-----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, HzHggE7klHJRWn6V4qfQ3Btzez/mEQzC3W4oHv4qWGuKsvDwk1YWl0Ziq1P6lsVP yaRw1+/tEpIpemgPkhO6iw== 0000950123-08-005967.txt : 20080521 0000950123-08-005967.hdr.sgml : 20080521 20080521113322 ACCESSION NUMBER: 0000950123-08-005967 CONFORMED SUBMISSION TYPE: 13F-HR PUBLIC DOCUMENT COUNT: 1 CONFORMED PERIOD OF REPORT: 20080331 FILED AS OF DATE: 20080521 DATE AS OF CHANGE: 20080521 EFFECTIVENESS DATE: 20080521 FILER: COMPANY DATA: COMPANY CONFORMED NAME: KBC Group NV CENTRAL INDEX KEY: 0001411133 IRS NUMBER: 000000000 STATE OF INCORPORATION: C9 FISCAL YEAR END: 1231 FILING VALUES: FORM TYPE: 13F-HR SEC ACT: 1934 Act SEC FILE NUMBER: 028-13043 FILM NUMBER: 08850965 BUSINESS ADDRESS: STREET 1: HAVENLAAN 2 CITY: BRUSSELS STATE: C9 ZIP: 1080 BUSINESS PHONE: 32 78 152 154 MAIL ADDRESS: STREET 1: HAVENLAAN 2 CITY: BRUSSELS STATE: C9 ZIP: 1080 13F-HR 1 y55050le13fvhr.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: KBC Group NV Address: Havenlaan 2 Brussels C9 1080 Belgium Form 13F File Number: 028-13043 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. Persons Signing this Report on Behalf of Reporting Manager: Name: Andre Bergen Title: CEO Phone: 32 2 429 15 96 Name: Guido Segers Title: Executive Director Phone: 32 2 429 15 96 Signature, Place, and Date of Signing: /s/ Andre Bergen Brussels, Belgium 5/21/08 - ----------------------------- ----------------- ------- [Signature] [City, State] [Date] /s/ Guido Segers Brussels, Belgium 5/21/08 - ----------------------------- ----------------- ------- [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 is reported in this report and a portion is 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 FORM 13F SUMMARY PAGE Report Summary: Number of Other Included Managers: 9 Form 13F Information Table Entry Total: 2447 Form 13F Information Table Value Total: 7,941,405 (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 - --- -------------------- ---- 1 028-13045 KBC Bank NV 2 028-13051 KBC Asset Management NV 3 028-13048 KBC Asset Management Ltd. 4 028-13050 KBC Financial Holdings Inc. 5 028-13049 KBC Financial Products USA Inc. 6 028-13046 KBC Financial Products Cayman Islands Ltd. 7 028-13047 KBC Investments Limited 8 028-13044 KBC Alternative Investment Management Belgium NV 9 028-12345 KBC Alternative Investment Management Ltd. SEC FORM 13F REPORT As Of Date: 3/31/2008
COLUMN 1 COLUMN 2 COLUMN 3 COLUMN 4 COLUMN 5 COLUMN 6 COLUMN 7 COLUMN 8 - -------------------------- --------------- --------- --------- ------------------- ---------- -------- ---------------------- VOTING AUTHORITY VALUE SHRS OR SH/ PUT/ INVESTMENT OTHER ---------------------- NAME OF ISSUER TITLE OF CLASS CUSIP (x$1000) PRN AMT PRN CALL DISCRETION MANAGERS SOLE SHARED NONE - -------------------------- --------------- --------- --------- ---------- --- ---- ---------- -------- ---------- ------ ---- 3COM CORP COM 885535104 681 302720 SH DEFINED 1, 8, 9 302720 0 0 3M CO COM 88579Y101 1346 17000 SH DEFINED 1 17000 0 0 3M CO COM 88579Y101 8193 103513 SH DEFINED 1, 2 103513 0 0 3M CO COM 88579Y101 729 9211 SH DEFINED 1, 2, 3 9211 0 0 A D C TELECOMMUNICATIONS COM NEW 000886309 84 6916 SH DEFINED 1, 2 6916 0 0 AARON RENTS INC COM 002535201 1 62 SH DEFINED 1, 2 62 0 0 ABB LTD SPON ADR 000375204 2689 100000 SH CALL DEFINED 1, 8, 9 100000 0 0 ABB LTD SPON ADR 000375204 298 11060 SH DEFINED 1, 8, 9 11060 0 0 ABBOTT LABS COM 002824100 20193 366153 SH DEFINED 1, 2 366153 0 0 ABBOTT LABS COM 002824100 6448 116916 SH DEFINED 1, 2, 3 116916 0 0 ABBOTT LABS COM 002824100 660 11960 SH DEFINED 1, 7 11960 0 0 ABERCROMBIE & FITCH CL A 002896207 1638 22389 SH DEFINED 1, 2 22389 0 0 ABERCROMBIE & FITCH CL A 002896207 779 10649 SH DEFINED 1, 2, 3 10649 0 0 ABITIBIBOWATER INC COM 003687100 59 4544 SH DEFINED 1, 2 4544 0 0 ABITIBIBOWATER INC COM 003687100 548 42421 SH DEFINED 1, 2, 3 42421 0 0 ABITIBIBOWATER INC COM 003687100 1289 100000 SH CALL DEFINED 1, 8, 9 100000 0 0 ACCENTURE LTD BERMUDA CL A G1150G111 53 1500 SH DEFINED 1 1500 0 0 ACCENTURE LTD BERMUDA CL A G1150G111 1289 36645 SH DEFINED 1, 2 36645 0 0 ACCENTURE LTD BERMUDA CL A G1150G111 1791 50916 SH DEFINED 1, 2, 3 50916 0 0 ACCURIDE CORP COM 004398103 491 60000 SH DEFINED 1, 2, 3 60000 0 0 ACE LTD ORD G0070K103 2086 37885 SH DEFINED 1, 2 37885 0 0 ACE LTD ORD G0070K103 459 8336 SH DEFINED 1, 2, 3 8336 0 0 ACTEL CORP COM 004934105 101 6600 SH DEFINED 1, 2, 3 6600 0 0 ACTIVE POWER INC COM 00504W100 525 282124 SH DEFINED 1, 2, 3 282124 0 0 ACTIVISION INC COM 004930202 1865 68279 SH DEFINED 1, 2 68279 0 0 ACTIVISION INC COM 004930202 411 15067 SH DEFINED 1, 2, 3 15067 0 0 ACUITY BRANDS INC COM 00508Y102 848 19750 SH DEFINED 1, 2 19750 0 0 ACUITY BRANDS INC COM 00508Y102 642 14953 SH DEFINED 1, 2, 3 14953 0 0 ACXIOM CORPORATION COM 005125109 24 1983 SH DEFINED 1, 2 1983 0 0 ACXIOM CORPORATION COM 005125109 99 8300 SH DEFINED 1, 2, 3 8300 0 0 ADOBE SYSTEMS COM 00724F101 285 8000 SH DEFINED 1 8000 0 0 ADOBE SYSTEMS COM 00724F101 2902 81539 SH DEFINED 1, 2 81539 0 0 ADOBE SYSTEMS COM 00724F101 1610 45244 SH DEFINED 1, 2, 3 45244 0 0 ADTRAN INC COM 00738A106 0 20 SH DEFINED 1, 2 20 0 0 ADVANCE AUTO PARTS INC COM 00751Y106 392 11503 SH DEFINED 1, 2 11503 0 0 ADVANCE AUTO PARTS INC COM 00751Y106 140 4097 SH DEFINED 1, 2, 3 4097 0 0
ADVANCE AUTO PARTS INC COM 00751Y106 191 5600 SH DEFINED 1, 8, 9 5600 0 0 ADVANCED MICRO DEVICES INC COM 007903107 8 1300 SH DEFINED 1 1300 0 0 ADVANCED MICRO DEVICES INC COM 007903107 167 28389 SH DEFINED 1, 2 28389 0 0 ADVANCED MICRO DEVICES INC COM 007903107 68 11628 SH DEFINED 1, 2, 3 11628 0 0 ADVANCED MICRO DEVICES INC COM 007903107 7325 1250000 SH PUT DEFINED 1, 8, 9 1250000 0 0 ADVANCED MICRO DEVICES INC COM 007903107 6073 1031144 SH DEFINED 1, 8, 9 1031144 0 0 ADVANCED MICRO DEVICES INC NOTE 6.000% 5/0 007903AL1 1258 2000000 PRN DEFINED 1, 8, 9 2000000 0 0 ADVANCED MICRO DEVICES INC NOTE 5.750% 8/1 007903AN7 5621 8000000 PRN DEFINED 1, 8, 9 8000000 0 0 ADVANCED SEMICONDUCTOR ENGR SPON ADR 00756M404 0 1 SH DEFINED 1, 2 1 0 0 AEROPOSTALE COM 007865108 749 27619 SH DEFINED 1, 2 27619 0 0 AEROPOSTALE COM 007865108 358 13206 SH DEFINED 1, 2, 3 13206 0 0 AES CORP COM 00130H105 2981 178800 SH DEFINED 1, 2 178800 0 0 AES CORP COM 00130H105 1195 71713 SH DEFINED 1, 2, 3 71713 0 0 AETNA INC NEW COM 00817Y108 6129 145614 SH DEFINED 1, 2 145614 0 0 AETNA INC NEW COM 00817Y108 1366 32461 SH DEFINED 1, 2, 3 32461 0 0 AFFILIATED COMPUTER SERVICES CL A 008190100 351 7000 SH DEFINED 1 7000 0 0 AFFILIATED COMPUTER SERVICES CL A 008190100 908 18111 SH DEFINED 1, 2 18111 0 0 AFFILIATED COMPUTER SERVICES CL A 008190100 524 10456 SH DEFINED 1, 2, 3 10456 0 0 AFFILIATED COMPUTER SERVICES CL A 008190100 6574 132540 SH DEFINED 1, 7 132540 0 0 AFFILIATED COMPUTER SERVICES CL A 008190100 10002 200000 SH PUT DEFINED 1, 8, 9 200000 0 0 AFFILIATED MANAGERS GROUP COM 008252108 1593 17552 SH DEFINED 1, 2 17552 0 0 AFFILIATED MANAGERS GROUP COM 008252108 2139 23575 SH DEFINED 1, 2, 3 23575 0 0 AFFYMETRIX INC COM 00826T108 1552 89131 SH DEFINED 1, 2 89131 0 0 AFLAC INC COM 001055102 4200 64662 SH DEFINED 1, 2 64662 0 0 AFLAC INC COM 001055102 1433 22070 SH DEFINED 1, 2, 3 22070 0 0 AFTERMARKET TECHNOLOGY CORP COM 008318107 6 300 SH DEFINED 1, 2 300 0 0 AGCO CORP COM 001084102 977 16310 SH DEFINED 1, 2 16310 0 0 AGCO CORP COM 001084102 417 6962 SH DEFINED 1, 2, 3 6962 0 0 AGILENT TECHNOLOGIES COM 00846U101 1445 48426 SH DEFINED 1, 2 48426 0 0 AGILENT TECHNOLOGIES COM 00846U101 27400 918523 SH DEFINED 1, 2, 3 918523 0 0 AGILENT TECHNOLOGIES INC COM 00846U101 20 686 SH DEFINED 686 0 0 AIR METHODS CORP COM 009128307 135 2783 SH DEFINED 1, 2 2783 0 0 AIR PRODUCTS & CHEMICALS COM 009158106 1279 13904 SH DEFINED 1, 2 13904 0 0 AIRMEDIA GROUP INC SPON ADR 009411109 386 23100 SH DEFINED 1, 2, 3 23100 0 0 AK STEEL HOLDING CORP COM 001547108 509 9358 SH DEFINED 1, 2 9358 0 0 AK STEEL HOLDING CORP COM 001547108 298 5482 SH DEFINED 1, 2, 3 5482 0 0 AKAMAI TECHNOLOGIES INC COM 00971T101 84 3000 SH DEFINED 1 3000 0 0 AKAMAI TECHNOLOGIES INC COM 00971T101 1934 68678 SH DEFINED 1, 2 68678 0 0 AKAMAI TECHNOLOGIES INC COM 00971T101 538 19093 SH DEFINED 1, 2, 3 19093 0 0 ALBANY MOLECULAR RESEARCH INC COM 012423109 68 5565 SH DEFINED 1, 2 5565 0 0 ALBEMARLE CORP COM 012653101 1 28 SH DEFINED 1, 2 28 0 0 ALCATEL-LUCENT SPON ADR 013904305 0 6 SH DEFINED 1, 2 6 0 0
ALCATEL-LUCENT SPON ADR 013904305 3 507 SH DEFINED 507 0 0 ALCOA INCORPORATED COM 013817101 144 4000 SH DEFINED 1 4000 0 0 ALCOA INCORPORATED COM 013817101 1587 44000 SH DEFINED 1 44000 0 0 ALCOA INCORPORATED COM 013817101 3325 92209 SH DEFINED 1, 2 92209 0 0 ALCOA INCORPORATED COM 013817101 799 22150 SH DEFINED 1, 2, 3 22150 0 0 ALCON INC COM SHS H01301102 711 5000 SH DEFINED 1, 2, 3 5000 0 0 ALEXANDRIA REAL ESTATE EQ INC COM 015271109 306 3300 SH DEFINED 1, 2 3300 0 0 ALLEGHENY ENERGY INC COM 017361106 1621 32100 SH DEFINED 1, 2 32100 0 0 ALLEGHENY ENERGY INC COM 017361106 634 12564 SH DEFINED 1, 2, 3 12564 0 0 ALLEGHENY TECHNOLOGIES INC COM 01741R102 414 5801 SH DEFINED 1, 2 5801 0 0 ALLERGAN INC COM 018490102 717 12709 SH DEFINED 1, 2 12709 0 0 ALLERGAN INC COM 018490102 46 808 SH DEFINED 1, 2, 3 808 0 0 ALLERGAN INC NOTE 1.500% 4/0 018490AL6 6280 5687000 PRN DEFINED 1, 4, 5 5687000 0 0 ALLIANCE BERNSTEIN COM 01881G106 1471 23207 SH DEFINED 1, 2, 3 23207 0 0 ALLIANCE DATA SYSTEMS CORP COM 018581108 105 2200 SH DEFINED 1, 2 2200 0 0 ALLIANCE DATA SYSTEMS CORP COM 018581108 711 15000 SH DEFINED 1, 8, 9 15000 0 0 ALLIANT ENERGY CORP COM 018802108 141 4032 SH DEFINED 1, 2 4032 0 0 ALLIANT ENERGY CORP COM 018802108 92 2629 SH DEFINED 1, 2, 3 2629 0 0 ALLIED CAPITAL CORP COM 01903Q108 100 5447 SH DEFINED 1, 2 5447 0 0 ALLIED CAPITAL CORP COM 01903Q108 4796 260208 SH DEFINED 1, 2, 3 260208 0 0 ALLIED WASTE INDUSTR COM 019589308 82 7601 SH DEFINED 1, 2 7601 0 0 ALLIED WASTE INDUSTR COM 019589308 15 1400 SH DEFINED 1, 2, 3 1400 0 0 ALLSTATE CORPORATION COM 020002101 3887 80885 SH DEFINED 1, 2 80885 0 0 ALLSTATE CORPORATION COM 020002101 6055 125987 SH DEFINED 1, 2, 3 125987 0 0 ALLSTATE CORPORATION COM 020002101 16 344 SH DEFINED 1, 7 344 0 0 ALTERA CORP COM 021441100 980 53174 SH DEFINED 1, 2 53174 0 0 ALTERA CORP COM 021441100 148 8055 SH DEFINED 1, 2, 3 8055 0 0 ALTRIA GROUP INC COM 02209S103 111 5000 SH DEFINED 1 5000 0 0 ALTRIA GROUP INC COM 02209S103 9952 448296 SH DEFINED 1, 2 448296 0 0 ALTRIA GROUP INC COM 02209S103 3463 155986 SH DEFINED 1, 2, 3 155986 0 0 ALTRIA GROUP INC COM 02209S103 391 17105 SH DEFINED 1, 7 17105 0 0 ALVARION LTD SHS M0861T100 65 9000 SH DEFINED 1, 2, 3 9000 0 0 AMAZON COM INC COM 023135106 3388 47522 SH DEFINED 1, 2 47522 0 0 AMAZON COM INC COM 023135106 1107 15529 SH DEFINED 1, 2, 3 15529 0 0 AMAZON COM INC COM 023135106 4684 65700 SH CALL DEFINED 1, 8, 9 65700 0 0 AMAZON COM INC COM 023135106 7130 100000 SH PUT DEFINED 1, 8, 9 100000 0 0 AMAZON COM INC COM 023135106 2389 33500 SH DEFINED 1, 8, 9 33500 0 0 AMAZON COM INC NOTE 4.750% 2/0 023135AF3 26337 25000000 PRN DEFINED 1, 8, 9 25000000 0 0 AMB PROPERTY CORP COM 00163T109 2015 37021 SH DEFINED 1, 2 37021 0 0 AMBAC FINANCIAL GROUP INC COM 023139108 29 5055 SH DEFINED 1, 2 5055 0 0 AMDOCS COM G02602103 182 6400 SH DEFINED 1, 2 6400 0 0 AMDOCS COM G02602103 182 6400 SH DEFINED 1, 2, 3 6400 0 0
AMEDISYS INC COM 023436108 109 2783 SH DEFINED 1, 2 2783 0 0 AMEREN CORP COM 023608102 456 10353 SH DEFINED 1, 2 10353 0 0 AMERICA MOVIL SAB DE CV SPON ADR A SHS 02364W105 4254 66800 SH DEFINED 1, 2 66800 0 0 AMERICA MOVIL SAB DE CV SPON ADR A SHS 02364W105 10126 158992 SH DEFINED 1, 2, 3 158992 0 0 AMERICAN CAPITAL STRATEGIES COM 024937104 314 9182 SH DEFINED 1, 2 9182 0 0 AMERICAN CAPITAL STRATEGIES COM 024937104 2084 61020 SH DEFINED 1, 2, 3 61020 0 0 AMERICAN EAGLE OUTFITTERS NE COM 02553E106 102 5842 SH DEFINED 1, 2 5842 0 0 AMERICAN EAGLE OUTFITTERS NE COM 02553E106 398 22714 SH DEFINED 1, 2, 3 22714 0 0 AMERICAN ELEC PWR INC COM 025537101 818 19650 SH DEFINED 1 19650 0 0 AMERICAN ELEC PWR INC COM 025537101 1370 32906 SH DEFINED 1, 2 32906 0 0 AMERICAN ELEC PWR INC COM 025537101 867 20823 SH DEFINED 1, 2, 3 20823 0 0 AMERICAN EXPRESS CO COM 025816109 1093 25000 SH DEFINED 1 25000 0 0 AMERICAN EXPRESS CO COM 025816109 2830 64739 SH DEFINED 1, 2 64739 0 0 AMERICAN EXPRESS CO COM 025816109 481 10992 SH DEFINED 1, 2, 3 10992 0 0 AMERICAN EXPRESS CO COM 025816109 144 3300 SH DEFINED 3300 0 0 AMERICAN INTL GROUP INC COM 026874107 89 2,062 SH DEFINED 2,062 0 0 AMERICAN INTL GROUP INC COM 026874107 190 4400 SH DEFINED 1 4400 0 0 AMERICAN INTL GROUP INC COM 026874107 15178 350938 SH DEFINED 1, 2 350938 0 0 AMERICAN INTL GROUP INC COM 026874107 3253 75207 SH DEFINED 1, 2, 3 75207 0 0 AMERICAN INTL GROUP INC COM 026874107 1246 28672 SH DEFINED 1, 7 28672 0 0 AMERICAN NATL INS CO COM 028591105 349 3270 SH DEFINED 1, 2, 3 3270 0 0 AMERICAN ORIENTAL BIOENGR IN COM 028731107 90 11130 SH DEFINED 1, 2 11130 0 0 AMERICAN STS WTR CO COM 029899101 17944 498448 SH DEFINED 1, 2, 3 498448 0 0 AMERICAN SUPERCONDUCTOR CORP COM 030111108 14831 639535 SH DEFINED 1, 2, 3 639535 0 0 AMERICAN TOWER CORP CL A 029912201 1727 44051 SH DEFINED 1, 2 44051 0 0 AMERICAN TOWER CORP CL A 029912201 1886 48100 SH DEFINED 1, 2, 3 48100 0 0 AMERICREDIT CORP COM 03060R101 82 8141 SH DEFINED 1, 2, 3 8141 0 0 AMERICREDIT CORP COM 03060R101 1644 163300 SH DEFINED 1, 8, 9 163300 0 0 AMERIGROUP CORP COM 03073T102 101 3710 SH DEFINED 1, 2 3710 0 0 AMERIPRISE FINL INC COM 03076C106 891 17182 SH DEFINED 1, 2 17182 0 0 AMERIPRISE FINL INC COM 03076C106 139 2747 SH DEFINED 1, 7 2747 0 0 AMERIPRISE FINL INC COM 03076C106 34 660 SH DEFINED 660 0 0 AMERISOURCEBERGEN CORP COM 03073E105 856 20884 SH DEFINED 1, 2 20884 0 0 AMERISOURCEBERGEN CORP COM 03073E105 437 10665 SH DEFINED 1, 2, 3 10665 0 0 AMERON INTL CORP COM 030710107 33470 357852 SH DEFINED 1, 2, 3 357852 0 0 AMGEN COM 031162100 4794 114742 SH DEFINED 1, 2 114742 0 0 AMGEN INC COM 031162100 1481 35454 SH DEFINED 1, 2, 3 35454 0 0 AMGEN INC COM 031162100 1246 30087 SH DEFINED 1, 7 30087 0 0 AMPHENOL CORP NEW CL A 032095101 1192 31991 SH DEFINED 1, 2 31991 0 0 AMPHENOL CORP NEW CL A 032095101 350 9398 SH DEFINED 1, 2, 3 9398 0 0 AMR CORP COM 001765106 215 23807 SH DEFINED 1, 4, 5 23807 0 0 AMYLIN PHARMACEUTICALS INC COM 032346108 1568 53693 SH DEFINED 1, 2 53693 0 0
ANADARKO PETE CO COM 032511107 2288 36301 SH DEFINED 1, 2 36301 0 0 ANADARKO PETE CO COM 032511107 529 8395 SH DEFINED 1, 2, 3 8395 0 0 ANALOG DEVICES INC COM 032654105 603 20440 SH DEFINED 1, 2 20440 0 0 ANALOG DEVICES INC COM 032654105 2 62 SH DEFINED 1, 2, 3 62 0 0 ANALOGIC CORP COM 032657207 133 2004 SH DEFINED 1, 2 2004 0 0 ANDERSONS INC COM 034164103 321 7201 SH DEFINED 1, 2 7201 0 0 ANGLOGOLD ASHANTI LIMITED SPON ADR 035128206 91 2700 SH DEFINED 1 2700 0 0 ANGLOGOLD ASHANTI LIMITED SPON ADR 035128206 10 288 SH DEFINED 1, 7 288 0 0 ANHEUSER-BUSCH COS INC COM 035229103 1808 38100 SH DEFINED 1 38100 0 0 ANHEUSER-BUSCH COS INC COM 035229103 9426 198661 SH DEFINED 1, 2 198661 0 0 ANHEUSER-BUSCH COS INC COM 035229103 367 7727 SH DEFINED 1, 2, 3 7727 0 0 ANHEUSER-BUSCH COS INC COM 035229103 5931 125000 SH DEFINED 1, 8, 9 125000 0 0 ANHEUSER-BUSCH COS INC COM 035229103 11868 250000 SH CALL DEFINED 1, 8, 9 250000 0 0 ANIXTER INTL INC COM 035290105 766 11968 SH DEFINED 1, 2 11968 0 0 ANIXTER INTL INC COM 035290105 131 2051 SH DEFINED 1, 2, 3 2051 0 0 ANNALY CAPITAL MANAGEMENT INC COM 035710409 227 14800 SH DEFINED 1, 2 14800 0 0 ANSYS INC COM 03662Q105 2 55 SH DEFINED 1, 2 55 0 0 AON CORP COM 037389103 712 17714 SH DEFINED 1, 2 17714 0 0 APACHE CORP COM 037411105 6557 54268 SH DEFINED 1, 2 54268 0 0 APACHE CORP COM 037411105 1872 15494 SH DEFINED 1, 2, 3 15494 0 0 APARTMENT INVT & MGMT CO CL A 03748R101 1262 35232 SH DEFINED 1, 2 35232 0 0 APARTMENT INVT & MGMT CO CL A 03748R101 61 1712 SH DEFINED 1, 2, 3 1712 0 0 APEX SILVER MINES LTD NOTE 2.875% 3/1 03760XAB7 1071 1500000 PRN DEFINED 1, 4, 5 1500000 0 0 APOLLO GROUP INC CL A 037604105 2375 54982 SH DEFINED 1, 2 54982 0 0 APOLLO GROUP INC CL A 037604105 325 7518 SH DEFINED 1, 2, 3 7518 0 0 APPLE INC COM 037833100 804 5600 SH DEFINED 1 5600 0 0 APPLE INC COM 037833100 27186 189451 SH DEFINED 1, 2 189451 0 0 APPLE INC COM 037833100 5589 38950 SH DEFINED 1, 2, 3 38950 0 0 APPLERA CORP COM AP BIO GRP 038020103 1243 37820 SH DEFINED 1, 2 37820 0 0 APPLERA CORP COM CELERA GRP 038020202 1200 81605 SH DEFINED 1, 2 81605 0 0 APPLERA CORP COM AP BIO GRP 038020103 420 12774 SH DEFINED 1, 2, 3 12774 0 0 APPLERA CORP COM CELERA GRP 038020202 167 11329 SH DEFINED 1, 2, 3 11329 0 0 APPLERA CORP COM CELERA GRP 038020202 16 1052 SH DEFINED 1, 7 1052 0 0 APPLIED MATLS INC COM 038222105 3784 193958 SH DEFINED 1, 2 193958 0 0 APPLIED MATLS INC COM 038222105 617 31618 SH DEFINED 1, 2, 3 31618 0 0 AQUA AMERICA INC COM 03836W103 50 2683 SH DEFINED 1, 2 2683 0 0 AQUA AMERICA INC COM 03836W103 46042 2451646 SH DEFINED 1, 2, 3 2451646 0 0 ARCH CAP GROUP LTD ORD G0450A105 857 12477 SH DEFINED 1, 2 12477 0 0 ARCH COAL INC COM 039380100 440 10110 SH DEFINED 1, 2 10110 0 0 ARCHER DANIELS MIDLAND CO COM 039483102 7602 184684 SH DEFINED 1, 2 184684 0 0 ARCHER DANIELS MIDLAND CO COM 039483102 1790 43492 SH DEFINED 1, 2, 3 43492 0 0 ARCHER DANIELS MIDLAND CO COM 039483102 1232 30000 SH CALL DEFINED 1, 4, 5 30000 0 0
ARCHER DANIELS MIDLAND CO NOTE 0.875% 2/1 039483AW2 2470 2115000 PRN DEFINED 1, 4, 5 2115000 0 0 ARCTIC CAT INC COM 039670104 87 12000 SH DEFINED 1, 2, 3 12000 0 0 ARROW ELECTRONICS INC COM 042735100 123 3662 SH DEFINED 1, 2 3662 0 0 ARTESIAN RESOURCES CORP CL A 043113208 1794 96801 SH DEFINED 1, 2, 3 96801 0 0 ARTHROCARE CORP COM 043136100 1282 38440 SH DEFINED 1, 2 38440 0 0 ARTHROCARE CORP COM 043136100 687 20588 SH DEFINED 1, 2, 3 20588 0 0 ARUBA NETWORKS INC COM 043176106 36 6873 SH DEFINED 1, 2 6873 0 0 ARUBA NETWORKS INC COM 043176106 36 6873 SH DEFINED 1, 2, 3 6873 0 0 ARVINMERITOR INC COM 043353101 4382 350000 SH PUT DEFINED 1, 8, 9 350000 0 0 ARVINMERITOR INC COM 043353101 1109 88644 SH DEFINED 1, 8, 9 88644 0 0 ASBURY AUTOMOTIVE GROUP INC COM 043436104 92 6708 SH DEFINED 1, 2 6708 0 0 ASHLAND INC COM 044209104 127 2690 SH DEFINED 1, 2 2690 0 0 ASM INTL NV NOTE 4.250%12/0 00207DAG7 1065 1000000 PRN DEFINED 1, 8, 9 1000000 0 0 ASPECT MED SYS INC COM 045235108 305 50000 SH DEFINED 1, 8, 9 50000 0 0 ASPECT MED SYS INC COM 045235108 304 50000 SH PUT DEFINED 1, 8, 9 50000 0 0 ASPEN INSURANCE HOLDINGS LTD SHS G05384105 1138 43129 SH DEFINED 1, 2 43129 0 0 ASPEN INSURANCE HOLDINGS LTD SHS G05384105 1004 38048 SH DEFINED 1, 2, 3 38048 0 0 ASSOCIATED BANC CORP COM 045487105 240 9005 SH DEFINED 1, 2 9005 0 0 ASSURANT INC COM 04621X108 271 4448 SH DEFINED 1, 2 4448 0 0 ASTORIA FINL CORP COM 046265104 602 22167 SH DEFINED 1, 2, 3 22167 0 0 AT&T INC COM 00206R102 823 21500 SH DEFINED 1 21500 0 0 AT&T INC COM 00206R102 54217 1415595 SH DEFINED 1, 2 1415595 0 0 AT&T INC COM 00206R102 21543 562475 SH DEFINED 1, 2, 3 562475 0 0 AT&T INC COM 00206R102 18 476 SH DEFINED 1, 7 476 0 0 ATHEROGENICS INC COM 047439104 68 85000 SH DEFINED 1, 8, 9 85000 0 0 ATHEROGENICS INC NOTE 1.500% 2/0 047439AD6 567 3972000 PRN DEFINED 1, 8, 9 3972000 0 0 ATHERSYS INC COM 04744L106 208 55519 SH DEFINED 1, 2 55519 0 0 ATLAS AMER INC COM 049167109 1762 29154 SH DEFINED 1, 2, 3 29154 0 0 ATWOOD OCEANICS INC COM 050095108 1860 20280 SH DEFINED 1, 2 20280 0 0 ATWOOD OCEANICS INC COM 050095108 819 8932 SH DEFINED 1, 2, 3 8932 0 0 AU OPTRONICS CORP SPON ADR 002255107 716 41677 SH DEFINED 1, 2 41677 0 0 AUTODESK INC COM 052769106 571 18135 SH DEFINED 1, 2 18135 0 0 AUTOMATIC DATA PROCESSING INC COM 053015103 1415 33381 SH DEFINED 1, 2 33381 0 0 AUTONATION INC COM 05329W102 154 10272 SH DEFINED 1, 2 10272 0 0 AUTONATION INC COM 05329W102 91 6100 SH DEFINED 1, 2, 3 6100 0 0 AUTOZONE INC COM 053332102 994 8728 SH DEFINED 1, 2 8728 0 0 AUTOZONE INC COM 053332102 382 3360 SH DEFINED 1, 2, 3 3360 0 0 AVALONBAY COMMUNITIES INC COM 053484101 2275 23568 SH DEFINED 1, 2 23568 0 0 AVENTINE RENEWABLE ENERGY COM 05356X403 3953 760217 SH DEFINED 1, 2, 3 760217 0 0 AVENTINE RENEWABLE ENERGY COM 05356X403 348 67800 SH PUT DEFINED 1, 8, 9 67800 0 0 AVENTINE RENEWABLE ENERGY COM 05356X403 243 46650 SH DEFINED 1, 8, 9 46650 0 0 AVERY DENNISON CORP COM 053611109 257 5220 SH DEFINED 1, 2 5220 0 0
AVERY DENNISON CORP COM 053611109 203 4120 SH DEFINED 1, 2, 3 4120 0 0 AVIS BUDGET GROUP COM 053774105 59 5551 SH DEFINED 1, 2 5551 0 0 AVIS BUDGET GROUP COM 053774105 309 29063 SH DEFINED 1, 2, 3 29063 0 0 AVNET INC COM 053807103 143 4374 SH DEFINED 1, 2 4374 0 0 AVOCENT CORPORATION COM 053893103 46 2750 SH DEFINED 1, 2 2750 0 0 AVOCENT CORPORATION COM 053893103 143 8450 SH DEFINED 1, 2, 3 8450 0 0 AVON PRODS INC COM 054303102 4006 101306 SH DEFINED 1, 2 101306 0 0 AVON PRODS INC COM 054303102 2261 57179 SH DEFINED 1, 2, 3 57179 0 0 AXIS CAPITAL HOLDINGS SHS G0692U109 1072 31557 SH DEFINED 1, 2 31557 0 0 AXIS CAPITAL HOLDINGS SHS G0692U109 3091 90953 SH DEFINED 1, 2, 3 90953 0 0 BADGER METER INC COM 056525108 11835 273947 SH DEFINED 1, 2, 3 273947 0 0 BAIDU COM INC SPON ADR REP A 056752108 48 200 SH DEFINED 1, 2 200 0 0 BAKER HUGHES INC COM 057224107 69 1000 SH DEFINED 1 1000 0 0 BAKER HUGHES INC COM 057224107 3498 51066 SH DEFINED 1, 2 51066 0 0 BAKER HUGHES INC COM 057224107 374 5456 SH DEFINED 1, 2, 3 5456 0 0 BAKER HUGHES INC COM 057224107 12508 182600 SH DEFINED 1, 8, 9 182600 0 0 BALL CORPORATION COM 058498106 233 5076 SH DEFINED 1, 2 5076 0 0 BALLARD PWR SYS INC COM 05858H104 1991 485648 SH DEFINED 1, 2, 3 485648 0 0 BANCO BILBAO VIZCAYA ARGENTA SPON ADR 05946K101 49 2230 SH DEFINED 1, 2 2230 0 0 BANCO LATINOAMERICANO DE EXP CL E P16994132 47 3063 SH DEFINED 1, 2 3063 0 0 BANCO SANTANDER CHILE NEW SP ADR REP COM 05965X109 913 17464 SH DEFINED 1, 2, 3 17464 0 0 BANK OF AMERICA CORPORATION COM 060505104 190 5000 SH DEFINED 1 5000 0 0 BANK OF AMERICA CORPORATION COM 060505104 531 14000 SH DEFINED 1 14000 0 0 BANK OF AMERICA CORPORATION COM 060505104 23754 626589 SH DEFINED 1, 2 626589 0 0 BANK OF AMERICA CORPORATION COM 060505104 12779 337078 SH DEFINED 1, 2, 3 337078 0 0 BANK OF AMERICA CORPORATION COM 060505104 18950 500000 SH CALL DEFINED 1, 8, 9 500000 0 0 BANK OF AMERICA CORPORATION COM 060505104 249 6,576 SH DEFINED 6,576 0 0 BANK OF HAWAII CORP COM 062540109 528 10661 SH DEFINED 1, 2 10661 0 0 BANK OF HAWAII CORP COM 062540109 233 4696 SH DEFINED 1, 2, 3 4696 0 0 BANK OF NEW YORK MELLON CORP COM 064058100 4255 101975 SH DEFINED 1, 2 101975 0 0 BANK OF NEW YORK MELLON CORP COM 064058100 658 15778 SH DEFINED 1, 2, 3 15778 0 0 BANKRATE INC COM 06646V108 230 4617 SH DEFINED 1, 2 4617 0 0 BARD C R INC COM 067383109 721 7484 SH DEFINED 1, 2 7484 0 0 BARR PHARMACEUTICALS COM 068306109 1849 38272 SH DEFINED 1, 2 38272 0 0 BARR PHARMACEUTICALS COM 068306109 746 15443 SH DEFINED 1, 2, 3 15443 0 0 BARRIER THERAPEUTICS INC COM 06850R108 273 80063 SH DEFINED 1, 2 80063 0 0 BASIN WATER INC COM 07011T306 6090 1060898 SH DEFINED 1, 2, 3 1060898 0 0 BASSETT FURNITURE INDS INC COM 070203104 95 7700 SH DEFINED 1, 2, 3 7700 0 0 BAXTER INTL INC COM 071813109 387 6700 SH DEFINED 1 6700 0 0 BAXTER INTL INC COM 071813109 3259 56371 SH DEFINED 1, 2 56371 0 0 BAXTER INTL INC COM 071813109 1018 17603 SH DEFINED 1, 2, 3 17603 0 0 BB&T CORPORATION COM 054937107 2288 71378 SH DEFINED 1, 2 71378 0 0
