-----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, QCvCzdZ7CO+sRsE5XHKRUak0gSCCmd0wPp/82tPx1CacBWEgcyY+o07JP/+GDhEc B7wuaKagdt4eoZq18aDgEg== 0000824468-09-000049.txt : 20090217 0000824468-09-000049.hdr.sgml : 20090216 20090217144656 ACCESSION NUMBER: 0000824468-09-000049 CONFORMED SUBMISSION TYPE: 13F-HR PUBLIC DOCUMENT COUNT: 1 CONFORMED PERIOD OF REPORT: 20081231 FILED AS OF DATE: 20090217 DATE AS OF CHANGE: 20090217 EFFECTIVENESS DATE: 20090217 FILER: COMPANY DATA: COMPANY CONFORMED NAME: CREDIT SUISSE/ CENTRAL INDEX KEY: 0000824468 IRS NUMBER: 000000000 FILING VALUES: FORM TYPE: 13F-HR SEC ACT: 1934 Act SEC FILE NUMBER: 028-11379 FILM NUMBER: 09610757 BUSINESS ADDRESS: STREET 1: PO BOX 900 STREET 2: FHLS CITY: ZURICH STATE: V8 ZIP: CH 8070 BUSINESS PHONE: 41 1 212 16 16 MAIL ADDRESS: STREET 1: PO BOX 900 CITY: ZURICH STATE: V8 ZIP: CH 8070 FORMER COMPANY: FORMER CONFORMED NAME: CREDIT SUISSE FIRST BOSTON/ DATE OF NAME CHANGE: 19970211 FORMER COMPANY: FORMER CONFORMED NAME: CREDIT SUISSE DATE OF NAME CHANGE: 19921119 13F-HR 1 sec_filing.txt DOC ONE United States Securities and Exchange Commission Washington, D.C. 20549 FORM 13F FORM 13F COVER PAGE Report for the Calendar Year or Quarter Ended: December 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: Credit Suisse Address: Uetlibergstrasse 231, P.O. Box 900 Zurich CH 8070 13F File Number: 28-11379 The institutional investment manager filing this report and the person by whom it is signed hereby represent that the person signing the report is authorized to submit it, that all information contained herein is true, correct and complete, and that it is understood that all required items, statements, schedules, lists, and tables, are considered integral parts of this form. Person Signing this Report on Behalf of Reporting Manager: Name: Craig Stier Title: Vice President Phone: (212) 325-2000 Signature, Place, and Date of Signing: /s/ Craig Stier New York, NY February 17, 2009 This Form 13F is being filed by Credit Suisse, a Swiss bank ("the Bank") on behalf of its subsidiaries to the extent that they constitute the Investment Banking division, the Alternative Investments business within the Asset Management division and the U.S. private client services business within the Private Banking division. The ultimate parent company of the Bank is Credit Suisse Group. Report Type (Check only one.): [X] 13F HOLDINGS REPORT. [ ] 13F NOTICE [ ] 13F COMBINATION REPORT FORM 13F SUMMARY PAGE Report Summary: Number of Other Included Managers: 6 Form 13F Information Table Entry Total: 6832 Form 13F Information Table Value Total: 50,073,752.59 (x1000) List of Other Included Managers: No. 13F File Number Name - --- --------------- ----------------------------------- 02 28-13203 Credit Suisse Securities (Canada), Inc. 03 28-11380 Credit Suisse Securities (USA) LLC 04 28-11477 Credit Suisse Capital LLC 05 28-11516 Credit Suisse International 06 28-11518 Credit Suisse Securities (Europe) Limited 07 28- Credit Suisse Management LLC
FORM 13F INFORMATION TABLE VALUE SHARES/ SH/ PUT/ INVSTMT -------VOTING AUTHORITY------ - --------NAME OF ISSUER-------- -TITLE OF CLASS- --CUSIP-- -X$1000- -PRN AMT- PRN CALL DISCRTN MANAGERS ---SOLE-- --SHARED- ---NONE-- AAON INC COM PAR $0.004 000360206 47 2244 SH DEFINED 04 2244 0 0 AAON INC COM PAR $0.004 000360206 345 16523 SH DEFINED 03 16523 0 0 AAR CORP COM 000361105 538 29233 SH DEFINED 03 29233 0 0 ABB LTD SPONSORED ADR 000375204 9 586 SH DEFINED 04 586 0 0 ABB LTD SPONSORED ADR 000375204 2123 141431 SH DEFINED 03 25911 0 115520 ACCO BRANDS CORP COM 00081T108 23 6661 SH DEFINED 04 6661 0 0 ACCO BRANDS CORP COM 00081T108 38 10963 SH DEFINED 03 10660 0 303 A D C TELECOMMUNICATIONS COM NEW 000886309 67 12182 SH DEFINED 04 12182 0 0 A D C TELECOMMUNICATIONS COM NEW 000886309 1054 192681 SH DEFINED 03 192681 0 0 A D C TELECOMMUNICATIONS COM NEW 000886309 1140 208454 SH DEFINED 05 208454 0 0 ABM INDS INC COM 000957100 95 4964 SH DEFINED 04 4964 0 0 ABM INDS INC COM 000957100 329 17261 SH DEFINED 03 16337 0 924 AFC ENTERPRISES INC COM 00104Q107 8 1799 SH DEFINED 04 1799 0 0 AFC ENTERPRISES INC COM 00104Q107 41 8779 SH DEFINED 03 8779 0 0 AFLAC INC COM 001055102 2638 57555 SH DEFINED 04 57555 0 0 AFLAC INC COM 001055102 33124 722609 SH DEFINED 03 698970 0 23639 AGCO CORP COM 001084102 241 10223 SH DEFINED 10223 0 0 AGCO CORP COM 001084102 3135 132875 SH DEFINED 04 132875 0 0 AGCO CORP COM 001084102 2982 126391 SH DEFINED 03 120845 0 5546 AGCO CORP COM 