-----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, EI5uaYHMduHqyTdbdnLbj6JyJOTYnA1lBc58rQFbOMcWrYfYy0mfyLeB0tcM1kW5 I3FOPfFECc8y6vI5liVc7Q== 0001047469-08-006707.txt : 20080515 0001047469-08-006707.hdr.sgml : 20080515 20080515165316 ACCESSION NUMBER: 0001047469-08-006707 CONFORMED SUBMISSION TYPE: 13F-HR PUBLIC DOCUMENT COUNT: 1 CONFORMED PERIOD OF REPORT: 20080331 FILED AS OF DATE: 20080515 DATE AS OF CHANGE: 20080515 EFFECTIVENESS DATE: 20080515 FILER: COMPANY DATA: COMPANY CONFORMED NAME: NATIXIS CENTRAL INDEX KEY: 0001274981 IRS NUMBER: 000000000 FILING VALUES: FORM TYPE: 13F-HR SEC ACT: 1934 Act SEC FILE NUMBER: 028-12482 FILM NUMBER: 08838718 BUSINESS ADDRESS: STREET 1: 45, RUE SAINT-DOMINIQUE CITY: PARIS STATE: I0 ZIP: 75007 BUSINESS PHONE: 011 33 1 58 19 36 06 MAIL ADDRESS: STREET 1: 45, RUE SAINT-DOMINIQUE CITY: PARIS STATE: I0 ZIP: 75007 FORMER COMPANY: FORMER CONFORMED NAME: NATEXIS BANQUES POPULAIRES SA DATE OF NAME CHANGE: 20031231 13F-HR 1 a2185837z13f-hr.txt FORM 13F-HR UNITED STATES SECURITIES AND EXCHANGE COMMISSION WASHINGTON, D.C. 20549 FORM 13F FORM 13F COVER PAGE Report for the Calendar Year or Quarter Ended: March 31, 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: Natixis ------------------------------- Address: 30, avenue Pierre Mendes-France ------------------------------- 75013 Paris, France ------------------------------- Form 13F File Number: 28-12482 --------------------- 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: Christian de Fouchier ------------------------------- Title: Direction Financiere ------------------------------- Phone: 01133158193606 ------------------------------- Signature, Place, and Date of Signing: Christian de Fouchier Paris, France May 15, 2008 ------------------------------- ----------------- ----------------- [Signature] [City, State] [Date] Report Type (Check only one.): / / 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).) /X/ 13F COMBINATION REPORT. (Check here if a portion of the holdings for this reporting manager are reported in this report and a portion are reported by other reporting manager(s).) List of Other Managers Reporting for this Manager: [If there are no entries in this list, omit this section.] Form 13F File Number Name 28-6808 Natixis Global Asset Management, L.P. --------------- ------------------------------------- 28-10092 Natixis Asset Management --------------- ------------------------------------- FORM 13F SUMMARY PAGE Report Summary: Number of Other Included Managers: 5 -------------------- Form 13F Information Table Entry Total: 1019 -------------------- Form 13F Information Table Value Total: $4,864,356 -------------------- 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- Natixis Bleichroeder Inc. ------ ----------------- --------------------------------- 2 28- La Compagnie 1818 SA ------ ----------------- --------------------------------- 3 28- Nexgen Capital Limited ------ ----------------- --------------------------------- 4 28- Coface SA ------ ----------------- --------------------------------- 5 28- Natixis Capital Markets Inc. ------ ----------------- ---------------------------------
Voting Voting Voting Title of CUSIP Value Amount of Type of Investment Other Authority Authority Authority Name of Issuer class Number (x$1,000) security security Discretion Managers SOLE SHARED NONE - ----------------------------------------------------------------------------------------------------------------------------------- 3COM CORP COM 885535104 1145 500000 SH DEFINED 5 500000 - - 3M CO COM 88579Y101 1707 21571 SH DEFINED 0 90000 - - 3M CO COM 88579Y101 1187 15000 SH DEFINED 4 15000 - - 3M CO COM 88579Y101 4008 50638 SH DEFINED 5 50638 - - ABBOTT LABS COM 002824100 4393 79648 SH DEFINED 0 1608148 - - ABBOTT LABS COM 002824100 2332 44000 SH DEFINED 2 44000 - - ABBOTT LABS COM 002824100 29060 526926 SH DEFINED 5 526926 - - ABERCROMBIE & FITCH CO CL A 002896207 1564 21600 SH DEFINED 2 21600 - - ABERCROMBIE & FITCH CO CL A 002896207 444 6081 SH DEFINED 5 6081 - - ABITIBIBOWATER INC COM 003687100 218 16904 SH DEFINED 0 16904 - - ABITIBIBOWATER INC COM 003687100 293 22700 SH DEFINED 5 22700 - - ACE LTD ORD G0070K103 1263 22944 SH DEFINED 5 22944 - - ACTIVISION INC NEW COM NEW 004930202 327 12000 SH DEFINED 2 12000 - - ACTIVISION INC NEW COM NEW 004930202 3126 114462 SH DEFINED 5 121562 - - ADOBE SYS INC COM 00724F101 459 13000 SH DEFINED 2 13000 - - ADOBE SYS INC COM 00724F101 1407 39522 SH DEFINED 5 42822 - - ADOLOR CORP COM 00724X102 210 45850 SH DEFINED 0 45850 - - ADVANCED MICRO DEVICES INC COM 007903107 550 93346 SH DEFINED 0 93346 - - ADVANCED MICRO DEVICES INC COM 007903107 6 1034 SH DEFINED 2 1034 - - ADVANCED MICRO DEVICES INC COM 007903107 3668 622748 SH DEFINED 5 622748 - - ADVANCED MICRO DEVICES INC NOTE 6.000% 5/0 007903AL1 1266 2000 PRN DEFINED 5 - - - AES CORP COM 00130H105 776 46570 SH DEFINED 5 46570 - - AETNA INC NEW COM 00817Y108 1454 34543 SH DEFINED 5 34543 - - AFFILIATED COMPUTER SERVICES CL A 008190100 346 6894 SH DEFINED 5 6894 - - AFFYMETRIX INC NOTE 3.500% 39448 00826TAG3 2590 2750 PRN DEFINED 5 - - - AFLAC INC COM 001055102 130 2000 SH DEFINED 1 2000 - - AFLAC INC COM 001055102 2149 33082 SH DEFINED 5 33082 - - AGERE SYS INC NOTE 6.500%12/1 00845VAA8 5070 5000 PRN DEFINED 5 - - - AGFEED INDUSTRIES INC COM 00846L101 134 10000 SH DEFINED 1 10000 - - AGILENT TECHNOLOGIES INC COM 00846U101 759 25460 SH DEFINED 5 25460 - - AIR PRODS & CHEMS INC COM 009158106 1854 20400 SH DEFINED 2 20400 - - AIR PRODS & CHEMS INC COM 009158106 1372 14910 SH DEFINED 5 14910 - - AKAMAI TECHNOLOGIES INC COM 00971T101 275 9784 SH DEFINED 5 12584 - - ALCATEL-LUCENT SPONSORED ADR 013904305 60 10312 SH DEFINED 0 10322 - - ALCATEL-LUCENT SPONSORED ADR 013904305 2 398 SH DEFINED 5 97598 - - ALCOA INC COM 013817101 1034 28695 SH DEFINED 0 90800 - - ALCOA INC COM 013817101 3 93 SH DEFINED 1 93 - - ALCOA INC COM 013817101 1392 38604 SH DEFINED 2 38604 - - ALCOA INC COM 013817101 29069 806136 SH DEFINED 5 806136 - - ALLEGHENY ENERGY INC COM 017361106 578 11448 SH DEFINED 5 11448 - - ALLEGHENY TECHNOLOGIES INC COM 01741R102 495 6943 SH DEFINED 5 6943 - - ALLERGAN INC COM 018490102 1203 21333 SH DEFINED 5 21333 - - ALLIANCE DATA SYSTEMS CORP COM 018581108 3563 75000 SH DEFINED 5 75000 - - ALLIED WASTE INDS INC COM PAR$.01NEW 019589308 378 35000 SH DEFINED 0 35000 - - ALLIED WASTE INDS INC COM PAR$.01NEW 019589308 254 23470 SH DEFINED 5 23470 - - ALTAIR NANOTECHNOLOGIES INC COM 021373105 27 10000 SH DEFINED 1 10000 - - ALTERA CORP COM 021441100 341 18440 SH DEFINED 5 86440 - -
ALTRIA GROUP INC COM 02209S103 70840 3190965 SH DEFINED 0 3534156 - - ALTRIA GROUP INC COM 02209S103 4240 57570 SH DEFINED 2 57570 - - ALTRIA GROUP INC COM 02209S103 81012 3649180 SH DEFINED 5 3649180 - - AMAZON COM INC COM 023135106 5195 72858 SH DEFINED 0 752858 - - AMAZON COM INC COM 023135106 1652 23165 SH DEFINED 5 93165 - - AMBAC FINL GROUP INC COM 023139108 104 18003 SH DEFINED 5 18003 - - AMEN PPTYS INC COM NEW 023477201 539 61200 SH DEFINED 5 61200 - - AMEREN CORP COM 023608102 14093 320000 SH DEFINED 0 320000 - - AMEREN CORP COM 023608102 638 14503 SH DEFINED 5 14503 - - AMERICA MOVIL SAB DE CV SPON ADR L SHS 02364W105 15945 250350 SH DEFINED 0 300000 - - AMERICAN TOWER CORP CL A 029912201 19409 495000 SH DEFINED 0 495000 - - AMERICAN TOWER CORP CL A 029912201 1105 28190 SH DEFINED 5 28190 - - AMERICAN CAPITAL STRATEGIES COM 024937104 17 500 SH DEFINED 0 500 - - AMERICAN CAPITAL STRATEGIES COM 024937104 483 14139 SH DEFINED 5 14139 - - AMERICAN ELEC PWR INC COM 025537101 16235 390000 SH DEFINED 0 580000 - - AMERICAN ELEC PWR INC COM 025537101 1160 27873 SH DEFINED 5 27873 - - AMERICAN EXPRESS CO COM 025816109 14443 330344 SH DEFINED 0 1010344 - - AMERICAN EXPRESS CO COM 025816109 1138 26400 SH DEFINED 2 26400 - - AMERICAN EXPRESS CO COM 025816109 1312 30000 SH DEFINED 4 30000 - - AMERICAN EXPRESS CO COM 025816109 7845 179440 SH DEFINED 5 324340 - - AMERICAN FINL RLTY TR NOTE 4.375% 39454 02607PAB3 40000 40000 PRN DEFINED 5 - - - AMERICAN INTL GROUP INC COM 026874107 16238 375461 SH DEFINED 0 693635 - - AMERICAN INTL GROUP INC COM 026874107 940 22000 SH DEFINED 2 22000 - - AMERICAN OIL & GAS INC NEW COM 028723104 32 10000 SH DEFINED 1 10000 - - AMERIPRISE FINL INC COM 03076C106 205 3946 SH DEFINED 0 3946 - - AMERIPRISE FINL INC COM 03076C106 6 120 SH DEFINED 2 120 - - AMERIPRISE FINL INC COM 03076C106 823 15875 SH DEFINED 5 15875 - - AMERISOURCEBERGEN CORP COM 03073E105 21450 523419 SH DEFINED 5 523419 - - AMGEN INC COM 031162100 4448 106451 SH DEFINED 0 335000 - - AMGEN INC COM 031162100 5294 126735 SH DEFINED 5 126735 - - AMGEN INC NOTE 0.125% 2/0 031162AN0 9072 10000 PRN DEFINED 5 - - - ANADARKO PETE CORP COM 032511107 242 3846 SH DEFINED 0 3846 - - ANADARKO PETE CORP COM 032511107 8715 138267 SH DEFINED 5 138267 - - ANALOG DEVICES INC COM 032654105 1139 38571 SH DEFINED 5 49571 - - ANHEUSER BUSCH COS INC COM 035229103 5457 114992 SH DEFINED 0 114992 - - ANHEUSER BUSCH COS INC COM 035229103 2376 50081 SH DEFINED 5 50081 - - AON CORP COM 037389103 859 21364 SH DEFINED 5 21364 - - APACHE CORP COM 037411105 303 2504 SH DEFINED 0 2504 - - APACHE CORP COM 037411105 2416 20000 SH DEFINED 4 20000 - - APACHE CORP COM 037411105 2799 23166 SH DEFINED 5 23166 - - APARTMENT INVT & MGMT CO CL A 03748R101 255 7127 SH DEFINED 5 7127 - - APPLE INC COM 037833100 14540 101327 SH DEFINED 0 811527 - - APPLE INC COM 037833100 1316 9220 SH DEFINED 2 9220 - - APPLE INC COM 037833100 11770 82024 SH DEFINED 5 84324 - - APPLERA CORP COM AP BIO GRP 038020103 383 11652 SH DEFINED 5 11652 - - APPLIED MATLS INC COM 038222105 1639 83972 SH DEFINED 0 83972 - - APPLIED MATLS INC COM 038222105 12 600 SH DEFINED 2 600 - - APPLIED MATLS INC COM 038222105 2709 138869 SH DEFINED 5 138869 - -