BB&T CORPORATION COM 054937107 728 22716 SH DEFINED 1, 2, 3 22716 0 0 BCE INC COM NEW 05534B760 4631 137500 SH DEFINED 1, 8, 9 137500 0 0 BE AEROSPACE INC COM 073302101 205 5854 SH DEFINED 1, 2, 3 5854 0 0 BEA SYS INC COM 073325102 172 9000 SH DEFINED 1 9000 0 0 BEA SYS INC COM 073325102 916 47827 SH DEFINED 1, 2 47827 0 0 BEA SYS INC COM 073325102 355 18541 SH DEFINED 1, 2, 3 18541 0 0 BEAR STEARNS COS INC COM 073902108 46 4372 SH DEFINED 1, 2 4372 0 0 BEAR STEARNS COS INC COM 073902108 105 10000 SH DEFINED 1, 8, 9 10000 0 0 BECKMAN COULTER INC COM 075811109 141 2189 SH DEFINED 1, 2 2189 0 0 BECKMAN COULTER INC COM 075811109 129 2000 SH DEFINED 1, 4, 5 2000 0 0 BECTON DICKINSON COM 075887109 1849 21537 SH DEFINED 1, 2 21537 0 0 BECTON DICKINSON COM 075887109 204 2382 SH DEFINED 1, 2, 3 2382 0 0 BED BATH & BEYOND INC COM 075896100 1586 53762 SH DEFINED 1, 2 53762 0 0 BED BATH & BEYOND INC COM 075896100 256 8665 SH DEFINED 1, 2, 3 8665 0 0 BELDEN INC COM 077454106 819 23185 SH DEFINED 1, 2 23185 0 0 BELDEN INC COM 077454106 1169 33102 SH DEFINED 1, 2, 3 33102 0 0 BELO CORP COM SER A 080555105 222 21000 SH DEFINED 1, 4, 5 21000 0 0 BEMIS INC COM 081437105 73 2870 SH DEFINED 1, 2 2870 0 0 BEMIS INC COM 081437105 94 3711 SH DEFINED 1, 2, 3 3711 0 0 BERKLEY W R CORP COM 084423102 28 1000 SH DEFINED 1 1000 0 0 BERKLEY W R CORP COM 084423102 601 21704 SH DEFINED 1, 2 21704 0 0 BERKSHIRE HATHAWAY INC DEL CL A 084670108 2268 17 SH DEFINED 1, 2, 3 17 0 0 BEST BUY INC COM 086516101 3056 73709 SH DEFINED 1, 2 73709 0 0 BEST BUY INC COM 086516101 160 3861 SH DEFINED 1, 2, 3 3861 0 0 BIG LOTS INC COM 089302103 283 12711 SH DEFINED 1, 2 12711 0 0 BIG LOTS INC COM 089302103 173 7767 SH DEFINED 1, 2, 3 7767 0 0 BIGBAND NETWORKS INC COM 089750509 59 10293 SH DEFINED 1, 2 10293 0 0 BIGBAND NETWORKS INC COM 089750509 59 10293 SH DEFINED 1, 2, 3 10293 0 0 BIO RAD LABS INC CL A 090572207 799 8988 SH DEFINED 1, 2 8988 0 0 BIO RAD LABS INC CL A 090572207 602 6773 SH DEFINED 1, 2, 3 6773 0 0 BIOGEN IDEC INC COM 09062X103 2868 46483 SH DEFINED 1, 2 46483 0 0 BIOGEN IDEC INC COM 09062X103 385 6218 SH DEFINED 1, 7 6218 0 0 BIOMARIN PHARMACEUTICAL INC COM 09061G101 214 6058 SH DEFINED 1, 2 6058 0 0 BIOTECH HOLDERS TRUST COM 09067D201 13 75 SH DEFINED 1, 2 75 0 0 BJ SERVICES COMPANY COM 055482103 726 25471 SH DEFINED 1, 2 25471 0 0 BJS WHOLESALE CLUB INC COM 05548J106 366 10243 SH DEFINED 1, 2 10243 0 0 BJS WHOLESALE CLUB INC COM 05548J106 6 171 SH DEFINED 1, 2, 3 171 0 0 BLACK & DECKER CORP COM 091797100 245 3701 SH DEFINED 1, 2 3701 0 0 BLACKROCK INC COM 09247X101 1276 6247 SH DEFINED 1, 2 6247 0 0 BLACKROCK INC COM 09247X101 2167 10612 SH DEFINED 1, 2, 3 10612 0 0 BLACKSTONE GROUP L P COM UNIT LTD 09253U108 1456 91661 SH DEFINED 1, 2, 3 91661 0 0 BLADELOGIC INC COM 09265M102 160 5721 SH DEFINED 1, 2, 3 5721 0 0
BLOCK H & R INC COM 093671105 457 22000 SH DEFINED 1, 2 22000 0 0 BLOCK H & R INC COM 093671105 58 2772 SH DEFINED 1, 2, 3 2772 0 0 BLUE COAT SYSTEMS INC COM 09534T508 255 11577 SH DEFINED 1, 2 11577 0 0 BLUE COAT SYSTEMS INC COM NEW 09534T508 112 5084 SH DEFINED 1, 2, 3 5084 0 0 BMC SOFTWARE COM 055921100 650 20002 SH DEFINED 1, 2 20002 0 0 BOB EVANS FARMS INC COM 096761101 130 4708 SH DEFINED 1, 2 4708 0 0 BOB EVANS FARMS INC COM 096761101 91 3300 SH DEFINED 1, 2, 3 3300 0 0 BOEING CO COM 097023105 967 13000 SH DEFINED 1 13000 0 0 BOEING CO COM 097023105 10021 134748 SH DEFINED 1, 2 134748 0 0 BOEING CO COM 097023105 186 2498 SH DEFINED 1, 2, 3 2498 0 0 BOEING CO COM 097023105 223 3,000 SH DEFINED 3,000 0 0 BOSTON BEER COMPANY INC COM 100557107 360 7574 SH DEFINED 1, 2 7574 0 0 BOSTON PRIVATE FINL HOLDINGS INC COM 101119105 307 29000 SH DEFINED 1, 2 29000 0 0 BOSTON PROPERTIES INC COM 101121101 3421 37158 SH DEFINED 1, 2 37158 0 0 BOSTON PROPERTIES INC COM 101121101 737 8000 SH DEFINED 1, 4, 5 8000 0 0 BOSTON SCIENTIFIC CORP COM 101137107 1946 151191 SH DEFINED 1, 2 151191 0 0 BOSTON SCIENTIFIC CORP COM 101137107 142 11034 SH DEFINED 1, 2, 3 11034 0 0 BRANDYWINE RLTY TR SH BEN INT NEW 105368203 409 24100 SH DEFINED 1, 2 24100 0 0 BRASIL TELECOM PARTICIPACOES SPON ADR PFD 105530109 353 5400 SH DEFINED 1, 2 5400 0 0 BRE PROPERTIES INC CL A 05564E106 429 9420 SH DEFINED 1, 2 9420 0 0 BRINKER INTL INC COM 109641100 93 4987 SH DEFINED 1, 2 4987 0 0 BRISTOL MYERS SQUIBB CO COM 110122108 3862 181329 SH DEFINED 1, 2, 3 181329 0 0 BRISTOL MYERS SQUIBB CO DBCV 9/1 110122AN8 447 450000 PRN DEFINED 1, 4, 5 450000 0 0 BRISTOL MYERS SQUIBB CO COM 110122108 3696 173700 SH CALL DEFINED 1, 7 173700 0 0 BRISTOL MYERS SQUIBB CO COM 110122108 691 32681 SH DEFINED 1, 7 32681 0 0 BRISTOL MYERS SQUIBB CO COM 110122108 40 1,900 SH DEFINED 1,900 0 0 BRISTOL-MYERS SQUIBB CO COM 110122108 379 17800 SH DEFINED 1 17800 0 0 BRISTOL-MYERS SQUIBB CO COM 110122108 12360 580283 SH DEFINED 1, 2 580283 0 0 BROADCOM CORP CL A 111320107 1217 63149 SH DEFINED 1, 2 63149 0 0 BROADCOM CORP CL A 111320107 146 7580 SH DEFINED 1, 2, 3 7580 0 0 BROADRIDGE FINL SOLUTIONS IN COM 11133T103 115 6550 SH DEFINED 1, 2 6550 0 0 BROCADE COMMUNICATIONS SYS I COM NEW 111621306 1 187 SH DEFINED 187 0 0 BRONCO DRILLING CO INC COM 112211107 23 1447 SH DEFINED 1, 2 1447 0 0 BROOKDALE SR LIVING INC COM 112463104 685 28680 SH DEFINED 1, 2, 3 28680 0 0 BROOKFIELD INFRAST PARTNERS LP INT UNIT G16252101 10 608 SH DEFINED 1, 2 608 0 0 BROWN & BROWN INC COM 115236101 83 4783 SH DEFINED 1, 2 4783 0 0 BROWN FORMAN CORP CL B 115637209 249 3766 SH DEFINED 1, 2 3766 0 0 BROWN FORMAN CORP CL B 115637209 72 1091 SH DEFINED 1, 2, 3 1091 0 0 BRUNSWICK CORP COM 117043109 71 4431 SH DEFINED 1, 2 4431 0 0 BRUNSWICK CORP COM 117043109 38 2410 SH DEFINED 1, 2, 3 2410 0 0 BUCKEYE TECHNOLOGIES INC COM 118255108 80 7150 SH DEFINED 1, 2 7150 0 0 BUNGE LIMITED COM G16962105 2102 24200 SH DEFINED 1, 2 24200 0 0
BUNGE LIMITED COM G16962105 2057 23673 SH DEFINED 1, 2, 3 23673 0 0 BURLINGTON NORTHN SANTA FE C COM 12189T104 3688 39991 SH DEFINED 1, 2 39991 0 0 BURLINGTON NORTHN SANTA FE C COM 12189T104 786 8520 SH DEFINED 1, 2, 3 8520 0 0 C H ROBINSON WORLDWIDE INC COM NEW 12541W209 535 9829 SH DEFINED 1, 2 9829 0 0 CA INC COM 12673P105 969 43070 SH DEFINED 1, 2 43070 0 0 CA INC COM 12673P105 4577 203400 SH DEFINED 1, 2, 3 203400 0 0 CA INC COM 12673P105 58 2,600 SH DEFINED 2,600 0 0 CABLEVISION SYS CORP CL A NY CABLVS 12686C109 938 43755 SH DEFINED 1, 2 43755 0 0 CABLEVISION SYS CORP CL A NY CABLVS 12686C109 291 13577 SH DEFINED 1, 2, 3 13577 0 0 CABOT MICROELECTRONICS CORP COM 12709P103 171 5325 SH DEFINED 1, 2 5325 0 0 CABOT OIL & GAS CORPORATION COM 127097103 2 34 SH DEFINED 1, 2 34 0 0 CADENCE DESIGN SYSTEMS COM 127387108 209 19582 SH DEFINED 1, 2 19582 0 0 CADENCE DESIGN SYSTEMS INC NOTE 8/1 127387AB4 6446 6550000 PRN DEFINED 1, 4, 5 6550000 0 0 CALAMOS ASSET MGMT INC CL A 12811R104 1085 66652 SH DEFINED 1, 2, 3 66652 0 0 CALIFORNIA PIZZA KITCHEN INC COM 13054D109 88 6700 SH DEFINED 1, 2, 3 6700 0 0 CALIFORNIA WTR SVC GROUP COM 130788102 24200 634334 SH DEFINED 1, 2, 3 634334 0 0 CALLAWAY GOLF CO COM 131193104 405 27570 SH DEFINED 1, 2 27570 0 0 CALLAWAY GOLF CO COM 131193104 178 12144 SH DEFINED 1, 2, 3 12144 0 0 CALPINE CORPORATION COM 131347304 19 1028 SH DEFINED 1, 4, 6 1028 0 0 CAMDEN PROPERTY TRUST COM 133131102 1074 21396 SH DEFINED 1, 2 21396 0 0 CAMERON INTERNATIONAL CORP COM 13342B105 5614 134826 SH DEFINED 1, 2 134826 0 0 CAMERON INTERNATIONAL CORP COM 13342B105 1210 29065 SH DEFINED 1, 2, 3 29065 0 0 CAMERON INTERNATIONAL CORP COM 13342B105 64 1540 SH DEFINED 1, 4, 5 1540 0 0 CAMPBELL SOUP CO COM 134429109 531 15643 SH DEFINED 1, 2 15643 0 0 CANON INC ADR 138006309 2 50 SH DEFINED 1, 7 50 0 0 CAPITAL ONE FINANCIAL CORP COM 14040H105 1306 26530 SH DEFINED 1, 2 26530 0 0 CAPSTONE TURBINE CORP COM 14067D102 2899 1367543 SH DEFINED 1, 2, 3 1367543 0 0 CARDINAL HEALTH INC COM 14149Y108 1724 32836 SH DEFINED 1, 2 32836 0 0 CARDINAL HEALTH INC COM 14149Y108 698 13290 SH DEFINED 1, 2, 3 13290 0 0 CARDIOME PHARMA CORP COM 14159U202 682 81158 SH DEFINED 1, 2 81158 0 0 CAREER EDUCATION CORP COM 141665109 45 3531 SH DEFINED 1, 2 3531 0 0 CAREER EDUCATION CORP COM 141665109 140 11008 SH DEFINED 1, 2, 3 11008 0 0 CARLISLE COS INC COM 142339100 94 2800 SH DEFINED 1, 2, 3 2800 0 0 CARMAX GROUP COM 143130102 137 7030 SH DEFINED 1, 2 7030 0 0 CARNIVAL CORP PAIRED CTF 143658300 3241 80069 SH DEFINED 1, 2 80069 0 0 CARNIVAL CORP PAIRED CTF 143658300 6536 161464 SH DEFINED 1, 2, 3 161464 0 0 CARNIVAL CORP PAIRED CTF 143658300 5363 135009 SH DEFINED 1, 7 135009 0 0 CARNIVAL CORP PAIRED CTF 143658300 8951 221126 SH DEFINED 1, 8, 9 221126 0 0 CARNIVAL CORP DBCV 2.000% 4/1 143658AN2 19144 17500000 PRN DEFINED 1, 8, 9 17500000 0 0 CARNIVAL CORP DBCV 1.132% 4/2 143658AV4 5190 8000000 PRN DEFINED 1, 4, 5 8000000 0 0 CASCAL N V COM N1842P109 5663 471900 SH DEFINED 1, 2, 3 471900 0 0 CASEY`S GENERAL STORES INC COM 147528103 0 17 SH DEFINED 1, 2 17 0 0
CATERPILLAR INC DEL COM 149123101 313 4000 SH DEFINED 1 4000 0 0 CATERPILLAR INC DEL COM 149123101 391 5000 SH DEFINED 1 5000 0 0 CATERPILLAR INC DEL COM 149123101 4447 56803 SH DEFINED 1, 2 56803 0 0 CATERPILLAR INC DEL COM 149123101 2150 27466 SH DEFINED 1, 2, 3 27466 0 0 CATERPILLAR INC DEL COM 149123101 35183 449900 SH CALL DEFINED 1, 8, 9 449900 0 0 CATERPILLAR INC DEL COM 149123101 22193 283800 SH PUT DEFINED 1, 8, 9 283800 0 0 CATERPILLAR INC DEL COM 149123101 12730 162601 SH DEFINED 1, 8, 9 162601 0 0 CB RICHARD ELLIS GROUP INC COM 12497T101 222 10246 SH DEFINED 1, 2 10246 0 0 CB RICHARD ELLIS GROUP INC CL A 12497T101 145 6693 SH DEFINED 1, 2, 3 6693 0 0 CBL & ASSOC PPTYS INC COM 124830100 1711 72700 SH DEFINED 1, 2 72700 0 0 CBS CORP NEW CL B 124857202 66 3000 SH DEFINED 1 3000 0 0 CBS CORP NEW CL B 124857202 2200 99642 SH DEFINED 1, 2 99642 0 0 CBS CORP NEW CL B 124857202 1787 80948 SH DEFINED 1, 2, 3 80948 0 0 CDN IMPERIAL BK OF COMMERCE COM 136069101 12786 198800 SH DEFINED 1, 8, 9 198800 0 0 CEC ENTMT INC COM 125137109 93 3235 SH DEFINED 1, 2, 3 3235 0 0 CELANESE CORP DEL COM SER A 150870103 537 13754 SH DEFINED 1, 2 13754 0 0 CELANESE CORP DEL COM SER A 150870103 1449 37097 SH DEFINED 1, 2, 3 37097 0 0 CELGENE CORP COM 151020104 5682 92701 SH DEFINED 1, 2 92701 0 0 CELGENE CORP COM 151020104 611 9964 SH DEFINED 1, 2, 3 9964 0 0 CENTENE CORP COM 15135B101 233 16696 SH DEFINED 1, 2 16696 0 0 CENTERPOINT ENERGY INC COM 15189T107 1028 72040 SH DEFINED 1, 2 72040 0 0 CENTERPOINT ENERGY INC COM 15189T107 2343 164217 SH DEFINED 1, 2, 3 164217 0 0 CENTEX CORP COM 152312104 529 21857 SH DEFINED 1, 2 21857 0 0 CENTRAL EURO DISTRIBUTION CP COM 153435102 873 15000 SH DEFINED 1, 2 15000 0 0 CENTRAL EUROPEAN DIST CORP NOTE 3.000% 3/1 153435AA0 853 800000 PRN DEFINED 1, 4, 5 800000 0 0 CENTRAL EUROPEAN MEDIA ENTRP CL A NEW G20045202 21 241 SH DEFINED 1 241 0 0 CENTRAL EUROPEAN MEDIA ENTRP CL A NEW G20045202 13 151 SH DEFINED 1, 2, 3 151 0 0 CENTURY ALUM CO COM 156431108 278 4201 SH DEFINED 1, 2 4201 0 0 CENTURY ALUM CO COM 156431108 789 11904 SH DEFINED 1, 2, 3 11904 0 0 CENTURYTEL INC COM 156700106 514 15463 SH DEFINED 1, 2 15463 0 0 CENTURYTEL INC COM 156700106 861 25893 SH DEFINED 1, 2, 3 25893 0 0 CEPHALON INC COM 156708109 6904 107211 SH DEFINED 1, 2 107211 0 0 CEPHALON INC COM 156708109 351 5446 SH DEFINED 1, 2, 3 5446 0 0 CEPHALON INC NOTE 6/1 156708AL3 10128 8265000 PRN DEFINED 1, 4, 5 8265000 0 0 CEPHALON INC NOTE 6/1 156708AK5 22090 19400000 PRN DEFINED 1, 8, 9 19400000 0 0 CERADYNE INC COM 156710105 227 7111 SH DEFINED 1, 2 7111 0 0 CF INDS HLDGS INC COM 125269100 238 2300 SH DEFINED 1, 2 2300 0 0 CF INDS HLDGS INC COM 125269100 184 1771 SH DEFINED 1, 2, 3 1771 0 0 CGG VERITAS SPONSORED ADR 204386106 3 53 SH DEFINED 1, 2 53 0 0 CHAMPION ENTERPRISES INC COM 158496109 56 5565 SH DEFINED 1, 2 5565 0 0 CHARLES RIV LABS INTL INC COM 159864107 1432 24296 SH DEFINED 1, 2 24296 0 0 CHARLES RIV LABS INTL INC COM 159864107 1508 25589 SH DEFINED 1, 2, 3 25589 0 0
CHATTEM INC COM 162456107 226 3400 SH DEFINED 1, 2 3400 0 0 CHATTEM INC COM 162456107 327 4925 SH DEFINED 1, 2, 3 4925 0 0 CHC HELICOPTER CORP CL A SUB VTG 12541C203 2219 75000 SH DEFINED 1, 8, 9 75000 0 0 CHECK POINT SOFTWARE TECH LT ORD M22465104 72 3200 SH DEFINED 1 3200 0 0 CHECK POINT SOFTWARE TECH LT ORD M22465104 109 4849 SH DEFINED 1, 2 4849 0 0 CHECK POINT SOFTWARE TECH LT ORD M22465104 74 3300 SH DEFINED 1, 2, 3 3300 0 0 CHEESECAKE FACTORY INC COM 163072101 92 4200 SH DEFINED 1, 2, 3 4200 0 0 CHENIERE ENDERGY INC COM 16411R208 405 20464 SH DEFINED 1, 2 20464 0 0 CHENIERE ENERGY INC COM NEW 16411R208 424 21421 SH DEFINED 1, 2, 3 21421 0 0 CHESAPEAKE ENERGY CORP COM 165167107 2032 44035 SH DEFINED 1, 2 44035 0 0 CHESAPEAKE ENERGY CORP COM 165167107 1029 22290 SH DEFINED 1, 2, 3 22290 0 0 CHESAPEAKE ENERGY CORP NOTE 2.750%11/1 165167BW6 2393 1800000 PRN DEFINED 1, 4, 5 1800000 0 0 CHESAPEAKE ENERGY CORP NOTE 2.500% 5/1 165167BZ9 4626 3700000 PRN DEFINED 1, 4, 5 3700000 0 0 CHESAPEAKE ENERGY CORP NOTE 2.500% 5/1 165167CA3 6953 5500000 PRN DEFINED 1, 4, 5 5500000 0 0 CHEVRON CORP NEW COM 166764100 128 1500 SH DEFINED 1 1500 0 0 CHEVRON CORP NEW COM 166764100 34992 409935 SH DEFINED 1, 2 409935 0 0 CHEVRON CORP NEW COM 166764100 17181 201280 SH DEFINED 1, 2, 3 201280 0 0 CHEVRON CORP NEW COM 166764100 6327 73805 SH DEFINED 1, 7 73805 0 0 CHICO`S FAS INC COM 168615102 40 5636 SH DEFINED 1, 2 5636 0 0 CHILDRENS PL RETAIL STORES I COM 168905107 2 72 SH DEFINED 1, 2 72 0 0 CHILDRENS PL RETAIL STORES I COM 168905107 21 846 SH DEFINED 1, 2, 3 846 0 0 CHINA LIFE INS CO LTD SPON ADR REP H 16939P106 8482 159800 SH DEFINED 1 159800 0 0 CHINA LIFE INS CO LTD SPON ADR REP H 16939P106 96 1836 SH DEFINED 1, 2 1836 0 0 CHINA MOBILE LIMITED SPON ADR 16941M109 863 11500 SH DEFINED 1, 2 11500 0 0 CHINA PETE & CHEM CORP COM 16941R108 69 805 SH DEFINED 1 805 0 0 CHINA PETE & CHEM CORP COM 16941R108 357 4100 SH DEFINED 1 4100 0 0 CHINA SEC & SURVE TECH INC COM 16942J105 853 48048 SH DEFINED 1, 2 48048 0 0 CHINA TELECOM CORP LTD SPON ADR H SHS 169426103 1745 27500 SH DEFINED 1 27500 0 0 CHIPOTLE MEXICAN GRILL INC CL A 169656105 560 4937 SH DEFINED 1, 2 4937 0 0 CHIPOTLE MEXICAN GRILL INC CL A 169656105 225 1986 SH DEFINED 1, 2, 3 1986 0 0 CHIQUITA BRANDS INTL INC COM 170032809 26 1124 SH DEFINED 1, 2 1124 0 0 CHIQUITA BRANDS INTL INC COM 170032809 8457 366100 SH PUT DEFINED 1, 8, 9 366100 0 0 CHOICE HOTELS INTL INC COM 169905106 81 2363 SH DEFINED 1, 2, 3 2363 0 0 CHOICEPOINT INC COM 170388102 1999 41997 SH DEFINED 1, 2 41997 0 0 CHOICEPOINT INC COM 170388102 77 1628 SH DEFINED 1, 2, 3 1628 0 0 CHUBB CORP COM 171232101 2290 46278 SH DEFINED 1, 2 46278 0 0 CHUBB CORP COM 171232101 2495 50416 SH DEFINED 1, 2, 3 50416 0 0 CHUNGHWA TELECOM CO LTD SPON ADR NEW 17133Q304 442 17000 SH DEFINED 1, 2 17000 0 0 CHURCHILL DOWNS INC COM 171484108 227 4797 SH DEFINED 1, 2 4797 0 0 CIENA CORP COM NEW 171779309 59 1906 SH DEFINED 1, 2 1906 0 0 CIENA CORP NOTE 0.875% 6/1 171779AE1 1918 2000000 PRN DEFINED 1, 4, 5 2000000 0 0 CIGNA CORP COM 125509109 5481 135109 SH DEFINED 1, 2 135109 0 0
CIGNA CORP COM 125509109 1042 25674 SH DEFINED 1, 2, 3 25674 0 0 CIMAREX ENERGY CO COM 171798101 592 10809 SH DEFINED 1, 2 10809 0 0 CIMAREX ENERGY CO COM 171798101 313 5711 SH DEFINED 1, 2, 3 5711 0 0 CINCINNATI FINL CORP COM 172062101 344 9051 SH DEFINED 1, 2 9051 0 0 CINTAS CORPORATION COM 172908105 605 21206 SH DEFINED 1, 2 21206 0 0 CINTAS CORPORATION COM 172908105 303 10600 SH DEFINED 1, 2, 3 10600 0 0 CIRCOR INTL INC COM 17273K109 102 2204 SH DEFINED 1, 2 2204 0 0 CIRCUIT CITY STORE INC COM 172737108 30 7656 SH DEFINED 1, 2 7656 0 0 CISCO SYSTEMS INC COM 17275R102 344 14300 SH DEFINED 1 14300 0 0 CISCO SYSTEMS INC COM 17275R102 964 40000 SH DEFINED 1 40000 0 0 CISCO SYSTEMS INC COM 17275R102 41936 1740793 SH DEFINED 1, 2 1740793 0 0 CISCO SYSTEMS INC COM 17275R102 9166 380477 SH DEFINED 1, 2, 3 380477 0 0 CISCO SYSTEMS INC COM 17275R102 2987 124083 SH DEFINED 1, 7 124083 0 0 CIT GROUP INC COM 125581108 274 23125 SH DEFINED 1, 2 23125 0 0 CITADEL BROADCASTING CORP COM 17285T106 11 6505 SH DEFINED 1, 2 6505 0 0 CITADEL BROADCASTING CORP COM 17285T106 0 245 SH DEFINED 1, 7 245 0 0 CITADEL BROADCASTING CORP COM 17285T106 1 299 SH DEFINED 299 0 0 CITIGROUP INC COM 172967101 6325 294868 SH DEFINED 1 294868 0 0 CITIGROUP INC COM 172967101 32 1500 SH DEFINED 1 1500 0 0 CITIGROUP INC COM 172967101 857 40000 SH DEFINED 1 40000 0 0 CITIGROUP INC COM 172967101 11797 550736 SH DEFINED 1, 2 550736 0 0 CITIGROUP INC COM 172967101 3718 173577 SH DEFINED 1, 2, 3 173577 0 0 CITIGROUP INC COM 172967101 1608 75060 SH DEFINED 1, 4, 5 75060 0 0 CITIGROUP INC COM 172967101 21517 1003223 SH DEFINED 1, 7 1003223 0 0 CITIZENS COMMUNICATIONS CO COM 17453B101 88 8397 SH DEFINED 1, 2 8397 0 0 CITRIX SYSTEMS INC COM 177376100 249 8500 SH DEFINED 1 8500 0 0 CITRIX SYSTEMS INC COM 177376100 1576 53725 SH DEFINED 1, 2 53725 0 0 CITRIX SYSTEMS INC COM 177376100 340 11590 SH DEFINED 1, 2, 3 11590 0 0 CKE RESTAURANTS INC COM 12561E105 81 7200 SH DEFINED 1, 2, 3 7200 0 0 CLEAN DIESEL TECHNOLOGIES IN COM NEW 18449C302 85 7403 SH DEFINED 7403 0 0 CLEAR CHANNEL COMMUNICATIONS COM 184502102 2305 78883 SH DEFINED 1, 2 78883 0 0 CLEAR CHANNEL COMMUNICATIONS COM 184502102 2506 85773 SH DEFINED 1, 2, 3 85773 0 0 CLEAR CHANNEL COMMUNICATIONS COM 184502102 1461 50000 SH DEFINED 1, 4, 5 50000 0 0 CLEAR CHANNEL COMMUNICATIONS COM 184502102 292 10000 SH DEFINED 1, 8, 9 10000 0 0 CLEVELAND CLIFFS INC COM 185896107 833 6948 SH DEFINED 1, 2 6948 0 0 CLEVELAND CLIFFS INC COM 185896107 327 2725 SH DEFINED 1, 2, 3 2725 0 0 CLOROX COMPANY COM 189054109 604 10666 SH DEFINED 1, 2 10666 0 0 CME GROUP INC COM 12572Q105 1607 3426 SH DEFINED 1, 2 3426 0 0 CME GROUP INC COM 12572Q105 939 2001 SH DEFINED 1, 2, 3 2001 0 0 CMS ENERGY CORPORATION COM 125896100 231 17049 SH DEFINED 1, 2 17049 0 0 CNH GLOBAL N V SHS NEW N20935206 1567 30109 SH DEFINED 1, 2 30109 0 0 CNOOC LTD SPON ADR 126132109 1895 12600 SH DEFINED 1 12600 0 0
CNOOC LTD SPON ADR 126132109 1321 9000 SH DEFINED 1, 2, 3 9000 0 0 CNX GAS CORP COM 12618H309 2 49 SH DEFINED 1, 2 49 0 0 CNX GAS CORP COM 12618H309 14 443 SH DEFINED 1, 2, 3 443 0 0 COACH INC COM 189754104 1611 53419 SH DEFINED 1, 2 53419 0 0 COACH INC COM 189754104 345 11453 SH DEFINED 1, 2, 3 11453 0 0 COCA COLA CO COM 191216100 1207 19813 SH DEFINED 1, 7 19813 0 0 COCA COLA ENTERPRISES INC COM 191219104 1684 69568 SH DEFINED 1, 2 69568 0 0 COCA-COLA CO COM 191216100 2051 33688 SH DEFINED 1 33688 0 0 COCA-COLA CO COM 191216100 13366 219590 SH DEFINED 1, 2 219590 0 0 COCA-COLA CO COM 191216100 1563 25671 SH DEFINED 1, 2, 3 25671 0 0 COCA-COLA CO COM 191216100 85 1,400 SH DEFINED 1,400 0 0 COEUR D ALENE MINES CORP IDA NOTE 1.250% 1/1 192108AQ1 174 200000 PRN DEFINED 1, 4, 5 200000 0 0 COEUR D ALENE MINES CORP IDA NOTE 3.250% 3/1 192108AR9 971 1000000 PRN DEFINED 1, 4, 5 1000000 0 0 COGNIZANT TECH SOLUTIO CL A 192446102 2574 89275 SH DEFINED 1, 2 89275 0 0 COGNIZANT TECH SOLUTIO CL A 192446102 385 13356 SH DEFINED 1, 2, 3 13356 0 0 COHEN & STEERS INC COM 19247A100 1539 58102 SH DEFINED 1, 2, 3 58102 0 0 COLDWATER CREEK INC COM 193068103 3 676 SH DEFINED 1, 2 676 0 0 COLDWATER CREEK INC COM 193068103 3 636 SH DEFINED 1, 2, 3 636 0 0 COLGATE PALMOLIVE CO COM 194162103 1208 15500 SH DEFINED 1 15500 0 0 COLGATE PALMOLIVE CO COM 194162103 1525 19573 SH DEFINED 1, 2 19573 0 0 COLGATE PALMOLIVE CO COM 194162103 1510 19386 SH DEFINED 1, 2, 3 19386 0 0 COLGATE PALMOLIVE CO COM 194162103 17 214 SH DEFINED 1, 7 214 0 0 COLLECTIVE BRANDS INC COM 19421W100 12 977 SH DEFINED 1, 2 977 0 0 COLONIAL BANCGROUP INC COM 195493309 52 5365 SH DEFINED 1, 2 5365 0 0 COLONIAL BANCGROUP INC COM 195493309 768 80000 SH PUT DEFINED 1, 8, 9 80000 0 0 COLONIAL BANCGROUP INC COM 195493309 876 91000 SH DEFINED 1, 8, 9 91000 0 0 COLONIAL PROPERTIES TRUST COM 195872106 322 13400 SH DEFINED 1, 2 13400 0 0 COMCAST CORP NEW CL A 20030N101 290 15000 SH DEFINED 1 15000 0 0 COMCAST CORP NEW CL A 20030N101 8442 436484 SH DEFINED 1, 2 436484 0 0 COMCAST CORP NEW CL A SPL 20030N200 2209 116438 SH DEFINED 1, 2 116438 0 0 COMCAST CORP NEW CL A 20030N101 1503 77733 SH DEFINED 1, 2, 3 77733 0 0 COMCAST CORP NEW CL A SPL 20030N200 822 43334 SH DEFINED 1, 2, 3 43334 0 0 COMERICA INC COM 200340107 567 16177 SH DEFINED 1, 2 16177 0 0 COMERICA INC COM 200340107 1754 50000 SH DEFINED 1, 8, 9 50000 0 0 COMMERCE BANCORP INC COM 200519106 362 10336 SH DEFINED 1, 2 10336 0 0 COMMSCOPE INC COM 203372107 250 7181 SH DEFINED 1, 2 7181 0 0 COMMUNITY HEALTH SYSTEMS INC COM 203668108 5511 164166 SH DEFINED 1, 2 164166 0 0 COMPANHIA BRASILEIRA DE DIST SPON ADR PFD 20440T201 336 8200 SH DEFINED 1, 2, 3 8200 0 0 COMPANHIA DE BEBIDAS DAS AME SPON ADR PFD 20441W203 718 9500 SH DEFINED 1, 2 9500 0 0 COMPANHIA DE SANEAMENTO BASI SPON ADR 20441A102 52583 1186177 SH DEFINED 1, 2, 3 1186177 0 0 COMPANHIA ENERGETICA DE MINA SP ADR N-V PFD 204409601 1566 86828 SH DEFINED 1, 2, 3 86828 0 0 COMPANIA CERVECERIAS UNIDAS SPON ADR 204429104 180 5100 SH DEFINED 1, 2 5100 0 0