001084102 935 39646 SH DEFINED 05 39646 0 0 AGL RES INC COM 001204106 164 5242 SH DEFINED 04 5242 0 0 AGL RES INC COM 001204106 2040 65063 SH DEFINED 03 33513 0 31550 AES CORP COM 00130H105 53999 6553270 SH DEFINED 04 6553270 0 0 AES CORP COM 00130H105 9524 1155814 SH DEFINED 03 1019889 0 135925 AK STL HLDG CORP COM 001547108 4955 531665 SH DEFINED 04 531665 0 0 AK STL HLDG CORP COM 001547108 4037 433169 SH DEFINED 03 433138 0 31 AK STL HLDG CORP COM 001547108 2000 214600 SH DEFINED 05 214600 0 0 AMB PROPERTY CORP COM 00163T109 346 14774 SH DEFINED 04 14774 0 0 AMB PROPERTY CORP COM 00163T109 1525 65123 SH DEFINED 03 59623 0 5500 AMAG PHARMACEUTICALS INC COM 00163U106 102 2844 SH DEFINED 04 2844 0 0 AMAG PHARMACEUTICALS INC COM 00163U106 533 14857 SH DEFINED 03 14657 0 200 AMAG PHARMACEUTICALS INC COM 00163U106 21 589 SH DEFINED 05 589 0 0 AMN HEALTHCARE SERVICES INC COM 001744101 258 30503 SH DEFINED 04 30503 0 0 AMN HEALTHCARE SERVICES INC COM 001744101 541 63981 SH DEFINED 03 63981 0 0 AMR CORP COM 001765106 3 279 SH DEFINED 279 0 0 AMR CORP COM 001765106 1611 150950 SH DEFINED 04 150950 0 0 AMR CORP COM 001765106 1266 118669 SH DEFINED 03 118569 0 100 AT&T INC COM 00206R102 45 1567 SH DEFINED 1567 0 0 AT&T INC COM 00206R102 17170 602452 SH DEFINED 04 602452 0 0 AT&T INC COM 00206R102 252179 8848384 SH DEFINED 03 8498235 0 350149 AT&T INC COM 00206R102 356 12500 SH CALL DEFINED 05 0 0 0 AT&T INC COM 00206R102 78790 2764555 SH DEFINED 05 2764555 0 0 AT&T INC COM 00206R102 98 3441 SH DEFINED 06 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LABS COM 002824100 1624 30423 SH DEFINED 30423 0 0 ABBOTT LABS COM 002824100 12823 240274 SH DEFINED 04 240274 0 0 ABBOTT LABS COM 002824100 128721 2411860 SH DEFINED 03 2251496 0 160364 ABBOTT LABS COM 002824100 27728 519537 SH DEFINED 05 519537 0 0 ABBOTT LABS COM 002824100 24 449 SH DEFINED 06 449 0 0 ABERCROMBIE & FITCH CO CL A 002896207 5 206 SH DEFINED 206 0 0 ABERCROMBIE & FITCH CO CL A 002896207 3467 150261 SH DEFINED 04 150261 0 0 ABERCROMBIE & FITCH CO CL A 002896207 3836 166270 SH DEFINED 03 144751 0 21519 ABIOMED INC COM 003654100 93 5692 SH DEFINED 04 5692 0 0 ABIOMED INC COM 003654100 494 30092 SH DEFINED 03 30092 0 0 ABITIBIBOWATER INC COM 003687100 16 33700 SH DEFINED 03 33700 0 0 ABITIBIBOWATER INC COM 003687100 2 4228 SH DEFINED 02 4228 0 0 ABITIBIBOWATER INC COM 003687100 226 481328 SH DEFINED 05 481328 0 0 ABRAXAS PETE CORP COM 003830106 5 7026 SH DEFINED 04 7026 0 0 ABRAXAS PETE CORP COM 003830106 7 9466 SH DEFINED 03 9466 0 0 ACADIA RLTY TR COM SH BEN INT 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8/1 007903AN7 12547 36500000 PRN DEFINED 03 36500000 0 0 AEGON N V NY REGISTRY SH 007924103 143 23600 SH DEFINED 04 23600 0 0 AEGON N V NY REGISTRY SH 007924103 355 58627 SH DEFINED 03 46126 0 12501 ADVANTA CORP CL B 007942204 59 28191 SH DEFINED 03 28191 0 0 ADVANCED ENERGY INDS COM 007973100 110 11049 SH DEFINED 03 11049 0 0 ADVENT SOFTWARE INC COM 007974108 52 2610 SH DEFINED 04 2610 0 0 ADVENT SOFTWARE INC COM 007974108 462 23148 SH DEFINED 03 23148 0 0 AEROVIRONMENT INC COM 008073108 63 1715 SH DEFINED 04 1715 0 0 AEROVIRONMENT INC COM 008073108 454 12337 SH DEFINED 03 12337 0 0 AETNA INC NEW COM 00817Y108 2633 92389 SH DEFINED 04 92389 0 0 AETNA INC NEW COM 00817Y108 19983 701149 SH DEFINED 03 674488 0 26661 AETNA INC NEW COM 00817Y108 907 31833 SH DEFINED 05 31833 0 0 AFFILIATED COMPUTER SERVICES CL A 008190100 1022 22240 SH DEFINED 04 22240 0 0 AFFILIATED COMPUTER SERVICES CL A 008190100 6277 136603 SH DEFINED 03 136603 0 0 AFFILIATED MANAGERS GROUP COM 008252108 822 19610 SH DEFINED 19610 0 0 AFFILIATED MANAGERS GROUP COM 008252108 1827 43576 SH DEFINED 04 43576 0 0 AFFILIATED MANAGERS GROUP COM 008252108 2677 63868 SH DEFINED 03 50718 0 13150 AFFILIATED MANAGERS GROUP NOTE 5/0 008252AC2 21170 29000000 PRN DEFINED 06 29000000 0 0 AFFYMAX INC COM 00826A109 15706 1572145 SH DEFINED 1572145 0 0 AFFYMAX INC COM 00826A109 18 1755 SH DEFINED 04 1755 0 0 AFFYMAX INC COM 00826A109 100 10024 SH DEFINED 03 10024 0 0 AFFYMETRIX INC COM 00826T108 13 4269 SH DEFINED 04 4269 0 0 AFFYMETRIX INC COM 00826T108 642 214577 SH DEFINED 03 214577 0 0 AFFYMETRIX INC NOTE 3.500% 1/1 00826TAG3 10545 27300000 PRN DEFINED 03 27300000 0 0 AGFEED INDUSTRIES INC COM 00846L101 5 3322 SH DEFINED 04 3322 0 0 AGFEED INDUSTRIES INC COM 00846L101 59 36800 SH DEFINED 03 36800 0 0 AGILENT TECHNOLOGIES INC COM 00846U101 611 39073 SH DEFINED 04 39073 0 0 AGILENT TECHNOLOGIES INC COM 