APPLIED MICRO CIRCUITS CORP COM NEW 03822W406 251 35000 SH DEFINED 5 35000 - - APRIA HEALTHCARE GROUP INC NOTE 3.375% 9/0 037933AB4 19307 19240 PRN DEFINED 5 - - - APT SATELLITE HOLDINGS LTD SPONSORED ADR 00203R105 38 25000 SH DEFINED 1 25000 - - AQUA AMERICA INC COM 03836W103 5643 300500 SH DEFINED 0 300500 - - AQUILA INC COM 03840P102 160 50000 SH DEFINED 1 50000 - - ARCHER DANIELS MIDLAND CO COM 039483102 2058 50000 SH DEFINED 0 50000 - - ARCHER DANIELS MIDLAND CO COM 039483102 1862 45238 SH DEFINED 5 45238 - - ARES CAP CORP COM 04010L103 277 22000 SH DEFINED 0 22000 - - ASAT HLDGS LTD SPON ADR NEW 00208B204 5 25542 SH DEFINED 1 25542 - - ASSURANT INC COM 04621X108 401 6594 SH DEFINED 5 6594 - - AT&T INC COM 00206R102 38982 1017794 SH DEFINED 0 6225594 - - AT&T INC COM 00206R102 5002 133000 SH DEFINED 2 133000 - - AT&T INC COM 00206R102 19069 497889 SH DEFINED 5 497889 - - ATC HEALTHCARE INC CL A 00209C102 1 12200 SH DEFINED 1 12200 - - AUTOMATIC DATA PROCESSING IN COM 053015103 848 20000 SH DEFINED 0 20000 - - AUTOMATIC DATA PROCESSING IN COM 053015103 1145 27000 SH DEFINED 4 27000 - - AUTOMATIC DATA PROCESSING IN COM 053015103 1980 46699 SH DEFINED 5 46699 - - AUTOZONE INC COM 053332102 350 3076 SH DEFINED 5 3076 - - AVALONBAY CMNTYS INC COM 053484101 515 5335 SH DEFINED 5 5335 - - AVENTINE RENEWABLE ENERGY COM 05356X403 33 6300 SH DEFINED 0 6300 - - AVENTINE RENEWABLE ENERGY COM 05356X403 326 62710 SH DEFINED 5 62710 - - AVERY DENNISON CORP COM 053611109 12 242 SH DEFINED 0 242 - - AVERY DENNISON CORP COM 053611109 363 7373 SH DEFINED 5 7373 - - AVON PRODS INC COM 054303102 1119 28292 SH DEFINED 0 115000 - - AVON PRODS INC COM 054303102 79 2000 SH DEFINED 1 2000 - - AVON PRODS INC COM 054303102 3273 82755 SH DEFINED 5 82755 - - BAIDU COM INC SPON ADR REP A 056752108 255 1063 SH DEFINED 5 1063 - - BAKER HUGHES INC COM 057224107 4378 63906 SH DEFINED 0 63906 - - BAKER HUGHES INC COM 057224107 27 400 SH DEFINED 2 400 - - BAKER HUGHES INC COM 057224107 1472 21490 SH DEFINED 5 441490 - - BALL CORP COM 058498106 308 6694 SH DEFINED 5 6694 - - BANCO BRADESCO S A SP ADR PFD NEW 059460303 14361 517315 SH DEFINED 0 517315 - - BANCO ITAU HLDG FINANCIERA S SP ADR 500 PFD 059602201 4761 209210 SH DEFINED 0 210610 - - BANK MONTREAL QUE COM 063671101 7640 166261 SH DEFINED 0 3316455 - - BANK MUTUAL CORP NEW COM 063750103 967 90000 SH DEFINED 0 90000 - - BANK NOVA SCOTIA HALIFAX COM 064149107 3457 74257 SH DEFINED 0 1311895 - - BANK OF NEW YORK MELLON CORP COM 064058100 1252 30000 SH DEFINED 4 30000 - - BANK OF NEW YORK MELLON CORP COM 064058100 41002 982559 SH DEFINED 5 982559 - - BARD C R INC COM 067383109 669 6936 SH DEFINED 5 6936 - - BARR PHARMACEUTICALS INC COM 068306109 367 7599 SH DEFINED 5 7599 - - BAXTER INTL INC COM 071813109 530 9162 SH DEFINED 0 340401 - - BAXTER INTL INC COM 071813109 2555 44183 SH DEFINED 5 143383 - - BB&T CORP COM 054937107 14 427 SH DEFINED 0 25427 - - BB&T CORP COM 054937107 1356 42303 SH DEFINED 5 42303 - - BEAR STEARNS COS INC COM 073902108 116 11048 SH DEFINED 0 11048 - - BEAR STEARNS COS INC COM 073902108 85 8139 SH DEFINED 5 8139 - - BECTON DICKINSON & CO COM 075887109 1461 17022 SH DEFINED 5 31122 - - BED BATH & BEYOND INC COM 075896100 614 20821 SH DEFINED 5 20821 - -
BERKSHIRE HATHAWAY INC DEL CL A 084670108 667 5 SH DEFINED 5 5 - - BEST BUY INC COM 086516101 1034 24942 SH DEFINED 5 114942 - - BHP BILLITON LTD SPONSORED ADR 088606108 612 9300 SH DEFINED 5 15900 - - BHP BILLITON PLC SPONSORED ADR 05545E209 1322 22500 SH DEFINED 1 22500 - - BIODEL INC COM 09064M105 282 26000 SH DEFINED 1 26000 - - BIOGEN IDEC INC COM 09062X103 479 7759 SH DEFINED 0 7759 - - BIOGEN IDEC INC COM 09062X103 6035 97829 SH DEFINED 5 97829 - - BJ SVCS CO COM 055482103 237 8300 SH DEFINED 0 8300 - - BJ SVCS CO COM 055482103 551 19314 SH DEFINED 5 580414 - - BLACK & DECKER CORP COM 091797100 278 4202 SH DEFINED 5 4202 - - BLOCK H & R INC COM 093671105 499 24024 SH DEFINED 5 24024 - - BMC SOFTWARE INC COM 055921100 130 4000 SH DEFINED 1 4000 - - BMC SOFTWARE INC COM 055921100 309 9505 SH DEFINED 5 13905 - - BOEING CO COM 097023105 6275 84384 SH DEFINED 0 96600 - - BOEING CO COM 097023105 1174 16000 SH DEFINED 2 16000 - - BOEING CO COM 097023105 3956 53187 SH DEFINED 5 53187 - - BOOTS & COOTS/INTL WELL CTRL COM NEW 099469504 87 50000 SH DEFINED 1 50000 - - BORDERS GROUP INC COM 099709107 191 32500 SH DEFINED 0 32500 - - BOSTON PROPERTIES INC COM 101121101 758 8229 SH DEFINED 5 8229 - - BOSTON SCIENTIFIC CORP COM 101137107 619 48088 SH DEFINED 0 48088 - - BOSTON SCIENTIFIC CORP COM 101137107 2153 167280 SH DEFINED 5 167280 - - BOWNE & CO INC SDCV 5.000%10/0 103043AB1 7532 7850 PRN DEFINED 5 - - - BRISTOL MYERS SQUIBB CO COM 110122108 33321 1564371 SH DEFINED 0 2469671 - - BRISTOL MYERS SQUIBB CO COM 110122108 35605 1671596 SH DEFINED 5 1671596 - - BROADCOM CORP CL A 111320107 19406 1007108 SH DEFINED 0 1007108 - - BROADCOM CORP CL A 111320107 690 35779 SH DEFINED 5 35779 - - BROWN FORMAN CORP CL B 115637209 383 5791 SH DEFINED 5 5791 - - C H ROBINSON WORLDWIDE INC COM NEW 12541W209 704 12939 SH DEFINED 5 12939 - - CA INC COM 12673P105 729 32379 SH DEFINED 5 812679 - - CALGON CARBON CORP COM 129603106 226 15000 SH DEFINED 1 15000 - - CAMECO CORP COM 13321L108 3443 104500 SH DEFINED 0 153300 - - CAMERON INTERNATIONAL CORP COM 13342B105 632 15178 SH DEFINED 5 335178 - - CAMPBELL SOUP CO COM 134429109 521 15356 SH DEFINED 5 15356 - - CANADIAN NAT RES LTD COM 136385101 2178 30992 SH DEFINED 0 688000 - - CANADIAN NATL RY CO COM 136375102 925 18570 SH DEFINED 0 812400 - - CANADIAN PAC RY LTD COM 13645T100 499 7570 SH DEFINED 0 150520 - - CANADIAN SUPERIOR ENERGY INC COM 136644101 78 25200 SH DEFINED 1 25200 - - CANO PETE INC COM 137801106 46 10000 SH DEFINED 1 10000 - - CAPSTONE TURBINE CORP COM 14067D102 639 300000 SH DEFINED 1 300000 - - CARDINAL HEALTH INC COM 14149Y108 6851 130475 SH DEFINED 5 130475 - - CARNIVAL CORP PAIRED CTF 143658300 1230 30392 SH DEFINED 5 30392 - - CARPENTER TECHNOLOGY CORP COM 144285103 1752 31296 SH DEFINED 5 31296 - - CATERPILLAR INC DEL COM 149123101 395 5040 SH DEFINED 0 5040 - - CATERPILLAR INC DEL COM 149123101 3233 42000 SH DEFINED 2 42000 - - CATERPILLAR INC DEL COM 149123101 3422 43708 SH DEFINED 5 43708 - - CB RICHARD ELLIS GROUP INC CL A 12497T101 262 12119 SH DEFINED 5 12119 - - CELGENE CORP COM 151020104 2017 32914 SH DEFINED 5 32914 - - CENTENE CORP DEL COM 15135B101 746 53500 SH DEFINED 5 53500 - -
CENTERPOINT ENERGY INC COM 15189T107 4 279 SH DEFINED 0 279 - - CENTERPOINT ENERGY INC COM 15189T107 323 22626 SH DEFINED 5 22626 - - CENTEX CORP COM 152312104 204 8444 SH DEFINED 5 8444 - - CENTRAL EUROPEAN MEDIA ENTRP CL A NEW G20045202 3615 2646 SH DEFINED 0 2646 - - CENTRAL EUROPEAN MEDIA ENTRP CL A NEW G20045202 682 8000 SH DEFINED 5 8000 - - CENTRAL SUN MINING INC COM 155432107 25 14285 SH DEFINED 1 14285 - - CENTURYTEL INC COM 156700106 259 7772 SH DEFINED 5 7772 - - CEPHALON INC COM 156708109 1223 19012 SH DEFINED 5 276912 - - CHC HELICOPTER CORP CL A SUB VTG 12541C203 3040 100000 SH DEFINED 5 100000 - - CHENIERE ENERGY PARTNERS LP COM UNIT 16411Q101 5222 350000 SH DEFINED 5 350000 - - CHESAPEAKE ENERGY CORP COM 165167107 1479 32047 SH DEFINED 5 32047 - - CHEVRON CORP NEW COM 166764100 22211 260209 SH DEFINED 0 360209 - - CHEVRON CORP NEW COM 166764100 4258 50460 SH DEFINED 2 50460 - - CHEVRON CORP NEW COM 166764100 1707 20000 SH DEFINED 4 20000 - - CHEVRON CORP NEW COM 166764100 12419 145491 SH DEFINED 5 145491 - - CHUBB CORP COM 171232101 13 268 SH DEFINED 0 111000 - - CHUBB CORP COM 171232101 1324 26765 SH DEFINED 5 26765 - - CIBER INC SDCV 2.875%12/1 17163BAB8 4835 5000 PRN DEFINED 5 - - - CIENA CORP COM NEW 171779309 462 15000 SH DEFINED 0 15000 - - CIENA CORP COM NEW 171779309 293 9505 SH DEFINED 5 9505 - - CIGNA CORP COM 125509109 791 19491 SH DEFINED 5 40191 - - CINCINNATI FINL CORP COM 172062101 10 269 SH DEFINED 0 269 - - CINCINNATI FINL CORP COM 172062101 457 12002 SH DEFINED 5 12002 - - CINTAS CORP COM 172908105 307 10760 SH DEFINED 5 10760 - - CIRCUIT CITY STORE INC COM 172737108 153 38500 SH DEFINED 0 38500 - - CISCO SYS INC COM 17275R102 9132 379075 SH DEFINED 0 383075 - - CISCO SYS INC COM 17275R102 4259 177100 SH DEFINED 2 177100 - - CISCO SYS INC COM 17275R102 13277 551162 SH DEFINED 5 571162 - - CIT GROUP INC COM 125581108 1185 100000 SH DEFINED 0 100000 - - CIT GROUP INC COM 125581108 245 20709 SH DEFINED 5 23665 - - CITADEL BROADCASTING CORP COM 17285T106 27 16345 SH DEFINED 0 16345 - - CITIGROUP INC COM 172967101 38616 813006 SH DEFINED 0 5114607 - - CITIGROUP INC COM 172967101 2318 111420 SH DEFINED 2 111420 - - CITIGROUP INC COM 172967101 7916 369546 SH DEFINED 5 369546 - - CITIZENS COMMUNICATIONS CO COM 17453B101 239 22829 SH DEFINED 5 22829 - - CITRIX SYS INC COM 177376100 307 10435 SH DEFINED 5 14335 - - CLAUDE RES INC COM 182873109 95 100000 SH DEFINED 1 100000 - - CLEAR CHANNEL COMMUNICATIONS COM 184502102 2005 68628 SH DEFINED 5 80328 - - CLOROX CO DEL COM 189054109 546 9648 SH DEFINED 5 9648 - - CME GROUP INC COM 12572Q105 23 50 SH DEFINED 0 50 - - CME GROUP INC COM 12572Q105 9740 20762 SH DEFINED 5 20762 - - CMS ENERGY CORP COM 125896100 212 15672 SH DEFINED 5 15672 - - COACH INC COM 189754104 1206 40000 SH DEFINED 0 42000 - - COACH INC COM 189754104 15105 501011 SH DEFINED 5 501011 - - COCA COLA CO COM 191216100 11810 194016 SH DEFINED 0 294016 - - COCA COLA CO COM 191216100 4377 71920 SH DEFINED 2 71920 - - COCA COLA CO COM 191216100 8920 146535 SH DEFINED 5 146535 - - COCA COLA ENTERPRISES INC COM 191219104 484 19980 SH DEFINED 5 19980 - -
COGNIZANT TECHNOLOGY SOLUTIO CL A 192446102 627 21757 SH DEFINED 5 21757 - - COLGATE PALMOLIVE CO COM 194162103 4455 57175 SH DEFINED 0 57175 - - COLGATE PALMOLIVE CO COM 194162103 2559 32800 SH DEFINED 2 32800 - - COLGATE PALMOLIVE CO COM 194162103 779 10000 SH DEFINED 4 10000 - - COLGATE PALMOLIVE CO COM 194162103 2765 35488 SH DEFINED 5 35488 - - COMCAST CORP NEW CL A SPL 20030N200 116 6121 SH DEFINED 0 6121 - - COMCAST CORP NEW CL A 20030N101 9 484 SH DEFINED 2 484 - - COMCAST CORP NEW CL A 20030N101 4233 218895 SH DEFINED 5 218895 - - COMCAST CORP NEW CL A SPL 20030N200 18970 1000000 SH DEFINED 5 1000000 - - COMERICA INC COM 200340107 3243 92462 SH DEFINED 0 92462 - - COMERICA INC COM 200340107 368 10480 SH DEFINED 5 10480 - - COMMERCE BANCORP INC NJ COM 200519106 527 13596 SH DEFINED 5 13596 - - COMMSCOPE INC COM 203372107 522 15000 SH DEFINED 5 15000 - - COMPANHIA DE SANEAMENTO BASI SPONSORED ADR 20441A102 2438 55000 SH DEFINED 0 55000 - - COMPANHIA VALE DO RIO DOCE SPONSORED ADR 204412209 4619 133350 SH DEFINED 0 133350 - - COMPTON PETE CORP COM 204940100 554 50000 SH DEFINED 1 50000 - - COMPUTER ASSOC INTL INC NOTE 1.625%12/1 204912AQ2 6147 5000 PRN DEFINED 5 - - - COMPUTER SCIENCES CORP COM 205363104 464 11371 SH DEFINED 5 11371 - - COMPUWARE CORP COM 205638109 156 21246 SH DEFINED 5 21246 - - CONAGRA FOODS INC COM 205887102 1097 45806 SH DEFINED 5 45806 - - CONOCOPHILLIPS COM 20825C104 14221 186600 SH DEFINED 0 806600 - - CONOCOPHILLIPS COM 20825C104 3174 42000 SH DEFINED 2 42000 - - CONOCOPHILLIPS COM 20825C104 107074 1404995 SH DEFINED 5 1408495 - - CONSOL ENERGY INC COM 20854P109 880 12723 SH DEFINED 5 12723 - - CONSTELLATION BRANDS INC CL A 21036P108 238 13485 SH DEFINED 5 13485 - - CONSTELLATION ENERGY GROUP I COM 210371100 1094 12393 SH DEFINED 5 12393 - - CONTINUCARE CORP COM 212172100 187 79700 SH DEFINED 1 79700 - - CONVERGYS CORP COM 212485106 23835 1582697 SH DEFINED 5 1582697 - - COOPER COS INC COM NEW 216648402 658 19100 SH DEFINED 0 19100 - - COOPER INDS LTD CL A G24182100 1298 32324 SH DEFINED 5 32324 - - COPART INC COM 217204106 706 18210 SH DEFINED 5 18210 - - CORNING INC COM 219350105 3031 126095 SH DEFINED 5 126095 - - COUNTRYWIDE FINANCIAL CORP COM 222372104 223 40457 SH DEFINED 5 40457 - - COVAD COMMUNICATIONS GROUP I COM 222814204 48 50000 SH DEFINED 5 50000 - - COVENTRY HEALTH CARE INC COM 222862104 445 11048 SH DEFINED 5 11048 - - COVIDIEN LTD COM G2552X108 333 7515 SH DEFINED 0 7515 - - COVIDIEN LTD COM G2552X108 1530 34583 SH DEFINED 5 34583 - - CSX CORP COM 126408103 85227 1520000 SH DEFINED 0 1520000 - - CSX CORP COM 126408103 1603 28587 SH DEFINED 5 28587 - - CUMMINS INC COM 231021106 693 14808 SH DEFINED 5 14808 - - CVS CAREMARK CORPORATION COM 126650100 795 19627 SH DEFINED 0 19627 - - CVS CAREMARK CORPORATION COM 126650100 5255 129712 SH DEFINED 5 330412 - - CYPRESS SEMICONDUCTOR CORP NOTE 1.000% 39456 232806AK5 11872 10000 PRN DEFINED 5 - - - D R HORTON INC COM 23331A109 383 24334 SH DEFINED 0 24334 - - D R HORTON INC COM 23331A109 301 19118 SH DEFINED 5 19118 - - DANAHER CORP DEL COM 235851102 1140 15000 SH DEFINED 0 15000 - - DANAHER CORP DEL COM 235851102 1346 17702 SH DEFINED 5 17702 - - DARDEN RESTAURANTS INC COM 237194105 340 10442 SH DEFINED 5 10442 - -
DEAN FOODS CO NEW COM 242370104 221 11000 SH DEFINED 0 11000 - - DEAN FOODS CO NEW COM 242370104 874 43505 SH DEFINED 5 43505 - - DEERE & CO COM 244199105 6490 80681 SH DEFINED 5 80681 - - DELL INC COM 24702R101 1153 57874 SH DEFINED 0 477874 - - DELL INC COM 24702R101 498 25000 SH DEFINED 4 25000 - - DELL INC COM 24702R101 4941 248037 SH DEFINED 5 248037 - - DELTA AIR LINES INC DEL COM NEW 247361702 258 30000 SH DEFINED 5 30000 - - DEVELOPERS DIVERSIFIED RLTY COM 251591103 345 8240 SH DEFINED 5 8240 - - DEVON ENERGY CORP NEW COM 25179M103 3226 30917 SH DEFINED 5 30917 - - DIRECTV GROUP INC COM 25459L106 1229 49579 SH DEFINED 5 49579 - - DISCOVER FINL SVCS COM 254709108 324 19810 SH DEFINED 0 19810 - - DISCOVER FINL SVCS COM 254709108 571 34852 SH DEFINED 5 34852 - - DISCOVERY HOLDING CO CL A COM 25468Y107 4437 209123 SH DEFINED 5 209123 - - DISH NETWORK CORP CL A 25470M109 721 25067 SH DEFINED 5 25067 - - DISNEY WALT CO COM DISNEY 254687106 4177 133118 SH DEFINED 0 133118 - - DISNEY WALT CO COM DISNEY 254687106 1610 52000 SH DEFINED 2 52000 - - DISNEY WALT CO COM DISNEY 254687106 4129 131585 SH DEFINED 5 131585 - - DOMINION RES INC VA NEW COM 25746U109 245 6000 SH DEFINED 0 6000 - - DOMINION RES INC VA NEW COM 25746U109 1635 40025 SH DEFINED 5 40025 - - DONNELLEY R R & SONS CO COM 257867101 6 210 SH DEFINED 0 210 - - DONNELLEY R R & SONS CO COM 257867101 19612 647040 SH DEFINED 5 647040 - - DOVER CORP COM 260003108 576 13778 SH DEFINED 5 13778 - - DOW CHEM CO COM 260543103 48697 1321498 SH DEFINED 0 1439998 - - DOW CHEM CO COM 260543103 366 10000 SH DEFINED 2 10000 - - DTE ENERGY CO COM 233331107 13 344 SH DEFINED 0 344 - - DTE ENERGY CO COM 233331107 450 11557 SH DEFINED 5 11557 - - DTS INC COM 23335C101 312 13000 SH DEFINED 5 13000 - - DU PONT E I DE NEMOURS & CO COM 263534109 12303 263107 SH DEFINED 0 263107 - - DU PONT E I DE NEMOURS & CO COM 263534109 468 10000 SH DEFINED 1 10000 - - DU PONT E I DE NEMOURS & CO COM 263534109 5 100 SH DEFINED 2 100 - - DU PONT E I DE NEMOURS & CO COM 263534109 2942 62929 SH DEFINED 5 62929 - - DUKE ENERGY CORP NEW COM 26441C105 1589 89000 SH DEFINED 0 89000 - - DUKE ENERGY CORP NEW COM 26441C105 1586 88846 SH DEFINED 5 88846 - - DYNEGY INC DEL CL A 26817G102 271 34339 SH DEFINED 5 34339 - - DYNEX CAP INC COM NEW 26817Q506 2255 236100 SH DEFINED 5 236100 - - E M C CORP MASS COM 268648102 10990 766381 SH DEFINED 0 766381 - - E M C CORP MASS COM 268648102 2112 147250 SH DEFINED 5 147250 - - E TRADE FINANCIAL CORP COM 269246104 116 30138 SH DEFINED 5 30138 - - EASTMAN CHEM CO COM 277432100 13 212 SH DEFINED 0 212 - - EASTMAN CHEM CO COM 277432100 346 5539 SH DEFINED 5 5539 - - EASTMAN KODAK CO COM 277461109 572 32397 SH DEFINED 0 332397 - - EASTMAN KODAK CO COM 277461109 355 20066 SH DEFINED 5 20066 - - EATON CORP COM 278058102 3837 48162 SH DEFINED 5 48162 - - EBAY INC COM 278642103 496 16634 SH DEFINED 0 16634 - - EBAY INC COM 278642103 2940 98520 SH DEFINED 5 103520 - - ECOLAB INC COM 278865100 532 12267 SH DEFINED 5 12267 - - EDISON INTL COM 281020107 5831 118957 SH DEFINED 5 120357 - - EL PASO CORP COM 28336L109 812 48819 SH DEFINED 5 48819 - -