COMPANIA CERVECERIAS UNIDAS SPON ADR 204429104 329 9300 SH DEFINED 1, 2, 3 9300 0 0 COMPANIA DE TELECOMUNICS CHI SPON ADR NEW 204449300 776 91325 SH DEFINED 1, 2, 3 91325 0 0 COMPUCREDIT CORP COM 20478N100 328 36961 SH DEFINED 1, 2 36961 0 0 COMPUCREDIT CORP COM 20478N100 1375 158000 SH PUT DEFINED 1, 8, 9 158000 0 0 COMPUCREDIT CORP COM 20478N100 39 4366 SH DEFINED 1, 8, 9 4366 0 0 COMPUCREDIT CORP NOTE 3.625% 5/3 20478NAB6 2560 6000000 PRN DEFINED 1, 8, 9 6000000 0 0 COMPUTER ASSOC INTL INC NOTE 1.625%12/1 204912AQ2 614 500000 PRN DEFINED 1, 4, 5 500000 0 0 COMPUTER SCIENCES CORP COM 205363104 475 11657 SH DEFINED 1, 2 11657 0 0 COMPUTER SCIENCES CORP COM 205363104 0 1 SH DEFINED 1, 7 1 0 0 COMPUWARE CORP COM 205638109 48 6500 SH DEFINED 1 6500 0 0 COMPUWARE CORP COM 205638109 26 3520 SH DEFINED 1 3520 0 0 COMPUWARE CORP COM 205638109 146 19893 SH DEFINED 1, 2 19893 0 0 COMPUWARE CORP COM 205638109 124 16946 SH DEFINED 1, 2, 3 16946 0 0 CONAGRA INC COM 205887102 733 30615 SH DEFINED 1, 2 30615 0 0 CONAGRA INC COM 205887102 945 39445 SH DEFINED 1, 2, 3 39445 0 0 CONOCOPHILLIPS COM 20825C104 8151 106961 SH DEFINED 1, 2 106961 0 0 CONOCOPHILLIPS COM 20825C104 7259 95255 SH DEFINED 1, 2, 3 95255 0 0 CONOCOPHILLIPS COM 20825C104 9 116 SH DEFINED 1, 7 116 0 0 CONSOL ENERGY INC COM 20854P109 988 14281 SH DEFINED 1, 2 14281 0 0 CONSOLIDATED EDISON INC COM 209115104 820 20645 SH DEFINED 1, 2 20645 0 0 CONSOLIDATED EDISON INC COM 209115104 484 12198 SH DEFINED 1, 2, 3 12198 0 0 CONSOLIDATED EDISON INC COM 209115104 1912 48599 SH DEFINED 1, 7 48599 0 0 CONSOLIDATED WATER COM G23773107 25503 1157656 SH DEFINED 1, 2, 3 1157656 0 0 CONSTELLATION BRANDS COM 21036P108 723 40919 SH DEFINED 1, 2 40919 0 0 CONSTELLATION BRANDS COM 21036P108 815 46139 SH DEFINED 1, 2, 3 46139 0 0 CONSTELLATION ENERGY COM 210371100 5247 59441 SH DEFINED 1, 2 59441 0 0 CONSTELLATION ENERGY COM 210371100 1075 12178 SH DEFINED 1, 2, 3 12178 0 0 CONTANGO OIL & GAS COMPANY COM NEW 21075N204 273 4220 SH DEFINED 1, 2, 3 4220 0 0 CONVERGYS CORP COM 212485106 98 6540 SH DEFINED 1, 2 6540 0 0 CONVERGYS CORP COM 212485106 94 6210 SH DEFINED 1, 2, 3 6210 0 0 COOPER COS INC COM NEW 216648402 702 20388 SH DEFINED 1, 2 20388 0 0 COOPER COS INC COM NEW 216648402 223 6469 SH DEFINED 1, 2, 3 6469 0 0 COOPER INDS LTD CL A G24182100 609 15177 SH DEFINED 1, 2 15177 0 0 COOPER INDS LTD CL A G24182100 917 22832 SH DEFINED 1, 2, 3 22832 0 0 COOPER TIRE & RUBR CO COM 216831107 42 2797 SH DEFINED 1, 2 2797 0 0 COOPER TIRE & RUBR CO COM 216831107 115 7682 SH DEFINED 1, 2, 3 7682 0 0 CORE LABORATORIES N V COM N22717107 1095 9176 SH DEFINED 1, 2 9176 0 0 CORE LABORATORIES N V COM N22717107 466 3905 SH DEFINED 1, 2, 3 3905 0 0 CORN PRODS INTL INC COM 219023108 923 24847 SH DEFINED 1, 2 24847 0 0 CORN PRODS INTL INC COM 219023108 319 8588 SH DEFINED 1, 2, 3 8588 0 0 CORNING INC COM 219350105 10771 448030 SH DEFINED 1, 2 448030 0 0 CORNING INC COM 219350105 3683 153188 SH DEFINED 1, 2, 3 153188 0 0
CORPORATE EXECUTIVE BRD CO COM 21988R102 30 745 SH DEFINED 1, 2 745 0 0 COSAN LTD SHS A G25343107 160 13300 SH DEFINED 1, 2, 3 13300 0 0 COSTCO WHSL CORP NEW COM 22160K105 6113 94089 SH DEFINED 1, 2 94089 0 0 COSTCO WHSL CORP NEW COM 22160K105 1319 20303 SH DEFINED 1, 2, 3 20303 0 0 COUNTRYWIDE FINANCIAL CORP COM 222372104 191 34652 SH DEFINED 1, 2 34652 0 0 COUNTRYWIDE FINANCIAL CORP COM 222372104 991 180140 SH DEFINED 1, 2, 3 180140 0 0 COVANCE INC COM 222816100 3635 43807 SH DEFINED 1, 2 43807 0 0 COVANCE INC COM 222816100 1356 16342 SH DEFINED 1, 2, 3 16342 0 0 COVANTA HOLD CORP COM 22282E102 599 21776 SH DEFINED 1, 2 21776 0 0 COVANTA HOLD CORP COM 22282E102 18366 667848 SH DEFINED 1, 2, 3 667848 0 0 COVENTRY HEALTH CARE INC COM 222862104 1197 29655 SH DEFINED 1, 2 29655 0 0 COVENTRY HEALTH CARE INC COM 222862104 326 8073 SH DEFINED 1, 2, 3 8073 0 0 COVIDIEN LTD COM G2552X108 1112 25140 SH DEFINED 1, 2, 3 25140 0 0 CRANE CO COM 224399105 8 200 SH DEFINED 1, 2 200 0 0 CREDICORP LTD COM G2519Y108 208 2900 SH DEFINED 1, 2, 3 2900 0 0 CREE RESEARCH INC COM 225447101 122 4363 SH DEFINED 1, 2 4363 0 0 CROSS CTRY HEALTHCARE INC COM 227483104 229 18551 SH DEFINED 1, 2 18551 0 0 CROSS TIMBERS RTY TR TR UNIT 22757R109 0 4 SH DEFINED 1, 2 4 0 0 CROWN CASTLE INTL CORP COM 228227104 787 22826 SH DEFINED 1, 2 22826 0 0 CSG SYSTEMS INTERNATIONAL COM 126349109 359 31575 SH DEFINED 1, 2 31575 0 0 CSX CORP COM 126408103 2137 38111 SH DEFINED 1, 2 38111 0 0 CSX CORP COM 126408103 689 12285 SH DEFINED 1, 2, 3 12285 0 0 CTRIP COM INTL LTD ADR 22943F100 164 3100 SH DEFINED 1, 2 3100 0 0 CTRIP COM INTL LTD ADR 22943F100 164 3100 SH DEFINED 1, 2, 3 3100 0 0 CUBIST PHARMACEUTICALS INC COM 229678107 520 28231 SH DEFINED 1, 2 28231 0 0 CULLEN FROST BANKERS INC COM 229899109 548 10334 SH DEFINED 1, 2 10334 0 0 CULLEN FROST BANKERS INC COM 229899109 241 4552 SH DEFINED 1, 2, 3 4552 0 0 CUMMINS INC COM 231021106 2999 64064 SH DEFINED 1, 2 64064 0 0 CUMMINS INC COM 231021106 1807 38586 SH DEFINED 1, 2, 3 38586 0 0 CVR ENERGY INC COM 12662P108 515 22507 SH DEFINED 1, 2, 3 22507 0 0 CVS CAREMARK CORP COM 126650100 10290 254020 SH DEFINED 1, 2 254020 0 0 CVS CAREMARK CORP COM 126650100 1227 30289 SH DEFINED 1, 2, 3 30289 0 0 CYMER INC COM 232572107 201 7703 SH DEFINED 1, 2 7703 0 0 CYMER INC COM 232572107 109 4167 SH DEFINED 1, 2, 3 4167 0 0 CYPRESS SEMICONDUCTOR CORP COM 232806109 5411 229177 SH DEFINED 1, 8, 9 229177 0 0 D R HORTON INC COM 23331A109 274 17366 SH DEFINED 1, 2 17366 0 0 DAIMLER AG REG SHS D1668R123 112 1309 SH DEFINED 1309 0 0 DANA CORPORATION COM 235811106 0 2691 SH DEFINED 1, 2 2691 0 0 DANAHER CORP DEL COM 235851102 1202 15805 SH DEFINED 1, 2 15805 0 0 DANAHER CORP DEL NOTE 1/2 235851AF9 46 41000 PRN DEFINED 1, 4, 5 41000 0 0 DARDEN RESTAURANTS INC COM 237194105 609 18697 SH DEFINED 1, 2 18697 0 0 DARDEN RESTAURANTS INC COM 237194105 345 10602 SH DEFINED 1, 2, 3 10602 0 0
DARLING INTERNATIONAL INC COM 237266101 82 6305 SH DEFINED 1, 2 6305 0 0 DATASCOPE CORP COM 238113104 433 10444 SH DEFINED 1, 2 10444 0 0 DAVITA INC COM 23918K108 3421 71624 SH DEFINED 1, 2 71624 0 0 DEAN FOODS COMPANY COM 242370104 657 32695 SH DEFINED 1, 2 32695 0 0 DECKERS OUTDOOR CORP COM 243537107 73 676 SH DEFINED 1, 2 676 0 0 DEERE & CO COM 244199105 579 7200 SH DEFINED 1 7200 0 0 DEERE & CO COM 244199105 9442 117374 SH DEFINED 1, 2 117374 0 0 DEERE & CO COM 244199105 4142 51488 SH DEFINED 1, 2, 3 51488 0 0 DEL MONTE FOODS CO COM 24522P103 230 24104 SH DEFINED 1, 2 24104 0 0 DEL MONTE FOODS CO COM 24522P103 73 7696 SH DEFINED 1, 2, 3 7696 0 0 DELL INC COM 24702R101 6248 313650 SH DEFINED 1, 2 313650 0 0 DELL INC COM 24702R101 1556 78089 SH DEFINED 1, 2, 3 78089 0 0 DELL INC COM 24702R101 180 9113 SH DEFINED 1, 7 9113 0 0 DELL INC COM 24702R101 5976 300000 SH DEFINED 1, 8, 9 300000 0 0 DELUXE CORP COM 248019101 1 50 SH DEFINED 1, 2 50 0 0 DELUXE CORP COM 248019101 907 47752 SH DEFINED 1, 7 47752 0 0 DENBURY RES INC COM NEW 247916208 2414 84536 SH DEFINED 1, 2 84536 0 0 DENBURY RES INC COM NEW 247916208 902 31581 SH DEFINED 1, 2, 3 31581 0 0 DENDREON CORP COM 24823Q107 481 100000 SH CALL DEFINED 1, 8, 9 100000 0 0 DENTSPLY INTL INC NEW COM 249030107 2400 62164 SH DEFINED 1, 2 62164 0 0 DENTSPLY INTL INC NEW COM 249030107 183 4730 SH DEFINED 1, 2, 3 4730 0 0 DEVELOPERS DIVERSIFIED RLTY COM 251591103 1708 40791 SH DEFINED 1, 2 40791 0 0 DEVELOPERS DIVERSIFIED RLTY COM 251591103 859 20513 SH DEFINED 1, 2, 3 20513 0 0 DEVON ENERGY COM 25179M103 9351 89628 SH DEFINED 1, 2 89628 0 0 DEVON ENERGY COM 25179M103 2064 19784 SH DEFINED 1, 2, 3 19784 0 0 DEVRY INC COM 251893103 325 7769 SH DEFINED 1, 2 7769 0 0 DEVRY INC COM 251893103 172 4103 SH DEFINED 1, 2, 3 4103 0 0 DIAMOND OFFSHORE DRILLING INC COM 25271C102 256 2202 SH DEFINED 1, 2 2202 0 0 DIAMONDROCK HOSPITALITY CO COM 252784301 90 7100 SH DEFINED 1, 2, 3 7100 0 0 DIAMONDS TR UNIT SER 1 252787106 2974 24300 SH DEFINED 1 24300 0 0 DIAMONDS TR UNIT SER 1 252787106 245 2000 SH DEFINED 1 2000 0 0 DIGITAL RIVER INC COM 25388B104 99 3206 SH DEFINED 1, 2 3206 0 0 DILLARDS INC CL A 254067101 172 10000 SH DEFINED 1 10000 0 0 DILLARDS INC CL A 254067101 43 2513 SH DEFINED 1, 2 2513 0 0 DILLARDS INC CL A 254067101 11 646 SH DEFINED 1, 2, 3 646 0 0 DIODES INC COM 254543101 167 7587 SH DEFINED 1, 2 7587 0 0 DIONEX CORP COM 254546104 1312 17036 SH DEFINED 1, 2 17036 0 0 DIONEX CORP COM 254546104 620 8049 SH DEFINED 1, 2, 3 8049 0 0 DIRECTV GROUP INC COM 25459L105 2584 104218 SH DEFINED 1, 2 104218 0 0 DIRECTV GROUP INC COM 25459L106 306 12351 SH DEFINED 1, 2, 3 12351 0 0 DISCOVER FINL SVCS COM 254709108 614 37515 SH DEFINED 1, 2 37515 0 0 DISCOVER FINL SVCS COM 254709108 299 18254 SH DEFINED 1, 2, 3 18254 0 0
DISCOVER FINL SVCS COM 254709108 1 50 SH DEFINED 1, 7 50 0 0 DISCOVERY HOLDING CO CL A COM 25468Y107 774 36470 SH DEFINED 1, 2 36470 0 0 DISCOVERY HOLDING CO CL A COM 25468Y107 344 16207 SH DEFINED 1, 2, 3 16207 0 0 DISH NETWORK CORP CL A 25470M109 253 8823 SH DEFINED 1, 2 8823 0 0 DISH NETWORK CORP CL A 25470M109 85 2945 SH DEFINED 1, 2, 3 2945 0 0 DISNEY WALT CO COM DISNEY 254687106 16522 526515 SH DEFINED 1, 2 526515 0 0 DISNEY WALT CO COM DISNEY 254687106 1964 62574 SH DEFINED 1, 2, 3 62574 0 0 DISNEY WALT CO COM DISNEY 254687106 24 761 SH DEFINED 1, 7 761 0 0 DISNEY WALT CO COM DISNEY 254687106 122 3,900 SH DEFINED 3,900 0 0 DISNEY WALT CO NOTE 2.125% 4/1 254687AU0 4955 4641000 PRN DEFINED 1, 4, 5 4641000 0 0 DISTRIBUCION Y SERVICIO D&S SPON ADR 254753106 517 21000 SH DEFINED 1, 2, 3 21000 0 0 DOLLAR THRIFTY AUTOMOTIVE GP COM 256743105 190 13913 SH DEFINED 1, 2 13913 0 0 DOMINION RES INC VA NEW COM 25746U109 5374 131581 SH DEFINED 1, 2 131581 0 0 DOMINION RES INC VA NEW COM 25746U109 2073 50765 SH DEFINED 1, 2, 3 50765 0 0 DOMTAR CORP COM 257559104 104 15244 SH DEFINED 1, 2 15244 0 0 DONNELLEY R R & SONS CO COM 257867101 374 12323 SH DEFINED 1, 2 12323 0 0 DONNELLEY R R & SONS CO COM 257867101 99 3257 SH DEFINED 1, 2, 3 3257 0 0 DOUGLAS EMMET INC COM 25960P109 221 10000 SH DEFINED 1, 2, 3 10000 0 0 DOVER CORP COM 260003108 522 12496 SH DEFINED 1, 2 12496 0 0 DOVER CORP COM 260003108 362 8670 SH DEFINED 1, 2, 3 8670 0 0 DOW CHEM CO COM 260543103 1723 46750 SH DEFINED 1 46750 0 0 DOW CHEM CO COM 260543103 3782 102622 SH DEFINED 1, 2 102622 0 0 DOW CHEM CO COM 260543103 4328 117446 SH DEFINED 1, 2, 3 117446 0 0 DRESS BARN INC COM 261570105 370 28564 SH DEFINED 1, 2 28564 0 0 DRESS BARN INC COM 261570105 386 29844 SH DEFINED 1, 2, 3 29844 0 0 DRESSER-RAND GROUP INC COM 261608103 50 1615 SH DEFINED 1, 2 1615 0 0 DRESSER-RAND GROUP INC COM 261608103 1076 35000 SH DEFINED 1, 2, 3 35000 0 0 DRS TECHNOLOGIES INC COM 23330X100 849 14566 SH DEFINED 1, 2 14566 0 0 DRS TECHNOLOGIES INC COM 23330X100 206 3535 SH DEFINED 1, 2, 3 3535 0 0 DST SYS INC DEL COM 233326107 115 1744 SH DEFINED 1, 2 1744 0 0 DTE ENERGY CO COM 233331107 544 13988 SH DEFINED 1, 2 13988 0 0 DU PONT E I DE NEMOURS & CO COM 263534109 61 1300 SH DEFINED 1 1300 0 0 DU PONT E I DE NEMOURS & CO COM 263534109 362 7750 SH DEFINED 1 7750 0 0 DU PONT E I DE NEMOURS & CO COM 263534109 5861 125341 SH DEFINED 1, 2 125341 0 0 DU PONT E I DE NEMOURS & CO COM 263534109 1450 31009 SH DEFINED 1, 2, 3 31009 0 0 DU PONT E I DE NEMOURS & CO COM 263534109 70 1,500 SH DEFINED 1,500 0 0 DUKE ENERGY CORP NEW COM 26441C105 89 5000 SH DEFINED 1 5000 0 0 DUKE ENERGY CORP NEW COM 26441C105 3192 178806 SH DEFINED 1, 2 178806 0 0 DUKE ENERGY CORP NEW COM 26441C105 6829 382587 SH DEFINED 1, 2, 3 382587 0 0 DUKE REALTY CORP COM NEW 264411505 1240 54347 SH DEFINED 1, 2 54347 0 0 DUKE REALTY CORP COM NEW 264411505 1612 70660 SH DEFINED 1, 2, 3 70660 0 0 DUN & BRADSTREET COM 26483E100 151 1853 SH DEFINED 1, 2 1853 0 0
DYCOM INDUSTRIES INC COM 267475101 129 10761 SH DEFINED 1, 2 10761 0 0 DYNEGY INC COM 26817G102 571 72339 SH DEFINED 1, 2 72339 0 0 E M C CORP MASS COM 268648102 366 25500 SH DEFINED 1 25500 0 0 E M C CORP MASS COM 268648102 6677 465593 SH DEFINED 1, 2 465593 0 0 E M C CORP MASS COM 268648102 1401 97666 SH DEFINED 1, 2, 3 97666 0 0 E M C CORP MASS COM 268648102 2261 157703 SH DEFINED 1, 4, 5 157703 0 0 E M C CORP MASS COM 268648102 5991 417800 SH DEFINED 1, 8, 9 417800 0 0 E TRADE FINANCIAL CORP COM 269246104 555 143856 SH DEFINED 1, 2 143856 0 0 EAGLE MATERIALS INC COM 26969P108 1 22 SH DEFINED 1, 2 22 0 0 EARTHLINK INC COM 270321102 124 16480 SH DEFINED 1, 2 16480 0 0 EAST WEST BANCORP INC COM 27579R104 276 15525 SH DEFINED 1, 2 15525 0 0 EAST WEST BANCORP INC COM 27579R104 145 8195 SH DEFINED 1, 2, 3 8195 0 0 EASTMAN CHEM CO COM 277432100 295 4726 SH DEFINED 1, 2 4726 0 0 EASTMAN CHEM CO COM 277432100 292 4669 SH DEFINED 1, 2, 3 4669 0 0 EASTMAN KODAK CO COM 277461109 1184 67000 SH DEFINED 1 67000 0 0 EASTMAN KODAK CO COM 277461109 881 49839 SH DEFINED 1, 2 49839 0 0 EASTMAN KODAK CO COM 277461109 1127 63779 SH DEFINED 1, 2, 3 63779 0 0 EASTMAN KODAK CO COM 277461109 109 6187 SH DEFINED 1, 7 6187 0 0 EATON CORP COM 278058102 643 8077 SH DEFINED 1, 2 8077 0 0 EATON CORP COM 278058102 1497 18793 SH DEFINED 1, 2, 3 18793 0 0 EATON VANCE CORP COM 278265103 1496 49040 SH DEFINED 1, 2 49040 0 0 EATON VANCE CORP COM NON VTG 278265103 2601 85261 SH DEFINED 1, 2, 3 85261 0 0 EBAY INC COM 278642103 6616 221708 SH DEFINED 1, 2 221708 0 0 EBAY INC COM 278642103 2229 74698 SH DEFINED 1, 2, 3 74698 0 0 ECHOSTAR CORP CL A 278768106 45 1517 SH DEFINED 1, 2 1517 0 0 ECHOSTAR CORP CL A 278768106 10 333 SH DEFINED 1, 2, 3 333 0 0 ECOLAB INC COM 278865100 401 9236 SH DEFINED 1, 2 9236 0 0 EDISON INTL COM 281020107 2658 54213 SH DEFINED 1, 2 54213 0 0 EDISON INTL COM 281020107 1684 34348 SH DEFINED 1, 2, 3 34348 0 0 EDISON INTL COM 281020107 21 424 SH DEFINED 1, 7 424 0 0 EDWARDS LIFESCIENCES CORP COM 28176E108 733 16451 SH DEFINED 1, 2 16451 0 0 EDWARDS LIFESCIENCES CORP COM 28176E108 416 9331 SH DEFINED 1, 2, 3 9331 0 0 EDWARDS LIFESCIENCES CORP COM 28176E108 2226 50000 SH PUT DEFINED 1, 8, 9 50000 0 0 EDWARDS LIFESCIENCES CORP DBCV 3.875% 5/1 28176EAB4 10050 10000000 PRN DEFINED 1, 8, 9 10000000 0 0 EL PASO CORP COM 28336L109 1683 101160 SH DEFINED 1, 2 101160 0 0 ELAN PLC ADR 284131208 23757 1138885 SH DEFINED 1, 2, 3 1138885 0 0 ELBIT SYS LTD ORD M3760D101 455 8200 SH DEFINED 1, 2, 3 8200 0 0 ELECTRONIC ARTS INC COM 285512109 215 4300 SH DEFINED 1 4300 0 0 ELECTRONIC ARTS INC COM 285512109 4558 91313 SH DEFINED 1, 2 91313 0 0 ELECTRONIC ARTS INC COM 285512109 1199 24022 SH DEFINED 1, 2, 3 24022 0 0 ELECTRONIC DATA SYS NEW COM 285661104 117 7000 SH DEFINED 1 7000 0 0 ELECTRONIC DATA SYS NEW COM 285661104 1593 95704 SH DEFINED 1, 2 95704 0 0
ELECTRONIC DATA SYS NEW COM 285661104 167 10048 SH DEFINED 1, 2, 3 10048 0 0 ELECTRONICS FOR IMAGING INC DBCV 1.500% 6/0 286082AA0 989 1000000 PRN DEFINED 1, 4, 5 1000000 0 0 ELIZABETH ARDEN INC COM 28660G106 179 8993 SH DEFINED 1, 2 8993 0 0 EMBARQ CORP COM 29078E105 490 12226 SH DEFINED 1, 2 12226 0 0 EMBARQ CORP COM 29078E105 60 1503 SH DEFINED 1, 2, 3 1503 0 0 EMBOTELLADORA ANDINA S A SPON ADR A 29081P204 117 6100 SH DEFINED 1, 2, 3 6100 0 0 EMBOTELLADORA ANDINA S A SPON ADR B 29081P303 185 8800 SH DEFINED 1, 2, 3 8800 0 0 E M C CORP MASS COM 268648102 98 6,800 SH DEFINED 6,800 0 0 EMERGING MKTS TELECOMNC FD N COM 290890102 19 870 SH DEFINED 1, 2 870 0 0 EMERSON ELECTRIC CO COM 291011104 15181 295009 SH DEFINED 1, 2 295009 0 0 EMPIRE CO LTD COM 291843407 179 4638 SH DEFINED 1, 2 4638 0 0 EMPRESA NACIONAL DE ELCTRCID SPON ADR 29244T101 1304 26660 SH DEFINED 1, 2, 3 26660 0 0 ENDO PHARMACEUTICALS HLDGS I COM 29264F205 2165 90424 SH DEFINED 1, 2 90424 0 0 ENDURANCE SPECIALTY HLDGS LT SHS G30397106 1469 40139 SH DEFINED 1, 2 40139 0 0 ENERGIZER HOLDINGS INC COM 29266R108 151 1665 SH DEFINED 1, 2 1665 0 0 ENERGY CONVERSION DEVICES IN COM 292659109 13624 455637 SH DEFINED 1, 2, 3 455637 0 0 ENERGY EAST CORPORATION COM 29266M109 113 4687 SH DEFINED 1, 2 4687 0 0 ENERGYSOLUTIONS INC DEPOSITARY SH 292756202 482 21341 SH DEFINED 1, 2, 3 21341 0 0 ENERNOC INC COM 292764107 68 5937 SH DEFINED 1, 2, 3 5937 0 0 ENERSIS S A SPON ADR 29274F104 15228 861294 SH DEFINED 1, 2, 3 861294 0 0 ENNIS INC COM 293389102 142 8477 SH DEFINED 1, 2 8477 0 0 ENSCO INTERNATIONAL INC COM 26874Q100 2914 46532 SH DEFINED 1, 2 46532 0 0 ENSCO INTL INC COM 26874Q100 1578 25196 SH DEFINED 1, 2, 3 25196 0 0 ENTERGY CORP NEW COM 29364G103 4369 40057 SH DEFINED 1, 2 40057 0 0 ENTERGY CORP NEW COM 29364G103 837 7671 SH DEFINED 1, 2, 3 7671 0 0 ENTERTAINMENT PPTYS TR COM SH BEN INT 29380T105 696 14100 SH DEFINED 1, 2 14100 0 0 EOG RES INC COM 26875P101 2777 23144 SH DEFINED 1, 2 23144 0 0 EOG RES INC COM 26875P101 0 10000 SH DEFINED 1, 4, 5 10000 0 0 EPIQ SYSTEMS INC COM 26882D109 152 9772 SH DEFINED 1, 2 9772 0 0 EQUIFAX INC COM 294429105 229 6639 SH DEFINED 1, 2 6639 0 0 EQUIFAX INC COM 294429105 217 6296 SH DEFINED 1, 2, 3 6296 0 0 EQUINIX INC COM 29444U502 587 8831 SH DEFINED 1, 2 8831 0 0 EQUITABLE RESOURCES INC COM 294549100 200 3390 SH DEFINED 1, 2 3390 0 0 EQUITY LIFESTYLE PPTYS INC COM 29472R108 185 3750 SH DEFINED 1, 2 3750 0 0 EQUITY ONE INC COM 294752100 578 24100 SH DEFINED 1, 2 24100 0 0 EQUITY RESIDENTIAL SH BEN INT 29476L107 3254 78428 SH DEFINED 1, 2 78428 0 0 EQUITY RESIDENTIAL SH BEN INT 29476L107 2572 62000 SH DEFINED 1, 4, 5 62000 0 0 ESSEX PPTY TR INC COM 297178105 1026 9000 SH DEFINED 1, 2 9000 0 0 ESTERLINE TECHNOLOGIES CORP COM 297425100 385 7647 SH DEFINED 1, 2 7647 0 0 EURONET WORLDWIDE INC DBCV 1.625%12/1 298736AD1 91 100000 PRN DEFINED 1, 4, 5 100000 0 0 EVEREST RE GROUP LTD COM G3223R108 359 4013 SH DEFINED 1, 2 4013 0 0 EVEREST RE GROUP LTD COM G3223R108 107 1193 SH DEFINED 1, 2, 3 1193 0 0
EVERGREEN SOLAR INC COM 30033R108 8029 866083 SH DEFINED 1, 2, 3 866083 0 0 EXELON CORP COM 30161N101 2154 26500 SH DEFINED 1 26500 0 0 EXELON CORP COM 30161N101 12013 147813 SH DEFINED 1, 2 147813 0 0 EXELON CORP COM 30161N101 3158 38855 SH DEFINED 1, 2, 3 38855 0 0 EXELON CORP COM 30161N101 10841 134657 SH DEFINED 1, 7 134657 0 0 EXIDE TECHNOLOGIES COM NEW 302051206 1306 100000 SH PUT DEFINED 1, 8, 9 100000 0 0 EXIDE TECHNOLOGIES COM NEW 302051206 18 1400 SH DEFINED 1, 8, 9 1400 0 0 EXPEDIA INC DEL COM 30212P105 615 28101 SH DEFINED 1, 2 28101 0 0 EXPEDIA INC DEL COM 30212P105 345 15766 SH DEFINED 1, 2, 3 15766 0 0 EXPEDITORS INTL WASH INC COM 302130109 1015 22468 SH DEFINED 1, 2 22468 0 0 EXPEDITORS INTL WASH INC COM 302130109 222 4919 SH DEFINED 1, 2, 3 4919 0 0 EXPRESS SCRIPTS INC COM 302182100 2380 36999 SH DEFINED 1, 2 36999 0 0 EXTERRAN HLDGS INC COM 30225X103 1460 22624 SH DEFINED 1, 2 22624 0 0 EXTERRAN HLDGS INC COM 30225X103 583 9037 SH DEFINED 1, 2, 3 9037 0 0 EXXON MOBIL CORP COM 30231G102 254 3000 SH DEFINED 1 3000 0 0 EXXON MOBIL CORP COM 30231G102 2580 30500 SH DEFINED 1 30500 0 0 EXXON MOBIL CORP COM 30231G102 83347 985420 SH DEFINED 1, 2 985420 0 0 EXXON MOBIL CORP COM 30231G102 27478 324875 SH DEFINED 1, 2, 3 324875 0 0 EXXON MOBIL CORP COM 30231G102 114 1329 SH DEFINED 1, 7 1329 0 0 F5 NETWORKS INC COM 315616102 60 3309 SH DEFINED 1, 2 3309 0 0 F5 NETWORKS INC COM 315616102 60 3309 SH DEFINED 1, 2, 3 3309 0 0 FACTSET RESH SYS INC COM 303075105 1 15 SH DEFINED 1, 2 15 0 0 FAIR ISAAC CORP COM 303250104 90 4173 SH DEFINED 1, 2 4173 0 0 FAMILY DLR STORES INC COM 307000109 163 8368 SH DEFINED 1, 2 8368 0 0 FAMILY DLR STORES INC COM 307000109 109 5614 SH DEFINED 1, 2, 3 5614 0 0 FASTENAL COMPANY COM 311900104 237 5168 SH DEFINED 1, 2 5168 0 0 FBL FINL GROUP INC CL A 30239F106 393 13795 SH DEFINED 1, 2, 3 13795 0 0 FEDERAL HOME LN MTG CORP COM 313400301 2141 84549 SH DEFINED 1, 2 84549 0 0 FEDERAL HOME LN MTG CORP COM 313400301 258 10196 SH DEFINED 1, 2, 3 10196 0 0 FEDERAL NATL MTG ASSN COM 313586109 3192 121268 SH DEFINED 1, 2 121268 0 0 FEDERAL NATL MTG ASSN COM 313586109 1045 39699 SH DEFINED 1, 2, 3 39699 0 0 FEDERAL REALTY INVT TR COM 313747206 1254 16087 SH DEFINED 1, 2 16087 0 0 FEDERATED INVS INC PA CL B 314211103 1403 35816 SH DEFINED 1, 2 35816 0 0 FEDERATED INVS INC PA CL B 314211103 1875 47891 SH DEFINED 1, 2, 3 47891 0 0 FEDEX CORP COM 31428X106 46 500 SH DEFINED 1 500 0 0 FEDEX CORP COM 31428X106 4280 46190 SH DEFINED 1, 2 46190 0 0 FEDEX CORP COM 31428X106 689 7433 SH DEFINED 1, 2, 3 7433 0 0 FELCOR LODGING TRUST INC COM 31430F101 518 43100 SH DEFINED 1, 2 43100 0 0 FIDELITY NATIONAL FINANCIAL CL A 31620R105 114 6207 SH DEFINED 1, 2 6207 0 0 FIDELITY NATL INFORMATION SV COM 31620M106 415 10878 SH DEFINED 1, 2 10878 0 0 FIDELITY NATL INFORMATION SV COM 31620M106 82 2150 SH DEFINED 1, 2, 3 2150 0 0 FIFTH THIRD BANCORP COM 316773100 1002 47884 SH DEFINED 1, 2 47884 0 0