00846U101 12969 829781 SH DEFINED 03 800942 0 28839 AGILENT TECHNOLOGIES INC COM 00846U101 237 15180 SH DEFINED 05 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CTS CORP COM 126501105 160 28982 SH DEFINED 03 28982 0 0 CVB FINL CORP COM 126600105 45 3800 SH DEFINED 04 3800 0 0 CVB FINL CORP COM 126600105 366 30776 SH DEFINED 03 30388 0 388 CVR ENERGY INC COM 12662P108 76 19050 SH DEFINED 04 19050 0 0 CVR ENERGY INC COM 12662P108 32 7992 SH DEFINED 03 7992 0 0 CVS CAREMARK CORPORATION COM 126650100 1477 51378 SH DEFINED 51378 0 0 CVS CAREMARK CORPORATION COM 126650100 3311 115220 SH DEFINED 04 115220 0 0 CVS CAREMARK CORPORATION COM 126650100 60763 2114243 SH DEFINED 03 2023105 0 91138 CVS CAREMARK CORPORATION COM 126650100 3725 129625 SH DEFINED 05 129625 0 0 CVS CAREMARK CORPORATION COM 126650100 11 366 SH DEFINED 06 366 0 0 CV THERAPEUTICS INC COM 126667104 94 10165 SH DEFINED 04 10165 0 0 CV THERAPEUTICS INC COM 126667104 611 66316 SH DEFINED 03 66316 0 0 CA INC COM 12673P105 633 34178 SH DEFINED 04 34178 0 0 CA INC COM 12673P105 14293 771341 SH DEFINED 03 766371 0 4970 CA INC COM 12673P105 26 1400 SH DEFINED 05 1400 0 0 CABELAS INC COM 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34 419939 SH DEFINED 03 418939 0 1000 CHARTER COMMUNICATIONS INC D CL A 16117M107 5023 SH CALL DEFINED 05 0 0 0 CHARTER COMMUNICATIONS INC D NOTE 6.500%10/0 16117MAF4 589 47090000 PRN DEFINED 03 47090000 0 0 CHATTEM INC COM 162456107 123 1723 SH DEFINED 04 1723 0 0 CHATTEM INC COM 162456107 523 7307 SH DEFINED 03 7101 0 206 CHECKPOINT SYS INC COM 162825103 174 17726 SH DEFINED 03 17726 0 0 CHEESECAKE FACTORY INC COM 163072101 656 64933 SH DEFINED 03 64933 0 0 CHEMED CORP NEW COM 16359R103 145 3656 SH DEFINED 04 3656 0 0 CHEMED CORP NEW COM 16359R103 1087 27325 SH DEFINED 03 27229 0 96 CHEMED CORP NEW COM 16359R103 144 3615 SH DEFINED 05 3615 0 0 CHEMTURA CORP COM 163893100 89 63679 SH DEFINED 04 63679 0 0 CHEMTURA CORP COM 163893100 149 106219 SH DEFINED 03 104800 0 1419 CHENIERE ENERGY PARTNERS LP COM UNIT 16411Q101 55 14825 SH DEFINED 03 4101 0 10724 CHENIERE ENERGY INC COM NEW 16411R208 266 93331 SH DEFINED 04 93331 0 0 CHENIERE ENERGY INC COM NEW 16411R208 296 103762 SH DEFINED 03 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ADR 16942X104 24571 6220501 SH DEFINED 6220501 0 0 CHINA SUNERGY CO LTD SPON ADR 16942X104 387 98003 SH DEFINED 04 98003 0 0 CHINA SUNERGY CO LTD SPON ADR 16942X104 31 7779 SH DEFINED 03 7779 0 0 CHINA UNICOM (HONG KONG) LTD SPONSORED ADR 16945R104 560 45904 SH DEFINED 03 45904 0 0 CHINDEX INTERNATIONAL INC COM 169467107 15 1849 SH DEFINED 04 1849 0 0 CHINDEX INTERNATIONAL INC COM 169467107 71 8988 SH DEFINED 03 8988 0 0 CHINA MED TECHNOLOGIES INC SPONSORED ADR 169483104 134 6590 SH DEFINED 04 6590 0 0 CHINA MED TECHNOLOGIES INC SPONSORED ADR 169483104 685 33801 SH DEFINED 03 33801 0 0 CHINA MED TECHNOLOGIES INC SPONSORED ADR 169483104 172 8503 SH DEFINED 06 8503 0 0 CHINA MED TECHNOLOGIES INC NOTE 4.000% 8/1 169483AC8 2667 5513000 PRN DEFINED 03 5513000 0 0 CHIPOTLE MEXICAN GRILL INC CL A 169656105 1519 24505 SH DEFINED 03 24505 0 0 CHOICE HOTELS INTL INC COM 169905106 283 9403 SH DEFINED 04 9403 0 0 CHOICE HOTELS INTL INC COM 169905106 1534 51027 SH DEFINED 03 51027 0 0 CHIQUITA 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CITIGROUP INC COM 172967101 31526 4698411 SH DEFINED 04 4698411 0 0 CITIGROUP INC COM 172967101 5 SH CALL DEFINED 03 0 0 0 CITIGROUP INC COM 172967101 3 385 SH CALL DEFINED 03 0 0 0 CITIGROUP INC COM 172967101 182811 27244535 SH DEFINED 03 10353746 0 16890789 CITIGROUP INC COM 172967101 44 6500 SH CALL DEFINED 05 0 0 0 CITIGROUP INC COM 172967101 163 24297 SH CALL DEFINED 05 0 0 0 CITIGROUP INC COM 172967101 48225 7186992 SH DEFINED 05 7186992 0 0 CITIGROUP INC COM 172967101 13 1993 SH DEFINED 06 1993 0 0 CITIZENS REPUBLIC BANCORP IN COM 174420109 105 35071 SH DEFINED 03 35071 0 0 CITIZENS INC CL A 174740100 193 19928 SH DEFINED 03 19928 0 0 CITRIX SYS INC COM 177376100 1495 63430 SH DEFINED 63430 0 0 CITRIX SYS INC COM 177376100 17646 748681 SH DEFINED 04 748681 0 0 CITRIX SYS INC COM 177376100 9346 396518 SH DEFINED 03 368493 0 28025 CITRIX SYS INC COM 177376100 765 32458 SH DEFINED 05 32458 0 0 CITY NATL CORP COM 178566105 326 6699 SH DEFINED 04 6699 0 0 CITY NATL CORP COM 178566105 847 17400 SH DEFINED 03 17400 0 0 CITY NATL CORP COM 178566105 163 3357 SH DEFINED 05 3357 0 0 CLARCOR INC COM 179895107 67 2008 SH DEFINED 04 2008 0 0 CLARCOR INC COM 179895107 555 16726 