ELAN PLC ADR 284131208 417 20000 SH DEFINED 0 20000 - - ELAN PLC ADR 284131208 9 420 SH DEFINED 5 420 - - ELECTRONIC ARTS INC COM 285512109 100 2000 SH DEFINED 0 2000 - - ELECTRONIC ARTS INC COM 285512109 1067 21391 SH DEFINED 5 23991 - - ELECTRONIC DATA SYS NEW COM 285661104 3406 204566 SH DEFINED 0 204566 - - ELECTRONIC DATA SYS NEW COM 285661104 605 36334 SH DEFINED 5 36334 - - ELECTRONIC DATA SYS NEW NOTE 3.875% 39454 285661AF1 4869 5000 PRN DEFINED 5 - - - ELECTRONICS FOR IMAGING INC DBCV 1.500% 6/0 286082AA0 19144 19361 PRN DEFINED 5 - - - EMBARQ CORP COM 29078E105 67 1682 SH DEFINED 0 1682 - - EMBARQ CORP COM 29078E105 427 10655 SH DEFINED 5 10655 - - EMCORE CORP COM 290846104 144 25000 SH DEFINED 5 25000 - - EMERSON ELEC CO COM 291011104 1029 20000 SH DEFINED 4 20000 - - EMERSON ELEC CO COM 291011104 2820 54792 SH DEFINED 5 54792 - - ENCANA CORP COM 292505104 8799 112519 SH DEFINED 0 2062278 - - ENERGY CONVERSION DEVICES IN COM 292659109 1046 35000 SH DEFINED 0 35000 - - ENSCO INTL INC COM 26874Q100 642 10232 SH DEFINED 5 230232 - - ENTERGY CORP NEW COM 29364G103 3293 30191 SH DEFINED 0 30191 - - ENTERGY CORP NEW COM 29364G103 1456 13349 SH DEFINED 5 13349 - - EOG RES INC COM 26875P101 2073 17272 SH DEFINED 5 17272 - - EQUITY RESIDENTIAL SH BEN INT 29476L107 361 8717 SH DEFINED 5 28717 - - EXELON CORP COM 30161N101 1922 23652 SH DEFINED 0 218652 - - EXELON CORP COM 30161N101 3738 45991 SH DEFINED 5 45991 - - EXPEDIA INC DEL COM 30212P105 22984 1050000 SH DEFINED 0 1050000 - - EXPEDIA INC DEL COM 30212P105 354 16175 SH DEFINED 5 16175 - - EXPEDITORS INTL WASH INC COM 302130109 726 16060 SH DEFINED 5 16060 - - EXPRESS SCRIPTS INC COM 302182100 1221 18983 SH DEFINED 5 18983 - - EXULT INC DEL NOTE 2.500%10/0 302284AB0 1932 2000 PRN DEFINED 5 - - - EXXON MOBIL CORP COM 30231G102 57 668 SH DEFINED 0 1030668 - - EXXON MOBIL CORP COM 30231G102 7672 90140 SH DEFINED 2 90140 - - EXXON MOBIL CORP COM 30231G102 1522 18000 SH DEFINED 4 18000 - - EXXON MOBIL CORP COM 30231G102 31663 374356 SH DEFINED 5 374356 - - FAIR ISAAC CORP NOTE 1.500% 39455 303250AD6 21602 22000 PRN DEFINED 5 - - - FAIRCHILD SEMICONDUCTOR CORP NOTE 5.000%11/0 303727AJ0 19731 20200 PRN DEFINED 5 - - - FAIRPOINT COMMUNICATIONS INC COM 305560104 167 18482 SH DEFINED 0 18482 - - FAMILY DLR STORES INC COM 307000109 208 10658 SH DEFINED 5 10658 - - FEDERAL HOME LN MTG CORP COM 313400301 9391 370875 SH DEFINED 0 370875 - - FEDERAL HOME LN MTG CORP COM 313400301 9300 367316 SH DEFINED 5 367316 - - FEDERAL NATL MTG ASSN COM 313586109 7761 294839 SH DEFINED 0 1280100 - - FEDERAL NATL MTG ASSN COM 313586109 5330 202503 SH DEFINED 5 202503 - - FEDERATED INVS INC PA CL B 314211103 236 6035 SH DEFINED 5 6035 - - FEDEX CORP COM 31428X106 1367 15000 SH DEFINED 2 15000 - - FEDEX CORP COM 31428X106 1999 21569 SH DEFINED 5 21569 - - FIDELITY NATL INFORMATION SV COM 31620M106 4267 111888 SH DEFINED 5 111888 - - FIFTH THIRD BANCORP COM 316773100 10 471 SH DEFINED 0 130471 - - FIFTH THIRD BANCORP COM 316773100 1844 88105 SH DEFINED 5 88105 - - FIRST BANCORP P R COM 318672102 3 292 SH DEFINED 0 292 - - FIRST BANCORP P R COM 318672102 720 70900 SH DEFINED 5 70900 - - FIRSTENERGY CORP COM 337932107 14 202 SH DEFINED 0 202 - -
FIRSTENERGY CORP COM 337932107 2077 30258 SH DEFINED 5 30258 - - FISERV INC COM 337738108 627 13042 SH DEFINED 5 13042 - - FLUOR CORP NEW COM 343412102 855 6059 SH DEFINED 5 6059 - - FORD MTR CO DEL COM PAR $0.01 345370860 5169 903609 SH DEFINED 0 903609 - - FORD MTR CO DEL COM PAR $0.01 345370860 12319 2153626 SH DEFINED 5 2153626 - - FORD MTR CO DEL NOTE 4.250%12/1 345370CF5 14982 17500 PRN DEFINED 5 - - - FOREST LABS INC COM 345838106 865 21624 SH DEFINED 5 21624 - - FORESTAR REAL ESTATE GROUP I COM 346233109 21771 874000 SH DEFINED 5 874000 - - FORTUNE BRANDS INC COM 349631101 748 10761 SH DEFINED 5 10761 - - FPL GROUP INC COM 302571104 6588 105000 SH DEFINED 0 105000 - - FPL GROUP INC COM 302571104 1780 28368 SH DEFINED 5 28368 - - FRANKLIN RES INC COM 354613101 1059 10915 SH DEFINED 5 10915 - - FREEPORT-MCMORAN COPPER & GO COM 35671D857 40 415 SH DEFINED 0 415 - - FREEPORT-MCMORAN COPPER & GO COM 35671D857 3028 31472 SH DEFINED 5 31472 - - FRESH DEL MONTE PRODUCE INC ORD G36738105 437 12000 SH DEFINED 1 12000 - - FRONTIER OIL CORP COM 35914P105 441 16185 SH DEFINED 5 16185 - - GAMESTOP CORP NEW CL A 36467W109 579 11190 SH DEFINED 5 11190 - - GANNETT CO INC FRNT 39454 364725AG6 14877 15000 PRN DEFINED 5 - - - GANNETT INC COM 364730101 2246 77326 SH DEFINED 0 77326 - - GANNETT INC COM 364730101 480 16533 SH DEFINED 5 16533 - - GAP INC DEL COM 364760108 639 32464 SH DEFINED 5 192464 - - GENENTECH INC COM NEW 368710406 3 41 SH DEFINED 0 5000 - - GENENTECH INC COM NEW 368710406 1316 16209 SH DEFINED 5 16209 - - GENERAL DYNAMICS CORP COM 369550108 1683 20185 SH DEFINED 0 80000 - - GENERAL DYNAMICS CORP COM 369550108 6503 78010 SH DEFINED 5 78010 - - GENERAL ELECTRIC CO COM 369604103 69329 1873290 SH DEFINED 0 3210295 - - GENERAL ELECTRIC CO COM 369604103 10661 291535 SH DEFINED 2 291535 - - GENERAL ELECTRIC CO COM 369604103 1480 40000 SH DEFINED 4 40000 - - GENERAL ELECTRIC CO COM 369604103 75688 2045067 SH DEFINED 5 2045465 - - GENERAL GROWTH PPTYS INC COM 370021107 751 19673 SH DEFINED 5 19673 - - GENERAL MLS INC COM 370334104 12 197 SH DEFINED 0 210197 - - GENERAL MLS INC COM 370334104 1912 31934 SH DEFINED 5 31934 - - GENERAL MTRS CORP COM 370442105 21851 1147024 SH DEFINED 0 2107024 - - GENERAL MTRS CORP COM 370442105 740 38799 SH DEFINED 5 39397 - - GENUINE PARTS CO COM 372460105 9 229 SH DEFINED 0 229 - - GENUINE PARTS CO COM 372460105 463 11501 SH DEFINED 5 11501 - - GENWORTH FINL INC COM CL A 37247D106 55816 2465379 SH DEFINED 5 2639879 - - GENZYME CORP COM 372917104 224 3000 SH DEFINED 0 3000 - - GENZYME CORP COM 372917104 1543 20694 SH DEFINED 5 20694 - - GETTY IMAGES INC SDCV 0.500% 6/0 374276AH6 4505 4576 PRN DEFINED 5 - - - GILEAD SCIENCES INC COM 375558103 103 2000 SH DEFINED 1 2000 - - GILEAD SCIENCES INC COM 375558103 3532 68543 SH DEFINED 5 87143 - - GILEAD SCIENCES INC NOTE 0.500% 5/0 375558AG8 11510 8000 PRN DEFINED 5 - - - GLOBAL PMTS INC COM 37940X102 414 10000 SH DEFINED 5 10000 - - GOLD FIELDS LTD NEW SPONSORED ADR 38059T106 1311 95000 SH DEFINED 1 95000 - - GOLDMAN SACHS GROUP INC COM 38141G104 13896 84020 SH DEFINED 0 84020 - - GOLDMAN SACHS GROUP INC COM 38141G104 4564 27593 SH DEFINED 5 27593 - - GOODRICH CORP COM 382388106 496 8633 SH DEFINED 5 8633 - -
GOODYEAR TIRE & RUBR CO COM 382550101 98040 3800000 SH DEFINED 0 3800000 - - GOODYEAR TIRE & RUBR CO COM 382550101 7778 301440 SH DEFINED 5 303940 - - GOOGLE INC CL A 38259P508 11210 25450 SH DEFINED 0 35450 - - GOOGLE INC CL A 38259P508 9540 21659 SH DEFINED 5 21659 - - GRAINGER W W INC COM 384802104 857 11203 SH DEFINED 5 16703 - - GREAT LAKES DREDGE & DOCK CO COM 390607109 129 25000 SH DEFINED 1 25000 - - GRUPO TMM S A B SP ADR A SHS 40051D105 38 18800 SH DEFINED 1 18800 - - GUSHAN ENVIRONMENTAL ENRGY L SPON ADR 40330W106 128 10000 SH DEFINED 1 10000 - - HALLIBURTON CO COM 406216101 3569 90747 SH DEFINED 0 115747 - - HALLIBURTON CO COM 406216101 940 24000 SH DEFINED 2 24000 - - HALLIBURTON CO COM 406216101 2412 61312 SH DEFINED 5 941312 - - HANSEN NAT CORP COM 411310105 741 21000 SH DEFINED 0 21000 - - HANSEN NAT CORP COM 411310105 19 550 SH DEFINED 5 550 - - HARLEY DAVIDSON INC COM 412822108 938 25000 SH DEFINED 0 25000 - - HARLEY DAVIDSON INC COM 412822108 188 4965 SH DEFINED 2 4965 - - HARLEY DAVIDSON INC COM 412822108 631 16846 SH DEFINED 5 16846 - - HARTFORD FINL SVCS GROUP INC COM 416515104 65 860 SH DEFINED 0 21000 - - HARTFORD FINL SVCS GROUP INC COM 416515104 33 450 SH DEFINED 2 450 - - HARTFORD FINL SVCS GROUP INC COM 416515104 1041 13740 SH DEFINED 5 25540 - - HASBRO INC COM 418056107 293 10505 SH DEFINED 5 10505 - - HCP INC COM 40414L109 551 16300 SH DEFINED 5 16300 - - HEALTH MGMT ASSOC INC NEW NOTE 4.375% 8/0 421933AF9 14868 15000 PRN DEFINED 5 - - - HEARUSA INC COM NEW 422360305 43 38000 SH DEFINED 1 38000 - - HEINZ H J CO COM 423074103 10170 216497 SH DEFINED 0 493123 - - HEINZ H J CO COM 423074103 1028 21892 SH DEFINED 5 21893 - - HELLENIC TELECOM ORGANIZATN SPONSORED ADR 423325307 781 55054 SH DEFINED 1 55054 - - HERCULES TECH GROWTH CAP INC COM 427096508 163 15000 SH DEFINED 0 15000 - - HESS CORP COM 42809H107 345 3917 SH DEFINED 5 30717 - - HEWLETT PACKARD CO COM 428236103 185 4049 SH DEFINED 0 20000 - - HEWLETT PACKARD CO COM 428236103 3406 74000 SH DEFINED 2 74000 - - HEWLETT PACKARD CO COM 428236103 7835 171609 SH DEFINED 5 183055 - - HOME DEPOT INC COM 437076102 7691 274943 SH DEFINED 0 274943 - - HOME DEPOT INC COM 437076102 13 470 SH DEFINED 2 470 - - HOME DEPOT INC COM 437076102 11881 424786 SH DEFINED 5 824786 - - HONEYWELL INTL INC COM 438516106 1128 20000 SH DEFINED 0 20000 - - HONEYWELL INTL INC COM 438516106 703 12600 SH DEFINED 2 12600 - - HONEYWELL INTL INC COM 438516106 2924 51824 SH DEFINED 5 51824 - - HOSPIRA INC COM 441060100 110 2583 SH DEFINED 0 2583 - - HOSPIRA INC COM 441060100 472 11029 SH DEFINED 5 11029 - - HOST HOTELS & RESORTS INC COM 44107P104 581 36464 SH DEFINED 5 36464 - - HUDSON CITY BANCORP COM 443683107 2210 125000 SH DEFINED 0 125000 - - HUDSON CITY BANCORP COM 443683107 638 36103 SH DEFINED 5 36103 - - HUMANA INC COM 444859102 635 14153 SH DEFINED 5 14153 - - HUNTINGTON BANCSHARES INC COM 446150104 6 556 SH DEFINED 0 556 - - HUNTINGTON BANCSHARES INC COM 446150104 276 25607 SH DEFINED 5 25607 - - IAC INTERACTIVECORP COM NEW 44919P300 297 14285 SH DEFINED 5 14285 - - IAMGOLD CORP COM 450913108 73 10000 SH DEFINED 1 10000 - - ICICI BK LTD ADR 45104G104 90079 2358696 SH DEFINED 0 2358696 - -