FIFTH THIRD BANCORP COM 316773100 243 11617 SH DEFINED 1, 2, 3 11617 0 0 FIRST AMERN CORP CALIF COM 318522307 104 3053 SH DEFINED 1, 2 3053 0 0 FIRST HORIZON NATL CORP COM 320517105 96 6859 SH DEFINED 1, 2 6859 0 0 FIRST HORIZON NATL CORP COM 320517105 2246 160300 SH DEFINED 1, 2, 3 160300 0 0 FIRST HORIZON NATL CORP COM 320517105 1408 100000 SH PUT DEFINED 1, 8, 9 100000 0 0 FIRST NIAGARA FINL GP INC COM 33582V108 345 25393 SH DEFINED 1, 2 25393 0 0 FIRST SOLAR INC COM 336433107 2484 10748 SH DEFINED 1, 2 10748 0 0 FIRST SOLAR INC COM 336433107 26487 114593 SH DEFINED 1, 2, 3 114593 0 0 FIRSTENERGY CORP COM 337932107 2484 36203 SH DEFINED 1, 2 36203 0 0 FIRTS MARBLEHEAD CORP COM 320771108 80 10776 SH DEFINED 1, 2 10776 0 0 FISERV INC COM 337738108 631 13131 SH DEFINED 1, 2 13131 0 0 FLEETWOOD ENTERPRISES INC COM 339099103 621 135012 SH DEFINED 1, 8, 9 135012 0 0 FLEETWOOD ENTERPRISES INC COM 339099103 914 200000 SH PUT DEFINED 1, 8, 9 200000 0 0 FLEXTRONICS INTL LTD ORD Y2573F102 388 41281 SH DEFINED 1, 2 41281 0 0 FLIR SYS INC COM 302445101 820 27259 SH DEFINED 1, 2 27259 0 0 FLIR SYS INC COM 302445101 186 6187 SH DEFINED 1, 2, 3 6187 0 0 FLOWERS FOODS INC COM 343498101 138 5576 SH DEFINED 1, 2 5576 0 0 FLOWSERVE CORP COM 34354P105 680 6514 SH DEFINED 1, 2 6514 0 0 FLOWSERVE CORP COM 34354P105 44898 430136 SH DEFINED 1, 2, 3 430136 0 0 FLUOR CORP NEW COM 343412102 782 5538 SH DEFINED 1, 2 5538 0 0 FMC TECHNOLOGIES INC COM 30249U101 1246 21902 SH DEFINED 1, 2 21902 0 0 FMC TECHNOLOGIES INC COM 30249U101 5 90 SH DEFINED 1, 2, 3 90 0 0 FOCUS MEDIA HLDG LTD SPON ADR 34415V109 348 9900 SH DEFINED 1, 2 9900 0 0 FOMENTO ECONOMICO MEXICANO S SPON ADR UNITS 344419106 689 16500 SH DEFINED 1, 2 16500 0 0 FOOT LOCKER INC COM 344849104 53 4480 SH DEFINED 1, 2 4480 0 0 FOOT LOCKER INC COM 344849104 97 8281 SH DEFINED 1, 2, 3 8281 0 0 FORD MTR CO DEL COM PAR $0.01 345370860 4279 748011 SH DEFINED 1, 2 748011 0 0 FORD MTR CO DEL COM PAR $0.01 345370860 381 66562 SH DEFINED 1, 2, 3 66562 0 0 FORD MTR CO DEL COM PAR $0.01 345370860 5 800 SH DEFINED 1, 4, 5 800 0 0 FORD MTR CO DEL COM PAR $0.01 345370860 619 108088 SH DEFINED 1, 7 108088 0 0 FORD MTR CO DEL COM PAR $0.01 345370860 3703 647350 SH DEFINED 1, 8, 9 647350 0 0 FORD MTR CO DEL NOTE 4.250%12/1 345370CF5 4252 5000000 PRN DEFINED 1, 8, 9 5000000 0 0 FOREST CITY ENTERPRISES INC CL A 345550107 87 2356 SH DEFINED 1, 2 2356 0 0 FOREST LABS INC COM 345838106 485 12112 SH DEFINED 1, 2 12112 0 0 FORESTAR REAL ESTATE GROUP I COM 346233109 52 2079.99 SH DEFINED 1, 2 2079.99 0 0 FORMFACTOR INC COM 346375108 5 261 SH DEFINED 1, 2 261 0 0 FORMFACTOR INC COM 346375108 11 588 SH DEFINED 1, 2, 3 588 0 0 FORTRESS INVESTMENT GROUP LLC CL A 34958B106 1455 118475 SH DEFINED 1, 2, 3 118475 0 0 FORTUNE BRANDS INC COM 349631101 565 8136 SH DEFINED 1, 2 8136 0 0 FORTUNE BRANDS INC COM 349631101 619 8900 SH DEFINED 1, 2, 3 8900 0 0 FOSSIL INC COM 349882100 187 6114 SH DEFINED 1, 2 6114 0 0 FOSSIL INC COM 349882100 107 3503 SH DEFINED 1, 2, 3 3503 0 0
FOSTER WHEELER LTD SHS NEW G36535139 1431 25278 SH DEFINED 1, 2 25278 0 0 FOSTER WHEELER LTD SHS NEW G36535139 2485 43882 SH DEFINED 1, 2, 3 43882 0 0 FOUNDATION COAL HOLD COM 35039W100 629 12500 SH DEFINED 1, 2, 3 12500 0 0 FOUNDRY NETWORKS INC COM 35063R100 82 7072 SH DEFINED 1, 2 7072 0 0 FOUNDRY NETWORKS INC COM 35063R100 14 1218 SH DEFINED 1, 2, 3 1218 0 0 FPL GROUP INC COM 302571104 4115 65593 SH DEFINED 1, 2 65593 0 0 FPL GROUP INC COM 302571104 34583 551217 SH DEFINED 1, 2, 3 551217 0 0 FRANKLIN ELEC INC COM 353514102 17444 510496 SH DEFINED 1, 2, 3 510496 0 0 FRANKLIN RES INC COM 354613101 3286 33878 SH DEFINED 1, 2 33878 0 0 FRANKLIN RES INC COM 354613101 3399 35044 SH DEFINED 1, 2, 3 35044 0 0 FREEPORT-MCMORAN COPPER & GO COM 35671D857 284 2948 SH DEFINED 1 2948 0 0 FREEPORT-MCMORAN COPPER & GO COM 35671D857 5617 58377 SH DEFINED 1, 2 58377 0 0 FREEPORT-MCMORAN COPPER & GO COM 35671D857 2860 29728 SH DEFINED 1, 2, 3 29728 0 0 FREEPORT-MCMORAN COPPER & GO PFD CONV 35671D782 16391 116200 SH DEFINED 1, 4, 5 116200 0 0 FRESH DEL MONTE PRODUCE INC ORD G36738105 15 403 SH DEFINED 1, 2 403 0 0 FRESH DEL MONTE PRODUCE INC ORD G36738105 134 3691 SH DEFINED 1, 2, 3 3691 0 0 FRONTIER OIL CORPORATION COM 35914P105 183 6707 SH DEFINED 1, 2 6707 0 0 FTD GROUP INC COM 30267U108 403 30000 SH DEFINED 1, 2, 3 30000 0 0 FUELCELL ENERGY INC COM 35952H106 4879 733627 SH DEFINED 1, 2, 3 733627 0 0 GAMCO INVESTORS INC COM 361438104 70 1398 SH DEFINED 1, 2 1398 0 0 GAMCO INVESTORS INC COM 361438104 1265 25118 SH DEFINED 1, 2, 3 25118 0 0 GAMESTOP CORPORATION COM 36467W109 544 10515 SH DEFINED 1, 2 10515 0 0 GANNETT CO INC COM 364730101 723 24871 SH DEFINED 1, 2 24871 0 0 GANNETT CO INC COM 364730101 44 1527 SH DEFINED 1, 2, 3 1527 0 0 GANNETT CO INC FRNT 7/1 364725AG6 35842 36000000 PRN DEFINED 1, 8, 9 36000000 0 0 GAP INC DEL COM 364760108 1660 84368 SH DEFINED 1, 2 84368 0 0 GAP INC DEL COM 364760108 347 17610 SH DEFINED 1, 2, 3 17610 0 0 GARDNER DENVER INC COM 365558105 130 3501 SH DEFINED 1, 2 3501 0 0 GARMIN LTD ORD G37260109 337 6233 SH DEFINED 1, 2 6233 0 0 GARMIN LTD ORD G37260109 501 9277 SH DEFINED 1, 2, 3 9277 0 0 GATX CORP COM 361448103 94 2400 SH DEFINED 1, 2, 3 2400 0 0 GAYLORD ENTMT CO NEW COM 367905106 53 1738 SH DEFINED 1, 2, 3 1738 0 0 GENCORP INC NOTE 4.000% 1/1 368682AJ9 1438 1500000 PRN DEFINED 1, 4, 5 1500000 0 0 GENENTECH INC COM NEW 368710406 4800 59131 SH DEFINED 1, 2 59131 0 0 GENENTECH INC COM NEW 368710406 5318 65511 SH DEFINED 1, 2, 3 65511 0 0 GENENTECH INC COM NEW 368710406 241 2990 SH DEFINED 1, 7 2990 0 0 GENERAL CABLE CORP DEL NEW COM 369300108 1873 31707 SH DEFINED 1, 2 31707 0 0 GENERAL CABLE CORP DEL NEW COM 369300108 945 15999 SH DEFINED 1, 2, 3 15999 0 0 GENERAL DYNAMICS CORP COM 369550108 1602 19214 SH DEFINED 1, 2 19214 0 0 GENERAL ELECTRIC CO COM 369604103 441 11905 SH DEFINED 1 11905 0 0 GENERAL ELECTRIC CO COM 369604103 1018 27500 SH DEFINED 1 27500 0 0 GENERAL ELECTRIC CO COM 369604103 58446 1579188 SH DEFINED 1, 2 1579188 0 0
GENERAL ELECTRIC CO COM 369604103 22840 617142 SH DEFINED 1, 2, 3 617142 0 0 GENERAL ELECTRIC CO COM 369604103 3687 100000 SH CALL DEFINED 1, 7 100000 0 0 GENERAL ELECTRIC CO COM 369604103 5151 50000 SH DEFINED 1, 7 50000 0 0 GENERAL GROWTH PPTYS INC COM 370021107 5747 150563 SH DEFINED 1, 2 150563 0 0 GENERAL GROWTH PPTYS INC COM 370021107 1273 33351 SH DEFINED 1, 2, 3 33351 0 0 GENERAL MILLS INC COM 370334104 1285 21458 SH DEFINED 1, 2 21458 0 0 GENERAL MILLS INC COM 370334104 451 7527 SH DEFINED 1, 2, 3 7527 0 0 GENERAL MTRS CORP COM 370442105 30 1,600 SH DEFINED 1,600 0 0 GENERAL MTRS CORP COM 370442105 610 32000 SH DEFINED 1 32000 0 0 GENERAL MTRS CORP COM 370442105 2763 145020 SH DEFINED 1, 2 145020 0 0 GENERAL MTRS CORP COM 370442105 356 18664 SH DEFINED 1, 2, 3 18664 0 0 GENERAL MTRS CORP COM 370442105 2286 120000 SH PUT DEFINED 1, 8, 9 120000 0 0 GENERAL MTRS CORP COM 370442105 999 52450 SH DEFINED 1, 8, 9 52450 0 0 GENPACT LTD SHS G3922B107 482 38600 SH DEFINED 1, 2, 3 38600 0 0 GEN-PROBE INC COM 36866T103 2081 43166 SH DEFINED 1, 2 43166 0 0 GENTIVA HEALTH SERVICES INC COM 37247A102 97 4477 SH DEFINED 1, 2 4477 0 0 GENUINE PARTS CO COM 372460105 558 13884 SH DEFINED 1, 2 13884 0 0 GENUINE PARTS CO COM 372460105 2745 68249 SH DEFINED 1, 2, 3 68249 0 0 GENWORTH FINL INC COM CL A 37247D106 1364 60247 SH DEFINED 1, 2 60247 0 0 GENWORTH FINL INC COM CL A 37247D106 908 40117 SH DEFINED 1, 2, 3 40117 0 0 GENZYME CORP COM 372917104 13907 186573 SH DEFINED 1, 2 186573 0 0 GENZYME CORP COM 372917104 2132 28597 SH DEFINED 1, 2, 3 28597 0 0 GENZYME CORP COM 372917104 5209 70000 SH PUT DEFINED 1, 4, 5 70000 0 0 GENZYME CORP COM 372917104 13602 182480 SH DEFINED 1, 4, 5 182480 0 0 GEOEYE INC COM 37250W108 21 800 SH DEFINED 1, 2 800 0 0 GERDAU AMERISTEEL CORP COM 37373P105 111 7600 SH DEFINED 1, 2 7600 0 0 GETTY IMAGES INC COM 374276103 68 2130 SH DEFINED 1, 2 2130 0 0 GETTY IMAGES INC COM 374276103 207 6458 SH DEFINED 1, 2, 3 6458 0 0 GETTY IMAGES INC COM 374276103 908 28500 SH DEFINED 1, 8, 9 28500 0 0 GETTY REALTY CORP COM 374297109 127 8000 SH DEFINED 1, 2 8000 0 0 GIANT INTERACTIVE GROUP INC ADR 374511103 81 7000 SH DEFINED 1, 2, 3 7000 0 0 GIBRALTAR INDUSTRIES INC COM 374689107 41 3478 SH DEFINED 1, 2 3478 0 0 GILEAD SCIENCES INC COM 375558103 14323 277953 SH DEFINED 1, 2 277953 0 0 GILEAD SCIENCES INC COM 375558103 2300 44632 SH DEFINED 1, 2, 3 44632 0 0 GILEAD SCIENCES INC COM 375558103 35 686 SH DEFINED 1, 7 686 0 0 GILEAD SCIENCES INC COM 375558103 16912 328200 SH DEFINED 1, 8, 9 328200 0 0 GIVEN IMAGING LTD ORD SHS M52020100 2563 151815 SH DEFINED 1, 2 151815 0 0 GLAXOSMITHKLINE PLC SPON ADR 37733W105 1 34 SH DEFINED 1, 2 34 0 0 GLOBAL CROSSING LIMITED NOTE 5.000% 5/1 37932JAA1 4231 4500000 PRN DEFINED 1, 4, 5 4500000 0 0 GOLDEN TELECOM INC COM 38122G107 890 8471 SH DEFINED 1, 2 8471 0 0 GOLDMAN SACHS GROUP COM 38141G104 11313 68401 SH DEFINED 1, 2 68401 0 0 GOLDMAN SACHS GROUP INC COM 38141G104 3321 20082 SH DEFINED 1, 2, 3 20082 0 0
GOODRICH CORPORATION COM 382388106 5800 100858 SH DEFINED 1, 2 100858 0 0 GOODYEAR TIRE & RUBR CO COM 382550101 313 12151 SH DEFINED 1, 2 12151 0 0 GOODYEAR TIRE & RUBR CO COM 382550101 177 7020 SH DEFINED 1, 7 7020 0 0 GOOGLE INC COM 38259P508 66 150 SH DEFINED 1 150 0 0 GOOGLE INC COM 38259P508 19139 43452 SH DEFINED 1, 2 43452 0 0 GOOGLE INC COM 38259P508 4713 10700 SH DEFINED 1, 2, 3 10700 0 0 GRAFTECH INTL LTD COM 384313102 374 23093 SH DEFINED 1, 4, 5 23093 0 0 GRAINGER W W INC COM 384802104 275 3601 SH DEFINED 1, 2 3601 0 0 GRAINGER W W INC COM 384802104 211 2760 SH DEFINED 1, 2, 3 2760 0 0 GRANITE CONSTR INC COM 387328107 211 6460 SH DEFINED 1, 2, 3 6460 0 0 GRANT PRIDECO INC COM 38821G101 979 19891 SH DEFINED 1, 2 19891 0 0 GRANT PRIDECO INC COM 38821G101 321 6524 SH DEFINED 1, 2, 3 6524 0 0 GREATBATCH INC COM 39153L106 108 5891 SH DEFINED 1, 2 5891 0 0 GREATBATCH INC SDCV 2.250% 6/1 39153LAB2 846 1000000 PRN DEFINED 1, 4, 5 1000000 0 0 GREENBRIER COS INC NOTE 2.375% 5/1 393657AD3 966 1150000 PRN DEFINED 1, 4, 5 1150000 0 0 GROUP 1 AUTOMATIVE INC COM 398905109 383 16308 SH DEFINED 1, 2 16308 0 0 GROUP 1 AUTOMOTIVE INC COM 398905109 663 28258 SH DEFINED 1, 2, 3 28258 0 0 GSI COMMERCE INC COM 36238G102 93 7076 SH DEFINED 1, 2 7076 0 0 GSI COMMERCE INC COM 36238G102 93 7076 SH DEFINED 1, 2, 3 7076 0 0 GUARANTY FINANCIAL GROUP COM 40108N106 22 2079.99 SH DEFINED 1, 2 2079.99 0 0 GUESS INC COM 401617105 25 620 SH DEFINED 1, 2 620 0 0 GUESS INC COM 401617105 11 284 SH DEFINED 1, 2, 3 284 0 0 GUSHAN ENVIRONMENTAL ENRGY LTD SPON ADR 40330W106 322 21400 SH DEFINED 1, 2, 3 21400 0 0 GYMBOREE CORP COM 403777105 653 16384 SH DEFINED 1, 2 16384 0 0 GYMBOREE CORP COM 403777105 668 16743 SH DEFINED 1, 2, 3 16743 0 0 HALLIBURTON CO COM 406216101 5050 128398 SH DEFINED 1, 2 128398 0 0 HALLIBURTON CO COM 406216101 864 21977 SH DEFINED 1, 2, 3 21977 0 0 HALLIBURTON CO NOTE 3.125% 7/1 406216AM3 839 400000 PRN DEFINED 1, 4, 5 400000 0 0 HALLIBURTON CO COM 406216101 17648 448600 SH CALL DEFINED 1, 7 448600 0 0 HALLIBURTON CO COM 406216101 18635 473700 SH PUT DEFINED 1, 7 473700 0 0 HALLIBURTON CO COM 406216101 19805 501264 SH DEFINED 1, 7 501264 0 0 HALLIBURTON CO COM 406216101 7866 200000 SH DEFINED 1, 8, 9 200000 0 0 HANESBRANDS INC COM 410345102 176 6013 SH DEFINED 1, 2 6013 0 0 HANSEN NAT CORP COM 411310105 1089 30839 SH DEFINED 1, 2 30839 0 0 HANSEN NAT CORP COM 411310105 284 8055 SH DEFINED 1, 2, 3 8055 0 0 HARLEY DAVIDSON INC COM 412822108 974 25979 SH DEFINED 1, 2 25979 0 0 HARLEY DAVIDSON INC COM 412822108 399 10639 SH DEFINED 1, 2, 3 10639 0 0 HARMAN INTL INDS INC COM 413086109 136 3127 SH DEFINED 1, 2 3127 0 0 HARMONY GOLD MNG LTD SPON ADR 413216300 706381 59560000 SH PUT DEFINED 1, 7 59560000 0 0 HARMONY GOLD MNG LTD SPON ADR 413216300 12314 1038200 SH PUT DEFINED 1, 8, 9 1038200 0 0 HARRIS CORP COM 413875105 107 2200 SH DEFINED 1, 2 2200 0 0 HARSCO CORP COM 415864107 192 3463 SH DEFINED 1, 2 3463 0 0
HARTFORD FINL SVCS GROUP INC COM 416515104 1450 19133 SH DEFINED 1, 2 19133 0 0 HARTFORD FINL SVCS GROUP INC COM 416515104 218 2873 SH DEFINED 1, 2, 3 2873 0 0 HARVEST ENERGY TRUST TRUST UNIT 41752X101 0 22 SH DEFINED 1, 4, 5 22 0 0 HASBRO INC COM 418056107 232 8332 SH DEFINED 1, 2 8332 0 0 HCC INS HLDGS INC NOTE 1.300% 4/0 404132AB8 1290 1175000 SH DEFINED 1, 4, 5 1175000 0 0 HCC INSURANCE HOLDINGS INC COM 404132102 313 13808 SH DEFINED 1, 2 13808 0 0 HCP INC COM 40414L109 2324 68731 SH DEFINED 1, 2 68731 0 0 HEADWATERS INC COM 42210P102 232 17563 SH DEFINED 1, 2 17563 0 0 HEALTH CARE REIT INC COM 42217K106 1399 31000 SH DEFINED 1, 2 31000 0 0 HEALTH MGMT ASSOC INC NEW CL A 421933102 69 13001 SH DEFINED 1, 2 13001 0 0 HEALTH MGMT ASSOC INC NEW CL A 421933102 99 18792 SH DEFINED 1, 2, 3 18792 0 0 HEALTH MGMT ASSOC INC NEW CL A 421933102 93 17600 SH DEFINED 1, 8, 9 17600 0 0 HEALTH MGMT ASSOC INC NEW NOTE 4.375% 8/0 421933AF9 1361 1375000 PRN DEFINED 1, 8, 9 1375000 0 0 HEALTH NET INC COM 42222G108 3884 126094 SH DEFINED 1, 2 126094 0 0 HEALTH NET INC COM 42222G108 268 8704 SH DEFINED 1, 2, 3 8704 0 0 HEALTHCARE REALTY TRUST COM 421946104 452 17300 SH DEFINED 1, 2 17300 0 0 HEALTHSPRING INC COM 42224N101 195 13866 SH DEFINED 1, 2 13866 0 0 HEALTHSPRING INC COM 42224N101 161 11416 SH DEFINED 1, 2, 3 11416 0 0 HEALTHWAYS INC COM 422245100 1 34 SH DEFINED 1, 2 34 0 0 HECLA MINING COM 422704106 60 5371 SH DEFINED 1, 2 5371 0 0 HEINZ H J CO COM 423074103 1014 21594 SH DEFINED 1, 2 21594 0 0 HEINZ H J CO COM 423074103 836 17800 SH DEFINED 1, 2, 3 17800 0 0 HEINZ HJ CO COM 423074103 0 1 SH DEFINED 1, 7 1 0 0 HERBALIFE LTD COM USD SHS G4412G101 1302 27400 SH DEFINED 1, 2 27400 0 0 HERBALIFE LTD COM USD SHS G4412G101 983 20700 SH DEFINED 1, 2, 3 20700 0 0 HERCULES INC COM 427056106 194 10602 SH DEFINED 1, 2 10602 0 0 HERCULES INC COM 427056106 144 7900 SH DEFINED 1, 2, 3 7900 0 0 HERCULES OFFSHORE INC COM 427093109 7 264 SH DEFINED 1, 2 264 0 0 HERMAN MILLER INC COM 600544100 10 396 SH DEFINED 1, 2 396 0 0 HERSHEY CO COM 427866108 788 20924 SH DEFINED 1, 2 20924 0 0 HERSHEY CO COM 427866108 3901 103565 SH DEFINED 1, 2, 3 103565 0 0 HERTZ GLOBAL HOLDINGS INC COM 42805T105 54 4462 SH DEFINED 1, 2 4462 0 0 HESS CORP COM 42809H107 1599 18137 SH DEFINED 1, 2 18137 0 0 HESS CORP COM 42809H107 708 8034 SH DEFINED 1, 2, 3 8034 0 0 HEWLETT PACKARD CO COM 428236103 68 1500 SH DEFINED 1 1500 0 0 HEWLETT PACKARD CO COM 428236103 868 19000 SH DEFINED 1 19000 0 0 HEWLETT PACKARD CO COM 428236103 30788 674280 SH DEFINED 1, 2 674280 0 0 HEWLETT PACKARD CO COM 428236103 11121 243561 SH DEFINED 1, 2, 3 243561 0 0 HEWLETT-PACKARD CO COM 428236103 164 3,600 SH DEFINED 3,600 0 0 HIGHWOODS PROPERTIES INC COM 431284108 510 16400 SH DEFINED 1, 2 16400 0 0 HITTITE MICROWAVE CORP COM 43365Y104 855 22838 SH DEFINED 1, 2 22838 0 0 HITTITE MICROWAVE CORP COM 43365Y104 367 9811 SH DEFINED 1, 2, 3 9811 0 0
HNI CORP COM 404251100 239 8871 SH DEFINED 1, 2 8871 0 0 HNI CORP COM 404251100 53 1967 SH DEFINED 1, 2, 3 1967 0 0 HOLLY CORPORATION COM 435758305 39 896 SH DEFINED 1, 2 896 0 0 HOLOGIC INC COM 436440101 7556 135902 SH DEFINED 1, 2 135902 0 0 HOLOGIC INC COM 436440101 422 7594 SH DEFINED 1, 2, 3 7594 0 0 HOLOGIC INC COM 436440101 3221 57940 SH DEFINED 1, 8, 9 57940 0 0 HOLOGIC INC FRNT 2.000%12/1 436440AA9 1201 1250000 PRN DEFINED 1, 8, 9 1250000 0 0 HOME DEPOT INC COM 437076102 531 19000 SH DEFINED 1 19000 0 0 HOME DEPOT INC COM 437076102 6470 231312 SH DEFINED 1, 2 231312 0 0 HOME DEPOT INC COM 437076102 1181 42236 SH DEFINED 1, 2, 3 42236 0 0 HONEYWELL INTL INC COM 438516106 2219 39324 SH DEFINED 1, 2 39324 0 0 HORNBECK OFFSHORE SVCS INC N COM 440543106 166 3632 SH DEFINED 1, 2 3632 0 0 HORNBECK OFFSHORE SVCS INC N COM 440543106 381 8341 SH DEFINED 1, 2, 3 8341 0 0 HOSPIRA INC COM 441060100 886 20722 SH DEFINED 1, 2 20722 0 0 HOSPIRA INC COM 441060100 383 9000 SH DEFINED 1, 7 9000 0 0 HOSPITALITY PPTYS TR COM SH BEN INT 44106M102 129 3801 SH DEFINED 1, 2, 3 3801 0 0 HOSPITALITY PPTYS TR NOTE 3.800% 3/1 44106MAK8 787 900000 PRN DEFINED 1, 4, 5 900000 0 0 HOST HOTELS & RESORTS INC COM 44107P104 3860 242477 SH DEFINED 1, 2 242477 0 0 HOST HOTELS & RESORTS INC COM 44107P104 504 31687 SH DEFINED 1, 2, 3 31687 0 0 HSBC HLDGS PLC SPON ADR NEW 404280406 3152 38837 SH DEFINED 1 38837 0 0 HUDSON CITY BANCORP COM 443683107 954 53940 SH DEFINED 1, 2 53940 0 0 HUDSON CITY BANCORP COM 443683107 274 15524 SH DEFINED 1, 2, 3 15524 0 0 HUGOTON ROYALTY TRUST COM 444717102 8 277 SH DEFINED 1, 2 277 0 0 HUMAN GENOME SCIENCES INC COM 444903108 584 99149 SH DEFINED 1, 2 99149 0 0 HUMAN GENOME SCIENCES INC COM 444903108 9 1597 SH DEFINED 1, 7 1597 0 0 HUMANA INC COM 444859102 373 8306 SH DEFINED 1, 2 8306 0 0 HUNTINGTON BANCSHARES INC COM 446150104 222 20648 SH DEFINED 1, 2 20648 0 0 HUNTSMAN CORP COM 447011107 127 5400 SH DEFINED 1, 2 5400 0 0 HUNTSMAN CORP COM 447011107 589 25000 SH DEFINED 1, 2, 3 25000 0 0 HUNTSMAN CORP COM 447011107 3531 150000 SH DEFINED 1, 8, 9 150000 0 0 HUTCHINSON TECHNOLOGY INC COM 448407106 248 15569 SH DEFINED 1, 2 15569 0 0 HYDROGENICS CORP COM 448882100 538 977835 SH DEFINED 1, 2, 3 977835 0 0 IAC INTERACTIVECORP COM 44919P300 588 28303 SH DEFINED 1, 2 28303 0 0 IAC INTERACTIVECORP COM NEW 44919P300 406 19579 SH DEFINED 1, 2, 3 19579 0 0 ICON PLC SPON ADR 45103T107 6453 99447 SH DEFINED 1, 2, 3 99447 0 0 IDEARC INC COM 451663108 4 1000 SH DEFINED 1 1000 0 0 IDEARC INC COM 451663108 66 18049 SH DEFINED 1, 2 18049 0 0 IDEARC INC COM 451663108 182 50000 SH DEFINED 1, 8, 9 50000 0 0 IDEXX LABORATORIES INC COM 45168D104 4 84 SH DEFINED 1, 2 84 0 0 IHS INC COM 451734107 220 3421 SH DEFINED 1, 2 3421 0 0 IHS INC CL A 451734107 128 1989 SH DEFINED 1, 2, 3 1989 0 0 IKON OFFICE SOLUTIONS INC COM 451713101 116 15298 SH DEFINED 1, 2 15298 0 0
ILLINOIS TOOL WKS INC COM 452308109 6037 125180 SH DEFINED 1, 2 125180 0 0 ILLINOIS TOOL WKS INC COM 452308109 509 10545 SH DEFINED 1, 2, 3 10545 0 0 ILLUMINA INC COM 452327109 3002 39553 SH DEFINED 1, 2 39553 0 0 ILLUMINA INC COM 452327109 361 4759 SH DEFINED 1, 2, 3 4759 0 0 IMCLONE SYS INC COM 45245W109 210 4960 SH DEFINED 1, 2, 3 4960 0 0 IMCLONE SYSTEMS INC COM 45245W109 1599 37695 SH DEFINED 1, 2 37695 0 0 IMS HEALTH INC COM 449934108 907 43153 SH DEFINED 1, 2 43153 0 0 IMS HEALTH INC COM 449934108 435 20684 SH DEFINED 1, 2, 3 20684 0 0 INFOSPACE INC COM 45678T201 10 850 SH DEFINED 1, 2 850 0 0 INFOSYS TECHNOLOGIES LTD SPON ADR 456788108 36 1000 SH DEFINED 1, 2 1000 0 0 INGERSOLL-RAND COMPANY LTD CL A G4776G101 852 19115 SH DEFINED 1, 2 19115 0 0 INGERSOLL-RAND COMPANY LTD CL A G4776G101 237 5310 SH DEFINED 1, 2, 3 5310 0 0 INSITUFORM TECHNOLOGIES INC CL A 457667103 27548 1991926 SH DEFINED 1, 2, 3 1991926 0 0 INTEGRYS ENERGY GROUP INC COM 45822P105 53 1129 SH DEFINED 1, 2 1129 0 0 INTEL CORP COM 458140100 3 135 SH DEFINED 1 135 0 0 INTEL CORP COM 458140100 735 34695 SH DEFINED 1 34695 0 0 INTEL CORP COM 458140100 28653 1352813 SH DEFINED 1, 2 1352813 0 0 INTEL CORP COM 458140100 5947 280804 SH DEFINED 1, 2, 3 280804 0 0 INTEL CORP COM 458140100 1722 81318 SH DEFINED 1, 4, 5 81318 0 0 INTEL CORP COM 458140100 2232 106255 SH DEFINED 1, 7 106255 0 0 INTERCONTINENTALEXCHANGE INC COM 45865V100 937 7178 SH DEFINED 1, 2 7178 0 0 INTERCONTINENTALEXCHANGE INC COM 45865V100 121 924 SH DEFINED 1, 2, 3 924 0 0 INTERDIGITAL INC COM 45867G101 1 49 SH DEFINED 1, 2 49 0 0 INTERMUNE INC COM 45884X103 283 19407 SH DEFINED 1, 2 19407 0 0 INTERNAP NETWORK SVCS CORP COM PAR $.001 45885A300 62 12443 SH DEFINED 1, 2 12443 0 0 INTERNATIONAL BUSINESS MACHS COM 459200101 167 1450 SH DEFINED 1 1450 0 0 INTERNATIONAL BUSINESS MACHS COM 459200101 1854 16100 SH DEFINED 1 16100 0 0 INTERNATIONAL BUSINESS MACHS COM 459200101 41911 363997 SH DEFINED 1, 2 363997 0 0 INTERNATIONAL BUSINESS MACHS COM 459200101 19537 169681 SH DEFINED 1, 2, 3 169681 0 0 INTERNATIONAL FLAVORS&FRAGRA COM 459506101 155 3520 SH DEFINED 1, 2 3520 0 0 INTERNATIONAL FLAVORS&FRAGRA COM 459506101 837 19000 SH DEFINED 1, 2, 3 19000 0 0 INTERNATIONAL GAME TECHNOLOGY COM 459902102 795 19759 SH DEFINED 1, 2 19759 0 0 INTERNATIONAL GAME TECHNOLOGY COM 459902102 508 12633 SH DEFINED 1, 2, 3 12633 0 0 INTERNATIONAL GAME TECHNOLOGY COM 459902102 1758 43716 SH DEFINED 1, 4, 5 43716 0 0 INTERNATIONAL GAME TECHNOLOGY COM 459902102 891 22160 SH DEFINED 1, 8, 9 22160 0 0 INTERNATIONAL SPEEDWAY CORP CL A 460335201 142 3438 SH DEFINED 1, 2 3438 0 0 INTERNATIONAL SPEEDWAY CORP CL A 460335201 96 2322 SH DEFINED 1, 2, 3 2322 0 0 INTERNET CAP GROUP INC COM NEW 46059C205 71 6768 SH DEFINED 1, 2, 3 6768 0 0 INTERNET CAP GROUP INC COM NEW 46059C205 71 6768 SH DEFINED 1, 2 6768 0 0 INTERPUBLIC GROUP COS INC COM 460690100 210 24957 SH DEFINED 1, 2 24957 0 0 INTERPUBLIC GROUP COS INC COM 460690100 154 18363 SH DEFINED 1, 2, 3 18363 0 0 INTERSIL CORP CL A 46069S109 76 2956 SH DEFINED 1, 2, 3 2956 0 0
INTERSIL CORP CL A 46069S109 909 35413 SH DEFINED 1, 2 35413 0 0 INTL PAPER CO COM 460146103 736 27072 SH DEFINED 1, 2 27072 0 0 INTL PAPER CO COM 460146103 225 8257 SH DEFINED 1, 2, 3 8257 0 0 INTUIT INC COM 461202103 81 3000 SH DEFINED 1 3000 0 0 INTUIT INC COM 461202103 940 34791 SH DEFINED 1, 2 34791 0 0 INTUIT INC COM 461202103 267 9898 SH DEFINED 1, 2, 3 9898 0 0 INTUITIVE SURGICAL INC COM 46120E602 965 2975 SH DEFINED 1, 2 2975 0 0 INVACARE CORP COM 461203101 102 4563 SH DEFINED 1, 2 4563 0 0 INVERNESS MEDICAL INNOVATIONS COM 46126P106 142 4734 SH DEFINED 1, 2 4734 0 0 INVESCO LTD SHS G491BT108 297 12200 SH DEFINED 1, 2 12200 0 0 INVESCO LTD SHS G491BT108 5511 226216 SH DEFINED 1, 2, 3 226216 0 0 INVESTMENT TECHNOLOGY GRP NE COM 46145F105 1599 34622 SH DEFINED 1, 2 34622 0 0 INVESTMENT TECHNOLOGY GRP NE COM 46145F105 442 9563 SH DEFINED 1, 2, 3 9563 0 0 INVESTORS BANCORP INC COM 46146P102 305 19875 SH DEFINED 1, 2, 3 19875 0 0 INVITROGEN CORP COM 46185R100 3497 40913 SH DEFINED 1, 2 40913 0 0 INVITROGEN CORP COM 46185R100 1146 13406 SH DEFINED 1, 2, 3 13406 0 0 IONA TECHNOLOGIES PLC SPON ADR 46206P109 75 19272 SH DEFINED 1, 2, 3 19272 0 0 IOWA TELECOMM SERVICES INC COM 462594201 284 16000 SH DEFINED 1, 2, 3 16000 0 0 IPG PHOTONICS CORPORATION COM 44980X109 247 15738 SH DEFINED 1, 2 15738 0 0 IROBOT CORP COM 462726100 123 7213 SH DEFINED 1, 2 7213 0 0 IRON MOUNTAIN INC COM 462846106 128 4845 SH DEFINED 1, 2 4845 0 0 ISHARES CO&ST REALTY MARJOR ID F COM 464287564 1344 16662 SH DEFINED 1 16662 0 0 ISHARES INC MSCI AUSTRALIA 464286103 129 5000 SH DEFINED 1 5000 0 0 ISHARES INC MSCI AUSTRALIA 464286103 8055 311949 SH DEFINED 1, 2, 3 311949 0 0 ISHARES INC MSCI BRAZIL 464286400 16 213 SH DEFINED 1, 2 213 0 0 ISHARES INC MSCI CDA INDEX 464286509 362 12000 SH DEFINED 1 12000 0 0 ISHARES INC MSCI UTD KINGD 464286699 22 1000 SH DEFINED 1, 2 1000 0 0 ISHARES INC MSCI TAIWAN 464286731 6665 420500 SH DEFINED 1, 2 420500 0 0 ISHARES INC MSCI TAIWAN 464286731 8714 549758 SH DEFINED 1, 2, 3 549758 0 0 ISHARES INC MSCI SPAIN 464286764 4372 71190 SH DEFINED 1, 2, 3 71190 0 0 ISHARES INC MSCI S KOREA 464286772 8882 159030 SH DEFINED 1, 2 159030 0 0 ISHARES INC MSCI S KOREA 464286772 1332 23878 SH DEFINED 1, 2, 3 23878 0 0 ISHARES INC MSCI MALAYSIA 464286830 184 15510 SH DEFINED 1, 2 15510 0 0 ISHARES INC MSCI MALAYSIA 464286830 1484 125200 SH DEFINED 1, 2, 3 125200 0 0 ISHARES INC MSCI JAPAN 464286848 1 50 SH DEFINED 1 50 0 0 ISHARES INC MSCI JAPAN 464286848 87094 7029350 SH DEFINED 1, 2 7029350 0 0 ISHARES INC MSCI JAPAN 464286848 2330 188392 SH DEFINED 1, 2, 3 188392 0 0 ISHARES INC MSCI HONG KONG 464286871 159 8836 SH DEFINED 1, 2 8836 0 0 ISHARES TR FTSE XNHUA IDX 464287184 2262 15800 SH DEFINED 1, 7 15800 0 0 ISHARES TR S&P 500 INDEX 464287200 4430 33510 SH DEFINED 1, 2 33510 0 0 ISHARES TR S&P 500 VALUE 464287408 554 8000 SH DEFINED 1, 2 8000 0 0 ISHARES TR S&P 500 VALUE 464287408 554 8000 SH DEFINED 1, 2, 3 8000 0 0