SH DEFINED 03 16726 0 0 CLAUDE RES INC COM 182873109 146 456212 SH DEFINED 456212 0 0 CLAUDE RES INC COM 182873109 4 11201 SH DEFINED 03 11201 0 0 CLEAN HARBORS INC COM 184496107 196 3087 SH DEFINED 04 3087 0 0 CLEAN HARBORS INC COM 184496107 550 8677 SH DEFINED 03 8677 0 0 CLEAN ENERGY FUELS CORP COM 184499101 25 4134 SH DEFINED 04 4134 0 0 CLEAN ENERGY FUELS CORP COM 184499101 242 40082 SH DEFINED 03 40057 0 25 CLEAR CHANNEL OUTDOOR HLDGS CL A 18451C109 130 21162 SH DEFINED 04 21162 0 0 CLEAR CHANNEL OUTDOOR HLDGS CL A 18451C109 245 39887 SH DEFINED 03 38387 0 1500 CLEARWIRE CORP NEW CL A 18538Q105 1 177 SH DEFINED 04 177 0 0 CLEARWIRE CORP NEW CL A 18538Q105 150 30402 SH DEFINED 03 30402 0 0 CLIFFS NATURAL RESOURCES INC COM 18683K101 13 519 SH DEFINED 519 0 0 CLIFFS NATURAL RESOURCES INC COM 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46060A107 9195 290051 SH DEFINED 03 290051 0 0 INTERPUBLIC GROUP COS INC COM 460690100 253 63974 SH DEFINED 04 63974 0 0 INTERPUBLIC GROUP COS INC COM 460690100 3498 883249 SH DEFINED 03 882675 0 574 INTERSIL CORP CL A 46069S109 1671 181845 SH DEFINED 03 181845 0 0 INTEROIL CORP COM 460951106 2545 185102 SH DEFINED 04 185102 0 0 INTEROIL CORP COM 460951106 567 41251 SH DEFINED 03 41251 0 0 INTERVAL LEISURE GROUP INC COM 46113M108 26 4870 SH DEFINED 04 4870 0 0 INTERVAL LEISURE GROUP INC COM 46113M108 68 12535 SH DEFINED 03 12455 0 80 INTERWOVEN INC COM NEW 46114T508 49 3900 SH DEFINED 04 3900 0 0 INTERWOVEN INC COM NEW 46114T508 329 26120 SH DEFINED 03 26120 0 0 INTUIT COM 461202103 2030 85313 SH DEFINED 04 85313 0 0 INTUIT COM 461202103 16659 700246 SH DEFINED 03 691166 0 9080 INTUIT COM 461202103 790 33218 SH DEFINED 05 33218 0 0 INVACARE CORP COM 461203101 300 19341 SH DEFINED 03 19341 0 0 INTUITIVE SURGICAL INC COM NEW 46120E602 785 6180 SH DEFINED 6180 0 0 INTUITIVE SURGICAL INC COM NEW 46120E602 1116 8788 SH DEFINED 04 8788 0 0 INTUITIVE SURGICAL INC COM NEW 46120E602 13128 103379 SH DEFINED 03 103354 0 25 INTUITIVE SURGICAL INC COM NEW 46120E602 98 771 SH DEFINED 05 771 0 0 INTREPID POTASH INC COM 46121Y102 463 22280 SH DEFINED 04 22280 0 0 INTREPID POTASH INC COM 46121Y102 301 14491 SH DEFINED 03 14451 0 40 INTREPID POTASH INC COM 46121Y102 84 4055 SH DEFINED 05 4055 0 0 INVENTIV HEALTH INC COM 46122E105 45 3871 SH DEFINED 04 3871 0 0 INVENTIV HEALTH INC COM 46122E105 325 28121 SH DEFINED 03 28121 0 0 INVERNESS MED INNOVATIONS IN COM 46126P106 2023 106991 SH DEFINED 106991 0 0 INVERNESS MED INNOVATIONS IN COM 46126P106 15 813 SH DEFINED 04 813 0 0 INVERNESS MED INNOVATIONS IN COM 46126P106 1210 64001 SH DEFINED 03 64001 0 0 INVESTMENT TECHNOLOGY GRP NE COM 46145F105 317 13967 SH DEFINED 04 13967 0 0 INVESTMENT TECHNOLOGY GRP NE COM 46145F105 630 27739 SH DEFINED 03 27648 0 91 INVESTORS BANCORP INC COM 46146P102 798 59408 SH DEFINED 03 11669 0 47739 INVESTORS REAL ESTATE TR SH BEN INT 461730103 159 14840 SH DEFINED 03 14840 0 0 INVITROGEN CORP NOTE 1.500% 2/1 46185RAK6 5625 7500000 PRN DEFINED 03 7500000 0 0 ION GEOPHYSICAL CORP COM 462044108 963 280898 SH DEFINED 04 280898 0 0 ION GEOPHYSICAL CORP COM 462044108 141 41095 SH DEFINED 03 41095 0 0 ION GEOPHYSICAL CORP COM 462044108 168 49106 SH DEFINED 05 49106 0 0 IOWA TELECOMM SERVICES INC COM 462594201 399 27916 SH DEFINED 03 27916 0 0 IRELAND BK SPONSORED ADR 46267Q103 73 15357 SH DEFINED 03 15201 0 156 IRELAND BK SPONSORED ADR 46267Q103 822 172390 SH DEFINED 06 172390 0 0 IROBOT CORP COM 462726100 27 2995 SH DEFINED 04 2995 0 0 IROBOT CORP COM 462726100 98 10872 SH DEFINED 03 10872 0 0 IRON MTN INC COM 462846106 325 13161 SH DEFINED 04 13161 0 0 IRON MTN INC COM 462846106 8651 349813 SH DEFINED 03 347813 0 2000 ISHARES COMEX GOLD TR ISHARES 464285105 4549 52492 SH DEFINED 03 45401 0 7091 ISHARES INC MSCI AUSTRIA INV 464286202 7630 586000 SH DEFINED 04 586000 0 0 ISHARES INC MSCI BELG INVEST 464286301 8029 919700 SH DEFINED 04 919700 0 0 ISHARES INC MSCI BRAZIL 464286400 9 250 SH DEFINED 250 0 0 ISHARES INC MSCI BRAZIL 464286400 49212 1406452 SH DEFINED 04 1406452 0 0 ISHARES INC MSCI BRAZIL 464286400 4020 114899 SH DEFINED 03 86190 0 28709 ISHARES INC MSCI BRAZIL 464286400 742 21200 SH DEFINED 05 21200 0 0 ISHARES INC MSCI EMU INDEX 464286608 1974 64495 SH DEFINED 03 0 0 64495 ISHARES INC MSCI PAC J IDX 464286665 3274 124244 SH DEFINED 03 3 0 124241 ISHARES INC MSCI SINGAPORE 464286673 486 68981 SH DEFINED 03 0 0 68981 ISHARES INC MSCI UTD KINGD 464286699 3649 297900 SH DEFINED 04 297900 0 0 ISHARES INC MSCI UTD KINGD 