 121 5,800 SH Defined 5.6 5,800 BRISTOL MYERS SQUIBB CO COM 110122108 102 4,885 SH Defined 1 4,885 BRISTOL MYERS SQUIBB CO COM 110122108 98 4,700 SH Defined 5.7 4,700 BRISTOL MYERS SQUIBB CO COM 110122108 152 7,300 SH Defined 5.7 7,300 BRISTOL MYERS SQUIBB CO COM 110122108 390 18,700 SH Defined 5.7 18,700 BRISTOL MYERS SQUIBB CO COM 110122108 5,865 281,300 SH Defined 5.7 281,300 BRISTOL MYERS SQUIBB CO COM 110122108 2 98 SH Defined 98 BRISTOL MYERS SQUIBB CO COM 110122108 5 250 SH Defined 250 BROADCOM CORP CL A 111320107 2,307 123,829 SH Defined 5.6 123,829 BROADCOM CORP CL A 111320107 30 1,637 SH Defined 1.4 1,637 BROADCOM CORP CL A 111320107 60 3,200 SH Defined 5.6 3,200 BROADCOM CORP CL A 111320107 1,200 64,400 SH Defined 5.6 64,400 BROADCOM CORP CL A 111320107 168 9,778 SH Defined 1 9,778 BROADRIDGE FINL SOLUTIONS IN COM 11133T103 35 2,300 SH Defined 5.6 2,300 BROADRIDGE FINL SOLUTIONS IN COM 11133T103 39 2,546 SH Defined 5.6 2,546 BROADRIDGE FINL SOLUTIONS IN COM 11133T103 40 2,624 SH Defined 1 2,624 BROCADE COMMUNICATIONS SYS I COM NEW 111621306 0 9 SH Defined 1.3 9 BROCADE COMMUNICATIONS SYS I COM NEW 111621306 27 4,600 SH Defined 5.6 4,600 BROCADE COMMUNICATIONS SYS I COM NEW 111621306 614 105,423 SH Defined 5.6 105,423 BROCADE COMMUNICATIONS SYS I COM NEW 111621306 1,394 239,473 SH Defined 5.6 239,473 BRONCO DRILLING CO INC COM 112211107 401 39,200 SH Defined 5.6 39,200 BROOKFIELD ASSET MGMT INC CL A LTD VT SH 112585104 2,587 95,884 SH Defined 5.6 95,884 BROOKFIELD PPTYS CORP COM 112900105 199 12,738 SH Defined 5.6 12,738 BROOKS AUTOMATION INC COM 114340102 238 28,420 SH Defined 5.6 28,420 BROWN & BROWN INC COM 115236101 44 2,047 SH Defined 5.6 2,047 BROWN FORMAN CORP CL B 115637209 577 8,031 SH Defined 5.6 8,031 BROWN FORMAN CORP CL B 115637209 481 6,697 SH Defined 5.6 6,697 BROWN FORMAN CORP CL B 115637209 141 2,016 SH Defined 1 2,016 BRUNSWICK CORP COM 117043109 5 375 SH Defined 1.4 375 BUCKLE INC COM 118440106 305 5,497 SH Defined 5.6 5,497 BUCYRUS INTL INC NEW CL A 118759109 1 24 SH Defined 5.6 24 BUCYRUS INTL INC NEW CL A 118759109 80 1,800 SH Defined 5.6 1,800 BUNGE LIMITED COM G16962105 10,167 160,915 SH Defined 5.6 160,915 BUNGE LIMITED COM G16962105 43 676 SH Defined 1.4 676 BUNGE LIMITED COM G16962105 137 2,161 SH Defined 5.6 2,161 BUNGE LIMITED COM G16962105 228 3,611 SH Defined 5.6 3,611 BURGER KING HLDGS INC COM 121208201 94 3,827 SH Defined 1 3,827 BURLINGTON NORTHN SANTA FE C COM 12189T104 3,013 32,600 SH Defined 5.6 32,600 BURLINGTON NORTHN SANTA FE C COM 12189T104 5,490 59,401 SH Defined 5.6 59,401 BURLINGTON NORTHN SANTA FE C COM 12189T104 78 840 SH Defined 1.4 840 BURLINGTON NORTHN SANTA FE C COM 12189T104 1,192 12,900 SH Defined 1.2 12,900 BURLINGTON NORTHN SANTA FE C COM 12189T104 1,356 14,673 SH Defined 1.2 14,673 BURLINGTON NORTHN SANTA FE C COM 12189T104 2,785 30,135 SH Defined 1.2 30,135 BURLINGTON NORTHN SANTA FE C COM 12189T104 2,569 27,797 SH Defined 5.6 27,797 BURLINGTON NORTHN SANTA FE C COM 12189T104 72 780 SH Defined 5.7 780 BURLINGTON NORTHN SANTA FE C COM 12189T104 1,297 14,034 SH Defined 5.7 14,034 C H ROBINSON WORLDWIDE INC COM NEW 12541W209 681 13,365 SH Defined 5.6 13,365 C H ROBINSON WORLDWIDE INC COM NEW 12541W209 571 11,200 SH Defined 1.4 11,200 C H ROBINSON WORLDWIDE INC COM NEW 12541W209 281 5,507 SH Defined 5.6 5,507 C H ROBINSON WORLDWIDE INC COM NEW 12541W209 63 1,231 SH Defined 1 1,231 CA INC COM 12673P105 1,402 70,262 SH Defined 5.6 70,262 CA INC COM 12673P105 80 4,000 SH Defined 5.6 4,000 CABLEVISION SYS CORP CL A NY CABLVS 12686C109 198 7,885 SH Defined 5.6 7,885 CABLEVISION SYS CORP CL A NY CABLVS 12686C109 3,039 120,800 SH Defined 1.4 120,800 CABLEVISION SYS CORP CL A NY CABLVS 12686C109 126 4,993 SH Defined 5.6 4,993 CABLEVISION SYS CORP CL A NY CABLVS 12686C109 1,102 43,792 SH Defined 5.6 43,792 CABOT CORP COM 127055101 433 13,638 SH Defined 5.6 13,638 CABOT OIL & GAS CORP COM 127097103 371 10,270 SH Defined 5.6 10,270 CABOT OIL & GAS CORP COM 127097103 1,568 43,384 SH Defined 5.6 43,384 CABOT OIL & GAS CORP COM 127097103 67 2,002 SH Defined 1 2,002 CADENCE DESIGN SYSTEM INC COM 127387108 65 9,552 SH Defined 5.6 9,552 CADENCE DESIGN SYSTEM INC COM 127387108 1 132 SH Defined 5.6 132 CADENCE DESIGN SYSTEM INC COM 127387108 0 37 SH Defined 1 37 CADENCE DESIGN SYSTEM INC NOTE 1.375%12/1 127387AD0 1,235 16,750 PRN Defined 5.6 16,750 CADIZ INC COM NEW 127537207 1,340 70,281 SH Defined 1.4 70,281 CAE INC COM 124765108 125 15,592 SH Defined 5.6 15,592 CAL DIVE INTL INC DEL COM 12802T101 96 9,090 SH Defined 5.6 9,090 CALIFORNIA WTR SVC GROUP COM 130788102 1,400 36,357 SH Defined 5.6 36,357 CALLAWAY GOLF CO COM 131193104 45 3,200 SH Defined 5.6 3,200 CALPINE CORP COM NEW 131347304 5,677 436,691 SH Defined 5.6 436,691 CALPINE CORP COM NEW 131347304 90 6,926 SH Defined 5.6 6,926 CALPINE CORP COM NEW 131347304 183 14,100 SH Defined 5.6 14,100 CALPINE CORP COM NEW 131347304 236 18,188 SH Defined 5.6 18,188 CALPINE CORP COM NEW 131347304 653 50,246 SH Defined 5.6 50,246 CAMDEN PPTY TR SH BEN INT 133131102 795 17,325 SH Defined 5.6 17,325 CAMECO CORP COM 13321L108 2,750 123,252 SH Defined 5.6 123,252 CAMECO CORP COM 13321L108 170 7,647 SH Defined 1.4 7,647 CAMECO CORP COM 13321L108 28 1,250 SH Defined 1 1,250 CAMECO CORP COM 13321L108 44 1,981 SH Defined 5.7 1,981 CAMECO CORP COM 13321L108 819 36,852 SH Defined 5.7 36,852 CAMECO CORP COM 13321L108 5,998 268,848 SH Defined 1 268,848 CAMERON INTERNATIONAL CORP COM 13342B105 1,289 33,457 SH Defined 5.6 33,457 CAMERON INTERNATIONAL CORP COM 13342B105 32 818 SH Defined 1.4 818 CAMERON INTERNATIONAL CORP COM 13342B105 259 7,147 SH Defined 1 7,147 CAMERON INTERNATIONAL CORP NOTE 2.500% 6/1 13342BAB1 28,387 22,399 PRN Defined 5.6 22,399 CAMPBELL SOUP CO COM 134429109 2,142 55,502 SH Defined 5.6 55,502 CAMPBELL SOUP CO COM 134429109 34 912 SH Defined 1 912 CANADIAN NAT RES LTD COM 136385101 9,066 132,033 SH Defined 5.6 132,033 CANADIAN NAT RES LTD COM 136385101 14 200 SH Defined 1.4 200 CANADIAN NAT RES LTD COM 136385101 146 2,075 SH Defined 5.6 2,075 CANADIAN NATL RY CO COM 136375102 1,565 32,770 SH Defined 5.6 32,770 CANADIAN NATL RY CO COM 136375102 42 861 SH Defined 5.6 861 CANADIAN NATL RY CO COM 136375102 61 1,250 SH Defined 1,250 CANADIAN NATL RY CO COM 136375102 397 8,000 SH Defined 1 8,000 CANADIAN PAC RY LTD COM 13645T100 228 4,256 SH Defined 5.6 4,256 CANADIAN PAC RY LTD COM 13645T100 374 6,800 SH Defined 1 6,800 CAPITAL LEASE FDG INC COM 140288101 18 2,300 SH Defined 5.6 2,300 CAPITAL ONE FINL CORP COM 14040H105 2,824 55,378 SH Defined 5.6 55,378 CAPITAL ONE FINL CORP COM 14040H105 895 17,540 SH Defined 5.6 17,540 CAPITAL ONE FINL CORP COM 14040H105 4,656 91,286 SH Defined 5.6 91,286 CAPITAL ONE FINL CORP COM 14040H105 102 2,000 SH Defined 5.7 2,000 CAPITAL ONE FINL CORP COM 14040H105 1,836 36,000 SH Defined 5.7 36,000 CAPITAL ONE FINL CORP COM 14040H105 15 344 SH Defined 1 344 CAPITALSOURCE INC COM 14055X102 201 16,366 SH Defined 1.4 16,366 CAPITALSOURCE INC COM 14055X102 97 8,719 SH Defined 1 8,719 CAPITALSOURCE INC NOTE 7.250% 7/1 14055XAG7 605 8,100 PRN Defined 5.6 8,100 CAPITOL FED FINL COM 14057C106 142 3,208 SH Defined 5.6 3,208 CAPTARIS INC COM 14071N104 6 1,282 SH Defined 5.6 1,282 CAPTARIS INC COM 14071N104 110 23,853 SH Defined 5.6 23,853 CAPTARIS INC COM 14071N104 449 97,382 SH Defined 5.6 97,382 CARBO CERAMICS INC COM 140781105 289 5,600 SH Defined 5.6 5,600 CARDINAL HEALTH INC COM 14149Y108 43,685 886,460 SH Defined 5.6 886,460 CARDINAL HEALTH INC COM 14149Y108 54 1,100 SH Defined 5.6 1,100 CARDINAL HEALTH INC COM 14149Y108 163 3,300 SH Defined 5.6 3,300 CARDINAL HEALTH INC COM 14149Y108 709 14,392 SH Defined 5.6 14,392 CARDINAL HEALTH INC COM 14149Y108 486 10,012 SH Defined 1 10,012 CARDIOME PHARMA CORP COM NEW 14159U202 510 67,339 SH Defined 5.6 67,339 CARDIONET INC COM 14159L103 265 10,600 SH Defined 5.6 10,600 CAREER EDUCATION CORP COM 141665109 60 3,646 SH Defined 5.6 3,646 CAREER EDUCATION CORP COM 141665109 70 4,300 SH Defined 5.6 4,300 CAREER EDUCATION CORP COM 141665109 85 5,200 SH Defined 5.6 5,200 CARMAX INC COM 143130102 145 10,347 SH Defined 5.6 10,347 CARMAX INC COM 143130102 13 906 SH Defined 1.4 906 CARNIVAL CORP DBCV 1.132% 4/2 143658AV4 1,263 19,780 PRN Defined 5.6 19,780 CARNIVAL CORP DBCV 2.000% 4/1 143658AN2 27,398 26,696 PRN Defined 5.6 26,696 CARNIVAL CORP PAIRED CTF 143658300 2,983 84,383 SH Defined 5.6 84,383 CARNIVAL CORP PAIRED CTF 143658300 124 3,500 SH Defined 1.4 3,500 CARNIVAL CORP PAIRED CTF 143658300 448 12,660 SH Defined 1 12,660 CARRIZO OIL & CO INC NOTE 4.375% 6/0 144577AA1 589 8,230 PRN Defined 5.6 8,230 CASH AMER INTL INC COM 14754D100 58 1,600 SH Defined 1.4 1,600 CASTLEPOINT HOLDINGS LTD COM G19522112 157 14,100 SH Defined 5.6 14,100 CASTLEPOINT HOLDINGS LTD COM G19522112 271 24,313 SH Defined 5.6 24,313 CASTLEPOINT HOLDINGS LTD COM G19522112 506 45,450 SH Defined 5.6 45,450 CATALYST SEMICONDUCTOR INC COM 148881105 61 12,837 SH Defined 5.6 12,837 CATALYST SEMICONDUCTOR INC COM 148881105 417 87,603 SH Defined 5.6 87,603 CATAPULTMUNICATIONS CORP COM 149016107 44 9,100 SH Defined 5.6 9,100 CATERPILLAR INC DEL COM 149123101 1,407 23,600 SH Defined 5.6 23,600 CATERPILLAR INC DEL COM 149123101 9,946 166,880 SH Defined 5.6 166,880 CATERPILLAR INC DEL COM 149123101 42 707 SH Defined 5.6 707 CATERPILLAR INC DEL COM 149123101 266 4,458 SH Defined 5.6 4,458 CATERPILLAR INC DEL COM 149123101 7 116 SH Defined 5.7 116 CATERPILLAR INC DEL COM 149123101 475 7,925 SH Defined 1 7,925 CATHAY GENERAL BANCORP COM 149150104 9 370 SH Defined 5.6 370 CB RICHARD ELLIS GROUP INC CL A 12497T101 7 519 SH Defined 5.6 519 CB RICHARD ELLIS GROUP INC CL A 12497T101 245 18,360 SH Defined 5.6 18,360 CBL & ASSOC PPTYS INC COM 124830100 271 13,500 SH Defined 5.6 13,500 CBS CORP NEW CL A 124857103 71 4,837 SH Defined 5.6 4,837 CBS CORP NEW CL B 124857202 4,368 299,595 SH Defined 5.6 299,595 CBS CORP NEW CL B 124857202 241 16,500 SH Defined 5.6 16,500 CBS CORP NEW CL B 124857202 289 19,820 SH Defined 5.6 19,820 CBS CORP NEW CL B 124857202 338 23,659 SH Defined 1 23,659 CDN IMPERIAL BK OF COMMERCE COM 136069101 6,444 112,168 SH Defined 5.6 112,168 CDN IMPERIAL BK OF COMMERCE COM 136069101 489 8,300 SH Defined 1 8,300 CEDAR SHOPPING CTRS INC COM NEW 150602209 143 10,800 SH Defined 5.6 10,800 CELANESE CORP DEL COM SER A 150870103 150 5,377 SH Defined 5.6 5,377 CELANESE CORP DEL COM SER A 150870103 689 24,675 SH Defined 5.6 24,675 CELGENE CORP COM 151020104 11,070 174,939 SH Defined 5.6 174,939 CELGENE CORP COM 151020104 98 1,550 SH Defined 1.4 1,550 CELGENE CORP COM 151020104 108 1,710 SH Defined 1.3 1,710 CELGENE CORP COM 151020104 664 10,500 SH Defined 5.7 10,500 CELGENE CORP COM 151020104 981 15,500 SH Defined 5.7 15,500 CELGENE CORP COM 151020104 1,171 18,500 SH Defined 5.7 18,500 CELGENE CORP COM 151020104 1,361 21,500 SH Defined 5.7 21,500 CELGENE CORP COM 151020104 3,335 52,700 SH Defined 5.7 52,700 CELLCOMISRAEL LTD SHS M2196U109 697 23,200 SH Defined 5.6 23,200 CELLCOMISRAEL LTD SHS M2196U109 39 1,300 SH Defined 1 1,300 CEMEX S A SPON ADR NEW 151290889 1,240 71,990 SH Defined 5.6 71,990 CEMEX S A SPON ADR NEW 151290889 2,701 156,881 SH Defined 5.6 156,881 CEMEX S A SPON ADR NEW 151290889 11,834 687,216 SH Defined 5.6 687,216 CEMEX S A SPON ADR NEW 151290889 116 6,750 SH Defined 5.6 6,750 CEMEX S A SPON ADR NEW 151290889 1 64 SH Defined 5.6 64 CEMEX S A SPON ADR NEW 151290889 10 596 SH Defined 5.6 596 CEMEX S A SPON ADR NEW 151290889 225 13,057 SH Defined 5.7 13,057 CEMEX S A SPON ADR NEW 151290889 5,532 321,243 SH Defined 5.7 321,243 CEMEX S A SPON ADR NEW 151290889 9,633 597,583 SH Defined 1 597,583 CENTENNIAL COMMUNCTNS CORP N CL A NEW 15133V208 247 39,543 SH Defined 5.6 39,543 CENTERPOINT ENERGY INC COM 15189T107 2,167 148,697 SH Defined 5.6 148,697 CENTEX CORP COM 152312104 7,258 447,998 SH Defined 5.6 447,998 CENTEX CORP COM 152312104 18 1,095 SH Defined 5.6 1,095 CENTEX CORP COM 152312104 86 5,300 SH Defined 5.6 5,300 CENTEX CORP COM 152312104 200 12,345 SH Defined 5.6 12,345 CENTRAL EUROPE AND RUSSIA FD COM 153436100 31 1,000 SH Defined 1.4 1,000 CENTRAL EUROPEAN DIST CORP COM 153435102 1,480 32,600 SH Defined 5.6 32,600 CENTRAL EUROPEAN DIST CORP COM 153435102 18 400 SH Defined 5.6 400 CENTRAL EUROPEAN DIST CORP COM 153435102 33 730 SH Defined 1.4 730 CENTRAL EUROPEAN DIST CORP COM 153435102 51 1,113 SH Defined 5.7 1,113 CENTRAL EUROPEAN DIST CORP COM 153435102 910 20,034 SH Defined 5.7 20,034 CENTRAL EUROPEAN MEDIA ENTRP CL A NEW G20045202 6 100 SH Defined 5.6 100 CENTRAL EUROPEAN MEDIA ENTRP CL A NEW G20045202 322 5,000 SH Defined 5.6 5,000 CENTRAL EUROPEAN MEDIA ENTRP CL A NEW G20045202 2 30 SH Defined 5.6 30 CENTRAL EUROPEAN MEDIA ENTRP CL A NEW G20045202 3 51 SH Defined 5.6 51 CENTRAL EUROPEAN MEDIA ENTRP CL A NEW G20045202 312 4,770 SH Defined 5.7 4,770 CENTRAL EUROPEAN MEDIA ENTRP CL A NEW G20045202 400 6,110 SH Defined 5.7 6,110 CENTRAL EUROPEAN MEDIA ENTRP CL A NEW G20045202 458 7,000 SH Defined 5.7 7,000 CENTRAL EUROPEAN MEDIA ENTRP CL A NEW G20045202 501 7,666 SH Defined 5.7 7,666 CENTRAL EUROPEAN MEDIA ENTRP CL A NEW G20045202 687 10,500 SH Defined 5.7 10,500 CENTRAL EUROPEAN MEDIA ENTRP CL A NEW G20045202 1,609 24,600 SH Defined 5.7 24,600 CENTRAL EUROPEAN MEDIA ENTRP CL A NEW G20045202 3,427 52,408 SH Defined 5.7 52,408 CENTRAL EUROPEAN MEDIA ENTRP CL A NEW G20045202 172 2,628 SH Defined 1 2,628 CENTURY ALUM CO COM 156431108 69 2,500 SH Defined 5.6 2,500 CENTURYTEL INC COM 156700106 290 7,924 SH Defined 5.6 7,924 CENTURYTEL INC COM 156700106 59 1,596 SH Defined 1 1,596 CEPHALON INC COM 156708109 622 8,029 SH Defined 5.6 8,029 CEPHALON INC COM 156708109 728 9,400 SH Defined 1.4 9,400 CEPHALON INC COM 156708109 449 5,800 SH Defined 5.6 5,800 CEPHALON INC COM 156708109 7 92 SH Defined 1 92 CERADYNE INC COM 156710105 293 8,000 SH Defined 1.2 8,000 CERADYNE INC COM 156710105 396 10,800 SH Defined 1.2 10,800 CERADYNE INC COM 156710105 689 18,800 SH Defined 1.2 18,800 CERNER CORP COM 156782104 5,687 127,400 SH Defined 5.6 127,400 CERNER CORP COM 156782104 84 1,889 SH Defined 5.6 1,889 CF INDS HLDGS INC COM 125269100 3,537 38,671 SH Defined 5.6 38,671 CF INDS HLDGS INC COM 125269100 82 900 SH Defined 1.4 900 CF INDS HLDGS INC COM 125269100 151 1,649 SH Defined 5.6 1,649 CF INDS HLDGS INC COM 125269100 229 2,500 SH Defined 5.6 2,500 CHARLES RIV LABS INTL INC COM 159864107 165 2,974 SH Defined 5.6 2,974 CHARLES RIV LABS INTL INC NOTE 2.250% 6/1 159864AB3 3,883 3,000,000 PRN Defined 1 3,000,000 CHARTER COMMUNICATIONS INC D CL A 16117M107 0 341 SH Defined 1.4 341 CHARTER COMMUNICATIONS INC D CL A 16117M107 22 30,625 SH Defined 5.6 30,625 CHARTERED SEMICONDUCTOR MFG ADR 16133R106 2 890 SH Defined 1.4 890 CHECK POINT SOFTWARE TECH LT ORD M22465104 1,596 70,200 SH Defined 5.6 70,200 CHECK POINT SOFTWARE TECH LT ORD M22465104 1,078 47,400 SH Defined 5.6 47,400 CHECK POINT SOFTWARE TECH LT ORD M22465104 0 22 SH Defined 1 22 CHENIERE ENERGY INC COM NEW 16411R208 918 408,182 SH Defined 1.4 408,182 CHENIERE ENERGY INC COM NEW 16411R208 130 57,893 SH Defined 5.6 57,893 CHENIERE ENERGY INC COM NEW 16411R208 372 165,287 SH Defined 5.6 165,287 CHEROKEE INTL CORP COM 164450108 13 4,360 SH Defined 5.6 4,360 CHEROKEE INTL CORP COM 164450108 22 7,577 SH Defined 5.6 7,577 CHESAPEAKE ENERGY CORP COM 165167107 10,925 304,665 SH Defined 5.6 304,665 CHESAPEAKE ENERGY CORP COM 165167107 278 7,748 SH Defined 1.4 7,748 CHESAPEAKE ENERGY CORP COM 165167107 18 500 SH Defined 1 500 CHESAPEAKE ENERGY CORP COM 165167107 64 1,775 SH Defined 5.7 1,775 CHESAPEAKE ENERGY CORP COM 165167107 224 6,250 SH Defined 5.7 6,250 CHESAPEAKE ENERGY CORP COM 165167107 257 7,180 SH Defined 5.7 7,180 CHESAPEAKE ENERGY CORP COM 165167107 394 11,000 SH Defined 5.7 11,000 CHESAPEAKE ENERGY CORP COM 165167107 556 15,500 SH Defined 5.7 15,500 CHESAPEAKE ENERGY CORP COM 165167107 1,333 37,160 SH Defined 5.7 37,160 CHESAPEAKE ENERGY CORP COM 165167107 253 7,752 SH Defined 1 7,752 CHESAPEAKE ENERGY CORP NOTE 2.250%12/1 165167CB1 1,279 18,330 PRN Defined 5.6 18,330 CHESAPEAKE ENERGY CORP PFD CONV 165167842 186 1,870 SH Defined 5.6 1,870 CHEVRON CORP NEW COM 166764100 142,601 1,728,916 SH Defined 5.6 1,728,916 CHEVRON CORP NEW COM 166764100 1,158 14,038 SH Defined 1.2 14,038 CHEVRON CORP NEW COM 166764100 1,535 18,616 SH Defined 1.2 18,616 CHEVRON CORP NEW COM 166764100 2,919 35,396 SH Defined 1.2 35,396 CHEVRON CORP NEW COM 166764100 187 2,266 SH Defined 5.6 2,266 CHEVRON CORP NEW COM 166764100 9 107 SH Defined 5.7 107 CHEVRON CORP NEW COM 166764100 14 172 SH Defined 5.7 172 CHEVRON CORP NEW COM 166764100 660 8,000 SH Defined 5.7 8,000 CHEVRON CORP NEW COM 166764100 978 11,857 SH Defined 5.7 11,857 CHEVRON CORP NEW COM 166764100 2,516 30,500 SH Defined 5.7 30,500 CHEVRON CORP NEW COM 166764100 28,474 345,225 SH Defined 5.7 345,225 CHEVRON CORP NEW COM 166764100 10,331 133,301 SH Defined 1 133,301 CHICAGO BRIDGE & IRON CO N V N Y REGISTRY SH 167250109 79 4,130 SH Defined 5.6 4,130 CHICOS FAS INC COM 168615102 843 165,311 SH Defined 1 165,311 CHILDRENS PL RETAIL STORES I COM 168905107 83 2,500 SH Defined 5.6 2,500 CHINA DIGITAL TV HLDG CO LTD SPONSORED ADR 16938G107 707 86,292 SH Defined 5.6 86,292 CHINA DIGITAL TV HLDG CO LTD SPONSORED ADR 16938G107 1,608 209,416 SH Defined 1 209,416 CHINA FD INC COM 169373107 133 5,000 SH Defined 1.4 5,000 CHINA HLDGS ACQUISITION CORP *W EXP 11/16/20 16942N114 5 18,000 SH Defined 5.6 18,000 CHINA HLDGS ACQUISITION CORP COM 16942N106 768 85,000 SH Defined 5.6 85,000 CHINA LIFE INS CO LTD SPON ADR REP H 16939P106 556 10,000 SH Defined 5.6 10,000 CHINA LIFE INS CO LTD SPON ADR REP H 16939P106 573 10,300 SH Defined 5.6 10,300 CHINA LIFE INS CO LTD SPON ADR REP H 16939P106 39 700 SH Defined 1.4 700 CHINA MED TECHNOLOGIES INC NOTE 4.000% 8/1 169483AC8 122 1,700 PRN Defined 5.6 1,700 CHINA MED TECHNOLOGIES INC NOTE 4.000% 8/1 169483AC8 972 13,500 PRN Defined 5.6 13,500 CHINA MED TECHNOLOGIES INC SPONSORED ADR 169483104 18 550 SH Defined 1.4 550 CHINA MED TECHNOLOGIES INC SPONSORED ADR 169483104 43 1,309 SH Defined 5.6 1,309 CHINA MED TECHNOLOGIES INC SPONSORED ADR 169483104 98 3,000 SH Defined 5.7 3,000 CHINA MED TECHNOLOGIES INC SPONSORED ADR 169483104 391 12,000 SH Defined 5.7 12,000 CHINA MOBILE HONG KONG LTD SPONSORED ADR 16941M109 3,110 62,100 SH Defined 5.6 62,100 CHINA MOBILE HONG KONG LTD SPONSORED ADR 16941M109 3,265 65,200 SH Defined 5.6 65,200 CHINA MOBILE HONG KONG LTD SPONSORED ADR 16941M109 25 508 SH Defined 1.4 508 CHINA MOBILE HONG KONG LTD SPONSORED ADR 16941M109 115 2,517 SH Defined 1 2,517 CHINA NEPSTAR CHAIN DRUGSTOR SPONSORED ADR 16943C109 5 1,100 SH Defined 5.6 1,100 CHINA PRECISION STEEL INC COM 16941J106 34 10,200 SH Defined 1.4 10,200 CHINA SOUTHN AIRLS LTD SPON ADR CL H 169409109 58 6,000 SH Defined 1.4 6,000 CHINA UNICOM LTD SPONSORED ADR 16945R104 618 40,847 SH Defined 5.6 40,847 CHINA UNICOM LTD SPONSORED ADR 16945R104 1,104 73,000 SH Defined 5.6 73,000 CHINA YUCHAI INTL LTD COM G21082105 79 10,310 SH Defined 5.6 10,310 CHINA YUCHAI INTL LTD COM G21082105 383 50,000 SH Defined 1 50,000 CHIPMOS TECH BERMUDA LTD SHS G2110R106 19 11,263 SH Defined 1.4 11,263 CHIQUITA BRANDS INTL INC COM 170032809 2,479 156,800 SH Defined 5.6 156,800 CHIQUITA BRANDS INTL INC COM 170032809 86 5,420 SH Defined 5.6 5,420 CHOICE HOTELS INTL INC COM 169905106 317 11,700 SH Defined 5.6 11,700 CHOICE HOTELS INTL INC COM 169905106 217 8,000 SH Defined 5.6 8,000 CHUBB CORP COM 171232101 27,412 499,306 SH Defined 5.6 499,306 CHUBB CORP COM 171232101 1 18 SH Defined 5.6 18 CHUBB CORP COM 171232101 214 3,900 SH Defined 5.6 3,900 CHUBB CORP COM 171232101 251 5,339 SH Defined 1 5,339 CHUNGHWA TELECOM CO LTD SPON ADR NEW 17133Q304 2,516 106,300 SH Defined 5.6 106,300 CHUNGHWA TELECOM CO LTD SPON ADR NEW 17133Q304 2,556 108,000 SH Defined 5.6 108,000 CHUNGHWA TELECOM CO LTD SPON ADR NEW 17133Q304 578 24,400 SH Defined 1.2 24,400 CHUNGHWA TELECOM CO LTD SPON ADR NEW 17133Q304 1,489 62,900 SH Defined 1.2 62,900 CHUNGHWA TELECOM CO LTD SPON ADR NEW 17133Q304 2,066 87,300 SH Defined 1.2 87,300 CHURCH & DWIGHT INC COM 171340102 81 1,300 SH Defined 5.6 1,300 CHURCH & DWIGHT INC COM 171340102 4,228 68,100 SH Defined 5.6 68,100 CIENA CORP COM NEW 171779309 84 8,289 SH Defined 5.6 8,289 CIENA CORP COM NEW 171779309 2 241 SH Defined 1.4 241 CIENA CORP COM NEW 171779309 73 7,639 SH Defined 1 7,639 CIGNA CORP COM 125509109 3,378 99,410 SH Defined 5.6 99,410 CIGNA CORP COM 125509109 258 7,589 SH Defined 5.6 7,589 CIGNA CORP COM 125509109 4 129 SH Defined 5.6 129 CIGNA CORP COM 125509109 715 21,446 SH Defined 1 21,446 CIMAREX ENERGY CO COM 171798101 301 6,145 SH Defined 5.6 6,145 CIMAREX ENERGY CO COM 171798101 362 7,400 SH Defined 5.6 7,400 CIMAREX ENERGY CO COM 171798101 83 1,700 SH Defined 5.7 1,700 CIMAREX ENERGY CO COM 171798101 257 5,250 SH Defined 5.7 5,250 CIMAREX ENERGY CO COM 171798101 284 5,800 SH Defined 5.7 5,800 CIMAREX ENERGY CO COM 171798101 367 7,500 SH Defined 5.7 7,500 CIMAREX ENERGY CO COM 171798101 550 11,250 SH Defined 5.7 11,250 CIMAREX ENERGY CO COM 171798101 1,272 26,000 SH Defined 5.7 26,000 CINCINNATI BELL INC NEW COM 171871106 106 34,400 SH Defined 5.6 34,400 CINCINNATI FINL CORP COM 172062101 566 19,905 SH Defined 5.6 19,905 CINCINNATI FINL CORP COM 172062101 0 10 SH Defined 1 10 CINTAS CORP COM 172908105 339 11,801 SH Defined 5.6 11,801 CINTAS CORP COM 172908105 189 6,729 SH Defined 1 6,729 CIRCUIT CITY STORE INC COM 172737108 82 80,035 SH Defined 5.6 80,035 CIRCUIT CITY STORE INC COM 172737108 10 10,186 SH Defined 1.4 10,186 CISCO SYS INC COM 17275R102 3,147 139,500 SH Defined 5.6 139,500 CISCO SYS INC COM 17275R102 118,136 5,236,520 SH Defined 5.6 5,236,520 CISCO SYS INC COM 17275R102 642 28,451 SH Defined 1.4 28,451 CISCO SYS INC COM 17275R102 256 11,350 SH Defined 1.2 11,350 CISCO SYS INC COM 17275R102 147 6,500 SH Defined 5.6 6,500 CISCO SYS INC COM 17275R102 311 13,796 SH Defined 5.6 13,796 CISCO SYS INC COM 17275R102 551 24,402 SH Defined 5.6 24,402 CISCO SYS INC COM 17275R102 10 463 SH Defined 5.7 463 CISCO SYS INC COM 17275R102 11 485 SH Defined 5.7 485 CISCO SYS INC COM 17275R102 54 2,378 SH Defined 5.7 2,378 CISCO SYS INC COM 17275R102 285 12,620 SH Defined 5.7 12,620 CISCO SYS INC COM 17275R102 428 18,958 SH Defined 5.7 18,958 CISCO SYS INC COM 17275R102 957 42,400 SH Defined 5.7 42,400 CISCO SYS INC COM 17275R102 12,596 558,338 SH Defined 5.7 558,338 CISCO SYS INC COM 17275R102 90 4,000 SH Defined 4,000 CISCO SYS INC COM 17275R102 0 1 SH Defined 1 CISCO SYS INC COM 17275R102 43 1,920 SH Defined 1,920 CISCO SYS INC COM 17275R102 20 900 SH Defined 900 CIT GROUP INC COM 125581108 102 14,700 SH Defined 5.6 14,700 CIT GROUP INC COM 125581108 118 17,000 SH Defined 1.4 17,000 CIT GROUP INC COM 125581108 240 34,500 SH Defined 5.6 34,500 CIT GROUP INC COM 125581108 615 88,429 SH Defined 5.6 88,429 CIT GROUP INC COM 125581108 80 12,952 SH Defined 1 12,952 CITADEL BROADCASTING CORP COM 17285T106 2 2,200 SH Defined 1.4 2,200 CITADEL BROADCASTING CORP COM 17285T106 4 3,935 SH Defined 1 3,935 CITADEL BROADCASTING CORP NOTE 4.000% 2/1 17285TAC0 564 7,200 PRN Defined 5.6 7,200 CITIGROUP INC COM 172967101 3,193 155,700 SH Defined 5.6 155,700 CITIGROUP INC COM 172967101 80,106 3,905,686 SH Defined 5.6 3,905,686 CITIGROUP INC COM 172967101 718 34,991 SH Defined 1.4 34,991 CITIGROUP INC COM 172967101 611 29,800 SH Defined 1.3 29,800 CITIGROUP INC COM 172967101 1,712 83,466 SH Defined 1.2 83,466 CITIGROUP INC COM 172967101 2,102 102,497 SH Defined 1.2 102,497 CITIGROUP INC COM 172967101 4,160 202,846 SH Defined 1.2 202,846 CITIGROUP INC COM 172967101 294 14,343 SH Defined 1 14,343 CITIGROUP INC COM 172967101 162 7,900 SH Defined 5.6 7,900 CITIGROUP INC COM 172967101 235 11,473 SH Defined 5.6 11,473 CITIGROUP INC COM 172967101 51 2,475 SH Defined 5.6 2,475 CITIGROUP INC COM 172967101 718 35,020 SH Defined 5.6 35,020 CITIGROUP INC COM 172967101 2,334 113,812 SH Defined 5.6 113,812 CITIGROUP INC COM 172967101 11 531 SH Defined 5.7 531 CITIGROUP INC COM 172967101 169 8,250 SH Defined 5.7 8,250 CITIGROUP INC COM 172967101 216 10,520 SH Defined 5.7 10,520 CITIGROUP INC COM 172967101 308 15,000 SH Defined 5.7 15,000 CITIGROUP INC COM 172967101 336 16,400 SH Defined 5.7 16,400 CITIGROUP INC COM 172967101 513 25,000 SH Defined 5.7 25,000 CITIGROUP INC COM 172967101 615 30,000 SH Defined 5.7 30,000 CITIGROUP INC COM 172967101 636 31,000 SH Defined 5.7 31,000 CITIGROUP INC COM 172967101 818 39,900 SH Defined 5.7 39,900 CITIGROUP INC COM 172967101 1,608 78,400 SH Defined 5.7 78,400 CITIGROUP INC COM 172967101 11,077 540,100 SH Defined 5.7 540,100 CITIGROUP INC COM 172967101 62 3,000 SH Defined 3,000 CITIGROUP INC COM 172967101 31 1,510 SH Defined 1,510 CITIGROUP INC COM 172967101 10 500 SH Defined 500 CITIGROUP INC COM 172967101 10,104 569,227 SH Defined 1 569,227 CITRIX SYS INC COM 177376100 2,150 85,111 SH Defined 5.6 85,111 CITRIX SYS INC COM 177376100 33 1,306 SH Defined 1.4 1,306 CKX INC COM 12562M106 182 29,500 SH Defined 5.6 29,500 CLARCOR INC COM 179895107 2 50 SH Defined 1.4 50 CLEAN DIESEL TECHNOLOGIES IN COM NEW 18449C302 9 2,500 SH Defined 1.4 2,500 CLEAR CHANNEL OUTDOOR HLDGS CL A 18451C109 36 2,600 SH Defined 5.6 2,600 CLEAR CHANNEL OUTDOOR HLDGS CL A 18451C109 4,299 314,256 SH Defined 5.6 314,256 CLEVELAND CLIFFS INC COM 185896107 1,847 34,884 SH Defined 5.6 34,884 CLEVELAND CLIFFS INC COM 185896107 110,818 2,093,284 SH Defined 1.4 2,093,284 CLEVELAND CLIFFS INC COM 185896107 360 6,800 SH Defined 5.6 6,800 CLOROX CO DEL COM 189054109 17,243 275,050 SH Defined 5.6 275,050 CLOROX CO DEL COM 189054109 1,925 30,700 SH Defined 5.6 30,700 CLOROX CO DEL COM 189054109 209 3,326 SH Defined 1 3,326 CLOUGH GLOBAL ALLOCATION FUN COM SHS BEN IN 18913Y103 30 2,200 SH Defined 1.4 2,200 CLOUGH GLOBAL EQUITY FD COM 18914C100 145 11,000 SH Defined 1.4 11,000 CLOUGH GLOBAL OPPORTUNITIES SH BEN INT 18914E106 40 3,300 SH Defined 1.4 3,300 CME GROUP INC COM 12572Q105 2,819 7,589 SH Defined 5.6 7,589 CME GROUP INC COM 12572Q105 171 460 SH Defined 5.6 460 CME GROUP INC COM 12572Q105 64 171 SH Defined 5.7 171 CME GROUP INC COM 12572Q105 1,141 3,072 SH Defined 5.7 3,072 CME GROUP INC COM 12572Q105 1,790 5,595 SH Defined 1 5,595 CMGI INC COM NEW 125750307 0 15 SH Defined 1.3 15 CMS ENERGY CORP COM 125896100 178 14,295 SH Defined 5.6 14,295 CMS ENERGY CORP COM 125896100 16 1,261 SH Defined 5.6 1,261 CMS ENERGY CORP COM 125896100 23 1,816 SH Defined 5.6 1,816 CMS ENERGY CORP COM 125896100 63 5,204 SH Defined 1 5,204 CMS ENERGY CORP NOTE 2.875%12/0 125896AW0 1,883 18,000 PRN Defined 5.6 18,000 CNH GLOBAL N V SHS NEW N20935206 10 450 SH Defined 1.4 450 CNOOC LTD SPONSORED ADR 126132109 23 199 SH Defined 1.4 199 CNOOC LTD SPONSORED ADR 126132109 1 6 SH Defined 5.6 6 COACH INC COM 189754104 48,631 1,942,122 SH Defined 5.6 1,942,122 COACH INC COM 189754104 534 21,311 SH Defined 1.4 21,311 COACH INC COM 189754104 120 4,800 SH Defined 5.6 4,800 COACH INC COM 189754104 724 28,900 SH Defined 5.6 28,900 COACH INC COM 189754104 588 23,501 SH Defined 5.6 23,501 COACH INC COM 189754104 3,731 149,005 SH Defined 5.6 149,005 COACH INC COM 189754104 242 10,172 SH Defined 1 10,172 COCA COLA CO COM 191216100 3,099 58,600 SH Defined 5.6 58,600 COCA COLA CO COM 191216100 70,576 1,334,642 SH Defined 5.6 1,334,642 COCA COLA CO COM 191216100 241 4,560 SH Defined 1.2 4,560 COCA COLA CO COM 191216100 56 1,060 SH Defined 1 1,060 COCA COLA CO COM 191216100 10 182 SH Defined 5.7 182 COCA COLA CO COM 191216100 16 304 SH Defined 5.7 304 COCA COLA CO COM 191216100 164 3,100 SH Defined 5.7 3,100 COCA COLA CO COM 191216100 255 4,820 SH Defined 5.7 4,820 COCA COLA CO COM 191216100 529 10,000 SH Defined 5.7 10,000 COCA COLA CO COM 191216100 619 11,700 SH Defined 5.7 11,700 COCA COLA CO COM 191216100 8,477 160,300 SH Defined 5.7 160,300 COCA COLA CO COM 191216100 11,474 224,856 SH Defined 1 224,856 COCA COLA ENTERPRISES INC COM 191219104 854 50,945 SH Defined 5.6 50,945 COCA COLA ENTERPRISES INC COM 191219104 181 10,800 SH Defined 5.6 10,800 COCA COLA ENTERPRISES INC COM 191219104 378 23,378 SH Defined 1 23,378 COCA-COLA FEMSA S A DE C V SPON ADR REP L 191241108 3,448 68,330 SH Defined 5.6 68,330 COCA-COLA FEMSA S A DE C V SPON ADR REP L 191241108 424 8,400 SH Defined 5.6 8,400 COEUR D ALENE MINES CORP IDA COM 192108108 1,094 714,990 SH Defined 1.4 714,990 COGENT COMM GROUP INC COM NEW 19239V302 78 10,110 SH Defined 5.6 10,110 COGENT COMM GROUP INC COM NEW 19239V302 137 17,695 SH Defined 5.6 17,695 COGNIZANT TECHNOLOGY SOLUTIO CL A 192446102 553 24,224 SH Defined 5.6 24,224 COGNIZANT TECHNOLOGY SOLUTIO CL A 192446102 753 32,987 SH Defined 1.4 32,987 COGNIZANT TECHNOLOGY SOLUTIO CL A 192446102 1,305 57,164 SH Defined 1.3 57,164 COGNIZANT TECHNOLOGY SOLUTIO CL A 192446102 67 2,950 SH Defined 5.7 2,950 COGNIZANT TECHNOLOGY SOLUTIO CL A 192446102 388 17,000 SH Defined 5.7 17,000 COGNIZANT TECHNOLOGY SOLUTIO CL A 192446102 1,212 53,088 SH Defined 5.7 53,088 COHEN & STEERS REIT & UTIL I COM 19247Y108 85 6,800 SH Defined 5.6 6,800 COLDWATER CREEK INC COM 193068103 130 22,520 SH Defined 1.4 22,520 COLFAX CORP COM 194014106 284 17,000 SH Defined 5.6 17,000 COLGATE PALMOLIVE CO COM 194162103 2,833 37,600 SH Defined 5.6 37,600 COLGATE PALMOLIVE CO COM 194162103 6,883 91,344 SH Defined 5.6 91,344 COLGATE PALMOLIVE CO COM 194162103 5,516 73,200 SH Defined 5.6 73,200 COLGATE PALMOLIVE CO COM 194162103 82 1,082 SH Defined 5.6 1,082 COLGATE PALMOLIVE CO COM 194162103 497 6,602 SH Defined 5.6 6,602 COLGATE PALMOLIVE CO COM 194162103 5,569 73,910 SH Defined 5.6 73,910 COLGATE PALMOLIVE CO COM 194162103 10 137 SH Defined 5.7 137 COLGATE PALMOLIVE CO COM 194162103 678 9,000 SH Defined 5.7 9,000 COLGATE PALMOLIVE CO COM 194162103 904 12,000 SH Defined 5.7 12,000 COLGATE PALMOLIVE CO COM 194162103 980 13,000 SH Defined 5.7 13,000 COLGATE PALMOLIVE CO COM 194162103 1,432 19,000 SH Defined 5.7 19,000 COLGATE PALMOLIVE CO COM 194162103 3,376 44,800 SH Defined 5.7 44,800 COLGATE PALMOLIVE CO COM 194162103 241 3,195 SH Defined 3,195 COLGATE PALMOLIVE CO COM 194162103 1,033 13,836 SH Defined 1 13,836 COLLECTIVE BRANDS INC COM 19421W100 71 3,900 SH Defined 5.6 3,900 COLONIAL PPTYS TR COM SH BEN INT 195872106 213 11,400 SH Defined 5.6 11,400 COMCAST CORP NEW CL A 20030N101 6,437 327,905 SH Defined 5.6 327,905 COMCAST CORP NEW CL A 20030N101 20 1,000 SH Defined 1.4 1,000 COMCAST CORP NEW CL A 20030N101 108 5,500 SH Defined 5.6 5,500 COMCAST CORP NEW CL A 20030N101 399 20,350 SH Defined 5.6 20,350 COMCAST CORP NEW CL A 20030N101 746 38,000 SH Defined 5.6 38,000 COMCAST CORP NEW CL A 20030N101 533 27,146 SH Defined 5.6 27,146 COMCAST CORP NEW CL A 20030N101 1,126 57,362 SH Defined 5.6 57,362 COMCAST CORP NEW CL A 20030N101 122 6,193 SH Defined 5.7 6,193 COMCAST CORP NEW CL A 20030N101 2,188 111,474 SH Defined 5.7 111,474 COMCAST CORP NEW CL A SPL 20030N200 4,642 235,404 SH Defined 5.6 235,404 COMERICA INC COM 200340107 409 12,459 SH Defined 5.6 12,459 COMERICA INC COM 200340107 1 30 SH Defined 5.6 30 COMERICA INC COM 200340107 80 2,642 SH Defined 1 2,642 COMFORT SYS USA INC COM 199908104 26 1,980 SH Defined 5.6 1,980 COMMERCIAL METALS CO COM 201723103 203 12,000 SH Defined 5.6 12,000 COMMERCIAL METALS CO COM 201723103 34 2,000 SH Defined 1.4 2,000 COMMUNITY HEALTH SYS INC NEW COM 203668108 806 27,485 SH Defined 5.6 27,485 COMPAGNIE GENERALE DES GEOPH SPONSORED ADR 204386106 2 50 SH Defined 1.4 50 COMPANHIA BRASILEIRA DE DIST SPON ADR PFD 20440T201 4,933 141,100 SH Defined 5.6 141,100 COMPANHIA BRASILEIRA DE DIST SPON ADR PFD 20440T201 4,262 121,900 SH Defined 5.6 121,900 COMPANHIA BRASILEIRA DE DIST SPON ADR PFD 20440T201 13,821 395,326 SH Defined 5.6 395,326 COMPANHIA DE BEBIDAS DAS AME SPON 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SCIENCES CORP COM 205363104 234 5,820 SH Defined 5.6 5,820 COMPUWARE CORP COM 205638109 222 22,956 SH Defined 5.6 22,956 COMPUWARE CORP COM 205638109 199 20,500 SH Defined 5.6 20,500 COMVERGE INC COM 205859101 56 12,100 SH Defined 5.6 12,100 CONAGRA FOODS INC COM 205887102 30,980 1,591,992 SH Defined 5.6 1,591,992 CONAGRA FOODS INC COM 205887102 7 351 SH Defined 1 351 CONCEPTUS INC NOTE 2.250% 2/1 206016AA5 721 8,500 PRN Defined 5.6 8,500 CONCEPTUS INC NOTE 2.250% 2/1 206016AA5 1,740 20,500 PRN Defined 5.6 20,500 CONNECTICUT WTR SVC INC COM 207797101 336 11,600 SH Defined 5.6 11,600 CONOCOPHILLIPS COM 20825C104 36,940 504,304 SH Defined 5.6 504,304 CONOCOPHILLIPS COM 20825C104 154 2,100 SH Defined 1.4 2,100 CONOCOPHILLIPS COM 20825C104 29 400 SH Defined 5.6 400 CONOCOPHILLIPS COM 20825C104 520 7,100 SH Defined 5.6 7,100 CONOCOPHILLIPS COM 20825C104 1,058 14,444 SH Defined 5.6 14,444 CONOCOPHILLIPS COM 20825C104 84 1,150 SH Defined 1 1,150 CONOCOPHILLIPS COM 20825C104 9 124 SH Defined 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208464883 107 30,500 SH Defined 5.7 30,500 CONSOL ENERGY INC COM 20854P109 1,684 36,688 SH Defined 5.6 36,688 CONSOL ENERGY INC COM 20854P109 1,307 28,489 SH Defined 1.4 28,489 CONSOL ENERGY INC COM 20854P109 3 66 SH Defined 5.6 66 CONSOL ENERGY INC COM 20854P109 22 490 SH Defined 5.6 490 CONSOL ENERGY INC COM 20854P109 156 3,400 SH Defined 5.6 3,400 CONSOL ENERGY INC COM 20854P109 271 5,900 SH Defined 5.6 5,900 CONSOL ENERGY INC COM 20854P109 453 9,876 SH Defined 5.6 9,876 CONSOL ENERGY INC COM 20854P109 56 1,211 SH Defined 5.6 1,211 CONSOL ENERGY INC COM 20854P109 365 7,955 SH Defined 5.6 7,955 CONSOLIDATED EDISON INC COM 209115104 10,787 251,093 SH Defined 5.6 251,093 CONSOLIDATED EDISON INC COM 209115104 1,393 32,554 SH Defined 1 32,554 CONSOLIDATED WATER CO INC ORD G23773107 615 36,113 SH Defined 5.6 36,113 CONSTAR INTL INC NEW COM 21036U107 55 89,495 SH Defined 5.6 89,495 CONSTELLATION BRANDS INC CL A 21036P108 1,332 62,070 SH Defined 5.6 62,070 CONSTELLATION BRANDS INC CL A 21036P108 217 10,100 SH Defined 5.6 10,100 CONSTELLATION BRANDS INC CL A 21036P108 107 4,988 SH Defined 1 4,988 CONSTELLATION ENERGY GROUP I COM 210371100 403 16,564 SH Defined 5.6 16,564 CONSTELLATION ENERGY GROUP I COM 210371100 491 20,200 SH Defined 1.2 20,200 CONSTELLATION ENERGY GROUP I COM 210371100 1,988 81,800 SH Defined 1.2 81,800 CONSTELLATION ENERGY GROUP I COM 210371100 2,479 102,000 SH Defined 1.2 102,000 CONSTELLATION ENERGY GROUP I COM 210371100 11 436 SH Defined 5.6 436 CONSTELLATION ENERGY GROUP I COM 210371100 148 6,070 SH Defined 5.6 6,070 CONSTELLATION ENERGY GROUP I COM 210371100 187 7,710 SH Defined 5.6 7,710 CONSTELLATION ENERGY GROUP I COM 210371100 82 3,354 SH Defined 5.6 3,354 CONSTELLATION ENERGY GROUP I COM 210371100 527 21,695 SH Defined 5.6 21,695 CONSTELLATION ENERGY GROUP I COM 210371100 73 3,192 SH Defined 1 3,192 CONTINENTAL AIRLS INC CL B 210795308 30 1,800 SH Defined 1.4 1,800 CONTINENTAL RESOURCES INC COM 212015101 2 45 SH Defined 1.4 45 CONTINENTAL RESOURCES INC COM 212015101 224 5,700 SH Defined 5.6 5,700 CONVERGYS CORP COM 212485106 117 7,894 SH Defined 5.6 7,894 CONVERGYS CORP COM 212485106 335 22,683 SH Defined 5.6 22,683 COOPER INDS LTD CL A G24182100 39,764 995,352 SH Defined 5.6 995,352 COOPER INDS LTD CL A G24182100 375 9,391 SH Defined 5.6 9,391 COPA HOLDINGS SA CL A P31076105 423 13,000 SH Defined 5.6 13,000 CORE LABORATORIES N V COM N22717107 2,901 28,634 SH Defined 1.4 28,634 CORE LABORATORIES N V COM N22717107 203 2,000 SH Defined 5.6 2,000 CORE MARK HOLDING CO INC COM 218681104 163 6,510 SH Defined 5.6 6,510 COREL CORP NEW COM 21869X103 3 314 SH Defined 5.6 314 COREL CORP NEW COM 21869X103 23 2,700 SH Defined 5.6 2,700 COREL CORP NEW COM 21869X103 74 8,628 SH Defined 5.6 8,628 CORN PRODS INTL INC COM 219023108 179 5,538 SH Defined 5.6 5,538 CORN PRODS INTL INC COM 219023108 195 6,050 SH Defined 5.6 6,050 CORN PRODS INTL INC COM 219023108 255 7,900 SH Defined 5.6 7,900 CORN PRODS INTL INC COM 219023108 338 10,478 SH 