ILLINOIS TOOL WKS INC COM 452308109 1746 36217 SH DEFINED 5 42317 - - IMCLONE SYS INC COM 45245W109 331 7800 SH DEFINED 5 7800 - - IMCLONE SYS INC NOTE 1.375% 39452 45245WAF6 21290 22500 PRN DEFINED 5 - - - IMS HEALTH INC COM 449934108 13710 652564 SH DEFINED 5 652564 - - INGERSOLL-RAND COMPANY LTD CL A G4776G101 847 18993 SH DEFINED 5 28593 - - INTEGRYS ENERGY GROUP INC COM 45822P105 4804 102997 SH DEFINED 5 102997 - - INTEL CORP COM 458140100 16119 761082 SH DEFINED 0 975082 - - INTEL CORP COM 458140100 3903 188000 SH DEFINED 2 188000 - - INTEL CORP COM 458140100 635 30000 SH DEFINED 4 30000 - - INTEL CORP COM 458140100 9407 444159 SH DEFINED 5 456659 - - INTERCONTINENTALEXCHANGE INC COM 45865V100 639 4897 SH DEFINED 5 4897 - - INTERLEUKIN GENETICS INC COM 458738101 1205 831100 SH DEFINED 5 831100 - - INTERNATIONAL BUSINESS MACHS COM 459200101 35799 310926 SH DEFINED 0 385926 - - INTERNATIONAL BUSINESS MACHS COM 459200101 5369 46924 SH DEFINED 2 46924 - - INTERNATIONAL BUSINESS MACHS COM 459200101 11104 96437 SH DEFINED 5 96437 - - INTERNATIONAL FLAVORS&FRAGRA COM 459506101 575 13200 SH DEFINED 2 13200 - - INTERNATIONAL FLAVORS&FRAGRA COM 459506101 248 5628 SH DEFINED 5 5628 - - INTERNATIONAL GAME TECHNOLOG COM 459902102 887 22075 SH DEFINED 5 22075 - - INTERPUBLIC GROUP COS INC COM 460690100 276 32830 SH DEFINED 5 32830 - - INTERSIL CORP CL A 46069S109 270 10516 SH DEFINED 5 10516 - - INTL PAPER CO COM 460146103 641 23557 SH DEFINED 0 23557 - - INTL PAPER CO COM 460146103 823 30237 SH DEFINED 5 30237 - - INTUIT COM 461202103 576 21345 SH DEFINED 5 25845 - - INTUITIVE SURGICAL INC COM NEW 46120E602 649 2000 SH DEFINED 1 2000 - - INTUITIVE SURGICAL INC COM NEW 46120E602 75 230 SH DEFINED 5 230 - - INVESCO LTD SHS G491BT108 244 10000 SH DEFINED 0 10000 - - ISCO INTL INC COM 46426P103 16 100000 SH DEFINED 1 100000 - - ISHARES TR MSCI EMERG MKT 464287234 236 1760 SH DEFINED 0 1760 - - ISHARES TR 20+ YR TRS BD 464287432 767 8000 SH DEFINED 5 8000 - - ISHARES TR LEHMAN AGG BND 464287226 5673 55000 SH DEFINED 5 55000 - - ISHARES TR MSCI EMERG MKT 464287234 95 705 SH DEFINED 5 705 - - ITRON INC NOTE 2.500% 8/0 465741AJ5 7782 5000 PRN DEFINED 5 - - - ITT CORP NEW COM 450911102 2331 45000 SH DEFINED 0 45000 - - ITT CORP NEW COM 450911102 8 150 SH DEFINED 2 150 - - ITT CORP NEW COM 450911102 653 12611 SH DEFINED 5 12611 - - JABIL CIRCUIT INC COM 466313103 106 11221 SH DEFINED 5 14521 - - JACOBS ENGR GROUP INC DEL COM 469814107 617 8378 SH DEFINED 5 8378 - - JANUS CAP GROUP INC COM 47102X105 239 10258 SH DEFINED 5 10258 - - JDS UNIPHASE CORP COM PAR $0.001 46612J507 779 58148 SH DEFINED 5 58148 - - JOHNSON & JOHNSON COM 478160104 5914 91168 SH DEFINED 0 182168 - - JOHNSON & JOHNSON COM 478160104 7172 111900 SH DEFINED 2 111900 - - JOHNSON & JOHNSON COM 478160104 1622 25000 SH DEFINED 4 25000 - - JOHNSON & JOHNSON COM 478160104 13548 208844 SH DEFINED 5 270744 - - JOHNSON CTLS INC COM 478366107 1429 42282 SH DEFINED 5 42282 - - JOY GLOBAL INC COM 481165108 948 14547 SH DEFINED 5 14547 - - JP MORGAN CHASE & CO COM 46625H100 14645 340990 SH DEFINED 0 3606990 - - JP MORGAN CHASE & CO COM 46625H100 3242 76000 SH DEFINED 2 76000 - - JP MORGAN CHASE & CO COM 46625H100 11848 275855 SH DEFINED 5 303455 - -
JUNIPER NETWORKS INC COM 48203R104 385 15415 SH DEFINED 0 15415 - - JUNIPER NETWORKS INC COM 48203R104 1078 43102 SH DEFINED 5 47102 - - KB HOME COM 48666K109 251 10134 SH DEFINED 5 10134 - - KELLOGG CO COM 487836108 8947 170228 SH DEFINED 0 170228 - - KELLOGG CO COM 487836108 954 18153 SH DEFINED 5 18153 - - KEY ENERGY SVCS INC COM 492914106 3211 239331 SH DEFINED 5 239331 - - KEYCORP NEW COM 493267108 11 484 SH DEFINED 0 484 - - KEYCORP NEW COM 493267108 612 27912 SH DEFINED 5 27912 - - KIMBERLY CLARK CORP COM 494368103 15184 235232 SH DEFINED 0 525232 - - KIMBERLY CLARK CORP COM 494368103 660 10320 SH DEFINED 2 10320 - - KIMBERLY CLARK CORP COM 494368103 2376 36807 SH DEFINED 5 36807 - - KIMCO REALTY CORP COM 49446R109 693 17691 SH DEFINED 5 17691 - - KING PHARMACEUTICALS INC COM 495582108 162 18668 SH DEFINED 5 18668 - - KLA-TENCOR CORP COM 482480100 572 15398 SH DEFINED 5 18314 - - KOHLS CORP COM 500255104 939 21881 SH DEFINED 5 81881 - - KRAFT FOODS INC CL A 50075N104 69831 2251874 SH DEFINED 0 2992220 - - KRAFT FOODS INC CL A 50075N104 1 48 SH DEFINED 2 48 - - KROGER CO COM 501044101 1206 47472 SH DEFINED 5 197472 - - L-3 COMMUNICATIONS HLDGS INC COM 502424104 940 8596 SH DEFINED 5 8596 - - LABORATORY CORP AMER HLDGS COM NEW 50540R409 560 7607 SH DEFINED 5 7607 - - LANDAMERICA FINL GROUP INC COM 514936103 632 16000 SH DEFINED 0 16000 - - LAS VEGAS SANDS CORP COM 517834107 10538 143100 SH DEFINED 0 143100 - - LAS VEGAS SANDS CORP COM 517834107 56 759 SH DEFINED 5 759 - - LAUDER ESTEE COS INC CL A 518439104 1664 36300 SH DEFINED 0 36300 - - LAUDER ESTEE COS INC CL A 518439104 378 8255 SH DEFINED 5 8255 - - LDK SOLAR CO LTD SPONSORED ADR 50183L107 1472 54505 SH DEFINED 0 54505 - - LEGGETT & PLATT INC COM 524660107 1073 70397 SH DEFINED 0 70397 - - LEGGETT & PLATT INC COM 524660107 178 11667 SH DEFINED 5 11667 - - LEHMAN BROS HLDGS INC COM 524908100 2657 70594 SH DEFINED 0 90000 - - LEHMAN BROS HLDGS INC COM 524908100 5799 154074 SH DEFINED 5 154074 - - LENNAR CORP CL A 526057104 1693 90000 SH DEFINED 0 90000 - - LENNAR CORP CL A 526057104 181 9633 SH DEFINED 5 9633 - - LEUCADIA NATL CORP COM 527288104 533 11780 SH DEFINED 5 11780 - - LEXMARK INTL NEW CL A 529771107 24607 801013 SH DEFINED 5 801013 - - LIBERTY MEDIA CORP NEW ENT COM SER A 53071M500 1173 51800 SH DEFINED 5 51800 - - LIBERTY MEDIA CORP NEW INT COM SER A 53071M104 16192 1003251 SH DEFINED 5 1003251 - - LILLY ELI & CO COM 532457108 1502 29118 SH DEFINED 0 231000 - - LILLY ELI & CO COM 532457108 4253 82438 SH DEFINED 5 86438 - - LIMITED BRANDS INC COM 532716107 369 21591 SH DEFINED 5 101591 - - LINCOLN NATL CORP IND COM 534187109 11 217 SH DEFINED 0 175217 - - LINCOLN NATL CORP IND COM 534187109 956 18384 SH DEFINED 5 18384 - - LINEAR TECHNOLOGY CORP COM 535678106 1777 57874 SH DEFINED 5 79474 - - LOCKHEED MARTIN CORP COM 539830109 99 996 SH DEFINED 0 996 - - LOCKHEED MARTIN CORP COM 539830109 2367 23834 SH DEFINED 5 53034 - - LOCKHEED MARTIN CORP DBCV 39455 539830AP4 13705 10000 PRN DEFINED 5 - - - LOEWS CORP CAROLNA GP STK 540424207 94090 1296900 SH DEFINED 5 1296900 - - LOEWS CORP COM 540424108 2768 68835 SH DEFINED 5 68835 - - LOUISIANA PAC CORP COM 546347105 4590 500000 SH DEFINED 0 500000 - -
LOUISIANA PAC CORP COM 546347105 128 13905 SH DEFINED 5 13905 - - LOWES COS INC COM 548661107 619 27000 SH DEFINED 0 27000 - - LOWES COS INC COM 548661107 3557 155058 SH DEFINED 5 435058 - - LSI CORPORATION COM 502161102 228 45979 SH DEFINED 5 45979 - - LSI CORPORATION NOTE 4.000% 39452 502161AJ1 4786 5000 PRN DEFINED 5 - - - LUCENT TECHNOLOGIES INC DBCV 2.750% 39453 549463AG2 17778 20000 PRN DEFINED 5 - - - M & T BK CORP COM 55261F104 435 5412 SH DEFINED 5 5412 - - MACYS INC COM 55616P104 357 15500 SH DEFINED 0 15500 - - MACYS INC COM 55616P104 1357 58854 SH DEFINED 5 176234 - - MAD CATZ INTERACTIVE INC COM 556162105 58 99231 SH DEFINED 1 99231 - - MAGNA INTL INC CL A 559222401 541 7250 SH DEFINED 0 7250 - - MANITOWOC INC COM 563571108 1406 34475 SH DEFINED 5 34475 - - MARATHON OIL CORP COM 565849106 456 10000 SH DEFINED 4 10000 - - MARATHON OIL CORP COM 565849106 2248 49295 SH DEFINED 5 49295 - - MARKET VECTORS ETF TR GOLD MINER ETF 57060U100 477 10000 SH DEFINED 1 10000 - - MARRIOTT INTL INC NEW CL A 571903202 859 25001 SH DEFINED 0 50001 - - MARRIOTT INTL INC NEW CL A 571903202 720 20951 SH DEFINED 5 20951 - - MARSH & MCLENNAN COS INC COM 571748102 885 36329 SH DEFINED 5 36329 - - MARSHALL & ILSLEY CORP NEW COM 571837103 429 18473 SH DEFINED 5 18473 - - MASCO CORP COM 574599106 6 311 SH DEFINED 0 225311 - - MASCO CORP COM 574599106 504 25429 SH DEFINED 5 25429 - - MASTERCARD INC CL A 57636Q104 3401 15250 SH DEFINED 0 15250 - - MASTERCARD INC CL A 57636Q104 1284 5760 SH DEFINED 5 5760 - - MATTEL INC COM 577081102 6 281 SH DEFINED 0 281 - - MATTEL INC COM 577081102 505 25392 SH DEFINED 5 25392 - - MBIA INC COM 55262C100 1039 85000 SH DEFINED 0 85000 - - MBIA INC COM 55262C100 179 14631 SH DEFINED 5 14631 - - MCCORMICK & CO INC COM NON VTG 579780206 327 8852 SH DEFINED 5 8852 - - MCDONALDS CORP COM 580135101 13590 243682 SH DEFINED 0 334296 - - MCDONALDS CORP COM 580135101 1 11 SH DEFINED 2 11 - - MCDONALDS CORP COM 580135101 3725 66802 SH DEFINED 5 157402 - - MCG CAPITAL CORP COM 58047P107 218 24000 SH DEFINED 0 24000 - - MCGRAW HILL COS INC COM 580645109 829 22436 SH DEFINED 5 22436 - - MCKESSON CORP COM 58155Q103 7710 147221 SH DEFINED 5 147221 - - MEADWESTVACO CORP COM 583334107 14977 550220 SH DEFINED 0 1250220 - - MEADWESTVACO CORP COM 583334107 329 12105 SH DEFINED 5 12105 - - MEDCO HEALTH SOLUTIONS INC COM 58405U102 1598 36493 SH DEFINED 5 36493 - - MEDICIS PHARMACEUTICAL CORP NOTE 1.500% 6/0 584690AB7 19808 20000 PRN DEFINED 5 - - - MEDIVATION INC COM 58501N101 534 37500 SH DEFINED 5 37500 - - MEDTRONIC INC COM 585055106 228 4719 SH DEFINED 0 145000 - - MEDTRONIC INC COM 585055106 3784 78228 SH DEFINED 5 78228 - - MEDTRONIC INC NOTE 1.500% 39451 585055AL0 10524 10000 PRN DEFINED 5 - - - MEMC ELECTR MATLS INC COM 552715104 1128 15907 SH DEFINED 5 15907 - - MENTOR CORP MINN COM 587188103 388 15091 SH DEFINED 5 438091 - - MERCK & CO INC COM 589331107 11349 299062 SH DEFINED 0 977647 - - MERCK & CO INC COM 589331107 1556 35000 SH DEFINED 2 35000 - - MERCK & CO INC COM 589331107 644 16972 SH DEFINED 5 446106 - - MEREDITH CORP COM 589433101 932 24384 SH DEFINED 5 24384 - -