464286699 2108 172083 SH DEFINED 03 1 0 172082 ISHARES INC MSCI TAIWAN 464286731 531 70016 SH DEFINED 03 1 0 70015 ISHARES INC MSCI S KOREA 464286772 258 9229 SH DEFINED 03 7334 0 1895 ISHARES INC MSCI MEX INVEST 464286822 47001 1456500 SH DEFINED 04 1456500 0 0 ISHARES INC MSCI MEX INVEST 464286822 342 10601 SH DEFINED 03 0 0 10601 ISHARES INC MSCI MEX INVEST 464286822 5855 181450 SH DEFINED 05 181450 0 0 ISHARES INC MSCI JAPAN 464286848 9122 952169 SH DEFINED 03 650374 0 301795 ISHARES INC MSCI ITALY 464286855 7757 473300 SH DEFINED 04 473300 0 0 ISHARES INC MSCI HONG KONG 464286871 2163 208602 SH DEFINED 208602 0 0 ISHARES INC MSCI HONG KONG 464286871 1290 124426 SH DEFINED 03 30568 0 93858 ISHARES TR S&P 100 IDX FD 464287101 1765 40866 SH DEFINED 03 35791 0 5075 ISHARES TR S&P 1500 INDEX 464287150 8521 210547 SH DEFINED 03 210547 0 0 ISHARES TR DJ SEL DIV INX 464287168 8206 198749 SH DEFINED 03 143655 0 55094 ISHARES TR BARCLYS TIPS BD 464287176 2009 20242 SH DEFINED 03 128 0 20114 ISHARES TR FTSE XNHUA IDX 464287184 107855 3707636 SH DEFINED 04 3707636 0 0 ISHARES TR FTSE XNHUA IDX 464287184 3039 104483 SH DEFINED 03 45700 0 58783 ISHARES TR FTSE XNHUA IDX 464287184 1245 42788 SH DEFINED 05 42788 0 0 ISHARES TR TRANSP AVE IDX 464287192 3039 48000 SH DEFINED 04 48000 0 0 ISHARES TR TRANSP AVE IDX 464287192 82303 1300001 SH DEFINED 03 1300001 0 0 ISHARES TR S&P 500 INDEX 464287200 3784 41898 SH DEFINED 03 1740 0 40158 ISHARES TR BARCLYS US AGG B 464287226 2803 26900 SH DEFINED 04 26900 0 0 ISHARES TR BARCLYS US AGG B 464287226 294 2819 SH DEFINED 03 1 0 2818 ISHARES TR MSCI EMERG MKT 464287234 2497 100000 SH DEFINED 100000 0 0 ISHARES TR MSCI EMERG MKT 464287234 56922 2279628 SH DEFINED 04 2279628 0 0 ISHARES TR MSCI EMERG MKT 464287234 2102 84175 SH DEFINED 03 503 0 83672 ISHARES TR MSCI EMERG MKT 464287234 39397 1577786 SH DEFINED 05 1577786 0 0 ISHARES TR MSCI EMERG MKT 464287234 1695 67894 SH DEFINED 06 67894 0 0 ISHARES TR IBOXX INV CPBD 464287242 920 9047 SH DEFINED 03 1 0 9046 ISHARES TR S&P500 GRW 464287309 29620 659258 SH DEFINED 04 659258 0 0 ISHARES TR S&P500 GRW 464287309 3817 84964 SH DEFINED 03 66740 0 18224 ISHARES TR S&P NA NAT RES 464287374 26250 1036713 SH DEFINED 03 1034373 0 2340 ISHARES TR S&P LTN AM 40 464287390 21911 860270 SH DEFINED 04 860270 0 0 ISHARES TR S&P LTN AM 40 464287390 188 7380 SH DEFINED 03 5 0 7375 ISHARES TR S&P LTN AM 40 464287390 573 22500 SH DEFINED 05 22500 0 0 ISHARES TR S&P 500 VALUE 464287408 628 13904 SH DEFINED 03 7714 0 6190 ISHARES TR BARCLYS 20+ YR 464287432 712711 5971606 SH DEFINED 03 5970200 0 1406 ISHARES TR BARCLYS 7-10 YR 464287440 46069 467565 SH DEFINED 03 450000 0 17565 ISHARES TR BARCLYS 1-3 YR 464287457 677 8001 SH DEFINED 03 1 0 8000 ISHARES TR MSCI EAFE IDX 464287465 163572 3646280 SH DEFINED 04 3646280 0 0 ISHARES TR MSCI EAFE IDX 464287465 9042 201554 SH DEFINED 03 30701 0 170853 ISHARES TR MSCI EAFE IDX 464287465 20592 459026 SH DEFINED 05 459026 0 0 ISHARES TR RUSSELL MCP VL 464287473 62563 2199807 SH DEFINED 04 2199807 0 0 ISHARES TR RUSSELL MCP VL 464287473 86269 3033376 SH DEFINED 03 3000003 0 33373 ISHARES TR RUSSELL MCP GR 464287481 73081 2336339 SH DEFINED 03 2325060 0 11279 ISHARES TR RUSSELL MIDCAP 464287499 783 13110 SH DEFINED 03 11451 0 1659 ISHARES TR S&P MIDCAP 400 464287507 12616 236564 SH DEFINED 03 225042 0 11522 ISHARES TR S&P NA SOFTWR 464287515 12818 403470 SH DEFINED 03 403470 0 0 ISHARES TR S&P NA SEMICND 464287523 5075 178878 SH DEFINED 03 178878 0 0 ISHARES TR S&P NA MULTIMD 464287531 13488 800001 SH DEFINED 03 800001 0 0 ISHARES TR S&P NA TECH FD 464287549 88697 2646100 SH DEFINED 03 2645450 0 650 ISHARES TR NASDQ BIO INDX 464287556 202144 2845097 SH DEFINED 03 2837997 0 7100 ISHARES TR COHEN&ST RLTY 464287564 11516 260653 SH DEFINED 03 257462 0 3191 ISHARES TR S&P GLB100INDX 464287572 1254 25000 SH DEFINED 04 25000 0 0 ISHARES TR S&P GLB100INDX 464287572 192 3825 SH DEFINED 03 0 0 3825 ISHARES TR CONS SRVC IDX 464287580 4986 117706 SH DEFINED 03 117434 0 272 ISHARES TR RUSSELL1000VAL 464287598 9817 198251 SH DEFINED 04 198251 0 0 ISHARES TR RUSSELL1000VAL 464287598 16862 340516 SH DEFINED 03 185059 0 155457 ISHARES TR S&P MC 400 GRW 464287606 3231 58266 SH DEFINED 03 52535 0 5731 ISHARES TR RUSSELL1000GRW 464287614 14011 378070 SH DEFINED 04 378070 0 0 ISHARES TR RUSSELL1000GRW 464287614 4439 119781 SH DEFINED 03 47749 0 72032 ISHARES TR RUSSELL 1000 464287622 536966 10987633 SH DEFINED 04 10987633 0 0 ISHARES TR RUSSELL 1000 