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163,146 SH Defined 5.6 163,146 COUGAR BIOTECHNOLOGY INC COM 222083107 59 1,776 SH Defined 1.4 1,776 COUSINS PPTYS INC COM 222795106 192 7,600 SH Defined 5.6 7,600 COVANCE INC COM 222816100 495 5,597 SH Defined 5.6 5,597 COVANTA HLDG CORP COM 22282E102 338 14,100 SH Defined 5.6 14,100 COVANTA HLDG CORP COM 22282E102 576 24,045 SH Defined 5.6 24,045 COVANTA HLDG CORP COM 22282E102 644 26,895 SH Defined 5.6 26,895 COVENTRY HEALTH CARE INC COM 222862104 2,895 88,933 SH Defined 5.6 88,933 COVENTRY HEALTH CARE INC COM 222862104 35 1,088 SH Defined 1 1,088 COVIDIEN LTD COM G2552X108 2,861 53,211 SH Defined 5.6 53,211 COVIDIEN LTD COM G2552X108 4 73 SH Defined 1.4 73 COVIDIEN LTD COM G2552X108 410 7,630 SH Defined 5.6 7,630 COVIDIEN LTD COM G2552X108 115 2,137 SH Defined 1 2,137 COVIDIEN LTD COM G2552X108 159 2,950 SH Defined 5.7 2,950 COVIDIEN LTD COM G2552X108 278 5,178 SH Defined 5.7 5,178 COVIDIEN LTD COM G2552X108 705 13,118 SH Defined 5.7 13,118 COVIDIEN LTD COM G2552X108 9,627 179,072 SH Defined 5.7 179,072 COVIDIEN LTD COM G2552X108 27 500 SH Defined 500 CPFL ENERGIA S A SPONSORED ADR 126153105 56 1,000 SH Defined 5.6 1,000 CRAY INC COM NEW 225223304 12 2,365 SH Defined 1.4 2,365 CREDICORP LTD COM G2519Y108 6,293 101,100 SH Defined 5.6 101,100 CREDICORP LTD COM G2519Y108 1,021 16,400 SH Defined 5.6 16,400 CREDICORP LTD COM G2519Y108 327 5,500 SH Defined 5.6 5,500 CREE INC COM 225447101 84 3,700 SH Defined 5.6 3,700 CRESUD S A C I F Y A SPONSORED ADR 226406106 554 52,800 SH Defined 5.6 52,800 CRESUD S A C I F Y A SPONSORED ADR 226406106 55 5,271 SH Defined 1.4 5,271 CROWN CASTLE INTL CORP COM 228227104 1,165 40,204 SH Defined 5.6 40,204 CROWN CASTLE INTL CORP COM 228227104 46 1,600 SH Defined 5.6 1,600 CROWN CASTLE INTL CORP COM 228227104 1,174 40,540 SH Defined 5.6 40,540 CROWN HOLDINGS INC COM 228368106 137 6,150 SH Defined 5.6 6,150 CROWN HOLDINGS INC COM 228368106 2,023 91,100 SH Defined 5.6 91,100 CRYSTALLEX INTL CORP COM 22942F101 30 36,600 SH Defined 1.4 36,600 CSG SYS INTL INC COM 126349109 207 11,800 SH Defined 5.6 11,800 CSX CORP COM 126408103 2,099 38,461 SH Defined 5.6 38,461 CSX CORP COM 126408103 8,285 151,819 SH Defined 1.4 151,819 CSX CORP COM 126408103 2,892 52,996 SH Defined 5.6 52,996 CSX CORP COM 126408103 66 1,205 SH Defined 1 1,205 CSX CORP COM 126408103 50 925 SH Defined 5.7 925 CSX CORP COM 126408103 908 16,644 SH Defined 5.7 16,644 CSX CORP COM 126408103 50 923 SH Defined 1 923 CTRIP COM INTL LTD ADR 22943F100 1,758 45,529 SH Defined 5.6 45,529 CTRIP COM INTL LTD ADR 22943F100 77 2,000 SH Defined 5.7 2,000 CTRIP COM INTL LTD ADR 22943F100 382 9,900 SH Defined 5.7 9,900 CUBIST PHARMACEUTICALS INC COM 229678107 367 16,500 SH Defined 5.7 16,500 CUBIST PHARMACEUTICALS INC COM 229678107 411 18,500 SH Defined 5.7 18,500 CUBIST PHARMACEUTICALS INC COM 229678107 556 25,000 SH Defined 5.7 25,000 CUBIST PHARMACEUTICALS INC COM 229678107 778 35,000 SH Defined 5.7 35,000 CUBIST PHARMACEUTICALS INC COM 229678107 1,867 84,000 SH 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CVS CORP COM 126650100 859 26,299 SH Defined 1 26,299 CYBERONICS INC COM 23251P102 1,294 76,100 SH Defined 5.6 76,100 CYBERSOURCE CORP COM 23251J106 3,267 202,800 SH Defined 5.6 202,800 CYPRESS BIOSCIENCES INC COM PAR $.02 232674507 809 110,000 SH Defined 5.6 110,000 CYPRESS BIOSCIENCES INC COM PAR $.02 232674507 6 858 SH Defined 5.6 858 CYPRESS BIOSCIENCES INC COM PAR $.02 232674507 367 49,980 SH Defined 5.6 49,980 CYPRESS SEMICONDUCTOR CORP COM 232806109 86 16,500 SH Defined 5.6 16,500 CYPRESS SEMICONDUCTOR CORP COM 232806109 156 7,970 SH Defined 1 7,970 CYTOKINETICS INC COM 23282W100 86 18,240 SH Defined 5.6 18,240 CYTORI THERAPEUTICS INC COM 23283K105 32 6,000 SH Defined 6,000 D R HORTON INC COM 23331A109 11,513 884,229 SH Defined 5.6 884,229 D R HORTON INC COM 23331A109 87 6,700 SH Defined 5.6 6,700 D R HORTON INC COM 23331A109 264 20,300 SH Defined 5.6 20,300 DAIMLER AG REG SHS D1668R123 51 1,000 SH Defined 8,9,10 1,000 DAIMLER AG REG SHS D1668R123 764 15,000 SH Defined 8,9,10 15,000 DAIMLER AG REG SHS D1668R123 1,469 28,862 SH Defined 5.6 28,862 DAIMLER AG REG SHS D1668R123 347 6,824 SH Defined 5.6 6,824 DAIMLER AG REG SHS D1668R123 259,836 5,104,834 SH Defined 5.6 5,104,834 DAIMLER AG REG SHS D1668R123 3,344 65,694 SH Defined 1.2 65,694 DAIMLER AG REG SHS D1668R123 4 87 SH Defined 5.6 87 DAIMLER AG REG SHS D1668R123 30 594 SH Defined 5.6 594 DAIMLER AG REG SHS D1668R123 238 4,668 SH Defined 5.6 4,668 DAIMLER AG REG SHS D1668R123 1,548 30,403 SH Defined 5.6 30,403 DAIMLER AG REG SHS D1668R123 2 40 SH Defined 5.7 40 DAIMLER AG REG SHS D1668R123 57 1,111 SH Defined 5.7 1,111 DAIMLER AG REG SHS D1668R123 62 1,225 SH Defined 5.7 1,225 DAIMLER AG REG SHS D1668R123 71 1,400 SH Defined 5.7 1,400 DAIMLER AG REG SHS D1668R123 261 5,118 SH Defined 5.7 5,118 DAIMLER AG REG SHS D1668R123 338 6,646 SH Defined 5.7 6,646 DAIMLER AG REG SHS D1668R123 373 7,336 SH Defined 5.7 7,336 DAIMLER AG REG SHS D1668R123 385 7,565 SH Defined 5.7 7,565 DAIMLER AG REG SHS D1668R123 416 8,165 SH Defined 5.7 8,165 DAIMLER AG REG SHS D1668R123 589 11,575 SH Defined 5.7 11,575 DAIMLER AG REG SHS D1668R123 666 13,083 SH Defined 5.7 13,083 DAIMLER AG REG SHS D1668R123 790 15,521 SH Defined 5.7 15,521 DAIMLER AG REG SHS D1668R123 839 16,489 SH Defined 5.7 16,489 DAIMLER AG REG SHS D1668R123 890 17,490 SH Defined 5.7 17,490 DAIMLER AG REG SHS D1668R123 995 19,551 SH Defined 5.7 19,551 DAIMLER AG REG SHS D1668R123 1,100 21,604 SH Defined 5.7 21,604 DAIMLER AG REG SHS D1668R123 1,221 23,982 SH Defined 5.7 23,982 DAIMLER AG REG SHS D1668R123 1,947 38,260 SH Defined 5.7 38,260 DAIMLER AG REG SHS D1668R123 2,066 40,582 SH Defined 5.7 40,582 DAIMLER AG REG SHS D1668R123 2,339 45,944 SH Defined 5.7 45,944 DAIMLER AG REG SHS D1668R123 2,667 52,391 SH Defined 5.7 52,391 DAIMLER AG REG SHS D1668R123 2,777 54,549 SH Defined 5.7 54,549 DAIMLER AG REG SHS D1668R123 3,069 60,296 SH Defined 5.7 60,296 DAIMLER AG REG SHS D1668R123 4,619 90,742 SH Defined 5.7 90,742 DAIMLER AG REG SHS D1668R123 6,422 126,167 SH Defined 5.7 126,167 DAIMLER AG REG SHS D1668R123 407 8,000 SH Defined 5.6 8,000 DAIMLER AG REG SHS D1668R123 24 475 SH Defined 475 DAIMLER AG REG SHS D1668R123 6,377 125,280 SH Defined 125,280 DAIMLER AG REG SHS D1668R123 19 380 SH Defined 380 DAIMLER AG REG SHS D1668R123 181 3,550 SH Defined 5.6 3,550 DAIMLER AG REG SHS D1668R123 509 10,000 SH Defined 5.6 10,000 DAIMLER AG REG SHS D1668R123 1,731 34,000 SH Defined 5.6 34,000 DAIMLER AG REG SHS D1668R123 738 14,500 SH Defined 5.6 14,500 DAIMLER AG REG SHS D1668R123 937 18,413 SH Defined 5.6 18,413 DAIMLER AG REG SHS D1668R123 1,899 37,318 SH Defined 5.6 37,318 DAIMLER AG REG SHS D1668R123 4,704 92,407 SH Defined 5.6 92,407 DAIMLER AG REG SHS D1668R123 6,413 126,000 SH Defined 5.6 126,000 DAIMLER AG REG SHS D1668R123 18,871 370,751 SH Defined 5.6 370,751 DAIMLER AG REG SHS D1668R123 40,877 803,093 SH Defined 5.6 803,093 DAIMLER AG REG SHS D1668R123 9 180 SH Defined 180 DAIMLER AG REG SHS D1668R123 809 15,903 SH Defined 15,903 DAIMLER AG REG SHS D1668R123 84,152 1,483,759 SH Defined 1 1,483,759 DANA HOLDING CORP COM 235825205 305 63,065 SH Defined 5.6 63,065 DANA HOLDING CORP COM 235825205 930 192,238 SH Defined 5.6 192,238 DANAHER CORP DEL COM 235851102 3,408 49,100 SH Defined 5.6 49,100 DANAHER CORP DEL COM 235851102 49,303 710,416 SH Defined 5.6 710,416 DANAHER CORP DEL COM 235851102 104 1,500 SH Defined 1.3 1,500 DANAHER CORP DEL COM 235851102 91 1,310 SH Defined 5.6 1,310 DANAHER CORP DEL COM 235851102 208 3,000 SH Defined 5.6 3,000 DANAHER CORP DEL NOTE 1/2 235851AF9 38,297 37,623 PRN Defined 5.6 37,623 DARDEN RESTAURANTS INC COM 237194105 2,620 91,510 SH Defined 5.6 91,510 DARDEN RESTAURANTS INC COM 237194105 73 2,554 SH Defined 5.6 2,554 DARDEN RESTAURANTS INC COM 237194105 4,176 145,876 SH Defined 5.6 145,876 DARDEN RESTAURANTS INC COM 237194105 64 2,343 SH Defined 1 2,343 DARLING INTL INC COM 237266101 1,423 128,100 SH Defined 5.6 128,100 DARWIN PROFESSIONAL UNDERWRI COM 237502109 305 9,788 SH Defined 5.6 9,788 DARWIN PROFESSIONAL UNDERWRI COM 237502109 384 12,336 SH Defined 5.6 12,336 DARWIN PROFESSIONAL UNDERWRI COM 237502109 1,597 51,339 SH Defined 5.6 51,339 DATASCOPE CORP COM 238113104 70 1,350 SH Defined 5.6 1,350 DATASCOPE CORP COM 238113104 134 2,588 SH Defined 5.6 2,588 DATASCOPE CORP COM 238113104 268 5,200 SH Defined 5.6 5,200 DATASCOPE CORP COM 238113104 350 6,786 SH Defined 5.6 6,786 DATASCOPE CORP COM 238113104 714 13,830 SH Defined 5.6 13,830 DAVITA INC COM 23918K108 555 9,730 SH Defined 5.6 9,730 DAVITA INC COM 23918K108 192 3,373 SH Defined 5.6 3,373 DAVITA INC COM 23918K108 516 9,045 SH Defined 5.6 9,045 DAVITA INC COM 23918K108 194 3,519 SH Defined 1 3,519 DCT INDUSTRIAL TRUST INC COM 233153105 201 26,900 SH Defined 5.6 26,900 DEAN FOODS CO NEW COM 242370104 451 19,286 SH Defined 5.6 19,286 DEAN FOODS CO NEW COM 242370104 221 9,478 SH Defined 5.6 9,478 DEAN FOODS CO NEW COM 242370104 217 9,486 SH Defined 1 9,486 DECKERS OUTDOOR CORP COM 243537107 104 1,000 SH Defined 1.4 1,000 DECODE GENETICS INC COM 243586104 7 18,700 SH Defined 1.4 18,700 DEERE & CO COM 244199105 1,693 34,200 SH Defined 5.6 34,200 DEERE & CO COM 244199105 35,180 710,709 SH Defined 5.6 710,709 DEERE & CO COM 244199105 61 1,241 SH Defined 1.4 1,241 DEERE & CO COM 244199105 50 1,000 SH Defined 5.6 1,000 DEERE & CO COM 244199105 198 4,000 SH Defined 5.7 4,000 DEERE & CO COM 244199105 307 6,200 SH Defined 5.7 6,200 DEERE & CO COM 244199105 743 15,000 SH Defined 5.7 15,000 DEERE & CO COM 244199105 8,415 170,000 SH Defined 5.7 170,000 DEERE & CO COM 244199105 4,899 102,578 SH Defined 1 102,578 DELL INC COM 24702R101 6,249 379,212 SH Defined 5.6 379,212 DELL INC COM 24702R101 565 34,300 SH Defined 1.4 34,300 DELL INC COM 24702R101 318 19,300 SH Defined 1.2 19,300 DELL INC COM 24702R101 630 38,237 SH Defined 1.2 38,237 DELL INC COM 24702R101 1,104 67,000 SH Defined 1.2 67,000 DELL INC COM 24702R101 65 3,921 SH Defined 5.6 3,921 DELL INC COM 24702R101 407 24,696 SH Defined 5.6 24,696 DELL INC COM 24702R101 82 5,000 SH Defined 5,000 DELL INC COM 24702R101 10 600 SH Defined 600 DELL INC COM 24702R101 6,371 413,437 SH Defined 1 413,437 DELTA AIR LINES INC DEL COM NEW 247361702 7 950 SH Defined 1.4 950 DELTA AIR LINES INC DEL COM NEW 247361702 6 832 SH Defined 5.6 832 DELTA AIR LINES INC DEL COM NEW 247361702 273 36,703 SH Defined 5.6 36,703 DELTEK INC COM 24784L105 47 7,770 SH Defined 5.6 7,770 DELUXE CORP COM 248019101 112 7,800 SH Defined 5.6 7,800 DENBURY RES INC COM NEW 247916208 455 23,920 SH Defined 5.6 23,920 DENISON MINES CORP COM 248356107 76 25,000 SH Defined 1.4 25,000 DENISON MINES CORP COM 248356107 4 1,250 SH Defined 1,250 DENTSPLY INTL INC NEW COM 249030107 123 3,268 SH Defined 5.6 3,268 DENTSPLY INTL INC NEW COM 249030107 56 1,500 SH Defined 5.6 1,500 DENTSPLY INTL INC NEW COM 249030107 94 2,500 SH Defined 5.6 2,500 DENTSPLY INTL INC NEW COM 249030107 0 12 SH Defined 1 12 DESARROLLADORA HOMEX S A DE SPONSORED ADR 25030W100 2,056 46,500 SH Defined 5.6 46,500 DESARROLLADORA HOMEX S A DE SPONSORED ADR 25030W100 1,521 35,979 SH Defined 1 35,979 DEUTSCHE BANK AG NAMEN AKT D18190898 501 7,000 SH Defined 8,9,10 7,000 DEUTSCHE BANK AG NAMEN AKT D18190898 8,946 125,000 SH Defined 5.6 125,000 DEUTSCHE BANK AG NAMEN AKT D18190898 8,946 125,000 SH Defined 5.6 125,000 DEUTSCHE BANK AG NAMEN AKT D18190898 8,946 125,000 SH Defined 5.6 125,000 DEUTSCHE BANK AG NAMEN AKT D18190898 8,946 125,000 SH Defined 5.6 125,000 DEUTSCHE BANK AG NAMEN AKT D18190898 17,893 250,000 SH Defined 5.6 250,000 DEUTSCHE BANK AG NAMEN AKT D18190898 17,893 250,000 SH Defined 5.6 250,000 DEUTSCHE BANK AG NAMEN AKT D18190898 306,959 4,288,833 SH Defined 5.6 4,288,833 DEUTSCHE BANK AG NAMEN AKT D18190898 7,157 100,000 SH Defined 5.6 100,000 DEUTSCHE BANK AG NAMEN AKT D18190898 7,157 100,000 SH Defined 5.6 100,000 DEUTSCHE BANK AG NAMEN AKT D18190898 630 8,797 SH Defined 5.6 8,797 DEUTSCHE BANK AG NAMEN AKT D18190898 5,368 75,000 SH Defined 5.6 75,000 DEUTSCHE BANK AG NAMEN AKT D18190898 5,368 75,000 SH Defined 5.6 75,000 DEUTSCHE BANK AG NAMEN AKT D18190898 43,804 612,025 SH Defined 1.4 612,025 DEUTSCHE BANK AG NAMEN AKT D18190898 107 1,500 SH Defined 1.2 1,500 DEUTSCHE BANK AG NAMEN AKT D18190898 167 2,330 SH Defined 1.2 2,330 DEUTSCHE BANK AG NAMEN AKT D18190898 83 1,156 SH Defined 5.6 1,156 DEUTSCHE BANK AG NAMEN AKT D18190898 1,862 26,009 SH Defined 5.6 26,009 DEUTSCHE BANK AG NAMEN AKT D18190898 2 31 SH Defined 5.7 31 DEUTSCHE BANK AG NAMEN AKT D18190898 50 700 SH Defined 5.7 700 DEUTSCHE BANK AG NAMEN AKT D18190898 59 830 SH Defined 5.7 830 DEUTSCHE BANK AG NAMEN AKT D18190898 60 835 SH Defined 5.7 835 DEUTSCHE BANK AG NAMEN AKT D18190898 307 4,292 SH Defined 5.7 4,292 DEUTSCHE BANK AG NAMEN AKT D18190898 320 4,476 SH Defined 5.7 4,476 DEUTSCHE BANK AG NAMEN AKT D18190898 395 5,521 SH Defined 5.7 5,521 DEUTSCHE BANK AG NAMEN AKT D18190898 475 6,640 SH Defined 5.7 6,640 DEUTSCHE BANK AG NAMEN AKT D18190898 611 8,533 SH Defined 5.7 8,533 DEUTSCHE BANK AG NAMEN AKT D18190898 640 8,937 SH Defined 5.7 8,937 DEUTSCHE BANK AG NAMEN AKT D18190898 691 9,661 SH Defined 5.7 9,661 DEUTSCHE BANK AG NAMEN AKT D18190898 705 9,844 SH Defined 5.7 9,844 DEUTSCHE BANK AG NAMEN AKT D18190898 729 10,189 SH Defined 5.7 10,189 DEUTSCHE BANK AG NAMEN AKT D18190898 828 11,571 SH Defined 5.7 11,571 DEUTSCHE BANK AG NAMEN AKT D18190898 835 11,666 SH Defined 5.7 11,666 DEUTSCHE BANK AG NAMEN AKT D18190898 1,049 14,662 SH Defined 5.7 14,662 DEUTSCHE BANK AG NAMEN AKT D18190898 1,318 18,410 SH Defined 5.7 18,410 DEUTSCHE BANK AG NAMEN AKT D18190898 1,757 24,543 SH Defined 5.7 24,543 DEUTSCHE BANK AG NAMEN AKT D18190898 2,103 29,383 SH Defined 5.7 29,383 DEUTSCHE BANK AG NAMEN AKT D18190898 2,223 31,053 SH Defined 5.7 31,053 DEUTSCHE BANK AG NAMEN AKT D18190898 2,235 31,229 SH Defined 5.7 31,229 DEUTSCHE BANK AG NAMEN AKT D18190898 2,463 34,407 SH Defined 5.7 34,407 DEUTSCHE BANK AG NAMEN AKT D18190898 2,592 36,215 SH Defined 5.7 36,215 DEUTSCHE BANK AG NAMEN AKT D18190898 2,640 36,882 SH Defined 5.7 36,882 DEUTSCHE BANK AG NAMEN AKT D18190898 3,196 44,656 SH Defined 5.7 44,656 DEUTSCHE BANK AG NAMEN AKT D18190898 6,083 84,989 SH Defined 5.7 84,989 DEUTSCHE BANK AG NAMEN AKT D18190898 10 140 SH Defined 140 DEUTSCHE BANK AG NAMEN AKT D18190898 413 5,771 SH Defined 5,771 DEUTSCHE BANK AG NAMEN AKT D18190898 2,598 36,294 SH Defined 36,294 DEUTSCHE BANK AG NAMEN AKT D18190898 9 131 SH Defined 131 DEUTSCHE BANK AG NAMEN AKT D18190898 190 2,650 SH Defined 5.6 2,650 DEUTSCHE BANK AG NAMEN AKT D18190898 608 8,500 SH Defined 5.6 8,500 DEUTSCHE BANK AG NAMEN AKT D18190898 1,789 25,000 SH Defined 5.6 25,000 DEUTSCHE BANK AG NAMEN AKT D18190898 730 10,200 SH Defined 5.6 10,200 DEUTSCHE BANK AG NAMEN AKT D18190898 771 10,771 SH Defined 5.6 10,771 DEUTSCHE BANK AG NAMEN AKT D18190898 2,148 30,005 SH Defined 5.6 30,005 DEUTSCHE BANK AG NAMEN AKT D18190898 6,441 90,000 SH Defined 5.6 90,000 DEUTSCHE BANK AG NAMEN AKT D18190898 18,405 257,160 SH Defined 5.6 257,160 DEUTSCHE BANK AG NAMEN AKT D18190898 18,550 259,177 SH Defined 5.6 259,177 DEUTSCHE BK AG LONDON BRH MTL SHRT ETN38 25154K833 19 651 SH Defined 5.6 651 DEUTSCHE TELEKOM AG SPONSORED ADR 251566105 6,235 409,372 SH Defined 1.4 409,372 DEVELOPERS DIVERSIFIED RLTY COM 251591103 1,082 34,153 SH Defined 5.6 34,153 DEVELOPERS DIVERSIFIED RLTY COM 251591103 49 1,550 SH Defined 1.4 1,550 DEVELOPERS DIVERSIFIED RLTY NOTE 3.000% 3/1 251591AS2 3,341 4,500,000 PRN Defined 1 4,500,000 DEVON ENERGY CORP NEW COM 25179M103 15,120 165,784 SH Defined 5.6 165,784 DEVON ENERGY CORP NEW COM 25179M103 32 350 SH Defined 1.4 350 DEVON ENERGY CORP NEW COM 25179M103 92 1,013 SH Defined 5.6 1,013 DEVON ENERGY CORP NEW COM 25179M103 394 4,321 SH Defined 5.6 4,321 DEVON ENERGY CORP NEW COM 25179M103 9 101 SH Defined 5.7 101 DEVON ENERGY CORP NEW COM 25179M103 189 2,071 SH Defined 5.7 2,071 DEVON ENERGY CORP NEW COM 25179M103 299 3,280 SH Defined 5.7 3,280 DEVON ENERGY CORP NEW COM 25179M103 757 8,300 SH Defined 5.7 8,300 DEVON ENERGY CORP NEW COM 25179M103 8,146 89,324 SH Defined 5.7 89,324 DEVON ENERGY CORP NEW COM 25179M103 175 1,984 SH Defined 1 1,984 DEVRY INC DEL COM 251893103 114 2,300 SH Defined 5.6 2,300 DEVRY INC DEL COM 251893103 129 2,600 SH Defined 5.6 2,600 DIAGEO P L C SPON ADR NEW 25243Q205 861 12,500 SH Defined 5.6 12,500 DIAGEO P L C SPON ADR NEW 25243Q205 139 2,021 SH Defined 5.6 2,021 DIAMOND OFFSHORE DRILLING IN COM 25271C102 4,225 41,000 SH Defined 5.6 41,000 DIAMOND OFFSHORE DRILLING IN COM 25271C102 2,333 22,641 SH Defined 1.3 22,641 DIAMOND OFFSHORE DRILLING IN COM 25271C102 660 6,400 SH Defined 5.6 6,400 DIAMOND OFFSHORE DRILLING IN COM 25271C102 344 3,340 SH Defined 5.7 3,340 DIAMOND OFFSHORE DRILLING IN COM 25271C102 515 5,000 SH Defined 5.7 5,000 DIAMOND OFFSHORE DRILLING IN COM 25271C102 699 6,780 SH Defined 5.7 6,780 DIAMOND OFFSHORE DRILLING IN COM 25271C102 773 7,500 SH Defined 5.7 7,500 DIAMOND OFFSHORE DRILLING IN COM 25271C102 1,801 17,480 SH Defined 5.7 17,480 DIAMONDROCK HOSPITALITY CO COM 252784301 189 20,800 SH Defined 5.6 20,800 DICKS SPORTING GOODS INC COM 253393102 813 41,500 SH Defined 5.6 41,500 DIEBOLD INC COM 253651103 642 19,400 SH Defined 5.6 19,400 DIGITAL RLTY TR INC COM 253868103 614 13,000 SH Defined 5.6 13,000 DILLARDS INC CL A 254067101 6 537 SH Defined 5.6 537 DILLARDS INC CL A 254067101 9 817 SH Defined 1 817 DIONEX CORP COM 254546104 51 800 SH Defined 5.6 800 DIRECTV GROUP INC COM 25459L106 12,814 489,659 SH Defined 5.6 489,659 DIRECTV GROUP INC COM 25459L106 364 13,900 SH Defined 5.6 13,900 DIRECTV GROUP INC COM 25459L106 2,545 97,193 SH Defined 5.6 97,193 DIRECTV GROUP INC COM 25459L106 217 8,280 SH Defined 5.7 8,280 DIRECTV GROUP INC COM 25459L106 347 13,270 SH Defined 5.7 13,270 DIRECTV GROUP INC COM 25459L106 808 30,870 SH Defined 5.7 30,870 DIRECTV GROUP INC COM 25459L106 14,560 556,153 SH Defined 5.7 556,153 DISCOVER FINL SVCS COM 254709108 669 48,409 SH Defined 5.6 48,409 DISCOVER FINL SVCS COM 254709108 98 7,102 SH Defined 5.6 7,102 DISCOVER FINL SVCS COM 254709108 134 9,700 SH Defined 5.6 9,700 DISCOVER FINL SVCS COM 254709108 188 13,600 SH Defined 5.6 13,600 DISCOVER FINL SVCS COM 254709108 195 14,100 SH Defined 5.6 14,100 DISCOVER FINL SVCS COM 254709108 291 21,569 SH Defined 1 21,569 DISH NETWORK CORP CL A 25470M109 3,558 169,415 SH Defined 5.6 169,415 DISH NETWORK CORP CL A 25470M109 20 933 SH Defined 5.6 933 DISH NETWORK CORP CL A 25470M109 88 4,200 SH Defined 5.6 4,200 DISH NETWORK CORP CL A 25470M109 183 8,700 SH Defined 5.6 8,700 DISH NETWORK CORP CL A 25470M109 76 3,600 SH Defined 5.7 3,600 DISH NETWORK CORP CL A 25470M109 103 4,903 SH Defined 5.7 4,903 DISH NETWORK CORP CL A 25470M109 118 5,600 SH Defined 5.7 5,600 DISH NETWORK CORP CL A 25470M109 298 14,200 SH Defined 5.7 14,200 DISH NETWORK CORP CL A 25470M109 7,530 358,548 SH Defined 5.7 358,548 DISH NETWORK CORP CL A 25470M109 0 21 SH Defined 1 21 DISNEY WALT CO COM DISNEY 254687106 2,403 78,300 SH Defined 5.6 78,300 DISNEY WALT CO COM DISNEY 254687106 85,913 2,799,392 SH Defined 5.6 2,799,392 DISNEY WALT CO COM DISNEY 254687106 661 21,546 SH Defined 1.4 21,546 DISNEY WALT CO COM DISNEY 254687106 242 7,900 SH Defined 5.6 7,900 DISNEY WALT CO COM DISNEY 254687106 2,402 78,280 SH Defined 5.6 78,280 DISNEY WALT CO COM DISNEY 254687106 88 2,880 SH Defined 1 2,880 DISNEY WALT CO COM DISNEY 254687106 184 5,990 SH Defined 5.7 5,990 DISNEY WALT CO COM DISNEY 254687106 302 9,825 SH Defined 5.7 9,825 DISNEY WALT CO COM DISNEY 254687106 704 22,930 SH Defined 5.7 22,930 DISNEY WALT CO COM DISNEY 254687106 5,347 174,228 SH Defined 5.7 174,228 DISNEY WALT CO COM DISNEY 254687106 488 16,423 SH Defined 1 16,423 DOLBY LABORATORIES INC COM 25659T107 229 6,500 SH Defined 5.6 6,500 DOLBY LABORATORIES INC COM 25659T107 180 5,104 SH Defined 5.6 5,104 DOLLAR FINL CORP NOTE 2.875% 6/3 256664AB9 881 12,750 PRN Defined 5.6 12,750 DOMINION RES INC VA NEW COM 25746U109 2,273 53,126 SH Defined 5.6 53,126 DOMINION RES INC VA NEW COM 25746U109 767 18,264 SH Defined 1 18,264 DOMTARCORP COM 257559104 251 54,584 SH Defined 5.6 54,584 DOMTARCORP COM 257559104 4 910 SH Defined 5.6 910 DOMTARCORP COM 257559104 61 12,710 SH Defined 5.6 12,710 DOMTARCORP COM 257559104 90 18,700 SH Defined 5.6 18,700 DOMTARCORP COM 257559104 216 44,820 SH Defined 5.6 44,820 DONALDSON INC COM 257651109 49 1,168 SH Defined 5.6 1,168 DONNELLEY R R & SONS CO COM 257867101 6,204 252,933 SH Defined 5.6 252,933 DOUGLAS EMMETT INC COM 25960P109 420 18,200 SH Defined 5.6 18,200 DOUGLAS EMMETT INC COM 25960P109 67 2,900 SH Defined 5.6 2,900 DOVER CORP COM 260003108 958 23,630 SH Defined 5.6 23,630 DOVER CORP COM 260003108 542 13,357 SH Defined 1.4 13,357 DOVER CORP COM 260003108 88 2,182 SH Defined 1 2,182 DOVER CORP COM 260003108 125 3,075 SH Defined 1 3,075 DOVER SADDLERY INC COM 260412101 4 1,502 SH Defined 5.6 1,502 DOW CHEM CO COM 260543103 13,217 415,900 SH Defined 5.6 415,900 DOW CHEM CO COM 260543103 33 1,050 SH Defined 1.4 1,050 DOW CHEM CO COM 260543103 8 238 SH Defined 5.7 238 DOW CHEM CO COM 260543103 221 6,950 SH Defined 5.7 6,950 DOW CHEM CO COM 260543103 328 10,314 SH Defined 5.7 10,314 DOW CHEM CO COM 260543103 788 24,810 SH Defined 5.7 24,810 DOW CHEM CO COM 260543103 4,871 153,287 SH Defined 5.7 153,287 DOW CHEM CO COM 260543103 5,338 172,409 SH Defined 1 172,409 DOWNEY FINL CORP COM 261018105 1 434 SH Defined 5.6 434 DPL INC COM 233293109 49 1,960 SH Defined 5.6 1,960 DR PEPPER SNAPPLE GROUP INC COM 26138E109 230 8,693 SH Defined 5.6 8,693 DR PEPPER SNAPPLE GROUP INC COM 26138E109 109 4,100 SH Defined 1.4 4,100 DR PEPPER SNAPPLE GROUP INC COM 26138E109 75 2,841 SH Defined 1.2 2,841 DR PEPPER SNAPPLE GROUP INC COM 26138E109 74 2,800 SH Defined 5.6 2,800 DR PEPPER SNAPPLE GROUP INC COM 26138E109 213 8,052 SH Defined 5.6 8,052 DR PEPPER SNAPPLE GROUP INC COM 26138E109 1,237 46,700 SH Defined 5.6 46,700 DR PEPPER SNAPPLE GROUP INC COM 26138E109 638 24,106 SH Defined 5.6 24,106 DR PEPPER SNAPPLE GROUP INC COM 26138E109 116 4,393 SH Defined 1 4,393 DR PEPPER SNAPPLE GROUP INC COM 26138E109 18 698 SH Defined 698 DR PEPPER SNAPPLE GROUP INC COM 26138E109 18 760 SH Defined 1 760 DR REDDYS LABS LTD ADR 256135203 888 79,678 SH Defined 5.6 79,678 DR REDDYS LABS LTD ADR 256135203 1,093 98,000 SH Defined 5.6 98,000 DRDGOLD LIMITED SPON ADR NEW 26152H301 146 32,881 SH Defined 1.4 32,881 DREAMWORKS ANIMATION SKG INC CL A 26153C103 450 14,300 SH Defined 5.6 14,300 DREAMWORKS ANIMATION SKG INC CL A 26153C103 50 1,600 SH Defined 5.6 1,600 DREAMWORKS ANIMATION SKG INC CL A 26153C103 1,644 52,261 SH Defined 5.6 52,261 DRESS BARN INC COM 261570105 8 500 SH Defined 1.4 500 DRESSER-RAND GROUP INC COM 261608103 21,019 667,896 SH Defined 5.6 667,896 DRESSER-RAND GROUP INC COM 261608103 135 4,300 SH Defined 5.6 4,300 DRS TECHNOLOGIES INC COM 23330X100 116 1,502 SH Defined 1.4 1,502 DRS TECHNOLOGIES INC COM 23330X100 393 5,070 SH Defined 5.6 5,070 DRS TECHNOLOGIES INC COM 23330X100 1,024 13,200 SH Defined 5.6 13,200 DRS TECHNOLOGIES INC COM 23330X100 1,382 17,824 SH Defined 5.6 17,824 DRS TECHNOLOGIES INC COM 23330X100 1,489 19,200 SH Defined 5.6 19,200 DRS TECHNOLOGIES INC COM 23330X100 1,539 19,845 SH Defined 5.6 19,845 DRS TECHNOLOGIES INC COM 23330X100 2,030 26,174 SH Defined 5.6 26,174 DRYSHIPS INC SHS Y2109Q101 468 13,197 SH Defined 1.4 13,197 DRYSHIPS INC SHS Y2109Q101 84 2,380 SH Defined 5.6 2,380 DRYSHIPS INC SHS Y2109Q101 5 147 SH Defined 1 147 DST SYS INC DEL COM 233326107 103 1,837 SH Defined 5.6 1,837 DTE ENERGY CO COM 233331107 810 20,179 SH Defined 5.6 20,179 DTE ENERGY CO COM 233331107 25 646 SH Defined 1 646 DU PONT E I DE NEMOURS & CO COM 263534109 57,357 1,423,256 SH Defined 5.6 1,423,256 DU PONT E I DE NEMOURS & CO COM 263534109 59 1,462 SH Defined 1.4 1,462 DU PONT E I DE NEMOURS & CO COM 263534109 9 230 SH Defined 1.2 230 DU PONT E I DE NEMOURS & CO COM 263534109 975 24,200 SH Defined 5.6 24,200 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 DU PONT E I DE NEMOURS & CO COM 263534109 258 6,534 SH Defined 1 6,534 DUKE ENERGY CORP NEW COM 26441C105 2,236 128,278 SH Defined 5.6 128,278 DUKE ENERGY CORP NEW COM 26441C105 218 12,500 SH Defined 5.7 12,500 DUKE ENERGY CORP NEW COM 26441C105 338 19,400 SH Defined 5.7 19,400 DUKE ENERGY CORP NEW COM 26441C105 854 49,000 SH Defined 5.7 49,000 DUKE ENERGY CORP NEW COM 26441C105 6,118 351,000 SH Defined 5.7 351,000 DUKE ENERGY CORP NEW COM 26441C105 736 41,781 SH Defined 1 41,781 DUKE REALTY CORP COM NEW 264411505 957 38,917 SH Defined 5.6 38,917 DUN & BRADSTREET CORP DEL NE COM 26483E100 194 2,057 SH Defined 5.6 2,057 DWS DREMAN VAL INCOME EDGE F COM 23339M105 22 2,660 SH Defined 5.6 2,660 DWS GLOBAL COMMODITIES STK F COM 23338Y100 13 1,000 SH Defined 1.4 1,000 DWS GLOBAL COMMODITIES STK F COM 23338Y100 49 3,851 SH Defined 5.6 3,851 DYCOM INDS INC COM 267475101 38 2,900 SH Defined 5.6 2,900 DYNEGY INC DEL CL A 26817G102 137 38,332 SH Defined 5.6 38,332 DYNEGY INC DEL CL A 26817G102 413 115,460 SH Defined 1.4 115,460 DYNEGY INC DEL CL A 26817G102 353 96,540 SH Defined 1 96,540 E HOUSE CHINA HLDGS LTD ADR 26852W103 14 2,000 SH Defined 1.4 2,000 E M C CORP MASS COM 268648102 48,784 4,078,948 SH Defined 5.6 4,078,948 E M C CORP MASS COM 268648102 53 4,409 SH Defined 1.4 4,409 E M C CORP MASS COM 268648102 171 14,290 SH Defined 5.6 14,290 E M C CORP MASS COM 268648102 1,290 107,848 SH Defined 5.6 107,848 E M C CORP MASS COM 268648102 1,719 143,700 SH Defined 5.6 143,700 E M C CORP MASS COM 268648102 1,198 100,127 SH Defined 5.6 100,127 E M C CORP MASS COM 268648102 2,335 203,554 SH Defined 1 203,554 E TRADE FINANCIAL CORP COM 269246104 10,526 3,759,146 SH Defined 1.4 3,759,146 E TRADE FINANCIAL CORP COM 269246104 0 11 SH Defined 1 11 EAGLE BULK SHIPPING INC COM Y2187A101 42 3,000 SH Defined 1.4 3,000 EAGLE MATERIALS INC COM 26969P108 17 766 SH Defined 5.6 766 EAGLE MATERIALS INC COM 26969P108 157 7,014 SH Defined 5.6 7,014 EAGLE TEST SYS INC COM 270006109 210 13,687 SH Defined 5.6 13,687 EAGLE TEST SYS INC COM 270006109 1,045 68,284 SH Defined 5.6 68,284 EARTHLINK INC COM 270321102 180 21,200 SH Defined 5.6 21,200 EASTGROUP PPTY INC COM 277276101 233 4,800 SH Defined 5.6 4,800 EASTMAN CHEM CO COM 277432100 369 6,698 SH Defined 5.6 6,698 EASTMAN CHEM CO COM 277432100 102 1,846 SH Defined 1 1,846 EASTMAN KODAK CO COM 277461109 346 22,519 SH Defined 5.6 22,519 EASTMAN KODAK CO COM 277461109 5 350 SH Defined 1.4 350 EASTMAN KODAK CO COM 277461109 22 1,457 SH Defined 5.6 1,457 EASTMAN KODAK CO COM 277461109 58 3,800 SH Defined 5.6 3,800 EASTMAN KODAK CO COM 277461109 5 304 SH Defined 5.7 304 EASTMAN KODAK CO NOTE 3.375%10/1 277461BE8 882 9,350 PRN Defined 5.6 9,350 EASYLINK SERVICES INTL CORP CL A 277858106 66 20,000 SH Defined 1.4 20,000 EATON CORP COM 278058102 37,287 663,714 SH Defined 5.6 663,714 EATON CORP COM 278058102 281 5,000 SH Defined 1.2 5,000 EATON CORP COM 278058102 371 6,600 SH Defined 1.2 6,600 EATON CORP COM 278058102 652 11,600 SH Defined 1.2 11,600 EATON CORP COM 278058102 213 3,800 SH Defined 5.6 3,800 EATON CORP COM 278058102 551 10,242 SH Defined 1 10,242 EATON VANCE CORP COM NON VTG 278265103 92 2,600 SH Defined 5.6 2,600 EATON VANCE CORP COM NON VTG 278265103 627 17,787 SH Defined 5.6 17,787 EBAY INC COM 278642103 3,690 164,895 SH Defined 5.6 164,895 EBAY INC COM 278642103 195 8,700 SH Defined 5.6 8,700 EBAY INC COM 278642103 242 10,800 SH Defined 5.6 10,800 EBAY INC COM 278642103 398 17,790 SH Defined 5.6 17,790 EBAY INC COM 278642103 5 244 SH Defined 5.7 244 EBAY INC COM 278642103 168 7,500 SH Defined 5.7 7,500 EBAY INC COM 278642103 224 10,000 SH Defined 5.7 10,000 EBAY INC COM 278642103 358 16,000 SH Defined 5.7 16,000 EBAY INC COM 278642103 826 36,900 SH Defined 5.7 36,900 EBAY INC COM 278642103 172 8,611 SH Defined 1 8,611 ECHOSTAR CORP CL A 278768106 7 306 SH Defined 1.4 306 ECHOSTAR CORP CL A 278768106 51 2,100 SH Defined 5.6 2,100 ECHOSTAR CORP CL A 278768106 35 1,437 SH Defined 5.7 1,437 ECHOSTAR CORP CL A 278768106 623 25,860 SH Defined 5.7 25,860 ECHOSTAR CORP CL A 278768106 0 4 SH Defined 1 4 ECOLAB INC COM 278865100 6,890 142,004 SH Defined 5.6 142,004 EDGAR ONLINE INC COM 279765101 195 83,040 SH Defined 5.6 83,040 EDISON INTL COM 281020107 1,547 38,778 SH Defined 5.6 38,778 EDISON INTL COM 281020107 704 17,825 SH Defined 1 17,825 EDWARDS LIFESCIENCES CORP COM 28176E108 174 3,011 SH Defined 5.6 3,011 EL PASO CORP COM 28336L109 47,181 3,697,535 SH Defined 5.6 3,697,535 EL PASO CORP COM 28336L109 52 4,104 SH Defined 5.6 4,104 EL PASO CORP COM 28336L109 148 11,590 SH Defined 5.6 11,590 EL PASO CORP COM 28336L109 154 12,100 SH Defined 5.6 12,100 EL PASO CORP COM 28336L109 228 20,273 SH Defined 1 20,273 ELAN PLC ADR 284131208 2,395 224,469 SH Defined 1.4 224,469 ELAN PLC ADR 284131208 487 45,600 SH Defined 5.6 45,600 ELAN PLC ADR 284131208 601 56,340 SH Defined 5.6 56,340 ELBIT SYS LTD ORD M3760D101 30 566 SH Defined 1 566 ELDORADO GOLD CORP NEW COM 284902103 11,655 1,866,117 SH Defined 5.6 1,866,117 ELDORADO GOLD CORP NEW COM 284902103 49 7,600 SH Defined 1.4 7,600 ELECTRO SCIENTIFIC INDS COM 285229100 48 3,343 SH Defined 8,9,10 3,343 ELECTRO SCIENTIFIC INDS COM 285229100 347 24,372 SH Defined 8,9,10 24,372 ELECTRONIC ARTS INC COM 285512109 18,425 498,099 SH Defined 5.6 498,099 ELECTRONIC ARTS INC COM 285512109 37 1,000 SH Defined 1.4 1,000 ELECTRONIC ARTS INC COM 285512109 10,448 282,464 SH Defined 5.6 282,464 ELECTRONIC ARTS INC COM 285512109 183 5,094 SH Defined 1 5,094 ELITE PHARMACEUTICALS INC CL A NEW 28659T200 5 29,923 SH Defined 5.6 29,923 EM C CORP MASS NOTE 1.750%12/0 268648AM4 2,453 25,000 PRN Defined 5.6 25,000 EM C CORP MASS NOTE 1.750%12/0 268648AM4 8,380 85,400 PRN Defined 5.6 85,400 EM C CORP MASS NOTE 1.750%12/0 268648AK8 6,898 7,000,000 PRN Defined 1 7,000,000 EMAGEON INC COM 29076V109 28 12,870 SH Defined 5.6 12,870 EMBARQ CORP COM 29078E105 586 14,463 SH Defined 5.6 14,463 EMBARQ CORP COM 29078E105 289 7,131 SH Defined 1 7,131 EMBOTELLADORA ANDINA S A SPON ADR B 29081P303 1,615 111,400 SH Defined 5.6 111,400 EMBOTELLADORA ANDINA S A SPON ADR B 29081P303 1,663 114,700 SH Defined 5.6 114,700 EMBRAER-EMPRESA BRASILEIRA D SP ADR PFD SHS 29081M102 4,189 155,100 SH Defined 5.6 155,100 EMBRAER-EMPRESA BRASILEIRA D SP ADR PFD SHS 29081M102 1,310 48,500 SH Defined 5.6 48,500 EMBRAER-EMPRESA BRASILEIRA D SP ADR PFD SHS 29081M102 2 90 SH Defined 1 90 EMCOR GROUP INC COM 29084Q100 33 1,250 SH Defined 1.4 1,250 EMCORE CORP COM 290846104 144 29,180 SH Defined 5.6 29,180 EMERSON ELEC CO COM 291011104 56,392 1,382,494 SH Defined 5.6 1,382,494 EMERSON ELEC CO COM 291011104 738 18,100 SH Defined 1.2 18,100 EMERSON ELEC CO COM 291011104 893 21,887 SH Defined 1.2 21,887 EMERSON ELEC CO COM 291011104 1,761 43,180 SH Defined 1.2 43,180 EMERSON ELEC CO COM 291011104 4 101 SH Defined 5.7 101 EMERSON ELEC CO COM 291011104 16 400 SH Defined 400 EMERSON ELEC CO COM 291011104 73 1,894 SH Defined 1 1,894 EMMIS COMMUNICATIONS CORP PFD CV SER A 291525202 2,362 128,368 SH Defined 5.6 128,368 EMPIRE RESORTS INC NOTE 5.500% 7/3 292052AB3 394 7,000 PRN Defined 5.6 7,000 EMPRESA NACIONAL DE ELCTRCID SPONSORED ADR 29244T101 303 6,800 SH Defined 5.6 6,800 EMPRESAS ICA S A DE CV SPONS ADR NEW 292448206 274 23,900 SH Defined 5.6 23,900 EMPRESAS ICA S A DE CV SPONS ADR NEW 292448206 2,587 225,700 SH Defined 5.6 225,700 EMULEX CORP COM NEW 292475209 130 12,200 SH Defined 5.6 12,200 ENBRIDGE INC COM 29250N105 523 14,112 SH Defined 5.6 14,112 ENBRIDGE INC COM 29250N105 0 1 SH Defined 5.6 1 ENCANA CORP COM 292505104 7,268 113,698 SH Defined 5.6 113,698 ENCANA CORP COM 292505104 67 1,024 SH Defined 1.4 1,024 ENCANA CORP COM 292505104 55 841 SH Defined 1.2 841 ENCANA CORP COM 292505104 66 1,000 SH Defined 1 1,000 ENCORE ACQUISITION CO COM 29255W100 100 2,400 SH Defined 5.6 2,400 ENCORE WIRE CORP COM 292562105 5 300 SH Defined 1.4 300 ENDEAVOR INTL CORP INC NOTE 6.000% 1/1 29257MAB6 333 4,000 PRN Defined 5.6 4,000 ENDEAVOR INTL CORP INC NOTE 6.000% 1/1 29257MAB6 3,117 37,500 PRN Defined 5.6 37,500 ENDO PHARMACEUTICALS HLDGS I NOTE 1.750% 4/1 29264FAA4 2,818 34,000 PRN Defined 5.6 34,000 ENDURANCE SPECIALTY HLDGS LT SHS G30397106 108 3,500 SH Defined 5.6 3,500 ENERGEN CORP COM 29265N108 136 3,003 SH Defined 5.6 3,003 ENERGIZER HLDGS INC COM 29266R108 240 2,977 SH Defined 5.6 2,977 ENERGIZER HLDGS INC COM 29266R108 50 620 SH Defined 5.6 620 ENERGY EAST CORP COM 29266M109 143 4,997 SH Defined 5.6 4,997 ENERGY EAST CORP COM 29266M109 0 1 SH Defined 5.6 1 ENERGY INFRASTRUCTURE ACQUI COM 29269P109 406 40,000 SH Defined 5.6 40,000 ENERGY RECOVERY INC COM 29270J100 638 66,534 SH Defined 5.6 66,534 ENERGY XXI (BERMUDA) LTD COM SHS G10082108 106 35,000 SH Defined 1.4 35,000 ENERGYSOLUTIONS INC DEPOSITARY SH 292756202 170 17,000 SH Defined 5.6 17,000 ENERGYSOLUTIONS INC DEPOSITARY SH 292756202 188 18,785 SH Defined 5.6 18,785 ENERGYSOUTH INC COM 292970100 34 553 SH Defined 5.6 553 ENERGYSOUTH INC COM 292970100 168 2,726 SH Defined 5.6 2,726 ENERGYSOUTH INC COM 292970100 281 4,570 SH Defined 5.6 4,570 ENERGYSOUTH INC COM 292970100 445 7,246 SH Defined 5.6 7,246 ENERPLUS RES FD UNIT TR G NEW 29274D604 190 5,201 SH Defined 5.6 5,201 ENERSIS S A SPONSORED ADR 29274F104 1,993 122,100 SH Defined 5.6 122,100 ENERSIS S A SPONSORED ADR 29274F104 5,634 345,217 SH Defined 5.6 345,217 ENERSIS S A SPONSORED ADR 29274F104 4 272 SH Defined 5.6 272 ENERSIS S A SPONSORED ADR 29274F104 39 2,409 SH Defined 5.6 2,409 ENERSIS S A SPONSORED ADR 29274F104 6,773 415,000 SH Defined 5.7 415,000 ENERSYS NOTE 3.375% 6/0 29275YAA0 903 12,000 PRN Defined 5.6 12,000 ENI S P A SPONSORED ADR 26874R108 826 15,600 SH Defined 1.4 15,600 ENOVA SYSTEMS INC COM NEW 29355M200 404 182,974 SH Defined 1.4 182,974 ENSCO INTL INC COM 26874Q100 2,293 39,784 SH Defined 5.6 39,784 ENSCO INTL INC COM 26874Q100 12 200 SH Defined 1.4 200 ENSCO INTL INC COM 26874Q100 357 6,200 SH Defined 5.6 6,200 ENSCO INTL INC COM 26874Q100 726 12,600 SH Defined 5.6 12,600 ENSCO INTL INC COM 26874Q100 429 7,438 SH Defined 5.6 7,438 ENSCO INTL INC COM 26874Q100 60 1,041 SH Defined 1 1,041 ENTERCOM COMMUNICATIONS CORP CL A 293639100 54 10,700 SH Defined 5.6 10,700 ENTERGY CORP NEW COM 29364G103 1,747 19,629 SH Defined 5.6 19,629 ENTERGY CORP NEW COM 29364G103 398 4,693 SH Defined 1 4,693 ENTERPRISE ACQUISITION CORP *W EXP 11/07/20 29365R116 9 47,400 SH Defined 5.6 47,400 ENTERPRISE ACQUISITION CORP COM 29365R108 551 60,000 SH Defined 5.6 60,000 ENTERPRISE PRODS PARTNERS L COM 293792107 92 3,560 SH Defined 5.6 3,560 ENTERTAINMENT PPTYS TR COM SH BEN INT 29380T105 306 5,600 SH Defined 5.6 5,600 ENVIRONMENTAL PWR CORP COM NEW 29406L201 7 2,980 SH Defined 5.6 2,980 ENZON PHARMACEUTICALS INC COM 293904108 6 800 SH Defined 1 800 EOG RES INC COM 26875P101 5,344 59,741 SH Defined 5.6 59,741 EOG RES INC COM 26875P101 3,496 39,076 SH Defined 5.6 39,076 EOG RES INC COM 26875P101 104 1,167 SH Defined 5.7 1,167 EOG RES INC COM 26875P101 1,879 21,000 SH Defined 5.7 21,000 EOG RES INC COM 26875P101 186 2,193 SH Defined 1 2,193 EPIX PHARMACEUTICALS INC COM NEW 26881Q309 0 100 SH Defined 5.6 100 EQUIFAX INC COM 294429105 499 14,497 SH Defined 5.6 14,497 EQUINIX INC COM NEW 29444U502 497 7,150 SH Defined 5.6 7,150 EQUINIX INC COM NEW 29444U502 479 6,900 SH Defined 1.4 6,900 EQUINIX INC COM NEW 29444U502 1,253 18,040 SH Defined 5.6 18,040 EQUINIX INC NOTE 2.500% 4/1 29444UAF3 1,709 19,500 PRN Defined 5.6 19,500 EQUINIX INC NOTE 3.000%10/1 29444UAG1 2,996 35,200 PRN Defined 5.6 35,200 EQUITABLE RES INC COM 294549100 4,092 111,548 SH Defined 5.6 111,548 EQUITY LIFESTYLE PPTYS INC COM 29472R108 127 2,400 SH Defined 5.6 2,400 EQUITY ONE COM 294752100 160 7,800 SH Defined 5.6 7,800 EQUITY RESIDENTIAL SH BEN INT 29476L107 3,847 