ISHARES TR S&P GLB100INDX 464287572 6 70 SH DEFINED 1 70 0 0 ISHARES TR S&P SMLCAP 600 464287804 1261 21000 SH DEFINED 1, 2 21000 0 0 ISIS PHARMACEUTICALS INC COM 464330109 527 37344 SH DEFINED 1, 2 37344 0 0 ISTAR FINL INC COM 45031U101 84 5991 SH DEFINED 1, 2 5991 0 0 ISTAR FINL INC COM 45031U101 2154 153518 SH DEFINED 1, 2, 3 153518 0 0 ITRON INC COM 465741106 688 7621 SH DEFINED 1, 2 7621 0 0 ITRON INC COM 465741106 30618 339338 SH DEFINED 1, 2, 3 339338 0 0 ITT CORP NEW COM 450911102 504 9724 SH DEFINED 1, 2 9724 0 0 ITT EDUCATIONAL SERVICES INC COM 45068B109 400 8709 SH DEFINED 1, 2 8709 0 0 ITT EDUCATIONAL SERVICES INC COM 45068B109 220 4781 SH DEFINED 1, 2, 3 4781 0 0 J & J SNACK FOODS CORP COM 466032109 678 24694 SH DEFINED 1, 2 24694 0 0 J & J SNACK FOODS CORP COM 466032109 266 9683 SH DEFINED 1, 2, 3 9683 0 0 J2 GLOBAL COMMUNICATIONS INC COM NEW 46626E205 0 20 SH DEFINED 1, 2 20 0 0 J2 GLOBAL COMMUNICATIONS INC COM NEW 46626E205 6 280 SH DEFINED 1, 2, 3 280 0 0 JABIL CIRCUIT COM 466313103 98 10369 SH DEFINED 1, 2 10369 0 0 JACK IN THE BOX INC COM 466367109 384 14283 SH DEFINED 1, 2 14283 0 0 JACKSON HEWITT TAX SERVICE INC COM 468202106 72 6277 SH DEFINED 1, 2 6277 0 0 JACOBS ENGINEERING GROUP INC COM 469814107 2096 28486 SH DEFINED 1, 2 28486 0 0 JACOBS ENGR GROUP INC DEL COM 469814107 254 3445 SH DEFINED 1, 2, 3 3445 0 0 JAKKS PACIFIC INC COM 47012E106 232 8417 SH DEFINED 1, 2 8417 0 0 JANUS CAP GROUP COM 47102X105 1563 67188 SH DEFINED 1, 2, 3 67188 0 0 JANUS CAPITAL GROUP INC COM 47102X105 1429 61420 SH DEFINED 1, 2 61420 0 0 JDA SOFTWARE GROUP INC COM 46612K108 71 3894 SH DEFINED 1, 2 3894 0 0 JDS UNIPHASE CORP COM 46612J507 185 13793 SH DEFINED 1, 2 13793 0 0 JDS UNIPHASE CORP COM 46612J507 437 32648 SH DEFINED 1, 2, 3 32648 0 0 JEFFERIES GROUP INC COM 472319102 16 1010 SH DEFINED 1, 2 1010 0 0 JOHNSON & JOHNSON COM 478160104 613 9457 SH DEFINED 1 9457 0 0 JOHNSON & JOHNSON COM 478160104 37341 575634 SH DEFINED 1, 2 575634 0 0 JOHNSON & JOHNSON COM 478160104 4007 61775 SH DEFINED 1, 2, 3 61775 0 0 JOHNSON & JOHNSON COM 478160104 516 8024 SH DEFINED 1, 7 8024 0 0 JOHNSON CTLS COM 478366107 1273 37675 SH DEFINED 1, 2 37675 0 0 JOHNSON CTLS COM 478366107 204 6042 SH DEFINED 1, 2, 3 6042 0 0 JONES APPAREL GROUP INC COM 480074103 66 4908 SH DEFINED 1, 2 4908 0 0 JONES APPAREL GROUP INC COM 480074103 88 6540 SH DEFINED 1, 2, 3 6540 0 0 JOS A BANK CLOTHIERS COM 480838101 53 2580 SH DEFINED 1, 2 2580 0 0 JOY GLOBAL INC COM 481165108 2351 36084 SH DEFINED 1, 2 36084 0 0 JOY GLOBAL INC COM 481165108 384 5894 SH DEFINED 1, 2, 3 5894 0 0 JP MORGAN CHASE & CO COM 46625H100 466 10850 SH DEFINED 1 10850 0 0 JP MORGAN CHASE & CO COM 46625H100 11367 264661 SH DEFINED 1, 2 264661 0 0 JP MORGAN CHASE & CO COM 46625H100 1125 26189 SH DEFINED 1, 2, 3 26189 0 0 JP MORGAN CHASE & CO COM 46625H100 4729 107991 SH DEFINED 1, 7 107991 0 0 JP MORGAN CHASE & CO COM 46625H100 113 2,640 SH DEFINED 2,640 0 0
JUNIPER NETWORKS INC COM 48203R104 2202 88064 SH DEFINED 1, 2 88064 0 0 JUNIPER NETWORKS INC COM 48203R104 411 16459 SH DEFINED 1, 2, 3 16459 0 0 KB HOME COM 48666K109 123 4957 SH DEFINED 1, 2 4957 0 0 KB HOME COM 48666K109 90 3640 SH DEFINED 1, 2, 3 3640 0 0 KBR INC COM 48242W106 133 4800 SH DEFINED 1, 2 4800 0 0 KELLOGG CO COM 487836108 752 14314 SH DEFINED 1, 2 14314 0 0 KELLY SVCS INC CL A 488152208 1 38 SH DEFINED 1, 2 38 0 0 KENNAMETAL INC COM 489170100 200 6785 SH DEFINED 1, 2 6785 0 0 KEYCORP NEW COM 493267108 516 23517 SH DEFINED 1, 2 23517 0 0 KEYCORP NEW COM 493267108 107 4860 SH DEFINED 1, 2, 3 4860 0 0 KFORCE INC COM 493732101 72 8153 SH DEFINED 1, 2 8153 0 0 KILROY REALTY CORP COM 49427F108 1041 21190 SH DEFINED 1, 2 21190 0 0 KIMBERLY CLARK CORP COM 494368103 2305 35711 SH DEFINED 1, 2, 3 35711 0 0 KIMBERLY CLARK CORP COM 494368103 97 1500 SH DEFINED 1 1500 0 0 KIMBERLY CLARK CORP COM 494368103 16867 261305 SH DEFINED 1, 2 261305 0 0 KIMBERLY CLARK CORP COM 494368103 136 2,100 SH DEFINED 2,100 0 0 KIMCO REALTY COM 49446R109 3163 80740 SH DEFINED 1, 2 80740 0 0 KINDRED HEALTHCARE INC COM 494580103 124 5649 SH DEFINED 1, 2 5649 0 0 KING PHARMACEUTICALS INC COM 495582108 48 5546 SH DEFINED 1, 2 5546 0 0 KINROSS GOLD CORP COM NO PAR 496902404 23 1054 SH DEFINED 1, 4, 5 1054 0 0 KKR FINANCIAL HLDGS LLC COM 48248A306 302 23886 SH DEFINED 1, 2, 3 23886 0 0 KKR FINANCIAL HLDGS LLC COM 48248A306 632 50000 SH PUT DEFINED 1, 8, 9 50000 0 0 KKR FINANCIAL HLDGS LLC COM 48248A306 316 25000 SH DEFINED 1, 8, 9 25000 0 0 KLA-TENCOR CORP COM 482480100 517 13927 SH DEFINED 1, 2 13927 0 0 KLA-TENCOR CORP COM 482480100 112 3018 SH DEFINED 1, 2, 3 3018 0 0 KNIGHT CAPITAL GROUP INC COM 499005106 792 48777 SH DEFINED 1, 2 48777 0 0 KNOT INC COM 499184109 138 11778 SH DEFINED 1, 2, 3 11778 0 0 KOHLS CORP COM 500255104 1739 40544 SH DEFINED 1, 2 40544 0 0 KONINKLIJKE PHILIPS ELECTRS NY REG SH NEW 500472303 2130 55628 SH DEFINED 1, 7 55628 0 0 KOOKMIN BK NEW SPON ADR 50049M109 902 16091 SH DEFINED 1, 2, 3 16091 0 0 KORN FERRY INTL COM NEW 500643200 1 39 SH DEFINED 1, 2 39 0 0 KRAFT FOODS INC CL A 50075N104 277 8935 SH DEFINED 1 8935 0 0 KRAFT FOODS INC CL A 50075N104 107 3460 SH DEFINED 1 3460 0 0 KRAFT FOODS INC CL A 50075N104 10521 339283 SH DEFINED 1, 2 339283 0 0 KRAFT FOODS INC CL A 50075N104 3870 124794 SH DEFINED 1, 2, 3 124794 0 0 KRAFT FOODS INC CL A 50075N104 20 654 SH DEFINED 1, 7 654 0 0 KRISPY KREME DOUGHNUTS INC COM 501014104 6 1942 SH DEFINED 1, 2 1942 0 0 KROGER CO COM 501044101 7542 296914 SH DEFINED 1, 2 296914 0 0 KROGER CO COM 501044101 1951 76798 SH DEFINED 1, 2, 3 76798 0 0 KROGER CO COM 501044101 14 541 SH DEFINED 1, 7 541 0 0 KT CORP SPON ADR 48268K101 8 336 SH DEFINED 1 336 0 0 L-3 COMMUNICATIONS HLDGS INC COM 502424104 840 7678 SH DEFINED 1, 2 7678 0 0
LABORATORY CORP AMER HLDGS COM NEW 50540R409 725 9839 SH DEFINED 1, 2 9839 0 0 LABRANCHE & CO INC COM 505447102 137 31386 SH DEFINED 1, 2 31386 0 0 LAKES ENTMNT INC COM 51206P109 77 17327 SH DEFINED 1, 4, 5 17327 0 0 LAM RESEARCH CORP COM 512807108 186 4870 SH DEFINED 1, 2 4870 0 0 LAMAR ADVERTISING CO NOTE 2.875%12/3 512815AH4 990 1000000 SH DEFINED 1, 4, 5 1000000 0 0 LAMAR ADVERTISING CO COM 512815101 118 3275 SH DEFINED 1, 2 3275 0 0 LAN AIRLINES S A SPON ADR 501723100 37 2600 SH DEFINED 1, 2, 3 2600 0 0 LANDRY S RESTAURANTS INC COM 51508L103 82 5012 SH DEFINED 1, 2 5012 0 0 LAS VEGAS SANDS CORP COM 517834107 796 10814 SH DEFINED 1, 2 10814 0 0 LAS VEGAS SANDS CORP COM 517834107 1049 14251 SH DEFINED 1, 2, 3 14251 0 0 LAUDER ESTEE COS INC CL A 518439104 792 17277 SH DEFINED 1, 2 17277 0 0 LAUDER ESTEE COS INC CL A 518439104 381 8309 SH DEFINED 1, 2, 3 8309 0 0 LAYNE CHRISTENSEN CO COM 521050104 30663 875581 SH DEFINED 1, 2, 3 875581 0 0 LCA-VISION INC COM PAR $.001 501803308 292 23334 SH DEFINED 1, 2 23334 0 0 LCA-VISION INC COM PAR $.001 501803308 79 6308 SH DEFINED 1, 2, 3 6308 0 0 LEAP WIRELESS INTL INC COM 521863308 26 561 SH DEFINED 1, 2 561 0 0 LEAR CORP COM 521865105 712 27477 SH DEFINED 1, 2 27477 0 0 LEE ENTERPRISES INC COM 523768109 78 7800 SH DEFINED 1, 2, 3 7800 0 0 LEGG MASON INC COM 524901105 478 8535 SH DEFINED 1, 2 8535 0 0 LEGG MASON INC COM 524901105 1135 20282 SH DEFINED 1, 2, 3 20282 0 0 LEGGETT & PLATT INC COM 524660107 138 9047 SH DEFINED 1, 2 9047 0 0 LEGGETT & PLATT INC COM 524660107 90 5900 SH DEFINED 1, 2, 3 5900 0 0 LEHMAN BROS HLDGS INC COM 524908100 263 7000 SH DEFINED 1 7000 0 0 LEHMAN BROS HLDGS INC COM 524908100 2208 58656 SH DEFINED 1, 2 58656 0 0 LEHMAN BROS HLDGS INC COM 524908100 432 11488 SH DEFINED 1, 2, 3 11488 0 0 LENNAR CORP CL A 526057104 398 21147 SH DEFINED 1, 2 21147 0 0 LENNAR CORP CL A 526057104 1137 60459 SH DEFINED 1, 2, 3 60459 0 0 LENNOX INTERNATIONAL INC COM 526107107 392 10891 SH DEFINED 1, 2 10891 0 0 LEUCADIA NATL CORP COM 527288104 383 8467 SH DEFINED 1, 2 8467 0 0 LEVEL 3 COMMUNICATIONS INC COM 52729N100 135 63683 SH DEFINED 1, 2 63683 0 0 LEVEL 3 COMMUNICATIONS INC NOTE 5.250%12/1 52729NBF6 4002 5000000 PRN DEFINED 1, 4, 5 5000000 0 0 LEXMARK INTL NEW CL A 529771107 173 5636 SH DEFINED 1, 2 5636 0 0 LIBERTY GLOBAL INC COM SER A 530555101 2326 68255 SH DEFINED 1, 2 68255 0 0 LIBERTY GLOBAL INC COM SER A 530555101 716 21001 SH DEFINED 1, 2, 3 21001 0 0 LIBERTY GLOBAL INC COM SER C 530555309 273 8416 SH DEFINED 1, 2 8416 0 0 LIBERTY GLOBAL INC COM SER C 530555309 1265 38960 SH DEFINED 1, 2, 3 38960 0 0 LIBERTY MEDIA CORP NEW INT COM SER A 53071M104 451 27948 SH DEFINED 1, 2 27948 0 0 LIBERTY MEDIA CORP NEW INT COM SER A 53071M104 1496 92700 SH DEFINED 1, 2, 3 92700 0 0 LIBERTY MEDIA CORP NEW CAP COM SER A 53071M302 14 875 SH DEFINED 1 875 0 0 LIBERTY MEDIA CORP NEW CAP COM SER A 53071M302 1002 63659 SH DEFINED 1, 2 63659 0 0 LIBERTY MEDIA CORP NEW CAP COM SER A 53071M302 73 4644 SH DEFINED 1, 2, 3 4644 0 0 LIBERTY MEDIA CORP NEW ENT COM SER A 53071M500 79 3500 SH DEFINED 1 3500 0 0
LIBERTY MEDIA CORP NEW ENT COM SER A 53071M500 6362 280989 SH DEFINED 1, 2 280989 0 0 LIBERTY MEDIA CORP NEW ENT COM SER A 53071M500 430 18996 SH DEFINED 1, 2, 3 18996 0 0 LIBERTY MEDIA CORP NEW DEB 0.750% 3/3 530718AF2 12728 12781000 PRN DEFINED 1, 4, 5 12781000 0 0 LIBERTY PPTY TR SH BEN INT 531172104 805 25883 SH DEFINED 1, 2 25883 0 0 LIBERTY PPTY TR SH BEN INT 531172104 990 31831 SH DEFINED 1, 2, 3 31831 0 0 LIFE TIME FITNESS INC COM 53217R207 271 8696 SH DEFINED 1, 2 8696 0 0 LIFE TIME FITNESS INC COM 53217R207 162 5201 SH DEFINED 1, 2, 3 5201 0 0 LIFECELL CORP COM 531927101 1419 33761 SH DEFINED 1, 2 33761 0 0 LIFECELL CORP COM 531927101 444 10571 SH DEFINED 1, 2, 3 10571 0 0 LIFEPOINT HOSPITALS INC COM 53219L109 766 27888 SH DEFINED 1, 2 27888 0 0 LIFEPOINT HOSPITALS INC COM 53219L109 220 7991 SH DEFINED 1, 2, 3 7991 0 0 LILLY ELI & CO COM 532457108 7841 151978 SH DEFINED 1, 2 151978 0 0 LILLY ELI & CO COM 532457108 9054 175504 SH DEFINED 1, 2, 3 175504 0 0 LILLY ELI & CO COM 532457108 1 20 SH DEFINED 1, 7 20 0 0 LIMITED BRANDS COM 532716107 986 57652 SH DEFINED 1, 2 57652 0 0 LIMITED BRANDS COM 532716107 1190 69566 SH DEFINED 1, 2, 3 69566 0 0 LIN TELEVISION CORP SDEB 2.500% 5/1 532776AL5 5955 6000000 PRN DEFINED 1, 8, 9 6000000 0 0 LINCARE HLDGS INC COM 532791100 1297 46135 SH DEFINED 1, 2 46135 0 0 LINCARE HLDGS INC COM 532791100 518 18419 SH DEFINED 1, 2, 3 18419 0 0 LINCOLN NATL CORP IND COM 534187109 1662 31970 SH DEFINED 1, 2 31970 0 0 LINCOLN NATL CORP IND COM 534187109 549 10553 SH DEFINED 1, 2, 3 10553 0 0 LINDSAY CORP COM 535555106 239 2328 SH DEFINED 1, 2 2328 0 0 LINDSAY CORP COM 535555106 22668 221216 SH DEFINED 1, 2, 3 221216 0 0 LINEAR TECHNOLOGY CORP COM 535678106 897 29219 SH DEFINED 1, 2 29219 0 0 LINEAR TECHNOLOGY CORP COM 535678106 3653 119030 SH DEFINED 1, 2, 3 119030 0 0 LINEAR TECHNOLOGY CORP COM 535678106 6138 200000 SH DEFINED 1, 8, 9 200000 0 0 LITHIA MOTORS INC COM 536797103 137 13452 SH DEFINED 1, 2 13452 0 0 LIVE NATION COM 538034109 20 1610 SH DEFINED 1, 2 1610 0 0 LIZ CLAIBORNE INC COM 539320101 293 16128 SH DEFINED 1, 2 16128 0 0 LIZ CLAIBORNE INC COM 539320101 29 1582 SH DEFINED 1, 2, 3 1582 0 0 LOCKHEED MARTIN CORP COM 539830109 1672 16837 SH DEFINED 1, 2 16837 0 0 LOCKHEED MARTIN CORP DBCV 539830AP4 2842 2081000 PRN DEFINED 1, 4, 5 2081000 0 0 LOEWS CORP COM 540424108 1044 25959 SH DEFINED 1, 2 25959 0 0 LOEWS CORP CAROLNA GP STK 540424207 1706 23518 SH DEFINED 1, 2 23518 0 0 LOEWS CORP COM 540424108 218 5432 SH DEFINED 1, 2, 3 5432 0 0 LOEWS CORP CAROLNA GP STK 540424207 2438 33611 SH DEFINED 1, 2, 3 33611 0 0 LOGITECH INTL S A SHS H50430232 39 1528 SH DEFINED 1, 2 1528 0 0 LOUISIANA PAC CORP COM 546347105 94 10270 SH DEFINED 1, 2, 3 10270 0 0 LOWES COS INC COM 548661107 1785 77800 SH DEFINED 1, 8, 9 77800 0 0 LOWE'S COS INC COM 548661107 2857 124545 SH DEFINED 1, 2 124545 0 0 LOWE'S COS INC COM 548661107 443 19296 SH DEFINED 1, 2, 3 19296 0 0 LOWE'S COS INC NOTE 2/1 548661CF2 1494 1890000 PRN DEFINED 1, 4, 5 1890000 0 0
LSI CORPORATION COM 502161102 519 104755 SH DEFINED 1, 2 104755 0 0 LULULEMON ATHLETICA INC COM 550021109 402 13650 SH DEFINED 1, 2, 3 13650 0 0 M & T BK CORP COM 55261F104 289 3590 SH DEFINED 1, 2 3590 0 0 M & T BK CORP COM 55261F104 496 6161 SH DEFINED 1, 2, 3 6161 0 0 MACERICH CO COM 554382101 1577 22439 SH DEFINED 1, 2 22439 0 0 MACK CALI RLTY CORP COM 554489104 903 25300 SH DEFINED 1, 2 25300 0 0 MACROVISION CORP COM 555904101 286 21152 SH DEFINED 1, 2 21152 0 0 MACROVISION CORP COM 555904101 146 10851 SH DEFINED 1, 2, 3 10851 0 0 MACYS INC COM 55616P104 637 27615 SH DEFINED 1, 2 27615 0 0 MACYS INC COM 55616P104 82 3576 SH DEFINED 1, 2, 3 3576 0 0 MAGUIRE PROPERTIES INC COM 559775101 100 6980 SH DEFINED 1, 2 6980 0 0 MANITOWOC INC COM 563571108 370 9071 SH DEFINED 1, 2 9071 0 0 MANITOWOC INC COM 563571108 32 783 SH DEFINED 1, 2, 3 783 0 0 MANPOWER INC COM 56418H100 128 2275 SH DEFINED 1, 2 2275 0 0 MANPOWER INC COM 56418H100 168 2987 SH DEFINED 1, 2, 3 2987 0 0 MARATHON OIL CORP COM 565849106 4573 100287 SH DEFINED 1, 2 100287 0 0 MARATHON OIL CORP COM 565849106 10 229 SH DEFINED 1, 2, 3 229 0 0 MARINEMAX INC COM 567908108 50 4043 SH DEFINED 1, 2 4043 0 0 MARKET VECTORS ETF TR RUSSIA ETF 57060U506 9512 202900 SH DEFINED 1, 2 202900 0 0 MARKET VECTORS ETF TR RUSSIA ETF 57060U506 5868 125170 SH DEFINED 1, 2, 3 125170 0 0 MARRIOTT INTL INC NEW CL A 571903202 876 25507 SH DEFINED 1, 2 25507 0 0 MARRIOTT INTL INC NEW CL A 571903202 1777 51728 SH DEFINED 1, 2, 3 51728 0 0 MARSH & MCLENNAN COS INC COM 571748102 835 34284 SH DEFINED 1, 2 34284 0 0 MARSH & MCLENNAN COS INC COM 571748102 2681 110101 SH DEFINED 1, 2, 3 110101 0 0 MARSHALL & ILSLEY CORP NEW COM 571837103 297 12814 SH DEFINED 1, 2 12814 0 0 MARTEK BIOSCIENCES CORP COM 572901106 325 10637 SH DEFINED 1, 2 10637 0 0 MARTIN MARIETTA MTLS INC COM 573284106 134 1263 SH DEFINED 1, 2 1263 0 0 MARVELL TECHNOLOGY GROUP LTD ORD G5876H105 281 25838 SH DEFINED 1, 2 25838 0 0 MASCO CORP COM 574599106 59 3000 SH DEFINED 1 3000 0 0 MASCO CORP COM 574599106 886 44685 SH DEFINED 1, 2 44685 0 0 MASCO CORP COM 574599106 1700 85716 SH DEFINED 1, 2, 3 85716 0 0 MASIMO CORP COM 574795100 482 18359 SH DEFINED 1, 2, 3 18359 0 0 MASSEY ENERGY CORP COM 576206106 186 5101 SH DEFINED 1, 2 5101 0 0 MASSEY ENERGY CORP COM 576206106 248 6782 SH DEFINED 1, 2, 3 6782 0 0 MASTERCARD INC CL A 57636Q104 2408 10798 SH DEFINED 1, 2 10798 0 0 MASTERCARD INC CL A 57636Q104 1875 8408 SH DEFINED 1, 2, 3 8408 0 0 MATTEL INC COM 577081102 1107 55650 SH DEFINED 1, 2 55650 0 0 MATTEL INC COM 577081102 7 366 SH DEFINED 1, 2, 3 366 0 0 MAX CAPITAL GROUP LTD SHS G6052F103 121 4638 SH DEFINED 1, 2 4638 0 0 MBIA INC COM 55262C100 83 6833 SH DEFINED 1, 2 6833 0 0 MBIA INC COM 55262C100 82 6675 SH DEFINED 1, 2, 3 6675 0 0 MCAFEE INC COM 579064106 419 12650 SH DEFINED 1 12650 0 0
MCAFEE INC COM 579064106 686 20739 SH DEFINED 1, 2 20739 0 0 MCAFEE INC COM 579064106 233 7050 SH DEFINED 1, 2, 3 7050 0 0 MCCLATCHY CO CL A 579489105 100 9306 SH DEFINED 1, 2 9306 0 0 MCCLATCHY CO CL A 579489105 166 15494 SH DEFINED 1, 2, 3 15494 0 0 MCCORMICK & CO INC COM NON VTG 579780206 1428 38618 SH DEFINED 1, 2 38618 0 0 MCDERMOTT INTL INC COM 580037109 2122 38717 SH DEFINED 1, 2 38717 0 0 MCDERMOTT INTL INC COM 580037109 974 17761 SH DEFINED 1, 2, 3 17761 0 0 MCDONALDS CORP COM 580135101 22890 410440 SH DEFINED 1, 2 410440 0 0 MCDONALDS CORP COM 580135101 8732 156567 SH DEFINED 1, 2, 3 156567 0 0 MCDONALDS CORP COM 580135101 17 300 SH DEFINED 1, 7 300 0 0 MCGRAW HILL COS INC COM 580645109 1648 44591 SH DEFINED 1, 2 44591 0 0 MCGRAW HILL COS INC COM 580645109 1573 42574 SH DEFINED 1, 2, 3 42574 0 0 MCKESSON CORP COM 58155Q103 4070 77721 SH DEFINED 1, 2 77721 0 0 MCKESSON CORP COM 58155Q103 1893 36138 SH DEFINED 1, 2, 3 36138 0 0 MEADWESTVACO CORP COM 583334107 320 11743 SH DEFINED 1, 2 11743 0 0 MEADWESTVACO CORP COM 583334107 6798 250000 SH PUT DEFINED 1, 8, 9 250000 0 0 MEADWESTVACO CORP COM 583334107 1633 60000 SH DEFINED 1, 8, 9 60000 0 0 MECHANICAL TECHNOLOGY INC COM 583538103 34 62171 SH DEFINED 1, 2, 3 62171 0 0 MECHEL OAO SPON ADR 583840103 3175 27900 SH DEFINED 1, 2 27900 0 0 MECHEL OAO SPON ADR 583840103 239 2100 SH DEFINED 1, 2, 3 2100 0 0 MEDAREX INC COM 583916101 345 39013 SH DEFINED 1, 2 39013 0 0 MEDCATH CORPORATION COM 58404W109 64 3492 SH DEFINED 1, 2 3492 0 0 MEDCO HEALTH SOLUTIONS INC COM 58405U102 2727 62283 SH DEFINED 1, 2 62283 0 0 MEDICIS PHARMACEUTICAL CORP CL A NEW 584690309 8424 428500 SH DEFINED 1, 8, 9 428500 0 0 MEDICIS PHARMACEUTICAL CORP CL A NEW 584690309 372 18900 SH DEFINED 1, 8, 9 18900 0 0 MEDICIS PHARMACEUTICAL CORP NOTE 2.500% 6/0 58470KAA2 16882 18500000 PRN DEFINED 1, 8, 9 18500000 0 0 MEDIS TECHNOLOGIES LTD COM 58500P107 909 100000 SH PUT DEFINED 1, 8, 9 100000 0 0 MEDTRONIC INC COM 585055106 102 2100 SH DEFINED 1 2100 0 0 MEDTRONIC INC COM 585055106 14098 291464 SH DEFINED 1, 2 291464 0 0 MEDTRONIC INC COM 585055106 7473 154499 SH DEFINED 1, 2, 3 154499 0 0 MEDTRONIC INC NOTE 1.500% 4/1 585055AL0 1088 1033000 PRN DEFINED 1, 4, 5 1033000 0 0 MEDTRONIC INC NOTE 1.625% 4/1 585055AM8 7250 6885000 PRN DEFINED 1, 4, 5 6885000 0 0 MEMC ELECTR MATLS INC COM 552715104 4385 61843 SH DEFINED 1, 2 61843 0 0 MEMC ELECTR MATLS INC COM 552715104 25236 355933 SH DEFINED 1, 2, 3 355933 0 0 MENS WEARHOUSE INC COM 587118100 1 27 SH DEFINED 1, 2 27 0 0 MENTOR CORP MINN COM 587188103 106 4115 SH DEFINED 1, 2, 3 4115 0 0 MERCADOLIBRE INC COM 58733R102 81 2200 SH DEFINED 1, 2, 3 2200 0 0 MERCK & CO INC COM 589331107 23653 623273 SH DEFINED 1, 2 623273 0 0 MERCK & CO INC COM 589331107 6835 180111 SH DEFINED 1, 2, 3 180111 0 0 MERCK & CO INC COM 589331107 339 8992 SH DEFINED 1, 7 8992 0 0 MERCURY COMPUTER SYS COM 589378108 45 8000 SH DEFINED 1, 2 8000 0 0 MEREDITH CORP COM 589433101 147 3852 SH DEFINED 1, 2 3852 0 0
MERRILL LYNCH & CO INC COM 590188108 4588 112610 SH DEFINED 1, 2 112610 0 0 MERRILL LYNCH & CO INC COM 590188108 755 18544 SH DEFINED 1, 2, 3 18544 0 0 MERRILL LYNCH & CO INC COM 590188108 4059 100000 SH PUT DEFINED 1, 8, 9 100000 0 0 MET PRO CORP COM 590876306 3898 347393.37 SH DEFINED 1, 2,3 347393.37 0 0 METAVANTE TECHNOLOGIES INC COM 591407101 76 3807 SH DEFINED 1, 2 3807 0 0 METLIFE INC COM 59156R108 6327 104987 SH DEFINED 1, 2 104987 0 0 METLIFE INC COM 59156R108 2467 40940 SH DEFINED 1, 2, 3 40940 0 0 METROPCS COMMUNICATIONS INC COM 591708102 60 3500 SH DEFINED 1, 2 3500 0 0 MF GLOBAL LTD SHS G60642108 160 16200 SH DEFINED 1, 2, 3 16200 0 0 MGIC INVESTMENT CORPORATION COM 552848103 64 6109 SH DEFINED 1, 2 6109 0 0 MGM MIRAGE COM 552953101 919 15638 SH DEFINED 1, 2 15638 0 0 MGM MIRAGE COM 552953101 949 16146 SH DEFINED 1, 2, 3 16146 0 0 MICROCHIP TECHNOLOGY COM 595017104 295 9000 SH DEFINED 1 9000 0 0 MICROCHIP TECHNOLOGY COM 595017104 713 21774 SH DEFINED 1, 2 21774 0 0 MICROCHIP TECHNOLOGY COM 595017104 1444 44107 SH DEFINED 1, 2, 3 44107 0 0 MICRON TECHNOLOGY INC COM 595112103 131 22000 SH DEFINED 1 22000 0 0 MICRON TECHNOLOGY INC COM 595112103 279 46720 SH DEFINED 1, 2 46720 0 0 MICRON TECHNOLOGY INC COM 595112103 1458 244164 SH DEFINED 1, 2, 3 244164 0 0 MICRON TECHNOLOGY INC NOTE 1.875% 6/0 595112AH6 5497 7500000 PRN DEFINED 1, 4, 5 7500000 0 0 MICROSEMI CORP COM 595137100 364 15957 SH DEFINED 1, 2 15957 0 0 MICROSOFT CORP COM 594918104 255 9000 SH DEFINED 1 9000 0 0 MICROSOFT CORP COM 594918104 795 28000 SH DEFINED 1 28000 0 0 MICROSOFT CORP COM 594918104 46263 1630131 SH DEFINED 1, 2 1630131 0 0 MICROSOFT CORP COM 594918104 26621 938004 SH DEFINED 1, 2, 3 938004 0 0 MICROSOFT CORP COM 594918104 4993 177167 SH DEFINED 1, 7 177167 0 0 MICROSTRATEGY INC CL A NEW 594972408 419 5659 SH DEFINED 1, 2 5659 0 0 MICROSTRATEGY INC CL A NEW 594972408 233 3148 SH DEFINED 1, 2, 3 3148 0 0 MIDCAP SPDR TR UNIT SER 1 595635103 281 1988 SH DEFINED 1 1988 0 0 MIDCAP SPDR TR UNIT SER 1 595635103 1256 8900 SH DEFINED 1, 2 8900 0 0 MIDDLESEX WATER CO COM 596680108 3665 201800 SH DEFINED 1, 2, 3 201800 0 0 MILLENNIUM PHARMACEUTICALS INC COM 599902103 1112 71904 SH DEFINED 1, 2 71904 0 0 MILLENNIUM PHARMACEUTICALS INC COM 599902103 2318 150000 SH PUT DEFINED 1, 8, 9 150000 0 0 MILLICOM INTL CELLULAR S A SHS NEW L6388F110 4415 46694 SH DEFINED 1, 2 46694 0 0 MILLICOM INTL CELLULAR S A SHS NEW L6388F110 2124 22467 SH DEFINED 1, 2, 3 22467 0 0 MILLIPORE CORP COM 601073109 2222 32967 SH DEFINED 1, 2 32967 0 0 MILLIPORE CORP COM 601073109 33789 501245 SH DEFINED 1, 2, 3 501245 0 0 MIRANT CORP NEW COM 60467R100 3995 109774 SH DEFINED 1, 2 109774 0 0 MIRANT CORP NEW COM 60467R100 898 24682 SH DEFINED 1, 2, 3 24682 0 0 MKS INSTRUMENTS INC COM 55306N104 3 133 SH DEFINED 1, 2 133 0 0 MOBILE TELESYSTEMS OJSC SPON ADR 607409109 14487 191000 SH DEFINED 1, 2 191000 0 0 MOBILE TELESYSTEMS OJSC SPON ADR 607409109 660 8700 SH DEFINED 1, 2, 3 8700 0 0 MOHAWK INDUSTRIES INC COM 608190104 125 1750 SH DEFINED 1, 2 1750 0 0