464287622 17382 355675 SH DEFINED 03 336135 0 19540 ISHARES TR RUSL 2000 VALU 464287630 6310 128336 SH DEFINED 04 128336 0 0 ISHARES TR RUSL 2000 VALU 464287630 3898 79283 SH DEFINED 03 45589 0 33694 ISHARES TR RUSL 2000 GROW 464287648 39499 776616 SH DEFINED 03 748224 0 28392 ISHARES TR RUSSELL 2000 464287655 56636 1150200 SH DEFINED 04 1150200 0 0 ISHARES TR RUSSELL 2000 464287655 1605312 32601783 SH DEFINED 03 32564049 0 37734 ISHARES TR RUSSELL 2000 464287655 8630 175269 SH DEFINED 05 175269 0 0 ISHARES TR RUSL 3000 VALU 464287663 18711 289502 SH DEFINED 03 289502 0 0 ISHARES TR RUSSELL 3000 464287689 909177 17484171 SH DEFINED 04 17484171 0 0 ISHARES TR RUSSELL 3000 464287689 755 14527 SH DEFINED 03 13430 0 1097 ISHARES TR DJ US UTILS 464287697 24273 350001 SH DEFINED 03 350001 0 0 ISHARES TR S&P MIDCP VALU 464287705 31600 628481 SH DEFINED 03 623851 0 4630 ISHARES TR DJ US TELECOMM 464287713 9762 592361 SH DEFINED 03 592361 0 0 ISHARES TR DJ US TECH SEC 464287721 66719 1888459 SH DEFINED 03 1887752 0 707 ISHARES TR DJ US REAL EST 464287739 1343928 36097984 SH DEFINED 03 36083915 0 14069 ISHARES TR DJ US REAL EST 464287739 459 12340 SH DEFINED 05 12340 0 0 ISHARES TR DJ US INDUSTRL 464287754 81689 1897091 SH DEFINED 03 1897091 0 0 ISHARES TR DJ US HEALTHCR 464287762 17354 323220 SH DEFINED 03 322045 0 1175 ISHARES TR DJ US FINL SVC 464287770 14381 306572 SH DEFINED 03 302622 0 3950 ISHARES TR DJ US FINL SEC 464287788 385392 8516942 SH DEFINED 03 8516942 0 0 ISHARES TR DJ US ENERGY 464287796 279546 9867497 SH DEFINED 03 9866622 0 875 ISHARES TR S&P SMLCAP 600 464287804 88713 2017587 SH DEFINED 03 1988719 0 28868 ISHARES TR CONS GOODS IDX 464287812 9375 202577 SH DEFINED 03 202577 0 0 ISHARES TR DJ US BAS MATL 464287838 16691 450001 SH DEFINED 03 450001 0 0 ISHARES TR DJ US INDEX FD 464287846 11347 257356 SH DEFINED 03 257356 0 0 ISHARES TR S&P SMLCP VALU 464287879 5232 107603 SH DEFINED 03 102250 0 5353 ISHARES TR S&P SMLCP GROW 464287887 294 6605 SH DEFINED 03 2 0 6603 ISHARES TR S&P GLO INFRAS 464288372 284 9500 SH DEFINED 03 0 0 9500 ISHARES TR HIGH YLD CORP 464288513 2204 29000 SH DEFINED 04 29000 0 0 ISHARES TR HIGH YLD CORP 464288513 2865 37695 SH DEFINED 03 17861 0 19834 ISHARES TR BARCLYS MBS BD 464288588 92300 879800 SH DEFINED 879800 0 0 ISHARES TR BARCLYS MBS BD 464288588 41 392 SH DEFINED 03 0 0 392 ISHARES TR BARCLYS 3-7 YR 464288661 622 5382 SH DEFINED 03 0 0 5382 ISHARES TR BARCLYS SH TREA 464288679 637 5770 SH DEFINED 03 0 0 5770 ISHARES TR US PFD STK IDX 464288687 1331 45566 SH DEFINED 03 0 0 45566 ISHARES TR DJ HOME CONSTN 464288752 1040 106036 SH DEFINED 03 106036 0 0 ISHARES TR DJ REGIONAL BK 464288778 5085 212477 SH DEFINED 03 212477 0 0 ISHARES TR DJ BROKER-DEAL 464288794 2222 111500 SH DEFINED 04 111500 0 0 ISHARES TR DJ BROKER-DEAL 464288794 5604 281192 SH DEFINED 03 278492 0 2700 ISHARES TR DJ MED DEVICES 464288810 25925 677253 SH DEFINED 03 676198 0 1055 ISHARES TR DJ HEALTH CARE 464288828 2997 83827 SH DEFINED 03 83327 0 500 ISHARES TR DJ OIL EQUIP 464288844 2311 87151 SH DEFINED 03 86601 0 550 ISHARES TR DJ OIL&GAS EXP 464288851 28888 750834 SH DEFINED 03 750134 0 700 ISHARES SILVER TRUST ISHARES 46428Q109 179 15953 SH DEFINED 03 7078 0 8875 ISIS PHARMACEUTICALS INC COM 464330109 223 15704 SH DEFINED 04 15704 0 0 ISIS PHARMACEUTICALS INC COM 464330109 403 28411 SH DEFINED 03 27611 0 800 ISLE OF CAPRI CASINOS INC COM 464592104 22 6800 SH DEFINED 04 6800 0 0 ISLE OF CAPRI CASINOS INC COM 464592104 13 3914 SH DEFINED 03 3914 0 0 ITC HLDGS CORP COM 465685105 361 8272 SH DEFINED 04 8272 0 0 ITC HLDGS CORP COM 465685105 454 10389 SH DEFINED 03 9807 0 582 ITRON INC COM 465741106 1970 30899 SH DEFINED 30899 0 0 ITRON INC COM 465741106 750 11762 SH DEFINED 03 11700 0 62 ITRON INC COM 465741106 134 2097 SH DEFINED 05 2097 0 0 ITRON INC COM 465741106 1018 15966 SH DEFINED 06 15966 0 0 ITRON INC NOTE 2.500% 8/0 465741AJ5 13406 12500000 PRN DEFINED 03 12500000 0 0 IVANHOE ENERGY INC COM 465790103 201 SH DEFINED 03 201 0 0 IVANHOE ENERGY INC COM 465790103 97 197200 SH DEFINED 06 197200 0 0 IVANHOE MINES LTD COM 46579N103 3848 1425000 SH DEFINED 04 1425000 0 0 IVANHOE MINES LTD COM 46579N103 6 2255 SH DEFINED 03 2255 0 0 J & J SNACK FOODS CORP COM 466032109 607 16906 SH DEFINED 03 16832 0 74 JA SOLAR HOLDINGS CO LTD SPON ADR 466090107 272 62262 SH DEFINED 03 55212 0 7050 JA SOLAR HOLDINGS CO LTD SPON ADR 466090107 1038 237500 SH DEFINED 05 237500 0 0 J CREW GROUP INC COM 46612H402 80 6526 SH DEFINED 04 6526 