86,629 SH Defined 5.6 86,629 EQUITY RESIDENTIAL SH BEN INT 29476L107 355 8,000 SH Defined 5.6 8,000 EQUITY RESIDENTIAL SH BEN INT 29476L107 38 923 SH Defined 1 923 ERICSSON L M TEL CO ADR B SEK 10 294821608 9 1,000 SH Defined 1.4 1,000 ERICSSON L M TEL CO ADR B SEK 10 294821608 0 4 SH Defined 1 4 ERIE INDTY CO CL A 29530P102 7 155 SH Defined 5.6 155 ERP OPER LTD PARTNERSHIP NOTE 3.850% 8/1 26884AAV5 830 8,920 PRN Defined 5.6 8,920 ERP OPER LTD PARTNERSHIP NOTE 3.850% 8/1 26884AAV5 2,822 30,340 PRN Defined 5.6 30,340 ESSEX PPTY TR INC COM 297178105 876 7,400 SH Defined 5.6 7,400 ESTERLINE TECHNOLOGIES CORP COM 297425100 223 5,625 SH Defined 5.6 5,625 ESTERLINE TECHNOLOGIES CORP COM 297425100 0 1 SH Defined 1 ETELECARE GLOBAL SOLUTIONS I SPON ADR 29759R102 58 7,007 SH Defined 5.6 7,007 EUROPEAN EQUITY FUND COM 298768102 66 9,227 SH Defined 1.4 9,227 EVEREST RE GROUP LTD COM G3223R108 244 2,820 SH Defined 5.6 2,820 EVEREST RE GROUP LTD COM G3223R108 898 10,383 SH Defined 1.3 10,383 EVERGREEN MANAGED INCOME FD COM SHS 30024Y104 147 11,900 SH Defined 5.6 11,900 EVERGREEN SOLAR INC COM 30033R108 144 26,038 SH Defined 1.4 26,038 EVOLUTION PETROLEUM CORP COM 30049A107 54 17,750 SH Defined 5.6 17,750 EXCEL MARITIME CARRIERS LTD COM V3267N107 67 4,362 SH Defined 1.4 4,362 EXCEL MARITIME CARRIERS LTD COM V3267N107 0 17 SH Defined 5.6 17 EXCEL MARITIME CARRIERS LTD COM V3267N107 0 21 SH Defined 5.6 21 EXCO RESOURCES INC COM 269279402 132 8,100 SH Defined 5.6 8,100 EXELON CORP COM 30161N101 69,486 1,109,645 SH Defined 5.6 1,109,645 EXELON CORP COM 30161N101 13 200 SH Defined 1 200 EXELON CORP COM 30161N101 7 116 SH Defined 5.7 116 EXELON CORP COM 30161N101 118 1,880 SH Defined 5.7 1,880 EXELON CORP COM 30161N101 180 2,872 SH Defined 5.7 2,872 EXELON CORP COM 30161N101 450 7,180 SH Defined 5.7 7,180 EXELON CORP COM 30161N101 4,609 73,596 SH Defined 5.7 73,596 EXELON CORP COM 30161N101 1,784 29,162 SH Defined 1 29,162 EXPEDIA INC DEL COM 30212P105 319 21,125 SH Defined 5.6 21,125 EXPEDIA INC DEL COM 30212P105 24 1,598 SH Defined 5.6 1,598 EXPEDIA INC DEL COM 30212P105 183 12,100 SH Defined 5.6 12,100 EXPEDITORS INTL WASH INC COM 302130109 627 17,983 SH Defined 5.6 17,983 EXPEDITORS INTL WASH INC COM 302130109 39 1,124 SH Defined 5.7 1,124 EXPEDITORS INTL WASH INC COM 302130109 704 20,220 SH Defined 5.7 20,220 EXPRESS SCRIPTS INC COM 302182100 3,055 41,385 SH Defined 5.6 41,385 EXPRESS SCRIPTS INC COM 302182100 140 1,900 SH Defined 5.6 1,900 EXPRESS SCRIPTS INC COM 302182100 236 3,200 SH Defined 5.7 3,200 EXPRESS SCRIPTS INC COM 302182100 382 5,170 SH Defined 5.7 5,170 EXPRESS SCRIPTS INC COM 302182100 382 5,180 SH Defined 5.7 5,180 EXPRESS SCRIPTS INC COM 302182100 406 5,500 SH Defined 5.7 5,500 EXPRESS SCRIPTS INC COM 302182100 591 8,000 SH Defined 5.7 8,000 EXPRESS SCRIPTS INC COM 302182100 886 12,000 SH Defined 5.7 12,000 EXPRESS SCRIPTS INC COM 302182100 960 13,000 SH Defined 5.7 13,000 EXPRESS SCRIPTS INC COM 302182100 2,067 28,000 SH Defined 5.7 28,000 EXPRESS SCRIPTS INC COM 302182100 11,590 157,000 SH Defined 5.7 157,000 EXPRESS SCRIPTS INC COM 302182100 6 90 SH Defined 1 90 EXPRESSJET HOLDINGS INC CL A 30218U108 88 53,600 SH Defined 1.4 53,600 EXPRESSJET HOLDINGS INC CL A 30218U108 5,073 3,074,271 SH Defined 5.6 3,074,271 EXTERRAN HLDGS INC COM 30225X103 357 11,168 SH Defined 5.6 11,168 EXTRA SPACE STORAGE INC COM 30225T102 233 15,200 SH Defined 5.6 15,200 EXXON MOBIL CORP COM 30231G102 1,928 24,824 SH Defined 5.6 24,824 EXXON MOBIL CORP COM 30231G102 294,587 3,793,286 SH Defined 5.6 3,793,286 EXXON MOBIL CORP COM 30231G102 252 3,241 SH Defined 1.4 3,241 EXXON MOBIL CORP COM 30231G102 511 6,575 SH Defined 1.2 6,575 EXXON MOBIL CORP COM 30231G102 505 6,500 SH Defined 5.6 6,500 EXXON MOBIL CORP COM 30231G102 86 1,111 SH Defined 5.6 1,111 EXXON MOBIL CORP COM 30231G102 520 6,700 SH Defined 5.6 6,700 EXXON MOBIL CORP COM 30231G102 543 6,998 SH Defined 5.6 6,998 EXXON MOBIL CORP COM 30231G102 117 1,504 SH Defined 1 1,504 EXXON MOBIL CORP COM 30231G102 27 353 SH Defined 5.7 353 EXXON MOBIL CORP COM 30231G102 37 472 SH Defined 5.7 472 EXXON MOBIL CORP COM 30231G102 78 1,003 SH Defined 5.7 1,003 EXXON MOBIL CORP COM 30231G102 466 6,000 SH Defined 5.7 6,000 EXXON MOBIL CORP COM 30231G102 753 9,700 SH Defined 5.7 9,700 EXXON MOBIL CORP COM 30231G102 1,149 14,800 SH Defined 5.7 14,800 EXXON MOBIL CORP COM 30231G102 2,664 34,300 SH Defined 5.7 34,300 EXXON MOBIL CORP COM 30231G102 32,829 422,729 SH Defined 5.7 422,729 EXXON MOBIL CORP COM 30231G102 24,241 327,319 SH Defined 1 327,319 FACTSET RESH SYS INC COM 303075105 8 150 SH Defined 1.4 150 FAIR ISAAC CORP COM 303250104 235 10,200 SH Defined 5.6 10,200 FAIRCHILD SEMICONDUCTOR INTL COM 303726103 171 19,276 SH Defined 5.6 19,276 FAIRFAX FINL HLDGS LTD SUB VTG 303901102 235 732 SH Defined 5.6 732 FAIRPOINTMUNICATIONS INC COM 305560104 5 594 SH Defined 5.6 594 FAIRPOINTMUNICATIONS INC COM 305560104 0 5 SH Defined 5.7 5 FAIRPOINTMUNICATIONS INC COM 305560104 6 734 SH Defined 5.7 734 FAIRPOINTMUNICATIONS INC COM 305560104 86 10,242 SH Defined 1 10,242 FAMILY DLR STORES INC COM 307000109 461 19,432 SH Defined 5.6 19,432 FAMILY DLR STORES INC COM 307000109 230 9,700 SH Defined 5.6 9,700 FASTENAL CO COM 311900104 679 13,752 SH Defined 5.6 13,752 FASTENAL CO COM 311900104 603 12,200 SH Defined 1.4 12,200 FASTENAL CO COM 311900104 96 1,937 SH Defined 1 1,937 FEDERAL HOME LN MTG CORP COM 313400301 21 12,349 SH Defined 5.6 12,349 FEDERAL HOME LN MTG CORP COM 313400301 380 222,298 SH Defined 1.4 222,298 FEDERAL MOGUL CORP CL A 313549404 43 3,462 SH Defined 5.6 3,462 FEDERAL MOGUL CORP CL A 313549404 265 21,085 SH Defined 5.6 21,085 FEDERAL MOGUL CORP CL A 313549404 450 35,876 SH Defined 5.6 35,876 FEDERAL NATL MTG ASSN COM 313586109 34 22,104 SH Defined 5.6 22,104 FEDERAL NATL MTG ASSN COM 313586109 283 184,976 SH Defined 1.4 184,976 FEDERAL NATL MTG ASSN COM 313586109 97 63,200 SH Defined 5.6 63,200 FEDERAL NATL MTG ASSN COM 313586109 1,387 906,730 SH Defined 5.6 906,730 FEDERAL NATL MTG ASSN COM 313586109 13 8,211 SH Defined 1 8,211 FEDERAL REALTY INVT TR SH BEN INT NEW 313747206 1,714 20,018 SH Defined 5.6 20,018 FEDERAL REALTY INVT TR SH BEN INT NEW 313747206 71 832 SH Defined 5.6 832 FEDERAL REALTY INVT TR SH BEN INT NEW 313747206 614 7,176 SH Defined 5.6 7,176 FEDERATED INVS INC PA CL B 314211103 144 4,981 SH Defined 5.6 4,981 FEDERATED INVS INC PA CL B 314211103 283 9,800 SH Defined 5.6 9,800 FEDERATED INVS INC PA CL B 314211103 48 1,672 SH Defined 1 1,672 FEDEX CORP COM 31428X106 2,031 25,700 SH Defined 5.6 25,700 FEDEX CORP COM 31428X106 6,325 80,020 SH Defined 5.6 80,020 FEDEX CORP COM 31428X106 4 50 SH Defined 1.4 50 FEDEX CORP COM 31428X106 237 3,000 SH Defined 1.3 3,000 FEDEX CORP COM 31428X106 79 1,000 SH Defined 5.6 1,000 FEDEX CORP COM 31428X106 245 3,094 SH Defined 5.6 3,094 FEDEX CORP COM 31428X106 1,934 24,295 SH Defined 1 24,295 FELCOR LODGING TR INC COM 31430F101 128 17,900 SH Defined 5.6 17,900 FIBERTOWER CORP COM 31567R100 76 55,000 SH Defined 5.6 55,000 FIDELITY NATL INFORMATION SV COM 31620M106 652 35,341 SH Defined 5.6 35,341 FIDELITY NATL INFORMATION SV COM 31620M106 128 6,950 SH Defined 5.6 6,950 FIDELITY NATL INFORMATION SV COM 31620M106 2,285 123,792 SH Defined 5.6 123,792 FIDELITY NATL INFORMATION SV COM 31620M106 36 1,926 SH Defined 1 1,926 FIDELITY NATL TITLE GROUP IN CL A 31620R105 131 8,925 SH Defined 5.6 8,925 FIFTH THIRD BANCORP COM 316773100 721 60,610 SH Defined 5.6 60,610 FIFTH THIRD BANCORP COM 316773100 175 14,700 SH Defined 5.6 14,700 FIFTH THIRD BANCORP COM 316773100 63 6,948 SH Defined 1 6,948 FINISAR COM 31787A101 239 236,600 SH Defined 5.6 236,600 FIRST ACCEPTANCE CORP COM 318457108 240 70,720 SH Defined 5.6 70,720 FIRST AMERN CORP CALIF COM 318522307 122 4,137 SH Defined 5.6 4,137 FIRST AMERN CORP CALIF COM 318522307 148 5,000 SH Defined 5.6 5,000 FIRST BANCORP P R COM 318672102 44 4,000 SH Defined 5.6 4,000 FIRST CASH FINL SVCS INC COM 31942D107 60 4,000 SH Defined 1.4 4,000 FIRST CTZNS BANCSHARES INC N CL A 31946M103 37 208 SH Defined 5.6 208 FIRST HORIZON NATL CORP COM 320517105 101 10,761 SH Defined 5.6 10,761 FIRST HORIZON NATL CORP COM 320517105 8 900 SH Defined 1.4 900 FIRST HORIZON NATL CORP COM 320517105 181 19,307 SH Defined 1 19,307 FIRST INDUSTRIAL REALTY TRUS COM 32054K103 344 12,000 SH Defined 5.6 12,000 FIRST MARBLEHEAD CORP COM 320771108 4 1,600 SH Defined 1.4 1,600 FIRST MIDWEST BANCORP DEL COM 320867104 82 3,400 SH Defined 5.6 3,400 FIRST POTOMAC RLTY TR COM 33610F109 132 7,700 SH Defined 5.6 7,700 FIRST POTOMAC RLTY TR COM 33610F109 389 23,821 SH Defined 1 23,821 FIRST SOLAR INC COM 336433107 28,721 152,038 SH Defined 5.6 152,038 FIRST SOLAR INC COM 336433107 38 200 SH Defined 1.4 200 FIRST SOLAR INC COM 336433107 83 440 SH Defined 5.6 440 FIRST SOLAR INC COM 336433107 262 1,389 SH Defined 5.6 1,389 FIRST SOLAR INC COM 336433107 1 7 SH Defined 5.6 7 FIRST TREXCHANGE TRADED FD NASDAQ 100 EX 33733E401 0 5 SH Defined 1.4 5 FIRST TREXCHANGE TRADED FD NASDAQ CLEAN E 33733E500 0 4 SH Defined 1.4 4 FIRSTENERGY CORP COM 337932107 2,385 35,602 SH Defined 5.6 35,602 FIRSTENERGY CORP COM 337932107 563 8,400 SH Defined 1.2 8,400 FIRSTENERGY CORP COM 337932107 707 10,556 SH Defined 1.2 10,556 FIRSTENERGY CORP COM 337932107 1,440 21,500 SH Defined 1.2 21,500 FIRSTENERGY CORP COM 337932107 9 129 SH Defined 5.7 129 FIRSTENERGY CORP COM 337932107 295 4,400 SH Defined 5.7 4,400 FIRSTMERIT CORP COM 337915102 389 18,500 SH Defined 5.6 18,500 FIRSTMERIT CORP COM 337915102 61 2,900 SH Defined 5.6 2,900 FISERV INC COM 337738108 737 15,578 SH Defined 5.6 15,578 FISERV INC COM 337738108 2,972 62,800 SH Defined 5.6 62,800 FISERV INC COM 337738108 196 4,270 SH Defined 1 4,270 FISHER SCIENTIFIC INTL INC NOTE 3.250% 3/0 338032AX3 23,044 15,729 PRN Defined 5.6 15,729 FLEXTRONICS INTL LTD NOTE 1.000% 8/0 33938EAL1 533 6,020 PRN Defined 5.6 6,020 FLEXTRONICS INTL LTD NOTE 1.000% 8/0 33938EAL1 2,328 26,300 PRN Defined 5.6 26,300 FLEXTRONICS INTL LTD ORD Y2573F102 3,324 469,477 SH Defined 5.6 469,477 FLEXTRONICS INTL LTD ORD Y2573F102 51 7,149 SH Defined 5.6 7,149 FLOTEK INDS INC DEL COM 343389102 51 4,600 SH Defined 5.6 4,600 FLOW INTL CORP COM 343468104 685 134,900 SH Defined 5.6 134,900 FLOWSERVE CORP COM 34354P105 456 5,135 SH Defined 5.6 5,135 FLUOR CORP NEW COM 343412102 1,293 23,211 SH Defined 5.6 23,211 FLUOR CORP NEW COM 343412102 87 1,568 SH Defined 1.4 1,568 FLUOR CORP NEW COM 343412102 245 4,400 SH Defined 1.2 4,400 FLUOR CORP NEW COM 343412102 300 5,378 SH Defined 1.2 5,378 FLUOR CORP NEW COM 343412102 618 11,100 SH Defined 1.2 11,100 FLUOR CORP NEW COM 343412102 247 4,443 SH Defined 5.6 4,443 FLUOR CORP NEW COM 343412102 77 1,374 SH Defined 1 1,374 FLUOR CORP NEW COM 343412102 236 4,840 SH Defined 1 4,840 FMC TECHNOLOGIES INC COM 30249U101 3,294 70,769 SH Defined 5.6 70,769 FOCUS MEDIA HLDG LTD SPONSORED ADR 34415V109 3,207 112,500 SH Defined 5.6 112,500 FOCUS MEDIA HLDG LTD SPONSORED ADR 34415V109 40 1,400 SH Defined 1.4 1,400 FOCUS MEDIA HLDG LTD SPONSORED ADR 34415V109 124 4,900 SH Defined 1 4,900 FOMENTO ECONOMICO MEXICANO S SPON ADR UNITS 344419106 4,039 105,900 SH Defined 5.6 105,900 FOMENTO ECONOMICO MEXICANO S SPON ADR UNITS 344419106 24,695 647,477 SH Defined 5.6 647,477 FOMENTO ECONOMICO MEXICANO S SPON ADR UNITS 344419106 10,870 285,000 SH Defined 5.7 285,000 FOOT LOCKER INC COM 344849104 36 2,200 SH Defined 5.6 2,200 FOOT LOCKER INC COM 344849104 350 21,630 SH Defined 5.6 21,630 FORD MTR CO CAP TR II PFD TR CV6.5% 345395206 277 18,000 SH Defined 5.6 18,000 FORD MTR CO DEL COM PAR $0.01 345370860 1,022 196,556 SH Defined 5.6 196,556 FORD MTR CO DEL COM PAR $0.01 345370860 221 42,500 SH Defined 1.4 42,500 FORD MTR CO DEL COM PAR $0.01 345370860 44 8,500 SH Defined 5.6 8,500 FORD MTR CO DEL COM PAR $0.01 345370860 207 39,815 SH Defined 5.6 39,815 FORD MTR CO DEL COM PAR $0.01 345370860 207 39,900 SH Defined 5.6 39,900 FORD MTR CO DEL COM PAR $0.01 345370860 1,301 311,906 SH Defined 1 311,906 FORD MTR CO DEL NOTE 4.250%12/1 345370CF5 140 2,100 PRN Defined 5.6 2,100 FORD MTR CO DEL NOTE 4.250%12/1 345370CF5 600 8,970 PRN Defined 5.6 8,970 FORD MTR CO DEL NOTE 4.250%12/1 345370CF5 1,070 16,000 PRN Defined 5.6 16,000 FORD MTR CO DEL NOTE 4.250%12/1 345370CF5 3,076 46,000 PRN Defined 5.6 46,000 FORDING CDN COAL TR TR UNIT 345425102 3,760 45,801 SH Defined 5.6 45,801 FORDING CDN COAL TR TR UNIT 345425102 118 1,399 SH Defined 5.6 1,399 FORDING CDN COAL TR TR UNIT 345425102 130 1,542 SH Defined 5.6 1,542 FORDING CDN COAL TR TR UNIT 345425102 345 4,100 SH Defined 5.6 4,100 FORDING CDN COAL TR TR UNIT 345425102 631 7,500 SH Defined 5.6 7,500 FOREST CITY ENTERPRISES INC CL A 345550107 112 3,664 SH Defined 5.6 3,664 FOREST CITY ENTERPRISES INC CL A 345550107 0 11 SH Defined 5.6 11 FOREST LABS INC COM 345838106 1,958 69,228 SH Defined 5.6 69,228 FOREST LABS INC COM 345838106 164 5,800 SH Defined 5.6 5,800 FOREST LABS INC COM 345838106 535 19,955 SH Defined 1 19,955 FOREST OIL CORP COM PAR $0.01 346091705 172 3,471 SH Defined 5.6 3,471 FOREST OIL CORP COM PAR $0.01 346091705 56 1,126 SH Defined 5.6 1,126 FORTUNE BRANDS INC COM 349631101 1,725 30,067 SH Defined 5.6 30,067 FORTUNE BRANDS INC COM 349631101 50 866 SH Defined 1 866 FOSTER WHEELER LTD SHS NEW G36535139 352 9,751 SH Defined 5.6 9,751 FOSTER WHEELER LTD SHS NEW G36535139 95 2,622 SH Defined 1.4 2,622 FOSTER WHEELER LTD SHS NEW G36535139 32 900 SH Defined 5.6 900 FOSTER WHEELER LTD SHS NEW G36535139 98 2,705 SH Defined 5.6 2,705 FOUNDATION COAL HLDGS INC COM 35039W100 61 1,721 SH Defined 5.6 1,721 FOUNDATION COAL HLDGS INC COM 35039W100 140 3,929 SH Defined 5.6 3,929 FOUNDRY NETWORKS INC COM 35063R100 186 10,240 SH Defined 5.6 10,240 FOUNDRY NETWORKS INC COM 35063R100 329 18,079 SH Defined 5.6 18,079 FOUNDRY NETWORKS INC COM 35063R100 526 28,900 SH Defined 5.6 28,900 FOUNDRY NETWORKS INC COM 35063R100 530 29,095 SH Defined 5.6 29,095 FOUNDRY NETWORKS INC COM 35063R100 956 52,500 SH Defined 5.6 52,500 FOUNDRY NETWORKS INC COM 35063R100 2,836 155,732 SH Defined 5.6 155,732 FPL GROUP INC COM 302571104 3,260 64,812 SH Defined 5.6 64,812 FPL GROUP INC COM 302571104 317 6,300 SH Defined 1.2 6,300 FPL GROUP INC COM 302571104 396 7,867 SH Defined 1.2 7,867 FPL GROUP INC COM 302571104 755 15,000 SH Defined 1.2 15,000 FPL GROUP INC COM 302571104 739 14,698 SH Defined 5.6 14,698 FPL GROUP INC COM 302571104 6 122 SH Defined 5.7 122 FPL GROUP INC COM 302571104 267 5,177 SH Defined 1 5,177 FRANKLIN ELEC INC COM 353514102 1,733 38,900 SH Defined 5.6 38,900 FRANKLIN RES INC COM 354613101 2,879 32,668 SH Defined 5.6 32,668 FRANKLIN RES INC COM 354613101 136 1,543 SH Defined 5.6 1,543 FRANKLIN RES INC COM 354613101 40 483 SH Defined 1 483 FRANKLIN STREET PPTYS CORP COM 35471R106 189 14,500 SH Defined 5.6 14,500 FREEPORT-MCMORAN COPPER & GO COM 35671D857 51,986 914,438 SH Defined 5.6 914,438 FREEPORT-MCMORAN COPPER & GO COM 35671D857 384 6,750 SH Defined 1.4 6,750 FREEPORT-MCMORAN COPPER & GO COM 35671D857 36 631 SH Defined 5.6 631 FREEPORT-MCMORAN COPPER & GO COM 35671D857 74 1,310 SH Defined 5.6 1,310 FREEPORT-MCMORAN COPPER & GO COM 35671D857 85 1,500 SH Defined 5.6 1,500 FREEPORT-MCMORAN COPPER & GO COM 35671D857 284 5,000 SH Defined 5.6 5,000 FREEPORT-MCMORAN COPPER & GO COM 35671D857 11 200 SH Defined 5.6 200 FREEPORT-MCMORAN COPPER & GO COM 35671D857 98 1,716 SH Defined 5.6 1,716 FREEPORT-MCMORAN COPPER & GO COM 35671D857 188 3,300 SH Defined 5.6 3,300 FREEPORT-MCMORAN COPPER & GO COM 35671D857 77 1,350 SH Defined 5.7 1,350 FREEPORT-MCMORAN COPPER & GO COM 35671D857 119 2,090 SH Defined 5.7 2,090 FREEPORT-MCMORAN COPPER & GO COM 35671D857 301 5,300 SH Defined 5.7 5,300 FREEPORT-MCMORAN COPPER & GO COM 35671D857 2,618 46,050 SH Defined 5.7 46,050 FREEPORT-MCMORAN COPPER & GO COM 35671D857 1,192 22,399 SH Defined 1 22,399 FREEPORT-MCMORAN COPPER & GO PFD CONV 35671D782 30 352 SH Defined 5.6 352 FREEPORT-MCMORAN COPPER & GO PFD CONV 35671D782 751 8,850 SH Defined 5.6 8,850 FREEPORT-MCMORAN COPPER & GO PFD CONV 35671D782 3,396 40,000 SH Defined 5.6 40,000 FREEPORT-MCMORAN COPPER & GO PFD CONV 35671D782 4,793 56,444 SH Defined 5.6 56,444 FRESENIUS KABI PHARMACEUTHLD RIGHT 99/99/999 35802M115 22 27,000 SH Defined 5.6 27,000 FRESH DEL MONTE PRODUCE INC ORD G36738105 2,462 110,900 SH Defined 5.6 110,900 FRONTIER COMMUNICATIONS CORP COM 35906A108 262 22,747 SH Defined 5.6 22,747 FRONTIER OIL CORP COM 35914P105 33 1,800 SH Defined 1.4 1,800 FRONTLINE LTD SHS G3682E127 445 9,506 SH Defined 5.6 9,506 FRONTLINE LTD SHS G3682E127 13 272 SH Defined 1.4 272 FRONTLINE LTD SHS G3682E127 61 1,300 SH Defined 5.6 1,300 FRONTLINE LTD SHS G3682E127 2 38 SH Defined 5.6 38 FRONTLINE LTD SHS G3682E127 318 6,792 SH Defined 5.7 6,792 FTI CONSULTING INC COM 302941109 376 5,200 SH Defined 5.6 5,200 FUEL-TECH N V COM 359523107 5 300 SH Defined 1.4 300 FULL HOUSE RESORTS INC COM 359678109 4 2,400 SH Defined 5.6 2,400 FX REAL ESTATE & ENTMT INC COM 302709100 7 7,200 SH Defined 5.6 7,200 GABELLI DIVD & INCOME TR COM 36242H104 196 14,200 SH Defined 1.4 14,200 GAFISA S A SPONS ADR 362607301 10 400 SH Defined 1.4 400 GALLAGHER ARTHUR J & CO COM 363576109 70 2,738 SH Defined 5.6 2,738 GAMESTOP CORP NEW CL A 36467W109 26,663 779,386 SH Defined 5.6 779,386 GAMESTOP CORP NEW CL A 36467W109 58 1,700 SH Defined 5.6 1,700 GAMESTOP CORP NEW CL A 36467W109 87 2,556 SH Defined 5.7 2,556 GAMESTOP CORP NEW CL A 36467W109 243 7,090 SH Defined 5.7 7,090 GAMESTOP CORP NEW CL A 36467W109 335 9,800 SH Defined 5.7 9,800 GAMESTOP CORP NEW CL A 36467W109 342 10,000 SH Defined 5.7 10,000 GAMESTOP CORP NEW CL A 36467W109 513 15,000 SH Defined 5.7 15,000 GAMESTOP CORP NEW CL A 36467W109 1,265 36,980 SH Defined 5.7 36,980 GAMESTOP CORP NEW CL A 36467W109 1,574 46,002 SH Defined 5.7 46,002 GAMESTOP CORP NEW CL A 36467W109 269 7,871 SH Defined 1 7,871 GANNETT INC COM 364730101 418 24,732 SH Defined 5.6 24,732 GANNETT INC COM 364730101 96 5,660 SH Defined 1.4 5,660 GANNETT INC COM 364730101 424 25,100 SH Defined 5.6 25,100 GAP INC DEL COM 364760108 3,047 171,385 SH Defined 5.6 171,385 GAP INC DEL COM 364760108 1 36 SH Defined 5.6 36 GAP INC DEL COM 364760108 679 38,200 SH Defined 5.6 38,200 GARDNER DENVER INC COM 365558105 35 1,000 SH Defined 1.4 1,000 GARMIN LTD ORD G37260109 156 4,601 SH Defined 5.6 4,601 GARMIN LTD ORD G37260109 271 7,974 SH Defined 1.4 7,974 GARMIN LTD ORD G37260109 19 548 SH Defined 5.6 548 GASTAR EXPL LTD COM 367299104 26 20,300 SH Defined 1.4 20,300 GEHL CO COM 368483103 363 12,327 SH Defined 5.6 12,327 GEHL CO COM 368483103 530 18,000 SH Defined 5.6 18,000 GEHL CO COM 368483103 616 20,928 SH Defined 5.6 20,928 GEHL CO COM 368483103 2,288 77,745 SH Defined 5.6 77,745 GENCO SHIPPING & TRADING LTD SHS Y2685T107 85 2,550 SH Defined 1.4 2,550 GENCO SHIPPING & TRADING LTD SHS Y2685T107 52 1,551 SH Defined 1 1,551 GENENTECH INC COM NEW 368710406 5,224 58,906 SH Defined 5.6 58,906 GENENTECH INC COM NEW 368710406 3,720 41,946 SH Defined 1.4 41,946 GENENTECH INC COM NEW 368710406 89 1,000 SH Defined 5.6 1,000 GENENTECH INC COM NEW 368710406 89 1,000 SH Defined 5.6 1,000 GENENTECH INC COM NEW 368710406 555 6,253 SH Defined 5.6 6,253 GENENTECH INC COM NEW 368710406 612 6,900 SH Defined 5.6 6,900 GENENTECH INC COM NEW 368710406 729 8,226 SH Defined 5.6 8,226 GENENTECH INC COM NEW 368710406 1,155 13,023 SH Defined 5.6 13,023 GENENTECH INC COM NEW 368710406 1,297 14,623 SH Defined 5.6 14,623 GENENTECH INC COM NEW 368710406 1,552 17,500 SH Defined 5.6 17,500 GENENTECH INC COM NEW 368710406 2,358 26,588 SH Defined 5.6 26,588 GENENTECH INC COM NEW 368710406 3,607 40,679 SH Defined 5.6 40,679 GENENTECH INC COM NEW 368710406 1,568 17,676 SH Defined 5.6 17,676 GENENTECH INC COM NEW 368710406 6,065 68,395 SH Defined 5.6 68,395 GENENTECH INC COM NEW 368710406 1,829 21,437 SH Defined 1 21,437 GENERAL AMERN INVS INC COM 368802104 81 3,115 SH Defined 1.4 3,115 GENERAL CABLE CORP DEL NEW COM 369300108 3,306 92,800 SH Defined 5.6 92,800 GENERAL CABLE CORP DEL NEW COM 369300108 136 3,810 SH Defined 5.6 3,810 GENERAL CABLE CORP DEL NEW COM 369300108 144 4,054 SH Defined 5.6 4,054 GENERAL DYNAMICS CORP COM 369550108 3,691 50,133 SH Defined 5.6 50,133 GENERAL DYNAMICS CORP COM 369550108 74 1,000 SH Defined 1.4 1,000 GENERAL DYNAMICS CORP COM 369550108 1,119 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 6,311 85,721 SH Defined 5.6 85,721 GENERAL DYNAMICS CORP COM 369550108 21 280 SH Defined 280 GENERAL DYNAMICS CORP COM 369550108 28 396 SH Defined 1 396 GENERAL ELECTRIC CO COM 369604103 1,196 46,900 SH Defined 5.6 46,900 GENERAL ELECTRIC CO COM 369604103 97,955 3,841,390 SH Defined 5.6 3,841,390 GENERAL ELECTRIC CO COM 369604103 1,030 40,399 SH Defined 1.4 40,399 GENERAL ELECTRIC CO COM 369604103 145 5,680 SH Defined 1.3 5,680 GENERAL ELECTRIC CO COM 369604103 484 18,970 SH Defined 1.2 18,970 GENERAL ELECTRIC CO COM 369604103 111 4,350 SH Defined 1 4,350 GENERAL ELECTRIC CO COM 369604103 504 19,750 SH Defined 5.6 19,750 GENERAL ELECTRIC CO COM 369604103 20 800 SH Defined 5.7 800 GENERAL ELECTRIC CO COM 369604103 40 1,562 SH Defined 5.7 1,562 GENERAL ELECTRIC CO COM 369604103 290 11,360 SH Defined 5.7 11,360 GENERAL ELECTRIC CO COM 369604103 319 12,500 SH Defined 5.7 12,500 GENERAL ELECTRIC CO COM 369604103 390 15,300 SH Defined 5.7 15,300 GENERAL ELECTRIC CO COM 369604103 421 16,500 SH Defined 5.7 16,500 GENERAL ELECTRIC CO COM 369604103 594 23,300 SH Defined 5.7 23,300 GENERAL ELECTRIC CO COM 369604103 638 25,000 SH Defined 5.7 25,000 GENERAL ELECTRIC CO COM 369604103 1,352 53,000 SH Defined 5.7 53,000 GENERAL ELECTRIC CO COM 369604103 1,428 56,000 SH Defined 5.7 56,000 GENERAL ELECTRIC CO COM 369604103 16,737 656,372 SH Defined 5.7 656,372 GENERAL ELECTRIC CO COM 369604103 1 33 SH Defined 33 GENERAL ELECTRIC CO COM 369604103 15 571 SH Defined 571 GENERAL ELECTRIC CO COM 369604103 118 4,615 SH Defined 4,615 GENERAL ELECTRIC CO COM 369604103 22 850 SH Defined 850 GENERAL ELECTRIC CO COM 369604103 239 10,361 SH Defined 1 10,361 GENERAL FINANCE CORP COM 369822101 27 4,284 SH Defined 5.6 4,284 GENERAL GROWTH PPTYS INC COM 370021107 1,878 124,350 SH Defined 5.6 124,350 GENERAL GROWTH PPTYS INC COM 370021107 9 612 SH Defined 1.4 612 GENERAL GROWTH PPTYS INC COM 370021107 448 29,680 SH Defined 5.6 29,680 GENERAL GROWTH PPTYS INC COM 370021107 36 2,551 SH Defined 1 2,551 GENERAL MLS INC COM 370334104 1,182 17,200 SH Defined 5.6 17,200 GENERAL MLS INC COM 370334104 75,300 1,095,749 SH Defined 5.6 1,095,749 GENERAL MLS INC COM 370334104 64 931 SH Defined 5.6 931 GENERAL MLS INC COM 370334104 503 7,322 SH Defined 5.6 7,322 GENERAL MOLY INC COM 370373102 17 4,000 SH Defined 1.4 4,000 GENERAL MOLY INC COM 370373102 17 3,800 SH Defined 3,800 GENERAL MTRS CORP COM 370442105 609 64,474 SH Defined 5.6 64,474 GENERAL MTRS CORP COM 370442105 319 33,772 SH Defined 1.4 33,772 GENERAL MTRS CORP COM 370442105 46 4,900 SH Defined 5.6 4,900 GENERAL MTRS CORP COM 370442105 1,316 154,696 SH Defined 1 154,696 GENERAL MTRS CORP DEB SR CONV B 370442733 332 37,300 SH Defined 5.6 37,300 GENERAL MTRS CORP DEB SR CONV B 370442733 624 70,081 SH Defined 5.6 70,081 GENERAL MTRS CORP DEB SR CV C 33 370442717 3,866 483,300 SH Defined 5.6 483,300 GENERAL MTRS CORP SENIOR DEBEN D 370442691 1,151 55,487 SH Defined 5.6 55,487 GENERAL MTRS CORP SENIOR DEBEN D 370442691 3,372 162,517 SH Defined 5.6 162,517 GENERAL MTRS CORP SENIOR DEBEN D 370442691 4,965 239,290 SH Defined 5.6 239,290 GENERAL MTRS CORP SENIOR DEBEN D 370442691 9 45,000 SH Defined 1 45,000 GENESIS LEASE LTD ADR 37183T107 151 17,315 SH Defined 5.6 17,315 GENOMIC HEALTH INC COM 37244C101 200 8,817 SH Defined 5.6 8,817 GENPACT LIMITED SHS G3922B107 15 1,409 SH Defined 5.6 1,409 GENTIVA HEALTH SERVICES INC COM 37247A102 54 2,000 SH Defined 1.4 2,000 GENUINE PARTS CO COM 372460105 5,355 133,173 SH Defined 5.6 133,173 GENWORTH FINL INC COM CL A 37247D106 331 38,422 SH Defined 5.6 38,422 GENWORTH FINL INC COM CL A 37247D106 17 2,000 SH Defined 1.4 2,000 GENWORTH FINL INC COM CL A 37247D106 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703,339 SH Defined 1 703,339 GOLD RESV INC CL A 38068N108 1 700 SH Defined 1.4 700 GOLD RESV INC CL A 38068N108 4 3,976 SH Defined 5.6 3,976 GOLD RESV INC CL A 38068N108 28 25,101 SH Defined 5.6 25,101 GOLDCORP INC NEW COM 380956409 102,990 3,271,510 SH Defined 5.6 3,271,510 GOLDCORP INC NEW COM 380956409 856 26,537 SH Defined 1.4 26,537 GOLDCORP INC NEW COM 380956409 287 8,900 SH Defined 1.2 8,900 GOLDCORP INC NEW COM 380956409 4 135 SH Defined 5.6 135 GOLDCORP INC NEW COM 380956409 177 5,487 SH Defined 5.6 5,487 GOLDCORP INC NEW COM 380956409 339 10,500 SH Defined 5.6 10,500 GOLDCORP INC NEW COM 380956409 189 5,861 SH Defined 5.6 5,861 GOLDCORP INC NEW COM 380956409 419 12,980 SH Defined 5.7 12,980 GOLDCORP INC NEW COM 380956409 88 2,744 SH Defined 2,744 GOLDCORP INC NEW COM 380956409 198 6,247 SH Defined 1 6,247 GOLDEN POND HEALTHCARE INC *W EXP 11/06/20 38116J117 3 11,658 SH Defined 5.6 11,658 GOLDEN POND HEALTHCARE INC *W EXP 11/06/20 38116J117 12 48,000 SH Defined 5.6 48,000 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15,700 GRACE W R & CO DEL NEW COM 38388F108 0 5 SH Defined 5 GRAFTECH INTL LTD COM 384313102 243 16,100 SH Defined 5.6 16,100 GRAFTECH INTL LTD COM 384313102 456 30,200 SH Defined 5.6 30,200 GRAINGER W W INC COM 384802104 1,916 22,034 SH Defined 5.6 22,034 GRAMERCY CAP CORP COM 384871109 25 9,532 SH Defined 5.6 9,532 GRAN TIERRA ENERGY INC COM 38500T101 39 10,000 SH Defined 1.4 10,000 GRAVITY CO LTD SPONSORED ADR 38911N107 12 10,557 SH Defined 5.6 10,557 GREATBATCH INC SDCV 2.250% 6/1 39153LAB2 780 9,000 PRN Defined 5.6 9,000 GREATER CHINA FD INC COM 39167B102 17 1,839 SH Defined 1.4 1,839 GREENBRIER COS INC NOTE 2.375% 5/1 393657AD3 785 12,000 PRN Defined 5.6 12,000 GREENFIELD ONLINE INC COM 395150105 403 23,110 SH Defined 5.6 23,110 GREENFIELD ONLINE INC COM 395150105 425 24,390 SH Defined 5.6 24,390 GREENFIELD ONLINE INC COM 395150105 688 39,500 SH Defined 5.6 39,500 GREENFIELD ONLINE INC COM 395150105 803 46,100 SH Defined 5.6 46,100 GREENFIELD ONLINE INC COM 395150105 2,863 164,331 SH Defined 5.6 164,331 GREENHILL & CO INC COM 395259104 17,099 231,854 SH Defined 5.6 231,854 GREY WOLF INC COM 397888108 88 11,296 SH Defined 5.6 11,296 GREY WOLF INC COM 397888108 296 38,000 SH Defined 5.6 38,000 GREY WOLF INC COM 397888108 435 55,860 SH Defined 5.6 55,860 GREY WOLF INC COM 397888108 611 78,500 SH Defined 5.6 78,500 GREY WOLF INC COM 397888108 779 100,100 SH Defined 5.6 100,100 GREY WOLF INC COM 397888108 704 90,511 SH Defined 5.6 90,511 GRIFFON CORP COM 398433102 264 29,214 SH Defined 5.6 29,214 GROUPE CGI INC CL A SUB VTG 39945C109 2,533 289,265 SH Defined 5.6 289,265 GRUBB & ELLIS CO COM PAR $0.01 400095204 8 3,039 SH Defined 8,9,10 3,039 GRUBB & ELLIS CO COM PAR $0.01 400095204 60 22,151 SH Defined 8,9,10 22,151 GRUPO TELEVISA SA DE CV SP ADR REP ORD 40049J206 10,401 475,597 SH Defined 5.6 475,597 GRUPO TELEVISA SA DE CV SP ADR REP ORD 40049J206 34,454 1,575,393 SH Defined 5.6 1,575,393 GSC ACQUISITION COMPANY COM 40053G106 192 20,400 SH Defined 5.6 20,400 GSI GROUP INC CDA COM 36229U102 0 100 SH Defined 1.4 100 GSIMERCE INC COM 36238G102 327 21,100 SH Defined 5.6 21,100 GT SOLAR INTL INC COM 3623E0209 760 70,000 SH Defined 5.6 70,000 GT SOLAR INTL INC COM 3623E0209 24 2,180 SH Defined 5.6 2,180 GUESS INC COM 401617105 82 2,364 SH Defined 5.6 2,364 H & Q LIFE SCIENCES INVS SH BEN INT 404053100 62 5,800 SH Defined 5.6 5,800 HAEMONETICS CORP COM 405024100 432 7,000 SH Defined 5.6 7,000 HAIN CELESTIAL GROUP INC COM 405217100 55 1,998 SH Defined 5.7 1,998 HAIN CELESTIAL GROUP INC COM 405217100 990 35,958 SH Defined 5.7 35,958 HALLIBURTON CO COM 406216101 120 3,700 SH Defined 5.6 3,700 HALLIBURTON CO COM 406216101 15,377 474,741 SH Defined 5.6 474,741 HALLIBURTON CO COM 406216101 11,657 359,895 SH Defined 1.4 359,895 HALLIBURTON CO COM 406216101 421 13,000 SH Defined 1.2 13,000 HALLIBURTON CO COM 406216101 421 13,000 SH Defined 1.2 13,000 HALLIBURTON CO COM 406216101 74 2,300 SH Defined 5.6 2,300 HALLIBURTON CO COM 406216101 247 7,620 SH Defined 5.6 7,620 HALLIBURTON CO COM 406216101 266 8,200 SH Defined 5.6 8,200 HALLIBURTON CO COM 406216101 328 10,122 SH Defined 5.6 10,122 HALLIBURTON CO COM 406216101 360 11,100 SH Defined 5.6 11,100 HALLIBURTON CO COM 406216101 1,654 51,058 SH Defined 5.6 51,058 HALLIBURTON CO COM 406216101 7 217 SH Defined 5.6 217 HALLIBURTON CO COM 406216101 311 9,600 SH Defined 5.6 9,600 HALOZYME THERAPEUTICS INC COM 40637H109 367 50,000 SH Defined 1.4 50,000 HANCOCK JOHN PATRIOT PREM II COM SH BEN INT 41013T105 47 6,800 SH Defined 5.6 6,800 HANESBRANDS INC COM 410345102 50 2,300 SH Defined 5.6 2,300 HANESBRANDS INC COM 410345102 0 1 SH Defined 1 1 HANOVER INS GROUP INC COM 410867105 49 1,066 SH Defined 5.6 1,066 HANSEN NAT CORP COM 411310105 4,318 142,733 SH Defined 5.6 142,733 HANSEN NAT CORP COM 411310105 53 1,753 SH Defined 5.6 1,753 HANSEN NAT CORP COM 411310105 434 14,337 SH Defined 5.6 14,337 HARLEY DAVIDSON INC COM 412822108 799 21,416 SH Defined 5.6 21,416 HARLEY DAVIDSON INC COM 412822108 18 469 SH Defined 1 469 HARMAN INTL INDS INC COM 413086109 169 4,975 SH Defined 5.6 4,975 HARMAN INTL INDS INC COM 413086109 155 4,551 SH Defined 5.6 4,551 HARMAN INTL INDS INC COM 413086109 18 550 SH Defined 1 550 HARRIS CORP DEL COM 413875105 3,879 83,956 SH Defined 5.6 83,956 HARRIS CORP DEL COM 413875105 46 991 SH Defined 5.6 991 HARRIS CORP DEL COM 413875105 83 1,800 SH Defined 5.6 1,800 HARRIS CORP DEL COM 413875105 489 10,591 SH Defined 5.6 10,591 HARRIS CORP DEL COM 413875105 21 467 SH Defined 1 467 HARRIS INTERACTIVE INC COM 414549105 1,058 611,643 SH Defined 1.4 611,643 HARRY WINSTON DIAMOND CORP COM 41587B100 621 46,000 SH Defined 1.4 46,000 HARSCO CORP COM 415864107 494 13,284 SH Defined 5.6 13,284 HARSCO CORP COM 415864107 54 1,444 SH Defined 5.6 1,444 HARTFORD FINL SVCS GROUP INC COM 416515104 4,730 115,392 SH Defined 5.6 115,392 HARTFORD FINL SVCS GROUP INC COM 416515104 180 4,400 SH Defined 1.2 4,400 HARTFORD FINL SVCS GROUP INC COM 416515104 278 6,771 SH 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2,200 HDFC BANK LTD ADR REPS 3 SHS 40415F101 4,248 50,000 SH Defined 5.7 50,000 HEALTH CARE REIT INC COM 42217K106 1,597 30,000 SH Defined 5.6 30,000 HEALTH MGMT ASSOC INC NEW CL A 421933102 85 20,500 SH Defined 5.6 20,500 HEALTH MGMT ASSOC INC NEW CL A 421933102 191 45,923 SH Defined 5.6 45,923 HEALTH NET INC COM 42222G108 1,471 62,349 SH Defined 5.6 62,349 HEALTH NET INC COM 42222G108 896 40,000 SH Defined 1 40,000 HEALTHCARE RLTY TR COM 421946104 289 9,900 SH Defined 5.6 9,900 HEALTHSOUTH CORP COM NEW 421924309 171 9,300 SH Defined 5.6 9,300 HEARST-ARGYLE TELEVISION INC COM 422317107 127 5,671 SH Defined 5.6 5,671 HEARTLAND EXPRESS INC COM 422347104 53 3,400 SH Defined 5.6 3,400 HECKMANN CORP COM 422680108 87 10,600 SH Defined 5.6 10,600 HECLA MNG CO COM 422704106 64 13,605 SH Defined 1.4 13,605 HEINZ H J CO COM 423074103 65,144 1,303,667 SH Defined 5.6 1,303,667 HEINZ H J CO COM 423074103 1,004 20,133 SH Defined 1 20,133 HELIX ENERGY SOLUTIONS GRP I COM 42330P107 59 2,420 SH 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53,400 SH Defined 5.6 53,400 HERCULES INC COM 427056106 2,542 128,457 SH Defined 5.6 128,457 HERCULES INC COM 427056106 637 32,208 SH Defined 5.6 32,208 HERCULES INC COM 427056106 179 9,042 SH Defined 1 9,042 HERCULES OFFSHORE INC COM 427093109 120 7,900 SH Defined 1.4 7,900 HERITAGE CRYSTAL CLEAN INC COM 42726M106 2 153 SH Defined 5.6 153 HERLEY INDS INC DEL COM 427398102 4 218 SH Defined 5.6 218 HERSHA HOSPITALITY TR SH BEN INT A 427825104 36 4,900 SH Defined 5.6 4,900 HERSHEY CO COM 427866108 713 18,041 SH Defined 5.6 18,041 HERSHEY CO COM 427866108 4,496 113,700 SH Defined 1.4 113,700 HERTZ GLOBAL HOLDINGS INC COM 42805T105 66 8,697 SH Defined 5.6 8,697 HERTZ GLOBAL HOLDINGS INC COM 42805T105 4 531 SH Defined 5.6 531 HERTZ GLOBAL HOLDINGS INC COM 42805T105 34 4,500 SH Defined 5.6 4,500 HERTZ GLOBAL HOLDINGS INC COM 42805T105 115 15,200 SH Defined 5.6 15,200 HESS CORP COM 42809H107 33,674 410,254 SH Defined 5.6 410,254 HESS CORP COM 42809H107 124 1,509 SH Defined 5.6 1,509 HESS CORP 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HEWLETT PACKARD CO COM 428236103 7,700 172,839 SH Defined 1 172,839 HICKS ACQUISITION CO I INC *W EXP 09/28/20 429086127 13 44,100 SH Defined 5.6 44,100 HICKS ACQUISITION CO I INC COM 429086309 91 10,221 SH Defined 5.6 10,221 HICKS ACQUISITION CO I INC COM 429086309 686 76,600 SH Defined 5.6 76,600 HIGHLANDS ACQUISITION CORP *W EXP 10/03/20 430880112 18 60,000 SH Defined 5.6 60,000 HIGHLANDS ACQUISITION CORP COM 430880104 720 80,000 SH Defined 5.6 80,000 HIGHWOODS PPTYS INC COM 431284108 391 11,000 SH Defined 5.6 11,000 HIGHWOODS PPTYS INC COM 431284108 213 6,000 SH Defined 5.6 6,000 HILB ROGAL & HOBBS CO COM 431294107 188 4,000 SH Defined 5.6 4,000 HILB ROGAL & HOBBS CO COM 431294107 577 12,300 SH Defined 5.6 12,300 HILB ROGAL & HOBBS CO COM 431294107 593 12,653 SH Defined 5.6 12,653 HILB ROGAL & HOBBS CO COM 431294107 1,491 31,784 SH Defined 5.6 31,784 HIMAX TECHNOLOGIES INC SPONSORED ADR 43289P106 10 3,500 SH Defined 1.4 3,500 HLTH CORPORATION COM 40422Y101 148 12,930 SH Defined 5.6 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CORP COM 447011107 307 24,400 SH Defined 5.6 24,400 HUNTSMAN CORP COM 447011107 748 59,369 SH Defined 5.6 59,369 HUNTSMAN CORP COM 447011107 868 68,850 SH Defined 5.6 68,850 HUTCHINSON TECHNOLOGY INC NOTE 3.250% 1/1 448407AF3 3,618 49,910 PRN Defined 5.6 49,910 I2 TECHNOLOGIES INC COM NEW 465754208 7 500 SH Defined 1.4 500 I2 TECHNOLOGIES INC COM NEW 465754208 48 3,532 SH Defined 5.6 3,532 I2 TECHNOLOGIES INC COM NEW 465754208 130 9,624 SH Defined 5.6 9,624 I2 TECHNOLOGIES INC COM NEW 465754208 178 13,200 SH Defined 5.6 13,200 IAC INTERACTIVECORP COM PAR $.001 44919P508 227 13,100 SH Defined 1.4 13,100 IAC INTERACTIVECORP COM PAR $.001 44919P508 638 36,875 SH Defined 5.6 36,875 IAC INTERACTIVECORP COM PAR $.001 44919P508 1,782 102,999 SH Defined 5.6 102,999 IAC INTERACTIVECORP COM PAR $.001 44919P508 0 22 SH Defined 1 22 IAMGOLD CORP COM 450913108 10,938 1,981,100 SH Defined 5.6 1,981,100 IAMGOLD CORP COM 450913108 65 11,508 SH Defined 1.4 11,508 IAMGOLD CORP COM 450913108 274 48,421 SH Defined 5.6 48,421 IAMGOLD CORP COM 450913108 17 2,918 SH Defined 5.6 2,918 IAMGOLD CORP COM 450913108 17 2,918 SH Defined 5.6 2,918 IAMGOLD CORP COM 450913108 195 34,424 SH Defined 5.6 34,424 IAMGOLD CORP COM 450913108 195 34,424 SH Defined 5.6 34,424 IAMGOLD CORP COM 450913108 19 3,314 SH Defined 1 3,314 IBASIS INC COM NEW 450732201 5 1,500 SH Defined 1 1,500 ICAGEN INC COM 45104P104 212 216,318 SH Defined 216,318 ICICI BK LTD ADR 45104G104 245 10,400 SH Defined 8,9,10 10,400 ICICI BK LTD ADR 45104G104 4,631 196,900 SH Defined 5.6 196,900 ICICI BK LTD ADR 45104G104 2,710 115,200 SH Defined 5.6 115,200 ICICI BK LTD ADR 45104G104 3,001 127,592 SH Defined 5.6 127,592 ICICI BK LTD ADR 45104G104 4,865 206,840 SH Defined 1.4 206,840 ICICI BK LTD ADR 45104G104 221 9,400 SH Defined 1.2 9,400 ICICI BK LTD ADR 45104G104 779 33,100 SH Defined 1.2 33,100 ICICI BK LTD ADR 45104G104 1,000 42,500 SH Defined 1.2 42,500 ICICI BK LTD ADR 45104G104 8 337 SH Defined 1 337 ICICI BK LTD ADR 45104G104 51 2,356 SH Defined 1 2,356 ICO GLOBAL COMM HLDGS LTD DE CL A 44930K108 0 29 SH Defined 1.3 29 ICON PUB LTD CO SPONSORED ADR 45103T107 39 1,028 SH Defined 1.4 1,028 IDEARC INC COM 451663108 1 500 SH Defined 1.4 500 IDEARC INC COM 451663108 2 1,500 SH Defined 1 1,500 IDEATION ACQUISITION CORP *W EXP 11/19/20 451665111 14 48,000 SH Defined 5.6 48,000 IDEATION ACQUISITION CORP COM 451665103 372 52,000 SH Defined 5.6 52,000 IDEX CORP COM 45167R104 56 1,814 SH Defined 5.6 1,814 IDM PHARMA INC COM 449394105 296 133,384 SH