MOLEX INC COM 608554101 82 3545 SH DEFINED 1, 2 3545 0 0 MOLEX INC COM 608554101 2 80 SH DEFINED 1, 2, 3 80 0 0 MOLINA HEALTHCARE INC COM 60855R100 63 2572 SH DEFINED 1, 2 2572 0 0 MOLSON COORS BREWING CO CL B 60871R209 726 13819 SH DEFINED 1, 2 13819 0 0 MOLSON COORS BREWING CO CL B 60871R209 4037 76800 SH DEFINED 1, 4, 5 76800 0 0 MONARCH CASINO & RESORT INC COM 609027107 200 11282 SH DEFINED 1, 2 11282 0 0 MONARCH CASINO & RESORT INC COM 609027107 90 5100 SH DEFINED 1, 2, 3 5100 0 0 MONEYGRAM INTL INC COM 60935Y109 13 6875 SH DEFINED 1, 2 6875 0 0 MONEYGRAM INTL INC COM 60935Y109 14 7345 SH DEFINED 1, 2, 3 7345 0 0 MONSANTO CO NEW COM 61166W101 8133 72946 SH DEFINED 1, 2 72946 0 0 MONSANTO CO NEW COM 61166W101 1185 10629 SH DEFINED 1, 2, 3 10629 0 0 MONSTER WORLDWIDE INC COM 611742107 205 8470 SH DEFINED 1, 2 8470 0 0 MONSTER WORLDWIDE INC COM 611742107 69 2862 SH DEFINED 1, 2, 3 2862 0 0 MOODY`S CORP COM 615369105 630 18074 SH DEFINED 1, 2 18074 0 0 MOODY`S CORP COM 615369105 466 13366 SH DEFINED 1, 2, 3 13366 0 0 MORGAN STANLEY COM NEW 617446448 8055 176250 SH DEFINED 1, 2 176250 0 0 MORGAN STANLEY COM NEW 617446448 2090 45743 SH DEFINED 1, 2, 3 45743 0 0 MORGAN STANLEY COM NEW 617446448 123 2643 SH DEFINED 1, 7 2643 0 0 MORNINGSTAR INC COM 617700109 653 10640 SH DEFINED 1, 2 10640 0 0 MORNINGSTAR INC COM 617700109 295 4803 SH DEFINED 1, 2, 3 4803 0 0 MOSAIC CO COM 61945A107 1922 18732 SH DEFINED 1, 2 18732 0 0 MOSAIC CO COM 61945A107 1070 10431 SH DEFINED 1, 2, 3 10431 0 0 MOTOROLA INC COM 620076109 163 17500 SH DEFINED 1 17500 0 0 MOTOROLA INC COM 620076109 419 45000 SH DEFINED 1 45000 0 0 MOTOROLA INC COM 620076109 1316 141508 SH DEFINED 1, 2 141508 0 0 MOTOROLA INC COM 620076109 4739 509596 SH DEFINED 1, 2, 3 509596 0 0 MOTOROLA INC COM 620076109 104 11341 SH DEFINED 1, 7 11341 0 0 MOTOROLA INC COM 620076109 56 6,000 SH DEFINED 6,000 0 0 MOVADO GROUP COM 624580106 163 8382 SH DEFINED 1, 2 8382 0 0 MTR GAMING GROUP INC COM 553769100 164 23439 SH DEFINED 1, 4, 5 23439 0 0 MUELLER WTR PRODS INC COM SER A 624758108 22224 2716845 SH DEFINED 1, 2, 3 2716845 0 0 MURPHY OIL CORPORATION COM 626717102 495 6022 SH DEFINED 1, 2 6022 0 0 MYLAN INC COM 628530107 62 5303 SH DEFINED 1, 2 5303 0 0 MYLAN INC NOTE 1.250% 3/1 628530AG2 8334 10000000 PRN DEFINED 1, 8, 9 10000000 0 0 NABORS INDS INC SHS G6359F103 2300 68118 SH DEFINED 1, 2 68118 0 0 NABORS INDS INC SHS G6359F103 379 11213 SH DEFINED 1, 2, 3 11213 0 0 NABORS INDS INC NOTE 0.940% 5/1 629568AP1 5122 5000000 PRN DEFINED 1, 8, 9 5000000 0 0 NALCO HOLDING COMPANY COM 62985Q101 1 30 SH DEFINED 1, 2 30 0 0 NALCO HOLDING COMPANY COM 62985Q101 26629 1259056 SH DEFINED 1, 2, 3 1259056 0 0 NAPSTER INC COM 630797108 108 72863 SH DEFINED 1, 2, 3 72863 0 0 NASDAQ OMX GROUP INC COM 631103108 1463 37844 SH DEFINED 1, 2 37844 0 0 NASDAQ OMX GROUP INC COM 631103108 415 10730 SH DEFINED 1, 2, 3 10730 0 0
NATIONAL CITY CORP COM 635405103 346 34753 SH DEFINED 1, 2 34753 0 0 NATIONAL CITY CORP COM 635405103 82 8210 SH DEFINED 1, 2, 3 8210 0 0 NATIONAL CITY CORP COM 635405103 390 39166 SH DEFINED 1, 8, 9 39166 0 0 NATIONAL CITY CORP NOTE 4.000% 2/0 635405AW3 4169 5000000 PRN DEFINED 1, 8, 9 5000000 0 0 NATIONAL FINL PARTNERS CORP COM 63607P208 299 13308 SH DEFINED 1, 2, 3 13308 0 0 NATIONAL OILWELL VARCO INC COM 637071101 126 2150 SH DEFINED 1, 2, 3 2150 0 0 NATIONAL RETAIL PROPERTIES INC COM 637417106 225 10200 SH DEFINED 1, 2 10200 0 0 NATIONAL RETAIL PROPERTIES INC NOTE 6/1 637417AA4 1016 1000000 PRN DEFINED 1, 4, 5 1000000 0 0 NATIONAL RETAIL PROPERTIES INC NOTE 5.125% 6/1 637417AC0 3367 3386000 PRN DEFINED 1, 4, 5 3386000 0 0 NATIONAL SEMICONDUCTOR CORP COM 637640103 528 28795 SH DEFINED 1, 2 28795 0 0 NATIONAL SEMICONDUCTOR CORP COM 637640103 1117 60997 SH DEFINED 1, 2, 3 60997 0 0 NATIONAL-OILWELL VARCO INC COM 637071101 1779 30468 SH DEFINED 1, 2 30468 0 0 NATIONWIDE FINANCIAL SERVICES COM 638612101 109 2300 SH DEFINED 1, 2 2300 0 0 NATL WESTERN LIFE INS CO CL A 638522102 484 2232 SH DEFINED 1, 2, 3 2232 0 0 NAVTEQ CORP COM 63936L100 1423 20931 SH DEFINED 1, 2 20931 0 0 NAVTEQ CORP COM 63936L100 588 8642 SH DEFINED 1, 2, 3 8642 0 0 NAVTEQ CORP COM 63936L100 20 300 SH DEFINED 1, 8, 9 300 0 0 NBTY INC COM 628782104 1 39 SH DEFINED 1, 2 39 0 0 NBTY INC COM 628782104 409 13658 SH DEFINED 1, 2, 3 13658 0 0 NCI BUILDING SYS INC NOTE 2.125%11/1 628852AG0 1438 1550000 PRN DEFINED 1, 4, 5 1550000 0 0 NEENAH PAPER INC COM 640079109 0 14 SH DEFINED 1, 2 14 0 0 NEENAH PAPER INC COM 640079109 2 63 SH DEFINED 63 0 0 NEKTAR THERAPEUTIC COM 640268108 780 112375 SH DEFINED 1, 2 112375 0 0 NELNET INC COM 64031N108 285 24219 SH DEFINED 1, 2 24219 0 0 NETGEAR INC COM 64111Q104 195 9764 SH DEFINED 1, 2 9764 0 0 NETSUITE INC COM 64118Q107 482 21647 SH DEFINED 1, 2, 3 21647 0 0 NETWORK APPLIANCE INC COM 64120L104 493 24604 SH DEFINED 1, 2 24604 0 0 NEW YORK & CO INC COM 649295102 287 50000 SH DEFINED 1, 2, 3 50000 0 0 NEW YORK CMNTY BANCORP INC COM 649445103 170 9304 SH DEFINED 1, 2 9304 0 0 NEW YORK CMNTY BANCORP INC COM 649445103 1451 79640 SH DEFINED 1, 2, 3 79640 0 0 NEW YORK TIMES CO CL A 650111107 127 6718 SH DEFINED 1, 2 6718 0 0 NEWELL RUBBERMAID INC COM 651229106 1597 69839 SH DEFINED 1, 2 69839 0 0 NEWELL RUBBERMAID INC COM 651229106 157 6877 SH DEFINED 1, 2, 3 6877 0 0 NEWFIELD EXPL CO COM 651290108 378 7153 SH DEFINED 1, 2 7153 0 0 NEWFIELD EXPL CO COM 651290108 8155 154300 SH DEFINED 1, 2, 3 154300 0 0 NEWMONT MINING CORP COM 651639106 1250 27590 SH DEFINED 1, 2 27590 0 0 NEWS CORP CL A 65248E104 4540 242122 SH DEFINED 1, 2 242122 0 0 NEWS CORP CL A 65248E104 3100 165350 SH DEFINED 1, 2, 3 165350 0 0 NEWS CORP CL B 65248E203 288 15146 SH DEFINED 1, 2 15146 0 0 NEWS CORP CL B 65248E203 367 19280 SH DEFINED 1, 2, 3 19280 0 0 NICE SYS LTD SPON ADR 653656108 562 19900 SH DEFINED 1, 2 19900 0 0 NICE SYS LTD SPON ADR 653656108 51 1800 SH DEFINED 1, 2, 3 1800 0 0
NICOR INC COM 654086107 34 1016 SH DEFINED 1, 2 1016 0 0 NII HLDGS INC CL B NEW 62913F201 560 17611 SH DEFINED 1, 2 17611 0 0 NII HLDGS INC CL B NEW 62913F201 923 29031 SH DEFINED 1, 2, 3 29031 0 0 NIKE INC CL B 654106103 5407 79515 SH DEFINED 1, 2 79515 0 0 NIKE INC CL B 654106103 4108 60405 SH DEFINED 1, 2, 3 60405 0 0 NISOURCE INC COM 65473P105 252 14592 SH DEFINED 1, 2 14592 0 0 NOBLE CORP SHS G65422100 4571 92026 SH DEFINED 1, 2 92026 0 0 NOBLE CORP SHS G65422100 1259 25349 SH DEFINED 1, 2, 3 25349 0 0 NOBLE ENERGY INC COM 655044105 843 11580 SH DEFINED 1, 2 11580 0 0 NOKIA ADR COM 654902204 191 6000 SH DEFINED 1, 2 6000 0 0 NORDSTROM INC COM 655664100 267 8192 SH DEFINED 1, 2 8192 0 0 NORDSTROM INC COM 655664100 93 2852 SH DEFINED 1, 2, 3 2852 0 0 NORFOLK SOUTHERN CORP COM 655844108 4686 86265 SH DEFINED 1, 2 86265 0 0 NORFOLK SOUTHERN CORP COM 655844108 1433 26389 SH DEFINED 1, 2, 3 26389 0 0 NORTHERN TRUST CORP COM 665859104 3745 56345 SH DEFINED 1, 2 56345 0 0 NORTHERN TRUST CORP COM 665859104 830 12490 SH DEFINED 1, 2, 3 12490 0 0 NORTHROP GRUMMAN CORPORATION COM 666807102 1542 19819 SH DEFINED 1, 2 19819 0 0 NORTHWEST PIPE CO COM 667746101 8319 195776 SH DEFINED 1, 2, 3 195776 0 0 NOVA BIOSOURCE FUELS INC COM 65488W103 1224 816310 SH DEFINED 1, 2, 3 816310 0 0 NOVELL INC COM 670006105 88 14069 SH DEFINED 1, 2 14069 0 0 NOVELL INC COM 670006105 207 32878 SH DEFINED 1, 2, 3 32878 0 0 NOVELL INC COM 670006105 6280 1000000 SH PUT DEFINED 1, 8, 9 1000000 0 0 NOVELL INC COM 670006105 2023 321700 SH DEFINED 1, 8, 9 321700 0 0 NOVELL INC DBCV 670006AC9 7088 7500000 SH DEFINED 1, 8, 9 7500000 0 0 NOVELLUS SYS INC COM 670008101 130 6156 SH DEFINED 1, 2 6156 0 0 NOVELLUS SYS INC COM 670008101 1373 65211 SH DEFINED 1, 2, 3 65211 0 0 NRG ENERGY INC COM NEW 629377508 1878 48158 SH DEFINED 1, 2 48158 0 0 NRG ENERGY INC COM NEW 629377508 517 13258 SH DEFINED 1, 2, 3 13258 0 0 NRG ENERGY INC COM NEW 629377508 11670 300000 SH PUT DEFINED 1, 8, 9 300000 0 0 NTT DOCOMO INC SPON ADR 62942M201 157 10300 SH DEFINED 1, 2 10300 0 0 NUANCE COMMUNICATIONS INC COM 67020Y100 747 42890 SH DEFINED 1, 2 42890 0 0 NUANCE COMMUNICATIONS INC COM 67020Y100 211 12119 SH DEFINED 1, 2, 3 12119 0 0 NUCOR CORP COM 670346105 2294 33863 SH DEFINED 1, 2 33863 0 0 NUCOR CORP COM 670346105 995 14690 SH DEFINED 1, 2, 3 14690 0 0 NUTRI SYS INC NEW COM 67069D108 60 3953 SH DEFINED 1, 2 3953 0 0 NVIDIA CORP COM 67066G104 1328 67121 SH DEFINED 1, 2 67121 0 0 NVIDIA CORP COM 67066G104 452 22838 SH DEFINED 1, 2, 3 22838 0 0 NVR INC COM 62944T105 58 97 SH DEFINED 1, 2 97 0 0 NYMEX HOLDINGS INC COM 62948N104 246 2716 SH DEFINED 1, 2 2716 0 0 NYSE EURONEXT COM 629491101 3490 56561 SH DEFINED 1, 2 56561 0 0 NYSE EURONEXT COM 629491101 15 243 SH DEFINED 1, 7 243 0 0 O CHARLEY S INC COM 670823103 88 7600 SH DEFINED 1, 2, 3 7600 0 0
O REILLY AUTOMOTIVE INC COM 686091109 1015 35600 SH DEFINED 1, 8, 9 35600 0 0 O REILLY AUTOMOTIVE INC COM 686091109 1426 50000 SH PUT DEFINED 1, 8, 9 50000 0 0 OCCIDENTAL PETE CORP DEL COM 674599105 10283 140535 SH DEFINED 1, 2 140535 0 0 OCCIDENTAL PETE CORP DEL COM 674599105 4702 64255 SH DEFINED 1, 2, 3 64255 0 0 OCEAN PWR TECHNOLOGIES INC COM NEW 674870308 351 28737 SH DEFINED 1, 2, 3 28737 0 0 OCEAN PWR TECHNOLOGIES INC COM NEW 674870308 2 125 SH DEFIINED 125 0 0 OCEANEERING INTL INC COM 675232102 2478 39327 SH DEFINED 1, 2 39327 0 0 OCEANEERING INTL INC COM 675232102 755 11983 SH DEFINED 1, 2, 3 11983 0 0 OFFICE DEPOT INC COM 676220106 146 13254 SH DEFINED 1, 2 13254 0 0 OFFICE DEPOT INC COM 676220106 80 7259 SH DEFINED 1, 2, 3 7259 0 0 OFFICEMAX INC DEL COM 67622P101 123 6401 SH DEFINED 1, 2 6401 0 0 OFFICEMAX INC DEL COM 67622P101 782 40837 SH DEFINED 1, 2, 3 40837 0 0 OLD REP INTL CORP COM 680223104 155 12019 SH DEFINED 1, 2 12019 0 0 OM GROUP INC COM 670872100 617 11309 SH DEFINED 1, 2 11309 0 0 OM GROUP INC COM 670872100 138 2532 SH DEFINED 1, 2, 3 2532 0 0 OMNICARE INC COM 681904108 569 31334 SH DEFINED 1, 2 31334 0 0 OMNICARE INC COM 681904108 515 28377 SH DEFINED 1, 2, 3 28377 0 0 OMNICOM GROUP INC COM 681919106 256 5800 SH DEFINED 1 5800 0 0 OMNICOM GROUP INC COM 681919106 1580 35764 SH DEFINED 1, 2 35764 0 0 OMNICOM GROUP INC COM 681919106 785 17772 SH DEFINED 1, 2, 3 17772 0 0 OMNICOM GROUP INC NOTE 2/0 681919AK2 9412 9506000 PRN DEFINED 1, 4, 5 9506000 0 0 OMNICOM GROUP INC NOTE 7/3 681919AM8 5113 5084000 PRN DEFINED 1, 4, 5 5084000 0 0 OMNITURE INC COM 68212S109 118 5090 SH DEFINED 1, 2 5090 0 0 OMNITURE INC COM 68212S109 118 5090 SH DEFINED 1, 2, 3 5090 0 0 OMNIVISION TECHNOLOGIES INC COM 682128103 155 9242 SH DEFINED 1, 2 9242 0 0 OMRIX BIOPHARMACEUTICALS INC COM 681989109 5114 365287 SH DEFINED 1, 2 365287 0 0 ON SEMICONDUCTOR CORP COM 682189105 143 25167 SH DEFINED 1, 2 25167 0 0 ON SEMICONDUCTOR CORP COM 682189105 60 10491 SH DEFINED 1, 2, 3 10491 0 0 ONYX PHARMACEUTICALS INC COM 683399109 2664 91770 SH DEFINED 1, 2 91770 0 0 OPEN JT STK CO-VIMPEL COMMUN SPON ADR 68370R109 9831 328900 SH DEFINED 1, 2 328900 0 0 OPEN JT STK CO-VIMPEL COMMUN SPON ADR 68370R109 565 18900 SH DEFINED 1, 2, 3 18900 0 0 OPTIONSXPRESS HLDGS INC COM 684010101 515 24888 SH DEFINED 1, 2 24888 0 0 OPTIONSXPRESS HLDGS INC COM 684010101 82 3960 SH DEFINED 1, 2, 3 3960 0 0 ORACLE CORP COM 68389X105 383 19598 SH DEFINED 1 19598 0 0 ORACLE CORP COM 68389X105 17766 908273 SH DEFINED 1, 2 908273 0 0 ORACLE CORP COM 68389X105 3818 195191 SH DEFINED 1, 2, 3 195191 0 0 ORACLE CORP COM 68389X105 3510 180191 SH DEFINED 1, 7 180191 0 0 ORACLE CORP COM 68389X105 4882 250000 SH CALL DEFINED 1, 8, 9 250000 0 0 ORBCOMM INC COM 68555P100 81 16360 SH DEFINED 1, 2 16360 0 0 ORIENTAL FINANCIAL GROUP COM 68618W100 115 5851 SH DEFINED 1, 2 5851 0 0 ORIENT-EXPRESS HOTELS LTD CL A G67743107 2 54 SH DEFINED 1, 2 54 0 0 ORIENT-EXPRESS HOTELS LTD CL A G67743107 22 500 SH DEFINED 1, 2, 3 500 0 0
ORMAT TECHNOLOGIES INC COM 686688102 982 22827 SH DEFINED 1, 2 22827 0 0 ORMAT TECHNOLOGIES INC COM 686688102 23912 555972 SH DEFINED 1, 2, 3 555972 0 0 OSHKOSH CORP COM 688239201 86 2369 SH DEFINED 1, 2 2369 0 0 OSI PHARMACEUTICALS INC COM 671040103 2407 64375 SH DEFINED 1, 2 64375 0 0 OVERSEAS SHIPHOLDING GROUP I COM 690368105 1497 21372 SH DEFINED 1, 2 21372 0 0 OVERSEAS SHIPHOLDING GROUP I COM 690368105 1522 21736 SH DEFINED 1, 2, 3 21736 0 0 OWENS CORNING NEW COM 690742101 2156 118935 SH DEFINED 1, 8, 9 118935 0 0 OWENS ILLINOIS INC COM NEW 690768403 815 14448 SH DEFINED 1, 2 14448 0 0 OWENS ILLINOIS INC COM NEW 690768403 474 8392 SH DEFINED 1, 2, 3 8392 0 0 OXFORD INDS INC COM 691497309 88 3900 SH DEFINED 1, 2, 3 3900 0 0 PACCAR INC COM 693718108 4285 95224 SH DEFINED 1, 2 95224 0 0 PACCAR INC COM 693718108 963 21401 SH DEFINED 1, 2, 3 21401 0 0 PACIFIC ETHANOL INC COM 69423U107 152 34800 SH PUT DEFINED 1, 8, 9 34800 0 0 PACTIV CORP COM 695257105 190 7262 SH DEFINED 1, 2 7262 0 0 PALL CORP COM 696429307 912 26002 SH DEFINED 1, 2 26002 0 0 PALL CORP COM 696429307 48964 1396173 SH DEFINED 1, 2, 3 1396173 0 0 PALM INC NEW COM 696643105 498 100000 SH DEFINED 1, 7 100000 0 0 PALOMAR MED TECHNOLOGIES INC COM NEW 697529303 0 32 SH DEFINED 1, 2 32 0 0 PALOMAR MED TECHNOLOGIES INC COM NEW 697529303 7 473 SH DEFINED 1, 2, 3 473 0 0 PANTRY INC COM 698657103 118 5606 SH DEFINED 1, 2 5606 0 0 PAPA JOHNS INTL INC COM 698813102 732 30228 SH DEFINED 1, 2 30228 0 0 PAPA JOHNS INTL INC COM 698813102 263 10856 SH DEFINED 1, 2, 3 10856 0 0 PARKER HANNIFIN CORP COM 701094104 2272 32806 SH DEFINED 1, 2 32806 0 0 PARKER HANNIFIN CORP COM 701094104 78 1119 SH DEFINED 1, 2, 3 1119 0 0 PARTNERRE LTD COM G6852T105 982 12864 SH DEFINED 1, 2 12864 0 0 PARTNERRE LTD COM G6852T105 1241 16400 SH DEFINED 1, 2, 3 16400 0 0 PATRIOT COAL CORP COM 70336T104 83 1765 SH DEFINED 1, 2 1765 0 0 PATRIOT COAL CORP COM 70336T104 12 263 SH DEFINED 1, 2, 3 263 0 0 PATTERSON COMPANIES INC COM 703395103 1042 28718 SH DEFINED 1, 2 28718 0 0 PATTERSON COMPANIES INC COM 703395103 300 8275 SH DEFINED 1, 2, 3 8275 0 0 PATTERSON UTI ENERGY INC COM 703481101 1014 39160 SH DEFINED 1, 2, 3 39160 0 0 PATTERSON-UTI ENERGY INC COM 703481101 214 8181 SH DEFINED 1, 2 8181 0 0 PAYCHEX INC COM 704326107 827 24153 SH DEFINED 1, 2 24153 0 0 PAYCHEX INC COM 704326107 392 11436 SH DEFINED 1, 2, 3 11436 0 0 PDL BIOPHARMA INC COM 69329Y104 1262 119216 SH DEFINED 1, 2 119216 0 0 PDL BIOPHARMA INC COM 69329Y104 15 1415 SH DEFINED 1, 7 1415 0 0 PDL BIOPHARMA INC COM 69329Y104 5300 500000 SH PUT DEFINED 1, 8, 9 500000 0 0 PDL BIOPHARMA INC COM 69329Y104 2650 250000 SH CALL DEFINED 1, 8, 9 250000 0 0 PDL BIOPHARMA INC COM 69329Y104 8116 766351 SH DEFINED 1, 8, 9 766351 0 0 PEABODY ENERGY CORP COM 704549104 1865 36568 SH DEFINED 1, 2 36568 0 0 PEABODY ENERGY CORP SDCV 4.750%12/1 704549AG9 113 100000 PRN DEFINED 1, 4, 5 100000 0 0 PENN NATIONAL GAMING INC COM 707569109 353 8079 SH DEFINED 1, 2 8079 0 0
PENN NATIONAL GAMING INC COM 707569109 189 4328 SH DEFINED 1, 2, 3 4328 0 0 PENNEY J C INC COM 708160106 1474 39092 SH DEFINED 1, 2 39092 0 0 PENNEY J C INC COM 708160106 110 2926 SH DEFINED 1, 2, 3 2926 0 0 PENNICHUCK CORP COM NEW 708254206 1614 69871 SH DEFINED 1, 2, 3 69871 0 0 PENTAIR INC COM 709631105 118 3706 SH DEFINED 1, 2 3706 0 0 PENTAIR INC COM 709631105 47620 1492802 SH DEFINED 1, 2, 3 1492802 0 0 PEOPLES UNITED FINANCIAL INC COM 712704105 271 15681 SH DEFINED 1, 2 15681 0 0 PEPCO HOLDINGS INC COM 713291102 166 6728 SH DEFINED 1, 2 6728 0 0 PEPCO HOLDINGS INC COM 713291102 188 7608 SH DEFINED 1, 2, 3 7608 0 0 PEPSI BOTTLING GROUP INC COM 713409100 202 5954 SH DEFINED 1, 2 5954 0 0 PEPSI BOTTLING GROUP INC COM 713409100 134 3942 SH DEFINED 1, 2, 3 3942 0 0 PEPSIAMERICAS INC COM 71343P200 79 3078 SH DEFINED 1, 2 3078 0 0 PEPSICO INC COM 713448108 130 1800 SH DEFINED 1 1800 0 0 PEPSICO INC COM 713448108 26734 370273 SH DEFINED 1, 2 370273 0 0 PEPSICO INC COM 713448108 5860 81161 SH DEFINED 1, 2, 3 81161 0 0 PEPSICO INC COM 713448108 7 97 SH DEFINED 1, 7 97 0 0 PERFECT WORLD CO LTD SPON ADR REP B 71372U104 120 5300 SH DEFINED 1, 2 5300 0 0 PERFECT WORLD CO LTD SPON ADR REP B 71372U104 202 8800 SH DEFINED 1, 2, 3 8800 0 0 PERFORMANCE FOOD GROUP CO COM 713755106 112 3431 SH DEFINED 1, 2 3431 0 0 PERFORMANCE FOOD GROUP CO COM 713755106 61 1872 SH DEFINED 1, 2, 3 1872 0 0 PERKINELMER INC COM 714046109 748 30862 SH DEFINED 1, 2 30862 0 0 PERKINELMER INC COM 714046109 376 15496 SH DEFINED 1, 2, 3 15496 0 0 PERRIGO CO COM 714290103 934 24757 SH DEFINED 1, 2 24757 0 0 PERRIGO CO COM 714290103 347 9207 SH DEFINED 1, 2, 3 9207 0 0 PETROCHINA CO LTD SPON ADR 71646E100 9039 70600 SH DEFINED 1 70600 0 0 PETSMART INC COM 716768106 382 18701 SH DEFINED 1, 2 18701 0 0 PFIZER INC COM 717081103 209 10000 SH DEFINED 1 10000 0 0 PFIZER INC COM 717081103 879 42000 SH DEFINED 1 42000 0 0 PFIZER INC COM 717081103 39321 1878703 SH DEFINED 1, 2 1878703 0 0 PFIZER INC COM 717081103 13326 636677 SH DEFINED 1, 2, 3 636677 0 0 PFIZER INC COM 717081103 1930 93352 SH DEFINED 1, 7 93352 0 0 PG&E CORP COM 69331C108 1218 33091 SH DEFINED 1, 2 33091 0 0 PG&E CORP COM 69331C108 2607 70803 SH DEFINED 1, 2, 3 70803 0 0 PHARMACEUTICAL PROD DEV INC COM 717124101 113 2700 SH DEFINED 1, 2 2700 0 0 PHARMANET DEV GROUP INC COM 717148100 94 3722 SH DEFINED 1, 2 3722 0 0 PHARMERICA CORPORATION COM 71714F104 11 648 SH DEFINED 1, 2 648 0 0 PHILIPPINE LONG DISTANCE TEL SPON ADR 718252604 35 528 SH DEFINED 1 528 0 0 PHILIPPINE LONG DISTANCE TEL SPON ADR 718252604 239 3600 SH DEFINED 1, 2 3600 0 0 PHILLIPS VAN HEUSEN CORP COM 718592108 1 17 SH DEFINED 1, 2 17 0 0 PHOENIX COS INC NEW COM 71902E109 481 39358 SH DEFINED 1, 2, 3 39358 0 0 PHOENIX TECHNOLOGY LTD COM 719153108 141 9030 SH DEFINED 1, 2 9030 0 0 PHOTRONICS INC COM 719405102 35 3657 SH DEFINED 1, 2 3657 0 0
PILGRIMS PRIDE CORP COM 721467108 520 25687 SH DEFINED 1, 2 25687 0 0 PILGRIMS PRIDE CORP COM 721467108 264 13034 SH DEFINED 1, 2, 3 13034 0 0 PINNACLE ENTERTAINMENT INC COM 723456109 1 47 SH DEFINED 1, 2 47 0 0 PINNACLE WEST CAP CORP COM 723484101 446 12707 SH DEFINED 1, 2 12707 0 0 PINNACLE WEST CAP CORP COM 723484101 1066 30397 SH DEFINED 1, 2, 3 30397 0 0 PIONEER NAT RES CO COM 723787107 954 19412 SH DEFINED 1, 2 19412 0 0 PIONEER NAT RES CO COM 723787107 285 5810 SH DEFINED 1, 2, 3 5810 0 0 PIONEER NAT RES CO COM 723787107 1032 21013 SH DEFINED 1, 4, 5 21013 0 0 PIPER JAFFRAY COS COM 724078100 0 2 SH DEFINED 1, 2 2 0 0 PITNEY BOWES INC COM 724479100 529 15098 SH DEFINED 1, 2 15098 0 0 PLAINS EXPL& PRODTN CO COM 726505100 203 3828 SH DEFINED 1, 2 3828 0 0 PLATINUM UNDERWRITER HLDGS L COM G7127P100 1739 53586 SH DEFINED 1, 2 53586 0 0 PLATINUM UNDERWRITER HLDGS L COM G7127P100 316 9726 SH DEFINED 1, 2, 3 9726 0 0 PLEXUS CORP COM 729132100 187 6678 SH DEFINED 1, 2 6678 0 0 PLUG POWER INC COM 72919P103 2474 795602 SH DEFINED 1, 2, 3 795602 0 0 PLUM CREEK TIMBER CO INC COM 729251108 476 11699 SH DEFINED 1, 2 11699 0 0 PLUM CREEK TIMBER CO INC COM 729251108 1494 36700 SH DEFINED 1, 2, 3 36700 0 0 PMC-SIERRA INC COM 69344F106 25 4464 SH DEFINED 1, 2 4464 0 0 PMI GROUP INC COM 69344M101 22 3813 SH DEFINED 1, 2 3813 0 0 PNC FINL SVCS GROUP INC COM 693475105 3661 55830 SH DEFINED 1, 2 55830 0 0 PNC FINL SVCS GROUP INC COM 693475105 630 9606 SH DEFINED 1, 2, 3 9606 0 0 PNM RESOURCES INC COM 69349H107 159 12736 SH DEFINED 1, 2 12736 0 0 POLO RALPH LAUREN CORP CL A 731572103 176 3011 SH DEFINED 1, 2 3011 0 0 POLO RALPH LAUREN CORP CL A 731572103 107 1833 SH DEFINED 1, 2, 3 1833 0 0 POLYCOM INC COM 73172K104 72 3211 SH DEFINED 1, 2 3211 0 0 POLYCOM INC COM 73172K104 71 3165 SH DEFINED 1, 2, 3 3165 0 0 POPULAR INC COM 733174106 1161 100000 SH PUT DEFINED 1, 8, 9 100000 0 0 POPULAR INC COM 733174106 170 14600 SH DEFINED 1, 8, 9 14600 0 0 POSCO SPON ADR 693483109 2808 23597 SH DEFINED 1, 2, 3 23597 0 0 POST PROPERTIES INC COM 737464107 418 10820 SH DEFINED 1, 2 10820 0 0 POTLATCH CORP NEW COM 737630103 2 50 SH DEFINED 1, 2 50 0 0 POTLATCH CORP NEW COM 737630103 284 6875 SH DEFINED 1, 2, 3 6875 0 0 POWERSHARES DB CMDTY IDX TRA UNIT BEN INT 73935S105 715 20000 SH DEFINED 1 20000 0 0 POWERSHARES QQQ TRUST UNIT SER 1 73935A104 15 335 SH DEFINED 1 335 0 0 POWERSHARES QQQ TRUST UNIT SER 1 73935A104 583 13344 SH DEFINED 1 13344 0 0 POWERSHARES QQQ TRUST UNIT SER 1 73935A104 1505 34431 SH DEFINED 1, 2 34431 0 0 POWERSHARES QQQ TRUST UNIT SER 1 73935A104 393 9000 SH DEFINED 1, 7 9000 0 0 POWERSHS DB MULTI SECT COMM DB AGRICULT FD 73936B408 1768 48500 SH DEFINED 1 48500 0 0 PPG INDS INC COM 693506107 648 10704 SH DEFINED 1, 2 10704 0 0 PPL CORP COM 69351T106 2584 56279 SH DEFINED 1, 2 56279 0 0 PPL CORP COM 69351T106 419 9129 SH DEFINED 1, 2, 3 9129 0 0 PRAXAIR INC COM 74005P104 1645 19530 SH DEFINED 1, 2 19530 0 0
PRECISION CASTPARTS CORP COM 740189105 7302 71536 SH DEFINED 1, 2 71536 0 0 PRESTIGE BRANDS HLDGS INC COM 74112D101 409 50000 SH DEFINED 1, 2, 3 50000 0 0 PRICE T ROWE GROUP INC COM 74144T108 2804 56071 SH DEFINED 1, 2 56071 0 0 PRICE T ROWE GROUP INC COM 74144T108 2031 40619 SH DEFINED 1, 2, 3 40619 0 0 PRICELINE COM INC COM 741503403 1511 12501 SH DEFINED 1, 2 12501 0 0 PRICELINE COM INC COM NEW 741503403 520 4306 SH DEFINED 1, 2, 3 4306 0 0 PRICESMART INC COM 741511109 67 2412 SH DEFINED 1, 2 2412 0 0 PRIDE INTL INC DEL COM 74153Q102 1714 49048 SH DEFINED 1, 2 49048 0 0 PRIDE INTL INC DEL COM 74153Q102 596 17060 SH DEFINED 1, 2, 3 17060 0 0 PRIDE INTL INC DEL COM 74153Q102 1903 54460 SH DEFINED 1, 8, 9 54460 0 0 PRIDE INTL INC DEL NOTE 3.250% 5/0 74153QAD4 1912 1400000 PRN DEFINED 1, 8, 9 1400000 0 0 PRINCIPAL FINANCIAL GROUP INC COM 74251V102 1045 18757 SH DEFINED 1, 2 18757 0 0 PRINCIPAL FINANCIAL GROUP INC COM 74251V102 933 16736 SH DEFINED 1, 2, 3 16736 0 0 PROCTER & GAMBLE CO COM 742718109 1138 16248 SH DEFINED 1 16248 0 0 PROCTER & GAMBLE CO COM 742718109 25315 361275 SH DEFINED 1, 2 361275 0 0 PROCTER & GAMBLE CO COM 742718109 14410 205653 SH DEFINED 1, 2, 3 205653 0 0 PROCTER & GAMBLE CO COM 742718109 223 3218 SH DEFINED 1, 7 3218 0 0 PROCTER & GAMBLE CO COM 742718109 150 2,145 SH DEFINED 2,145 0 0 PROGENICS PHARMACEUTICALS IN COM 743187106 168 25741 SH DEFINED 1, 2 25741 0 0 PROGRESS ENERGY INC COM 743263105 640 15354 SH DEFINED 1, 2 15354 0 0 PROGRESS SOFTWARE CORP COM 743312100 235 7851 SH DEFINED 1, 2 7851 0 0 PROGRESSIVE CORP OHIO COM 743315103 702 43708 SH DEFINED 1, 2 43708 0 0 PROLOGIS SH BEN INT 743410102 824 14000 SH DEFINED 1 14000 0 0 PROLOGIS SH BEN INT 743410102 11027 187338 SH DEFINED 1, 2 187338 0 0 PROLOGIS SH BEN INT 743410102 109 1854 SH DEFINED 1, 2, 3 1854 0 0 PROLOGIS SH BEN INT 743410102 3355 57000 SH DEFINED 1, 4, 5 57000 0 0 PROTECTIVE LIFE CORP COM 743674103 457 11273 SH DEFINED 1, 2, 3 11273 0 0 PROVIDENT ENERGY TR TRUST UNIT 74386K104 291 27200 SH DEFINED 1, 7 27200 0 0 PRUDENTIAL FINANCIAL INC COM 744320102 12765 163127 SH DEFINED 1, 2 163127 0 0 PRUDENTIAL FINANCIAL INC COM 744320102 2239 28614 SH DEFINED 1, 2, 3 28614 0 0 PRUDENTIAL FINANCIAL INC COM 744320102 16 200 SH DEFINED 1, 4, 5 200 0 0 PSYCHIATRIC SOLUTIONS INC COM 74439H108 2730 80481 SH DEFINED 1, 2 80481 0 0 PSYCHIATRIC SOLUTIONS INC COM 74439H108 758 22338 SH DEFINED 1, 2, 3 22338 0 0 PUBLIC STORAGE INC COM 74460D109 3169 35762 SH DEFINED 1, 2 35762 0 0 PUBLIC SVC ENTERPRISE GROUP COM 744573106 5677 141261 SH DEFINED 1, 2 141261 0 0 PUBLIC SVC ENTERPRISE GROUP COM 744573106 3772 93862.2538 SH DEFINED 1, 2, 3 93862.2538 0 0 PULTE HOMES INC COM 745867101 1029 70689 SH DEFINED 1, 2 70689 0 0 PULTE HOMES INC COM 745867101 68 4674 SH DEFINED 1, 2, 3 4674 0 0 Q LOGIC COM 747277101 108 7027 SH DEFINED 1, 2 7027 0 0 QIAGEN N V ORD N72482107 104 5000 SH DEFINED 1, 2 5000 0 0 QIMONDA AG SPON ADR 746904101 3626 841256 SH DEFINED 1, 8, 9 841256 0 0 QIMONDA FIN LLC NOTE 6.750% 3/2 74732WAA7 6972 7500000 PRN DEFINED 1, 8, 9 7500000 0 0