0 0 J CREW GROUP INC COM 46612H402 1085 88939 SH DEFINED 03 88939 0 0 JDS UNIPHASE CORP COM PAR $0.001 46612J507 351 96200 SH DEFINED 04 96200 0 0 JDS UNIPHASE CORP COM PAR $0.001 46612J507 1979 542181 SH DEFINED 03 540748 0 1433 JDS UNIPHASE CORP NOTE 1.000% 5/1 46612JAD3 629 1165000 PRN DEFINED 03 1165000 0 0 JDA SOFTWARE GROUP INC COM 46612K108 506 38536 SH DEFINED 03 38536 0 0 JDA SOFTWARE GROUP INC COM 46612K108 1 SH DEFINED 05 1 0 0 JER INVT TR INC COM 46614H301 10 11082 SH DEFINED 03 11082 0 0 JPMORGAN & CHASE & CO COM 46625H100 81 2571 SH DEFINED 2571 0 0 JPMORGAN & CHASE & CO COM 46625H100 206913 6562412 SH DEFINED 04 6562412 0 0 JPMORGAN & CHASE & CO COM 46625H100 180198 5715126 SH DEFINED 03 5598679 0 116447 JPMORGAN & CHASE & CO COM 46625H100 24599 780168 SH DEFINED 05 780168 0 0 JPMORGAN & CHASE & CO COM 46625H100 43 1360 SH DEFINED 06 1360 0 0 J2 GLOBAL COMMUNICATIONS INC COM NEW 46626E205 602 30044 SH DEFINED 04 30044 0 0 J2 GLOBAL COMMUNICATIONS INC COM NEW 46626E205 517 25816 SH DEFINED 03 25816 0 0 JABIL CIRCUIT INC COM 466313103 134 19904 SH DEFINED 04 19904 0 0 JABIL CIRCUIT INC COM 466313103 3377 500249 SH DEFINED 03 499749 0 500 JACK IN THE BOX INC COM 466367109 153 6914 SH DEFINED 04 6914 0 0 JACK IN THE BOX INC COM 466367109 521 23604 SH DEFINED 03 23504 0 100 JACKSON HEWITT TAX SVCS INC COM 468202106 171 10900 SH DEFINED 04 10900 0 0 JACKSON HEWITT TAX SVCS INC COM 468202106 187 11932 SH DEFINED 03 11932 0 0 JACOBS ENGR GROUP INC DEL COM 469814107 478 9937 SH DEFINED 04 9937 0 0 JACOBS ENGR GROUP INC DEL COM 469814107 9490 197292 SH DEFINED 03 192555 0 4737 JACOBS ENGR GROUP INC DEL COM 469814107 375 7793 SH DEFINED 05 7793 0 0 JACOBS ENGR GROUP INC DEL COM 469814107 944 19624 SH DEFINED 06 19624 0 0 JAKKS PAC INC COM 47012E106 804 38970 SH DEFINED 03 38970 0 0 JAMES RIVER COAL CO COM NEW 470355207 70 4586 SH DEFINED 04 4586 0 0 JAMES RIVER COAL CO COM NEW 470355207 98 6399 SH DEFINED 03 6399 0 0 JANUS CAP GROUP INC COM 47102X105 4 482 SH DEFINED 482 0 0 JANUS CAP GROUP INC COM 47102X105 745 92733 SH DEFINED 04 92733 0 0 JANUS CAP GROUP INC COM 47102X105 3076 383104 SH DEFINED 03 377859 0 5245 JARDEN CORP COM 471109108 16 1410 SH DEFINED 04 1410 0 0 JARDEN CORP COM 471109108 721 62709 SH DEFINED 03 62709 0 0 JAVELIN PHARMACEUTICALS INC COM 471894105 10 8235 SH DEFINED 04 8235 0 0 JAVELIN PHARMACEUTICALS INC COM 471894105 8 6239 SH DEFINED 03 6239 0 0 JEFFERIES GROUP INC NEW COM 472319102 302 21461 SH DEFINED 04 21461 0 0 JEFFERIES GROUP INC NEW COM 472319102 865 61515 SH DEFINED 03 48793 0 12722 JETBLUE AIRWAYS CORP COM 477143101 1029 144995 SH DEFINED 03 104038 0 40957 JO-ANN STORES INC COM 47758P307 64 4139 SH DEFINED 04 4139 0 0 JO-ANN STORES INC COM 47758P307 180 11643 SH DEFINED 03 11643 0 0 JOHN BEAN TECHNOLOGIES CORP COM 477839104 4 503 SH DEFINED 04 503 0 0 JOHN BEAN TECHNOLOGIES CORP COM 477839104 177 21691 SH DEFINED 03 21644 0 47 JOHNSON & JOHNSON COM 478160104 103 1719 SH DEFINED 1719 0 0 JOHNSON & JOHNSON COM 478160104 26305 439656 SH DEFINED 04 439656 0 0 JOHNSON & JOHNSON COM 478160104 247155 4130947 SH DEFINED 03 3967914 0 163033 JOHNSON & JOHNSON COM 478160104 26078 435871 SH DEFINED 05 435871 0 0 JOHNSON & JOHNSON COM 478160104 204 3416 SH DEFINED 06 3416 0 0 JOHNSON CTLS INC COM 478366107 1493 82234 SH DEFINED 04 82234 0 0 JOHNSON CTLS INC COM 478366107 16453 906013 SH DEFINED 03 884518 0 21495 JOHNSON CTLS INC COM 478366107 104 5743 SH DEFINED 05 5743 0 0 JONES APPAREL GROUP INC COM 480074103 693 118330 SH DEFINED 04 118330 0 0 JONES APPAREL GROUP INC COM 480074103 1296 221086 SH DEFINED 03 221086 0 0 JONES LANG LASALLE INC COM 48020Q107 137 4952 SH DEFINED 04 4952 0 0 JONES LANG LASALLE INC COM 48020Q107 960 34670 SH DEFINED 03 33860 0 810 JOS A BANK CLOTHIERS INC COM 480838101 146 5599 SH DEFINED 04 5599 0 0 JOS A BANK CLOTHIERS INC COM 480838101 514 19663 SH DEFINED 03 19645 0 18 JOS A BANK CLOTHIERS INC COM 480838101 19 725 SH DEFINED 05 725 0 0 JOY GLOBAL INC COM 481165108 1056 46124 SH DEFINED 04 46124 0 0 JOY GLOBAL INC COM 481165108 2047 89441 SH DEFINED 03 87441 0 2000 JUNIPER NETWORKS INC COM 48203R104 13 722 SH DEFINED 722 0 0 JUNIPER NETWORKS INC COM 48203R104 3342 190857 SH DEFINED 04 190857 0 0 JUNIPER NETWORKS INC COM 48203R104 14936 852986 SH DEFINED 03 852217 0 769 JUNIPER NETWORKS INC COM 48203R104 232 13233 SH DEFINED 05 13233 0 0 KBL HEALTHCARE ACQUIS CORP I COM 48241N107 3589 485000 SH DEFINED 03 485000 0 0 KBW INC COM 482423100 317 13773 SH DEFINED 03 13773 