Defined 133,384 IKON OFFICE SOLUTIONS INC COM 451713101 91 5,376 SH Defined 5.6 5,376 IKON OFFICE SOLUTIONS INC COM 451713101 269 15,800 SH Defined 5.6 15,800 IKON OFFICE SOLUTIONS INC COM 451713101 296 17,380 SH Defined 5.6 17,380 IKON OFFICE SOLUTIONS INC COM 451713101 329 19,369 SH Defined 5.6 19,369 IKON OFFICE SOLUTIONS INC COM 451713101 653 38,400 SH Defined 5.6 38,400 IKON OFFICE SOLUTIONS INC COM 451713101 882 51,854 SH Defined 5.6 51,854 IKON OFFICE SOLUTIONS INC COM 451713101 2,953 173,606 SH Defined 5.6 173,606 ILLINOIS TOOL WKS INC COM 452308109 2,301 51,772 SH Defined 5.6 51,772 ILLINOIS TOOL WKS INC COM 452308109 2,791 62,800 SH Defined 5.6 62,800 ILLINOIS TOOL WKS INC COM 452308109 356 8,000 SH Defined 1.4 8,000 ILLINOIS TOOL WKS INC COM 452308109 333 7,500 SH Defined 5.7 7,500 ILLINOIS TOOL WKS INC COM 452308109 341 7,670 SH Defined 5.7 7,670 ILLINOIS TOOL WKS INC COM 452308109 511 11,500 SH Defined 5.7 11,500 ILLINOIS TOOL WKS INC COM 452308109 733 16,500 SH Defined 5.7 16,500 ILLINOIS TOOL WKS INC COM 452308109 1,782 40,080 SH Defined 5.7 40,080 ILOG S A SPONSORED ADR 452360100 262 19,277 SH Defined 5.6 19,277 IMCLONE SYS INC COM 45245W109 258 4,135 SH Defined 5.6 4,135 IMCLONE SYS INC COM 45245W109 391 6,266 SH Defined 5.6 6,266 IMCLONE SYS INC COM 45245W109 1,251 20,045 SH Defined 5.6 20,045 IMCLONE SYS INC COM 45245W109 1,304 20,900 SH Defined 5.6 20,900 IMCLONE SYS INC COM 45245W109 1,392 22,300 SH Defined 5.6 22,300 IMCLONE SYS INC COM 45245W109 1,759 28,191 SH Defined 5.6 28,191 IMCLONE SYS INC COM 45245W109 2,064 33,076 SH Defined 5.6 33,076 IMCLONE SYS INC COM 45245W109 2,371 38,000 SH Defined 5.6 38,000 IMMUNOMEDICS INC COM 452907108 36 20,000 SH Defined 1.4 20,000 IMPERIAL OIL LTD COM NEW 453038408 447 10,437 SH Defined 5.6 10,437 IMS HEALTH INC COM 449934108 505 26,713 SH Defined 5.6 26,713 IMS HEALTH INC COM 449934108 19 981 SH Defined 1.4 981 IMS HEALTH INC COM 449934108 59 3,282 SH Defined 1 3,282 INDIA FD INC COM 454089103 36 1,100 SH Defined 1.4 1,100 INDUSTRIAL SVCS AMER INC FLA COM 456314103 6 600 SH Defined 5.6 600 INFINEON TECHNOLOGIES AG SPONSORED ADR 45662N103 643 115,076 SH Defined 1.4 115,076 INFORMATICA CORP COM 45666Q102 52 4,000 SH Defined 1.4 4,000 INFOSPACE INC COM NEW 45678T201 0 2 SH Defined 1.3 2 INFOSYS TECHNOLOGIES LTD SPONSORED ADR 456788108 5,809 174,400 SH Defined 5.6 174,400 INFOSYS TECHNOLOGIES LTD SPONSORED ADR 456788108 22 660 SH Defined 1.4 660 INFOSYS TECHNOLOGIES LTD SPONSORED ADR 456788108 347 10,426 SH Defined 5.7 10,426 INFOSYS TECHNOLOGIES LTD SPONSORED ADR 456788108 1,663 49,913 SH Defined 5.7 49,913 INFOSYS TECHNOLOGIES LTD SPONSORED ADR 456788108 7,495 225,000 SH Defined 5.7 225,000 INFOSYS TECHNOLOGIES LTD SPONSORED ADR 456788108 3,961 134,974 SH Defined 1 134,974 ING GROEP N V SPONSORED ADR 456837103 856 40,000 SH Defined 5.6 40,000 INGERSOLL-RAND COMPANY LTD CL A G4776G101 2,041 65,480 SH Defined 5.6 65,480 INGERSOLL-RAND COMPANY LTD CL A G4776G101 374 12,000 SH Defined 1.3 12,000 INGERSOLL-RAND COMPANY LTD CL A G4776G101 298 9,554 SH Defined 1 9,554 INGRAM MICRO INC CL A 457153104 92 5,724 SH Defined 5.6 5,724 INLAND REAL ESTATE CORP COM NEW 457461200 188 12,000 SH Defined 5.6 12,000 INSITUFORM TECHNOLOGIES INC CL A 457667103 440 29,390 SH Defined 5.6 29,390 INSMED INC COM NEW 457669208 3 6,000 SH Defined 1.4 6,000 INTEGRATED DEVICE TECHNOLOGY COM 458118106 223 28,600 SH Defined 5.6 28,600 INTEGRYS ENERGY GROUP INC COM 45822P105 327 6,557 SH Defined 5.6 6,557 INTEGRYS ENERGY GROUP INC COM 45822P105 127 2,536 SH Defined 1 2,536 INTEL CORP COM 458140100 77 4,086 SH Defined 8,9,10 4,086 INTEL CORP COM 458140100 558 29,788 SH Defined 8,9,10 29,788 INTEL CORP COM 458140100 1,045 55,800 SH Defined 5.6 55,800 INTEL CORP COM 458140100 97,470 5,203,940 SH Defined 5.6 5,203,940 INTEL CORP COM 458140100 356 19,031 SH Defined 1.4 19,031 INTEL CORP COM 458140100 37 2,000 SH Defined 1.2 2,000 INTEL CORP COM 458140100 158 8,441 SH Defined 5.6 8,441 INTEL CORP COM 458140100 10 510 SH Defined 5.7 510 INTEL CORP COM 458140100 13 708 SH Defined 5.7 708 INTEL CORP COM 458140100 187 10,000 SH Defined 5.7 10,000 INTEL CORP COM 458140100 206 11,000 SH Defined 5.7 11,000 INTEL CORP COM 458140100 228 12,170 SH Defined 5.7 12,170 INTEL CORP COM 458140100 281 15,000 SH Defined 5.7 15,000 INTEL CORP COM 458140100 346 18,487 SH Defined 5.7 18,487 INTEL CORP COM 458140100 450 24,000 SH Defined 5.7 24,000 INTEL CORP COM 458140100 893 47,680 SH Defined 5.7 47,680 INTEL CORP COM 458140100 1,049 56,000 SH Defined 5.7 56,000 INTEL CORP COM 458140100 8,533 455,559 SH Defined 5.7 455,559 INTEL CORP COM 458140100 58 3,100 SH Defined 3,100 INTEL CORP COM 458140100 9 475 SH Defined 475 INTEL CORP COM 458140100 37 2,000 SH Defined 2,000 INTEL CORP COM 458140100 4,118 238,431 SH Defined 1 238,431 INTEL CORP SDCV 2.950%12/1 458140AD2 62,811 72,400 PRN Defined 5.6 72,400 INTEL CORP SDCV 2.950%12/1 458140AD2 62,811 72,400 PRN Defined 5.6 72,400 INTERCONTINENTALEXCHANGE INC COM 45865V100 503 6,235 SH Defined 5.6 6,235 INTERCONTINENTALEXCHANGE INC COM 45865V100 16 202 SH Defined 5.6 202 INTERCONTINENTALEXCHANGE INC COM 45865V100 2 37 SH Defined 1 37 INTERDIGITAL INC COM 45867G101 200 8,300 SH Defined 5.6 8,300 INTERFACE INC CL A 458665106 287 25,230 SH Defined 5.6 25,230 INTERMUNE INC COM 45884X103 213 12,422 SH Defined 5.6 12,422 INTERNATIONAL BUSINESS MACHS COM 459200101 5,977 51,100 SH Defined 5.6 51,100 INTERNATIONAL BUSINESS MACHS COM 459200101 149,686 1,279,804 SH Defined 5.6 1,279,804 INTERNATIONAL BUSINESS MACHS COM 459200101 614 5,250 SH Defined 1.3 5,250 INTERNATIONAL BUSINESS MACHS COM 459200101 15 128 SH Defined 1.2 128 INTERNATIONAL BUSINESS MACHS COM 459200101 2,620 22,400 SH Defined 1.2 22,400 INTERNATIONAL BUSINESS MACHS COM 459200101 3,360 28,728 SH Defined 1.2 28,728 INTERNATIONAL BUSINESS MACHS COM 459200101 7,310 62,497 SH Defined 1.2 62,497 INTERNATIONAL BUSINESS MACHS COM 459200101 0 4 SH Defined 5.6 4 INTERNATIONAL BUSINESS MACHS COM 459200101 2,971 25,400 SH Defined 5.6 25,400 INTERNATIONAL BUSINESS MACHS COM 459200101 97 831 SH Defined 1 831 INTERNATIONAL BUSINESS MACHS COM 459200101 18 153 SH Defined 5.7 153 INTERNATIONAL BUSINESS MACHS COM 459200101 21 177 SH Defined 5.7 177 INTERNATIONAL BUSINESS MACHS COM 459200101 220 1,880 SH Defined 5.7 1,880 INTERNATIONAL BUSINESS MACHS COM 459200101 292 2,500 SH Defined 5.7 2,500 INTERNATIONAL BUSINESS MACHS COM 459200101 339 2,900 SH Defined 5.7 2,900 INTERNATIONAL BUSINESS MACHS COM 459200101 351 3,000 SH Defined 5.7 3,000 INTERNATIONAL BUSINESS MACHS COM 459200101 515 4,400 SH Defined 5.7 4,400 INTERNATIONAL BUSINESS MACHS COM 459200101 585 5,000 SH Defined 5.7 5,000 INTERNATIONAL BUSINESS MACHS COM 459200101 866 7,400 SH Defined 5.7 7,400 INTERNATIONAL BUSINESS MACHS COM 459200101 1,439 12,300 SH Defined 5.7 12,300 INTERNATIONAL BUSINESS MACHS COM 459200101 9,812 83,896 SH Defined 5.7 83,896 INTERNATIONAL BUSINESS MACHS COM 459200101 13 110 SH Defined 110 INTERNATIONAL BUSINESS MACHS COM 459200101 327 2,800 SH Defined 2,800 INTERNATIONAL BUSINESS MACHS COM 459200101 202 1,729 SH Defined 1,729 INTERNATIONAL BUSINESS MACHS COM 459200101 15 128 SH Defined 128 INTERNATIONAL BUSINESS MACHS COM 459200101 26,488 231,417 SH Defined 1 231,417 INTERNATIONAL FLAVORS&FRAGRA COM 459506101 426 10,799 SH Defined 5.6 10,799 INTERNATIONAL FLAVORS&FRAGRA COM 459506101 20 517 SH Defined 1 517 INTERNATIONAL GAME TECHNOLOG COM 459902102 864 50,309 SH Defined 5.6 50,309 INTERNATIONAL GAME TECHNOLOG COM 459902102 153 8,920 SH Defined 5.6 8,920 INTERNATIONAL GAME TECHNOLOG COM 459902102 207 12,296 SH Defined 1 12,296 INTERNATIONAL GAME TECHNOLOG DBCV 2.600%12/1 459902AP7 35,257 36,828 PRN Defined 5.6 36,828 INTERNATIONAL RECTIFIER CORP COM 460254105 169 8,894 SH Defined 5.6 8,894 INTERNATIONAL RECTIFIER CORP COM 460254105 198 10,400 SH Defined 5.6 10,400 INTERNATIONAL SHIPHOLDING CO COM NEW 460321201 13 578 SH Defined 5.6 578 INTERNET INITIATIVE JAPAN IN SPONSORED ADR 46059T109 12 2,000 SH Defined 1.4 2,000 INTEROIL CORP COM 460951106 592 21,540 SH Defined 1.4 21,540 INTEROIL CORP COM 460951106 234 8,500 SH Defined 5.6 8,500 INTERPUBLIC GROUP COS INC COM 460690100 383 49,467 SH Defined 5.6 49,467 INTERPUBLIC GROUP COS INC COM 460690100 95 12,200 SH Defined 5.6 12,200 INTERPUBLIC GROUP COS INC COM 460690100 433 55,812 SH Defined 5.6 55,812 INTERPUBLIC GROUP COS INC COM 460690100 63 8,081 SH Defined 5.6 8,081 INTERPUBLIC GROUP COS INC COM 460690100 242 33,498 SH Defined 1 33,498 INTERSIL CORP CL A 46069S109 78 4,680 SH Defined 5.6 4,680 INTERSIL CORP CL A 46069S109 11 651 SH Defined 1.4 651 INTERSIL CORP CL A 46069S109 36 2,200 SH Defined 5.6 2,200 INTERTAPE POLYMER GROUP INC COM 460919103 12 4,468 SH Defined 5.6 4,468 INTERVAL LEISURE GROUP INC COM 46113M108 54 5,240 SH Defined 1.4 5,240 INTERVAL LEISURE GROUP INC COM 46113M108 0 9 SH Defined 1 9 INTL PAPER CO COM 460146103 1,970 75,266 SH Defined 5.6 75,266 INTL PAPER CO COM 460146103 75 2,850 SH Defined 1.4 2,850 INTL PAPER CO COM 460146103 610 23,300 SH Defined 1.2 23,300 INTL PAPER CO COM 460146103 746 28,479 SH Defined 1.2 28,479 INTL PAPER CO COM 460146103 1,429 54,600 SH Defined 1.2 54,600 INTL PAPER CO COM 460146103 128 4,900 SH Defined 5.7 4,900 INTL PAPER CO COM 460146103 196 7,500 SH Defined 5.7 7,500 INTL PAPER CO COM 460146103 479 18,300 SH Defined 5.7 18,300 INTL PAPER CO COM 460146103 6,851 261,700 SH Defined 5.7 261,700 INTL PAPER CO COM 460146103 82 3,130 SH Defined 1 3,130 INTREPID POTASH INC COM 46121Y102 997 33,093 SH Defined 5.6 33,093 INTREPID POTASH INC COM 46121Y102 60 2,000 SH Defined 5.6 2,000 INTUIT COM 461202103 896 28,353 SH Defined 5.6 28,353 INTUIT COM 461202103 133 4,200 SH Defined 1.4 4,200 INTUIT COM 461202103 3,322 105,108 SH Defined 5.6 105,108 INTUITIVE SURGICAL INC COM NEW 46120E602 941 3,906 SH Defined 5.6 3,906 INTUITIVE SURGICAL INC COM NEW 46120E602 51 211 SH Defined 5.7 211 INTUITIVE SURGICAL INC COM NEW 46120E602 275 1,140 SH Defined 5.7 1,140 INTUITIVE SURGICAL INC COM NEW 46120E602 398 1,650 SH Defined 5.7 1,650 INTUITIVE SURGICAL INC COM NEW 46120E602 602 2,500 SH Defined 5.7 2,500 INTUITIVE SURGICAL INC COM NEW 46120E602 699 2,900 SH Defined 5.7 2,900 INTUITIVE SURGICAL INC COM NEW 46120E602 915 3,798 SH Defined 5.7 3,798 INTUITIVE SURGICAL INC COM NEW 46120E602 1,349 5,600 SH Defined 5.7 5,600 INVERNESS MED INNOVATIONS IN COM 46126P106 1,428 47,600 SH Defined 5.6 47,600 INVERNESS MED INNOVATIONS IN COM 46126P106 390 13,000 SH Defined 5.7 13,000 INVESCO LTD SHS G491BT108 1,510 71,960 SH Defined 5.6 71,960 INVESCO LTD SHS G491BT108 29 1,372 SH Defined 1 1,372 INVESTMENT TECHNOLOGY GRP NE COM 46145F105 58 1,900 SH Defined 5.6 1,900 INVESTORS REAL ESTATE TR SH BEN INT 461730103 77 6,900 SH Defined 5.6 6,900 INVITROGEN CORP COM 46185R100 785 20,759 SH Defined 5.6 20,759 INVITROGEN CORP COM 46185R100 6 155 SH Defined 1.4 155 INVITROGEN CORP COM 46185R100 45 1,197 SH Defined 5.6 1,197 INVITROGEN CORP NOTE 1.500% 2/1 46185RAK6 2,685 3,000,000 PRN Defined 1 3,000,000 INVITROGEN CORP NOTE 2.000% 8/0 46185RAJ9 886 7,500 PRN Defined 5.6 7,500 IPCS INC COM NEW 44980Y305 142 6,363 SH Defined 5.6 6,363 IRELAND BK SPONSORED ADR 46267Q103 347 15,300 SH Defined 1.4 15,300 IRON MTN INC COM 462846106 498 20,391 SH Defined 5.6 20,391 IRSA INVERSIONES Y REP S A GLOBL DEP RCPT 450047204 129 17,700 SH Defined 5.6 17,700 ISHARES COMEX GOLD TR ISHARES 464285105 16,593 194,144 SH Defined 5.6 194,144 ISHARES INC MSCI BRAZIL 464286400 173 3,075 SH Defined 1.4 3,075 ISHARES INC MSCI BRAZIL 464286400 355 6,300 SH Defined 1.2 6,300 ISHARES INC MSCI BRAZIL 464286400 456 8,100 SH Defined 1.2 8,100 ISHARES INC MSCI BRAZIL 464286400 811 14,400 SH Defined 1.2 14,400 ISHARES INC MSCI CDA INDEX 464286509 3,548 135,355 SH Defined 5.6 135,355 ISHARES INC MSCI JAPAN 464286848 69 6,465 SH Defined 5.6 6,465 ISHARES INC MSCI JAPAN 464286848 901 84,500 SH Defined 5.6 84,500 ISHARES INC MSCI JAPAN 464286848 291 28,335 SH Defined 1 28,335 ISHARES INC MSCI MALAYSIA 464286830 2,146 261,400 SH Defined 1 261,400 ISHARES INC MSCI MEXICO 464286822 5 100 SH Defined 5.6 100 ISHARES INC MSCI MEXICO 464286822 33 714 SH Defined 5.6 714 ISHARES INC MSCI MEXICO 464286822 2,171 49,418 SH Defined 1 49,418 ISHARES INC MSCI PAC J IDX 464286665 137 4,000 SH Defined 5.6 4,000 ISHARES INC MSCI S KOREA 464286772 350 9,000 SH Defined 5.6 9,000 ISHARES INC MSCI S KOREA 464286772 1,011 26,000 SH Defined 5.6 26,000 ISHARES INC MSCI S KOREA 464286772 207 5,220 SH Defined 1.2 5,220 ISHARES INC MSCI SINGAPORE 464286673 10 1,000 SH Defined 5.6 1,000 ISHARES INC MSCI SINGAPORE 464286673 158 16,180 SH Defined 1.2 16,180 ISHARES INC MSCI STH AFRCA 464286780 17 350 SH Defined 1.4 350 ISHARES INC MSCI TAIWAN 464286731 31 2,862 SH Defined 1.2 2,862 ISHARES INC MSCI TAIWAN 464286731 678 66,784 SH Defined 1 66,784 ISHARES SILVER TRUST ISHARES 46428Q109 589 46,000 SH Defined 5.6 46,000 ISHARES SILVER TRUST ISHARES 46428Q109 800 67,500 SH Defined 1.4 67,500 ISHARES SILVER TRUST ISHARES 46428Q109 185 15,620 SH Defined 5.6 15,620 ISHARES SILVER TRUST ISHARES 46428Q109 8 700 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 1,078 60,000 SH Defined 5.6 60,000 ISHARES TR DJ SEL DIV INX 464287168 9,815 188,200 SH Defined 1 188,200 ISHARES TR DJ US FINL SEC 464287788 833 12,000 SH Defined 5.6 12,000 ISHARES TR DJ US REAL EST 464287739 8,873 143,000 SH Defined 5.6 143,000 ISHARES TR DJ US REAL EST 464287739 3,603 60,987 SH Defined 1 60,987 ISHARES TR FTSE XNHUA IDX 464287184 471 13,670 SH Defined 1.4 13,670 ISHARES TR FTSE XNHUA IDX 464287184 1 15 SH Defined 5.6 15 ISHARES TR FTSE XNHUA IDX 464287184 1 23 SH Defined 5.6 23 ISHARES TR FTSE XNHUA IDX 464287184 6,520 211,140 SH Defined 1 211,140 ISHARES TR GLDM SACHS TEC 464287549 21 458 SH Defined 458 ISHARES TR MSCI EAFE IDX 464287465 5,572 98,971 SH Defined 5.6 98,971 ISHARES TR MSCI EAFE IDX 464287465 2,136 39,426 SH Defined 1 39,426 ISHARES TR MSCI EMERG MKT 464287234 5,075 150,000 SH Defined 5.6 150,000 ISHARES TR MSCI EMERG MKT 464287234 41 1,200 SH Defined 1.4 1,200 ISHARES TR MSCI EMERG MKT 464287234 8 230 SH Defined 5.6 230 ISHARES TR MSCI EMERG MKT 464287234 10 304 SH Defined 5.6 304 ISHARES TR MSCI EMERG MKT 464287234 67 1,957 SH Defined 5.6 1,957 ISHARES TR MSCI EMERG MKT 464287234 8,156 258,013 SH Defined 1 258,013 ISHARES TR RUSSELL 2000 464287655 16,766 247,176 SH Defined 5.6 247,176 ISHARES TR RUSSELL 2000 464287655 650 9,990 SH Defined 1 9,990 ISHARES TR S&P 100 IDX FD 464287101 2,753 52,975 SH Defined 1 52,975 ISHARES TR S&P 500 INDEX 464287200 7,540 64,540 SH Defined 5.6 64,540 ISHARES TR S&P 500 INDEX 464287200 14,932 127,822 SH Defined 5.6 127,822 ISHARES TR S&P 500 INDEX 464287200 175 1,500 SH Defined 1.4 1,500 ISHARES TR S&P EURO PLUS 464287861 657 17,205 SH Defined 1 17,205 ISHARES TR S&P GBL HLTHCR 464287325 654 12,974 SH Defined 5.6 12,974 ISHARES TR S&P LTN AM 40 464287390 1,289 36,967 SH Defined 1 36,967 ISTAR FINL INC COM 45031U101 8 3,000 SH Defined 1.4 3,000 ITC HLDGS CORP COM 465685105 303 5,850 SH Defined 5.6 5,850 ITRON INC COM 465741106 2,603 29,400 SH Defined 5.6 29,400 ITRON INC COM 465741106 37 420 SH Defined 5.6 420 ITRON INC NOTE 2.500% 8/0 465741AJ5 1,643 11,440 PRN Defined 5.6 11,440 ITT EDUCATIONAL SERVICES INC COM 45068B109 170 2,100 SH Defined 5.6 2,100 ITT INDS INC IND COM 450911102 7,541 135,597 SH Defined 5.6 135,597 ITT INDS INC IND COM 450911102 805 15,139 SH Defined 1 15,139 IVANHOE MINES LTD COM 46579N103 72 11,865 SH Defined 5.6 11,865 J CREW GROUP INC COM 46612H402 281 9,823 SH Defined 5.6 9,823 J CREW GROUP INC COM 46612H402 426 14,900 SH Defined 5.6 14,900 JA SOLARHOLDINGS CO LTD SPON ADR SPON ADR 466090107 7 700 SH Defined 1.4 700 JA SOLARHOLDINGS CO LTD SPON ADR SPON ADR 466090107 70 6,596 SH Defined 1 6,596 JABIL CIRCUIT INC COM 466313103 152 15,890 SH Defined 5.6 15,890 JABIL CIRCUIT INC COM 466313103 49 5,094 SH Defined 5.6 5,094 JABIL CIRCUIT INC COM 466313103 74 7,800 SH Defined 5.6 7,800 JABIL CIRCUIT INC COM 466313103 274 30,053 SH Defined 1 30,053 JACOBS ENGR GROUP INC DEL COM 469814107 650 11,963 SH Defined 5.6 11,963 JACOBS ENGR GROUP INC DEL COM 469814107 53 980 SH Defined 1.4 980 JACOBS ENGR GROUP INC DEL COM 469814107 0 6 SH Defined 5.6 6 JACOBS ENGR GROUP INC DEL COM 469814107 292 5,376 SH Defined 5.6 5,376 JACOBS ENGR GROUP INC DEL COM 469814107 205 3,775 SH Defined 1 3,775 JAGUAR MNG INC COM 47009M103 22 3,850 SH Defined 5.6 3,850 JANUS CAP GROUP INC COM 47102X105 417 17,166 SH Defined 5.6 17,166 JANUS CAP GROUP INC COM 47102X105 158 6,500 SH Defined 5.6 6,500 JANUS CAP GROUP INC COM 47102X105 272 11,184 SH Defined 5.6 11,184 JANUS CAP GROUP INC COM 47102X105 350 16,661 SH Defined 1 16,661 JARDEN CORP COM 471109108 61 2,600 SH Defined 5.6 2,600 JAVELIN PHARMACEUTICALS INC COM 471894105 49 18,655 SH Defined 5.6 18,655 JAZZ TECHNOLOGIES INC NOTE 8.000%12/3 47214EAA0 250 5,200 PRN Defined 5.6 5,200 JDS UNIPHASE CORP COM PAR $0.001 46612J507 225 26,643 SH Defined 5.6 26,643 JDS UNIPHASE CORP COM PAR $0.001 46612J507 7 855 SH Defined 1.4 855 JDS UNIPHASE CORP COM PAR $0.001 46612J507 146 18,441 SH Defined 1 18,441 JETBLUE AWYS CORP COM 477143101 10 2,000 SH Defined 1.4 2,000 JETBLUE AWYS CORP DBCV 3.750% 3/1 477143AC5 683 1,000,000 PRN Defined 1 1,000,000 JOES JEANS INC COM 47777N101 7 6,000 SH Defined 1 6,000 JOHN BEAN TECHNOLOGIES CORP COM 477839104 158 12,507 SH Defined 5.6 12,507 JOHN HANCOCK BK &THRIFT OPP SH BEN INT 409735107 42 8,260 SH Defined 5.6 8,260 JOHNSON & JOHNSON COM 478160104 2,383 34,400 SH Defined 5.6 34,400 JOHNSON & JOHNSON COM 478160104 151,311 2,184,054 SH Defined 5.6 2,184,054 JOHNSON & JOHNSON COM 478160104 46 671 SH Defined 1.4 671 JOHNSON & JOHNSON COM 478160104 1,082 15,620 SH Defined 1.3 15,620 JOHNSON & JOHNSON COM 478160104 1,476 21,300 SH Defined 1.2 21,300 JOHNSON & JOHNSON COM 478160104 1,483 21,409 SH Defined 1.2 21,409 JOHNSON & JOHNSON COM 478160104 3,180 45,900 SH Defined 1.2 45,900 JOHNSON & JOHNSON COM 478160104 440 6,350 SH Defined 5.6 6,350 JOHNSON & JOHNSON COM 478160104 624 9,000 SH Defined 5.6 9,000 JOHNSON & JOHNSON COM 478160104 186 2,686 SH Defined 1 2,686 JOHNSON & JOHNSON COM 478160104 16 238 SH Defined 5.7 238 JOHNSON & JOHNSON COM 478160104 21 309 SH Defined 5.7 309 JOHNSON & JOHNSON COM 478160104 353 5,100 SH Defined 5.7 5,100 JOHNSON & JOHNSON COM 478160104 472 6,820 SH Defined 5.7 6,820 JOHNSON & JOHNSON COM 478160104 547 7,900 SH Defined 5.7 7,900 JOHNSON & JOHNSON COM 478160104 831 12,000 SH Defined 5.7 12,000 JOHNSON & JOHNSON COM 478160104 970 14,000 SH Defined 5.7 14,000 JOHNSON & JOHNSON COM 478160104 1,039 15,000 SH Defined 5.7 15,000 JOHNSON & JOHNSON COM 478160104 1,226 17,700 SH Defined 5.7 17,700 JOHNSON & JOHNSON COM 478160104 2,328 33,600 SH Defined 5.7 33,600 JOHNSON & JOHNSON COM 478160104 20,784 300,000 SH Defined 5.7 300,000 JOHNSON & JOHNSON COM 478160104 21 300 SH Defined 300 JOHNSON & JOHNSON COM 478160104 27,324 408,431 SH Defined 1 408,431 JOHNSON CTLS INC COM 478366107 2,502 82,487 SH Defined 5.6 82,487 JOHNSON CTLS INC COM 478366107 705 23,240 SH Defined 5.6 23,240 JONES APPAREL GROUP INC COM 480074103 230 12,400 SH Defined 5.6 12,400 JONES APPAREL GROUP INC COM 480074103 153 8,250 SH Defined 5.7 8,250 JONES APPAREL GROUP INC COM 480074103 574 31,000 SH Defined 5.7 31,000 JONES LANG LASALLE INC COM 48020Q107 46 1,058 SH Defined 5.6 1,058 JOS A BANK CLOTHIERS INC COM 480838101 94 2,800 SH Defined 5.6 2,800 JOY GLOBAL INC COM 481165108 705 15,629 SH Defined 5.6 15,629 JOY GLOBAL INC COM 481165108 24 528 SH Defined 1.4 528 JOY GLOBAL INC COM 481165108 1 19 SH Defined 5.6 19 JOY GLOBAL INC COM 481165108 27 600 SH Defined 600 JOY GLOBAL INC COM 481165108 0 9 SH Defined 1 9 JP MORGAN CHASE & CO COM 46625H100 136,109 2,914,550 SH Defined 5.6 2,914,550 JP MORGAN CHASE & CO COM 46625H100 291 6,237 SH Defined 1.4 6,237 JP MORGAN CHASE & CO COM 46625H100 552 11,818 SH Defined 1.2 11,818 JP MORGAN CHASE & CO COM 46625H100 719 15,400 SH Defined 1.2 15,400 JP MORGAN CHASE & CO COM 46625H100 1,504 32,200 SH Defined 1.2 32,200 JP MORGAN CHASE & CO COM 46625H100 1,667 35,690 SH Defined 1.2 35,690 JP MORGAN CHASE & CO COM 46625H100 2,326 49,800 SH Defined 1.2 49,800 JP MORGAN CHASE & CO COM 46625H100 3,829 82,000 SH Defined 1.2 82,000 JP MORGAN CHASE & CO COM 46625H100 5 100 SH Defined 5.6 100 JP MORGAN CHASE & CO COM 46625H100 14 300 SH Defined 5.6 300 JP MORGAN CHASE & CO COM 46625H100 14 300 SH Defined 5.6 300 JP MORGAN CHASE & CO COM 46625H100 164 3,522 SH Defined 5.6 3,522 JP MORGAN CHASE & CO COM 46625H100 468 10,019 SH Defined 5.6 10,019 JP MORGAN CHASE & CO COM 46625H100 2,146 45,955 SH Defined 5.6 45,955 JP MORGAN CHASE & CO COM 46625H100 2,200 47,100 SH Defined 5.6 47,100 JP MORGAN CHASE & CO COM 46625H100 37 800 SH Defined 5.6 800 JP MORGAN CHASE & CO COM 46625H100 10 207 SH Defined 5.7 207 JP MORGAN CHASE & CO COM 46625H100 188 4,023 SH Defined 5.7 4,023 JP MORGAN CHASE & CO COM 46625H100 764 16,350 SH Defined 5.7 16,350 JP MORGAN CHASE & CO COM 46625H100 1,074 22,993 SH Defined 5.7 22,993 JP MORGAN CHASE & CO COM 46625H100 2,699 57,800 SH Defined 5.7 57,800 JP MORGAN CHASE & CO COM 46625H100 35,639 763,148 SH Defined 5.7 763,148 JP MORGAN CHASE & CO COM 46625H100 0 1 SH Defined 1 JP MORGAN CHASE & CO COM 46625H100 17,356 423,312 SH Defined 1 423,312 JUNIPER NETWORKS INC COM 48203R104 4,788 227,265 SH Defined 5.6 227,265 JUNIPER NETWORKS INC COM 48203R104 55 2,600 SH Defined 5.6 2,600 JUNIPER NETWORKS INC COM 48203R104 1 66 SH Defined 5.6 66 JUNIPER NETWORKS INC COM 48203R104 9 418 SH Defined 5.6 418 JUNIPER NETWORKS INC COM 48203R104 34 1,614 SH Defined 5.7 1,614 JUNIPER NETWORKS INC COM 48203R104 612 29,046 SH Defined 5.7 29,046 JUNIPER NETWORKS INC COM 48203R104 54 2,547 SH Defined 1 2,547 JUPITERMEDIA CORP COM 48207D101 12 10,670 SH Defined 5.6 10,670 KAISER ALUMINUM CORP COM PAR $0.01 483007704 17 400 SH Defined 1.4 400 KAISER ALUMINUM CORP COM PAR $0.01 483007704 24 550 SH Defined 5.6 550 KANSAS CITY SOUTHERN COM NEW 485170302 464 10,450 SH Defined 5.6 10,450 KB HOME COM 48666K109 5,475 278,225 SH Defined 5.6 278,225 KBR INC COM 48242W106 1,164 76,217 SH Defined 5.6 76,217 KBR INC COM 48242W106 146 9,540 SH Defined 5.6 9,540 KBR INC COM 48242W106 237 15,540 SH Defined 5.6 15,540 KBR INC COM 48242W106 269 17,640 SH Defined 5.6 17,640 KELLOGG CO COM 487836108 1,442 25,700 SH Defined 5.6 25,700 KELLOGG CO COM 487836108 2,060 36,714 SH Defined 5.6 36,714 KELLOGG CO COM 487836108 258 4,600 SH Defined 5.7 4,600 KELLOGG CO COM 487836108 387 6,900 SH Defined 5.7 6,900 KELLOGG CO COM 487836108 948 16,900 SH Defined 5.7 16,900 KELLOGG CO COM 487836108 10,552 188,100 SH Defined 5.7 188,100 KELLOGG CO COM 487836108 1,666 30,178 SH Defined 1 30,178 KENNAMETAL INC COM 489170100 83 3,067 SH Defined 5.6 3,067 KEY ENERGY SVCS INC COM 492914106 190 16,370 SH Defined 5.6 16,370 KEYCORP NEW COM 493267108 654 54,779 SH Defined 5.6 54,779 KEYCORP NEW COM 493267108 182 15,227 SH Defined 5.6 15,227 KEYCORP NEW COM 493267108 127 13,002 SH Defined 1 13,002 KEYCORP NEW PFD 7.75% SR A 493267405 485 5,702 SH Defined 5.6 5,702 KILROY RLTY CORP COM 49427F108 282 5,900 SH Defined 5.6 5,900 KIMBERLY CLARK CORP COM 494368103 1,316 20,300 SH Defined 5.6 20,300 KIMBERLY CLARK CORP COM 494368103 9,864 152,125 SH Defined 5.6 152,125 KIMBERLY CLARK CORP COM 494368103 648 10,000 SH Defined 1.3 10,000 KIMBERLY CLARK CORP COM 494368103 394 6,070 SH Defined 1.2 6,070 KIMBERLY CLARK CORP COM 494368103 9 141 SH Defined 5.7 141 KIMBERLY CLARK CORP COM 494368103 551 8,500 SH Defined 5.7 8,500 KIMCO REALTY CORP COM 49446R109 2,856 77,307 SH Defined 5.6 77,307 KIMCO REALTY CORP COM 49446R109 4 109 SH Defined 5.6 109 KIMCO REALTY CORP COM 49446R109 729 19,745 SH Defined 5.6 19,745 KIMCO REALTY CORP COM 49446R109 15 413 SH Defined 1 413 KING PHARMACEUTICALS INC COM 495582108 311 32,450 SH Defined 5.6 32,450 KING PHARMACEUTICALS INC COM 495582108 172 18,000 SH Defined 5.7 18,000 KING PHARMACEUTICALS INC COM 495582108 354 37,000 SH Defined 5.7 37,000 KING PHARMACEUTICALS INC COM 495582108 527 55,000 SH Defined 5.7 55,000 KING PHARMACEUTICALS INC COM 495582108 575 60,000 SH Defined 5.7 60,000 KING PHARMACEUTICALS INC COM 495582108 766 80,000 SH Defined 5.7 80,000 KING PHARMACEUTICALS INC COM 495582108 1,824 190,400 SH Defined 5.7 190,400 KING PHARMACEUTICALS INC COM 495582108 463 50,922 SH Defined 1 50,922 KING PHARMACEUTICALS INC NOTE 1.250% 4/0 495582AJ7 1,077 14,130 PRN Defined 5.6 14,130 KING PHARMACEUTICALS INC NOTE 1.250% 4/0 495582AJ7 2,021 26,500 PRN Defined 5.6 26,500 KINROSS GOLD CORP COM NO PAR 496902404 38,230 2,378,303 SH Defined 5.6 2,378,303 KINROSS GOLD CORP COM NO PAR 496902404 482 29,291 SH Defined 1.4 29,291 KINROSS GOLD CORP COM NO PAR 496902404 63 3,804 SH Defined 5.6 3,804 KINROSS GOLD CORP COM NO PAR 496902404 522 31,720 SH Defined 5.6 31,720 KINROSS GOLD CORP COM NO PAR 496902404 533 32,350 SH Defined 5.6 32,350 KINROSS GOLD CORP COM NO PAR 496902404 1,735 105,333 SH Defined 5.6 105,333 KINROSS GOLD CORP COM NO PAR 496902404 2 121 SH Defined 5.6 121 KINROSS GOLD CORP COM NO PAR 496902404 3,940 239,268 SH Defined 5.6 239,268 KINROSS GOLD CORP NOTE 1.750% 3/1 496902AB3 454 5,320 PRN Defined 5.6 5,320 KINROSS GOLD CORP NOTE 1.750% 3/1 496902AB3 1,025 12,000 PRN Defined 5.6 12,000 KINROSS GOLD CORP NOTE 1.750% 3/1 496902AB3 3,885 45,500 PRN Defined 5.6 45,500 KKR FINANCIAL HLDGS LLC COM 48248A306 72 10,378 SH Defined 1 10,378 KLA-TENCOR CORP COM 482480100 441 13,919 SH Defined 5.6 13,919 KLA-TENCOR CORP COM 482480100 113 3,664 SH Defined 1 3,664 KNIGHTSBRIDGE TANKERS LTD ORD G5299G106 27 1,009 SH Defined 1.4 1,009 KNOLL INC COM NEW 498904200 59 3,912 SH Defined 5.7 3,912 KNOLL INC COM NEW 498904200 1,065 70,410 SH Defined 5.7 70,410 KOHLS CORP COM 500255104 1,540 33,421 SH Defined 5.6 33,421 KOHLS CORP COM 500255104 0 1 SH Defined 1.4 1 KOHLS CORP COM 500255104 1,479 32,089 SH Defined 5.6 32,089 KONINKLIJKE PHILIPS ELECTRS NY REG SH NEW 500472303 3,457 126,878 SH Defined 1.4 126,878 KOPIN CORP COM 500600101 105 33,533 SH Defined 5.6 33,533 KOREA ELECTRIC PWR SPONSORED ADR 500631106 2,383 197,274 SH Defined 1 197,274 KRAFT FOODS INC CL A 50075N104 979 29,900 SH Defined 5.6 29,900 KRAFT FOODS INC CL A 50075N104 17,743 541,756 SH Defined 5.6 541,756 KRAFT FOODS INC CL A 50075N104 59 1,815 SH Defined 1.4 1,815 KRAFT FOODS INC CL A 50075N104 227 6,920 SH Defined 1.3 6,920 KRAFT FOODS INC CL A 50075N104 11 340 SH Defined 1.2 340 KRAFT FOODS INC CL A 50075N104 99 3,030 SH Defined 5.6 3,030 KRAFT FOODS INC CL A 50075N104 0 1 SH Defined 5.6 1 KRAFT FOODS INC CL A 50075N104 5 152 SH Defined 5.7 152 KRAFT FOODS INC CL A 50075N104 252 7,700 SH Defined 5.7 7,700 KRAFT FOODS INC CL A 50075N104 377 11,500 SH Defined 5.7 11,500 KRAFT FOODS INC CL A 50075N104 983 30,000 SH Defined 5.7 30,000 KRAFT FOODS INC CL A 50075N104 13,838 422,523 SH Defined 5.7 422,523 KRAFT FOODS INC CL A 50075N104 139 4,240 SH Defined 4,240 KRAFT FOODS INC CL A 50075N104 2 69 SH Defined 69 KRAFT FOODS INC CL A 50075N104 2,263 71,038 SH Defined 1 71,038 KROGER CO COM 501044101 6,609 240,516 SH Defined 5.6 240,516 KROGER CO COM 501044101 136 4,950 SH Defined 5.7 4,950 KROGER CO COM 501044101 219 7,980 SH Defined 5.7 7,980 KROGER CO COM 501044101 412 15,000 SH Defined 5.7 15,000 KROGER CO COM 501044101 512 18,630 SH Defined 5.7 18,630 KROGER CO COM 501044101 3,407 123,990 SH Defined 5.7 123,990 KROGER CO COM 501044101 108 4,025 SH Defined 1 4,025 K-SWISS INC CL A 482686102 27 1,538 SH Defined 8,9,10 1,538 K-SWISS INC CL A 482686102 195 11,211 SH Defined 8,9,10 11,211 KT CORP SPONSORED ADR 48268K101 1,140 67,900 SH Defined 5.6 67,900 KT CORP SPONSORED ADR 48268K101 1,187 70,700 SH Defined 5.6 70,700 KYOCERA CORP ADR 501556203 136 1,800 SH Defined 1 1,800 L-3MUNICATIONS HLDGS INC COM 502424104 1,909 19,417 SH Defined 5.6 19,417 LA Z BOY INC COM 505336107 21 2,200 SH Defined 5.6 2,200 LABORATORY CORP AMER HLDGS COM NEW 50540R409 915 13,165 SH Defined 5.6 13,165 LABORATORY CORP AMER HLDGS COM NEW 50540R409 1,662 23,919 SH Defined 1.3 23,919 LABORATORY CORP AMER HLDGS COM NEW 50540R409 209 3,000 SH Defined 5.6 3,000 LABORATORY CORP AMER HLDGS COM NEW 50540R409 192 2,809 SH Defined 1 2,809 LADENBURG THALMAN FIN SVCS I COM 50575Q102 6,430 3,572,080 SH Defined 1.4 3,572,080 LAM RESEARCH CORP COM 512807108 470 14,910 SH Defined 5.6 14,910 LAM RESEARCH CORP COM 512807108 5 173 SH Defined 1.4 173 LAM RESEARCH CORP COM 512807108 158 5,030 SH Defined 5.6 5,030 LAM RESEARCH CORP COM 512807108 595 18,906 SH Defined 5.6 18,906 LAM RESEARCH CORP COM 512807108 1 29 SH Defined 1 29 LAMAR ADVERTISING CO CL A 512815101 508 16,448 SH Defined 5.6 16,448 LAMAR ADVERTISING CO CL A 512815101 89 2,878 SH Defined 5.6 2,878 LAMAR ADVERTISING CO CL A 512815101 0 13 SH Defined 1 13 LAMAR ADVERTISING CO NOTE 2.875%12/3 512815AG6 952 10,820 PRN Defined 5.6 10,820 LAN AIRLINES S A SPONSORED ADR 501723100 548 48,066 SH Defined 5.6 48,066 LAN AIRLINES S A SPONSORED ADR 501723100 1,342 117,700 SH Defined 5.6 117,700 LANDAMERICA FINL GROUP INC COM 514936103 62 2,540 SH Defined 2,540 LAS VEGAS SANDS CORP COM 517834107 112 3,097 SH Defined 5.6 3,097 LAS VEGAS SANDS CORP COM 517834107 513 14,196 SH Defined 1.4 14,196 LAS VEGAS SANDS CORP COM 517834107 3,734 112,802 SH Defined 1 112,802 LASALLE HOTEL PPTYS COM SH BEN INT 517942108 166 7,100 SH Defined 5.6 7,100 LASALLE HOTEL PPTYS COM SH BEN INT 517942108 82 3,510 SH Defined 5.7 3,510 LASALLE HOTEL PPTYS COM SH BEN INT 517942108 1,473 63,180 SH Defined 5.7 63,180 LATTICE SEMICONDUCTOR CORP COM 518415104 170 82,530 SH Defined 5.6 82,530 LAUDER ESTEE COS INC CL A 518439104 3,039 60,893 SH Defined 5.6 60,893 LAUDER ESTEE COS INC CL A 518439104 94 1,879 SH Defined 5.6 1,879 LAUDER ESTEE COS INC CL A 518439104 18 358 SH Defined 5.7 358 LAUDER ESTEE COS INC CL A 518439104 100 2,000 SH Defined 2,000 LAUDER ESTEE COS INC CL A 518439104 131 2,622 SH Defined 1 2,622 LAZARD GLB TTL RET&INCM FD I COM 52106W103 220 14,974 SH Defined 1.4 14,974 LDK SOLAR CO LTD SPONSORED ADR 50183L107 108 3,601 SH Defined 1.4 3,601 LDK SOLAR CO LTD SPONSORED ADR 50183L107 108 3,600 SH Defined 5.6 3,600 LDK SOLAR CO LTD SPONSORED ADR 50183L107 6 192 SH Defined 5.6 192 LDK SOLAR CO LTD SPONSORED ADR 50183L107 46 1,516 SH Defined 5.6 1,516 LDK SOLAR CO LTD SPONSORED ADR 50183L107 60 2,000 SH Defined 5.7 2,000 LDK SOLAR CO LTD SPONSORED ADR 50183L107 120 4,000 SH Defined 5.7 4,000 LDK SOLAR CO LTD SPONSORED ADR 50183L107 13,739 450,000 SH Defined 1 450,000 LDK SOLAR CO LTD SPONSORED ADR 50183L107 31 1,000 SH Defined 1 1,000 LEAP WIRELESS INTL INC COM NEW 521863308 451 11,830 SH Defined 1.4 11,830 LEAP WIRELESS INTL INC COM NEW 521863308 366 9,618 SH Defined 5.6 9,618 LEAPFROG ENTERPRISES INC CL A 52186N106 62 5,900 SH Defined 5.6 5,900 LEAR CORP COM 521865105 179 17,000 SH Defined 5.6 17,000 LECG CORP COM 523234102 110 13,633 SH Defined 5.6 13,633 LEE ENTERPRISES INC COM 523768109 2 500 SH Defined 1.4 500 LEGG MASON INC COM 524901105 560 14,726 SH Defined 5.6 14,726 LEGG MASON INC COM 524901105 607 15,960 SH Defined 5.6 15,960 LEGG MASON INC COM 524901105 3 70 SH Defined 70 LEGG MASON INC COM 524901105 101 2,717 SH Defined 1 2,717 LEGG MASON INC UNIT 99/99/9999 524901303 397 11,283 SH Defined 5.6 11,283 LEGG MASON INC UNIT 99/99/9999 524901303 609 17,333 SH Defined 5.6 17,333 LEGGETT & PLATT INC COM 524660107 298 13,659 SH Defined 5.6 13,659 LEGGETT & PLATT INC COM 524660107 102 4,700 SH Defined 5.6 4,700 LEGGETT & PLATT INC COM 524660107 111 5,113 SH Defined 1 5,113 LEHMAN BR FIRST TR INCM OPP COM 525178109 89 11,376 SH Defined 5.6 11,376 LEHMAN BROS HLDGS INC 7.25%CONV SR P 52523J453 197 131,000 SH Defined 5.6 131,000 LEHMAN BROS HLDGS INC 7.25%CONV SR P 52523J453 0 150 SH Defined 5.6 150 LEHMAN BROS HLDGS INC 7.25%CONV SR P 52523J453 2 1,000 SH Defined 5.6 1,000 LEHMAN BROS HLDGS INC COM 524908100 1,075 5,000,000 SH Defined 5.6 5,000,000 LEHMAN BROS HLDGS INC COM 524908100 410 1,905,166 SH Defined 5.6 1,905,166 LEHMAN BROS HLDGS INC COM 524908100 81 387,987 SH Defined 1.4 387,987 LEHMAN BROS HLDGS INC COM 524908100 1 3,000 SH Defined 1 3,000 LEHMAN BROS HLDGS INC COM 524908100 27 130,000 SH Defined 5.6 130,000 LEHMAN BROS HLDGS INC COM 524908100 0 67 SH Defined 5.6 67 LEHMAN BROS HLDGS INC COM 524908100 0 423 SH Defined 5.6 423 LEHMAN BROS HLDGS INC COM 524908100 0 552 SH Defined 5.6 552 LEHMAN BROS HLDGS INC COM 524908100 1 3,680 SH Defined 5.6 3,680 LEHMAN BROS HLDGS INC COM 524908100 1,371 375,663 SH Defined 1 375,663 LENDER PROCESSING SVCS INC COM 52602E102 204 6,679 SH Defined 5.6 6,679 LENDER PROCESSING SVCS INC COM 52602E102 394 12,900 SH Defined 5.6 12,900 LENDER PROCESSING SVCS INC COM 52602E102 308 10,100 SH Defined 5.6 10,100 LENNAR CORP CL A 526057104 7,506 494,124 SH Defined 5.6 494,124 LENNAR CORP CL A 526057104 298 19,620 SH Defined 1.4 19,620 LENNAR CORP CL A 526057104 47 3,100 SH Defined 5.6 3,100 LENNAR CORP CL A 526057104 17 1,108 SH Defined 5.6 1,108 LENNAR CORP CL A 526057104 41 2,680 SH Defined 5.7 2,680 LENNAR CORP CL A 526057104 167 11,000 SH Defined 5.7 11,000 LENNAR CORP CL A 526057104 175 11,500 SH Defined 5.7 11,500 LENNAR CORP CL A 526057104 271 17,840 SH Defined 5.7 17,840 LENNAR CORP CL A 526057104 345 22,720 SH Defined 5.7 22,720 LENNAR CORP CL A 526057104 532 35,000 SH Defined 5.7 35,000 LENNAR CORP CL A 526057104 670 44,100 SH Defined 5.7 44,100 LENNAR CORP CL A 526057104 760 50,000 SH Defined 5.7 50,000 LENNAR CORP CL A 526057104 1,701 112,000 SH Defined 5.7 112,000 LENNAR CORP CL A 526057104 10,312 678,900 SH Defined 5.7 678,900 LEUCADIA NATL CORP COM 527288104 4,326 95,212 SH Defined 5.6 95,212 LEUCADIA NATL CORP COM 527288104 52 1,279 SH Defined 1 1,279 LEVEL 3 COMMUNICATIONS INC COM 52729N100 143 53,139 SH Defined 5.6 53,139 LEVEL 3 COMMUNICATIONS INC COM 52729N100 20 7,300 SH Defined 1.4 7,300 LEVEL 3 COMMUNICATIONS INC NOTE 3.500% 6/1 52729NBK5 573 8,000 PRN Defined 5.6 8,000 LEVEL 3 COMMUNICATIONS INC NOTE 6.000% 9/1 52729NAG5 721 7,590 PRN Defined 5.6 7,590 LEXINGTON CORP PPTYS TR COM 529043101 308 17,900 SH Defined 5.6 17,900 LEXMARK INTL NEW CL A 529771107 367 11,279 SH Defined 5.6 11,279 LEXMARK INTL NEW CL A 529771107 453 13,900 SH Defined 5.6 13,900 LEXMARK INTL NEW CL A 529771107 410 12,602 SH Defined 5.6 12,602 LEXMARK INTL NEW CL A 529771107 103 3,155 SH Defined 1 3,155 LEXMARK INTL NEW CL A 529771107 66 2,086 SH Defined 1 2,086 LG PHILIP LCD CO LTD SPONS ADR REP 50186V102 36 2,800 SH Defined 1.4 2,800 LHC GROUP INC COM 50187A107 1,475 51,787 SH Defined 5.6 51,787 LIBERTY ACQUISITION HLDGS CO *W EXP 12/12/20 53015Y115 20 28,546 SH Defined 5.6 28,546 LIBERTY ACQUISITION HLDGS CO COM 53015Y107 267 30,675 SH Defined 5.6 30,675 LIBERTY ACQUISITION HLDGS CO COM 53015Y107 519 59,700 SH Defined 5.6 59,700 LIBERTY ACQUISITION HLDGS CO UNIT 99/99/9999 53015Y206 156 17,577 SH Defined 5.6 17,577 LIBERTY ACQUISITION HLDGS CO UNIT 99/99/9999 53015Y206 1,139 127,991 SH Defined 5.6 127,991 LIBERTY GLOBAL INC COM SER A 530555101 155 5,122 SH Defined 5.6 5,122 LIBERTY GLOBAL INC COM SER A 530555101 553 18,250 SH Defined 5.6 18,250 LIBERTY GLOBAL INC COM SER A 530555101 41 1,357 SH Defined 5.7 1,357 LIBERTY GLOBAL INC COM SER A 530555101 740 24,414 SH Defined 5.7 24,414 LIBERTY GLOBAL INC COM SER C 530555309 161 5,749 SH Defined 5.6 5,749 LIBERTY MEDIA CORP DEB 3.500% 1/1 530715AN1 1,094 24,180 PRN Defined 5.6 24,180 LIBERTY MEDIA CORP NEW ENT COM SER A 53071M500 476 19,064 SH Defined 5.6 19,064 LIBERTY MEDIA CORP NEW ENT COM SER A 53071M500 77 3,092 SH Defined 5.6 3,092 LIBERTY MEDIA CORP NEW ENT COM SER A 53071M500 109 4,361 SH Defined 5.6 4,361 LIBERTY MEDIA CORP NEW ENT COM SER A 53071M500 127 5,099 SH Defined 5.6 5,099 LIBERTY MEDIA CORP NEW ENT COM SER A 53071M500 749 30,000 SH Defined 5.6 30,000 LIBERTY MEDIA CORP NEW ENT