MERRILL LYNCH & CO INC COM 590188108 8207 201455 SH DEFINED 0 201631 - - MERRILL LYNCH & CO INC COM 590188108 4456 109347 SH DEFINED 5 134347 - - METLIFE INC COM 59156R108 3062 50814 SH DEFINED 5 50814 - - MF GLOBAL LTD SHS G60642108 3231 326000 SH DEFINED 5 326000 - - MGIC INVT CORP WIS COM 552848103 106 10028 SH DEFINED 5 10028 - - MGM MIRAGE COM 552953101 6674 113553 SH DEFINED 0 113553 - - MICROCHIP TECHNOLOGY INC COM 595017104 481 14681 SH DEFINED 5 44681 - - MICROSEMI CORP COM 595137100 502 22000 SH DEFINED 5 40000 - - MICROSOFT CORP COM 594918104 12729 448522 SH DEFINED 0 1126722 - - MICROSOFT CORP COM 594918104 5956 213700 SH DEFINED 2 213700 - - MICROSOFT CORP COM 594918104 851 30000 SH DEFINED 4 30000 - - MICROSOFT CORP COM 594918104 16244 572369 SH DEFINED 5 576769 - - MIDCAP SPDR TR UNIT SER 1 595635103 706 5000 SH DEFINED 5 5000 - - MILLIPORE CORP COM 601073109 255 3781 SH DEFINED 5 3781 - - MIRANT CORP NEW COM 60467R100 1106 30400 SH DEFINED 5 30400 - - MOBILE TELESYSTEMS OJSC SPONSORED ADR 607409109 11908 157000 SH DEFINED 0 157000 - - MOBILE TELESYSTEMS OJSC SPONSORED ADR 607409109 909 12000 SH DEFINED 1 12000 - - MOLEX INC COM 608554101 741 31985 SH DEFINED 5 177185 - - MOLSON COORS BREWING CO CL B 60871R209 496 9426 SH DEFINED 5 9426 - - MONSANTO CO NEW COM 61166W101 8887 79711 SH DEFINED 5 79711 - - MONSTER WORLDWIDE INC COM 611742107 231 9526 SH DEFINED 5 9526 - - MOODYS CORP COM 615369105 14 400 SH DEFINED 0 400 - - MOODYS CORP COM 615369105 498 14302 SH DEFINED 5 14302 - - MORGAN STANLEY COM NEW 617446448 26759 585540 SH DEFINED 0 1470540 - - MORGAN STANLEY COM NEW 617446448 1028 23000 SH DEFINED 2 23000 - - MORGAN STANLEY COM NEW 617446448 6454 141228 SH DEFINED 5 532128 - - MOTOROLA INC COM 620076109 702 75530 SH DEFINED 0 94530 - - MOTOROLA INC COM 620076109 1 60 SH DEFINED 2 60 - - MOTOROLA INC COM 620076109 1459 156930 SH DEFINED 5 156930 - - MURPHY OIL CORP COM 626717102 4947 60239 SH DEFINED 5 60239 - - MYLAN INC COM 628530107 246 21148 SH DEFINED 5 21148 - - NABORS INDUSTRIES LTD SHS G6359F103 660 19530 SH DEFINED 5 573930 - - NATIONAL CITY CORP COM 635405103 7 752 SH DEFINED 0 25752 - - NATIONAL CITY CORP COM 635405103 648 65124 SH DEFINED 5 65124 - - NATIONAL OILWELL VARCO INC COM 637071101 1994 34156 SH DEFINED 5 314156 - - NATIONAL SEMICONDUCTOR CORP COM 637640103 37 2000 SH DEFINED 0 2000 - - NATIONAL SEMICONDUCTOR CORP COM 637640103 971 52976 SH DEFINED 5 52976 - - NEKTAR THERAPEUTICS COM 640268108 1173 169000 SH DEFINED 0 169000 - - NEKTAR THERAPEUTICS COM 640268108 35 5000 SH DEFINED 5 5000 - - NEVSUN RES LTD COM 64156L101 85 49500 SH DEFINED 1 49500 - - NEW YORK TIMES CO CL A 650111107 8 407 SH DEFINED 0 407 - - NEW YORK TIMES CO CL A 650111107 187 9901 SH DEFINED 5 9901 - - NEWELL RUBBERMAID INC COM 651229106 455 19923 SH DEFINED 5 19923 - - NEWMONT MINING CORP COM 651639106 1662 36690 SH DEFINED 0 38190 - - NEWMONT MINING CORP COM 651639106 1631 35100 SH DEFINED 2 35100 - - NEWMONT MINING CORP COM 651639106 1429 31553 SH DEFINED 5 31553 - - NEWS CORP CL A 65248E104 3004 160208 SH DEFINED 5 160208 - - NEXTEL COMMUNICATIONS INC NOTE 5.250% 39448 65332VAY9 9150 10000 PRN DEFINED 5 - - -
NIKE INC CL B 654106103 1487 21868 SH DEFINED 0 21868 - - NIKE INC CL B 654106103 1776 27000 SH DEFINED 2 27000 - - NIKE INC CL B 654106103 3181 46782 SH DEFINED 5 60182 - - NISOURCE INC COM 65473P105 263 15236 SH DEFINED 0 15236 - - NISOURCE INC COM 65473P105 329 19066 SH DEFINED 5 19066 - - NOBLE CORPORATION SHS G65422100 927 18672 SH DEFINED 5 458672 - - NOBLE ENERGY INC COM 655044105 816 11204 SH DEFINED 5 11204 - - NORDSTROM INC COM 655664100 407 12490 SH DEFINED 5 12490 - - NORFOLK SOUTHERN CORP COM 655844108 3802 70000 SH DEFINED 0 70000 - - NORFOLK SOUTHERN CORP COM 655844108 1421 26163 SH DEFINED 5 26163 - - NORTEL NETWORKS CORP NEW COM NEW 656568508 6102 912100 SH DEFINED 0 912100 - - NORTEL NETWORKS CORP NEW NOTE 4.250% 9/0 656568AB8 19768 20000 PRN DEFINED 5 - - - NORTHERN TR CORP COM 665859104 885 13316 SH DEFINED 5 13316 - - NORTHROP GRUMMAN CORP COM 666807102 27585 354514 SH DEFINED 5 354514 - - NORTHWEST AIRLS CORP COM 667280408 1798 200000 SH DEFINED 5 200000 - - NOVELL INC COM 670006105 8986 1428629 SH DEFINED 5 1445929 - - NOVELL INC DBCV 0.500% 39454 670006AC9 1415 1500 PRN DEFINED 5 - - - NOVELLUS SYS INC COM 670008101 437 20796 SH DEFINED 5 20796 - - NUCOR CORP COM 670346105 137512 2030000 SH DEFINED 0 2030000 - - NUCOR CORP COM 670346105 1359 20057 SH DEFINED 5 20057 - - NUTRI SYS INC NEW COM 67069D108 239 15868 SH DEFINED 5 15868 - - NVIDIA CORP COM 67066G104 829 41905 SH DEFINED 5 44405 - - NYMEX HOLDINGS INC COM 62948N104 18598 205200 SH DEFINED 5 250000 - - NYSE EURONEXT COM 629491101 9238 149916 SH DEFINED 0 234916 - - NYSE EURONEXT COM 629491101 7713 124992 SH DEFINED 5 124992 - - OCCIDENTAL PETE CORP DEL COM 674599105 1023 13980 SH DEFINED 0 13980 - - OCCIDENTAL PETE CORP DEL COM 674599105 4186 57210 SH DEFINED 5 57210 - - ODYSSEY MARINE EXPLORATION I COM 676118102 54 10000 SH DEFINED 1 10000 - - OFFICE DEPOT INC COM 676220106 210 19024 SH DEFINED 5 19024 - - OFFICEMAX INC DEL COM 67622P101 260 13600 SH DEFINED 0 13600 - - OFFICEMAX INC DEL COM 67622P101 101 5256 SH DEFINED 5 5256 - - OIL SVC HOLDRS TR DEPOSTRY RCPT 678002106 5 30 SH DEFINED 0 30 - - OIL SVC HOLDRS TR DEPOSTRY RCPT 678002106 60749 343606 SH DEFINED 5 2000506 - - OILSANDS QUEST INC COM 678046103 39 10000 SH DEFINED 1 10000 - - OLD REP INTL CORP COM 680223104 4 326 SH DEFINED 0 326 - - OLD REP INTL CORP COM 680223104 221 17150 SH DEFINED 5 17150 - - OMNICOM GROUP INC COM 681919106 987 22323 SH DEFINED 5 22323 - - ON SEMICONDUCTOR CORP COM 682189105 170 30000 SH DEFINED 5 30000 - - OPEN JT STK CO-VIMPEL COMMUN SPONSORED ADR 68370R109 1504 50300 SH DEFINED 0 50300 - - OPEN JT STK CO-VIMPEL COMMUN SPONSORED ADR 68370R109 1567 52500 SH DEFINED 1 52500 - - OPTIMAL GROUP INC CL A NEW 68388R208 223 69685 SH DEFINED 0 69685 - - ORACLE CORP COM 68389X105 213 10934 SH DEFINED 0 311934 - - ORACLE CORP COM 68389X105 1306 67500 SH DEFINED 2 67500 - - ORACLE CORP COM 68389X105 5523 282386 SH DEFINED 5 288986 - - OSI PHARMACEUTICALS INC COM 671040103 561 15000 SH DEFINED 0 15000 - - OVERSEAS SHIPHOLDING GROUP I COM 690368105 2081 29700 SH DEFINED 5 29700 - - PACCAR INC COM 693718108 202 4500 SH DEFINED 0 4500 - - PACCAR INC COM 693718108 1261 28018 SH DEFINED 5 28018 - -
PACIFIC ETHANOL INC COM 69423U107 440 100000 SH DEFINED 0 100000 - - PACIFIC RIM MNG CORP COM NEW 694915208 108 100000 SH DEFINED 1 100000 - - PACKAGING CORP AMER COM 695156109 3700 165701 SH DEFINED 5 165701 - - PACTIV CORP COM 695257105 237 9046 SH DEFINED 5 9046 - - PALL CORP COM 696429307 820 23363 SH DEFINED 5 23363 - - PARKER HANNIFIN CORP COM 701094104 946 13664 SH DEFINED 5 13664 - - PARKERVISION INC COM 701354102 271 35000 SH DEFINED 5 693000 - - PARTICLE DRILLING TECHNOLOGI COM 70212G101 39 20000 SH DEFINED 1 20000 - - PATRIOT COAL CORP COM 70336T104 141 3000 SH DEFINED 0 3000 - - PATRIOT COAL CORP COM 70336T104 66 1400 SH DEFINED 2 1400 - - PATTERSON COMPANIES INC COM 703395103 1414 38956 SH DEFINED 5 38956 - - PAYCHEX INC COM 704326107 2398 70000 SH DEFINED 0 70000 - - PAYCHEX INC COM 704326107 861 25126 SH DEFINED 5 25126 - - PENNEY J C INC COM 708160106 898 24000 SH DEFINED 2 24000 - - PENNEY J C INC COM 708160106 582 15421 SH DEFINED 5 15421 - - PENTAIR INC COM 709631105 5423 170000 SH DEFINED 0 170000 - - PEOPLES UNITED FINANCIAL INC COM 712704105 870 50238 SH DEFINED 0 50238 - - PEPCO HOLDINGS INC COM 713291102 345 13954 SH DEFINED 5 13954 - - PEPSI BOTTLING GROUP INC COM 713409100 319 9409 SH DEFINED 5 9409 - - PEPSICO INC COM 713448108 18571 257214 SH DEFINED 0 558829 - - PEPSICO INC COM 713448108 3287 46000 SH DEFINED 2 46000 - - PEPSICO INC COM 713448108 1588 22000 SH DEFINED 4 22000 - - PERKINELMER INC COM 714046109 3810 157112 SH DEFINED 5 157112 - - PERMA-FIX ENVIRONMENTAL SVCS COM 714157104 56 35000 SH DEFINED 1 35000 - - PETROLEO BRASILEIRO SA PETRO SPONSORED ADR 71654V408 30143 295200 SH DEFINED 0 295200 - - PFIZER INC COM 717081103 24949 1192060 SH DEFINED 0 3542060 - - PFIZER INC COM 717081103 2742 133950 SH DEFINED 2 133950 - - PFIZER INC COM 717081103 14697 702166 SH DEFINED 5 741506 - - PFSWEB INC COM 717098107 45 50000 SH DEFINED 1 50000 - - PG&E CORP COM 69331C108 13255 360000 SH DEFINED 0 360000 - - PG&E CORP COM 69331C108 913 24796 SH DEFINED 5 24796 - - PHOTON DYNAMICS INC COM 719364101 106 10000 SH DEFINED 5 10000 - - PINNACLE WEST CAP CORP COM 723484101 13 369 SH DEFINED 0 369 - - PINNACLE WEST CAP CORP COM 723484101 242 6908 SH DEFINED 5 6908 - - PITNEY BOWES INC COM 724479100 10 278 SH DEFINED 0 278 - - PITNEY BOWES INC COM 724479100 530 15129 SH DEFINED 5 15129 - - PLUM CREEK TIMBER CO INC COM 729251108 12210 300000 SH DEFINED 0 300000 - - PLUM CREEK TIMBER CO INC COM 729251108 483 11874 SH DEFINED 5 11874 - - PMC-SIERRA INC COM 69344F106 256 45000 SH DEFINED 5 45000 - - POLO RALPH LAUREN CORP CL A 731572103 291 5000 SH DEFINED 0 5000 - - POLO RALPH LAUREN CORP CL A 731572103 1455 25285 SH DEFINED 2 25285 - - POLO RALPH LAUREN CORP CL A 731572103 236 4049 SH DEFINED 5 4049 - - POPULAR INC COM 733174106 6 475 SH DEFINED 0 475 - - POPULAR INC COM 733174106 654 56101 SH DEFINED 5 56101 - - PPG INDS INC COM 693506107 13 223 SH DEFINED 0 223 - - PPG INDS INC COM 693506107 689 11387 SH DEFINED 5 11387 - - PPL CORP COM 69351T106 1192 25951 SH DEFINED 5 25951 - - PRAXAIR INC COM 74005P104 1833 21758 SH DEFINED 5 21758 - -