QUALCOMM INC COM 747525103 185 4500 SH DEFINED 1 4500 0 0 QUALCOMM INC COM 747525103 15411 375868 SH DEFINED 1, 2 375868 0 0 QUALCOMM INC COM 747525103 5078 123861 SH DEFINED 1, 2, 3 123861 0 0 QUALITY SYSTEMS INC COM 747582104 1 29 SH DEFINED 1, 2 29 0 0 QUANTA SERVICES INC COM 74762E102 1171 50540 SH DEFINED 1, 2 50540 0 0 QUANTA SERVICES INC COM 74762E102 506 21855 SH DEFINED 1, 2, 3 21855 0 0 QUEST DIAGNOSTICS INC COM 74834L100 1029 22722 SH DEFINED 1, 2 22722 0 0 QUESTAR CORP COM 748356102 537 9502 SH DEFINED 1, 2 9502 0 0 QUICKSILVER RESOURCES INC COM 74837R104 952 26058 SH DEFINED 1, 2 26058 0 0 QUICKSILVER RESOURCES INC COM 74837R104 435 11915 SH DEFINED 1, 2, 3 11915 0 0 QWEST COMMUNICATIONS INTL IN COM 749121109 502 110813 SH DEFINED 1, 2 110813 0 0 R H DONNELLEY CORP COM NEW 74955W307 35 7000 SH DEFINED 1, 2, 3 7000 0 0 RADIAN GROUP INC COM 750236101 53 8105 SH DEFINED 1, 2 8105 0 0 RADIAN GROUP INC COM 750236101 40 6048 SH DEFINED 1, 8, 9 6048 0 0 RADIOSHACK CORP COM 750438103 119 7319 SH DEFINED 1, 2 7319 0 0 RADIOSHACK CORP COM 750438103 1541 94832 SH DEFINED 1, 2, 3 94832 0 0 RAMBUS INC DEL COM 750917106 5810 250000 SH PUT DEFINED 1, 8, 9 250000 0 0 RAMBUS INC DEL NOTE 2/0 750917AB2 10264 9000000 PRN DEFINED 1, 8, 9 9000000 0 0 RANGE RES CORP COM 75281A109 509 8028 SH DEFINED 1, 2 8028 0 0 RANGE RES CORP COM 75281A109 6 100 SH DEFINED 1, 2, 3 100 0 0 RAYMOND JAMES FINANCIAL INC COM 754730109 92 4019 SH DEFINED 1, 2 4019 0 0 RAYONIER TRS HOLDINGS INC NOTE 3.750%10/1 75508AAB2 2087 2024000 PRN DEFINED 1, 4, 5 2024000 0 0 RAYTHEON CO COM 755111507 1310 20279 SH DEFINED 1, 2 20279 0 0 RC2 CORPORATION COM 749388104 161 7693 SH DEFINED 1, 2 7693 0 0 REALNETWORKS INC COM 75605L104 131 22945 SH DEFINED 1, 2, 3 22945 0 0 REALTY INCOME CORP COM 756109104 1020 39800 SH DEFINED 1, 2 39800 0 0 RED HAT INC COM 756577102 22 1218 SH DEFINED 1, 2 1218 0 0 RED ROBIN GOURMET BURGERS INC COM 75689M101 186 4962 SH DEFINED 1, 2 4962 0 0 REGENCY CENTERS CORP COM 758849103 1216 18773 SH DEFINED 1, 2 18773 0 0 REGIONS FINANCIAL CORPORATION COM 7591EP100 960 48623 SH DEFINED 1, 2 48623 0 0 REHABCARE GROUP INC COM 759148109 209 13913 SH DEFINED 1, 2 13913 0 0 REINSURANCE GROUP AMER INC COM 759351109 420 7711 SH DEFINED 1, 2, 3 7711 0 0 RELIANT ENERGY INC COM 75952B105 1002 42387 SH DEFINED 1, 2 42387 0 0 RELIANT ENERGY INC COM 75952B105 331 14009 SH DEFINED 1, 2, 3 14009 0 0 RENAISSANCERE HOLDINGS LTD COM G7496G103 455 8768 SH DEFINED 1, 2 8768 0 0 RENAISSANCERE HOLDINGS LTD COM G7496G103 1163 22611 SH DEFINED 1, 2, 3 22611 0 0 RENTECH INC COM 760112102 167 187487 SH DEFINED 1, 2, 3 187487 0 0 REPUBLIC SVC INC COM 760759100 192 6570 SH DEFINED 1, 2 6570 0 0 REPUBLIC SVC INC COM 760759100 1511 51664 SH DEFINED 1, 2, 3 51664 0 0 RES-CARE INC COM 760943100 102 5936 SH DEFINED 1, 2 5936 0 0 RESEARCH IN MOTION LTD COM 760975102 5681 50618 SH DEFINED 1, 2 50618 0 0 RESEARCH IN MOTION LTD COM 760975102 513 4570 SH DEFINED 1, 2, 3 4570 0 0
REYNOLDS AMERICAN INC COM 761713106 1596 27038 SH DEFINED 1, 2 27038 0 0 REYNOLDS AMERICAN INC COM 761713106 2640 44720 SH DEFINED 1, 2, 3 44720 0 0 RF MICRO DEVICES INC NOTE 1.000% 4/1 749941AJ9 511 800000 PRN DEFINED 1, 4, 5 800000 0 0 RIGEL PHARMACEUTICALS INC COM 766559603 10 523 SH DEFINED 1, 2 523 0 0 RISKMETRICS GROUP INC COM 767735103 78 4008 SH DEFINED 1, 2, 3 4008 0 0 RITE AID CORP COM 767754104 576 200000 SH PUT DEFINED 1, 4, 6 200000 0 0 RITE AID CORP COM 767754104 576 200000 SH PUT DEFINED 1, 8, 9 200000 0 0 ROBBINS & MYERS COM 770196103 265 8130 SH DEFINED 1, 2 8130 0 0 ROBERT HALF COM 770323103 236 9172 SH DEFINED 1, 2 9172 0 0 ROCK-TENN CO CL A 772739207 135 4504 SH DEFINED 1, 2 4504 0 0 ROCKWELL AUTOMATION INC COM 773903109 580 10093 SH DEFINED 1, 2 10093 0 0 ROCKWELL COLLINS INC COM 774341101 10228 178974 SH DEFINED 1, 2 178974 0 0 ROCKWELL COLLINS INC COM 774341101 5058 88500 SH DEFINED 1, 2, 3 88500 0 0 ROHM & HAAS CO COM 775371107 519 9597 SH DEFINED 1, 2 9597 0 0 ROHM & HAAS CO COM 775371107 82 1508 SH DEFINED 1, 2, 3 1508 0 0 ROPER INDS INC NEW COM 776696106 172 2892 SH DEFINED 1, 2 2892 0 0 ROPER INDS INC NEW COM 776696106 50015 841442 SH DEFINED 1, 2, 3 841442 0 0 ROSS STORES INC COM 778296103 982 32788 SH DEFINED 1, 2 32788 0 0 ROSS STORES INC COM 778296103 384 12823 SH DEFINED 1, 2, 3 12823 0 0 ROWAN COS INC COM 779382100 4169 101246 SH DEFINED 1, 2 101246 0 0 ROWAN COS INC COM 779382100 1083 26292 SH DEFINED 1, 2, 3 26292 0 0 ROYAL CARIBBEAN CRUISES LTD COM V7780T103 843 25628 SH DEFINED 1, 2 25628 0 0 ROYAL CARIBBEAN CRUISES LTD COM V7780T103 932 28314 SH DEFINED 1, 2, 3 28314 0 0 RPC INC COM 749660106 1 83 SH DEFINED 1, 2 83 0 0 RPC INC COM 749660106 59 3905 SH DEFINED 1, 2, 3 3905 0 0 RYANAIR HLDGS PLC SPON ADR 783513104 28 1000 SH DEFINED 1, 2 1000 0 0 RYANAIR HLDGS PLC SPON ADR 783513104 761 26900 SH DEFINED 1, 2, 3 26900 0 0 RYDER SYS INC COM 783549108 84 1373 SH DEFINED 1, 2 1373 0 0 SAFECO CORP COM 786429100 941 21435 SH DEFINED 1, 2 21435 0 0 SAFECO CORP COM 786429100 920 20977 SH DEFINED 1, 2, 3 20977 0 0 SAFEWAY INC COM 786514208 1158 39462 SH DEFINED 1, 2 39462 0 0 SAKS INC COM 79377W108 79 6320 SH DEFINED 1, 2, 3 6320 0 0 SALESFORCE COM INC COM 79466L302 803 13883 SH DEFINED 1, 2 13883 0 0 SALESFORCE COM INC COM 79466L302 441 7627 SH DEFINED 1, 2, 3 7627 0 0 SALLY BEAUTY CO INC COM 79546E104 34 4970 SH DEFINED 1, 2 4970 0 0 SANDISK CORP COM 80004C101 353 15641 SH DEFINED 1, 2 15641 0 0 SANDRIDGE ENERGY INC COM 80007P307 547 14098 SH DEFINED 1, 2, 3 14098 0 0 SANGAMO BIOSCIENCES INC COM 800677106 363 35689 SH DEFINED 1, 2 35689 0 0 SANMINA SCI CORP COM 800907107 41 25438 SH DEFINED 1, 2 25438 0 0 SANMINA SCI CORP COM 800907107 392 242231 SH DEFINED 1, 2, 3 242231 0 0 SARA LEE CORP COM 803111103 679 48534 SH DEFINED 1, 2 48534 0 0 SARA LEE CORP COM 803111103 1040 74425 SH DEFINED 1, 2, 3 74425 0 0
SCANA CORP COM 80589M102 145 3960 SH DEFINED 1, 2 3960 0 0 SCHEIN HENRY INC COM 806407102 243 4242 SH DEFINED 1, 2 4242 0 0 SCHERING PLOUGH CORP COM 806605101 519 36051 SH DEFINED 1, 2, 3 36051 0 0 SCHERING-PLOUGH CORP COM 806605101 3473 241017 SH DEFINED 1, 2 241017 0 0 SCHLUMBERGER LTD COM 806857108 870 10000 SH DEFINED 1 10000 0 0 SCHLUMBERGER LTD COM 806857108 13724 157749 SH DEFINED 1, 2 157749 0 0 SCHLUMBERGER LTD COM 806857108 1779 20447 SH DEFINED 1, 2, 3 20447 0 0 SCHOOL SPECIALTY INC NOTE 3.750% 8/0 807863AE5 11801 12222000 PRN DEFINED 1, 4, 5 12222000 0 0 SCHWAB CHARLES CORP NEW COM 808513105 1627 86398 SH DEFINED 1, 2 86398 0 0 SCHWAB CHARLES CORP NEW COM 808513105 280 14879 SH DEFINED 1, 2, 3 14879 0 0 SCIENTIFIC GAMES CORP CL A 80874P109 4 192 SH DEFINED 1, 2 192 0 0 SCIENTIFIC GAMES CORP CL A 80874P109 6 266 SH DEFINED 1, 2, 3 266 0 0 SCRIPPS E W CO OHIO CL A 811054204 442 10521 SH DEFINED 1, 2 10521 0 0 SCRIPPS E W CO OHIO CL A 811054204 45 1072 SH DEFINED 1, 2, 3 1072 0 0 SEABOARD CORP COM 811543107 808 516 SH DEFINED 1, 2 516 0 0 SEABOARD CORP COM 811543107 382 244 SH DEFINED 1, 2, 3 244 0 0 SEACOR HOLDINGS INC DBCV 2.875%12/1 811904AJ0 1892 1500000 PRN DEFINED 1, 4, 5 1500000 0 0 SEAGATE TECHNOLOGY SHS G7945J104 946 45196 SH DEFINED 1, 2 45196 0 0 SEAGATE TECHNOLOGY SHS G7945J104 2280 108900 SH DEFINED 1, 2, 3 108900 0 0 SEALED AIR CORPORATION COM 81211K100 241 9560 SH DEFINED 1, 2 9560 0 0 SEALY CORP COM 812139301 228 30000 SH DEFINED 1, 2, 3 30000 0 0 SEARS HLDGS CORP COM 812350106 634 6213 SH DEFINED 1, 2 6213 0 0 SEARS HLDGS CORP COM 812350106 82 800 SH DEFINED 1, 2, 3 800 0 0 SEI INVESTMENTS CO COM 784117103 114 4600 SH DEFINED 1, 2 4600 0 0 SELECT SECTOR SPDR TR SBI HEALTHCARE 81369Y209 218 7000 SH DEFINED 1 7000 0 0 SELECT SECTOR SPDR TR SBI HEALTHCARE 81369Y209 35 1130 SH DEFINED 1 1130 0 0 SELECT SECTOR SPDR TR SBI CONS DISCR 81369Y407 230 7500 SH DEFINED 1 7500 0 0 SELECT SECTOR SPDR TR SBI INT-FINL 81369Y605 50 2000 SH DEFINED 1 2000 0 0 SELECT SECTOR SPDR TR SBI INT-INDS 81369Y704 86 2300 SH DEFINED 1 2300 0 0 SELECT SECTOR SPDR TR SBI INT-INDS 81369Y704 36 960 SH DEFINED 1 960 0 0 SELECT SECTOR SPDR TR SBI INT-UTILS 81369Y886 38 1000 SH DEFINED 1 1000 0 0 SEMPRA ENERGY COM 816851109 2074 38928 SH DEFINED 1, 2 38928 0 0 SEMPRA ENERGY COM 816851109 670 12583 SH DEFINED 1, 2, 3 12583 0 0 SEMTECH CORP COM 816850101 316 22045 SH DEFINED 1, 2 22045 0 0 SEMTECH CORP COM 816850101 140 9793 SH DEFINED 1, 2, 3 9793 0 0 SENSIENT TECHNOLOGIES CORP COM 81725T100 381 12921 SH DEFINED 1, 2 12921 0 0 SENSIENT TECHNOLOGIES CORP COM 81725T100 206 6990 SH DEFINED 1, 2, 3 6990 0 0 SERVICE CORP INTL COM 817565104 110 10800 SH DEFINED 1, 2, 3 10800 0 0 SHAW GROUP INC COM 820280105 1109 23520 SH DEFINED 1, 2 23520 0 0 SHAW GROUP INC COM 820280105 480 10183 SH DEFINED 1, 2, 3 10183 0 0 SHERWIN WILLIAMS CO COM 824348106 308 6039 SH DEFINED 1, 2 6039 0 0 SHERWIN WILLIAMS CO COM 824348106 312 6120 SH DEFINED 1, 2, 3 6120 0 0
SHIP FINANCE INTERNATIONAL L SHS G81075106 1 45 SH DEFINED 1, 2 45 0 0 SHORETEL INC COM 825211105 82 16113 SH DEFINED 1, 2 16113 0 0 SHORETEL INC COM 825211105 82 16113 SH DEFINED 1, 2, 3 16113 0 0 SHUTTERFLY INC COM 82568P304 57 3802 SH DEFINED 1, 2 3802 0 0 SHUTTERFLY INC COM 82568P304 57 3802 SH DEFINED 1, 2, 3 3802 0 0 SI INTERNATIONAL INC COM 78427V102 85 4414 SH DEFINED 1, 2 4414 0 0 SIGMA ALDRICH CORP COM 826552101 1110 18605 SH DEFINED 1, 2 18605 0 0 SIGMA ALDRICH CORP COM 826552101 319 5347 SH DEFINED 1, 2, 3 5347 0 0 SILICON MOTION TECHNOLOGY CO SPON ADR 82706C108 188 13300 SH DEFINED 1, 2 13300 0 0 SILICON VALLEY BANCSHARES COM 78486Q101 671 15374 SH DEFINED 1, 2 15374 0 0 SIMON PPTY GROUP INC NEW COM 828806109 883 9500 SH DEFINED 1 9500 0 0 SIMON PPTY GROUP INC NEW COM 828806109 23040 247981 SH DEFINED 1, 2 247981 0 0 SIMON PPTY GROUP INC NEW COM 828806109 4022 43284 SH DEFINED 1, 2, 3 43284 0 0 SINA CORP ORD G81477104 130 3700 SH DEFINED 1, 2 3700 0 0 SINA CORP ORD G81477104 130 3700 SH DEFINED 1, 2, 3 3700 0 0 SINCLAIR BROADCAST GROUP INC NOTE 3.000% 5/1 829226AW9 3797 4175000 PRN DEFINED 1, 4, 5 4175000 0 0 SIRF TECHNOLOGY HLDGS INC COM 82967H101 64 12645 SH DEFINED 1, 2 12645 0 0 SIRF TECHNOLOGY HLDGS INC COM 82967H101 2028 400000 SH CALL DEFINED 1, 8, 9 400000 0 0 SIRIUS SATELLITE RADIO INC COM 82966U103 294 102778 SH DEFINED 1, 2 102778 0 0 SIRIUS SATELLITE RADIO INC COM 82966U103 151 52760 SH DEFINED 1, 2, 3 52760 0 0 SIX FLAGS INC COM 83001P109 201 124300 SH PUT DEFINED 1, 4, 6 124300 0 0 SIX FLAGS INC COM 83001P109 155 95700 SH PUT DEFINED 1, 8, 9 95700 0 0 SJW CORP COM 784305104 5782 202222 SH DEFINED 1, 2, 3 202222 0 0 SKYWEST INC COM 830879102 93 4400 SH DEFINED 1, 2, 3 4400 0 0 SL GREEN RLTY CORP COM 78440X101 1576 19339 SH DEFINED 1, 2 19339 0 0 SL GREEN RLTY CORP COM 78440X101 921 11300 SH DEFINED 1, 2, 3 11300 0 0 SLM CORP COM 78442P106 468 30463 SH DEFINED 1, 2 30463 0 0 SLM CORP COM 78442P106 83 5422 SH DEFINED 1, 2, 3 5422 0 0 SMITH INTL INC COM 832110100 3158 49161 SH DEFINED 1, 2 49161 0 0 SMITH INTL INC COM 832110100 506 7874 SH DEFINED 1, 2, 3 7874 0 0 SMITHFIELS FOODS INC COM 832248108 2 65 SH DEFINED 1, 2 65 0 0 SMUCKER J M CO COM NEW 832696405 198 3910 SH DEFINED 1, 2 3910 0 0 SMURFIT-STONE CONTAINER CORP COM 832727101 44 5722 SH DEFINED 1, 2 5722 0 0 SMURFIT-STONE CONTAINER CORP COM 832727101 125 16224 SH DEFINED 1, 2, 3 16224 0 0 SNAP ON INC COM 833034101 70 1372 SH DEFINED 1, 2 1372 0 0 SNAP ON INC COM 833034101 5 100 SH DEFINED 1, 2, 3 100 0 0 SOCIEDAD QUIMICA MINERA DE C SPON ADR SER B 833635105 2548 109000 SH DEFINED 1, 2, 3 109000 0 0 SOMANETICS CORP COM NEW 834445405 543 35000 SH PUT DEFINED 1, 8, 9 35000 0 0 SOMANETICS CORP COM NEW 834445405 545 35000 SH DEFINED 1, 8, 9 35000 0 0 SONIC AUTOMOTIVE INC CL A 83545G102 12 570 SH DEFINED 1, 4, 5 570 0 0 SONY CORP ADR NEW 835699307 280 7000 SH DEFINED 1 7000 0 0 SOTHEBYS COM 835898107 172 5958 SH DEFINED 1, 2 5958 0 0
SOTHEBYS COM 835898107 90 3111 SH DEFINED 1, 2, 3 3111 0 0 SOUTHERN COMPANY COM 842587107 1976 55500 SH DEFINED 1 55500 0 0 SOUTHERN COMPANY COM 842587107 2482 69701 SH DEFINED 1, 2 69701 0 0 SOUTHERN UNION CO NEW COM 844030106 272 11685 SH DEFINED 1, 2 11685 0 0 SOUTHERN UNION CO NEW COM 844030106 159 6818 SH DEFINED 1, 2, 3 6818 0 0 SOUTHWEST AIRLINES COM 844741108 1973 159118 SH DEFINED 1, 2 159118 0 0 SOUTHWEST AIRLINES COM 844741108 2190 176625 SH DEFINED 1, 2, 3 176625 0 0 SOUTHWEST GAS CORP COM 844895102 163 5844 SH DEFINED 1, 2 5844 0 0 SOUTHWEST GAS CORP COM 844895102 105 3755 SH DEFINED 1, 2, 3 3755 0 0 SOUTHWEST WTR CO COM 845331107 6762 610866 SH DEFINED 1, 2, 3 610866 0 0 SOUTHWESTERN ENERGY CO COM 845467109 1944 57692 SH DEFINED 1, 2 57692 0 0 SOUTHWESTERN ENERGY CO COM 845467109 595 17668 SH DEFINED 1, 2, 3 17668 0 0 SOVEREIGN BANCORP INC COM 845905108 186 19942 SH DEFINED 1, 2 19942 0 0 SPANSION INC COM CL A 84649R101 96 35000 SH DEFINED 1, 2, 3 35000 0 0 SPDR SERIES TRUST DJWS REIT ETF 78464A607 3130 44702 SH DEFINED 1 44702 0 0 SPDR TRUST UNIT SER 1 78462F103 2210 16750 SH DEFINED 1 16750 0 0 SPDR TRUST UNIT SER 1 78462F103 6418 48630 SH DEFINED 1 48630 0 0 SPDR TRUST UNIT SER 1 78462F103 1041 7890 SH DEFINED 1 7890 0 0 SPDR TRUST UNIT SER 1 78462F103 4606 34900 SH DEFINED 1 34900 0 0 SPDR TRUST UNIT SER 1 78462F103 256178 1941185 SH DEFINED 1, 2 1941185 0 0 SPDR TRUST UNIT SER 1 78462F103 9964 75500 SH DEFINED 1, 8, 9 75500 0 0 SPECTRA ENERGY CORP COM 847560109 1004 44139 SH DEFINED 1, 2 44139 0 0 SPECTRA ENERGY CORP COM 847560109 2632 115700 SH DEFINED 1, 2, 3 115700 0 0 SPEEDWAY MOTORSPORTS INC COM 847788106 518 20656 SH DEFINED 1, 2 20656 0 0 SPEEDWAY MOTORSPORTS INC COM 847788106 78 3111 SH DEFINED 1, 2, 3 3111 0 0 SPHERION CORP COM 848420105 170 27826 SH DEFINED 1, 2 27826 0 0 SPHERION CORP COM 848420105 88 14300 SH DEFINED 1, 2, 3 14300 0 0 SPRINT NEXTEL CORP COM 852061100 1133 169423 SH DEFINED 1, 2 169423 0 0 SPRINT NEXTEL CORP COM SER 1 852061100 334 49865 SH DEFINED 1, 2, 3 49865 0 0 SPSS INC COM 78462K102 217 5607 SH DEFINED 1, 2 5607 0 0 SPX CORP COM 784635104 1891 18026 SH DEFINED 1, 2 18026 0 0 SPX CORP COM 784635104 756 7211 SH DEFINED 1, 2, 3 7211 0 0 ST JOE CO COM 790148100 62 1433 SH DEFINED 1, 2 1433 0 0 ST JUDE MEDICAL INC COM 790849103 2218 51365 SH DEFINED 1, 2 51365 0 0 ST MARY LD & EXPL CO NOTE 3.500% 4/0 792228AD0 20 20000 PRN DEFINED 1, 4, 5 20000 0 0 STANCORP FINL GROUP INC COM 852891100 453 9494 SH DEFINED 1, 2, 3 9494 0 0 STANDARD MICROSYSTEMS CORP COM 853626109 253 8685 SH DEFINED 1, 2 8685 0 0 STANLEY INC COM 854532108 1473 50000 SH DEFINED 1, 2, 3 50000 0 0 STANLEY WORKS COM 854616109 200 4197 SH DEFINED 1, 2 4197 0 0 STAPLES INC COM 855030102 2045 92496 SH DEFINED 1, 2 92496 0 0 STARBUCKS CORP COM 855244109 788 45000 SH DEFINED 1 45000 0 0 STARBUCKS CORP COM 855244109 2185 124833 SH DEFINED 1, 2 124833 0 0
STARBUCKS CORP COM 855244109 1078 61616 SH DEFINED 1, 2, 3 61616 0 0 STARBUCKS CORP COM 855244109 1414 80979 SH DEFINED 1, 7 80979 0 0 STARWOOD HOTELS & RESORTS WRLD COM 85590A401 840 16226 SH DEFINED 1, 2 16226 0 0 STARWOOD HOTELS & RESORTS WRLD COM 85590A401 572 11044 SH DEFINED 1, 2, 3 11044 0 0 STATE STR CORP COM 857477103 5304 67143 SH DEFINED 1, 2 67143 0 0 STATE STR CORP COM 857477103 2163 27385 SH DEFINED 1, 2, 3 27385 0 0 STEEL DYNAMICS INC COM 858119100 179 5420 SH DEFINED 1, 2 5420 0 0 STEEL DYNAMICS INC COM 858119100 79 2392 SH DEFINED 1, 2, 3 2392 0 0 STEELCASE INC COM 858155203 1 58 SH DEFINED 1, 2 58 0 0 STERICYCLE INC COM 858912108 314 6098 SH DEFINED 1, 2 6098 0 0 STERICYCLE INC COM 858912108 126 2449 SH DEFINED 1, 2, 3 2449 0 0 STERIS CORP COM 859152100 1 23 SH DEFINED 1, 2 23 0 0 STERIS CORP COM 859152100 15 551 SH DEFINED 1, 2, 3 551 0 0 STONE ENERGY CORP COM 861642106 534 10203 SH DEFINED 1, 2 10203 0 0 STONE ENERGY CORP COM 861642106 1227 23450 SH DEFINED 1, 2, 3 23450 0 0 STREETTRACKS GOLD TR GOLD SHS 863307104 883 9768 SH DEFINED 1, 2, 3 9768 0 0 STRYKER CORP COM 863667101 4278 65767 SH DEFINED 1, 2 65767 0 0 STRYKER CORP COM 863667101 2295 35284 SH DEFINED 1, 2, 3 35284 0 0 SUN MICROSYSTEMS INC COM NEW 866810203 856 55135 SH DEFINED 1, 2 55135 0 0 SUN MICROSYSTEMS INC COM NEW 866810203 353 22817 SH DEFINED 1, 7 22817 0 0 SUNOCO INC COM 86764P109 1024 19509 SH DEFINED 1, 2 19509 0 0 SUNOCO INC COM 86764P109 537 10232 SH DEFINED 1, 2, 3 10232 0 0 SUNPOWER CORP COM CL A 867652109 1392 18688 SH DEFINED 1, 2 18688 0 0 SUNPOWER CORP COM CL A 867652109 23234 311828 SH DEFINED 1, 2, 3 311828 0 0 SUNPOWER CORP COM CL A 867652109 13976 188000 SH PUT DEFINED 1, 8, 9 188000 0 0 SUNPOWER CORP COM CL A 867652109 27952 376000 SH CALL DEFINED 1, 8, 9 376000 0 0 SUNPOWER CORP COM CL A 867652109 18474 247936 SH DEFINED 1, 8, 9 247936 0 0 SUNSTONE HOTEL INVS INC NEW COM 867892101 480 30000 SH DEFINED 1, 2, 3 30000 0 0 SUNTECH PWR HLDGS CO LTD ADR 86800C104 22691 559442 SH DEFINED 1, 2, 3 559442 0 0 SUNTRUST BANKS INC COM 867914103 3547 64325 SH DEFINED 1, 2 64325 0 0 SUNTRUST BANKS INC COM 867914103 509 9225 SH DEFINED 1, 2, 3 9225 0 0 SUPERIOR ESSEX INC COM 86815V105 268 9530 SH DEFINED 1, 2 9530 0 0 SUPERIOR INDS INTL INC COM 868168105 1036 50000 SH PUT DEFINED 1, 8, 9 50000 0 0 SUPERVALU INC COM 868536103 1236 41228 SH DEFINED 1, 2 41228 0 0 SUPERVALU INC COM 868536103 3795 126572 SH DEFINED 1, 2, 3 126572 0 0 SUSQUEHANNA BANCSHARES INC P COM 869099101 204 10000 SH DEFINED 1, 8, 9 10000 0 0 SVB FINL GROUP COM 78486Q101 358 8214 SH DEFINED 1, 2, 3 8214 0 0 SWIFT ENERGY CO COM 870738101 334 7420 SH DEFINED 1, 2 7420 0 0 SYKES ENTERPRISES INC COM 871237103 27 1551 SH DEFINED 1, 2 1551 0 0 SYMANTEC CORP COM 871503108 1183 71169 SH DEFINED 1, 2 71169 0 0 SYMANTEC CORP COM 871503108 899 54077 SH DEFINED 1, 2, 3 54077 0 0 SYMANTEC CORP COM 871503108 3189 191900 SH DEFINED 1, 4, 5 191900 0 0
SYMANTEC CORP COM 871503108 2487 150000 SH PUT DEFINED 1, 8, 9 150000 0 0 SYMANTEC CORP COM 871503108 8819 530600 SH DEFINED 1, 8, 9 530600 0 0 SYNAPTICS INC COM 87157D109 153 6400 SH DEFINED 1, 2 6400 0 0 SYNNEX CORP COM 87162W100 68 3211 SH DEFINED 1, 2 3211 0 0 SYNOPSYS INC COM 871607107 110 4847 SH DEFINED 1, 2 4847 0 0 SYNOVUS FINL CORP COM 87161C105 132 11974 SH DEFINED 1, 2 11974 0 0 SYNOVUS FINL CORP COM 87161C105 1108 100000 SH PUT DEFINED 1, 8, 9 100000 0 0 SYNOVUS FINL CORP COM 87161C105 553 50000 SH DEFINED 1, 8, 9 50000 0 0 SYNUTRA INTL INC COM 87164C102 396 12668 SH DEFINED 1, 2, 3 12668 0 0 SYSCO CORPORATION COM 871829107 1426 49141 SH DEFINED 1, 2 49141 0 0 TAIWAN SEMICONDUCTOR MFG LTD SPON ADR 874039100 229 22255 SH DEFINED 1 22255 0 0 TAIWAN SEMICONDUCTOR MFG LTD SPON ADR 874039100 1474 143501 SH DEFINED 1, 2 143501 0 0 TAIWAN SEMICONDUCTOR MFG LTD SPON ADR 874039100 1355 131923 SH DEFINED 1, 2, 3 131923 0 0 TAKE-TWO INTERACTIVE SOFTWARE COM 874054109 527 20651 SH DEFINED 1, 2 20651 0 0 TAKE-TWO INTERACTIVE SOFTWARE COM 874054109 272 10666 SH DEFINED 1, 2, 3 10666 0 0 TARGET CORP COM 87612E106 6471 127675 SH DEFINED 1, 2 127675 0 0 TARGET CORP COM 87612E106 530 10466 SH DEFINED 1, 2, 3 10466 0 0 TATA MOTORS LTD SPON ADR 876568502 6 400 SH DEFINED 1 400 0 0 TAUBMAN CTRS INC COM 876664103 1068 20500 SH DEFINED 1, 2 20500 0 0 TCF FINANCIAL CORP COM 872275102 44 2439 SH DEFINED 1, 2 2439 0 0 TD AMERITRADE HLDG CORP COM 87236Y108 334 20237 SH DEFINED 1, 2 20237 0 0 TECHNE CORP COM 878377100 889 13198 SH DEFINED 1, 2 13198 0 0 TECHNE CORP COM 878377100 391 5802 SH DEFINED 1, 2, 3 5802 0 0 TECO ENERGY INC COM 872375100 89 5591 SH DEFINED 1, 2 5591 0 0 TEEKAY CORPORATION COM Y8564W103 357 8400 SH DEFINED 1, 2, 3 8400 0 0 TELE NORTE LESTE PART S A SPON ADR PFD 879246106 198 7463 SH DEFINED 1, 2, 3 7463 0 0 TELECOM ARGENTINA S A SPON ADR REP B 879273209 212 10000 SH DEFINED 1, 2, 3 10000 0 0 TELEFLEX INC COM 879369106 42 875 SH DEFINED 1, 2 875 0 0 TELEFONOS DE MEXICO S A B SPON ADR ORD L 879403780 4 100 SH DEFINED 1, 2, 3 100 0 0 TELEPHONE & DATA SYS INC COM 879433860 1204 32271 SH DEFINED 1, 2 32271 0 0 TELEPHONE & DATA SYS INC COM 879433860 497 13323 SH DEFINED 1, 2, 3 13323 0 0 TELEPHONE AND DATA SYSTEMS INC COM 879433100 47 1200 SH DEFINED 1 1200 0 0 TELEPHONE AND DATA SYSTEMS INC COM 879433100 681 17351 SH DEFINED 1, 2 17351 0 0 TELLABS INC COM 879664100 261 47949 SH DEFINED 1, 2 47949 0 0 TELLABS INC COM 879664100 86 15800 SH DEFINED 1, 2, 3 15800 0 0 TEMPLE INLAND INC COM 879868107 102 8047 SH DEFINED 1, 2 8047 0 0 TEMPLE INLAND INC COM 879868107 88 6925 SH DEFINED 1, 2, 3 6925 0 0 TENET HEALTHCARE COM 88033G100 162 28546 SH DEFINED 1, 2 28546 0 0 TERADATA CORP COM 88076W103 209 9453 SH DEFINED 1, 2 9453 0 0 TERADYNE INC COM 880770102 142 11425 SH DEFINED 1, 2 11425 0 0 TERADYNE INC COM 880770102 16 1283 SH DEFINED 1, 2, 3 1283 0 0 TERCICA INC COM 88078L105 0 1.001613774 SH DEFINED 1, 2 1.001613774 0 0