COM SER A 53071M500 63 2,607 SH Defined 1 2,607 LIBERTY MEDIA HLDG CORP CAP COM SER A 53071M302 9 700 SH Defined 5.6 700 LIBERTY MEDIA HLDG CORP CAP COM SER A 53071M302 9,445 715,495 SH Defined 1 715,495 LIBERTY MEDIA HLDG CORP INT COM SER A 53071M104 313 24,227 SH Defined 5.6 24,227 LIBERTY MEDIA HLDG CORP INT COM SER A 53071M104 26 2,000 SH Defined 1.4 2,000 LIBERTY MEDIA HLDG CORP INT COM SER A 53071M104 281 21,741 SH Defined 5.6 21,741 LIBERTY MEDIA HLDG CORP INT COM SER A 53071M104 22,333 1,836,579 SH Defined 1 1,836,579 LIBERTY PPTY TR SH BEN INT 531172104 815 21,650 SH Defined 5.6 21,650 LIFE TIME FITNESS INC COM 53217R207 335 10,700 SH Defined 5.6 10,700 LIFEPOINT HOSPITALS INC COM 53219L109 141 4,398 SH Defined 5.6 4,398 LIFEPOINT HOSPITALS INC COM 53219L109 124 3,850 SH Defined 5.7 3,850 LIFEPOINT HOSPITALS INC COM 53219L109 482 15,000 SH Defined 5.7 15,000 LIFEPOINT HOSPITALS INC NOTE 3.500% 5/1 53219LAH2 808 9,760 PRN Defined 5.6 9,760 LIFETIMEBRANDS INC NOTE 4.750% 7/1 53222QAB9 78 1,000 PRN Defined 5.6 1,000 LIGAND PHARMACEUTICALS INC CL B 53220K207 47 15,950 SH Defined 1.4 15,950 LIHIR GOLD LTD SPONSORED ADR 532349107 64 3,076 SH Defined 1.4 3,076 LILLY ELI & CO COM 532457108 14,647 332,663 SH Defined 5.6 332,663 LILLY ELI & CO COM 532457108 22 500 SH Defined 1.4 500 LILLY ELI & CO COM 532457108 66 1,500 SH Defined 1 1,500 LILLY ELI & CO COM 532457108 154 3,500 SH Defined 5.6 3,500 LILLY ELI & CO COM 532457108 242 5,500 SH Defined 5.7 5,500 LILLY ELI & CO COM 532457108 1 23 SH Defined 23 LILLY ELI & CO COM 532457108 455 10,361 SH Defined 1 10,361 LIMITED BRANDS INC COM 532716107 2,136 123,313 SH Defined 5.6 123,313 LIMITED BRANDS INC COM 532716107 595 34,593 SH Defined 1 34,593 LINCARE HLDGS INC COM 532791100 292 9,700 SH Defined 5.6 9,700 LINCARE HLDGS INC COM 532791100 60 2,000 SH Defined 2,000 LINCARE HLDGS INC COM 532791100 0 11 SH Defined 1 11 LINCARE HLDGS INC DBCV 2.750%11/0 532791AE0 1,608 17,500 PRN Defined 5.6 17,500 LINCARE HLDGS INC DBCV 2.750%11/0 532791AE0 2,729 29,700 PRN Defined 5.6 29,700 LINCOLN ELEC HLDGS INC COM 533900106 386 6,000 SH Defined 5.6 6,000 LINCOLN NATL CORP IND COM 534187109 28,524 666,300 SH Defined 5.6 666,300 LINCOLN NATL CORP IND COM 534187109 257 6,000 SH Defined 5.6 6,000 LINCOLN NATL CORP IND COM 534187109 138 3,281 SH Defined 1 3,281 LINDSAY CORP COM 535555106 3,907 53,700 SH Defined 5.6 53,700 LINEAR TECHNOLOGY CORP COM 535678106 3,883 126,654 SH Defined 5.6 126,654 LINEAR TECHNOLOGY CORP COM 535678106 6,297 205,375 SH Defined 5.6 205,375 LINEAR TECHNOLOGY CORP COM 535678106 1,002 32,672 SH Defined 5.6 32,672 LIONBRIDGE TECHNOLOGIES INC COM 536252109 52 21,214 SH Defined 5.6 21,214 LIZ CLAIBORNE INC COM 539320101 131 7,967 SH Defined 5.6 7,967 LIZ CLAIBORNE INC COM 539320101 246 15,000 SH Defined 1.4 15,000 LIZ CLAIBORNE INC COM 539320101 432 26,269 SH Defined 5.6 26,269 LIZ CLAIBORNE INC COM 539320101 9 575 SH Defined 1 575 LLOYDS TSB GROUP PLC SPONSORED ADR 539439109 25 1,502 SH Defined 5.6 1,502 LMP CAP & INCOME FD INC COM 50208A102 279 24,102 SH Defined 1.4 24,102 LOCKHEED MARTIN CORP COM 539830109 329 3,000 SH Defined 5.6 3,000 LOCKHEED MARTIN CORP COM 539830109 4,978 45,389 SH Defined 5.6 45,389 LOCKHEED MARTIN CORP COM 539830109 9,550 87,080 SH Defined 5.6 87,080 LOCKHEED MARTIN CORP COM 539830109 494 4,500 SH Defined 5.7 4,500 LOCKHEED MARTIN CORP COM 539830109 498 4,540 SH Defined 5.7 4,540 LOCKHEED MARTIN CORP COM 539830109 768 7,000 SH Defined 5.7 7,000 LOCKHEED MARTIN CORP COM 539830109 1,097 10,000 SH Defined 5.7 10,000 LOCKHEED MARTIN CORP COM 539830109 2,553 23,280 SH Defined 5.7 23,280 LOEWS CORP COM 540424108 5,906 149,557 SH Defined 5.6 149,557 LOEWS CORP COM 540424108 2 45 SH Defined 5.6 45 LOEWS CORP COM 540424108 370 9,381 SH Defined 5.6 9,381 LOEWS CORP COM 540424108 9 238 SH Defined 5.7 238 LOEWS CORP COM 540424108 53 1,429 SH Defined 1 1,429 LOGITECH INTL S A SHS H50430232 1,610 71,745 SH Defined 5.6 71,745 LOGITECH INTL S A SHS H50430232 688 30,000 SH Defined 30,000 LOGITECH INTL S A SHS H50430232 110 4,800 SH Defined 1 4,800 LONGS DRUG STORES CORP COM 543162101 23 310 SH Defined 5.6 310 LONGS DRUG STORES CORP COM 543162101 127 1,673 SH Defined 5.6 1,673 LONGS DRUG STORES CORP COM 543162101 295 3,900 SH Defined 5.6 3,900 LONGS DRUG STORES CORP COM 543162101 393 5,200 SH Defined 5.6 5,200 LONGS DRUG STORES CORP COM 543162101 769 10,170 SH Defined 5.6 10,170 LONGS DRUG STORES CORP COM 543162101 2,405 31,800 SH Defined 5.6 31,800 LORILLARD INC COM 544147101 2,233 31,382 SH Defined 5.6 31,382 LORILLARD INC COM 544147101 598 8,405 SH Defined 5.6 8,405 LORILLARD INC COM 544147101 647 9,100 SH Defined 5.6 9,100 LORILLARD INC COM 544147101 78 1,090 SH Defined 5.6 1,090 LORILLARD INC COM 544147101 588 8,267 SH Defined 5.6 8,267 LORILLARD INC COM 544147101 114 1,600 SH Defined 5.7 1,600 LORILLARD INC COM 544147101 171 2,400 SH Defined 5.7 2,400 LORILLARD INC COM 544147101 462 6,500 SH Defined 5.7 6,500 LORILLARD INC COM 544147101 6,012 84,500 SH Defined 5.7 84,500 LORILLARD INC COM 544147101 4,895 71,472 SH Defined 1 71,472 LOUISIANA PAC CORP COM 546347105 164 17,600 SH Defined 5.6 17,600 LOUISIANA PAC CORP COM 546347105 77 8,300 SH Defined 5.7 8,300 LOUISIANA PAC CORP COM 546347105 298 32,000 SH Defined 5.7 32,000 LOUISIANA PAC CORP COM 546347105 326 35,000 SH Defined 5.7 35,000 LOUISIANA PAC CORP COM 546347105 512 55,000 SH Defined 5.7 55,000 LOUISIANA PAC CORP COM 546347105 707 76,000 SH Defined 5.7 76,000 LOUISIANA PAC CORP COM 546347105 1,719 184,800 SH Defined 5.7 184,800 LOWES COS INC COM 548661107 5,863 247,479 SH Defined 5.6 247,479 LOWES COS INC COM 548661107 820 34,629 SH Defined 5.6 34,629 LOWES COS INC COM 548661107 1,158 48,879 SH Defined 5.6 48,879 LOWES COS INC COM 548661107 175 7,400 SH Defined 5.7 7,400 LOWES COS INC COM 548661107 274 11,550 SH Defined 5.7 11,550 LOWES COS INC COM 548661107 711 30,000 SH Defined 5.7 30,000 LOWES COS INC COM 548661107 7,225 305,000 SH Defined 5.7 305,000 LSI LOGIC CORP COM 502161102 1,384 258,123 SH Defined 5.6 258,123 LSI LOGIC CORP COM 502161102 536 100,000 SH Defined 1.4 100,000 LSI LOGIC CORP COM 502161102 0 56 SH Defined 1 56 LSI LOGIC CORP COM 502161102 536 105,436 SH Defined 1 105,436 LTC PPTYS INC COM 502175102 141 4,800 SH Defined 5.6 4,800 LUCENT TECHNOLOGIES INC DBCV 2.750% 6/1 549463AG2 2,392 2,669 PRN Defined 5.6 2,669 LUCENT TECHNOLOGIES INC DBCV 2.750% 6/1 549463AH0 2,319 3,376 PRN Defined 5.6 3,376 LUCENT TECHNOLOGIES INC DBCV 2.750% 6/1 549463AG2 682 7,710 PRN Defined 5.6 7,710 LUCENT TECHNOLOGIES INC DBCV 2.750% 6/1 549463AG2 2,903 32,800 PRN Defined 5.6 32,800 LUCENT TECHNOLOGIES INC DBCV 2.750% 6/1 549463AH0 1,267 18,000 PRN Defined 5.6 18,000 LULULEMON ATHLETICA INC COM 550021109 461 20,000 SH Defined 5.6 20,000 LUNDIN MINING CORP COM 550372106 415 139,629 SH Defined 5.6 139,629 LUNDIN MINING CORP COM 550372106 8 2,500 SH Defined 1.4 2,500 LUNDIN MINING CORP COM 550372106 88 28,820 SH Defined 5.6 28,820 LUNDIN MINING CORP COM 550372106 43 14,000 SH Defined 5.7 14,000 LUNDIN MINING CORP COM 550372106 167 55,000 SH Defined 5.7 55,000 M & F WORLDWIDE CORP COM 552541104 53 1,320 SH Defined 5.6 1,320 M & F WORLDWIDE CORP COM 552541104 5,674 141,850 SH Defined 5.6 141,850 M & T BK CORP COM 55261F104 514 5,760 SH Defined 5.6 5,760 M & T BK CORP COM 55261F104 1 7 SH Defined 1 7 M D C HLDGS INC COM 552676108 70 1,900 SH Defined 5.6 1,900 M D C HLDGS INC COM 552676108 104 2,845 SH Defined 5.6 2,845 M/I HOMES INC COM 55305B101 2 100 SH Defined 5.6 100 MACERICH CO COM 554382101 1,465 23,021 SH Defined 5.6 23,021 MACERICH CO COM 554382101 6 92 SH Defined 1.4 92 MACK CALI RLTY CORP COM 554489104 420 12,400 SH Defined 5.6 12,400 MACK CALI RLTY CORP COM 554489104 87 2,575 SH Defined 1.4 2,575 MACK CALI RLTY CORP COM 554489104 44 1,300 SH Defined 5.6 1,300 MACQUARIE FT TR GB INF UT DI COM 55607W100 100 7,000 SH Defined 1.4 7,000 MACQUARIE GLBL INFRA TOTL RE COM 55608D101 349 22,990 SH Defined 1.4 22,990 MACQUARIE INFRASTR CO LLC MEMBERSHIP INT 55608B105 203 15,400 SH Defined 5.6 15,400 MACROVISION SOLUTIONS CORP COM 55611C108 13 832 SH Defined 5.6 832 MACROVISION SOLUTIONS CORP COM 55611C108 60 3,900 SH Defined 5.6 3,900 MACROVISION SOLUTIONS CORP COM 55611C108 167 10,871 SH Defined 5.6 10,871 MACROVISION SOLUTIONS CORP COM 55611C108 408 26,532 SH Defined 5.6 26,532 MACYS INC COM 55616P104 3,436 191,125 SH Defined 5.6 191,125 MACYS INC COM 55616P104 295 16,400 SH Defined 5.6 16,400 MACYS INC COM 55616P104 143 8,258 SH Defined 1 8,258 MAGAL SECURITY SYS LTD ORD M6786D104 131 14,930 SH Defined 5.6 14,930 MAGIC SOFTWARE ENTERPRISES L ORD 559166103 59 30,000 SH Defined 1.4 30,000 MAGNA ENTMT CORP SUB VTG CL A NE 559211305 1 499 SH Defined 5.6 499 MAGNA INTL INC CL A 559222401 204 3,965 SH Defined 5.6 3,965 MAGNA INTL INC CL A 559222401 46 875 SH Defined 5.6 875 MAGUIRE PPTYS INC COM 559775101 28 4,700 SH Defined 5.6 4,700 MANITOWOC INC COM 563571108 189 12,176 SH Defined 5.6 12,176 MANITOWOC INC COM 563571108 25 1,600 SH Defined 1.4 1,600 MANITOWOC INC COM 563571108 53 3,389 SH Defined 5.6 3,389 MANITOWOC INC COM 563571108 8 488 SH Defined 5.6 488 MANITOWOC INC COM 563571108 66 4,237 SH Defined 5.6 4,237 MANITOWOC INC COM 563571108 716 46,129 SH Defined 1 46,129 MANPOWER INC COM 56418H100 392 9,092 SH Defined 5.6 9,092 MANPOWER INC COM 56418H100 214 4,969 SH Defined 5.6 4,969 MANULIFE FINL CORP COM 56501R106 21,275 590,879 SH Defined 5.6 590,879 MARATHON OIL CORP COM 565849106 48,075 1,205,792 SH Defined 5.6 1,205,792 MARATHON OIL CORP COM 565849106 146 3,650 SH Defined 1.4 3,650 MARINER ENERGY INC COM 56845T305 97 4,720 SH Defined 5.7 4,720 MARINER ENERGY INC COM 56845T305 398 19,400 SH Defined 5.7 19,400 MARKET VECTORS ETF TR AGRIBUS ETF 57060U605 55 1,500 SH Defined 1.4 1,500 MARKET VECTORS ETF TR COAL ETF 57060U837 0 5 SH Defined 5.6 5 MARKET VECTORS ETF TR GBL ALTER ENRG 57060U407 38 1,000 SH Defined 1.4 1,000 MARKET VECTORS ETF TR GBL ALTER ENRG 57060U407 254 6,650 SH Defined 6,650 MARKET VECTORS ETF TR GOLD MINER ETF 57060U100 1,505 44,528 SH Defined 1.4 44,528 MARKET VECTORS ETF TR GOLD MINER ETF 57060U100 1,358 40,200 SH Defined 1.2 40,200 MARKET VECTORS ETF TR GOLD MINER ETF 57060U100 1,700 50,300 SH Defined 1.2 50,300 MARKET VECTORS ETF TR GOLD MINER ETF 57060U100 3,058 90,500 SH Defined 1.2 90,500 MARKET VECTORS ETF TR GOLD MINER ETF 57060U100 181 5,355 SH Defined 5.6 5,355 MARKET VECTORS ETF TR RUSSIA ETF 57060U506 6 200 SH Defined 1.4 200 MARKET VECTORS ETF TR RUSSIA ETF 57060U506 67 2,300 SH Defined 2,300 MARRIOTT INTL INC NEW CL A 571903202 3,140 120,359 SH Defined 5.6 120,359 MARRIOTT INTL INC NEW CL A 571903202 104 4,000 SH Defined 5.6 4,000 MARRIOTT INTL INC NEW CL A 571903202 1,534 58,782 SH Defined 5.6 58,782 MARRIOTT INTL INC NEW CL A 571903202 2,320 95,018 SH Defined 1 95,018 MARSH & MCLENNAN COS INC COM 571748102 9,077 285,786 SH Defined 5.6 285,786 MARSH & MCLENNAN COS INC COM 571748102 162 5,100 SH Defined 5.6 5,100 MARSH & MCLENNAN COS INC COM 571748102 75 2,410 SH Defined 1 2,410 MARSHALL & ILSLEY CORP NEW COM 571837103 490 24,319 SH Defined 5.6 24,319 MARSHALL & ILSLEY CORP NEW COM 571837103 26 1,300 SH Defined 1.4 1,300 MARSHALL & ILSLEY CORP NEW COM 571837103 73 3,602 SH Defined 1 3,602 MARTEK BIOSCIENCES CORP COM 572901106 144 4,591 SH Defined 5.6 4,591 MARTIN MARIETTA MATLS INC COM 573284106 182 1,629 SH Defined 5.6 1,629 MARTIN MARIETTA MATLS INC COM 573284106 21,758 194,303 SH Defined 1.4 194,303 MARTIN MARIETTA MATLS INC COM 573284106 785 7,010 SH Defined 5.6 7,010 MARVEL ENTERTAINMENT INC COM 57383T103 91 2,675 SH Defined 8,9,10 2,675 MARVEL ENTERTAINMENT INC COM 57383T103 666 19,498 SH Defined 8,9,10 19,498 MARVELL TECHNOLOGY GROUP LTD ORD G5876H105 199 21,394 SH Defined 5.6 21,394 MARVELL TECHNOLOGY GROUP LTD ORD G5876H105 60 6,486 SH Defined 1.4 6,486 MARVELL TECHNOLOGY GROUP LTD ORD G5876H105 288 30,925 SH Defined 5.6 30,925 MARVELL TECHNOLOGY GROUP LTD ORD G5876H105 2 233 SH Defined 5.6 233 MARVELL TECHNOLOGY GROUP LTD ORD G5876H105 279 30,000 SH Defined 5.7 30,000 MARVELL TECHNOLOGY GROUP LTD ORD G5876H105 0 20 SH Defined 1 20 MASCO CORP COM 574599106 1,922 107,127 SH Defined 5.6 107,127 MASCO CORP COM 574599106 34 1,900 SH Defined 5.6 1,900 MASCO CORP COM 574599106 551 30,700 SH Defined 5.6 30,700 MASSEY ENERGY CO NOTE 3.250% 8/0 576203AJ2 984 14,000 PRN Defined 5.6 14,000 MASSEY ENERGY CORP COM 576206106 2,057 57,674 SH Defined 5.6 57,674 MASSEY ENERGY CORP COM 576206106 353 9,900 SH Defined 1.2 9,900 MASSEY ENERGY CORP COM 576206106 389 10,900 SH Defined 1.2 10,900 MASSEY ENERGY CORP COM 576206106 742 20,800 SH Defined 1.2 20,800 MASSEY ENERGY CORP COM 576206106 13 358 SH Defined 5.6 358 MASSEY ENERGY CORP COM 576206106 39 1,100 SH Defined 5.6 1,100 MASSEY ENERGY CORP COM 576206106 580 16,261 SH Defined 5.6 16,261 MASSEY ENERGY CORP COM 576206106 1,257 38,000 SH Defined 1 38,000 MASTERCARD INC CL A 57636Q104 1,962 11,063 SH Defined 5.6 11,063 MASTERCARD INC CL A 57636Q104 343 1,935 SH Defined 1.4 1,935 MASTERCARD INC CL A 57636Q104 51 289 SH Defined 5.6 289 MASTERCARD INC CL A 57636Q104 71 400 SH Defined 5.6 400 MASTERCARD INC CL A 57636Q104 284 1,600 SH Defined 5.6 1,600 MASTERCARD INC CL A 57636Q104 69 390 SH Defined 5.7 390 MASTERCARD INC CL A 57636Q104 1,245 7,020 SH Defined 5.7 7,020 MASTERCARD INC CL A 57636Q104 299 1,688 SH Defined 1,688 MASTERCARD INC CL A 57636Q104 314 1,871 SH Defined 1 1,871 MATTEL INC COM 577081102 2,106 116,766 SH Defined 5.6 116,766 MBIA INC COM 55262C100 83 6,960 SH Defined 5.6 6,960 MBIA INC COM 55262C100 24 2,000 SH Defined 1 2,000 MBIA INC COM 55262C100 0 3 SH Defined 1 3 MCAFEE INC COM 579064106 203 5,976 SH Defined 5.6 5,976 MCAFEE INC COM 579064106 4 125 SH Defined 125 MCCORMICK & CO INC COM NON VTG 579780206 3,060 79,589 SH Defined 5.6 79,589 MCCORMICK & CO INC COM NON VTG 579780206 368 9,723 SH Defined 1 9,723 MCDERMOTT INTL INC COM 580037109 3,324 130,084 SH Defined 5.6 130,084 MCDERMOTT INTL INC COM 580037109 15 570 SH Defined 1.3 570 MCDONALDS CORP COM 580135101 5,201 84,300 SH Defined 5.6 84,300 MCDONALDS CORP COM 580135101 12,982 210,402 SH Defined 5.6 210,402 MCDONALDS CORP COM 580135101 3,960 64,186 SH Defined 1.3 64,186 MCDONALDS CORP COM 580135101 432 7,000 SH Defined 1.2 7,000 MCDONALDS CORP COM 580135101 617 10,000 SH Defined 1.2 10,000 MCDONALDS CORP COM 580135101 761 12,327 SH Defined 1.2 12,327 MCDONALDS CORP COM 580135101 1,005 16,290 SH Defined 1.2 16,290 MCDONALDS CORP COM 580135101 1,049 17,000 SH Defined 1.2 17,000 MCDONALDS CORP COM 580135101 2,047 33,170 SH Defined 1.2 33,170 MCDONALDS CORP COM 580135101 23 375 SH Defined 5.7 375 MCDONALDS CORP COM 580135101 144 2,340 SH Defined 5.7 2,340 MCDONALDS CORP COM 580135101 228 3,690 SH Defined 5.7 3,690 MCDONALDS CORP COM 580135101 339 5,500 SH Defined 5.7 5,500 MCDONALDS CORP COM 580135101 592 9,600 SH Defined 5.7 9,600 MCDONALDS CORP COM 580135101 5,468 88,623 SH Defined 5.7 88,623 MCDONALDS CORP COM 580135101 86 1,400 SH Defined 1,400 MCDONALDS CORP COM 580135101 121 2,007 SH Defined 1 2,007 MCGRAW HILL COS INC COM 580645109 733 23,200 SH Defined 5.6 23,200 MCGRAW HILL COS INC COM 580645109 933 29,513 SH Defined 5.6 29,513 MCGRAW HILL COS INC COM 580645109 165 5,221 SH Defined 5.6 5,221 MCGRAW HILL COS INC COM 580645109 471 14,890 SH Defined 5.6 14,890 MCGRAW HILL COS INC COM 580645109 740 23,424 SH Defined 1 23,424 MCKESSON CORP COM 58155Q103 6,180 114,856 SH Defined 5.6 114,856 MCKESSON CORP COM 58155Q103 633 11,762 SH Defined 5.6 11,762 MCKESSON CORP COM 58155Q103 1,593 29,600 SH Defined 5.6 29,600 MCKESSON CORP COM 58155Q103 166 3,173 SH Defined 1 3,173 MDU RES GROUP INC COM 552690109 163 5,612 SH Defined 5.6 5,612 MDU RES GROUP INC COM 552690109 288 9,942 SH Defined 5.6 9,942 MEADWESTVACO CORP COM 583334107 1,074 46,091 SH Defined 5.6 46,091 MEADWESTVACO CORP COM 583334107 17 725 SH Defined 1 725 MECHEL OAO SPONSORED ADR 583840103 2,191 122,000 SH Defined 5.6 122,000 MECHEL OAO SPONSORED ADR 583840103 3,558 198,100 SH Defined 5.6 198,100 MECHEL OAO SPONSORED ADR 583840103 78 4,365 SH Defined 1.4 4,365 MEDAREX INC COM 583916101 405 62,600 SH Defined 5.6 62,600 MEDAREX INC COM 583916101 530 81,928 SH Defined 1.4 81,928 MEDCO HEALTH SOLUTIONS INC COM 58405U102 72,672 1,614,931 SH Defined 5.6 1,614,931 MEDCO HEALTH SOLUTIONS INC COM 58405U102 8 177 SH Defined 1.4 177 MEDCO HEALTH SOLUTIONS INC COM 58405U102 667 14,816 SH Defined 1.2 14,816 MEDCO HEALTH SOLUTIONS INC COM 58405U102 947 21,039 SH Defined 1.2 21,039 MEDCO HEALTH SOLUTIONS INC COM 58405U102 1,729 38,416 SH Defined 1.2 38,416 MEDCO HEALTH SOLUTIONS INC COM 58405U102 360 8,000 SH Defined 5.6 8,000 MEDCO HEALTH SOLUTIONS INC COM 58405U102 364 8,092 SH Defined 5.6 8,092 MEDCO HEALTH SOLUTIONS INC COM 58405U102 0 8 SH Defined 8 MEDCO HEALTH SOLUTIONS INC COM 58405U102 81 1,809 SH Defined 1 1,809 MEDIA GEN INC CL A 584404107 10,544 848,263 SH Defined 1.4 848,263 MEDICAL PPTYS TRUST INC COM 58463J304 202 17,800 SH Defined 5.6 17,800 MEDICINES CO COM 584688105 67 2,900 SH Defined 5.6 2,900 MEDICIS PHARMACEUTICAL CORP CL A NEW 584690309 182 12,200 SH Defined 5.6 12,200 MEDTRONIC INC COM 585055106 486 9,700 SH Defined 5.6 9,700 MEDTRONIC INC COM 585055106 15,363 306,652 SH Defined 5.6 306,652 MEDTRONIC INC COM 585055106 681 13,600 SH Defined 1.3 13,600 MEDTRONIC INC COM 585055106 100 2,000 SH Defined 2,000 MEDTRONIC INC COM 585055106 744 15,074 SH Defined 1 15,074 MELCO PBL ENTMNT LTD ADR 585464100 254 63,776 SH Defined 1.4 63,776 MEMC ELECTR MATLS INC COM 552715104 6,874 243,231 SH Defined 5.6 243,231 MEMC ELECTR MATLS INC COM 552715104 209 7,407 SH Defined 5.6 7,407 MEMC ELECTR MATLS INC COM 552715104 218 7,700 SH Defined 5.6 7,700 MEMC ELECTR MATLS INC COM 552715104 276 9,780 SH Defined 5.6 9,780 MEMC ELECTR MATLS INC COM 552715104 471 16,680 SH Defined 5.6 16,680 MEMC ELECTR MATLS INC COM 552715104 786 27,815 SH Defined 5.6 27,815 MEMC ELECTR MATLS INC COM 552715104 47 1,650 SH Defined 5.7 1,650 MEMC ELECTR MATLS INC COM 552715104 839 29,688 SH Defined 5.7 29,688 MEMC ELECTR MATLS INC COM 552715104 132 4,988 SH Defined 1 4,988 MEMRY CORP COM NEW 586263204 67 26,385 SH Defined 5.6 26,385 MERCADOLIBRE INC COM 58733R102 43 2,125 SH Defined 1 2,125 MERCER INS GROUP INC COM 587902107 59 3,582 SH Defined 5.6 3,582 MERCK & CO INC COM 589331107 23,316 738,797 SH Defined 5.6 738,797 MERCK & CO INC COM 589331107 155 4,900 SH Defined 5.6 4,900 MERCK & CO INC COM 589331107 208 6,600 SH Defined 5.6 6,600 MERCK & CO INC COM 589331107 304 9,640 SH Defined 5.7 9,640 MERCK & CO INC COM 589331107 426 13,500 SH Defined 5.7 13,500 MERCK & CO INC COM 589331107 468 14,840 SH Defined 5.7 14,840 MERCK & CO INC COM 589331107 1,307 41,400 SH Defined 5.7 41,400 MERCK & CO INC COM 589331107 13,243 419,600 SH Defined 5.7 419,600 MERCK & CO INC COM 589331107 1 24 SH Defined 24 MERCK & CO INC COM 589331107 34 1,080 SH Defined 1,080 MERCK & CO INC COM 589331107 2,625 86,520 SH Defined 1 86,520 MEREDITH CORP COM 589433101 41 1,407 SH Defined 1 1,407 MERIT MED SYS INC COM 589889104 467 24,870 SH Defined 5.6 24,870 MERITAGE HOMES CORP COM 59001A102 84 3,400 SH Defined 5.6 3,400 MERITAGE HOMES CORP COM 59001A102 95 3,834 SH Defined 5.6 3,834 MERRILL LYNCH & CO INC COM 590188108 37,977 1,501,064 SH Defined 5.6 1,501,064 MERRILL LYNCH & CO INC COM 590188108 2,383 94,180 SH Defined 1.4 94,180 MERRILL LYNCH & CO INC COM 590188108 799 31,600 SH Defined 1.2 31,600 MERRILL LYNCH & CO INC COM 590188108 848 33,500 SH Defined 1.2 33,500 MERRILL LYNCH & CO INC COM 590188108 1,914 75,640 SH Defined 1.2 75,640 MERRILL LYNCH & CO INC COM 590188108 35 1,400 SH Defined 5.6 1,400 MERRILL LYNCH & CO INC COM 590188108 242 9,564 SH Defined 5.6 9,564 MERRILL LYNCH & CO INC COM 590188108 546 21,575 SH Defined 5.6 21,575 MERRILL LYNCH & CO INC COM 590188108 557 22,000 SH Defined 5.6 22,000 MERRILL LYNCH & CO INC COM 590188108 1,148 45,390 SH Defined 5.6 45,390 MERRILL LYNCH & CO INC COM 590188108 30 1,197 SH Defined 5.6 1,197 MERRILL LYNCH & CO INC COM 590188108 2,803 110,777 SH Defined 5.6 110,777 MERRILL LYNCH & CO INC COM 590188108 17,788 808,552 SH Defined 1 808,552 MERRILL LYNCH & CO INC NOTE 3/1 590188W46 64,498 72,470 PRN Defined 5.6 72,470 MERRILL LYNCH & CO INC NOTE 3/1 590188W46 1,480 15,500 PRN Defined 5.6 15,500 MERRILL LYNCH & CO INC NOTE 3/1 590188W46 3,915 40,990 PRN Defined 5.6 40,990 METAVANTE TECHNOLOGIES INC COM 591407101 44 2,300 SH Defined 5.6 2,300 METHANEX CORP COM 59151K108 85 4,339 SH Defined 5.6 4,339 METHANEX CORP COM 59151K108 98 4,880 SH Defined 5.6 4,880 METLIFE INC COM 59156R108 75,904 1,355,421 SH Defined 5.6 1,355,421 METLIFE INC COM 59156R108 907 16,200 SH Defined 1.2 16,200 METLIFE INC COM 59156R108 1,449 25,880 SH Defined 1.2 25,880 METLIFE INC COM 59156R108 2,525 45,090 SH Defined 1.2 45,090 METLIFE INC COM 59156R108 137 2,450 SH Defined 5.6 2,450 METLIFE INC COM 59156R108 237 4,235 SH Defined 5.7 4,235 METLIFE INC COM 59156R108 1 19 SH Defined 1 19 METROPCS COMMUNICATIONS INC COM 591708102 133 9,489 SH Defined 5.6 9,489 METROPCS COMMUNICATIONS INC COM 591708102 52 3,692 SH Defined 5.6 3,692 METROPCS COMMUNICATIONS INC COM 591708102 386 27,600 SH Defined 5.6 27,600 METTLER TOLEDO INTERNATIONAL COM 592688105 392 4,000 SH Defined 5.6 4,000 MF GLOBAL LTD SHS G60642108 694 159,907 SH Defined 1.4 159,907 MF GLOBAL LTD SHS G60642108 1 176 SH Defined 5.6 176 MF GLOBAL LTD SHS G60642108 36 8,300 SH Defined 5.6 8,300 MFS CHARTER INCOME TR SH BEN INT 552727109 53 7,200 SH Defined 5.6 7,200 MFS INTER INCOME TR SH BEN INT 55273C107 43 7,200 SH Defined 5.6 7,200 MGIC INVT CORP WIS COM 552848103 14 1,961 SH Defined 1 1,961 MGM MIRAGE COM 552953101 136 4,776 SH Defined 5.6 4,776 MI DEVS INC CL A SUB VTG 55304X104 24 1,245 SH Defined 5.6 1,245 MICREL INC COM 594793101 132 14,500 SH Defined 5.6 14,500 MICROCHIP TECHNOLOGY INC COM 595017104 444 15,070 SH Defined 5.6 15,070 MICROCHIP TECHNOLOGY INC SDCV 2.125%12/1 595017AB0 2,464 25,500 PRN Defined 5.6 25,500 MICRON TECHNOLOGY INC COM 595112103 480 118,583 SH Defined 5.6 118,583 MICRON TECHNOLOGY INC COM 595112103 9 2,300 SH Defined 1.4 2,300 MICRON TECHNOLOGY INC COM 595112103 59 14,492 SH Defined 5.6 14,492 MICRON TECHNOLOGY INC COM 595112103 173 42,625 SH Defined 5.6 42,625 MICRON TECHNOLOGY INC COM 595112103 51 12,500 SH Defined 5.7 12,500 MICRON TECHNOLOGY INC COM 595112103 203 50,000 SH Defined 5.7 50,000 MICRON TECHNOLOGY INC NOTE 1.875% 6/0 595112AH6 755 15,030 PRN Defined 5.6 15,030 MICRON TECHNOLOGY INC NOTE 1.875% 6/0 595112AH6 854 17,000 PRN Defined 5.6 17,000 MICROSOFT CORP COM 594918104 1,673 62,700 SH Defined 5.6 62,700 MICROSOFT CORP COM 594918104 193,069 7,233,752 SH Defined 5.6 7,233,752 MICROSOFT CORP COM 594918104 700 26,242 SH Defined 1.4 26,242 MICROSOFT CORP COM 594918104 99 3,700 SH Defined 1.3 3,700 MICROSOFT CORP COM 594918104 285 10,696 SH Defined 1.2 10,696 MICROSOFT CORP COM 594918104 27 1,000 SH Defined 1 1,000 MICROSOFT CORP COM 594918104 173 6,470 SH Defined 5.6 6,470 MICROSOFT CORP COM 594918104 695 26,027 SH Defined 5.6 26,027 MICROSOFT CORP COM 594918104 552 20,700 SH Defined 5.6 20,700 MICROSOFT CORP COM 594918104 981 36,766 SH Defined 5.6 36,766 MICROSOFT CORP COM 594918104 104 3,907 SH Defined 1 3,907 MICROSOFT CORP COM 594918104 14 510 SH Defined 5.7 510 MICROSOFT CORP COM 594918104 18 669 SH Defined 5.7 669 MICROSOFT CORP COM 594918104 364 13,630 SH Defined 5.7 13,630 MICROSOFT CORP COM 594918104 534 20,000 SH Defined 5.7 20,000 MICROSOFT CORP COM 594918104 574 21,500 SH Defined 5.7 21,500 MICROSOFT CORP COM 594918104 718 26,910 SH Defined 5.7 26,910 MICROSOFT CORP COM 594918104 801 30,000 SH Defined 5.7 30,000 MICROSOFT CORP COM 594918104 1,107 41,489 SH Defined 5.7 41,489 MICROSOFT CORP COM 594918104 1,916 71,780 SH Defined 5.7 71,780 MICROSOFT CORP COM 594918104 2,737 102,550 SH Defined 5.7 102,550 MICROSOFT CORP COM 594918104 39,287 1,471,970 SH Defined 5.7 1,471,970 MICROSOFT CORP COM 594918104 92 3,440 SH Defined 3,440 MICROSOFT CORP COM 594918104 14,381 575,000 SH Defined 1 575,000 MID-AMER APT CMNTYS INC COM 59522J103 570 11,600 SH Defined 5.6 11,600 MIDDLEBY CORP COM 596278101 157 2,900 SH Defined 1.4 2,900 MIDWAY GAMES INC COM 598148104 6 2,500 SH Defined 1.4 2,500 MILLICOM INTL CELLULAR S A SHS NEW L6388F110 500 7,278 SH Defined 5.6 7,278 MILLICOM INTL CELLULAR S A SHS NEW L6388F110 0 7 SH Defined 1 7 MILLIPORE CORP COM 601073109 437 6,351 SH Defined 5.6 6,351 MILLIPORE CORP COM 601073109 233 3,380 SH Defined 5.6 3,380 MILLIPORE CORP COM 601073109 152 2,266 SH Defined 1 2,266 MINDRAY MEDICAL INTL LTD SPON ADR 602675100 8,166 242,100 SH Defined 5.6 242,100 MINDRAY MEDICAL INTL LTD SPON ADR 602675100 91 2,685 SH Defined 1.4 2,685 MINE SAFETY APPLIANCES CO COM 602720104 127 3,330 SH Defined 5.6 3,330 MINEFINDERS LTD COM 602900102 139 18,190 SH Defined 5.6 18,190 MINEFINDERS LTD COM 602900102 0 50 SH Defined 50 MINERALS TECHNOLOGIES INC COM 603158106 107 1,800 SH Defined 5.6 1,800 MIRANT CORP NEW *W EXP 01/03/20 60467R118 0 9 SH CALL Defined 1 9 MIRANT CORP NEW COM 60467R100 36 1,947 SH Defined 8,9,10 1,947 MIRANT CORP NEW COM 60467R100 260 14,190 SH Defined 8,9,10 14,190 MIRANT CORP NEW COM 60467R100 259 14,179 SH Defined 5.6 14,179 MIRANT CORP NEW COM 60467R100 130 7,100 SH Defined 5.6 7,100 MIRANT CORP NEW COM 60467R100 177 9,699 SH Defined 5.6 9,699 MIRANT CORP NEW COM 60467R100 179 9,800 SH Defined 5.6 9,800 MIRANT CORP NEW COM 60467R100 2,910 159,096 SH Defined 5.6 159,096 MIRANT CORP NEW COM 60467R100 6,704 366,532 SH Defined 5.6 366,532 MIVA INC COM 55311R108 3 4,456 SH Defined 5.6 4,456 MOBILE MINI INC COM 60740F105 104 5,398 SH Defined 5.6 5,398 MOBILE TELESYSTEMS OJSC SPONSORED ADR 607409109 6,060 108,200 SH Defined 5.6 108,200 MOBILE TELESYSTEMS OJSC SPONSORED ADR 607409109 6,749 120,500 SH Defined 5.6 120,500 MOBILE TELESYSTEMS OJSC SPONSORED ADR 607409109 8,373 149,488 SH Defined 5.6 149,488 MOBILE TELESYSTEMS OJSC SPONSORED ADR 607409109 1 10 SH Defined 5.6 10 MOBILE TELESYSTEMS OJSC SPONSORED ADR 607409109 44 790 SH Defined 5.6 790 MOBILE TELESYSTEMS OJSC SPONSORED ADR 607409109 112 2,000 SH Defined 5.7 2,000 MOBILE TELESYSTEMS OJSC SPONSORED ADR 607409109 308 5,500 SH Defined 5.7 5,500 MOBILE TELESYSTEMS OJSC SPONSORED ADR 607409109 85 1,580 SH Defined 1 1,580 MOHAWK INDS INC COM 608190104 145 2,155 SH Defined 5.6 2,155 MOLECULAR INSIGHT PHARM INC COM 60852M104 669 87,073 SH Defined 5.6 87,073 MOLEX INC COM 608554101 117 5,224 SH Defined 5.6 5,224 MOLEX INC COM 608554101 314 14,000 SH Defined 5.6 14,000 MOLEX INC COM 608554101 466 20,746 SH Defined 5.6 20,746 MOLSON COORS BREWING CO CL B 60871R209 605 12,936 SH Defined 5.6 12,936 MOLSON COORS BREWING CO CL B 60871R209 81 1,722 SH Defined 5.6 1,722 MOLSON COORS BREWING CO CL B 60871R209 67 1,424 SH Defined 5.6 1,424 MOLSON COORS BREWING CO CL B 60871R209 457 9,772 SH Defined 5.6 9,772 MOLSON COORS BREWING CO CL B 60871R209 159 3,400 SH Defined 5.7 3,400 MOLSON COORS BREWING CO CL B 60871R209 189 4,050 SH Defined 5.7 4,050 MOLSON COORS BREWING CO CL B 60871R209 243 5,200 SH Defined 5.7 5,200 MOLSON COORS BREWING CO CL B 60871R209 636 13,600 SH Defined 5.7 13,600 MOLSON COORS BREWING CO CL B 60871R209 655 14,000 SH Defined 5.7 14,000 MOLSON COORS BREWING CO CL B 60871R209 9,675 206,951 SH Defined 5.7 206,951 MOLSON COORS BREWING CO CL B 60871R209 206 4,600 SH Defined 1 4,600 MONOGRAM BIOSCIENCES INC COM 60975U108 61 80,000 SH Defined 5.6 80,000 MONSANTO CO NEW COM 61166W101 346 3,500 SH Defined 5.6 3,500 MONSANTO CO NEW COM 61166W101 20,433 206,435 SH Defined 5.6 206,435 MONSANTO CO NEW COM 61166W101 929 9,389 SH Defined 1.4 9,389 MONSANTO CO NEW COM 61166W101 1,504 15,200 SH Defined 5.6 15,200 MONSANTO CO NEW COM 61166W101 7,598 76,761 SH Defined 5.6 76,761 MONSANTO CO NEW COM 61166W101 19 192 SH Defined 5.7 192 MONSANTO CO NEW COM 61166W101 3,988 41,053 SH Defined 1 41,053 MONSTER WORLDWIDE INC COM 611742107 209 14,039 SH Defined 5.6 14,039 MONSTER WORLDWIDE INC COM 611742107 127 8,517 SH Defined 1 8,517 MOODYS CORP COM 615369105 630 18,526 SH Defined 5.6 18,526 MOODYS CORP COM 615369105 10 300 SH Defined 1 300 MOODYS CORP COM 615369105 359 10,570 SH Defined 5.6 10,570 MOODYS CORP COM 615369105 8 274 SH Defined 1 274 MORGAN STANLEY COM NEW 617446448 21,312 926,620 SH Defined 5.6 926,620 MORGAN STANLEY COM NEW 617446448 1,792 77,920 SH Defined 1.4 77,920 MORGAN STANLEY COM NEW 617446448 193 8,400 SH Defined 1.3 8,400 MORGAN STANLEY COM NEW 617446448 6 282 SH Defined 1 282 MORGAN STANLEY COM NEW 617446448 134 5,835 SH Defined 5.6 5,835 MORGAN STANLEY COM NEW 617446448 875 38,035 SH Defined 5.6 38,035 MORGAN STANLEY COM NEW 617446448 1,868 81,212 SH Defined 5.6 81,212 MORGAN STANLEY COM NEW 617446448 123 5,880 SH Defined 1 5,880 MORGAN STANLEY ASIA PAC FD I COM 61744U106 94 7,050 SH Defined 1.4 7,050 MORGAN STANLEY ASIA PAC FD I COM 61744U106 24 1,800 SH Defined 5.6 1,800 MORGAN STANLEY CHINA A SH FD COM 617468103 324 11,193 SH Defined 1.4 11,193 MORGAN STANLEY INDIA INVS FD COM 61745C105 20 1,000 SH Defined 1.4 1,000 MORGANS HOTEL GROUP CO COM 61748W108 3,956 362,569 SH Defined 1.4 362,569 MORGANS HOTEL GROUP CO COM 61748W108 42 3,813 SH Defined 5.6 3,813 MOSAIC CO COM 61945A107 8,511 125,127 SH Defined 5.6 125,127 MOSAIC CO COM 61945A107 71 1,050 SH Defined 1.4 1,050 MOSAIC CO COM 61945A107 136 2,000 SH Defined 5.6 2,000 MOSAIC CO COM 61945A107 1,782 26,200 SH Defined 5.6 26,200 MOSAIC CO COM 61945A107 14 203 SH Defined 5.6 203 MOSAIC CO COM 61945A107 5,994 88,126 SH Defined 5.6 88,126 MOSAIC CO COM 61945A107 286 4,200 SH Defined 5.7 4,200 MOSAIC CO COM 61945A107 442 6,500 SH Defined 5.7 6,500 MOSAIC CO COM 61945A107 442 6,500 SH Defined 5.7 6,500 MOSAIC CO COM 61945A107 612 9,000 SH Defined 5.7 9,000 MOSAIC CO COM 61945A107 1,524 22,400 SH Defined 5.7 22,400 MOSAIC CO COM 61945A107 882 13,840 SH Defined 1 13,840 MOTOROLA INC COM 620076109 34 4,718 SH Defined 8,9,10 4,718 MOTOROLA INC COM 620076109 246 34,392 SH Defined 8,9,10 34,392 MOTOROLA INC COM 620076109 2,297 321,682 SH Defined 5.6 321,682 MOTOROLA INC COM 620076109 107 15,000 SH Defined 1.3 15,000 MOTOROLA INC COM 620076109 1 150 SH Defined 1 150 MOTOROLA INC COM 620076109 227 31,776 SH Defined 5.6 31,776 MOTOROLA INC COM 620076109 75 10,438 SH Defined 1 10,438 MOTOROLA INC COM 620076109 2,275 340,633 SH Defined 1 340,633 MOUNTAIN PROV DIAMONDS INC COM NEW 62426E402 31 10,000 SH Defined 1.4 10,000 MUELLER WTR PRODS INC COM SER A 624758108 1,594 177,500 SH Defined 5.6 177,500 MURPHY OIL CORP COM 626717102 3,147 49,070 SH Defined 5.6 49,070 MURPHY OIL CORP COM 626717102 9 133 SH Defined 1.4 133 MURPHY OIL CORP COM 626717102 52 818 SH Defined 5.6 818 MURPHY OIL CORP COM 626717102 52 861 SH Defined 1 861 MYLAN INC PFD CONV 628530206 832 1,060 SH Defined 5.6 1,060 MYLAN LABS INC COM 628530107 214 18,761 SH Defined 5.6 18,761 MYLAN LABS INC COM 628530107 67 5,809 SH Defined 1 5,809 MYLAN LABS INC NOTE 1.250% 3/1 628530AG2 910 11,680 PRN Defined 5.6 11,680 NABORS INDS INC NOTE 0.940% 5/1 629568AP1 1,180 13,000 PRN Defined 5.6 13,000 NABORS INDS INC NOTE 0.940% 5/1 629568AP1 2,332 25,700 PRN Defined 5.6 25,700 NABORS INDS INC NOTE 0.940% 5/1 629568AP1 13,558 149,400 PRN Defined 5.6 149,400 NABORS INDS INC NOTE 0.940% 5/1 629568AP1 4,785 5,500,000 PRN Defined 1 5,500,000 NABORS INDUSTRIES LTD SHS G6359F103 663 26,598 SH Defined 5.6 26,598 NABORS INDUSTRIES LTD SHS G6359F103 412 16,528 SH Defined 1.4 16,528 NABORS INDUSTRIES LTD SHS G6359F103 48 1,913 SH Defined 5.7 1,913 NABORS INDUSTRIES LTD SHS G6359F103 858 34,434 SH Defined 5.7 34,434 NABORS INDUSTRIES LTD SHS G6359F103 759 30,447 SH Defined 1 30,447 NALCO HOLDING COMPANY COM 62985Q101 2,929 158,001 SH Defined 5.6 158,001 NALCO HOLDING COMPANY COM 62985Q101 7 400 SH Defined 1.4 400 NALCO HOLDING COMPANY COM 62985Q101 336 18,146 SH Defined 5.6 18,146 NALCO HOLDING COMPANY COM 62985Q101 448 24,164 SH Defined 5.6 24,164 NANOSPHERE INC COM 63009F105 2 250 SH Defined 5.6 250 NAPSTER INC COM 630797108 44 16,705 SH Defined 5.6 16,705 NAPSTER INC COM 630797108 72 27,715 SH Defined 5.6 27,715 NASDAQ STOCK MARKET INC COM 631103108 194 6,361 SH Defined 5.6 6,361 NASDAQ STOCK MARKET INC COM 631103108 9 300 SH Defined 1 300 NASDAQ STOCK MARKET INC COM 631103108 70 2,300 SH Defined 5.6 2,300 NASDAQ STOCK MARKET INC COM 631103108 266 8,707 SH Defined 5.6 8,707 NASDAQ STOCK MARKET INC COM 631103108 73 2,402 SH Defined 5.7 2,402 NASDAQ STOCK MARKET INC COM 631103108 1,322 43,230 SH Defined 5.7 43,230 NASDAQ STOCK MARKET INC COM 631103108 1 22 SH Defined 1 22 NATIONAL BK GREECE S A SPONSORED ADR 633643408 8 1,000 SH Defined 1.4 1,000 NATIONAL CITY CORP COM 635405103 150 85,675 SH Defined 5.6 85,675 NATIONAL CITY CORP COM 635405103 557 318,200 SH Defined 1.4 318,200 NATIONAL CITY CORP COM 635405103 38 21,770 SH Defined 5.6 21,770 NATIONAL CITY CORP COM 635405103 48 27,700 SH Defined 5.6 27,700 NATIONAL CITY CORP COM 635405103 296 169,015 SH Defined 5.6 169,015 NATIONAL CITY CORP COM 635405103 379 216,400 SH Defined 5.6 216,400 NATIONAL CITY CORP COM 635405103 45 32,999 SH Defined 1 32,999 NATIONAL CITY CORP NOTE 4.000% 2/0 635405AW3 105 2,200 PRN Defined 5.6 2,200 NATIONAL CITY CORP NOTE 4.000% 2/0 635405AW3 157 3,300 PRN Defined 5.6 3,300 NATIONAL CITY CORP NOTE 4.000% 2/0 635405AW3 334 7,030 PRN Defined 5.6 7,030 NATIONAL COAL CORP COM NEW 632381208 24 4,550 SH Defined 5.6 4,550 NATIONAL HEALTH INVS INC COM 63633D104 174 5,100 SH Defined 5.6 5,100 NATIONAL HEALTH INVS INC COM 63633D104 476 13,921 SH Defined 5.6 13,921 NATIONAL OILWELL VARCO INC COM 637071101 25,363 504,933 SH Defined 5.6 504,933 NATIONAL OILWELL VARCO INC COM 637071101 68 1,359 SH Defined 1.4 1,359 NATIONAL OILWELL VARCO INC COM 637071101 52 1,044 SH Defined 5.7 1,044 NATIONAL OILWELL VARCO INC COM 637071101 944 18,792 SH Defined 5.7 18,792 NATIONAL RETAIL PROPERTIES I COM 637417106 340 14,200 SH Defined 5.6 14,200 NATIONAL SEMICONDUCTOR CORP COM 637640103 342 19,870 SH Defined 5.6 19,870 NATIONAL SEMICONDUCTOR CORP COM 637640103 481 27,926 SH Defined 1.4 27,926 NATIONAL SEMICONDUCTOR CORP COM 637640103 191 11,100 SH Defined 5.6 11,100 NATIONAL SEMICONDUCTOR CORP COM 637640103 18 1,044 SH Defined 5.6 1,044 NATIONAL SEMICONDUCTOR CORP COM 637640103 114 6,611 SH Defined 5.6 6,611 NATIONAL SEMICONDUCTOR CORP COM 637640103 284 17,884 SH Defined 1 17,884 NATIONWIDE FINL SVCS INC CL A 638612101 126 2,552 SH Defined 5.6 2,552 NATIONWIDE FINL SVCS INC CL A 638612101 646 13,100 SH Defined 5.6 13,100 NATIONWIDE FINL SVCS INC CL A 638612101 1,569 31,800 SH Defined 5.6 31,800 NATIONWIDE HEALTH PPTYS INC COM 638620104 637 17,700 SH Defined 5.6 17,700 NATIONWIDE HEALTH PPTYS INC COM 638620104 205 5,700 SH Defined 5.6 5,700 NAVIOS MARITIME HOLDINGS INC COM Y62196103 123 24,100 SH Defined 1.4 24,100 NAVISTAR INTL CORP NEW COM 63934E108 13,269 244,900 SH Defined 1.4 244,900 NAVISTAR INTL CORP NEW COM 63934E108 3,615 66,725 SH Defined 5.6 66,725 NBTY INC COM 628782104 177 6,000 SH Defined 5.6 6,000 NDS GROUP PLC SPONSORED ADR 628891103 430 7,700 SH Defined 1.4 7,700 NDS GROUP PLC SPONSORED ADR 628891103 291 5,200 SH Defined 5.6 5,200 NDS GROUP PLC SPONSORED ADR 628891103 341 6,097 SH Defined 5.6 6,097 NEENAH PAPER INC COM 640079109 4 181 SH Defined 1 181 NETAPP INC COM 64110D104 2,906 159,413 SH Defined 5.6 159,413 NETAPP INC COM 64110D104 1,459 80,026 SH Defined 5.6 80,026 NETAPP INC COM 64110D104 197 11,673 SH Defined 1 11,673 NETEASE COM INC SPONSORED ADR 64110W102 4,446 195,000 SH Defined 5.7 195,000 NETFLIX INC COM 64110L106 133 4,300 SH Defined 5.6 4,300 NETLOGIC MICROSYSTEMS INC COM 64118B100 51 1,700 SH Defined 5.6 1,700 NETWORK EQUIP TECHNOLOGIES NOTE 3.750%12/1 641208AB9 241 4,000 PRN Defined 5.6 4,000 NETWORK EQUIP TECHNOLOGIES NOTE 3.750%12/1 641208AB9 1,567 26,000 PRN Defined 5.6 26,000 NETWORK EQUIP TECHNOLOGIES NOTE 3.750%12/1 