PRECISION CASTPARTS CORP COM 740189105 455 4500 SH DEFINED 2 4500 - - PRECISION CASTPARTS CORP COM 740189105 22448 219911 SH DEFINED 5 219911 - - PRICE T ROWE GROUP INC COM 74144T108 914 18280 SH DEFINED 5 18280 - - PRINCIPAL FINANCIAL GROUP IN COM 74251V102 1000 17940 SH DEFINED 5 17940 - - PROCTER & GAMBLE CO COM 742718109 3615 51580 SH DEFINED 0 1029580 - - PROCTER & GAMBLE CO COM 742718109 140 2000 SH DEFINED 1 2000 - - PROCTER & GAMBLE CO COM 742718109 5714 82390 SH DEFINED 2 82390 - - PROCTER & GAMBLE CO COM 742718109 1752 25000 SH DEFINED 4 25000 - - PROCTER & GAMBLE CO COM 742718109 15305 218412 SH DEFINED 5 238412 - - PROGRESS ENERGY INC COM 743263105 753 18062 SH DEFINED 5 18062 - - PROGRESSIVE CORP OHIO COM 743315103 759 47221 SH DEFINED 5 47221 - - PROLOGIS SH BEN INT 743410102 412 7000 SH DEFINED 0 7000 - - PROLOGIS SH BEN INT 743410102 1054 17922 SH DEFINED 5 17922 - - PRUDENTIAL FINL INC COM 744320102 235 3000 SH DEFINED 0 3000 - - PRUDENTIAL FINL INC COM 744320102 2501 31966 SH DEFINED 5 31966 - - PUBLIC SVC ENTERPRISE GROUP COM 744573106 1423 35395 SH DEFINED 5 35395 - - PULTE HOMES INC COM 745867101 470 32400 SH DEFINED 1 32400 - - PULTE HOMES INC COM 745867101 216 14850 SH DEFINED 5 14850 - - QLOGIC CORP COM 747277101 268 17469 SH DEFINED 5 17469 - - QUALCOMM INC COM 747525103 15671 382219 SH DEFINED 0 382219 - - QUALCOMM INC COM 747525103 5093 124205 SH DEFINED 5 131205 - - QUEST DIAGNOSTICS INC COM 74834L100 506 11189 SH DEFINED 5 11189 - - QUESTAR CORP COM 748356102 685 12106 SH DEFINED 5 12106 - - QWEST COMMUNICATIONS INTL IN COM 749121109 44394 9800000 SH DEFINED 0 9800000 - - QWEST COMMUNICATIONS INTL IN COM 749121109 485 107021 SH DEFINED 5 107021 - - RAMBUS INC DEL COM 750917106 699 30000 SH DEFINED 0 30000 - - RAMBUS INC DEL COM 750917106 59 2535 SH DEFINED 5 2535 - - RANGE RES CORP COM 75281A109 659 10394 SH DEFINED 5 10394 - - RAYTHEON CO COM NEW 755111507 1914 29631 SH DEFINED 5 29631 - - RECKSON OPER PARTNERSHIP L P DEB 4.000% 39453 75621LAJ3 13779 15000 PRN DEFINED 5 - - - RED HAT INC DBCV 0.500% 39448 756577AB8 2466 2500 PRN DEFINED 5 - - - REGAL ENTMT GROUP CL A 758766109 411 21300 SH DEFINED 5 21300 - - REGIONS FINANCIAL CORP NEW COM 7591EP100 1095 55471 SH DEFINED 0 56471 - - RESEARCH IN MOTION LTD COM 760975102 898 8000 SH DEFINED 0 8000 - - RESEARCH IN MOTION LTD COM 760975102 20724 184657 SH DEFINED 5 188657 - - RETAIL HOLDRS TR DEP RCPT 76127U101 91650 1000000 SH DEFINED 5 1000000 - - REYNOLDS AMERICAN INC COM 761713106 3896 66000 SH DEFINED 0 66000 - - REYNOLDS AMERICAN INC COM 761713106 701 11880 SH DEFINED 5 11880 - - RF MICRODEVICES INC COM 749941100 80 30000 SH DEFINED 5 30000 - - ROBERT HALF INTL INC COM 770323103 299 11633 SH DEFINED 5 11633 - - ROCKWELL AUTOMATION INC COM 773903109 591 10285 SH DEFINED 5 10285 - - ROCKWELL COLLINS INC COM 774341101 645 11289 SH DEFINED 5 11289 - - ROCKWELL MEDICAL TECH COM 774374102 61 10000 SH DEFINED 1 10000 - - ROHM & HAAS CO COM 775371107 467 8633 SH DEFINED 5 8633 - - ROWAN COS INC COM 779382100 3294 80000 SH DEFINED 0 80000 - - ROWAN COS INC COM 779382100 617 14963 SH DEFINED 5 174963 - - RYDER SYS INC COM 783549108 246 4034 SH DEFINED 5 4034 - - SAFECO CORP COM 786429100 1141 26000 SH DEFINED 0 26000 - -
SAFECO CORP COM 786429100 264 6024 SH DEFINED 5 6024 - - SAFEWAY INC COM NEW 786514208 8927 304149 SH DEFINED 5 394149 - - SANDISK CORP COM 80004C101 393 17400 SH DEFINED 0 17400 - - SANDISK CORP COM 80004C101 388 17169 SH DEFINED 5 17169 - - SARA LEE CORP COM 803111103 7721 552252 SH DEFINED 0 678260 - - SCHERING PLOUGH CORP COM 806605101 10491 728079 SH DEFINED 0 728079 - - SCHERING PLOUGH CORP COM 806605101 2717 188594 SH DEFINED 5 378594 - - SCHLUMBERGER LTD COM 806857108 3812 43312 SH DEFINED 0 44712 - - SCHLUMBERGER LTD COM 806857108 19780 227347 SH DEFINED 5 667387 - - SCHWAB CHARLES CORP NEW COM 808513105 1230 65308 SH DEFINED 5 65308 - - SCIENTIFIC GAMES CORP SDCV 0.750%12/0 80874PAD1 9868 10000 PRN DEFINED 5 - - - SCRIPPS E W CO OHIO CL A 811054204 273 6517 SH DEFINED 5 6517 - - SEALED AIR CORP NEW COM 81211K100 300 11864 SH DEFINED 5 11864 - - SEARS HLDGS CORP COM 812350106 605 5927 SH DEFINED 5 5927 - - SELECT SECTOR SPDR TR SBI INT-ENERGY 81369Y506 207 2800 SH DEFINED 5 15000 - - SEMPRA ENERGY COM 816851109 480 9000 SH DEFINED 0 9000 - - SEMPRA ENERGY COM 816851109 15347 288045 SH DEFINED 5 288045 - - SEMTECH CORP COM 816850101 251 17500 SH DEFINED 5 17500 - - SEPRACOR INC NOTE 39457 817315AW4 21087 23500 PRN DEFINED 5 - - - SHERWIN WILLIAMS CO COM 824348106 356 6983 SH DEFINED 5 6983 - - SHUFFLE MASTER INC NOTE 1.250% 39451 825549AB4 11192 12248 PRN DEFINED 5 - - - SIGMA ALDRICH CORP COM 826552101 1770 29672 SH DEFINED 5 29672 - - SILICON LABORATORIES INC COM 826919102 221 7000 SH DEFINED 5 7000 - - SIMON PPTY GROUP INC NEW COM 828806109 836 9000 SH DEFINED 0 9000 - - SIMON PPTY GROUP INC NEW COM 828806109 1442 15525 SH DEFINED 5 15525 - - SLM CORP COM 78442P106 460 30000 SH DEFINED 0 30000 - - SLM CORP COM 78442P106 1209 78745 SH DEFINED 5 78745 - - SMITH & WESSON HLDG CORP COM 831756101 463 92200 SH DEFINED 5 92200 - - SMITH INTL INC COM 832110100 895 13933 SH DEFINED 5 333933 - - SMITHFIELD FOODS INC COM 832248108 218 8478 SH DEFINED 5 8478 - - SNAP ON INC COM 833034101 202 3978 SH DEFINED 5 3978 - - SOHU COM INC COM 83408W103 8227 182300 SH DEFINED 5 182300 - - SOUTHERN CO COM 842587107 9657 271194 SH DEFINED 0 271194 - - SOUTHERN CO COM 842587107 1894 53177 SH DEFINED 5 53177 - - SOUTHWEST AIRLS CO COM 844741108 496 40000 SH DEFINED 0 40000 - - SOUTHWEST AIRLS CO COM 844741108 643 51831 SH DEFINED 5 51831 - - SOVEREIGN BANCORP INC COM 845905108 3430 368000 SH DEFINED 0 368000 - - SOVEREIGN BANCORP INC COM 845905108 235 25183 SH DEFINED 5 25183 - - SPDR SERIES TRUST S&P METALS MNG 78464A755 1759 25200 SH DEFINED 5 25200 - - SPECTRA ENERGY CORP COM 847560109 1002 44044 SH DEFINED 5 44044 - - SPRINT NEXTEL CORP COM SER 1 852061100 5356 800617 SH DEFINED 0 800617 - - SPRINT NEXTEL CORP COM SER 1 852061100 1326 198237 SH DEFINED 5 198237 - - ST JUDE MED INC COM 790849103 2377 55038 SH DEFINED 5 55038 - - STANLEY WKS COM 854616109 277 5802 SH DEFINED 5 5802 - - STAPLES INC COM 855030102 1156 52297 SH DEFINED 5 52297 - - STARBUCKS CORP COM 855244109 13387 764994 SH DEFINED 0 764994 - - STARBUCKS CORP COM 855244109 994 56828 SH DEFINED 5 56828 - - STARWOOD HOTELS&RESORTS WRLD COM 85590A401 207 4000 SH DEFINED 0 4000 - -
STARWOOD HOTELS&RESORTS WRLD COM 85590A401 680 13145 SH DEFINED 5 13145 - - STATE STR CORP COM 857477103 3309 41893 SH DEFINED 5 41893 - - STATOILHYDRO ASA SPONSORED ADR 85771P102 418 14000 SH DEFINED 5 14000 - - STERICYCLE INC COM 858912108 668 13000 SH DEFINED 2 13000 - - STERICYCLE INC COM 858912108 28 548 SH DEFINED 5 548 - - STREETTRACKS GOLD TR GOLD SHS 863307104 452 5000 SH DEFINED 5 5000 - - STRYKER CORP COM 863667101 1082 16640 SH DEFINED 5 16640 - - SUN LIFE FINL INC COM 866796105 14424 300572 SH DEFINED 0 4148765 - - SUN MICROSYSTEMS INC COM NEW 866810203 271 17459 SH DEFINED 0 17459 - - SUN MICROSYSTEMS INC COM NEW 866810203 1230 79234 SH DEFINED 5 82234 - - SUNOCO INC COM 86764P109 426 8111 SH DEFINED 5 8111 - - SUNOPTA INC COM 8676EP108 76 15000 SH DEFINED 5 15000 - - SUNPOWER CORP COM CL A 867652109 785 10540 SH DEFINED 0 10540 - - SUNTRUST BKS INC COM 867914103 293 5310 SH DEFINED 0 5310 - - SUNTRUST BKS INC COM 867914103 1324 24019 SH DEFINED 5 25009 - - SUPERVALU INC COM 868536103 442 14736 SH DEFINED 5 29296 - - SYCAMORE NETWORKS INC COM 871206108 73 20000 SH DEFINED 1 20000 - - SYMANTEC CORP COM 871503108 505 30370 SH DEFINED 0 30370 - - SYMANTEC CORP COM 871503108 1067 64178 SH DEFINED 5 64178 - - SYSCO CORP COM 871829107 1235 42552 SH DEFINED 5 42552 - - TAIWAN SEMICONDUCTOR MFG LTD SPONSORED ADR 874039100 1027 100000 SH DEFINED 0 100000 - - TAKE-TWO INTERACTIVE SOFTWAR COM 874054109 510 20000 SH DEFINED 0 20000 - - TALISMAN ENERGY INC COM 87425E103 8 389 SH DEFINED 