TEREX CORP NEW COM 880779103 414 6622 SH DEFINED 1, 2 6622 0 0 TEREX CORP NEW COM 880779103 100 1599 SH DEFINED 1, 2, 3 1599 0 0 TERNIUM SA SPON ADR 880890108 987 27500 SH DEFINED 1, 2, 3 27500 0 0 TERRA NITROGEN CO L P COM UNIT 881005201 258 2313 SH DEFINED 1, 2, 3 2313 0 0 TERREMARK WORLDWIDE INC COM NEW 881448203 711 129771 SH DEFINED 1 129771 0 0 TESORO CORP COM 881609101 821 27358 SH DEFINED 1, 2 27358 0 0 TESSERA TECHNOLOGIES INC COM 88164L100 464 22305 SH DEFINED 1, 2 22305 0 0 TESSERA TECHNOLOGIES INC COM 88164L100 169 8126 SH DEFINED 1, 2, 3 8126 0 0 TETRA TECHNOLOGIES INC COM 88162F105 1 38 SH DEFINED 1, 2 38 0 0 TEVA PHARMACEUTICAL FIN LLC DBCV 0.250% 2/0 88163VAE9 17101 16454000 PRN DEFINED 1, 4, 5 16454000 0 0 TEVA PHARMACEUTICAL FIN LLC DBCV 0.500% 2/0 88164RAA5 14836 11978000 PRN DEFINED 1, 4, 5 11978000 0 0 TEVA PHARMACEUTICAL FIN LLC DBCV 0.250% 2/0 88163VAE9 36443 35000000 PRN DEFINED 1, 8, 9 35000000 0 0 TEVA PHARMACEUTICAL INDS LTD SPON ADR 881624209 1914 41437 SH DEFINED 1, 2 41437 0 0 TEVA PHARMACEUTICAL INDS LTD SPON ADR 881624209 1811 39200 SH DEFINED 1, 2, 3 39200 0 0 TEVA PHARMACEUTICAL INDS LTD SPON ADR 881624209 11538 250000 SH CALL DEFINED 1, 4, 5 250000 0 0 TEVA PHARMACEUTICAL INDS LTD SPON ADR 881624209 13960 302500 SH PUT DEFINED 1, 8, 9 302500 0 0 TEVA PHARMACEUTICAL INDS LTD SPON ADR 881624209 11538 250000 SH CALL DEFINED 1, 8, 9 250000 0 0 TEVA PHARMACEUTICAL INDS LTD SPON ADR 881624209 2596 56200 SH DEFINED 1, 8, 9 56200 0 0 TEXAS INSTRS INC COM 882508104 424 15000 SH DEFINED 1 15000 0 0 TEXAS INSTRS INC COM 882508104 5550 196311 SH DEFINED 1, 2 196311 0 0 TEXAS INSTRS INC COM 882508104 1950 68982 SH DEFINED 1, 2, 3 68982 0 0 TEXAS INSTRS INC COM 882508104 192 6,800 SH DEFINED 6,800 0 0 TEXTRON INC COM 883203101 740 13357 SH DEFINED 1, 2 13357 0 0 THAI CAP FUND INC COM NEW 882905201 761 62926 SH DEFINED 1, 2, 3 62926 0 0 THE9 LTD ADR 88337K104 78 3800 SH DEFINED 1, 2 3800 0 0 THE9 LTD ADR 88337K104 78 3800 SH DEFINED 1, 2, 3 3800 0 0 THERMO FISHER SCIENTIFIC INC COM 883556102 2908 51162 SH DEFINED 1, 2 51162 0 0 THERMO FISHER SCIENTIFIC INC COM 883556102 1613 28382 SH DEFINED 1, 2, 3 28382 0 0 THOMAS & BETTS CORP COM 884315102 160 4390 SH DEFINED 1, 2, 3 4390 0 0 THQ INC COM NEW 872443403 302 13871 SH DEFINED 1, 2 13871 0 0 THQ INC COM NEW 872443403 139 6384 SH DEFINED 1, 2, 3 6384 0 0 TIDEWATER INC COM 886423102 2814 51056 SH DEFINED 1, 2 51056 0 0 TIDEWATER INC COM 886423102 1245 22584 SH DEFINED 1, 2, 3 22584 0 0 TIFFANY & CO NEW COM 886547108 287 6861 SH DEFINED 1, 2 6861 0 0 TIFFANY & CO NEW COM 886547108 484 11564 SH DEFINED 1, 2, 3 11564 0 0 TIM HORTONS INC COM 88706M103 878 25792 SH DEFINED 1, 2 25792 0 0 TIM HORTONS INC COM 88706M103 663 19482 SH DEFINED 1, 2, 3 19482 0 0 TIMBERLAND CO CL A 887100105 1 39 SH DEFINED 1, 2 39 0 0 TIME WARNER CABLE INC CL A 88732J108 416 16656 SH DEFINED 1, 2 16656 0 0 TIME WARNER CABLE INC CL A 88732J108 159 6362 SH DEFINED 1, 2, 3 6362 0 0 TIME WARNER INC COM 887317105 266 19000 SH DEFINED 1 19000 0 0 TIME WARNER INC COM 887317105 1242 88600 SH DEFINED 1 88600 0 0
TIME WARNER INC COM 887317105 18912 1348922 SH DEFINED 1, 2 1348922 0 0 TIME WARNER INC COM 887317105 7967 568235 SH DEFINED 1, 2, 3 568235 0 0 TIME WARNER INC COM 887317105 20 1464 SH DEFINED 1, 7 1464 0 0 TIME WARNER INC COM 887317105 6650 474338 SH DEFINED 1, 8, 9 474338 0 0 TIME WARNER INC COM 887317105 107 7,600 SH DEFINED 7,600 0 0 TIMKEN COMPANY COM 887389104 49 1663 SH DEFINED 1, 2 1663 0 0 TITANIUM METALS CORP COM 888339207 14 900 SH DEFINED 1, 2 900 0 0 TJX COS INC NEW COM 872540109 2402 72634 SH DEFINED 1, 2 72634 0 0 TJX COS INC NEW COM 872540109 2053 62069 SH DEFINED 1, 2, 3 62069 0 0 TOLL BROTHERS INC COM 889478103 710 30226 SH DEFINED 1, 2 30226 0 0 TOLL BROTHERS INC COM 889478103 50 2144 SH DEFINED 1, 2, 3 2144 0 0 TOOTSIE ROLL INDS COM 890516107 7 258 SH DEFINED 1, 2 258 0 0 TORCHMARK CORP COM 891027104 1947 32392 SH DEFINED 1, 2 32392 0 0 TORCHMARK CORP COM 891027104 793 13192 SH DEFINED 1, 2, 3 13192 0 0 TORONTO DOMINION BK ONT COM NEW 891160509 0 8 SH DEFINED 1, 8, 9 8 0 0 TOTAL S A SPON ADR 89151E109 7 100 SH DEFINED 1 100 0 0 TOTAL SYS SVCS INC COM 891906109 275 11627.85 SH DEFINED 1, 2 11627.85 0 0 TOYOTA MOTOR CORP SP ADR REP2COM 892331307 2616 26150 SH DEFINED 1, 7 26150 0 0 TRANE INC COM 892893108 2836 61783 SH DEFINED 1, 2 61783 0 0 TRANE INC COM 892893108 3488 75984 SH DEFINED 1, 2, 3 75984 0 0 TRANSATLANTIC HLDGS INC COM 893521104 352 5306 SH DEFINED 1, 2 5306 0 0 TRANSOCEAN INC NEW SHS G90073100 1489 11012.0805 SH DEFINED 1, 2, 3 11012.0805 0 0 TRANSOCEAN SEDCO FOREX INC COM 89385X105 57 419 SH DEFINED 1 419 0 0 TRANSOCEAN SEDCO FOREX INC NOTE 1.500%12/1 893830AW9 546250 5000000 SH DEFINED 1, 2 5000000 0 0 TRANSOCEAN SEDCO FOREX INC COM 89385X105 6823 50469 SH DEFINED 1, 2 50469 0 0 TRANSOCEAN SEDCO FOREX INC NOTE 1.500%12/1 893830AV1 5135 4700000 PRN DEFINED 1, 4, 5 4700000 0 0 TRANSOCEAN SEDCO FOREX INC NOTE 1.500%12/1 893830AW9 1395 1280000 PRN DEFINED 1, 4, 5 1280000 0 0 TRAVELERS COMPANIES INC COM 89417E109 4352 90958 SH DEFINED 1, 2 90958 0 0 TRAVELERS COMPANIES INC COM 89417E109 2554 53372 SH DEFINED 1, 2, 3 53372 0 0 TRAVELERS COMPANIES INC COM 89417E10 9 13 273 SH DEFINED 273 0 0 TREDEGAR CORP COM 894650100 102 5600 SH DEFINED 1, 2, 3 5600 0 0 TRIBUNE CO NEW SB DB EXCH2%29 896047305 1699 44700 PRN DEFINED 1, 4, 5 44700 0 0 TRIMBLE NAVIGATION LTD COM 896239100 1 41 SH DEFINED 1, 2 41 0 0 TRIMBLE NAVIGATION LTD COM 896239100 11 402 SH DEFINED 1, 2, 3 402 0 0 TRINITY INDS INC COM 896522109 924 34665 SH DEFINED 1, 2 34665 0 0 TRINITY INDS INC COM 896522109 781 29314 SH DEFINED 1, 2, 3 29314 0 0 TRIUMPH GROUP INC NEW NOTE 2.625%10/0 896818AB7 2301 1850000 PRN DEFINED 1, 4, 5 1850000 0 0 TRONOX INC COM CL B 897051207 1 356 SH DEFINED 1, 2 356 0 0 TRUE RELIGION APPAREL INC COM 89784N104 371 20000 SH DEFINED 1, 8, 9 20000 0 0 TRUEBLUE INC COM 89785X101 174 12973 SH DEFINED 1, 2 12973 0 0 TURKCELL ILETISIM HIZMETLERI SPON ADR NEW 900111204 475 22723 SH DEFINED 1, 2 22723 0 0 TWEEN BRANDS INC COM 901166108 686 27742 SH DEFINED 1, 2 27742 0 0
TWEEN BRANDS INC COM 901166108 296 11959 SH DEFINED 1, 2, 3 11959 0 0 TYCO ELECTRONICS LTD COM NEW G9144P105 579 16875 SH DEFINED 1 16875 0 0 TYCO ELECTRONICS LTD COM NEW G9144P105 1181 34423 SH DEFINED 1, 2 34423 0 0 TYCO ELECTRONICS LTD COM NEW G9144P105 323 9420 SH DEFINED 1, 2, 3 9420 0 0 TYCO INTL LTD BERMUDA SHS G9143X208 1184 26875 SH DEFINED 1 26875 0 0 TYCO INTL LTD BERMUDA SHS G9143X208 6051 137363 SH DEFINED 1, 2 137363 0 0 TYCO INTL LTD BERMUDA SHS G9143X208 7166 162687 SH DEFINED 1, 2, 3 162687 0 0 TYSON FOODS INC CL A 902494103 218 13680 SH DEFINED 1, 2 13680 0 0 U S G CORP COM NEW 903293405 1837 50000 SH PUT DEFINED 1, 8, 9 50000 0 0 UAL CORP COM 902549807 21 972 SH DEFINED 1, 2 972 0 0 UCBH HOLDINGS INC COM 90262T308 78 10010 SH DEFINED 1, 2 10010 0 0 UCBH HOLDINGS INC COM 90262T308 59 7555 SH DEFINED 1, 2, 3 7555 0 0 UDR INC COM 902653104 1176 47963 SH DEFINED 1, 2 47963 0 0 ULTA SALON COSMETICS & FRAG INC COM 90384S303 386 27511 SH DEFINED 1, 2, 3 27511 0 0 ULTRA PETROLEUM CORP COM 903914109 532 6862 SH DEFINED 1, 2 6862 0 0 UNDER ARMOUR INC CL A 904311107 116 3159 SH DEFINED 1, 2 3159 0 0 UNDER ARMOUR INC CL A 904311107 73 1999 SH DEFINED 1, 2, 3 1999 0 0 UNIFIRST INC COM 904708104 154 4155 SH DEFINED 1, 2 4155 0 0 UNION PACIFIC CORP COM 907818108 4092 32633 SH DEFINED 1, 2 32633 0 0 UNION PACIFIC CORP COM 907818108 4492 35831 SH DEFINED 1, 2, 3 35831 0 0 UNIONBANCAL CORP COM 908906100 57 1169 SH DEFINED 1, 2 1169 0 0 UNISOURCE ENERGY CORP COM 909205106 351 15768 SH DEFINED 1, 2 15768 0 0 UNISYS CORP COM 909214108 207 46773 SH DEFINED 1, 2 46773 0 0 UNISYS CORP COM 909214108 645 145593 SH DEFINED 1, 2, 3 145593 0 0 UNITED AUTO GROUP INC NOTE 3.500% 4/0 909440AH2 2092 2000000 PRN DEFINED 1, 4, 5 2000000 0 0 UNITED ONLINE INC COM 911268100 49 4638 SH DEFINED 1, 2 4638 0 0 UNITED PARCEL SERVICE INC CL B 911312106 15747 215658 SH DEFINED 1, 2 215658 0 0 UNITED PARCEL SERVICE INC CL B 911312106 1334 18264 SH DEFINED 1, 2, 3 18264 0 0 UNITED RENTALS INC COM 911363109 859 45597 SH DEFINED 1, 2 45597 0 0 UNITED RENTALS INC COM 911363109 229 12140 SH DEFINED 1, 2, 3 12140 0 0 UNITED STATES OIL FUND LP COM 91232N108 57 700 SH DEFINED 1 700 0 0 UNITED STATES STL CORP NEW COM 912909108 1373 10821 SH DEFINED 1, 2 10821 0 0 UNITED STATES STL CORP NEW COM 912909108 1092 8611 SH DEFINED 1, 2, 3 8611 0 0 UNITED STATES STL CORP NEW COM 912909108 12443 97990 SH DEFINED 1, 7 97990 0 0 UNITED STATIONERS INC COM 913004107 135 2830 SH DEFINED 1, 2 2830 0 0 UNITED STATIONERS INC COM 913004107 135 2821 SH DEFINED 1, 2, 3 2821 0 0 UNITED TECHNOLOGIES CORP COM 913017109 55 800 SH DEFINED 1 800 0 0 UNITED TECHNOLOGIES CORP COM 913017109 12745 185197 SH DEFINED 1, 2 185197 0 0 UNITED TECHNOLOGIES CORP COM 913017109 1231 17892 SH DEFINED 1, 2, 3 17892 0 0 UNITED THERAPEUTICS CO COM 91307C102 1549 17867 SH DEFINED 1, 2 17867 0 0 UNITEDHEALTH GROUP INC COM 91324P102 10633 309446 SH DEFINED 1, 2 309446 0 0 UNITEDHEALTH GROUP INC COM 91324P102 1589 46257 SH DEFINED 1, 2, 3 46257 0 0
UNIVERSAL AMERICAN CORP COM 913377107 32 3052 SH DEFINED 1, 2 3052 0 0 UNIVERSAL AMERICAN CORP COM 913377107 226 21301 SH DEFINED 1, 2, 3 21301 0 0 UNIVERSAL TECHNICAL INST INC COM 913915104 129 11000 SH DEFINED 1, 2, 3 11000 0 0 UNUM GROUP COM 91529Y106 474 21551 SH DEFINED 1, 2 21551 0 0 UNUM GROUP COM 91529Y106 579 26300 SH DEFINED 1, 2, 3 26300 0 0 URBAN OUTFITTERS INC COM 917047102 9 300 SH DEFINED 1, 8, 9 300 0 0 US BANCORP DEL COM NEW 902973304 6412 198134 SH DEFINED 1, 2 198134 0 0 US BANCORP DEL COM NEW 902973304 11464 354256 SH DEFINED 1, 2, 3 354256 0 0 US BANCORP DEL COM NEW 902973304 48281 1494300 SH PUT DEFINED 1, 8, 9 1494300 0 0 USANA HEALTH SCIENCES INC COM 90328M107 277 12568 SH DEFINED 1, 2 12568 0 0 USANA HEALTH SCIENCES INC COM 90328M107 212 9628 SH DEFINED 1, 2, 3 9628 0 0 UST INC COM 902911106 547 10033 SH DEFINED 1, 2 10033 0 0 UST INC COM 902911106 6697 122843 SH DEFINED 1, 2, 3 122843 0 0 V F CORP COM 918204108 90 1156 SH DEFINED 1, 2, 3 1156 0 0 VAIL RESORTS INC COM 91879Q109 848 17568 SH DEFINED 1, 2 17568 0 0 VAIL RESORTS INC COM 91879Q109 299 6202 SH DEFINED 1, 2, 3 6202 0 0 VALERO ENERGY CORP NEW COM 91913Y100 74 1500 SH DEFINED 1 1500 0 0 VALERO ENERGY CORP NEW COM 91913Y100 4247 86472 SH DEFINED 1, 2 86472 0 0 VALERO ENERGY CORP NEW COM 91913Y100 557 11335 SH DEFINED 1, 2, 3 11335 0 0 VALHI INC NEW COM 918905100 512 21904 SH DEFINED 1, 2 21904 0 0 VALHI INC NEW COM 918905100 226 9649 SH DEFINED 1, 2, 3 9649 0 0 VALIDUS HOLDINGS LTD COM SHS G9319H102 322 13700 SH DEFINED 1, 2, 3 13700 0 0 VALUECLICK INC COM 92046N102 80 4611 SH DEFINED 1, 2 4611 0 0 VALUECLICK INC COM 92046N102 342 19848 SH DEFINED 1, 2, 3 19848 0 0 VANGUARD INDEX FDS LARGE CAP ETF 922908637 1130 19000 SH DEFINED 1 19000 0 0 VARIAN INC COM 922206107 578 9982 SH DEFINED 1, 2 9982 0 0 VARIAN INC COM 922206107 259 4468 SH DEFINED 1, 2, 3 4468 0 0 VARIAN MEDICAL SYSTEMS COM 92220P105 2683 57278 SH DEFINED 1, 2 57278 0 0 VARIAN SEMICONDUCTOR EQUIPMN COM 922207105 137 4871 SH DEFINED 1, 2 4871 0 0 VARIAN SEMICONDUCTOR EQUIPMN COM 922207105 76 2717 SH DEFINED 1, 2, 3 2717 0 0 VENTAS INC COM 92276F100 171 3800 SH DEFINED 1, 2 3800 0 0 VERASUN ENERGY CORP COM 92336G106 2693 366329 SH DEFINED 1, 2, 3 366329 0 0 VERASUN ENERGY CORP COM 92336G106 1101 150000 SH PUT DEFINED 1, 8, 9 150000 0 0 VERASUN ENERGY CORP COM 92336G106 315 42830 SH DEFINED 1, 8, 9 42830 0 0 VERENIUM CORPORATION COM 92340P100 296 85000 SH PUT DEFINED 1, 8, 9 85000 0 0 VERIFONE HLDGS INC COM 92342Y109 166 10472 SH DEFINED 1, 2 10472 0 0 VERIFONE HLDGS INC COM 92342Y109 106 6693 SH DEFINED 1, 2, 3 6693 0 0 VERIFONE HLDGS INC COM 92342Y109 159 10000 SH DEFINED 1, 4, 6 10000 0 0 VERIGY LTD COM Y93691106 2 83 SH DEFINED 83 0 0 VERISIGN INC COM 92343E102 299 9000 SH DEFINED 1 9000 0 0 VERISIGN INC COM 92343E102 1129 33964 SH DEFINED 1, 2 33964 0 0 VERISIGN INC COM 92343E102 130 3915 SH DEFINED 1, 2, 3 3915 0 0
VERIZON COMMUNICATIONS INC COM 92343V104 73 2000 SH DEFINED 1 2000 0 0 VERIZON COMMUNICATIONS INC COM 92343V104 729 20000 SH DEFINED 1 20000 0 0 VERIZON COMMUNICATIONS INC COM 92343V104 14921 409362 SH DEFINED 1, 2 409362 0 0 VERIZON COMMUNICATIONS INC COM 92532F100 2071 86698 SH DEFINED 1, 2 86698 0 0 VERIZON COMMUNICATIONS INC COM 92343V104 3622 99374 SH DEFINED 1, 2, 3 99374 0 0 VERIZON COMMUNICATIONS INC COM 92343V104 3 89 SH DEFINED 1, 7 89 0 0 VF CORP COM 918204108 116 1500 SH DEFINED 1 1500 0 0 VF CORP COM 918204108 359 4627 SH DEFINED 1, 2 4627 0 0 VIACOM INC NEW CL A 92553P102 52 1300 SH DEFINED 1 1300 0 0 VIACOM INC NEW CL B 92553P201 119 3000 SH DEFINED 1 3000 0 0 VIACOM INC NEW CL B 92553P201 3715 93759 SH DEFINED 1, 2 93759 0 0 VIACOM INC NEW CL B 92553P201 1485 37483 SH DEFINED 1, 2, 3 37483 0 0 VIGNETTE CORP COM 926734401 66 5009 SH DEFINED 1, 2 5009 0 0 VINA CONCHA Y TORO S A SPON ADR 927191106 299 8125 SH DEFINED 1, 2, 3 8125 0 0 VIRGIN MEDIA INC COM 92769L101 356 25280 SH DEFINED 1, 2 25280 0 0 VIRGIN MEDIA INC COM 92769L101 3105 220700 SH DEFINED 1, 2, 3 220700 0 0 VISHAY INTERTECHNOLOGY INC COM 928298108 67 7409 SH DEFINED 1, 2 7409 0 0 VISTAPRINT LIMITED SHS G93762204 103 2952 SH DEFINED 1, 2 2952 0 0 VISTAPRINT LIMITED SHS G93762204 102 2930 SH DEFINED 1, 2, 3 2930 0 0 VISTEON CORP COM 92839U107 11 2693 SH DEFINED 1, 7 2693 0 0 VMWARE INC CL A COM 928563402 1055 24647 SH DEFINED 1, 2, 3 24647 0 0 VORNADO REALTY TRUST DBCV 2.850% 4/0 929042AC3 1695 2000000 PRN DEFINED 1, 4, 5 2000000 0 0 VORNADO REALTY TRUST DBCV 2.850% 4/0 929042AC3 2124 2500000 PRN DEFINED 1, 8, 9 2500000 0 0 VORNADO RLTY TR SH BEN INT 929042109 3464 40178 SH DEFINED 1, 2 40178 0 0 VULCAN MATLS CO COM 929160109 1042 15690 SH DEFINED 1, 2 15690 0 0 WABCO HLDGS INC COM 92927K102 49 1066 SH DEFINED 1, 2 1066 0 0 WABTEC CORP COM 929740108 1 20 SH DEFINED 1, 2 20 0 0 WACHOVIA CORP NEW COM 929903102 162 6000 SH DEFINED 1 6000 0 0 WACHOVIA CORP NEW COM 929903102 9124 337937 SH DEFINED 1, 2 337937 0 0 WACHOVIA CORP NEW COM 929903102 1227 45440 SH DEFINED 1, 2, 3 45440 0 0 WACHOVIA CORP NEW COM 929903102 46 1,700 SH DEFINED 1,700 0 0 WADDELL & REED FINL INC CL A 930059100 2054 63917 SH DEFINED 1, 2 63917 0 0 WADDELL & REED FINL INC CL A 930059100 2040 63480 SH DEFINED 1, 2, 3 63480 0 0 WAL MART STORES INC COM 931142103 211 4000 SH DEFINED 1 4000 0 0 WAL MART STORES INC COM 931142103 843 16000 SH DEFINED 1 16000 0 0 WAL MART STORES INC COM 931142103 22565 428344 SH DEFINED 1, 2 428344 0 0 WAL MART STORES INC COM 931142103 11908 226052 SH DEFINED 1, 2, 3 226052 0 0 WALGREEN CO COM 931422109 5680 149126 SH DEFINED 1, 2 149126 0 0 WALGREEN CO COM 931422109 1983 52071 SH DEFINED 1, 2, 3 52071 0 0 WALTER INDUSTRIES INC COM 93317Q105 9781 156800 SH PUT DEFINED 1, 4, 6 156800 0 0 WALTER INDUSTRIES INC COM 93317Q105 7685 123200 SH PUT DEFINED 1, 8, 9 123200 0 0 WALTER INDUSTRIES INC COM 93317Q105 764 12200 SH DEFINED 1, 8, 9 12200 0 0
WARNACO GROUP INC COM NEW 934390402 181 4578 SH DEFINED 1, 2 4578 0 0 WASHINGTON MUT INC COM 939322103 550 53396 SH DEFINED 1, 2 53396 0 0 WASHINGTON MUT INC COM 939322103 62 6046 SH DEFINED 1, 2, 3 6046 0 0 WASHINGTON POST CO CL B 939640108 112 169 SH DEFINED 1, 2 169 0 0 WASHINGTON POST CO CL B 939640108 41 62 SH DEFINED 1, 2, 3 62 0 0 WASHINGTON REAL ESTATE INVT SH BEN INT 939653101 648 19400 SH DEFINED 1, 2 19400 0 0 WASTE MGMT INC DEL COM 94106L109 7545 224821 SH DEFINED 1, 2 224821 0 0 WASTE MGMT INC DEL COM 94106L109 7037 209687 SH DEFINED 1, 2, 3 209687 0 0 WASTE MGMT INC DEL COM 94106L109 77 2,300 SH DEFINED 2,300 0 0 WATERS CORP COM 941848103 338 6076 SH DEFINED 1, 2 6076 0 0 WATSON PHARMACEUTICALS INC COM 942683103 287 9773 SH DEFINED 1, 2 9773 0 0 WATSON PHARMACEUTICALS INC COM 942683103 97 3296 SH DEFINED 1, 2, 3 3296 0 0 WATTS WATER TECHNOLOGIES INC CL A 942749102 483 17216 SH DEFINED 1, 2 17216 0 0 WATTS WATER TECHNOLOGIES INC CL A 942749102 21928 782288 SH DEFINED 1, 2, 3 782288 0 0 WEATHERFORD INTERNATIONAL LT COM G95089101 5749 79335 SH DEFINED 1, 2 79335 0 0 WEATHERFORD INTERNATIONAL LT COM G95089101 968 13351 SH DEFINED 1, 2, 3 13351 0 0 WEBMD CORP NOTE 1.750% 6/1 94769MAE5 13314 15020000 PRN DEFINED 1, 4, 5 15020000 0 0 WEINGARTEN RLTY INVS SH BEN INT 948741103 1243 36100 SH DEFINED 1, 2 36100 0 0 WEINGARTEN RLTY INVS NOTE 3.950% 8/0 948741AF0 570901 6000000 SH DEFINED 1, 2 6000000 0 0 WELLPOINT INC COM 94973V107 57 1300 SH DEFINED 1 1300 0 0 WELLPOINT INC COM 94973V107 7928 179658 SH DEFINED 1, 2 179658 0 0 WELLPOINT INC COM 94973V107 690 15638 SH DEFINED 1, 2, 3 15638 0 0 WELLPOINT INC COM 94973V107 965 22000 SH DEFINED 1, 7 22000 0 0 WELLS FARGO & CO NEW COM 949746101 116 4000 SH DEFINED 1 4000 0 0 WELLS FARGO & CO NEW COM 949746101 20101 690769 SH DEFINED 1, 2 690769 0 0 WELLS FARGO & CO NEW COM 949746101 8299 285173 SH DEFINED 1, 2, 3 285173 0 0 WELLS FARGO & CO NEW COM 949746101 13 451 SH DEFINED 1, 7 451 0 0 WELLS FARGO & CO NEW COM 949746101 157 5,400 SH DEFINED 5,400 0 0 WENDYS INTL INC COM 950590109 147 6385 SH DEFINED 1, 2 6385 0 0 WENDYS INTL INC COM 950590109 124 5391 SH DEFINED 1, 2, 3 5391 0 0 WEST PHARMACEUTICAL SVSC INC COM 955306105 94 2129 SH DEFINED 1, 2, 3 2129 0 0 WESTAMERICA BANCORPORATION COM 957090103 555 10549 SH DEFINED 1, 2 10549 0 0 WESTAMERICA BANCORPORATION COM 957090103 244 4647 SH DEFINED 1, 2, 3 4647 0 0 WESTERN DIGITAL CORP COM 958102105 504 18630 SH DEFINED 1, 2 18630 0 0 WESTERN UNION CO COM 959802109 2199 103385 SH DEFINED 1, 2 103385 0 0 WESTERN UNION CO COM 959802109 249 11722 SH DEFINED 1, 2, 3 11722 0 0 WEYERHAEUSER CO COM 962166104 884 13584 SH DEFINED 1, 2 13584 0 0 WEYERHAEUSER CO COM 962166104 3077 47315 SH DEFINED 1, 2, 3 47315 0 0 W-H ENERGY SVCS INC COM 92925E108 388 5642 SH DEFINED 1, 2 5642 0 0 WHIRLPOOL CORP COM 963320106 629 7252 SH DEFINED 1, 2 7252 0 0 WHIRLPOOL CORP COM 963320106 200 2299 SH DEFINED 1, 2, 3 2299 0 0 WHITNEY HLDG CORP COM 966612103 73 2948 SH DEFINED 1, 8, 9 2948 0 0
WHITNEY HLDG CORP COM 966612103 1819 73500 SH PUT DEFINED 1, 8, 9 73500 0 0 WHOLE FOODS MARKET INC COM 966837106 278 8445 SH DEFINED 1, 2 8445 0 0 WHOLE FOODS MARKET INC COM 966837106 40 1211 SH DEFINED 1, 2, 3 1211 0 0 WILLIAMS COS INC DEL COM 969457100 3007 91183 SH DEFINED 1, 2 91183 0 0 WILLIAMS COS INC DEL COM 969457100 717 21732 SH DEFINED 1, 2, 3 21732 0 0 WILLIAMS SONOMA INC COM 969904101 85 3522 SH DEFINED 1, 2 3522 0 0 WILLIS GROUP HOLDINGS LTD SHS G96655108 151 4483 SH DEFINED 1, 2 4483 0 0 WIMM BILL DANN FOODS OJSC SPON ADR 97263M109 4099 40000 SH DEFINED 1, 2 40000 0 0 WIMM BILL DANN FOODS OJSC SPON ADR 97263M109 318 3100 SH DEFINED 1, 2, 3 3100 0 0 WINDSTREAM CORP COM 97381W104 227 19003 SH DEFINED 1, 2 19003 0 0 WINDSTREAM CORP COM 97381W104 810 67800 SH DEFINED 1, 2, 3 67800 0 0 WISCONSIN ENERGY CORP COM 976657106 536 12178 SH DEFINED 1, 2 12178 0 0 WOLVERINE WORLD WIDE INC COM 978097103 124 4265 SH DEFINED 1, 2 4265 0 0 WOLVERINE WORLD WIDE INC COM 978097103 81 2807 SH DEFINED 1, 2, 3 2807 0 0 WRIGLEY WM JR CO COM 982526105 1391 22129 SH DEFINED 1, 2 22129 0 0 WUXI PHARMATECH CAYMAN INC SPONS ADR SHS 929352102 163 7300 SH DEFINED 1, 2, 3 7300 0 0 WYETH COM 983024100 4575 109556 SH DEFINED 1, 2 109556 0 0 WYETH COM 983024100 198 4740 SH DEFINED 1, 2, 3 4740 0 0 WYETH DBCV 1/1 983024AD2 4556 4533000 PRN DEFINED 1, 4, 5 4533000 0 0 WYETH COM 983024100 220 5364 SH DEFINED 1, 7 5364 0 0 WYNDHAM WORLDWIDE CORP COM 98310W108 269 13003 SH DEFINED 1, 2 13003 0 0 WYNDHAM WORLDWIDE CORP COM 98310W108 268 12951 SH DEFINED 1, 2, 3 12951 0 0 WYNN RESORTS LTD COM 983134107 279 2775 SH DEFINED 1, 2 2775 0 0 WYNN RESORTS LTD COM 983134107 462 4588 SH DEFINED 1, 2, 3 4588 0 0 XCEL ENERGY INC COM 98389B100 643 32242 SH DEFINED 1, 2 32242 0 0 XCEL ENERGY INC COM 98389B100 335 16793 SH DEFINED 1, 2, 3 16793 0 0 XENOPORT INC COM 98411C100 93 2307 SH DEFINED 1, 2 2307 0 0 XEROX CORP COM 984121103 1796 120000 SH DEFINED 1 120000 0 0 XEROX CORP COM 984121103 812 54233 SH DEFINED 1, 2 54233 0 0 XEROX CORP COM 984121103 1866 124620 SH DEFINED 1, 2, 3 124620 0 0 XILINX INC COM 983919101 238 10000 SH DEFINED 1 10000 0 0 XILINX INC COM 983919101 747 31463 SH DEFINED 1, 2 31463 0 0 XILINX INC COM 983919101 1130 47562 SH DEFINED 1, 2, 3 47562 0 0 XILINX INC COM 983919101 16 675 SH DEFINED 1, 4, 5 675 0 0 XILINX INC DBCV 983919AD3 362 400000 PRN DEFINED 1, 4, 5 400000 0 0 XL CAP LTD CL A G98255105 878 29713 SH DEFINED 1, 2 29713 0 0 XL CAP LTD CL A G98255105 1530 51762 SH DEFINED 1, 2, 3 51762 0 0 XM SATELLITE RADIO HLDGS INC COM 983759101 441 37988 SH DEFINED 1, 2 37988 0 0 XTO ENERGY INC COM 98385X106 2185 35320 SH DEFINED 1, 2 35320 0 0 YAHOO INC COM 984332106 72 2500 SH DEFINED 1 2500 0 0 YAHOO INC COM 984332106 4196 145035 SH DEFINED 1, 2 145035 0 0 YAHOO INC COM 984332106 626 21626 SH DEFINED 1, 2, 3 21626 0 0
YAHOO INC FRNT 984332AB2 42547 30147000 PRN DEFINED 1, 4, 5 30147000 0 0 YAHOO INC COM 984332106 13028 450000 SH CALL DEFINED 1, 8, 9 450000 0 0 YAHOO INC COM 984332106 1448 50000 SH PUT DEFINED 1, 8, 9 50000 0 0 YAHOO INC COM 984332106 3472 120000 SH DEFINED 1, 8, 9 120000 0 0 YORK WATER CO COM 987184108 1648 109917 SH DEFINED 1, 2, 3 109917 0 0 YOUNG BROADCASTING INC CL A 987434107 55 72441 SH DEFINED 1, 4, 5 72441 0 0 YRC WORLDWIDE INC COM 984249102 115 8786 SH DEFINED 1, 2 8786 0 0 YUM BRANDS INC COM 988498101 3699 99399 SH DEFINED 1, 2 99399 0 0 YUM BRANDS INC COM 988498101 1713 46042 SH DEFINED 1, 2, 3 46042 0 0 ZALE CORP NEW COM 988858106 85 4300 SH DEFINED 1, 2, 3 4300 0 0 ZIMMER HLDGS INC COM 98956P102 4514 57980 SH DEFINED 1, 2 57980 0 0 ZIMMER HLDGS INC COM 98956P102 1430 18370 SH DEFINED 1, 2, 3 18370 0 0 ZIMMER HLDGS INC COM 98956P102 6710 87324 SH DEFINED 1, 7 87324 0 0 ZIMMER HLDGS INC COM 98956P102 15 190 SH DEFINED 190 0 0 ZIONS BANCORPORATION COM 989701107 352 7733 SH DEFINED 1, 2 7733 0 0 ZIONS BANCORPORATION COM 989701107 61 1335 SH DEFINED 1, 2, 3 1335 0 0 ZORAN CORP COM 98975F101 42 3096 SH DEFINED 1, 2 3096 0 0 7941405
-----END PRIVACY-ENHANCED MESSAGE-----