641208AC7 151 2,500 PRN Defined 5.6 2,500 NEUROCRINE BIOSCIENCES INC COM 64125C109 75 16,063 SH Defined 1.4 16,063 NEVADA CHEMICALS INC COM 64127C107 68 5,152 SH Defined 5.6 5,152 NEW AMER HIGH INCOME FD INC COM 641876107 9 7,929 SH Defined 5.6 7,929 NEW GERMANY FD INC COM 644465106 36 3,400 SH Defined 1.4 3,400 NEW ORIENTAL ED & TECH GRP I SPON ADR 647581107 118 1,838 SH Defined 1 1,838 NEW ORIENTAL ED & TECH GRP I SPON ADR 647581107 97 1,517 SH Defined 5.7 1,517 NEW ORIENTAL ED & TECH GRP I SPON ADR 647581107 349 5,431 SH Defined 5.7 5,431 NEW YORK CMNTY BANCORP INC COM 649445103 679 40,425 SH Defined 5.6 40,425 NEW YORK CMNTY BANCORP INC COM 649445103 71 4,200 SH Defined 5.6 4,200 NEW YORK CMNTY BANCORP INC COM 649445103 133 7,900 SH Defined 5.6 7,900 NEW YORK TIMES CO CL A 650111107 370 25,894 SH Defined 5.6 25,894 NEW YORK TIMES CO CL A 650111107 44,695 3,127,700 SH Defined 1.4 3,127,700 NEW YORK TIMES CO CL A 650111107 10 708 SH Defined 5.6 708 NEW YORK TIMES CO CL A 650111107 12 810 SH Defined 5.6 810 NEWELL RUBBERMAID INC COM 651229106 490 28,384 SH Defined 5.6 28,384 NEWELL RUBBERMAID INC COM 651229106 849 49,200 SH Defined 5.6 49,200 NEWELL RUBBERMAID INC COM 651229106 71 4,157 SH Defined 1 4,157 NEWFIELD EXPL CO COM 651290108 350 10,939 SH Defined 5.6 10,939 NEWFIELD EXPL CO COM 651290108 11,587 387,000 SH Defined 1 387,000 NEWMONT MINING CORP COM 651639106 64,190 1,656,084 SH Defined 5.6 1,656,084 NEWMONT MINING CORP COM 651639106 1,571 40,531 SH Defined 1.4 40,531 NEWMONT MINING CORP COM 651639106 145 3,735 SH Defined 5.6 3,735 NEWMONT MINING CORP COM 651639106 262 6,760 SH Defined 5.6 6,760 NEWMONT MINING CORP COM 651639106 321 8,280 SH Defined 5.6 8,280 NEWMONT MINING CORP COM 651639106 2 52 SH Defined 5.6 52 NEWMONT MINING CORP COM 651639106 12 312 SH Defined 5.6 312 NEWMONT MINING CORP COM 651639106 46 1,197 SH Defined 5.6 1,197 NEWMONT MINING CORP COM 651639106 291 7,508 SH Defined 5.6 7,508 NEWMONT MINING CORP COM 651639106 252 6,500 SH Defined 5.7 6,500 NEWMONT MINING CORP COM 651639106 364 9,400 SH Defined 5.7 9,400 NEWMONT MINING CORP COM 651639106 950 24,500 SH Defined 5.7 24,500 NEWMONT MINING CORP COM 651639106 12,985 335,000 SH Defined 5.7 335,000 NEWMONT MINING CORP COM 651639106 3,196 81,208 SH Defined 1 81,208 NEWMONT MINING CORP NOTE 1.250% 7/1 651639AJ5 1,415 13,800 PRN Defined 5.6 13,800 NEWMONT MINING CORP NOTE 1.250% 7/1 651639AJ5 8,005 78,100 PRN Defined 5.6 78,100 NEWS CORP CL A 65248E104 7,741 645,638 SH Defined 5.6 645,638 NEWS CORP CL A 65248E104 326 27,180 SH Defined 5.6 27,180 NEWS CORP CL A 65248E104 417 34,808 SH Defined 5.6 34,808 NEWS CORP CL A 65248E104 1,382 115,261 SH Defined 5.6 115,261 NEWS CORP CL A 65248E104 897 74,816 SH Defined 5.6 74,816 NEWS CORP CL A 65248E104 5 451 SH Defined 1 451 NEWS CORP CL B 65248E203 2,675 220,140 SH Defined 5.6 220,140 NEWS CORP CL B 65248E203 43 3,500 SH Defined 1.4 3,500 NEWS CORP CL B 65248E203 89 7,355 SH Defined 5.6 7,355 NEWS CORP CL B 65248E203 217 17,820 SH Defined 5.6 17,820 NEXEN INC COM 65334H102 3,393 146,027 SH Defined 5.6 146,027 NEXEN INC COM 65334H102 62 2,623 SH Defined 1.4 2,623 NEXEN INC COM 65334H102 23 1,000 SH Defined 1 1,000 NEXMED INC COM 652903105 16 136,951 SH Defined 5.6 136,951 NEXTEL COMMUNICATIONS INC NOTE 5.250% 1/1 65332VAY9 691 7,290 PRN Defined 5.6 7,290 NEXTEL COMMUNICATIONS INC NOTE 5.250% 1/1 65332VAY9 3,680 4,000,000 PRN Defined 1 4,000,000 NEXTWAVEWIRELESS INC COM 65337Y102 65 108,836 SH Defined 5.6 108,836 NEXTWAVEWIRELESS INC COM 65337Y102 66 109,900 SH Defined 5.6 109,900 NICHOLAS-APPLGT INTL & PRM S COM 65370C108 189 14,135 SH Defined 1.4 14,135 NICOR INC COM 654086107 102 2,309 SH Defined 5.6 2,309 NICOR INC COM 654086107 372 8,384 SH Defined 5.6 8,384 NICOR INC COM 654086107 22 490 SH Defined 1 490 NII HLDGS INC CL B NEW 62913F201 4,389 115,745 SH Defined 5.6 115,745 NII HLDGS INC CL B NEW 62913F201 33 870 SH Defined 1.4 870 NII HLDGS INC CL B NEW 62913F201 645 17,000 SH Defined 1.2 17,000 NII HLDGS INC CL B NEW 62913F201 789 20,812 SH Defined 1.2 20,812 NII HLDGS INC CL B NEW 62913F201 1,528 40,300 SH Defined 1.2 40,300 NII HLDGS INC CL B NEW 62913F201 272 7,171 SH Defined 5.6 7,171 NII HLDGS INC CL B NEW 62913F201 614 16,200 SH Defined 5.6 16,200 NII HLDGS INC CL B NEW 62913F201 63 1,669 SH Defined 5.7 1,669 NII HLDGS INC CL B NEW 62913F201 1,139 30,030 SH Defined 5.7 30,030 NII HLDGS INC NOTE 3.125% 6/1 62913FAJ1 938 12,500 PRN Defined 5.6 12,500 NII HLDGS INC NOTE 3.125% 6/1 62913FAJ1 1,175 15,670 PRN Defined 5.6 15,670 NII HLDGS INC NOTE 3.125% 6/1 62913FAJ1 1,391 18,550 PRN Defined 5.6 18,550 NII HLDGS INC NOTE 3.125% 6/1 62913FAJ1 3,332 4,500,000 PRN Defined 1 4,500,000 NIKE INC CL B 654106103 81,176 1,213,394 SH Defined 5.6 1,213,394 NIKE INC CL B 654106103 435 6,500 SH Defined 5.6 6,500 NIKE INC CL B 654106103 769 11,826 SH Defined 1 11,826 NIPPON TELEG & TEL CORP SPONSORED ADR 654624105 31 1,397 SH Defined 1.4 1,397 NISOURCE INC COM 65473P105 430 29,157 SH Defined 5.6 29,157 NISOURCE INC COM 65473P105 300 21,136 SH Defined 1 21,136 NOBEL LEARNING CMNTYS INC COM 654889104 29 1,876 SH Defined 5.6 1,876 NOBLE CORPORATION SHS G65422100 7,999 182,210 SH Defined 5.6 182,210 NOBLE CORPORATION SHS G65422100 694 15,800 SH Defined 1.4 15,800 NOBLE CORPORATION SHS G65422100 307 6,990 SH Defined 5.7 6,990 NOBLE CORPORATION SHS G65422100 461 10,500 SH Defined 5.7 10,500 NOBLE CORPORATION SHS G65422100 635 14,470 SH Defined 5.7 14,470 NOBLE CORPORATION SHS G65422100 659 15,000 SH Defined 5.7 15,000 NOBLE CORPORATION SHS G65422100 1,602 36,500 SH Defined 5.7 36,500 NOBLE CORPORATION SHS G65422100 45 1,016 SH Defined 1 1,016 NOBLE ENERGY INC COM 655044105 3,419 61,507 SH Defined 5.6 61,507 NOBLE ENERGY INC COM 655044105 148 2,667 SH Defined 5.6 2,667 NOBLE ENERGY INC COM 655044105 217 3,900 SH Defined 5.6 3,900 NOBLE ENERGY INC COM 655044105 88 1,725 SH Defined 1 1,725 NOKIA CORP SPONSORED ADR 654902204 4,847 259,900 SH Defined 5.6 259,900 NOKIA CORP SPONSORED ADR 654902204 124 6,650 SH Defined 1.4 6,650 NOKIA CORP SPONSORED ADR 654902204 196 10,500 SH Defined 5.6 10,500 NOKIA CORP SPONSORED ADR 654902204 456 24,430 SH Defined 5.6 24,430 NOKIA CORP SPONSORED ADR 654902204 970 52,000 SH Defined 5.6 52,000 NOKIA CORP SPONSORED ADR 654902204 220 12,521 SH Defined 1 12,521 NORDIC AMERICAN TANKER SHIPP COM G65773106 89 2,782 SH Defined 1 2,782 NORDSTROM INC COM 655664100 37,244 1,292,291 SH Defined 5.6 1,292,291 NORDSTROM INC COM 655664100 101 3,517 SH Defined 5.6 3,517 NORDSTROM INC COM 655664100 102 3,669 SH Defined 1 3,669 NORFOLK SOUTHERN CORP COM 655844108 8,024 121,196 SH Defined 5.6 121,196 NORFOLK SOUTHERN CORP COM 655844108 725 10,956 SH Defined 1.4 10,956 NORFOLK SOUTHERN CORP COM 655844108 150 2,268 SH Defined 1 2,268 NORTEL INVERSORA S A SPON ADR PFD B 656567401 1,025 88,400 SH Defined 5.6 88,400 NORTEL INVERSORA S A SPON ADR PFD B 656567401 6,602 569,150 SH Defined 5.6 569,150 NORTEL NETWORKS CORP NEW COM NEW 656568508 201 91,488 SH Defined 5.6 91,488 NORTEL NETWORKS CORP NEW COM NEW 656568508 28 12,255 SH Defined 1.4 12,255 NORTEL NETWORKS CORP NEW COM NEW 656568508 34 15,000 SH Defined 5.7 15,000 NORTEL NETWORKS CORP NEW COM NEW 656568508 0 85 SH Defined 85 NORTEL NETWORKS CORP NEW COM NEW 656568508 1 348 SH Defined 1 348 NORTH AMERN ENERGY PARTNERS COM 656844107 24 2,280 SH Defined 5.6 2,280 NORTHEAST UTILS COM 664397106 313 12,200 SH Defined 5.6 12,200 NORTHERN DYNASTY MINERALS LT COM NEW 66510M204 124 28,503 SH Defined 1 28,503 NORTHERN OIL & GAS INC NEV COM 665531109 75 9,200 SH Defined 5.6 9,200 NORTHERN TR CORP COM 665859104 3,036 42,054 SH Defined 5.6 42,054 NORTHERN TR CORP COM 665859104 51 700 SH Defined 1.4 700 NORTHERN TR CORP COM 665859104 282 3,912 SH Defined 5.6 3,912 NORTHERN TR CORP COM 665859104 29 453 SH Defined 1 453 NORTHFIELD LABS INC COM 666135108 36 127,694 SH Defined 1.4 127,694 NORTHGATE MINERALS CORP COM 666416102 9 6,600 SH Defined 1.4 6,600 NORTHGATE MINERALS CORP COM 666416102 10 7,000 SH Defined 7,000 NORTHROP GRUMMAN CORP COM 666807102 236 3,900 SH Defined 5.6 3,900 NORTHROP GRUMMAN CORP COM 666807102 2,875 47,484 SH Defined 5.6 47,484 NORTHROP GRUMMAN CORP COM 666807102 0 7 SH Defined 5.6 7 NORTHROP GRUMMAN CORP COM 666807102 209 3,450 SH Defined 5.7 3,450 NORTHROP GRUMMAN CORP COM 666807102 316 5,225 SH Defined 5.7 5,225 NORTHROP GRUMMAN CORP COM 666807102 763 12,600 SH Defined 5.7 12,600 NORTHROP GRUMMAN CORP COM 666807102 8,668 143,182 SH Defined 5.7 143,182 NORTHROP GRUMMAN CORP COM 666807102 207 3,354 SH Defined 1 3,354 NORTHWEST AIRLS CORP COM 667280408 1 143 SH Defined 5.6 143 NORTHWEST AIRLS CORP COM 667280408 3 319 SH Defined 5.6 319 NORTHWEST AIRLS CORP COM 667280408 13 1,421 SH Defined 5.6 1,421 NORTHWEST AIRLS CORP COM 667280408 1,521 168,463 SH Defined 5.6 168,463 NORTHWEST PIPE CO COM 667746101 1,200 27,502 SH Defined 5.6 27,502 NORTHWESTERN CORP COM NEW 668074305 60 2,379 SH Defined 5.6 2,379 NORTHWESTERN CORP COM NEW 668074305 60 2,396 SH Defined 5.6 2,396 NOVA CHEMICALS CORP COM 66977W109 107 4,866 SH Defined 5.6 4,866 NOVA CHEMICALS CORP COM 66977W109 128 5,670 SH Defined 5.6 5,670 NOVAGOLD RES INC COM NEW 66987E206 22 3,200 SH Defined 1.4 3,200 NOVAGOLD RES INC COM NEW 66987E206 88 13,000 SH Defined 13,000 NOVELL INC COM 670006105 152 29,514 SH Defined 5.6 29,514 NOVELL INC COM 670006105 61 11,800 SH Defined 5.6 11,800 NOVELL INC COM 670006105 145 29,860 SH Defined 1 29,860 NOVELLUS SYS INC COM 670008101 172 8,767 SH Defined 5.6 8,767 NOVELLUS SYS INC COM 670008101 92 4,700 SH Defined 5.6 4,700 NOVELLUS SYS INC COM 670008101 405 20,600 SH Defined 5.6 20,600 NOVELLUS SYS INC COM 670008101 136 7,292 SH Defined 1 7,292 NRDC ACQUISITION CORP *W EXP 10/17/20 62941R110 5 18,783 SH Defined 5.6 18,783 NRDC ACQUISITION CORP COM 62941R102 117 12,945 SH Defined 5.6 12,945 NRG ENERGY INC COM NEW 629377508 3,843 155,280 SH Defined 5.6 155,280 NRG ENERGY INC COM NEW 629377508 315 12,734 SH Defined 1 12,734 NRG ENERGY INC COM NEW 629377508 344 13,915 SH Defined 5.6 13,915 NSTAR COM 67019E107 419 12,500 SH Defined 5.6 12,500 NUANCEMUNICATIONS INC COM 67020Y100 878 72,000 SH Defined 5.6 72,000 NUANCEMUNICATIONS INC COM 67020Y100 280 23,000 SH Defined 5.7 23,000 NUCOR CORP COM 670346105 6,427 162,706 SH Defined 5.6 162,706 NUCOR CORP COM 670346105 16 399 SH Defined 1.4 399 NUCOR CORP COM 670346105 140 3,550 SH Defined 5.6 3,550 NUCOR CORP COM 670346105 494 12,500 SH Defined 5.6 12,500 NUCOR CORP COM 670346105 35 883 SH Defined 5.6 883 NUCOR CORP COM 670346105 154 3,902 SH Defined 5.6 3,902 NUCOR CORP COM 670346105 99 2,684 SH Defined 1 2,684 NUVASIVE INC COM 670704105 543 11,000 SH Defined 5.7 11,000 NVIDIA CORP COM 67066G104 922 86,051 SH Defined 5.6 86,051 NVIDIA CORP COM 67066G104 106 9,868 SH Defined 1.4 9,868 NVIDIA CORP COM 67066G104 150 14,040 SH Defined 5.7 14,040 NVR INC COM 62944T105 1,872 3,273 SH Defined 5.6 3,273 NYSE EURONEXT COM 629491101 4,999 127,581 SH Defined 5.6 127,581 NYSE EURONEXT COM 629491101 26,442 674,879 SH Defined 5.6 674,879 NYSE EURONEXT COM 629491101 66 1,696 SH Defined 1.4 1,696 NYSE EURONEXT COM 629491101 0 1 SH Defined 1 1 NYSE EURONEXT COM 629491101 63 1,599 SH Defined 5.6 1,599 NYSE EURONEXT COM 629491101 116 2,949 SH Defined 5.7 2,949 NYSE EURONEXT COM 629491101 161 4,100 SH Defined 5.7 4,100 NYSE EURONEXT COM 629491101 1,157 29,524 SH Defined 5.7 29,524 NYSE EURONEXT COM 629491101 1,303 38,482 SH Defined 1 38,482 O REILLY AUTOMOTIVE INC COM 686091109 171 6,400 SH Defined 5.6 6,400 OCCIDENTAL PETE CORP DEL COM 674599105 55,400 786,370 SH Defined 5.6 786,370 OCCIDENTAL PETE CORP DEL COM 674599105 14 200 SH Defined 1.4 200 OCCIDENTAL PETE CORP DEL COM 674599105 3,154 44,765 SH Defined 1.3 44,765 OCCIDENTAL PETE CORP DEL COM 674599105 1,508 21,400 SH Defined 1.2 21,400 OCCIDENTAL PETE CORP DEL COM 674599105 1,971 27,981 SH Defined 1.2 27,981 OCCIDENTAL PETE CORP DEL COM 674599105 3,832 54,400 SH Defined 1.2 54,400 OCCIDENTAL PETE CORP DEL COM 674599105 176 2,500 SH Defined 5.6 2,500 OCCIDENTAL PETE CORP DEL COM 674599105 557 7,900 SH Defined 5.6 7,900 OCCIDENTAL PETE CORP DEL COM 674599105 303 4,300 SH Defined 5.6 4,300 OCCIDENTAL PETE CORP DEL COM 674599105 141 2,000 SH Defined 5.7 2,000 OCCIDENTAL PETE CORP DEL COM 674599105 211 3,000 SH Defined 5.7 3,000 OCCIDENTAL PETE CORP DEL COM 674599105 514 7,300 SH Defined 5.7 7,300 OCCIDENTAL PETE CORP DEL COM 674599105 9,511 135,000 SH Defined 5.7 135,000 OCCIDENTAL PETE CORP DEL COM 674599105 377 5,799 SH Defined 1 5,799 OCEAN PWR TECHNOLOGIES INC COM NEW 674870308 8 1,000 SH Defined 1.4 1,000 OCEANAUT INC COM 675227102 1,393 212,600 SH Defined 5.6 212,600 OCEANEERING INTL INC COM 675232102 197 3,700 SH Defined 5.6 3,700 OCEANEERING INTL INC COM 675232102 31 590 SH Defined 5.6 590 OCEANEERING INTL INC COM 675232102 2,749 51,558 SH Defined 5.6 51,558 OCEANFREIGHT INC SHS Y64202107 16 1,200 SH Defined 1.4 1,200 ODYSSEY MARINE EXPLORATION I COM 676118102 2,549 561,517 SH Defined 1.4 561,517 ODYSSEY MARINE EXPLORATION I COM 676118102 35 7,688 SH Defined 5.6 7,688 ODYSSEY MARINE EXPLORATION I COM 676118102 141 30,984 SH Defined 5.6 30,984 OFFICE DEPOT INC COM 676220106 170 29,145 SH Defined 5.6 29,145 OFFICE DEPOT INC COM 676220106 15 2,500 SH Defined 1.4 2,500 OFFICE DEPOT INC COM 676220106 27 4,606 SH Defined 5.6 4,606 OFFICE DEPOT INC COM 676220106 427 75,146 SH Defined 1 75,146 OFFICEMAX INC DEL COM 67622P101 117 13,182 SH Defined 5.6 13,182 OFFICEMAX INC DEL COM 67622P101 9 1,000 SH Defined 1.4 1,000 OIL SVC HOLDRS TR DEPOSTRY RCPT 678002106 220 1,500 SH Defined 1.4 1,500 OLD DOMINION FGHT LINES INC COM 679580100 164 5,800 SH Defined 5.6 5,800 OLD REP INTL CORP COM 680223104 128 10,047 SH Defined 5.6 10,047 OLIN CORP COM PAR $1 680665205 100 5,133 SH Defined 5.6 5,133 OM GROUP INC COM 670872100 45 2,000 SH Defined 1.4 2,000 OMEGA HEALTHCARE INVS INC COM 681936100 295 15,000 SH Defined 5.6 15,000 OMNICARE INC COM 681904108 483 16,800 SH Defined 5.6 16,800 OMNICARE INC COM 681904108 201 7,000 SH Defined 5.7 7,000 OMNICARE INC COM 681904108 719 25,000 SH Defined 5.7 25,000 OMNICARE INC COM 681904108 41 1,494 SH Defined 1 1,494 OMNICARE INC DBCV 3.250%12/1 681904AL2 1,330 20,000 PRN Defined 5.6 20,000 OMNICOM GROUP INC COM 681919106 983 25,490 SH Defined 5.6 25,490 OMNICOM GROUP INC COM 681919106 1 20 SH Defined 1 20 OMNICOM GROUP INC COM 681919106 234 6,060 SH Defined 5.6 6,060 OMNICOM GROUP INC COM 681919106 8 217 SH Defined 5.7 217 OMNICOM GROUP INC NOTE 2/0 681919AK2 34,128 35,059 PRN Defined 5.6 35,059 OMNICOM GROUP INC NOTE 2/0 681919AK2 6,955 70,700 PRN Defined 5.6 70,700 OMNITURE INC COM 68212S109 55 3,000 SH Defined 1.4 3,000 OMNITURE INC COM 68212S109 70 3,810 SH Defined 5.6 3,810 ON SEMICONDUCTOR CORP NOTE 4/1 682189AE5 863 9,290 PRN Defined 5.6 9,290 ON SEMICONDUCTOR CORP NOTE 4/1 682189AE5 1,175 12,650 PRN Defined 5.6 12,650 ON TRACK INNOVATION LTD SHS M8791A109 191 66,481 SH Defined 5.6 66,481 ONEOK INC NEW COM 682680103 126 3,662 SH Defined 5.6 3,662 ONYX PHARMACEUTICALS INC COM 683399109 36 1,000 SH Defined 5.6 1,000 ONYX PHARMACEUTICALS INC COM 683399109 677 18,700 SH Defined 5.6 18,700 OPEN JT STK CO-VIMPEL COMMUN SPONSORED ADR 68370R109 8,248 406,300 SH Defined 5.6 406,300 OPEN JT STK CO-VIMPEL COMMUN SPONSORED ADR 68370R109 11,096 546,600 SH Defined 5.6 546,600 OPEN JT STK CO-VIMPEL COMMUN SPONSORED ADR 68370R109 8,366 412,100 SH Defined 5.6 412,100 OPEN JT STK CO-VIMPEL COMMUN SPONSORED ADR 68370R109 37 1,820 SH Defined 1.4 1,820 OPEN JT STK CO-VIMPEL COMMUN SPONSORED 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4,462,288 ORACLE CORP COM 68389X105 44 2,160 SH Defined 5.6 2,160 ORACLE CORP COM 68389X105 290 14,301 SH Defined 5.6 14,301 ORACLE CORP COM 68389X105 92 4,540 SH Defined 1 4,540 ORACLE CORP COM 68389X105 10 475 SH Defined 5.7 475 ORACLE CORP COM 68389X105 12 607 SH Defined 5.7 607 ORACLE CORP COM 68389X105 151 7,425 SH Defined 5.7 7,425 ORACLE CORP COM 68389X105 173 8,500 SH Defined 5.7 8,500 ORACLE CORP COM 68389X105 232 11,427 SH Defined 5.7 11,427 ORACLE CORP COM 68389X105 569 28,000 SH Defined 5.7 28,000 ORACLE CORP COM 68389X105 7,455 367,075 SH Defined 5.7 367,075 ORACLE CORP COM 68389X105 3 160 SH Defined 160 ORACLE CORP COM 68389X105 528 28,111 SH Defined 1 28,111 ORBCOMM INC COM 68555P100 55 11,172 SH Defined 5.6 11,172 ORBOTECH LTD ORD M75253100 8 1,000 SH Defined 5.6 1,000 OREZONE RES INC COM 685921108 20 41,090 SH Defined 5.6 41,090 ORIENT-EXPRESS HOTELS LTD CL A G67743107 67 2,756 SH Defined 1.4 2,756 ORIENT-EXPRESS HOTELS LTD CL A G67743107 58 2,400 SH Defined 5.6 2,400 ORIENT-EXPRESS HOTELS LTD CL A G67743107 6 233 SH Defined 5.6 233 ORIENT-EXPRESS HOTELS LTD CL A G67743107 16 675 SH Defined 5.6 675 ORMAT TECHNOLOGIES INC COM 686688102 490 13,500 SH Defined 5.6 13,500 ORTHOVITA INC COM 68750U102 38 14,500 SH Defined 5.6 14,500 ORTHOVITA INC COM 68750U102 44 17,113 SH Defined 5.6 17,113 OSCIENT PHARMACEUTICALS CORP NOTE 3.500% 4/1 68812RAC9 29 1,450 PRN Defined 5.6 1,450 OSCIENT PHARMACEUTICALS CORP NOTE 3.500% 4/1 68812RAC9 590 29,860 PRN Defined 5.6 29,860 OSHKOSH TRUCK CORP COM 688239201 0 6 SH Defined 5.6 6 OSI PHARMACEUTICALS INC COM 671040103 217 4,400 SH Defined 5.6 4,400 OVERSTOCK INC DEL COM 690370101 37 1,875 SH Defined 1.4 1,875 OWENS ILL INC COM NEW 690768403 219 7,462 SH Defined 5.6 7,462 OWENS ILL INC COM NEW 690768403 238 8,100 SH Defined 5.6 8,100 P F CHANGS CHINA BISTRO INC COM 69333Y108 374 15,900 SH Defined 5.6 15,900 P F CHANGS CHINA BISTRO INC COM 69333Y108 576 24,479 SH Defined 5.6 24,479 P T TELEKOMUNIKASI INDONESIA SPONSORED 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697900108 230 10,320 SH Defined 1.4 10,320 PANERA BREAD CO CL A 69840W108 356 7,000 SH Defined 5.6 7,000 PAPA JOHNS INTL INC COM 698813102 126 4,657 SH Defined 5.6 4,657 PARAGON SHIPPING INC CL A 69913R309 14 1,600 SH Defined 1.4 1,600 PARKER HANNIFIN CORP COM 701094104 5,957 112,390 SH Defined 5.6 112,390 PARKER HANNIFIN CORP COM 701094104 451 8,500 SH Defined 1.2 8,500 PARKER HANNIFIN CORP COM 701094104 593 11,182 SH Defined 1.2 11,182 PARKER HANNIFIN CORP COM 701094104 1,162 21,930 SH Defined 1.2 21,930 PARKER HANNIFIN CORP COM 701094104 69 1,300 SH Defined 5.6 1,300 PARKER HANNIFIN CORP COM 701094104 1,872 35,312 SH Defined 5.6 35,312 PARKER HANNIFIN CORP COM 701094104 177 3,534 SH Defined 1 3,534 PARKERVISION INC COM 701354102 51 5,050 SH Defined 5.6 5,050 PARKWAY PPTYS INC COM 70159Q104 121 3,200 SH Defined 5.6 3,200 PARTNERRE LTD COM G6852T105 166 2,441 SH Defined 5.6 2,441 PATRIOT COAL CORP COM 70336T104 126 4,340 SH Defined 5.6 4,340 PATRIOT COAL CORP COM 70336T104 9 300 SH 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704549104 509 11,300 SH Defined 5.6 11,300 PEABODY ENERGY CORP COM 704549104 2 49 SH Defined 5.6 49 PEABODY ENERGY CORP COM 704549104 4 83 SH Defined 5.6 83 PEABODY ENERGY CORP COM 704549104 23 519 SH Defined 5.6 519 PEABODY ENERGY CORP COM 704549104 97 2,159 SH Defined 5.6 2,159 PEABODY ENERGY CORP COM 704549104 61 1,481 SH Defined 1 1,481 PENGROWTH ENERGY TR TR UNIT NEW 706902509 188 12,200 SH Defined 1.4 12,200 PENN NATL GAMING INC COM 707569109 13 500 SH Defined 1.4 500 PENN NATL GAMING INC COM 707569109 110 4,130 SH Defined 5.6 4,130 PENN WEST ENERGY TR TR UNIT 707885109 5,238 220,024 SH Defined 5.6 220,024 PENN WEST ENERGY TR TR UNIT 707885109 405 16,600 SH Defined 1.4 16,600 PENN WEST ENERGY TR TR UNIT 707885109 1,990 81,600 SH Defined 1 81,600 PENNEY J C INC COM 708160106 956 28,664 SH Defined 5.6 28,664 PENNEY J C INC COM 708160106 703 21,100 SH Defined 1.2 21,100 PENNEY J C INC COM 708160106 860 25,800 SH Defined 1.2 25,800 PENNEY J C INC COM 708160106 1,564 46,900 SH Defined 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5.6 1,119,218 PEPSICO INC COM 713448108 34 475 SH Defined 1.4 475 PEPSICO INC COM 713448108 983 13,796 SH Defined 1.3 13,796 PEPSICO INC COM 713448108 14 201 SH Defined 5.7 201 PEPSICO INC COM 713448108 22 304 SH Defined 5.7 304 PEPSICO INC COM 713448108 192 2,700 SH Defined 5.7 2,700 PEPSICO INC COM 713448108 316 4,440 SH Defined 5.7 4,440 PEPSICO INC COM 713448108 428 6,000 SH Defined 5.7 6,000 PEPSICO INC COM 713448108 763 10,700 SH Defined 5.7 10,700 PEPSICO INC COM 713448108 7,576 106,300 SH Defined 5.7 106,300 PEPSICO INC COM 713448108 29,317 420,857 SH Defined 1 420,857 PERDIGAO S A SPONSORED ADR 71361V303 86 2,200 SH Defined 5.6 2,200 PERDIGAO S A SPONSORED ADR 71361V303 10,137 259,000 SH Defined 5.6 259,000 PERFECT WORLD CO LTD SPON ADR REP B 71372U104 16 700 SH Defined 1.4 700 PERKINELMER INC COM 714046109 189 7,585 SH Defined 5.6 7,585 PERKINELMER INC COM 714046109 47 1,870 SH Defined 5.6 1,870 PERKINELMER INC COM 714046109 135 5,400 SH Defined 5.6 5,400 PERRIGO CO COM 714290103 66 1,727 SH Defined 1.4 1,727 PERRIGO CO COM 714290103 123 3,200 SH Defined 5.6 3,200 PERRIGO CO COM 714290103 48 1,239 SH Defined 1 1,239 PETROBRAS ENERGIA PARTCPTNS SP ADR B SHS 71646M102 28 2,800 SH Defined 5.6 2,800 PETROBRAS ENERGIA PARTCPTNS SP ADR B SHS 71646M102 3,737 379,800 SH Defined 5.6 379,800 PETROBRAS ENERGIA PARTCPTNS SP ADR B SHS 71646M102 1 150 SH Defined 1.4 150 PETRO-CDA COM 71644E102 5,141 154,398 SH Defined 5.6 154,398 PETRO-CDA COM 71644E102 2 50 SH Defined 1.4 50 PETRO-CDA COM 71644E102 338 9,900 SH Defined 1 9,900 PETROCHINA CO LTD SPONSORED ADR 71646E100 26 250 SH Defined 5.6 250 PETROCHINA CO LTD SPONSORED ADR 71646E100 7,658 79,203 SH Defined 1 79,203 PETROHAWK ENERGY CORP COM 716495106 213 9,864 SH Defined 5.6 9,864 PETROHAWK ENERGY CORP COM 716495106 22 1,000 SH Defined 1.4 1,000 PETROHAWK ENERGY CORP COM 716495106 638 29,502 SH Defined 5.6 29,502 PETROHAWK ENERGY CORP COM 716495106 751 34,700 SH Defined 5.6 34,700 PETROHAWK ENERGY CORP COM 716495106 320 14,800 SH Defined 5.6 14,800 PETROLEO BRASILEIRO SA PETRO SPONSORED ADR 71654V408 1,894 43,100 SH Defined 5.6 43,100 PETROLEO BRASILEIRO SA PETRO SPONSORED ADR 71654V101 24,477 654,105 SH Defined 5.6 654,105 PETROLEO BRASILEIRO SA PETRO SPONSORED ADR 71654V408 2,712 61,700 SH Defined 5.6 61,700 PETROLEO BRASILEIRO SA PETRO SPONSORED ADR 71654V101 74,496 1,990,818 SH Defined 5.6 1,990,818 PETROLEO BRASILEIRO SA PETRO SPONSORED ADR 71654V101 151,909 4,059,572 SH Defined 5.6 4,059,572 PETROLEO BRASILEIRO SA PETRO SPONSORED ADR 71654V408 286 6,497 SH Defined 1.4 6,497 PETROLEO BRASILEIRO SA PETRO SPONSORED ADR 71654V408 4,663 106,089 SH Defined 1.2 106,089 PETROLEO BRASILEIRO SA PETRO SPONSORED ADR 71654V408 86 1,960 SH Defined 5.6 1,960 PETROLEO BRASILEIRO SA PETRO SPONSORED ADR 71654V408 1,088 24,748 SH Defined 5.6 24,748 PETROLEO BRASILEIRO SA PETRO SPONSORED ADR 71654V408 202 4,600 SH Defined 5.6 4,600 PETROLEO BRASILEIRO SA PETRO SPONSORED ADR 71654V408 121 2,746 SH 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693 PFIZER INC COM 717081103 264 14,300 SH Defined 5.7 14,300 PFIZER INC COM 717081103 408 22,100 SH Defined 5.7 22,100 PFIZER INC COM 717081103 1,034 56,100 SH Defined 5.7 56,100 PFIZER INC COM 717081103 13,782 747,400 SH Defined 5.7 747,400 PFIZER INC COM 717081103 6 317 SH Defined 317 PFIZER INC COM 717081103 14 772 SH Defined 772 PFIZER INC COM 717081103 6 300 SH Defined 300 PFIZER INC COM 717081103 8,942 506,650 SH Defined 1 506,650 PG&E CORP COM 69331C108 46,852 1,251,063 SH Defined 5.6 1,251,063 PG&E CORP COM 69331C108 48 1,273 SH Defined 5.6 1,273 PG&E CORP COM 69331C108 161 4,299 SH Defined 1 4,299 PHARMACEUTICAL HLDRS TR DEPOSITRY RCPT 71712A206 27 411 SH Defined 5.6 411 PHARMACEUTICAL HLDRS TR DEPOSITRY RCPT 71712A206 372 5,600 SH Defined 1.2 5,600 PHARMACEUTICAL PROD DEV INC COM 717124101 163 3,936 SH Defined 5.6 3,936 PHARMACEUTICAL PROD DEV INC COM 717124101 49 1,177 SH Defined 1.4 1,177 PHARMACOPEIA DRUG DISCVRY IN COM 7171EP101 13 8,720 SH Defined 5.6 8,720 PHARMERICA CORP COM 71714F104 124 5,500 SH Defined 5.6 5,500 PHARSIGHT CORP COM NEW 71721Q200 54 10,251 SH Defined 5.6 10,251 PHH CORP COM NEW 693320202 73 5,500 SH Defined 5.7 5,500 PHH CORP COM NEW 693320202 299 22,500 SH Defined 5.7 22,500 PHH CORP COM NEW 693320202 332 25,000 SH Defined 5.7 25,000 PHH CORP COM NEW 693320202 465 35,000 SH Defined 5.7 35,000 PHH CORP COM NEW 693320202 665 50,000 SH Defined 5.7 50,000 PHH CORP COM NEW 693320202 1,637 123,200 SH Defined 5.7 123,200 PHILADELPHIA CONS HLDG CORP COM 717528103 109 1,868 SH Defined 5.6 1,868 PHILADELPHIA CONS HLDG CORP COM 717528103 361 6,168 SH Defined 5.6 6,168 PHILADELPHIA CONS HLDG CORP COM 717528103 430 7,350 SH Defined 5.6 7,350 PHILADELPHIA CONS HLDG CORP COM 717528103 463 7,900 SH Defined 5.6 7,900 PHILADELPHIA CONS HLDG CORP COM 717528103 600 10,239 SH Defined 5.6 10,239 PHILADELPHIA CONS HLDG CORP COM 717528103 838 14,300 SH Defined 5.6 14,300 PHILADELPHIA CONS HLDG CORP COM 717528103 2,979 50,864 SH Defined 5.6 50,864 PHILADELPHIA CONS HLDG CORP COM 717528103 4,292 73,273 SH Defined 5.6 73,273 PHILIP MORRIS INTL INC COM 718172109 125 2,600 SH Defined 5.6 2,600 PHILIP MORRIS INTL INC COM 718172109 19,119 397,478 SH Defined 5.6 397,478 PHILIP MORRIS INTL INC COM 718172109 4 80 SH Defined 1.4 80 PHILIP MORRIS INTL INC COM 718172109 481 10,000 SH Defined 1.3 10,000 PHILIP MORRIS INTL INC COM 718172109 798 16,600 SH Defined 1.2 16,600 PHILIP MORRIS INTL INC COM 718172109 938 19,500 SH Defined 1.2 19,500 PHILIP MORRIS INTL INC COM 718172109 1,865 38,770 SH Defined 1.2 38,770 PHILIP MORRIS INTL INC COM 718172109 10 207 SH Defined 5.7 207 PHILIP MORRIS INTL INC COM 718172109 101 2,095 SH Defined 5.7 2,095 PHILIP MORRIS INTL INC COM 718172109 253 5,270 SH Defined 5.7 5,270 PHILIP MORRIS INTL INC COM 718172109 333 6,930 SH Defined 5.7 6,930 PHILIP MORRIS INTL INC COM 718172109 395 8,205 SH Defined 5.7 8,205 PHILIP MORRIS INTL INC COM 718172109 962 20,000 SH Defined 5.7 20,000 PHILIP MORRIS INTL INC COM 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PITNEY BOWES INC COM 724479100 383 11,512 SH Defined 1 11,512 PIXELWORKS INC SDCV 1.750% 5/1 72581MAB3 206 2,800 PRN Defined 5.6 2,800 PIXELWORKS INC SDCV 1.750% 5/1 72581MAB3 632 8,580 PRN Defined 5.6 8,580 PLAINS EXPL& PRODTN CO COM 726505100 334 9,498 SH Defined 5.6 9,498 PLAINS EXPL& PRODTN CO COM 726505100 107 3,048 SH Defined 5.6 3,048 PLAINS EXPL& PRODTN CO COM 726505100 531 15,100 SH Defined 5.6 15,100 PLAINS EXPL& PRODTN CO COM 726505100 735 20,900 SH Defined 5.6 20,900 PLANTRONICS INC NEW COM 727493108 189 8,400 SH Defined 5.6 8,400 PLUM CREEK TIMBER CO INC COM 729251108 1,626 32,604 SH Defined 5.6 32,604 PLUM CREEK TIMBER CO INC COM 729251108 73 1,473 SH Defined 5.6 1,473 PLUM CREEK TIMBER CO INC COM 729251108 19 375 SH Defined 1 375 PMI GROUP INC COM 69344M101 1 200 SH Defined 1.4 200 PNC FINL SVCS GROUP INC COM 693475105 54,703 732,300 SH Defined 5.6 732,300 PNC FINL SVCS GROUP INC COM 693475105 598 8,000 SH Defined 5.6 8,000 PNC FINL SVCS GROUP INC COM 693475105 1,787 26,283 SH Defined 1 26,283 POLARIS INDS INC COM 731068102 291 6,400 SH Defined 5.6 6,400 POLO RALPH LAUREN CORP CL A 731572103 1,699 25,488 SH Defined 5.6 25,488 POLYMET MINING CORP COM 731916102 35 15,092 SH Defined 1.4 15,092 POLYPORE INTL INC COM 73179V103 323 15,000 SH Defined 5.6 15,000 POPULAR INC COM 733174106 351 42,400 SH Defined 5.6 42,400 PORTFOLIO RECOVERY ASSOCS IN COM 73640Q105 24 500 SH Defined 1.4 500 PORTFOLIO RECOVERY ASSOCS IN COM 73640Q105 21 430 SH Defined 5.6 430 POSCO SPONSORED ADR 693483109 93 1,000 SH Defined 5.6 1,000 POSCO SPONSORED ADR 693483109 842 9,020 SH Defined 5.6 9,020 POSCO SPONSORED ADR 693483109 19 200 SH Defined 1.4 200 POSCO SPONSORED ADR 693483109 177 1,900 SH Defined 5.7 1,900 POST PPTYS INC COM 737464107 229 8,200 SH Defined 5.6 8,200 POTASH CORP SASK INC COM 73755L107 37,386 288,096 SH Defined 5.6 288,096 POTASH CORP SASK INC COM 73755L107 176 1,324 SH Defined 1.4 1,324 POTASH CORP SASK INC COM 73755L107 146 1,100 SH Defined 5.6 1,100 POTASH 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CORP COM 740189105 118 1,500 SH Defined 1.4 1,500 PRECISION CASTPARTS CORP COM 740189105 138 1,753 SH Defined 5.6 1,753 PRECISION CASTPARTS CORP COM 740189105 579 7,348 SH Defined 5.6 7,348 PRECISION CASTPARTS CORP COM 740189105 52 662 SH Defined 5.7 662 PRECISION CASTPARTS CORP COM 740189105 322 4,090 SH Defined 5.7 4,090 PRECISION CASTPARTS CORP COM 740189105 473 6,000 SH Defined 5.7 6,000 PRECISION CASTPARTS CORP COM 740189105 630 8,000 SH Defined 5.7 8,000 PRECISION CASTPARTS CORP COM 740189105 709 9,000 SH Defined 5.7 9,000 PRECISION CASTPARTS CORP COM 740189105 938 11,904 SH Defined 5.7 11,904 PRECISION CASTPARTS CORP COM 740189105 1,591 20,200 SH Defined 5.7 20,200 PRECISION CASTPARTS CORP COM 740189105 454 5,841 SH Defined 1 5,841 PRECISION DRILLING TR TR UNIT 740215108 418 25,388 SH Defined 5.6 25,388 PRECISION DRILLING TR TR UNIT 740215108 38 2,280 SH Defined 1.4 2,280 PRECISION DRILLING TR TR UNIT 740215108 11 653 SH Defined 5.6 653 PRECISION DRILLING TR TR UNIT 740215108 0 12 SH Defined 5.6 12 PRICE T ROWE GROUP INC COM 74144T108 1,426 26,557 SH Defined 5.6 26,557 PRICE T ROWE GROUP INC COM 74144T108 75 1,400 SH Defined 1.4 1,400 PRICE T ROWE GROUP INC COM 74144T108 69 1,276 SH Defined 5.6 1,276 PRICE T ROWE GROUP INC COM 74144T108 14 271 SH Defined 1 271 PRICELINE COM INC COM NEW 741503403 220 3,219 SH Defined 5.6 3,219 PRICELINE COM INC COM NEW 741503403 285 4,170 SH Defined 5.6 4,170 PRIDE INTL INC DEL COM 74153Q102 168 5,662 SH Defined 5.6 5,662 PRIDE INTL INC DEL COM 74153Q102 21 700 SH Defined 1.4 700 PRIDE INTL INC DEL COM 74153Q102 2,626 88,684 SH Defined 5.6 88,684 PRINCIPAL FINANCIAL GROUP IN COM 74251V102 33,228 764,045 SH Defined 5.6 764,045 PRINCIPAL FINANCIAL GROUP IN COM 74251V102 113 2,871 SH Defined 1 2,871 PRIVATEBANCORP INC NOTE 3.625% 3/1 742962AD5 253 2,600 PRN Defined 5.6 2,600 PRIVATEBANCORP INC NOTE 3.625% 3/1 742962AD5 883 9,090 PRN Defined 5.6 9,090 PROCTER & GAMBLE CO COM 742718109 4,223 60,590 SH Defined 5.6 60,590 PROCTER & 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Defined 5.6 194,579 PROGRESS ENERGY INC COM 743263105 44 1,009 SH Defined 1 1,009 PROGRESSIVE CORP OHIO COM 743315103 29,724 1,708,263 SH Defined 5.6 1,708,263 PROGRESSIVE CORP OHIO COM 743315103 574 33,000 SH Defined 1.4 33,000 PROGRESSIVE CORP OHIO COM 743315103 94 5,400 SH Defined 5.6 5,400 PROGRESSIVE CORP OHIO COM 743315103 184 10,591 SH Defined 1 10,591 PROLOGIS NOTE 1.875%11/1 743410AR3 2,830 4,000,000 PRN Defined 1 4,000,000 PROLOGIS NOTE 2.625% 5/1 743410AS1 1,089 15,000 PRN Defined 5.6 15,000 PROLOGIS SH BEN INT 743410102 3,332 80,735 SH Defined 5.6 80,735 PROSHARES TR REAL EST PRO 74347R552 38 500 SH Defined 1.4 500 PROSHARES TR REAL EST PRO 74347R552 31 400 SH Defined 5.6 400 PROSHARES TR ULTR SHRT MSCI 74347R354 757 7,800 SH Defined 1 7,800 PROSHARES TR ULTRA FINL PRO 74347R743 654 36,280 SH Defined 5.6 36,280 PROSHARES TR ULTRA FINL PRO 74347R743 322 18,347 SH Defined 1.4 18,347 PROSHARES TR ULTRA QQQ PSHS 74347R206 79 1,500 SH Defined 1.4 1,500 PROSHARES TR ULTRA XIN CH25 74347R321 0 1 SH Defined 5.6 1 PROSHARES TR ULTRA XIN CH25 74347R321 470 5,000 SH Defined 1 5,000 PROSHARES TR ULTRASHRT FINL 74347R628 96 948 SH Defined 1.4 948 PROSHARES TR ULTRASHRT FINL 74347R628 711 7,044 SH Defined 5.6 7,044 PROSHARES TR ULTRASHRT FINL 74347R628 1 5 SH Defined 5.6 5 PROSHARES TR ULTRASHRT FINL 74347R628 4 42 SH Defined 5.6 42 PROSHARES TR ULTRASHRT O&G 74347R586 291 7,500 SH Defined 5.6 7,500 PROSHARES TR ULTRASHRT O&G 74347R586 559 14,390 SH Defined 1.4 14,390 PROSHARES TR ULTRASHRT UTIL 74347R560 793 10,561 SH Defined 5.6 10,561 PROSHARES TR ULTRASHT SP500 74347R883 70 1,000 SH Defined 1.4 1,000 PROTEIN DESIGN LABS INC NOTE 2.750% 8/1 74369LAD5 957 10,890 PRN Defined 5.6 10,890 PROVIDENT BANKSHARES CORP COM 743859100 4 390 SH Defined 5.6 390 PROVIDENT ENERGY TR TR UNIT 74386K104 140 15,669 SH Defined 5.6 15,669 PRUDENTIAL FINL INC COM 744320102 15,416 214,112 SH Defined 5.6 214,112 PRUDENTIAL FINL INC COM 744320102 432 6,000 SH Defined 5.6 6,000 PRUDENTIAL FINL INC COM 744320102 104 1,441 SH Defined 5.7 1,441 PRUDENTIAL FINL INC COM 744320102 1,867 25,932 SH Defined 5.7 25,932 PRUDENTIAL FINL INC COM 744320102 130 2,011 SH Defined 1 2,011 PRUDENTIAL FINL INC FRNT 12/1 744320AJ1 4,717 5,000 PRN Defined 5.6 5,000 PRUDENTIAL FINL INC FRNT 12/1 744320AG7 5,328 53,900 PRN Defined 5.6 53,900 PS BUSINESS PKS INC CALIF COM 69360J107 167 2,900 SH Defined 5.6 2,900 PSYCHIATRIC SOLUTIONS INC COM 74439H108 52 1,371 SH Defined 5.7 1,371 PSYCHIATRIC SOLUTIONS INC COM 74439H108 936 24,666 SH Defined 5.7 24,666 PUBLIC STORAGE INC COM 74460D109 3,979 40,186 SH Defined 5.6 40,186 PUBLIC STORAGE INC COM 74460D109 50 500 SH Defined 5.6 500 PUBLIC STORAGE INC COM 74460D109 150 1,513 SH Defined 5.6 1,513 PUBLIC SVC ENTERPRISE GROUP COM 744573106 5,565 169,719 SH Defined 5.6 169,719 PUGET ENERGY INC NEW COM 745310102 6 218 SH Defined 5.6 218 PUGET ENERGY INC NEW COM 745310102 23 870 SH Defined 5.6 870 PUGET ENERGY INC NEW COM 745310102 1,196 44,800 SH Defined 5.6 44,800 PULTE HOMES INC COM 745867101 13,551 970,037 SH Defined 5.6 970,037 PULTE HOMES INC COM 745867101 14 1,000 SH Defined 1.4 1,000 PULTE HOMES INC COM 745867101 0 34 SH Defined 5.6 34 PULTE HOMES INC COM 745867101 104 7,415 SH Defined 5.6 7,415 PULTE HOMES INC COM 745867101 236 16,900 SH Defined 5.6 16,900 QIAGEN N V ORD N72482107 25,117 1,249,711 SH Defined 5.6 1,249,711 QIAGEN N V ORD N72482107 30 1,500 SH Defined 5.7 1,500 QIAGEN N V ORD N72482107 445 22,132 SH Defined 5.7 22,132 QIAGEN N V ORD N72482107 1,230 61,180 SH Defined 5.7 61,180 QIAGEN N V ORD N72482107 1,367 68,031 SH Defined 5.7 68,031 QIAGEN N V ORD N72482107 1,105 55,000 SH Defined 55,000 QIMONDA AG SPONSORED ADR 746904101 102 119,900 SH Defined 1.4 119,900 QIMONDA FIN LLC NOTE 6.750% 3/2 74732WAA7 632 6,880 PRN Defined 5.6 6,880 QLOGIC CORP COM 747277101 266 17,328 SH Defined 5.6 17,328 QLOGIC CORP COM 747277101 298 19,400 SH Defined 5.6 19,400 QLOGIC CORP COM 747277101 79 5,334 SH Defined 1 5,334 QUALCOMM INC COM 747525103 2,338 54,400 SH Defined 5.6 54,400 QUALCOMM INC COM 747525103 49,914 1,161,604 SH Defined 5.6 1,161,604 QUALCOMM INC COM 747525103 587 13,660 SH Defined 1.4 13,660 QUALCOMM INC COM 747525103 1,594 37,100 SH Defined 5.6 37,100 QUALCOMM INC COM 747525103 2,333 54,300 SH Defined 5.6 54,300 QUALCOMM INC COM 747525103 2,617 60,900 SH Defined 5.6 60,900 QUALCOMM INC COM 747525103 16 365 SH Defined 5.6 365 QUALCOMM INC COM 747525103 516 12,000 SH Defined 5.6 12,000 QUALCOMM INC COM 747525103 2,622 61,015 SH Defined 5.6 61,015 QUALCOMM INC COM 747525103 6 139 SH Defined 5.7 139 QUALCOMM INC COM 747525103 465 11,649 SH Defined 1 11,649 QUANEX BUILDING PRODUCTS COR COM 747619104 98 6,410 SH Defined 5.6 6,410 QUANTA CAPITAL HLDGS LTD SHS G7313F106 66 24,051 SH Defined 5.6 24,051 QUANTA SVCS INC COM 74762E102 351 13,000 SH Defined 5.6 13,000 QUANTA SVCS INC COM 74762E102 266 9,831 SH Defined 5.6 9,831 QUEST DIAGNOSTICS INC COM 74834L100 880 17,022 SH Defined 5.6 17,022 QUEST DIAGNOSTICS INC COM 74834L100 460 8,900 SH Defined 5.6 8,900 QUEST DIAGNOSTICS INC COM 74834L100 124 2,463 SH Defined 1 2,463 QUEST SOFTWARE INC COM 74834T103 39 3,100 SH Defined 5.6 3,100 QUESTAR CORP COM 748356102 14,627 357,446 SH Defined 5.6 357,446 QUESTAR CORP COM 748356102 33 871 SH Defined 1 871 QUICKSILVER RESOURCES INC COM 74837R104 102 5,180 SH Defined 5.6 5,180 QUICKSILVER RESOURCES INC COM 74837R104 26 1,300 SH Defined 1.4 1,300 QUICKSILVER RESOURCES INC COM 74837R104 62 3,166 SH Defined 5.6 3,166 QUIKSILVER INC COM 74838C106 43 7,500 SH Defined 1.4 7,500 QWEST COMMUNICATIONS INTL IN NOTE 3.500%11/1 749121BY4 2,577 30,010 PRN Defined 5.6 30,010 QWESTMUNICATIONS INTL IN COM 749121109 468 144,975 SH Defined 5.6 144,975 QWESTMUNICATIONS INTL IN COM 749121109 11 3,500 SH Defined 1.4 3,500 QWESTMUNICATIONS INTL IN COM 749121109 1 289 SH Defined 5.6 289 QWESTMUNICATIONS INTL IN COM 749121109 77 23,800 SH