0 11332757 - - TALISMAN ENERGY INC COM 87425E103 1061 60000 SH DEFINED 1 60000 - - TARGET CORP COM 87612E106 2940 58000 SH DEFINED 0 120000 - - TARGET CORP COM 87612E106 2901 57269 SH DEFINED 5 217269 - - TCF FINL CORP COM 872275102 724 40401 SH DEFINED 0 40401 - - TCF FINL CORP COM 872275102 8 429 SH DEFINED 5 429 - - TD AMERITRADE HLDG CORP COM 87236Y108 565 34200 SH DEFINED 0 34200 - - TECO ENERGY INC COM 872375100 234 14657 SH DEFINED 5 14657 - - TEKELEC COM 879101103 808 64874 SH DEFINED 0 64874 - - TEKELEC NOTE 2.250% 39453 879101AE3 8389 8500 PRN DEFINED 5 - - - TELEFONOS DE MEXICO S A B SPON ADR ORD L 879403780 1579 42000 SH DEFINED 0 42000 - - TELEFONOS DE MEXICO S A B SPON ADR A SHS 879403707 314 8362 SH DEFINED 1 8362 - - TELLABS INC COM 879664100 109 20020 SH DEFINED 5 20020 - - TEMPLE INLAND INC COM 879868107 25440 2000000 SH DEFINED 0 2000000 - - TEMPUR PEDIC INTL INC COM 88023U101 2145 195000 SH DEFINED 5 195000 - - TENET HEALTHCARE CORP COM 88033G100 184 32441 SH DEFINED 5 32441 - - TERADATA CORP DEL COM 88076W103 30132 1365901 SH DEFINED 5 1365901 - - TERADYNE INC COM 880770102 151 12149 SH DEFINED 5 12149 - - TEREX CORP NEW COM 880779103 436 6977 SH DEFINED 5 6977 - - TESORO CORP COM 881609101 284 9460 SH DEFINED 5 9460 - - TEXAS INSTRS INC COM 882508104 3243 114717 SH DEFINED 0 114717 - - TEXAS INSTRS INC COM 882508104 13 470 SH DEFINED 2 470 - - TEXAS INSTRS INC COM 882508104 2623 92788 SH DEFINED 5 110788 - - TEXTRON INC COM 883203101 1386 25000 SH DEFINED 4 25000 - - TEXTRON INC COM 883203101 961 17349 SH DEFINED 5 17349 - - THERMO FISHER SCIENTIFIC INC COM 883556102 1658 29178 SH DEFINED 5 29178 - -
THOMSON CORP COM 884903105 27874 807470 SH DEFINED 0 1255470 - - TIFFANY & CO NEW COM 886547108 1151 28000 SH DEFINED 2 28000 - - TIFFANY & CO NEW COM 886547108 369 8824 SH DEFINED 5 8824 - - TJX COS INC NEW COM 872540109 99 3000 SH DEFINED 1 3000 - - TJX COS INC NEW COM 872540109 1021 30890 SH DEFINED 5 130890 - - TORCHMARK CORP COM 891027104 381 6326 SH DEFINED 5 6326 - - TORONTO DOMINION BK ONT COM NEW 891160509 6 98 SH DEFINED 0 1333432 - - TORONTO DOMINION BK ONT COM NEW 891160509 4969 81000 SH DEFINED 5 81000 - - TOTAL SYS SVCS INC COM 891906109 2 92 SH DEFINED 0 92 - - TOTAL SYS SVCS INC COM 891906109 333 14058 SH DEFINED 5 14058 - - TRANE INC COM 892893108 556 12109 SH DEFINED 5 12109 - - TRANSALTA CORP COM 89346D107 4967 155556 SH DEFINED 0 1340100 - - TRANSCANADA CORP COM 89353D107 19722 498648 SH DEFINED 0 2378453 - - TRANSOCEAN SEDCO FOREX INC NOTE 1.500%12/1 893830AV1 24577 22500 PRN DEFINED 5 - - - TRAVELERS COMPANIES INC COM 89417E109 18422 385000 SH DEFINED 0 605000 - - TRAVELERS COMPANIES INC COM 89417E109 2062 43097 SH DEFINED 5 43097 - - TRIQUINT SEMICONDUCTOR INC COM 89674K103 126 25000 SH DEFINED 5 25000 - - TRIUMPH GROUP INC NEW NOTE 2.625%10/0 896818AB7 4625 3714 PRN DEFINED 5 - - - TYCO ELECTRONICS LTD COM NEW G9144P105 189 5515 SH DEFINED 0 5515 - - TYCO ELECTRONICS LTD COM NEW G9144P105 1369 39890 SH DEFINED 5 39890 - - TYCO INTL LTD BERMUDA SHS G9143X208 230 5215 SH DEFINED 0 5215 - - TYCO INTL LTD BERMUDA SHS G9143X208 1485 33714 SH DEFINED 5 33714 - - TYSON FOODS INC CL A 902494103 239 15000 SH DEFINED 0 15000 - - TYSON FOODS INC CL A 902494103 304 19042 SH DEFINED 5 19042 - - UAL CORP COM NEW 902549807 15621 725564 SH DEFINED 5 788064 - - UNIBANCO-UNIAO DE BANCOS BRA GDR REP PFD UT 90458E107 7168 61450 SH DEFINED 0 61450 - - UNION PAC CORP COM 907818108 125380 1000000 SH DEFINED 0 1000000 - - UNION PAC CORP COM 907818108 2271 18111 SH DEFINED 5 18111 - - UNISYS CORP COM 909214108 109 24624 SH DEFINED 5 24624 - - UNITED STATES STL CORP NEW COM 912909108 127 1000 SH DEFINED 0 1000 - - UNITED STATES STL CORP NEW COM 912909108 879 7000 SH DEFINED 2 7000 - - UNITED STATES STL CORP NEW COM 912909108 1030 8118 SH DEFINED 5 8118 - - UNITED TECHNOLOGIES CORP COM 913017109 2064 30000 SH DEFINED 0 30000 - - UNITED TECHNOLOGIES CORP COM 913017109 98 1440 SH DEFINED 2 1440 - - UNITED TECHNOLOGIES CORP COM 913017109 2065 30000 SH DEFINED 4 30000 - - UNITED TECHNOLOGIES CORP COM 913017109 4704 68353 SH DEFINED 5 85253 - - UNITED PARCEL SERVICE INC CL B 911312106 262 3598 SH DEFINED 0 15000 - - UNITED PARCEL SERVICE INC CL B 911312106 876 12000 SH DEFINED 4 12000 - - UNITED PARCEL SERVICE INC CL B 911312106 7115 97436 SH DEFINED 5 97436 - - UNITEDHEALTH GROUP INC COM 91324P102 172 5000 SH DEFINED 0 5000 - - UNITEDHEALTH GROUP INC COM 91324P102 3830 111459 SH DEFINED 5 111459 - - UNUM GROUP COM 91529Y106 527 23961 SH DEFINED 5 23961 - - URBAN OUTFITTERS INC COM 917047102 372 11864 SH DEFINED 0 11864 - - UST INC COM 902911106 566 10374 SH DEFINED 5 10374 - - V F CORP COM 918204108 469 6054 SH DEFINED 5 6054 - - VALERO ENERGY CORP NEW COM 91913Y100 1383 28168 SH DEFINED 0 28168 - - VALERO ENERGY CORP NEW COM 91913Y100 5646 114970 SH DEFINED 5 160870 - - VARIAN MED SYS INC COM 92220P105 411 8757 SH DEFINED 5 8757 - -
VERISIGN INC COM 92343E102 404 12140 SH DEFINED 5 16140 - - VERIZON COMMUNICATIONS INC COM 92343V104 9685 265707 SH DEFINED 0 1657707 - - VERIZON COMMUNICATIONS INC COM 92343V104 1603 44780 SH DEFINED 2 44780 - - VERIZON COMMUNICATIONS INC COM 92343V104 41506 1138711 SH DEFINED 5 1138711 - - VERTEX PHARMACEUTICALS INC COM 92532F100 901 37689 SH DEFINED 5 37689 - - VIACOM INC NEW CL B 92553P201 104 2636 SH DEFINED 0 2636 - - VIACOM INC NEW CL B 92553P201 1769 44646 SH DEFINED 5 44646 - - VIROPHARMA INC COM 928241108 856 95793 SH DEFINED 5 95793 - - VISHAY INTERTECHNOLOGY INC NOTE 3.625% 8/0 928298AF5 14970 15000 PRN DEFINED 5 - - - VORNADO RLTY TR SH BEN INT 929042109 810 9387 SH DEFINED 5 9387 - - VULCAN MATLS CO COM 929160109 800 12052 SH DEFINED 5 12052 - - WABASH NATL CORP NOTE 3.250% 8/0 929566AD9 1971 2000 PRN DEFINED 5 - - - WABTEC CORP COM 929740108 1506 41100 SH DEFINED 2 41100 - - WACHOVIA CORP NEW COM 929903102 7422 274894 SH DEFINED 0 471918 - - WALGREEN CO COM 931422109 2644 69397 SH DEFINED 5 259397 - - WASHINGTON MUT INC COM 939322103 1548 150305 SH DEFINED 0 150305 - - WASHINGTON MUT INC COM 939322103 679 65922 SH DEFINED 5 65922 - - WASHINGTON POST CO CL B 939640108 263 397 SH DEFINED 5 397 - - WASTE MGMT INC DEL COM 94106L109 5075 151212 SH DEFINED 0 151212 - - WASTE MGMT INC DEL COM 94106L109 1172 34941 SH DEFINED 5 34941 - - WATERS CORP COM 941848103 382 6859 SH DEFINED 5 6859 - - WATSON PHARMACEUTICALS INC COM 942683103 209 7124 SH DEFINED 5 7124 - - WEATHERFORD INTERNATIONAL LT COM G95089101 1711 23612 SH DEFINED 5 383612 - - WELLPOINT INC COM 94973V107 1673 37904 SH DEFINED 5 37904 - - WELLS FARGO & CO NEW COM 949746101 753 25883 SH DEFINED 0 1226883 - - WELLS FARGO & CO NEW COM 949746101 524 18000 SH DEFINED 4 18000 - - WELLS FARGO & CO NEW COM 949746101 6635 228010 SH DEFINED 5 228010 - - WESTERN DIGITAL CORP COM 958102105 555 20516 SH DEFINED 5 20516 - - WESTERN REFNG INC COM 959319104 159 11770 SH DEFINED 5 11770 - - WESTERN UN CO COM 959802109 2765 130008 SH DEFINED 5 130008 - - WEYERHAEUSER CO COM 962166104 947 14555 SH DEFINED 5 14555 - - WHIRLPOOL CORP COM 963320106 455 5241 SH DEFINED 5 10241 - - WHOLE FOODS MKT INC COM 966837106 363 11000 SH DEFINED 0 11000 - - WHOLE FOODS MKT INC COM 966837106 348 10571 SH DEFINED 5 10571 - - WILLIAMS COS INC DEL COM 969457100 3554 107760 SH DEFINED 5 107760 - - WIMM BILL DANN FOODS OJSC SPONSORED ADR 97263M109 2050 20000 SH DEFINED 0 20000 - - WINDSTREAM CORP COM 97381W104 397 33165 SH DEFINED 5 33165 - - WRIGLEY WM JR CO COM 982526105 966 15363 SH DEFINED 5 15363 - - WYETH COM 983024100 8909 213324 SH DEFINED 0 213324 - - WYETH COM 983024100 68120 1631216 SH DEFINED 5 1631216 - - WYNDHAM WORLDWIDE CORP COM 98310W108 255 12339 SH DEFINED 5 12339 - - WYNN RESORTS LTD COM 983134107 4570 45412 SH DEFINED 0 45412 - - WYNN RESORTS LTD COM 983134107 74 734 SH DEFINED 5 734 - - XCEL ENERGY INC COM 98389B100 595 29833 SH DEFINED 5 29833 - - XENOPORT INC COM 98411C100 14848 366900 SH DEFINED 5 403100 - - XEROX CORP COM 984121103 956 63894 SH DEFINED 5 63894 - - XILINX INC COM 983919101 121 5110 SH DEFINED 0 5110 - - XILINX INC COM 983919101 2177 91653 SH DEFINED 5 91653 - -
XL CAP LTD CL A G98255105 9 300 SH DEFINED 0 300 - - XL CAP LTD CL A G98255105 365 12344 SH DEFINED 5 12344 - - XM SATELLITE RADIO HLDGS INC CL A 983759101 2247 193400 SH DEFINED 5 367400 - - XTO ENERGY INC COM 98385X106 2227 36002 SH DEFINED 5 36002 - - YAHOO INC COM 984332106 4084 141179 SH DEFINED 0 141179 - - YAHOO INC COM 984332106 2454 84890 SH DEFINED 5 631490 - - YAMANA GOLD INC COM 98462Y100 1239 85000 SH DEFINED 1 85000 - - YELLOW ROADWAY CORP NOTE 5.000% 8/0 985577AA3 22689 25385 PRN DEFINED 5 - - - YUM BRANDS INC COM 988498101 298 8000 SH DEFINED 0 8000 - - YUM BRANDS INC COM 988498101 1233 33139 SH DEFINED 5 33139 - - ZIMMER HLDGS INC COM 98956P102 1281 16455 SH DEFINED 5 16455 - - ZIONS BANCORPORATION COM 989701107 339 7435 SH DEFINED 5 7435 - -
-----END PRIVACY-ENHANCED MESSAGE-----