Defined 5.6 23,800 QWESTMUNICATIONS INTL IN COM 749121109 117 36,744 SH Defined 1 36,744 R H DONNELLEY CORP COM NEW 74955W307 1 490 SH Defined 1.4 490 R H DONNELLEY CORP COM NEW 74955W307 4 2,132 SH Defined 5.6 2,132 R H DONNELLEY CORP COM NEW 74955W307 8 3,860 SH Defined 5.6 3,860 RADIAN GROUP INC COM 750236101 5 1,000 SH Defined 1.4 1,000 RADIOSHACK CORP COM 750438103 143 8,296 SH Defined 5.6 8,296 RADIOSHACK CORP COM 750438103 435 25,200 SH Defined 5.6 25,200 RADISYS CORP NOTE 2.750% 2/1 750459AE9 2,084 25,000 PRN Defined 5.6 25,000 RAMCO-GERSHENSON PPTYS TR COM SH BEN INT 751452202 105 4,700 SH Defined 5.6 4,700 RANDGOLD RES LTD ADR 752344309 148 3,600 SH Defined 5.6 3,600 RANDGOLD RES LTD ADR 752344309 45 1,100 SH Defined 1.4 1,100 RANGE RES CORP COM 75281A109 623 14,537 SH Defined 5.6 14,537 RANGE RES CORP COM 75281A109 1,078 25,136 SH Defined 5.6 25,136 RANGE RES CORP COM 75281A109 146 3,666 SH Defined 1 3,666 RASER TECHNOLOGIES INC COM 754055101 20 2,300 SH Defined 1.4 2,300 RAYMOND JAMES FINANCIAL INC COM 754730109 20 600 SH Defined 5.6 600 RAYMOND JAMES FINANCIAL INC COM 754730109 185 5,600 SH Defined 5.6 5,600 RAYONIER INC COM 754907103 602 12,704 SH Defined 5.6 12,704 RAYTHEON CO COM NEW 755111507 1,247 23,300 SH Defined 5.6 23,300 RAYTHEON CO COM NEW 755111507 2,800 52,321 SH Defined 5.6 52,321 RAYTHEON CO COM NEW 755111507 1,972 36,857 SH Defined 1.3 36,857 RAYTHEON CO COM NEW 755111507 0 7 SH Defined 5.6 7 RAYTHEON CO COM NEW 755111507 3 49 SH Defined 1 49 REALTY INCOME CORP COM 756109104 471 18,400 SH Defined 5.6 18,400 RECKSON OPER PARTNERSHIP L P DEB 4.000% 6/1 75621LAJ3 1,309 15,000 PRN Defined 5.6 15,000 RED HAT INC COM 756577102 160 10,642 SH Defined 5.6 10,642 REGENCY CTRS CORP COM 758849103 1,526 22,879 SH Defined 5.6 22,879 REGENCY CTRS CORP COM 758849103 22 326 SH Defined 1.4 326 REGENCY CTRS CORP COM 758849103 51 760 SH Defined 5.6 760 REGIONAL BK HOLDRS TR DEPOSITRY RCPT 75902E100 257 2,400 SH Defined 5.6 2,400 REGIONAL BK HOLDRS TR DEPOSITRY RCPT 75902E100 4 38 SH Defined 5.6 38 REGIONS FINANCIAL CORP NEW COM 7591EP100 512 53,340 SH Defined 5.6 53,340 REGIONS FINANCIAL CORP NEW COM 7591EP100 12 1,218 SH Defined 5.6 1,218 REGIONS FINANCIAL CORP NEW COM 7591EP100 55 6,702 SH Defined 1 6,702 REINSURANCE GROUP AMER INC CL A 759351406 297 5,500 SH Defined 5.6 5,500 REIS INC COM 75936P105 23 3,877 SH Defined 5.6 3,877 RELIANCE STEEL & ALUMINUM CO COM 759509102 42 1,100 SH Defined 5.6 1,100 RELIANCE STEEL & ALUMINUM CO COM 759509102 146 3,855 SH Defined 5.6 3,855 RELIANCE STEEL & ALUMINUM CO COM 759509102 162 4,260 SH Defined 5.6 4,260 RELIANCE STEEL & ALUMINUM CO COM 759509102 160 4,222 SH Defined 5.6 4,222 RELIANT ENERGY INC COM 75952B105 7 892 SH Defined 8,9,10 892 RELIANT ENERGY INC COM 75952B105 48 6,499 SH Defined 8,9,10 6,499 RELIANT ENERGY INC COM 75952B105 74 10,049 SH Defined 5.6 10,049 RELIANT ENERGY INC COM 75952B105 193 26,315 SH Defined 1.4 26,315 RELIANT ENERGY INC COM 75952B105 51 6,900 SH Defined 5.6 6,900 RELIANT ENERGY INC COM 75952B105 158 21,499 SH Defined 5.6 21,499 RENAISSANCERE HOLDINGS LTD COM G7496G103 1,500 28,853 SH Defined 5.6 28,853 RENESOLA LTD SPONS ADS 75971T103 85 8,130 SH Defined 1.4 8,130 RENT A CTR INC NEW COM 76009N100 263 11,804 SH Defined 5.6 11,804 RENTECH INC COM 760112102 28 21,285 SH Defined 1.4 21,285 REPSOL YPF S A SPONSORED ADR 76026T205 1,320 44,500 SH Defined 1.4 44,500 REPUBLIC SVCS INC COM 760759100 187 6,240 SH Defined 5.6 6,240 REPUBLIC SVCS INC COM 760759100 91 3,025 SH Defined 5.6 3,025 REPUBLIC SVCS INC COM 760759100 96 3,212 SH Defined 5.6 3,212 RESEARCH IN MOTION LTD COM 760975102 44,979 658,557 SH Defined 5.6 658,557 RESEARCH IN MOTION LTD COM 760975102 867 12,700 SH Defined 5.6 12,700 RESEARCH IN MOTION LTD COM 760975102 3,551 51,393 SH Defined 1.4 51,393 RESEARCH IN MOTION LTD COM 760975102 30 440 SH Defined 5.6 440 RESEARCH IN MOTION LTD COM 760975102 207 3,000 SH Defined 5.6 3,000 RESEARCH IN MOTION LTD COM 760975102 339 4,900 SH Defined 5.6 4,900 RESEARCH IN MOTION LTD COM 760975102 348 5,039 SH Defined 5.6 5,039 RESEARCH IN MOTION LTD COM 760975102 1,380 19,968 SH Defined 5.6 19,968 RESEARCH IN MOTION LTD COM 760975102 7 97 SH Defined 1 97 RESEARCH IN MOTION LTD COM 760975102 31 444 SH Defined 5.7 444 RESEARCH IN MOTION LTD COM 760975102 173 2,500 SH Defined 5.7 2,500 RESEARCH IN MOTION LTD COM 760975102 242 3,500 SH Defined 5.7 3,500 RESEARCH IN MOTION LTD COM 760975102 311 4,500 SH Defined 5.7 4,500 RESEARCH IN MOTION LTD COM 760975102 380 5,500 SH Defined 5.7 5,500 RESEARCH IN MOTION LTD COM 760975102 552 7,986 SH Defined 5.7 7,986 RESEARCH IN MOTION LTD COM 760975102 891 12,900 SH Defined 5.7 12,900 RESMED INC COM 761152107 40 934 SH Defined 5.7 934 RESMED INC COM 761152107 722 16,800 SH Defined 5.7 16,800 RESOURCE AMERICA INC CL A 761195205 102 10,700 SH Defined 5.6 10,700 RESOURCE CAP CORP COM 76120W302 69 11,400 SH Defined 5.6 11,400 RESOURCES CONNECTION INC COM 76122Q105 79 3,500 SH Defined 1.4 3,500 REYNOLDS AMERICAN INC COM 761713106 7,708 158,536 SH Defined 5.6 158,536 REYNOLDS AMERICAN INC COM 761713106 79 1,630 SH Defined 5.6 1,630 REYNOLDS AMERICAN INC COM 761713106 2,896 59,364 SH Defined 1 59,364 RF MICRODEVICES INC COM 749941100 3 1,000 SH Defined 1.4 1,000 RF MONOLITHICS INC COM 74955F106 2 2,340 SH Defined 5.6 2,340 RICKS CABARET INTL INC COM NEW 765641303 39 4,010 SH Defined 5.6 4,010 RIGEL PHARMACEUTICALS INC COM NEW 766559603 633 27,108 SH Defined 5.6 27,108 RIGHTNOW TECHNOLOGIES INC COM 76657R106 50 4,000 SH Defined 1.4 4,000 RIO TINTO PLC SPONSORED ADR 767204100 420 1,682 SH Defined 5.6 1,682 RIO TINTO PLC SPONSORED ADR 767204100 31 123 SH Defined 5.6 123 RIO TINTO PLC SPONSORED ADR 767204100 207 830 SH Defined 5.6 830 RIVERBED TECHNOLOGY INC COM 768573107 164 13,060 SH Defined 5.6 13,060 ROBERT HALF INTL INC COM 770323103 560 22,643 SH Defined 5.6 22,643 ROBERT HALF INTL INC COM 770323103 472 19,071 SH Defined 5.6 19,071 ROCKWELL AUTOMATION INC COM 773903109 2,969 79,518 SH Defined 5.6 79,518 ROCKWELL AUTOMATION INC COM 773903109 82 2,200 SH Defined 5.6 2,200 ROCKWELL AUTOMATION INC COM 773903109 912 24,417 SH Defined 5.6 24,417 ROCKWELL AUTOMATION INC COM 773903109 217 6,199 SH Defined 1 6,199 ROCKWELL COLLINS INC COM 774341101 49,822 1,036,014 SH Defined 5.6 1,036,014 ROCKWELL COLLINS INC COM 774341101 253 5,270 SH Defined 5.6 5,270 ROCKWOOD HLDGS INC COM 774415103 312 12,145 SH Defined 5.6 12,145 ROGERS COMMUNICATIONS INC CL B 775109200 2,798 86,180 SH Defined 5.6 86,180 ROGERS COMMUNICATIONS INC CL B 775109200 6,494 200,000 SH Defined 5.6 200,000 ROHM & HAAS CO COM 775371107 799 11,414 SH Defined 5.6 11,414 ROHM & HAAS CO COM 775371107 193 2,750 SH Defined 5.6 2,750 ROHM & HAAS CO COM 775371107 641 9,156 SH Defined 5.6 9,156 ROHM & HAAS CO COM 775371107 795 11,351 SH Defined 5.6 11,351 ROHM & HAAS CO COM 775371107 1,015 14,500 SH Defined 5.6 14,500 ROHM & HAAS CO COM 775371107 1,082 15,464 SH Defined 5.6 15,464 ROHM & HAAS CO COM 775371107 1,620 23,139 SH Defined 5.6 23,139 ROHM & HAAS CO COM 775371107 1,897 27,100 SH Defined 5.6 27,100 ROHM & HAAS CO COM 775371107 2,677 38,240 SH Defined 5.6 38,240 ROHM & HAAS CO COM 775371107 3,080 44,000 SH Defined 5.6 44,000 ROHM & HAAS CO COM 775371107 3,763 53,762 SH Defined 5.6 53,762 ROHM & HAAS CO COM 775371107 4,265 60,927 SH Defined 5.6 60,927 ROHM & HAAS CO COM 775371107 10,879 155,419 SH Defined 5.6 155,419 ROHM & HAAS CO COM 775371107 179 2,555 SH Defined 1 2,555 ROPER INDS INC NEW COM 776696106 12,700 222,957 SH Defined 5.6 222,957 ROSETTAGENOMICS LTD SHS M82183100 2 872 SH Defined 5.6 872 ROSS STORES INC COM 778296103 601 16,328 SH Defined 5.6 16,328 ROSS STORES INC COM 778296103 0 9 SH Defined 1 9 ROSTELECOM OPEN JT STK LNG D SPONSORED ADR 778529107 33 757 SH Defined 5.6 757 ROWAN COS INC COM 779382100 787 25,776 SH Defined 5.6 25,776 ROWAN COS INC COM 779382100 2 50 SH Defined 1.4 50 ROWAN COS INC COM 779382100 458 15,000 SH Defined 5.7 15,000 ROWAN COS INC COM 779382100 53 1,746 SH Defined 1 1,746 ROYAL BK CDA MONTREAL QUE COM 780087102 8,052 169,512 SH Defined 5.6 169,512 ROYAL BK CDA MONTREAL QUE COM 780087102 54 1,100 SH Defined 1,100 ROYAL BK CDA MONTREAL QUE COM 780087102 754 15,500 SH Defined 1 15,500 ROYAL BK SCOTLAND GROUP PLC SP ADR REP SHS 780097721 55 17,050 SH Defined 1.4 17,050 ROYAL CARIBBEAN CRUISES LTD COM V7780T103 146 7,033 SH Defined 5.6 7,033 ROYAL CARIBBEAN CRUISES LTD COM V7780T103 117 5,660 SH Defined 5.6 5,660 ROYAL CARIBBEAN CRUISES LTD COM V7780T103 145 6,990 SH Defined 5.6 6,990 ROYAL CARIBBEAN CRUISES LTD COM V7780T103 833 40,150 SH Defined 5.6 40,150 ROYAL GOLD INC COM 780287108 11,611 322,900 SH Defined 5.6 322,900 ROYAL GOLD INC COM 780287108 61 1,700 SH Defined 1.4 1,700 ROYAL GOLD INC COM 780287108 46 1,244 SH Defined 1 1,244 RTI INTL METALS INC COM 74973W107 2,688 150,000 SH Defined 1 150,000 RUBICON MINERALS CORP COM 780911103 187 125,377 SH Defined 1 125,377 RUBICON TECHNOLOGY INC COM 78112T107 619 85,700 SH Defined 5.6 85,700 RYDER SYS INC COM 783549108 260 4,186 SH Defined 5.6 4,186 RYDER SYS INC COM 783549108 7 120 SH Defined 1.4 120 RYDER SYS INC COM 783549108 143 2,464 SH Defined 1 2,464 RYLAND GROUP INC COM 783764103 7,391 278,700 SH Defined 5.6 278,700 RYLAND GROUP INC COM 783764103 39 1,480 SH Defined 5.6 1,480 RYLAND GROUP INC COM 783764103 66 2,500 SH Defined 5.6 2,500 RYLAND GROUP INC COM 783764103 90 3,400 SH Defined 5.6 3,400 RYLAND GROUP INC COM 783764103 226 8,525 SH Defined 5.6 8,525 SADIA S A SP ADR PFD 30 786326108 6 650 SH Defined 1 650 SAFEWAY INC COM NEW 786514208 3,970 167,387 SH Defined 5.6 167,387 SAFEWAY INC COM NEW 786514208 133 5,600 SH Defined 5.6 5,600 SAFEWAY INC COM NEW 786514208 161 6,828 SH Defined 1 6,828 SAIC INC COM 78390X101 42 2,100 SH Defined 5.6 2,100 SAIC INC COM 78390X101 170 8,420 SH Defined 5.6 8,420 SAKS INC COM 79377W108 74 8,053 SH Defined 5.6 8,053 SAKS INC COM 79377W108 137 14,824 SH Defined 5.6 14,824 SALESFORCE INC COM 79466L302 8,662 178,971 SH Defined 5.6 178,971 SALESFORCE INC COM 79466L302 102 2,100 SH Defined 1.4 2,100 SALESFORCE INC COM 79466L302 53 1,100 SH Defined 5.6 1,100 SALESFORCE INC COM 79466L302 411 8,500 SH Defined 5.7 8,500 SALESFORCE INC COM 79466L302 26 582 SH Defined 1 582 SANDERSON FARMS INC COM 800013104 1,297 35,300 SH Defined 5.6 35,300 SANDISK CORP COM 80004C101 661 33,825 SH Defined 5.6 33,825 SANDISK CORP COM 80004C101 319 16,300 SH Defined 1.4 16,300 SANDISK CORP COM 80004C101 43 2,208 SH Defined 5.6 2,208 SANDISK CORP COM 80004C101 110 5,638 SH Defined 5.6 5,638 SANDISK CORP COM 80004C101 154 7,900 SH Defined 5.6 7,900 SANDISK CORP COM 80004C101 484 24,750 SH Defined 5.6 24,750 SANDISK CORP NOTE 1.000% 5/1 80004CAC5 2,422 30,130 PRN Defined 5.6 30,130 SANDRIDGE ENERGY INC COM 80007P307 42 2,150 SH Defined 5.6 2,150 SANDRIDGE ENERGY INC COM 80007P307 49 2,500 SH Defined 5.6 2,500 SANDRIDGE ENERGY INC COM 80007P307 367 18,700 SH Defined 5.6 18,700 SANGAMO BIOSCIENCES INC COM 800677106 27 3,550 SH Defined 5.6 3,550 SANMINA SCI CORP COM 800907107 19 13,800 SH Defined 5.6 13,800 SANOFI AVENTIS SPONSORED ADR 80105N105 4,041 122,940 SH Defined 1.4 122,940 SAP AKTIENGESELLSCHAFT SPONSORED ADR 803054204 2,137 40,000 SH Defined 1.4 40,000 SAPPHIRE INDUSTRIALS CORP COM 80306T109 560 62,300 SH Defined 5.6 62,300 SAPPI LTD SPON ADR NEW 803069202 61 6,120 SH Defined 5.6 6,120 SARA LEE CORP COM 803111103 7,579 600,051 SH Defined 5.6 600,051 SARA LEE CORP COM 803111103 646 51,226 SH Defined 1 51,226 SASOL LTD SPONSORED ADR 803866300 7,393 174,000 SH Defined 5.6 174,000 SASOL LTD SPONSORED ADR 803866300 40 933 SH Defined 1.4 933 SATYAM COMPUTER SERVICES LTD ADR 804098101 322 19,962 SH Defined 8,9,10 19,962 SATYAM COMPUTER SERVICES LTD ADR 804098101 40 2,450 SH Defined 1.4 2,450 SATYAM COMPUTER SERVICES LTD ADR 804098101 168 10,400 SH Defined 5.7 10,400 SATYAM COMPUTER SERVICES LTD ADR 804098101 528 32,700 SH Defined 5.7 32,700 SAUL CTRS INC COM 804395101 81 1,600 SH Defined 5.6 1,600 SAVIENT PHARMACEUTICALS INC COM 80517Q100 1,163 77,994 SH Defined 5.6 77,994 SAVIENT PHARMACEUTICALS INC COM 80517Q100 61 4,100 SH Defined 5.6 4,100 SAVIENT PHARMACEUTICALS INC COM 80517Q100 167 11,208 SH Defined 5.6 11,208 SAVVIS INC COM NEW 805423308 16 1,200 SH Defined 1 1,200 SAVVIS INC NOTE 3.000% 5/1 805423AA8 2,886 42,910 PRN Defined 5.6 42,910 SBA COMMUNICATIONS CORP NOTE 0.375%12/0 78388JAJ5 1,387 15,560 PRN Defined 5.6 15,560 SBAMUNICATIONS CORP COM 78388J106 912 35,245 SH Defined 5.6 35,245 SBAMUNICATIONS CORP COM 78388J106 154 5,960 SH Defined 5.6 5,960 SCANA CORP NEW COM 80589M102 380 9,764 SH Defined 5.6 9,764 SCHEIN HENRY INC COM 806407102 648 12,041 SH Defined 5.6 12,041 SCHERING PLOUGH CORP COM 806605101 207 11,200 SH Defined 5.6 11,200 SCHERING PLOUGH CORP COM 806605101 5,885 318,599 SH Defined 5.6 318,599 SCHERING PLOUGH CORP COM 806605101 6 311 SH Defined 1.4 311 SCHERING PLOUGH CORP COM 806605101 187 10,150 SH Defined 5.6 10,150 SCHERING PLOUGH CORP COM 806605101 887 48,000 SH Defined 5.6 48,000 SCHERING PLOUGH CORP COM 806605101 124 6,694 SH Defined 5.7 6,694 SCHERING PLOUGH CORP COM 806605101 2,225 120,486 SH Defined 5.7 120,486 SCHERING PLOUGH CORP COM 806605101 13 762 SH Defined 1 762 SCHERING PLOUGH CORP PFD CONV MAN07 806605705 540 3,155 SH Defined 5.6 3,155 SCHERING PLOUGH CORP PFD CONV MAN07 806605705 2,699 15,765 SH Defined 5.6 15,765 SCHLUMBERGER LTD COM 806857108 1,260 16,140 SH Defined 5.6 16,140 SCHLUMBERGER LTD COM 806857108 93,558 1,198,084 SH Defined 5.6 1,198,084 SCHLUMBERGER LTD COM 806857108 103 1,317 SH Defined 1.4 1,317 SCHLUMBERGER LTD COM 806857108 78 1,000 SH Defined 1.2 1,000 SCHLUMBERGER LTD COM 806857108 11 141 SH Defined 5.7 141 SCHLUMBERGER LTD COM 806857108 16 201 SH Defined 5.7 201 SCHLUMBERGER LTD COM 806857108 134 1,720 SH Defined 5.7 1,720 SCHLUMBERGER LTD COM 806857108 225 2,880 SH Defined 5.7 2,880 SCHLUMBERGER LTD COM 806857108 315 4,030 SH Defined 5.7 4,030 SCHLUMBERGER LTD COM 806857108 317 4,060 SH Defined 5.7 4,060 SCHLUMBERGER LTD COM 806857108 390 5,000 SH Defined 5.7 5,000 SCHLUMBERGER LTD COM 806857108 836 10,700 SH Defined 5.7 10,700 SCHLUMBERGER LTD COM 806857108 11,187 143,260 SH Defined 5.7 143,260 SCHLUMBERGER LTD COM 806857108 321 4,112 SH Defined 4,112 SCHLUMBERGER LTD COM 806857108 353 4,519 SH Defined 4,519 SCHLUMBERGER LTD COM 806857108 16 211 SH Defined 1 211 SCHNITZER STL INDS CL A 806882106 69 1,763 SH Defined 5.6 1,763 SCHOLASTIC CORP COM 807066105 46 1,800 SH Defined 5.6 1,800 SCHULMAN A INC COM 808194104 69 3,510 SH Defined 5.6 3,510 SCHWAB CHARLES CORP NEW COM 808513105 78,347 3,013,334 SH Defined 5.6 3,013,334 SCHWAB CHARLES CORP NEW COM 808513105 239 9,200 SH Defined 5.6 9,200 SCHWAB CHARLES CORP NEW COM 808513105 399 15,344 SH Defined 5.6 15,344 SCHWAB CHARLES CORP NEW COM 808513105 6,786 260,999 SH Defined 5.6 260,999 SCHWAB CHARLES CORP NEW COM 808513105 314 14,439 SH Defined 1 14,439 SCIELE PHARMA INC COM 808627103 160 5,200 SH Defined 5.6 5,200 SCIELE PHARMA INC COM 808627103 454 14,702 SH Defined 5.6 14,702 SCIELE PHARMA INC COM 808627103 498 16,152 SH Defined 5.6 16,152 SCIELE PHARMA INC COM 808627103 2,550 82,635 SH Defined 5.6 82,635 SCOTTS MIRACLE GRO CO CL A 810186106 1,626 68,800 SH Defined 5.6 68,800 SCRIPPS NETWORKS INTERACT IN CL COM 811065101 538 14,826 SH Defined 5.6 14,826 SCRIPPS NETWORKS INTERACT IN CL COM 811065101 195 5,361 SH Defined 1 5,361 SEABOARD CORP COM 811543107 1,234 982 SH Defined 5.6 982 SEABRIDGE GOLD INC COM 811916105 18 1,000 SH Defined 1.4 1,000 SEAGATE TECHNOLOGY SHS G7945J104 1,468 121,111 SH Defined 5.6 121,111 SEAGATE TECHNOLOGY SHS G7945J104 179 14,809 SH Defined 5.6 14,809 SEAGATE TECHNOLOGY SHS G7945J104 210 17,300 SH Defined 5.6 17,300 SEAGATE TECHNOLOGY SHS G7945J104 239 19,718 SH Defined 5.6 19,718 SEALED AIR CORP NEW COM 81211K100 427 19,436 SH Defined 5.6 19,436 SEALED AIR CORP NEW COM 81211K100 43 1,970 SH Defined 5.6 1,970 SEARS HLDGS CORP COM 812350106 35 372 SH Defined 8,9,10 372 SEARS HLDGS CORP COM 812350106 253 2,708 SH Defined 8,9,10 2,708 SEARS HLDGS CORP COM 812350106 524 5,604 SH Defined 5.6 5,604 SEARS HLDGS CORP COM 812350106 114 1,215 SH Defined 1.4 1,215 SEARS HLDGS CORP COM 812350106 126 1,350 SH Defined 5.6 1,350 SEARS HLDGS CORP COM 812350106 566 6,050 SH Defined 5.6 6,050 SEARS HLDGS CORP COM 812350106 225 2,449 SH Defined 1 2,449 SECUREPUTING CORP COM 813705100 36 6,552 SH Defined 5.6 6,552 SECUREPUTING CORP COM 813705100 1,053 192,117 SH Defined 5.6 192,117 SEI INVESTMENTS CO COM 784117103 179 8,053 SH Defined 5.6 8,053 SEI INVESTMENTS CO COM 784117103 4,155 187,163 SH Defined 5.6 187,163 SELECT SECTOR SPDR TR SBI INT-ENERGY 81369Y506 215 3,400 SH Defined 1.4 3,400 SELECT SECTOR SPDR TR SBI INT-ENERGY 81369Y506 61 960 SH Defined 5.6 960 SELECT SECTOR SPDR TR SBI INT-ENERGY 81369Y506 4,201 70,432 SH Defined 1 70,432 SELECT SECTOR SPDR TR SBI INT-FINL 81369Y605 3,014 150,000 SH Defined 5.6 150,000 SELECT SECTOR SPDR TR SBI INT-FINL 81369Y605 1,356 68,150 SH Defined 1.4 68,150 SELECT SECTOR SPDR TR SBI INT-FINL 81369Y605 640 32,200 SH Defined 5.6 32,200 SELECT SECTOR SPDR TR SBI INT-FINL 81369Y605 1,237 62,200 SH Defined 5.6 62,200 SELECT SECTOR SPDR TR SBI INT-FINL 81369Y605 28,383 1,427,000 SH Defined 5.6 1,427,000 SELECT SECTOR SPDR TR SBI INT-FINL 81369Y605 5,579 300,436 SH Defined 1 300,436 SELECTFORT CORP COM 81616X103 8 5,020 SH Defined 5.6 5,020 SEMICONDUCTOR HLDRS TR DEP RCPT 816636203 188 8,000 SH Defined 5.6 8,000 SEMICONDUCTOR HLDRS TR DEP RCPT 816636203 175 7,100 SH Defined 5.6 7,100 SEMICONDUCTOR HLDRS TR DEP RCPT 816636203 0 13 SH Defined 5.6 13 SEMICONDUCTOR HLDRS TR DEP RCPT 816636203 1 53 SH Defined 5.6 53 SEMICONDUCTOR HLDRS TR DEP RCPT 816636203 10 412 SH Defined 5.6 412 SEMPRA ENERGY COM 816851109 1,227 24,309 SH Defined 5.6 24,309 SEMPRA ENERGY COM 816851109 55 1,090 SH Defined 1 1,090 SEMTECH CORP COM 816850101 272 19,500 SH Defined 5.6 19,500 SENIOR HSG PPTYS TR SH BEN INT 81721M109 510 21,400 SH Defined 5.6 21,400 SENIOR HSG PPTYS TR SH BEN INT 81721M109 238 10,000 SH Defined 5.6 10,000 SENSIENT TECHNOLOGIES CORP COM 81725T100 101 3,600 SH Defined 5.6 3,600 SEPRACOR INC COM 817315104 163 8,900 SH Defined 5.6 8,900 SEPRACOR INC COM 817315104 285 15,581 SH Defined 5.6 15,581 SEQUENOM INC COM NEW 817337405 527 19,810 SH Defined 5.6 19,810 SERVICE CORP INTL COM 817565104 169 20,244 SH Defined 5.6 20,244 SERVICE CORP INTL COM 817565104 592 70,860 SH Defined 5.6 70,860 SHANDA INTERACTIVE ENTMT LTD SPONSORED ADR 81941Q203 42 1,652 SH Defined 1.4 1,652 SHAW COMMUNICATIONS INC CL B CONV 82028K200 219 10,827 SH Defined 5.6 10,827 SHAW GROUP INC COM 820280105 62 2,020 SH Defined 1.4 2,020 SHAW GROUP INC COM 820280105 11 353 SH Defined 5.6 353 SHAW GROUP INC COM 820280105 305 9,930 SH Defined 5.6 9,930 SHENANDOAH TELECOMMUNICATION COM 82312B106 18 820 SH Defined 5.6 820 SHERWIN WILLIAMS CO COM 824348106 470 8,221 SH Defined 5.6 8,221 SHIP FINANCE INTERNATIONAL L SHS G81075106 3 145 SH Defined 1.4 145 SHIRE PLC SPONSORED ADR 82481R106 296 6,200 SH Defined 5.6 6,200 SHOE CARNIVAL INC COM 824889109 14 875 SH Defined 1 875 SI INTL INC COM 78427V102 256 8,531 SH Defined 5.6 8,531 SI INTL INC COM 78427V102 259 8,628 SH Defined 5.6 8,628 SI INTL INC COM 78427V102 280 9,302 SH Defined 5.6 9,302 SI INTL INC COM 78427V102 1,367 45,491 SH Defined 5.6 45,491 SIEMENS A G SPONSORED ADR 826197501 779 8,300 SH Defined 5.6 8,300 SIERRA PAC RES NEW COM 826428104 283 29,500 SH Defined 5.6 29,500 SIERRA PAC RES NEW COM 826428104 146 15,226 SH Defined 5.6 15,226 SIERRA PAC RES NEW COM 826428104 1,004 104,850 SH Defined 5.6 104,850 SIERRA PAC RES NEW COM 826428104 111 11,600 SH Defined 5.7 11,600 SIERRA PAC RES NEW COM 826428104 431 45,000 SH Defined 5.7 45,000 SIERRA WIRELESS INC COM 826516106 1,800 179,993 SH Defined 1 179,993 SIFY LTD SPONSORED ADR 82655M107 4,130 2,360,271 SH Defined 1 2,360,271 SIGMA ALDRICH CORP COM 826552101 512 9,775 SH Defined 5.6 9,775 SIGMA ALDRICH CORP COM 826552101 37 719 SH Defined 1 719 SIGMA DESIGNS INC COM 826565103 3 200 SH Defined 1.4 200 SILICON LABORATORIES INC COM 826919102 98 3,200 SH Defined 5.6 3,200 SILICON MOTION TECHNOLOGY CO SPONSORED ADR 82706C108 67 14,338 SH Defined 1.4 14,338 SILICON STORAGE TECHNOLOGY I COM 827057100 69 21,304 SH Defined 5.6 21,304 SILICONWARE PRECISION INDS L SPONSD ADR SPL 827084864 8 1,414 SH Defined 5.6 1,414 SILVER STD RES INC COM 82823L106 139 8,453 SH Defined 1.4 8,453 SILVER STD RES INC COM 82823L106 16 1,000 SH Defined 1,000 SILVER WHEATON CORP COM 828336107 6,646 818,798 SH Defined 5.6 818,798 SILVER WHEATON CORP COM 828336107 163 19,650 SH Defined 1.4 19,650 SIMON PPTY GROUP INC NEW COM 828806109 9,271 95,578 SH Defined 5.6 95,578 SIMON PPTY GROUP INC NEW COM 828806109 161 1,655 SH Defined 5.6 1,655 SIMON PPTY GROUP INC NEW COM 828806109 150 1,550 SH Defined 5.7 1,550 SIMON PPTY GROUP INC NEW COM 828806109 225 2,324 SH Defined 5.7 2,324 SIMON PPTY GROUP INC NEW COM 828806109 595 6,130 SH Defined 5.7 6,130 SIMON PPTY GROUP INC NEW COM 828806109 4,560 47,006 SH Defined 5.7 47,006 SIMON PPTY GROUP INC NEW COM 828806109 282 3,113 SH Defined 1 3,113 SIMTEK CORP COM NEW 829204304 1 230 SH Defined 1.4 230 SINA CORP ORD G81477104 4,203 119,400 SH Defined 5.6 119,400 SINA CORP ORD G81477104 4,608 130,900 SH Defined 5.6 130,900 SINA CORP ORD G81477104 102 2,900 SH Defined 1.4 2,900 SINA CORP ORD G81477104 66 1,874 SH Defined 5.6 1,874 SINA CORP ORD G81477104 126 3,579 SH Defined 5.6 3,579 SINA CORP ORD G81477104 144 4,100 SH Defined 5.7 4,100 SINA CORP ORD G81477104 162 4,607 SH Defined 5.7 4,607 SINA CORP ORD G81477104 605 17,200 SH Defined 5.7 17,200 SINA CORP ORD G81477104 3,520 100,000 SH Defined 5.7 100,000 SINA CORP ORD G81477104 27,762 844,328 SH Defined 1 844,328 SINOPEC SHANGHAI PETROCHEMIC SPON ADR H 82935M109 11 480 SH Defined 1.4 480 SIRIUS SATELLITE RADIO INC NOTE 3.250%10/1 82966UAD5 295 4,800 PRN Defined 5.6 4,800 SIRIUS XM RADIO INC COM 82967N108 228 400,375 SH Defined 5.6 400,375 SIRIUS XM RADIO INC COM 82967N108 90 157,350 SH Defined 1.4 157,350 SIRIUS XM RADIO INC COM 82967N108 201 352,000 SH Defined 5.6 352,000 SIRIUS XM RADIO INC COM 82967N108 1 1,698 SH Defined 1 1,698 SIX FLAGS INC PIERS 83001P505 91 16,232 SH Defined 5.6 16,232 SIX FLAGS INC PIERS 83001P505 268 47,930 SH Defined 5.6 47,930 SK TELECOM LTD SPONSORED ADR 78440P108 2,524 134,087 SH Defined 5.6 134,087 SK TELECOM LTD SPONSORED ADR 78440P108 436 23,190 SH Defined 5.6 23,190 SKILLED HEALTHCARE GROUP INC CL A 83066R107 369 23,235 SH Defined 5.6 23,235 SKYLINE CORP COM 830830105 3 100 SH Defined 1.4 100 SKYWEST INC COM 830879102 158 9,900 SH Defined 5.6 9,900 SL GREEN RLTY CORP COM 78440X101 1,269 19,582 SH Defined 5.6 19,582 SL GREEN RLTY CORP COM 78440X101 297 4,580 SH Defined 5.7 4,580 SL GREEN RLTY CORP COM 78440X101 454 7,000 SH Defined 5.7 7,000 SL GREEN RLTY CORP COM 78440X101 489 7,550 SH Defined 5.7 7,550 SL GREEN RLTY CORP COM 78440X101 648 10,000 SH Defined 5.7 10,000 SL GREEN RLTY CORP COM 78440X101 1,554 23,980 SH Defined 5.7 23,980 SLM CORP COM 78442P106 601 48,709 SH Defined 5.6 48,709 SLM CORP COM 78442P106 2 200 SH Defined 1.4 200 SLM CORP COM 78442P106 333 27,021 SH Defined 1 27,021 SMITH INTL INC COM 832110100 1,237 21,093 SH Defined 5.6 21,093 SMITH INTL INC COM 832110100 36 618 SH Defined 5.6 618 SMITH INTL INC COM 832110100 29 502 SH Defined 5.7 502 SMITH INTL INC COM 832110100 530 9,030 SH Defined 5.7 9,030 SMITH INTL INC COM 832110100 58 987 SH Defined 1 987 SMITHFIELD FOODS INC COM 832248108 1,134 71,400 SH Defined 5.6 71,400 SMITHFIELD FOODS INC NOTE 4.000% 6/3 832248AR9 1,537 18,000 PRN Defined 5.6 18,000 SMUCKER J M CO COM NEW 832696405 0 2 SH Defined 1.3 2 SMUCKER J M CO COM NEW 832696405 14 269 SH Defined 1 269 SMURFIT-STONE CONTAINER CORP COM 832727101 2 500 SH Defined 1.4 500 SNAP ON INC COM 833034101 111 2,116 SH Defined 5.6 2,116 SNAP ON INC COM 833034101 53 1,000 SH Defined 1.4 1,000 SNAP ON INC COM 833034101 321 6,100 SH Defined 5.6 6,100 SNAP ON INC COM 833034101 151 2,875 SH Defined 1 2,875 SOCIEDAD QUIMICA MINERA DE C SPON ADR SER B 833635105 355 14,100 SH Defined 5.6 14,100 SOCIEDAD QUIMICA MINERA DE C SPON ADR SER B 833635105 3,693 146,500 SH Defined 5.6 146,500 SOHU INC COM 83408W103 167 3,000 SH Defined 5.6 3,000 SOHU INC COM 83408W103 251 4,497 SH Defined 5.6 4,497 SOHU INC COM 83408W103 72 1,300 SH Defined 5.7 1,300 SOHU INC COM 83408W103 452 8,100 SH Defined 5.7 8,100 SOHU INC COM 83408W103 5,575 100,000 SH Defined 5.7 100,000 SOLARFUN POWER HOLDINGS CO L SPONSORED ADR 83415U108 22 2,100 SH Defined 1.4 2,100 SOLITARIO EXPL & RTY CORP COM 8342EP107 134 40,873 SH Defined 5.6 40,873 SOLUTIA INC COM NEW 834376501 1 62 SH Defined 5.6 62 SONIC INNOVATIONS INC COM 83545M109 11 4,500 SH Defined 5.6 4,500 SONUS NETWORKS INC COM 835916107 46 15,900 SH Defined 5.6 15,900 SONY CORP ADR NEW 835699307 81 2,620 SH Defined 1.4 2,620 SOTHEBYS HLDGS INC CL A 835898107 50 2,485 SH Defined 1.4 2,485 SOUTHERN CO COM 842587107 38,212 1,013,837 SH Defined 5.6 1,013,837 SOUTHERN CO COM 842587107 66 1,763 SH Defined 5.6 1,763 SOUTHERN CO COM 842587107 100 2,655 SH Defined 1 2,655 SOUTHERN CO COM 842587107 5,746 154,260 SH Defined 1 154,260 SOUTHERN COPPER CORP COM 84265V105 735 38,500 SH Defined 5.6 38,500 SOUTHERN COPPER CORP COM 84265V105 84 4,424 SH Defined 1.4 4,424 SOUTHERN COPPER CORP COM 84265V105 6,330 338,143 SH Defined 1 338,143 SOUTHERN UN CO NEW COM 844030106 40 1,936 SH Defined 5.6 1,936 SOUTHERN UN CO NEW COM 844030106 106 5,124 SH Defined 5.6 5,124 SOUTHERN UN CO NEW COM 844030106 330 16,000 SH Defined 5.6 16,000 SOUTHWEST AIRLS CO COM 844741108 707 48,748 SH Defined 5.6 48,748 SOUTHWEST AIRLS CO COM 844741108 716 49,344 SH Defined 1.4 49,344 SOUTHWEST AIRLS CO COM 844741108 142 9,800 SH Defined 5.6 9,800 SOUTHWEST AIRLS CO COM 844741108 334 23,020 SH Defined 5.6 23,020 SOUTHWEST AIRLS CO COM 844741108 119 8,182 SH Defined 1 8,182 SOUTHWEST WTR CO COM 845331107 599 47,000 SH Defined 5.6 47,000 SOUTHWESTERN ENERGY CO COM 845467109 10,275 336,429 SH Defined 5.6 336,429 SOUTHWESTERN ENERGY CO COM 845467109 6 200 SH Defined 5.6 200 SOUTHWESTERN ENERGY CO COM 845467109 28 929 SH Defined 5.6 929 SOUTHWESTERN ENERGY CO COM 845467109 130 4,273 SH Defined 5.6 4,273 SOUTHWESTERN ENERGY CO COM 845467109 1,328 43,486 SH Defined 5.6 43,486 SOUTHWESTERN ENERGY CO COM 845467109 617 20,200 SH Defined 5.6 20,200 SOUTHWESTERN ENERGY CO COM 845467109 122 3,999 SH Defined 1 3,999 SOVEREIGN BANCORP INC COM 845905108 289 73,170 SH Defined 5.6 73,170 SOVEREIGN BANCORP INC COM 845905108 4 1,029 SH Defined 1.4 1,029 SOVEREIGN BANCORP INC COM 845905108 83 20,925 SH Defined 1 20,925 SOVEREIGN BANCORP INC COM 845905108 43 10,900 SH Defined 5.6 10,900 SOVEREIGN BANCORP INC COM 845905108 63 27,108 SH Defined 1 27,108 SOVRAN SELF STORAGE INC COM 84610H108 201 4,500 SH Defined 5.6 4,500 SP ACQUISITION HOLDINGS INC *W EXP 10/10/20 78470A112 6 15,050 SH Defined 5.6 15,050 SP ACQUISITION HOLDINGS INC *W EXP 10/10/20 78470A112 23 57,000 SH Defined 5.6 57,000 SP ACQUISITION HOLDINGS INC COM 78470A104 97 10,396 SH Defined 5.6 10,396 SP ACQUISITION HOLDINGS INC COM 78470A104 604 65,000 SH Defined 5.6 65,000 SPANSION INC COM CL A 84649R101 318 205,000 SH Defined 1.4 205,000 SPDR GOLD TRUST GOLD SHS 78463V107 362 4,250 SH Defined 1.4 4,250 SPDR GOLD TRUST GOLD SHS 78463V107 21 242 SH Defined 1.3 242 SPDR GOLD TRUST GOLD SHS 78463V107 531 6,238 SH Defined 5.6 6,238 SPDR GOLD TRUST GOLD SHS 78463V107 9,525 111,966 SH Defined 5.6 111,966 SPDR GOLD TRUST GOLD SHS 78463V107 851 10,000 SH Defined 1 10,000 SPDR SERIES TRUST KBW BK ETF 78464A797 80 2,370 SH Defined 1.4 2,370 SPDR SERIES TRUST S&P BIOTECH 78464A870 200 3,302 SH Defined 5.6 3,302 SPDR SERIES TRUST S&P HOMEBUILD 78464A888 387 19,650 SH Defined 1.4 19,650 SPDR SERIES TRUST S&P HOMEBUILD 78464A888 87 4,400 SH Defined 5.6 4,400 SPDR SERIES TRUST S&P METALS MNG 78464A755 0 6 SH Defined 5.6 6 SPDR TR UNIT SER 1 78462F103 17,478 150,000 SH Defined 5.6 150,000 SPDR TR UNIT SER 1 78462F103 39,012 334,808 SH Defined 5.6 334,808 SPDR TR UNIT SER 1 78462F103 139 1,200 SH Defined 1.4 1,200 SPDR TR UNIT SER 1 78462F103 6,347 54,718 SH Defined 1.3 54,718 SPDR TR UNIT SER 1 78462F103 21,313 183,747 SH Defined 1.2 183,747 SPDR TR UNIT SER 1 78462F103 429 3,700 SH Defined 1 3,700 SPDR TR UNIT SER 1 78462F103 201 1,737 SH Defined 5.6 1,737 SPDR TR UNIT SER 1 78462F103 5,568 48,000 SH Defined 48,000 SPDR TR UNIT SER 1 78462F103 426 3,670 SH Defined 3,670 SPECTRA ENERGY CORP COM 847560109 1,484 62,373 SH Defined 5.6 62,373 SPECTRA ENERGY CORP COM 847560109 22 929 SH Defined 5.6 929 SPECTRA ENERGY CORP COM 847560109 35 1,472 SH Defined 1 1,472 SPECTRUM BRANDS INC COM 84762L105 1,726 1,241,600 SH Defined 1.4 1,241,600 SPIRIT AEROSYSTEMS HLDGS INC COM CL A 848574109 73 4,549 SH Defined 5.6 4,549 SPIRIT AEROSYSTEMS HLDGS INC COM CL A 848574109 137 8,530 SH Defined 5.6 8,530 SPORTS PPTYS ACQUISITION COR *W EXP 01/17/20 84920F115 7 22,355 SH Defined 5.6 22,355 SPORTS PPTYS ACQUISITION COR *W EXP 01/17/20 84920F115 16 52,000 SH Defined 5.6 52,000 SPORTS PPTYS ACQUISITION COR COM 84920F107 468 52,000 SH Defined 5.6 52,000 SPRINT NEXTEL CORP COM SER 1 852061100 2,079 340,813 SH Defined 5.6 340,813 SPRINT NEXTEL CORP COM SER 1 852061100 525 86,075 SH Defined 1.4 86,075 SPRINT NEXTEL CORP COM SER 1 852061100 9 1,482 SH Defined 5.6 1,482 SPRINT NEXTEL CORP COM SER 1 852061100 541 88,700 SH Defined 5.6 88,700 SPRINT NEXTEL CORP COM SER 1 852061100 127 20,900 SH Defined 5.7 20,900 SPRINT NEXTEL CORP COM SER 1 852061100 488 80,000 SH Defined 5.7 80,000 SPRINT NEXTEL CORP COM SER 1 852061100 175 28,712 SH Defined 1 28,712 SPX CORP COM 784635104 13,679 177,647 SH Defined 5.6 177,647 SPX CORP COM 784635104 1 11 SH Defined 5.6 11 SPX CORP COM 784635104 158 2,052 SH Defined 5.6 2,052 SPX CORP COM 784635104 216 2,800 SH Defined 5.6 2,800 ST JOE CO COM 790148100 49 1,263 SH Defined 8,9,10 1,263 ST JOE CO COM 790148100 360 9,207 SH Defined 8,9,10 9,207 ST JOE CO COM 790148100 403 10,317 SH Defined 5.6 10,317 ST JUDE MED INC COM 790849103 35,215 809,732 SH Defined 5.6 809,732 ST JUDE MED INC COM 790849103 65 1,491 SH Defined 5.6 1,491 ST JUDE MED INC COM 790849103 361 8,300 SH Defined 5.6 8,300 ST JUDE MED INC COM 790849103 2,305 53,000 SH Defined 5.6 53,000 ST JUDE MED INC COM 790849103 3,449 79,300 SH Defined 5.6 79,300 ST JUDE MED INC COM 790849103 250 5,745 SH Defined 1 5,745 STANCORP FINL GROUP INC COM 852891100 468 9,000 SH Defined 5.6 9,000 STANDARD PAC CORP NOTE 6.000%10/0 853763AA8 446 5,330 PRN Defined 5.6 5,330 STANDARD PAC CORP NEW COM 85375C101 45 9,115 SH Defined 5.6 9,115 STANLEY WKS COM 854616109 1,404 33,643 SH Defined 5.6 33,643 STANLEY WKS COM 854616109 138 3,314 SH Defined 1 3,314 STAPLES INC COM 855030102 4,154 184,629 SH Defined 5.6 184,629 STAPLES INC COM 855030102 609 27,075 SH Defined 1.4 27,075 STAPLES INC COM 855030102 255 11,352 SH Defined 5.6 11,352 STAPLES INC COM 855030102 6 253 SH Defined 5.7 253 STAR BULK CARRIERS CORP COM Y8162K105 165 23,600 SH Defined 1.4 23,600 STARBUCKS CORP COM 855244109 1,938 130,335 SH Defined 5.6 130,335 STARBUCKS CORP COM 855244109 51 3,400 SH Defined 1 3,400 STARBUCKS CORP COM 855244109 391 26,282 SH Defined 5.6 26,282 STARBUCKS CORP COM 855244109 955 64,250 SH Defined 5.6 64,250 STARBUCKS CORP COM 855244109 6 402 SH Defined 5.7 402 STARBUCKS CORP COM 855244109 2,129 150,241 SH Defined 1 150,241 STARWOOD HOTELS&RESORTS WRLD COM 85590A401 455 16,168 SH Defined 5.6 16,168 STARWOOD HOTELS&RESORTS WRLD COM 85590A401 34 1,200 SH Defined 5.6 1,200 STARWOOD HOTELS&RESORTS WRLD COM 85590A401 1,666 59,200 SH Defined 5.6 59,200 STARWOOD HOTELS&RESORTS WRLD COM 85590A401 17 617 SH Defined 617 STARWOOD HOTELS&RESORTS WRLD COM 85590A401 694 25,419 SH Defined 1 25,419 STATE STR CORP COM 857477103 7,172 126,098 SH Defined 5.6 126,098 STATE STR CORP COM 857477103 102 1,800 SH Defined 5.6 1,800 STATE STR CORP COM 857477103 2,959 52,019 SH Defined 5.6 52,019 STATE STR CORP COM 857477103 9,444 166,028 SH Defined 5.6 166,028 STATE STR CORP COM 857477103 5 80 SH Defined 5.7 80 STATE STR CORP COM 857477103 45 761 SH Defined 1 761 STEAK N SHAKE CO COM 857873103 167 19,278 SH Defined 5.6 19,278 STEALTHGAS INC SHS Y81669106 335 24,800 SH Defined 5.6 24,800 STEEL DYNAMICS INC COM 858119100 1,746 102,162 SH Defined 5.6 102,162 STEEL DYNAMICS INC COM 858119100 68 4,000 SH Defined 5.6 4,000 STEELCASE INC CL A 858155203 162 15,068 SH Defined 5.6 15,068 STERICYCLE INC COM 858912108 1,272 21,600 SH Defined 5.6 21,600 STERICYCLE INC COM 858912108 15 263 SH Defined 1.4 263 STERLITE INDS INDIA LTD ADS 859737207 77 8,500 SH Defined 1.4 8,500 STEWART ENTERPRISES INC CL A 860370105 38 4,785 SH Defined 5.6 4,785 STEWART ENTERPRISES INC CL A 860370105 322 41,020 SH Defined 5.6 41,020 STEWART ENTERPRISES INC NOTE 3.125% 7/1 860370AH8 1,681 17,000 PRN Defined 5.6 17,000 STILLWATER MNG CO COM 86074Q102 15 2,529 SH Defined 1.4 2,529 STMICROELECTRONICS N V NY REGISTRY 861012102 268 27,165 SH Defined 1 27,165 STOCKERYALE INC COM NEW 86126T203 0 48 SH Defined 1.4 48 STONE ENERGY CORP COM 861642106 89 2,100 SH Defined 5.7 2,100 STONE ENERGY CORP COM 861642106 364 8,600 SH Defined 5.7 8,600 STRATEGIC HOTEL CAP INC COM 86272T106 112 14,800 SH Defined 5.6 14,800 STREAM GLOBAL SVCS INC *W EXP 10/17/20 86323M118 4 31,279 SH Defined 5.6 31,279 STREAM GLOBAL SVCS INC COM 86323M100 1 420 SH Defined 5.6 420 STRYKER CORP COM 863667101 2,713 43,548 SH Defined 5.6 43,548 SULPHCO INC COM 865378103 136 67,548 SH Defined 1.4 67,548 SUN LIFE FINL INC COM 866796105 4,278 122,271 SH Defined 5.6 122,271 SUN MICROSYSTEMS INC COM NEW 866810203 1,531 201,490 SH Defined 5.6 201,490 SUN MICROSYSTEMS INC COM NEW 866810203 39 5,100 SH Defined 1.4 5,100 SUN MICROSYSTEMS INC COM NEW 866810203 148 19,500 SH Defined 5.6 19,500 SUN MICROSYSTEMS INC COM NEW 866810203 157 20,682 SH Defined 5.6 20,682 SUN MICROSYSTEMS INC COM NEW 866810203 17 2,200 SH Defined 2,200 SUN MICROSYSTEMS INC COM NEW 866810203 1,670 247,472 SH Defined 1 247,472 SUNAMERICA FCSED ALPHA GRW F COM 867037103 52 4,000 SH Defined 1.4 4,000 SUNAMERICA FCSED ALPHA GRW F COM 867037103 235 18,200 SH Defined 5.6 18,200 SUNAMERICA FOCUSE ALPHA LC F COM 867038101 163 12,600 SH Defined 5.6 12,600 SUNCOR ENERGY INC COM 867229106 22,441 542,258 SH Defined 5.6 542,258 SUNCOR ENERGY INC COM 867229106 57 1,344 SH Defined 1.4 1,344 SUNCOR ENERGY INC COM 867229106 0 1 SH Defined 5.6 1 SUNCOR ENERGY INC COM 867229106 78 1,833 SH Defined 1 1,833 SUNCOR ENERGY INC COM 867229106 77 1,816 SH Defined 5.7 1,816 SUNCOR ENERGY INC COM 867229106 170 4,000 SH Defined 5.7 4,000 SUNCOR ENERGY INC COM 867229106 1,386 32,700 SH Defined 5.7 32,700 SUNMUNITIES INC COM 866674104 85 4,300 SH Defined 5.6 4,300 SUNOCO INC COM 86764P109 885 24,860 SH Defined 5.6 24,860 SUNOCO INC COM 86764P109 203 5,700 SH Defined 5.6 5,700 SUNOCO INC COM 86764P109 157 4,405 SH Defined 5.7 4,405 SUNPOWER CORP COM CL A 867652109 145 2,048 SH Defined 5.6 2,048 SUNPOWER CORP COM CL A 867652109 84 1,190 SH Defined 5.6 1,190 SUNPOWER CORP COM CL A 867652109 326 4,600 SH Defined 5.6 4,600 SUNPOWER CORP COM CL A 867652109 170 2,400 SH Defined 5.6 2,400 SUNPOWER CORP COM CL A 867652109 355 5,000 SH Defined 5.7 5,000 SUNPOWERCORP DBCV 1.250% 2/1 867652AA7 4,337 3,500 PRN Defined 5.6 3,500 SUNSTONE HOTEL INVS INC NEW COM 867892101 170 12,600 SH Defined 5.6 12,600 SUNTECH PWR HLDGS CO LTD ADR 86800C104 50 1,404 SH Defined 1.4 1,404 SUNTECH PWR HLDGS CO LTD ADR 86800C104 359 10,000 SH Defined 1.2 10,000 SUNTECH PWR HLDGS CO LTD ADR 86800C104 714 19,916 SH Defined 1.2 19,916 SUNTECH PWR HLDGS CO LTD ADR 86800C104 1,184 33,000 SH Defined 1.2 33,000 SUNTECH PWR HLDGS CO LTD ADR 86800C104 108 3,000 SH Defined 5.7 3,000 SUNTECH PWR HLDGS CO LTD ADR 86800C104 158 4,400 SH Defined 5.7 4,400 SUNTECH PWR HLDGS CO LTD ADR 86800C104 778 21,700 SH Defined 5.7 21,700 SUNTECH PWR HLDGS CO LTD NOTE 0.250% 2/1 86800CAC8 195 2,110 PRN Defined 5.6 2,110 SUNTECH PWR HLDGS CO LTD NOTE 0.250% 2/1 86800CAC8 932 10,100 PRN Defined 5.6 10,100 SUNTECH PWR HLDGS CO LTD NOTE 3.000% 3/1 86800CAE4 362 3,500 PRN Defined 5.6 3,500 SUNTRUST BKS INC COM 867914103 1,533 34,074 SH Defined 5.6 34,074 SUNTRUST BKS INC COM 867914103 54 1,200 SH Defined 5.6 1,200 SUNTRUST BKS INC COM 867914103 2,312 51,400 SH Defined 5.6 51,400 SUPERIOR ENERGY SVCS INC COM 868157108 65 2,100 SH Defined 5.6 2,100 SUPERIOR ENERGY SVCS INC COM 868157108 816 26,200 SH Defined 1.2 26,200 SUPERIOR ENERGY SVCS INC COM 868157108 943 30,271 SH Defined 1.2 30,271 SUPERIOR ENERGY SVCS INC COM 868157108 1,900 61,000 SH Defined 1.2 61,000 SUPERVALU INC COM 868536103 1,995 91,942 SH Defined 5.6 91,942 SUPERVALU INC COM 868536103 465 21,419 SH Defined 1.4 21,419 SUPERVALU INC COM 868536103 146 6,750 SH Defined 5.7 6,750 SUPERVALU INC COM 868536103 488 22,500 SH Defined 5.7 22,500 SUPERVALU INC COM 868536103 212 9,374 SH Defined 1 9,374 SVB FINL GROUP COM 78486Q101 176 3,387 SH Defined 1 3,387 SWISS HELVETIA FD INC COM 870875101 54 4,300 SH Defined 1.4 4,300 SYBASE INC COM 871130100 230 7,500 SH Defined 5.6 7,500 SYCAMORE NETWORKS INC COM 871206108 3 1,000 SH Defined 1.4 1,000 SYMANTEC CORP COM 871503108 4,690 239,516 SH Defined 5.6 239,516 SYMANTEC CORP COM 871503108 602 30,730 SH Defined 1.4 30,730 SYMANTEC CORP COM 871503108 1,044 53,300 SH Defined 1.2 53,300 SYMANTEC CORP COM 871503108 1,302 66,516 SH Defined 1.2 66,516 SYMANTEC CORP COM 871503108 2,573 131,400 SH Defined 1.2 131,400 SYMANTEC CORP COM 871503108 241 12,300 SH Defined 5.6 12,300 SYMANTEC CORP COM 871503108 136 6,945 SH Defined 1 6,945 SYMANTEC CORP COM 871503108 767 41,176 SH Defined 1 41,176 SYMANTEC CORP NOTE 0.750% 6/1 871503AD0 4,210 4,000,000 PRN Defined 1 4,000,000 SYNCHRONOSS TECHNOLOGIES INC COM 87157B103 19 2,070 SH Defined 5.6 2,070 SYNOPSYS INC COM 871607107 144 7,241 SH Defined 5.6 7,241 SYNOPSYS INC COM 871607107 86 4,300 SH Defined 5.6 4,300 SYNOPSYS INC COM 871607107 211 10,560 SH Defined 5.6 10,560 SYNOVUS FINL CORP COM 87161C105 20 1,973 SH Defined 5.6 1,973 SYNOVUS FINL CORP COM 87161C105 1 100 SH Defined 1.4 100 SYNTA PHARMACEUTICALS CORP COM 87162T206 48 6,357 SH Defined 5.6 6,357 SYSCO CORP COM 871829107 1,742 56,510 SH Defined 5.6 56,510 SYSCO CORP COM 871829107 674 21,873 SH Defined 5.6 21,873 SYSCO CORP COM 871829107 42 1,357 SH Defined 1 1,357 TAIWAN GREATER CHINA FD SH BEN INT 874037104 32 6,770 SH Defined 1.4 6,770 TAIWAN SEMICONDUCTOR MFG LTD SPONSORED ADR 874039100 890 95,000 SH Defined 5.6 95,000 TAIWAN SEMICONDUCTOR MFG LTD SPONSORED ADR 874039100 2,660 283,918 SH Defined 5.6 283,918 TAIWAN SEMICONDUCTOR MFG LTD SPONSORED ADR 874039100 5 551 SH Defined 5.7 551 TAIWAN SEMICONDUCTOR MFG LTD SPONSORED ADR 874039100 280 29,928 SH Defined 5.7 29,928 TAIWAN SEMICONDUCTOR MFG LTD SPONSORED ADR 874039100 6,378 680,672 SH Defined 5.7 680,672 TAIWAN SEMICONDUCTOR MFG LTD SPONSORED ADR 874039100 389 44,746 SH Defined 1 44,746 TAKE-TWO INTERACTIVE SOFTWAR COM 874054109 4,184 255,095 SH Defined 1.4 255,095 TAKE-TWO INTERACTIVE SOFTWAR COM 874054109 143 8,736 SH Defined 5.6 8,736 TAKE-TWO INTERACTIVE SOFTWAR COM 874054109 381 23,210 SH Defined 5.6 23,210 TAKE-TWO INTERACTIVE SOFTWAR COM 874054109 676 41,200 SH Defined 5.6 41,200 TALBOTS INC COM 874161102 46 3,500 SH Defined 1.4 3,500 TALISMAN ENERGY INC COM 87425E103 1,205 85,287 SH Defined 5.6 85,287 TALISMAN ENERGY INC COM 87425E103 321 22,200 SH Defined 1 22,200 TAM SA SP ADR REP PFD 87484D103 1,668 88,420 SH Defined 5.6 88,420 TAM SA SP ADR REP PFD 87484D103 2,890 153,214 SH Defined 5.6 153,214 TAM SA SP ADR REP PFD 87484D103 6,967 369,400 SH Defined 5.6 369,400 TAM SA SP ADR REP PFD 87484D103 9 522 SH Defined 1 522 TANGER FACTORY OUTLET CTRS I COM 875465106 250 5,700 SH Defined 5.6 5,700 TARGET CORP COM 87612E106 49,765 1,014,585 SH Defined 5.6 1,014,585 TARGET CORP COM 87612E106 1,836 37,431 SH Defined 5.6 37,431 TASER INTL INC COM 87651B104 79 11,071 SH Defined 1.4 11,071 TATA COMMUNICATIONS LTD SPONS ADR 876564105 32 1,500 SH Defined 1.4 1,500 TATA MTRS LTD SPONSORED ADR 876568502 161 20,980 SH Defined 8,9,10 20,980 TATA MTRS LTD SPONSORED ADR 876568502 1,383 180,600 SH Defined 5.6 180,600 TATA MTRS LTD SPONSORED ADR 876568502 8 1,050 SH Defined 1.4 1,050 TAUBMAN CTRS INC COM 876664103 740 14,800 SH Defined 5.6 14,800 TBS INTERNATIONAL LIMITED COM CL A G86975151 33 2,430 SH Defined 1.4 2,430 TD AMERITRADE HLDG CORP COM 87236Y108 133 8,222 SH Defined 5.6 8,222 TD AMERITRADE HLDG CORP COM 87236Y108 110 6,600 SH Defined 5.6 6,600 TECH DATA CORP COM 878237106 866 29,000 SH Defined 5.6 29,000 TECH DATA CORP COM 878237106 284 9,498 SH Defined 5.6 9,498 TECH DATA CORP DBCV 2.750%12/1 878237AE6 503 7,310 PRN Defined 5.6 7,310 TECH DATA CORP DBCV 2.750%12/1 878237AE6 3,582 52,000 PRN Defined 5.6 52,000 TECHNE CORP COM 878377100 505 7,000 SH Defined 5.6 7,000 TECHNE CORP COM 878377100 43 600 SH Defined 5.6 600 TECHNE CORP COM 878377100 55 761 SH Defined 5.6 761 TECHTEAM GLOBAL INC COM 878311109 34 4,540 SH Defined 5.6 4,540 TECK COMINCO LTD CL B 878742204 14,971 526,696 SH Defined 5.6 526,696 TECK COMINCO LTD CL B 878742204 1 50 SH Defined 1.4 50 TECK COMINCO LTD CL B 878742204 320 10,980 SH Defined 1.2 10,980 TECK COMINCO LTD CL B 878742204 320 10,980 SH Defined 1.2 10,980 TECK COMINCO LTD CL B 878742204 1 28 SH Defined 5.6 28 TECK COMINCO LTD CL B 878742204 30 1,034 SH Defined 5.6 1,034 TECK COMINCO LTD CL B 878742204 661 21,400 SH Defined 1 21,400 TECO ENERGY INC COM 872375100 248 15,788 SH Defined 5.6 15,788 TECO ENERGY INC COM 872375100 507 32,220 SH Defined 1.4 32,220 TECO ENERGY INC COM 872375100 85 5,375 SH Defined 5.6 5,375 TECO ENERGY INC COM 872375100 579 36,800 SH Defined 5.6 36,800 TECO ENERGY INC COM 872375100 2 112 SH Defined 1 112 TEJON RANCH CO DEL COM 879080109 9 245 SH Defined 8,9,10 245 TEJON RANCH CO DEL COM 879080109 66 1,787 SH Defined 8,9,10 1,787 TELE NORTE LESTE PART S A SPON ADR PFD 879246106 4,585 262,600 SH Defined 5.6 262,600 TELE NORTE LESTE PART S A SPON ADR PFD 879246106 12,974 743,067 SH Defined 5.6 743,067 TELECOM ARGENTINA S A SPON ADR REP B 879273209 1,016 82,900 SH Defined 5.6 82,900 TELECOM ARGENTINA S A SPON ADR REP B 879273209 1,378 112,500 SH Defined 5.6 112,500 TELECOM CORP NEW ZEALAND LTD SPONSORED ADR 879278208 37 4,000 SH Defined 1.4 4,000 TELECOM ITALIA S P A NEW SPON ADR ORD 87927Y102 39 2,600 SH Defined 1.4 2,600 TELECOMUNICACOES DE SAO PAUL SPON ADR PFD 87929A102 2,654 114,400 SH Defined 5.6 114,400 TELECOMUNICACOES DE SAO PAUL SPON ADR PFD 87929A102 8,148 351,187 SH Defined 5.6 351,187 TELEFLEX INC COM 879369106 254 4,000 SH Defined 5.6 4,000 TELEFONICA S A SPONSORED ADR 879382208 2,305 32,240 SH Defined 1.4 32,240 TELEFONOS DE MEXICO S A SPON ADR ORD L 879403780 371 14,400 SH Defined 5.6 14,400 TELEFONOS DE MEXICO S A SPON ADR ORD L 879403780 1,671 64,900 SH Defined 5.6 64,900 TELEFONOS DE MEXICO S A SPON ADR ORD L 879403780 199 7,874 SH Defined 1 7,874 TELEMIG CELULAR PART S A SPON ADR PFD 87944E105 1,880 50,809 SH Defined 5.6 50,809 TELEMIG CELULAR PART S A SPON ADR PFD 87944E105 5,651 152,685 SH Defined 5.6 152,685 TELEPHONE & DATA SYS INC COM 879433100 127 3,560 SH Defined 5.6 3,560 TELLABS INC COM 879664100 97 23,950 SH Defined 5.6 23,950 TELLABS INC COM 879664100 9,509 2,342,109 SH Defined 1.4 2,342,109 TELLABS INC COM 879664100 168 43,990 SH Defined 1 43,990 TELUS CORP NON-VTG SHS 87971M202 169 4,722 SH Defined 5.6 4,722 TEMPLE INLAND INC COM 879868107 186 12,173 SH Defined 5.6 12,173 TENARIS S A SPONSORED ADR 88031M109 4,451 119,354 SH Defined 5.6 119,354 TENARIS S A SPONSORED ADR 88031M109 22,680 608,200 SH Defined 5.6 608,200 TENARIS S A SPONSORED ADR 88031M109 1,100 29,500 SH Defined 1.4 29,500 TENARIS S A SPONSORED ADR 88031M109 56 1,500 SH Defined 5.6 1,500 TENARIS S A SPONSORED ADR 88031M109 279 8,090 SH Defined 1 8,090 TENET HEALTHCARE CORP COM 88033G100 198 35,643 SH Defined 5.6 35,643 TENET HEALTHCARE CORP COM 88033G100 61 11,000 SH Defined 5.6 11,000 TENET HEALTHCARE CORP COM 88033G100 219 39,507 SH Defined 5.6 39,507 TENET HEALTHCARE CORP COM 88033G100 130 23,406 SH Defined 1 23,406 TERADATA CORP DEL COM 88076W103 364 18,682 SH Defined 5.6 18,682 TERADATA CORP DEL COM 88076W103 249 13,526 SH Defined 1 13,526 TERADYNE INC COM 880770102 121 15,441 SH Defined 5.6 15,441 TERADYNE INC COM 880770102 23 2,890 SH Defined 5.6 2,890 TERADYNE INC COM 880770102 115 14,700 SH Defined 5.6 14,700 TERADYNE INC COM 880770102 316 40,736 SH Defined 1 40,736 TERCICA INC COM 88078L105 117 13,100 SH Defined 5.6 13,100 TERCICA INC COM 88078L105 118 13,167 SH Defined 5.6 13,167 TERCICA INC COM 88078L105 2,707 302,101 SH Defined 5.6 302,101 TEREX CORP NEW COM 880779103 1,237 40,527 SH Defined 5.6 40,527 TEREX CORP NEW COM 880779103 778 25,500 SH Defined 1.4 25,500 TEREX CORP NEW COM 880779103 246 8,418 SH Defined 1 8,418 TERRA INDS INC COM 880915103 964 32,800 SH Defined 5.6 32,800 TERRA INDS INC COM 880915103 87 2,950 SH Defined 1.4 2,950 TERRA INDS INC COM 880915103 550 18,700 SH Defined 1.2 18,700 TERRA INDS INC COM 880915103 878 29,873 SH Defined 1.2 29,873 TERRA INDS INC COM 880915103 1,591 54,100 SH Defined 1.2 54,100 TERRA INDS INC COM 880915103 1 30 SH Defined 5.6 30 TERRA INDS INC COM 880915103 171 5,806 SH Defined 5.6 5,806 TERRA INDS INC COM 880915103 232 7,900 SH Defined 5.6 7,900 TERRA INDS INC COM 880915103 0 4 SH Defined 5.6 4 TERRA INDS INC COM 880915103 0 8 SH Defined 5.6 8 TERRA INDS INC COM 880915103 331 12,426 SH Defined 1 12,426 TERREMARK WORLDWIDE INC COM NEW 881448203 67 9,800 SH Defined 5.6 9,800 TERRESTAR CORP COM 881451108 25 25,000 SH Defined 5.6 25,000 TESORO CORP COM 881609101 270 16,375 SH Defined 5.6 16,375 TESORO CORP COM 881609101 154 9,321 SH Defined 1.4 9,321 TESORO CORP COM 881609101 48 2,925 SH Defined 5.7 2,925 TESORO CORP COM 881609101 868 52,638 SH Defined 5.7 52,638 TESSERA TECHNOLOGIES INC COM 88164L100 7 440 SH Defined 1.4 440 TETRA TECH INC NEW COM 88162G103 156 6,500 SH Defined 5.6 6,500 TETRA TECHNOLOGIES INC DEL COM 88162F105 1 48 SH Defined 1.4 48 TEVA PHARMACEUTICAL FIN II L DBCV 0.250% 2/0 88164RAB3 37,251 28,012 PRN Defined 5.6 28,012 TEVA PHARMACEUTICAL FIN LLC DBCV 0.250% 2/0 88163VAE9 383 3,740 PRN Defined 5.6 3,740 TEVA PHARMACEUTICAL INDS LTD ADR 881624209 8,325 181,800 SH Defined 5.6 181,800 TEVA PHARMACEUTICAL INDS LTD ADR 881624209 733 16,000 SH Defined 5.6 16,000 TEVA PHARMACEUTICAL INDS LTD ADR 881624209 2,216 48,400 SH Defined 5.6 48,400 TEVA PHARMACEUTICAL INDS LTD ADR 881624209 627 14,451 SH Defined 1 14,451 TEXAS INSTRS INC COM 882508104 9,223 428,959 SH Defined 5.6 428,959 TEXAS INSTRS INC COM 882508104 581 27,000 SH Defined 1.3 27,000 TEXAS INSTRS INC COM 882508104 298 13,873 SH Defined 5.6 13,873 TEXAS INSTRS INC COM 882508104 6 301 SH Defined 5.7 301 TEXAS INSTRS INC COM 882508104 99 4,623 SH Defined 1 4,623 TEXTRON INC COM 883203101 1,224 41,804 SH Defined 5.6 41,804 TEXTRON INC COM 883203101 6 200 SH Defined 1.4 200 TEXTRON INC COM 883203101 261 8,900 SH Defined 5.6 8,900 TEXTRON INC COM 883203101 9 303 SH Defined 5.6 303 TEXTRON INC COM 883203101 7,923 270,602 SH Defined 5.6 270,602 TEXTRON INC COM 883203101 39 1,347 SH Defined 5.7 1,347 TEXTRON INC COM 883203101 710 24,234 SH Defined 5.7 24,234 TEXTRON INC COM 883203101 171 6,231 SH Defined 1 6,231 TFS FINL CORP COM 87240R107 21 1,670 SH Defined 5.6 1,670 THERMO ELECTRON CORP COM 883556102 52,292 950,769 SH Defined 5.6 950,769 THERMO ELECTRON CORP COM 883556102 567 10,300 SH Defined 5.6 10,300 THERMO ELECTRON CORP COM 883556102 19 353 SH Defined 5.7 353 THERMO ELECTRON CORP COM 883556102 118 2,139 SH Defined 5.7 2,139 THERMO ELECTRON CORP COM 883556102 523 9,500 SH Defined 5.7 9,500 THERMO ELECTRON CORP COM 883556102 768 13,970 SH Defined 5.7 13,970 THERMO ELECTRON CORP COM 883556102 1,953 35,500 SH Defined 5.7 35,500 THERMO ELECTRON CORP COM 883556102 22,041 400,741 SH Defined 5.7 400,741 THOMPSON CREEK METALS CO INC COM 884768102 2 191 SH Defined 5.6 191 THOMPSON CREEK METALS CO INC COM 884768102 10 1,040 SH Defined 5.6 1,040 THOMSON CORP COM 884903105 191 6,835 SH Defined 5.6 6,835 THOMSON CORP COM 884903105 215 7,697 SH Defined 5.6 7,697 THOMSON CORP COM 884903105 39 1,394 SH Defined 5.6 1,394 THORNBURG MTG INC PFD CONV SER F 885218701 59 107,900 SH Defined 5.6 107,900 THQ INC COM NEW 872443403 20 1,682 SH Defined 1.4 1,682 TIBCO SOFTWARE INC COM 88632Q103 118 16,100 SH Defined 5.6 16,100 TICKETMASTER COM 88633P302 56 5,240 SH Defined 1.4 5,240 TICKETMASTER COM 88633P302 0 9 SH Defined 1 9 TIDEWATER INC COM 886423102 44 800 SH Defined 5.6 800 TIFFANY & CO NEW COM 886547108 2,171 61,129 SH Defined 5.6 61,129 TIFFANY & CO NEW COM 886547108 549 15,454 SH Defined 1.4 15,454 TIFFANY & CO NEW COM 886547108 970 27,298 SH Defined 5.6 27,298 TIFFANY & CO NEW COM 886547108 106 2,980 SH Defined 5.7 2,980 TIFFANY & CO NEW COM 886547108 159 4,490 SH Defined 5.7 4,490 TIFFANY & CO NEW COM 886547108 408 11,500 SH Defined 5.7 11,500 TIFFANY & CO NEW COM 886547108 5,763 162,255 SH Defined 5.7 162,255 TIFFANY & CO NEW COM 886547108 114 3,273 SH Defined 1 3,273 TIM HORTONS INC COM 88706M103 198 6,686 SH Defined 5.6 6,686 TIM PARTICIPACOES S A SPONS ADR PFD 88706P106 21 1,000 SH Defined 5.6 1,000 TIM PARTICIPACOES S A SPONS ADR PFD 88706P106 1,621 77,700 SH Defined 5.6 77,700 TIMBERLAND CO CL A 887100105 82 4,700 SH Defined 5.6 4,700 TIME WARNER CABLE INC CL A 88732J108 6,148 254,055 SH Defined 5.6 254,055 TIME WARNER CABLE INC CL A 88732J108 4 183 SH Defined 5.6 183 TIME WARNER INC COM 887317105 15,161 1,156,469 SH Defined 5.6 1,156,469 TIME WARNER INC COM 887317105 238 18,160 SH Defined 1.2 18,160 TIME WARNER INC COM 887317105 223 16,996 SH Defined 5.6 16,996 TIME WARNER INC COM 887317105 245 18,665 SH Defined 5.6 18,665 TIME WARNER INC COM 887317105 629 47,945 SH Defined 5.6 47,945 TIME WARNER INC COM 887317105 245 18,700 SH Defined 5.7 18,700 TIME WARNER INC COM 887317105 381 29,072 SH Defined 5.7 29,072 TIME WARNER INC COM 887317105 959 73,170 SH Defined 5.7 73,170 TIME WARNER INC COM 887317105 11,659 889,330 SH Defined 5.7 889,330 TIME WARNER INC COM 887317105 7,414 574,718 SH Defined 1 574,718 TIME WARNER TELECOM INC DBCV 2.375% 4/0 887319AC5 823 10,000 PRN Defined 5.6 10,000 TIME WARNER TELECOM INC DBCV 2.375% 4/0 887319AC5 1,513 18,400 PRN Defined 5.6 18,400 TIMKEN CO COM 887389104 471 16,600 SH Defined 1.2 16,600 TIMKEN CO COM 887389104 584 20,612 SH Defined 1.2 20,612 TIMKEN CO COM 887389104 1,140 40,200 SH Defined 1.2 40,200 TIMKEN CO COM 887389104 223 7,860 SH Defined 5.6 7,860 TITAN INTL INC ILL COM 88830M102 16 750 SH Defined 5.6 750 TITANIUM METALS CORP COM NEW 888339207 25 2,200 SH Defined 1.4 2,200 TITANIUM METALS CORP COM NEW 888339207 36 3,154 SH Defined 5.7 3,154 TITANIUM METALS CORP COM NEW 888339207 644 56,760 SH Defined 5.7 56,760 TITANIUM METALS CORP COM NEW 888339207 92 8,662 SH Defined 1 8,662 TJX COS INC NEW COM 872540109 4,720 154,652 SH Defined 5.6 154,652 TJX COS INC NEW COM 872540109 49 1,600 SH Defined 5.6 1,600 TJX COS INC NEW COM 872540109 1,080 35,400 SH Defined 5.6 35,400 TJX COS INC NEW COM 872540109 7 234 SH Defined 5.6 234 TJX COS INC NEW COM 872540109 305 10,000 SH Defined 5.7 10,000 TOLL BROTHERS INC COM 889478103 642 25,441 SH Defined 5.6 25,441 TOP SHIPS INC COM NEW Y8897Y305 15 3,270 SH Defined 5.6 3,270 TOP SHIPS INC COM NEW Y8897Y305 33 7,070 SH Defined 5.6 7,070 TORCHMARK CORP COM 891027104 457 7,635 SH Defined 5.6 7,635 TORCHMARK CORP COM 891027104 371 6,200 SH Defined 1.3 6,200 TORCHMARK CORP COM 891027104 724 12,100 SH Defined 5.6 12,100 TORCHMARK CORP COM 891027104 6 94 SH Defined 1 94 TORONTO DOMINION BK ONT COM NEW 891160509 4,549 75,469 SH Defined 5.6 75,469 TORONTO DOMINION BK ONT COM NEW 891160509 741 12,000 SH Defined 1 12,000 TORTOISE NORTH AMRN ENRGY CO COM 89147T103 85 5,150 SH Defined 5.6 5,150 TOTAL S A SPONSORED ADR 89151E109 1,517 25,000 SH Defined 1.4 25,000 TOTAL SYS SVCS INC COM 891906109 269 16,409 SH Defined 5.6 16,409 TOTAL SYS SVCS INC COM 891906109 134 8,145 SH Defined 1 8,145 TOWER SEMICONDUCTOR LTD ORD M87915100 6 11,284 SH Defined 5.6 11,284 TOWER SEMICONDUCTOR LTD ORD M87915100 11 20,666 SH Defined 5.6 20,666 TOYOTA MOTOR CORP SP ADR REP2COM 892331307 117 1,363 SH Defined 1.4 1,363 TRADESTATION GROUP INC COM 89267P105 9 1,000 SH Defined 1.4 1,000 TRANSALTA CORP COM 89346D107 160 5,951 SH Defined 5.6 5,951 TRANSALTA CORP COM 89346D107 110 4,000 SH Defined 5.6 4,000 TRANSATLANTIC HLDGS INC COM 893521104 40 745 SH Defined 5.6 745 TRANSCANADA CORP COM 89353D107 2,054 57,202 SH Defined 5.6 57,202 TRANSCANADA CORP COM 89353D107 412 11,200 SH Defined 1 11,200 TRANSITION THERAPEUTICS INC COM NEW 893716209 17 3,130 SH Defined 5.6 3,130 TRANSMERIDIAN EXPL INC COM 89376N108 59 195,943 SH Defined 5.6 195,943 TRANSMERIDIAN EXPL INC COM 89376N108 4 12,000 SH Defined 12,000 TRANSOCEAN INC NEW SHS G90073100 66,446 604,936 SH Defined 5.6 604,936 TRANSOCEAN INC NEW SHS G90073100 1,028 9,357 SH Defined 1.4 9,357 TRANSOCEAN INC NEW SHS G90073100 549 5,000 SH Defined 1.3 5,000 TRANSOCEAN INC NEW SHS G90073100 146 1,329 SH Defined 5.6 1,329 TRANSOCEAN INC NEW SHS G90073100 1,269 11,554 SH Defined 5.6 11,554 TRANSOCEAN INC NEW SHS G90073100 1,354 12,326 SH Defined 5.6 12,326 TRANSOCEAN INC NEW SHS G90073100 8 69 SH Defined 69 TRANSOCEAN INC NEW SHS G90073100 3 27 SH Defined 1 27 TRANSOCEAN SEDCO FOREX INC NOTE 1.500%12/1 893830AV1 3,196 34,500 PRN Defined 5.6 34,500 TRANSOCEAN SEDCO FOREX INC NOTE 1.500%12/1 893830AV1 5,216 56,310 PRN Defined 5.6 56,310 TRANSOCEAN SEDCO FOREX INC NOTE 1.500%12/1 893830AW9 6,872 75,100 PRN Defined 5.6 75,100 TRANSOCEAN SEDCO FOREX INC NOTE 1.500%12/1 893830AW9 1,358 1,500 PRN Defined 5.6 1,500 TRANSOCEAN SEDCO FOREX INC NOTE 1.625%12/1 893830AU3 93,919 99,517 PRN Defined 5.6 99,517 TRANSOCEAN SEDCO FOREX INC NOTE 1.625%12/1 893830AU3 860 9,030 PRN Defined 5.6 9,030 TRANSOCEAN SEDCO FOREX INC NOTE 1.625%12/1 893830AU3 4,505 47,300 PRN Defined 5.6 47,300 TRANSOCEAN SEDCO FOREX INC NOTE 1.625%12/1 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92769L101 93 11,795 SH Defined 1.4 11,795 VIRGINMEDIA INC COM 92769L101 50 6,360 SH Defined 5.6 6,360 VIRGINMEDIA INC COM 92769L101 80 10,165 SH Defined 5.6 10,165 VIRGINMEDIA INC COM 92769L101 91 11,514 SH Defined 5.6 11,514 VIRGINMEDIA INC COM 92769L101 90 11,452 SH Defined 5.6 11,452 VIRGINMEDIA INC COM 92769L101 696 88,093 SH Defined 5.6 88,093 VIRGINMEDIA INC COM 92769L101 2,065 261,365 SH Defined 5.6 261,365 VISA INC COM CL A 92826C839 1,891 30,800 SH Defined 5.6 30,800 VISA INC COM CL A 92826C839 2,164 35,252 SH Defined 5.6 35,252 VISA INC COM CL A 92826C839 318 5,180 SH Defined 1.4 5,180 VISA INC COM CL A 92826C839 270 4,400 SH Defined 5.6 4,400 VITAL SIGNS INC COM 928469105 1,147 15,527 SH Defined 5.6 15,527 VIVO PARTICIPACOES S A SPON ADR PFD 92855S101 852 205,700 SH Defined 5.6 205,700 VIVO PARTICIPACOES S A SPON ADR PFD 92855S101 2,308 557,600 SH Defined 5.6 557,600 VMWARE INC CL A COM 928563402 3,452 129,573 SH Defined 5.6 129,573 VMWARE INC CL A COM 928563402 32 1,200 SH Defined 1.4 1,200 VODAFONE GROUP PLC NEW SPONS ADR NEW 92857W209 429 19,425 SH Defined 5.6 19,425 VORNADO RLTY L P DBCV 3.625%11/1 929043AE7 1,145 13,570 PRN Defined 5.6 13,570 VORNADO RLTY L P DBCV 3.625%11/1 929043AE7 3,130 37,100 PRN Defined 5.6 37,100 VORNADO RLTY TR DBCV 2.850% 3/1 929042AC3 543 6,660 PRN Defined 5.6 6,660 VORNADO RLTY TR DBCV 2.850% 3/1 929042AC3 5,660 7,000,000 PRN Defined 1 7,000,000 VORNADO RLTY TR SH BEN INT 929042109 3,914 43,033 SH Defined 5.6 43,033 VOTORANTIM CELULOSE E PAPEL SPONSORED ADR 92906P106 1,066 69,200 SH Defined 5.6 69,200 VOTORANTIM CELULOSE E PAPEL SPONSORED ADR 92906P106 3,860 250,500 SH Defined 5.6 250,500 VUANCE LTD SHS M9763P108 2 850 SH Defined 1.3 850 VULCAN MATLS CO COM 929160109 870 11,679 SH Defined 5.6 11,679 VULCAN MATLS CO COM 929160109 355 4,764 SH Defined 5.6 4,764 VULCAN MATLS CO COM 929160109 4 49 SH Defined 1 49 W & T OFFSHORE INC COM 92922P106 123 4,500 SH Defined 5.6 4,500 WABCO HLDGS INC COM 92927K102 3,917 110,213 SH 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INC COM 931142103 186 3,100 SH Defined 5.6 3,100 WAL MART STORES INC COM 931142103 419 7,000 SH Defined 5.6 7,000 WAL MART STORES INC COM 931142103 108 1,798 SH Defined 1 1,798 WAL MART STORES INC COM 931142103 9 150 SH Defined 5.7 150 WAL MART STORES INC COM 931142103 460 7,680 SH Defined 5.7 7,680 WAL MART STORES INC COM 931142103 715 11,946 SH Defined 5.7 11,946 WAL MART STORES INC COM 931142103 1,599 26,700 SH Defined 5.7 26,700 WAL MART STORES INC COM 931142103 20,950 349,800 SH Defined 5.7 349,800 WAL MART STORES INC COM 931142103 30,612 523,732 SH Defined 1 523,732 WALGREEN CO COM 931422109 3,378 109,096 SH Defined 5.6 109,096 WALGREEN CO COM 931422109 289 9,326 SH Defined 1 9,326 WALTER INDS INC COM 93317Q105 57 1,200 SH Defined 5.6 1,200 WALTER INDS INC COM 93317Q105 161 3,400 SH Defined 5.6 3,400 WALTER INDS INC COM 93317Q105 365 7,700 SH Defined 5.6 7,700 WARNER MUSIC GROUP CORP COM 934550104 47 6,200 SH Defined 5.6 6,200 WARNER MUSIC GROUP CORP COM 934550104 119 15,700 SH Defined 5.6 15,700 WASHINGTON FED INC COM 938824109 277 15,000 SH Defined 5.6 15,000 WASHINGTON MUT INC COM 939322103 12 149,715 SH Defined 5.6 149,715 WASHINGTON MUT INC COM 939322103 51 738,450 SH Defined 1.4 738,450 WASHINGTON MUT INC COM 939322103 1 11,300 SH Defined 5.6 11,300 WASHINGTON MUT INC COM 939322103 2 24,000 SH Defined 5.6 24,000 WASHINGTON MUT INC COM 939322103 3 48,000 SH Defined 5.6 48,000 WASHINGTON MUT INC CONV7.75%SER R 939322814 0 100 SH Defined 5.6 100 WASHINGTON MUT INC CONV7.75%SER R 939322814 0 350 SH Defined 5.6 350 WASHINGTON POST CO CL B 939640108 376 676 SH Defined 5.6 676 WASHINGTON POST CO CL B 939640108 119 213 SH Defined 1 213 WASHINGTON REAL ESTATE INVT NOTE 3.875% 9/1 939653AK7 752 7,970 PRN Defined 5.6 7,970 WASHINGTON REAL ESTATE INVT SH BEN INT 939653101 341 9,300 SH Defined 5.6 9,300 WASTE CONNECTIONS INC NOTE 3.750% 4/0 941053AG5 2,780 2,500,000 PRN Defined 1 2,500,000 WASTE MGMT INC DEL COM 94106L109 2,814 89,359 SH Defined 5.6 89,359 WASTE MGMT INC DEL COM 94106L109 584 18,548 SH Defined 1.4 18,548 WASTE MGMT INC DEL COM 94106L109 339 10,770 SH Defined 5.6 10,770 WASTE MGMT INC DEL COM 94106L109 4,118 130,742 SH Defined 1 130,742 WATERS CORP COM 941848103 739 12,706 SH Defined 5.6 12,706 WATERS CORP COM 941848103 164 2,820 SH Defined 5.7 2,820 WATERS CORP COM 941848103 270 4,645 SH Defined 5.7 4,645 WATERS CORP COM 941848103 618 10,630 SH Defined 5.7 10,630 WATERS CORP COM 941848103 4,768 81,957 SH Defined 5.7 81,957 WATERS CORP COM 941848103 116 2,000 SH Defined 2,000 WATSON PHARMACEUTICALS INC COM 942683103 163 5,732 SH Defined 5.6 5,732 WATSON PHARMACEUTICALS INC COM 942683103 254 8,900 SH Defined 5.6 8,900 WATSON PHARMACEUTICALS INC DBCV 1.750% 3/1 942683AC7 2,325 2,500,000 PRN Defined 1 2,500,000 WATSON WYATT & CO HLDGS CL A 942712100 60 1,200 SH Defined 5.6 1,200 WATTS WATER TECHNOLOGIES INC CL A 942749102 1,441 52,700 SH Defined 5.6 52,700 WATTS WATER TECHNOLOGIES INC CL A 942749102 82 3,000 SH Defined 5.6 3,000 WATTS WATER TECHNOLOGIES INC CL A 942749102 284 10,483 SH Defined 1 10,483 WEATHERFORD INTERNATIONAL LT COM G95089101 43,497 1,730,186 SH Defined 5.6 1,730,186 WEATHERFORD INTERNATIONAL LT COM G95089101 128 5,090 SH Defined 5.6 5,090 WEATHERFORD INTERNATIONAL LT COM G95089101 508 20,200 SH Defined 5.6 20,200 WEATHERFORD INTERNATIONAL LT COM G95089101 450 17,900 SH Defined 5.6 17,900 WEATHERFORD INTERNATIONAL LT COM G95089101 123 4,895 SH Defined 5.7 4,895 WEATHERFORD INTERNATIONAL LT COM G95089101 2,215 88,098 SH Defined 5.7 88,098 WEATHERFORD INTERNATIONAL LT COM G95089101 74 2,924 SH Defined 1 2,924 WEATHERFORD INTERNATIONAL LT COM G95089101 141 5,593 SH Defined 1 5,593 WEBMD HEALTH CORP CL A 94770V102 8 260 SH Defined 5.6 260 WEINGARTEN RLTY INVS NOTE 3.950% 8/0 948741AF0 222 2,500 PRN Defined 5.6 2,500 WEINGARTEN RLTY INVS SH BEN INT 948741103 514 14,400 SH Defined 5.6 14,400 WELLCARE HEALTH PLANS INC COM 94946T106 104 2,900 SH Defined 1.4 2,900 WELLCARE HEALTH PLANS INC COM 94946T106 35 973 SH Defined 5.7 973 WELLCARE HEALTH PLANS INC COM 94946T106 630 17,508 SH Defined 5.7 17,508 WELLPOINT INC COM 94973V107 9,611 205,489 SH Defined 5.6 205,489 WELLPOINT INC COM 94973V107 36 779 SH Defined 5.6 779 WELLPOINT INC COM 94973V107 75 1,600 SH Defined 5.6 1,600 WELLPOINT INC COM 94973V107 287 6,130 SH Defined 5.6 6,130 WELLPOINT INC COM 94973V107 884 18,900 SH Defined 5.6 18,900 WELLPOINT INC COM 94973V107 1,286 27,500 SH Defined 5.6 27,500 WELLPOINT INC COM 94973V107 149 3,196 SH Defined 1 3,196 WELLS FARGO & CO NEW COM 949746101 62,774 1,672,642 SH Defined 5.6 1,672,642 WELLS FARGO & CO NEW COM 949746101 666 17,749 SH Defined 5.6 17,749 WELLS FARGO & CO NEW COM 949746101 732 19,500 SH Defined 5.6 19,500 WELLS FARGO & CO NEW COM 949746101 13 354 SH Defined 5.7 354 WELLS FARGO & CO NEW COM 949746101 530 14,120 SH Defined 5.7 14,120 WELLS FARGO & CO NEW COM 949746101 820 21,840 SH Defined 5.7 21,840 WELLS FARGO & CO NEW COM 949746101 1,985 52,900 SH Defined 5.7 52,900 WELLS FARGO & CO NEW COM 949746101 23,490 625,900 SH Defined 5.7 625,900 WELLS FARGO & CO NEW COM 949746101 8,391 252,353 SH Defined 1 252,353 WENDYS INTL INC COM 950590109 33 1,624 SH Defined 5.6 1,624 WENDYS INTL INC COM 950590109 29 1,490 SH Defined 1 1,490 WERNER ENTERPRISES INC COM 950755108 56 2,600 SH Defined 5.6 2,600 WESTAMERICA BANCORPORATION COM 957090103 46 800 SH Defined 5.6 800 WESTELL TECHNOLOGIES INC CL A 957541105 2 2,580 SH Defined 5.6 2,580 WESTERN DIGITAL CORP COM 958102105 3,398 159,377 SH Defined 5.6 159,377 WESTERN DIGITAL CORP COM 958102105 28 1,300 SH Defined 1.4 1,300 WESTERN DIGITAL CORP COM 958102105 1,243 58,300 SH Defined 1.2 58,300 WESTERN DIGITAL CORP COM 958102105 1,582 74,182 SH Defined 1.2 74,182 WESTERN DIGITAL CORP COM 958102105 3,726 174,762 SH Defined 1.2 174,762 WESTERN DIGITAL CORP COM 958102105 499 23,386 SH Defined 5.6 23,386 WESTERN REFNG INC COM 959319104 33 3,290 SH Defined 1.4 3,290 WESTERN REFNG INC COM 959319104 2 194 SH Defined 5.6 194 WESTERN UN CO COM 959802109 1,668 67,599 SH Defined 5.6 67,599 WESTERN UN CO COM 959802109 122 4,931 SH Defined 5.6 4,931 WESTERN UN CO COM 959802109 16,276 659,732 SH Defined 5.6 659,732 WESTERN UN CO COM 959802109 155 6,300 SH Defined 5.7 6,300 WESTERN UN CO COM 959802109 237 9,600 SH Defined 5.7 9,600 WESTERN UN CO COM 959802109 592 24,000 SH Defined 5.7 24,000 WESTERN UN CO COM 959802109 6,316 256,000 SH Defined 5.7 256,000 WESTERN UN CO COM 959802109 74 2,996 SH Defined 1 2,996 WEYERHAEUSER CO COM 962166104 1,873 30,926 SH Defined 5.6 30,926 WHIRLPOOL CORP COM 963320106 5,827 73,488 SH Defined 5.6 73,488 WHIRLPOOL CORP COM 963320106 40 500 SH Defined 5.6 500 WHIRLPOOL CORP COM 963320106 28 351 SH Defined 1 351 WHITE ELECTR DESIGNS CORP COM 963801105 0 20 SH Defined 1.4 20 WHITE MTNS INS GROUP LTD COM G9618E107 84 178 SH Defined 8,9,10 178 WHITE MTNS INS GROUP LTD COM G9618E107 611 1,300 SH Defined 8,9,10 1,300 WHITE MTNS INS GROUP LTD COM G9618E107 174 370 SH Defined 5.6 370 WHITING PETE CORP NEW COM 966387102 57 800 SH Defined 5.6 800 WHITING PETE CORP NEW COM 966387102 254 3,569 SH Defined 5.6 3,569 WHOLE FOODS MKT INC COM 966837106 425 21,220 SH Defined 5.6 21,220 WHOLE FOODS MKT INC COM 966837106 3 136 SH Defined 1.4 136 WHOLE FOODS MKT INC COM 966837106 46 2,300 SH Defined 5.6 2,300 WIDEPOINT CORP COM 967590100 38 93,860 SH Defined 5.6 93,860 WILEY JOHN & SONS INC CL A 968223206 71 1,762 SH Defined 5.6 1,762 WILLBROS GROUP INC COM 969199108 33 1,240 SH Defined 5.6 1,240 WILLIAMS CLAYTON ENERGY INC COM 969490101 520 7,376 SH Defined 5.6 7,376 WILLIAMS COS INC DEL COM 969457100 1,410 59,619 SH Defined 5.6 59,619 WILLIAMS COS INC DEL COM 969457100 393 16,600 SH Defined 1.3 16,600 WILLIAMS COS INC DEL COM 969457100 281 11,880 SH Defined 5.6 11,880 WILLIAMS COS INC DEL COM 969457100 281 11,900 SH Defined 5.6 11,900 WILLIAMS COS INC DEL COM 969457100 284 12,000 SH Defined 5.6 12,000 WILLIAMS COS INC DEL COM 969457100 511 23,377 SH Defined 1 23,377 WILLIAMS SONOMA INC COM 969904101 70 4,332 SH Defined 5.6 4,332 WILLIS GROUP HOLDINGS LTD SHS G96655108 194 6,019 SH Defined 5.6 6,019 WILLOW GROVE BANCORP INC NEW COM 97111W101 3 259 SH Defined 5.6 259 WILMINGTON TRUST CORP COM 971807102 9 312 SH Defined 5.6 312 WILSON GREATBATCH TECHNOLOGI SDCV 2.250% 6/1 972232AB8 217 2,500 PRN Defined 5.6 2,500 WIMM BILL DANN FOODS OJSC SPONSORED ADR 97263M109 50 700 SH Defined 1.4 700 WIMM BILL DANN FOODS OJSC SPONSORED ADR 97263M109 8 110 SH Defined 1 110 WIMM BILL DANN FOODS OJSC SPONSORED ADR 97263M109 71 1,000 SH Defined 5.7 1,000 WIND RIVER SYSTEMS INC COM 973149107 663 66,344 SH Defined 1.4 66,344 WIND RIVER SYSTEMS INC COM 973149107 37 3,700 SH Defined 5.6 3,700 WINDSTREAM CORP COM 97381W104 404 36,951 SH Defined 5.6 36,951 WINDSTREAM CORP COM 97381W104 73 6,640 SH Defined 1 6,640 WINN DIXIE STORES INC COM NEW 974280307 107 7,700 SH Defined 5.6 7,700 WIPRO LTD SPON ADR 1 SH 97651M109 11 1,120 SH Defined 1 1,120 WISCONSIN ENERGY CORP COM 976657106 640 14,243 SH Defined 5.6 14,243 WOLVERINE WORLD WIDE INC COM 978097103 40 1,500 SH Defined 5.6 1,500 WORTHINGTON INDS INC COM 981811102 345 23,100 SH Defined 5.6 23,100 WRIGLEY WM JR CO COM 982526105 1,706 21,492 SH Defined 5.6 21,492 WRIGLEY WM JR CO COM 982526105 302 3,800 SH Defined 5.6 3,800 WRIGLEY WM JR CO COM 982526105 559 7,033 SH Defined 5.6 7,033 WRIGLEY WM JR CO COM 982526105 1,352 16,992 SH Defined 5.6 16,992 WRIGLEY WM JR CO COM 982526105 1,766 22,200 SH Defined 5.6 22,200 WRIGLEY WM JR CO COM 982526105 1,846 23,200 SH Defined 5.6 23,200 WRIGLEY WM JR CO COM 982526105 2,125 26,717 SH Defined 5.6 26,717 WRIGLEY WM JR CO COM 982526105 2,248 28,258 SH Defined 5.6 28,258 WRIGLEY WM JR CO COM 982526105 2,618 32,910 SH Defined 5.6 32,910 WRIGLEY WM JR CO COM 982526105 3,649 45,865 SH Defined 5.6 45,865 WRIGLEY WM JR CO COM 982526105 4,242 53,325 SH Defined 5.6 53,325 WRIGLEY WM JR CO COM 982526105 9,385 117,982 SH Defined 5.6 117,982 WUXI PHARMATECH CAYMAN INC SPONS ADR SHS 929352102 2,952 224,464 SH Defined 5.6 224,464 WYETH COM 983024100 54,164 1,466,279 SH Defined 5.6 1,466,279 WYETH COM 983024100 30 820 SH Defined 5.6 820 WYETH COM 983024100 131 3,548 SH Defined 5.6 3,548 WYETH COM 983024100 148 4,000 SH Defined 5.6 4,000 WYETH COM 983024100 1,404 38,014 SH Defined 5.6 38,014 WYETH COM 983024100 6 152 SH Defined 5.7 152 WYETH COM 983024100 94 2,550 SH Defined 5.7 2,550 WYETH COM 983024100 148 4,000 SH Defined 5.7 4,000 WYETH COM 983024100 369 10,000 SH Defined 5.7 10,000 WYETH COM 983024100 3,509 95,000 SH Defined 5.7 95,000 WYETH COM 983024100 1,666 45,533 SH Defined 1 45,533 WYETH DBCV 1/1 983024AD2 44,450 45,760 PRN Defined 5.6 45,760 WYNDHAM WORLDWIDE CORP COM 98310W108 262 16,704 SH Defined 5.6 16,704 WYNDHAM WORLDWIDE CORP COM 98310W108 31 2,000 SH Defined 5.6 2,000 WYNDHAM WORLDWIDE CORP COM 98310W108 283 18,007 SH Defined 5.6 18,007 WYNDHAM WORLDWIDE CORP COM 98310W108 810 54,459 SH Defined 1 54,459 WYNN RESORTS LTD COM 983134107 625 7,654 SH Defined 5.6 7,654 WYNN RESORTS LTD COM 983134107 74 912 SH Defined 1 912 WYNN RESORTS LTD COM 983134107 1 15 SH Defined 1 15 XCEL ENERGY INC COM 98389B100 656 32,806 SH Defined 5.6 32,806 XCEL ENERGY INC COM 98389B100 103 5,161 SH Defined 1 5,161 XENOPORT INC COM 98411C100 1,207 24,900 SH Defined 5.6 24,900 XEROX CORP COM 984121103 2,290 198,615 SH Defined 5.6 198,615 XEROX CORP COM 984121103 193 17,441 SH Defined 1 17,441 XILINX INC COM 983919101 508 21,642 SH Defined 5.6 21,642 XILINX INC COM 983919101 567 24,185 SH Defined 1.4 24,185 XILINX INC COM 983919101 73 3,100 SH Defined 5.6 3,100 XILINX INC COM 983919101 2,158 92,006 SH Defined 5.6 92,006 XL CAP LTD CL A G98255105 990 55,182 SH Defined 5.6 55,182 XL CAP LTD CL A G98255105 13 700 SH Defined 1.4 700 XL CAP LTD CL A G98255105 50 2,800 SH Defined 5.6 2,800 XL CAP LTD CL A G98255105 551 30,700 SH Defined 5.6 30,700 XL CAP LTD CL A G98255105 117 6,500 SH Defined 5.7 6,500 XL CAP LTD CL A G98255105 377 21,000 SH Defined 5.7 21,000 XL CAP LTD CL A G98255105 475 26,500 SH Defined 5.7 26,500 XL CAP LTD CL A G98255105 628 35,000 SH Defined 5.7 35,000 XL CAP LTD CL A G98255105 807 45,000 SH Defined 5.7 45,000 XL CAP LTD CL A G98255105 2,009 112,000 SH Defined 5.7 112,000 XL CAP LTD CL A G98255105 174 11,827 SH Defined 1 11,827 XTO ENERGY INC COM 98385X106 6,582 141,491 SH Defined 5.6 141,491 XTO ENERGY INC COM 98385X106 29 624 SH Defined 1.4 624 XTO ENERGY INC COM 98385X106 326 7,000 SH Defined 5.6 7,000 XTO ENERGY INC COM 98385X106 414 8,900 SH Defined 5.6 8,900 XTO ENERGY INC COM 98385X106 116 2,500 SH Defined 5.7 2,500 XTO ENERGY INC COM 98385X106 2,093 45,000 SH Defined 5.7 45,000 XTO ENERGY INC COM 98385X106 1,743 39,248 SH Defined 1 39,248 YAHOO INC COM 984332106 3,924 226,806 SH Defined 5.6 226,806 YAHOO INC COM 984332106 3,960 228,910 SH Defined 1.4 228,910 YAHOO INC COM 984332106 9 500 SH Defined 1 500 YAHOO INC COM 984332106 81 4,700 SH Defined 5.6 4,700 YAHOO INC COM 984332106 211 12,180 SH Defined 5.6 12,180 YAHOO INC COM 984332106 934 54,000 SH Defined 5.6 54,000 YAHOO INC COM 984332106 19,164 1,107,751 SH Defined 5.6 1,107,751 YAHOO INC COM 984332106 22,693 1,344,343 SH Defined 1 1,344,343 YAMANA GOLD INC COM 98462Y100 16,468 2,000,914 SH Defined 5.6 2,000,914 YAMANA GOLD INC COM 98462Y100 905 107,364 SH Defined 1.4 107,364 YAMANA GOLD INC COM 98462Y100 111 13,185 SH Defined 5.6 13,185 YAMANA GOLD INC COM 98462Y100 181 21,485 SH Defined 5.6 21,485 YAMANA GOLD INC COM 98462Y100 13 1,500 SH Defined 1,500 YELLOW ROADWAY CORP NOTE 5.000% 8/0 985577AA3 1,203 13,910 PRN Defined 5.6 13,910 YINGLI GREEN ENERGY HLDG CO ADR 98584B103 1,543 140,000 SH Defined 5.6 140,000 YINGLI GREEN ENERGY HLDG CO ADR 98584B103 38 3,440 SH Defined 1.4 3,440 YINGLI GREEN ENERGY HLDG CO ADR 98584B103 51 4,620 SH Defined 5.7 4,620 YINGLI GREEN ENERGY HLDG CO ADR 98584B103 916 83,160 SH Defined 5.7 83,160 YRC WORLDWIDE INC COM 984249102 30 2,500 SH Defined 5.6 2,500 YRC WORLDWIDE INC COM 984249102 75 6,244 SH Defined 5.6 6,244 YUM BRANDS INC COM 988498101 12,955 397,270 SH Defined 5.6 397,270 YUM BRANDS INC COM 988498101 87 2,670 SH Defined 1.4 2,670 YUM BRANDS INC COM 988498101 525 16,100 SH Defined 5.6 16,100 YUM BRANDS INC COM 988498101 146 4,490 SH Defined 5.7 4,490 YUM BRANDS INC COM 988498101 229 7,020 SH Defined 5.7 7,020 YUM BRANDS INC COM 988498101 489 15,000 SH Defined 5.7 15,000 YUM BRANDS INC COM 988498101 538 16,500 SH Defined 5.7 16,500 YUM BRANDS INC COM 988498101 577 17,700 SH Defined 5.7 17,700 YUM BRANDS INC COM 988498101 864 26,500 SH Defined 5.7 26,500 YUM BRANDS INC COM 988498101 1,174 36,000 SH Defined 5.7 36,000 YUM BRANDS INC COM 988498101 2,866 87,892 SH Defined 5.7 87,892 YUM BRANDS INC COM 988498101 2,922 89,600 SH Defined 5.7 89,600 YUM BRANDS INC COM 988498101 54 1,677 SH Defined 1 1,677 ZALE CORP NEW COM 988858106 13 500 SH Defined 5.6 500 ZBB ENERGY CORPORATION COM 98876R204 2 902 SH Defined 5.6 902 ZBB ENERGY CORPORATION COM 98876R204 19 8,372 SH Defined 5.6 8,372 ZEP INC COM 98944B108 120 6,794 SH Defined 5.6 6,794 ZILOG INC COM PAR $0.01 989524301 18 5,754 SH Defined 5.6 5,754 ZIMMER HLDGS INC COM 98956P102 2,443 37,835 SH Defined 5.6 37,835 ZIMMER HLDGS INC COM 98956P102 557 8,622 SH Defined 1 8,622 ZIONS BANCORPORATION COM 989701107 771 19,930 SH Defined 5.6 19,930 ZIONS BANCORPORATION COM 989701107 151 3,900 SH Defined 5.6 3,900 ZIONS BANCORPORATION COM 989701107 107 3,118 SH Defined 1 3,118 ZOLTEK COS INC COM 98975W104 1 30 SH Defined 1.4 30 ZONES INC COM 98976N103 32 3,910 SH Defined 5.6 3,910
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