0 0 KBR INC COM 48242W106 402 26425 SH DEFINED 04 26425 0 0 KBR INC COM 48242W106 3802 250151 SH DEFINED 03 223640 0 26511 KHD HUMBOLDT WEDAG INTL LTD COM 482462108 118 10601 SH DEFINED 03 9301 0 1300 KLA-TENCOR CORP COM 482480100 1420 65165 SH DEFINED 04 65165 0 0 KLA-TENCOR CORP COM 482480100 6975 320123 SH DEFINED 03 319423 0 700 KLA-TENCOR CORP COM 482480100 7 310 SH DEFINED 05 310 0 0 KKR FINANCIAL HLDGS LLC COM 48248A306 5985 3788172 SH DEFINED 04 3788172 0 0 KKR FINANCIAL HLDGS LLC COM 48248A306 16 10027 SH DEFINED 03 27 0 10000 KKR FINANCIAL HLDGS LLC NOTE 7.000% 7/1 48248AAB4 11588 30000000 PRN DEFINED 06 30000000 0 0 K-SWISS INC CL A 482686102 160 14068 SH DEFINED 03 14068 0 0 K TRON INTL INC COM 482730108 32 405 SH DEFINED 04 405 0 0 K TRON INTL INC COM 482730108 188 2352 SH DEFINED 03 2327 0 25 K V PHARMACEUTICAL CO CL B CONV 482740107 30 10588 SH DEFINED 03 10588 0 0 K V PHARMACEUTICAL CO CL A 482740206 16 5512 SH DEFINED 04 5512 0 0 K V PHARMACEUTICAL CO CL A 482740206 258 89536 SH DEFINED 03 89536 0 0 KADANT INC COM 48282T104 175 13014 SH DEFINED 03 13014 0 0 KAISER ALUMINUM CORP COM PAR $0.01 483007704 134 5949 SH DEFINED 04 5949 0 0 KAISER ALUMINUM CORP COM PAR $0.01 483007704 415 18444 SH DEFINED 03 18444 0 0 KAMAN CORP COM 483548103 468 25838 SH DEFINED 03 25838 0 0 KANDI TECHNOLOGIES CORP COM 483709101 12 15300 SH DEFINED 03 15300 0 0 KANSAS CITY SOUTHERN COM NEW 485170302 2196 115286 SH DEFINED 03 112610 0 2676 KAPSTONE PAPER & PACKAGING C COM 48562P103 30 12630 SH DEFINED 03 12630 0 0 KAYDON CORP COM 486587108 138 4024 SH DEFINED 04 4024 0 0 KAYDON CORP COM 486587108 381 11095 SH DEFINED 03 11095 0 0 KB HOME COM 48666K109 161 11794 SH DEFINED 04 11794 0 0 KB HOME COM 48666K109 2462 180769 SH DEFINED 03 180718 0 51 KB HOME COM 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740 119168 SH DEFINED 03 119168 0 0 MADISON STRTG SECTOR PREM FD COM 558268108 702 80279 SH DEFINED 03 80279 0 0 MAGELLAN HEALTH SVCS INC COM NEW 559079207 559 14271 SH DEFINED 04 14271 0 0 MAGELLAN HEALTH SVCS INC COM NEW 559079207 990 25282 SH DEFINED 03 25140 0 142 MAGELLAN HEALTH SVCS INC COM NEW 559079207 59 1500 SH DEFINED 06 1500 0 0 MAGELLAN MIDSTREAM HLDGS LP COM LP INTS 55907R108 1984 143036 SH DEFINED 03 40834 0 102202 MAGELLAN MIDSTREAM HLDGS LP COM LP INTS 55907R108 13239 954486 SH DEFINED 07 954486 0 0 MAGELLAN MIDSTREAM PRTNRS LP COM UNIT RP LP 559080106 876 28993 SH DEFINED 03 5990 0 23003 MAGMA DESIGN AUTOMATION COM 559181102 8 7366 SH DEFINED 04 7366 0 0 MAGMA DESIGN AUTOMATION COM 559181102 19 18228 SH DEFINED 03 18228 0 0 MAGNA INTL INC CL A 559222401 1053 35186 SH DEFINED 03 35001 0 185 MAGUIRE PPTYS INC COM 559775101 1425 976300 SH DEFINED 04 976300 0 0 MAGUIRE PPTYS INC COM 559775101 82 56011 SH DEFINED 03 56011 0 0 MAGYAR TELEKOM TELECOMMUNS P SPONSORED ADR 559776109 50 3501 SH DEFINED 03 3501 0 0 MAGYAR TELEKOM TELECOMMUNS P SPONSORED ADR 559776109 749 52956 SH DEFINED 05 52956 0 0 MALAYSIA FD INC COM 560905101 2202 436124 SH DEFINED 436124 0 0 MANHATTAN ASSOCS INC COM 562750109 46 2926 SH DEFINED 04 2926 0 0 MANHATTAN ASSOCS INC COM 562750109 227 14338 SH DEFINED 03 14338 0 0 MANITOWOC INC COM 563571108 862 99557 SH DEFINED 04 99557 0 0 MANITOWOC INC COM 563571108 3373 389531 SH DEFINED 03 382831 0 6700 MANITOWOC INC COM 563571108 755 87171 SH DEFINED 05 87171 0 0 MANNKIND CORP COM 56400P201 12 3642 SH DEFINED 04 3642 0 0 MANNKIND CORP COM 56400P201 59 17159 SH DEFINED 03 17159 0 0 MANPOWER INC COM 56418H100 825 24264 SH DEFINED 04 24264 0 0 MANPOWER INC COM 56418H100 2179 64119 SH DEFINED 03 64111 0 8 MANTECH INTL CORP CL A 564563104 174 3208 SH DEFINED 04 3208 0 0 MANTECH INTL CORP CL A 564563104 1038 19158 SH DEFINED 03 19158 0 0 MANULIFE FINL CORP COM 56501R106 4742 278461 SH DEFINED 03 119327 0 159134 MANULIFE FINL CORP COM 56501R106 7 412 SH DEFINED 05 412 0 0 MANULIFE FINL CORP COM 56501R106 19 1100 SH DEFINED 06 1100 0 0 MARATHON OIL CORP COM 565849106 7330 267906 SH DEFINED 267906 0 0 MARATHON OIL CORP COM 565849106 1804 65918 SH DEFINED 04 65918 0 0 MARATHON OIL CORP COM 565849106 27817 1016697 SH DEFINED 03 1012259 0 4438 MARATHON OIL CORP COM 565849106 178 6510 SH DEFINED 02 6510 0 0 MARATHON OIL CORP COM 565849106 1446 52869 SH DEFINED 05 52869 0 0 MARCHEX INC CL B 56624R108 23 3980 SH DEFINED 04 3980 0 0 MARCHEX INC CL B 56624R108 49 8372 SH DEFINED 03 8372 0 0 MARINER ENERGY INC COM 56845T305 114 11189 SH DEFINED 04 11189 0 0 MARINER ENERGY INC COM 56845T305 956 93766 SH DEFINED 03 93366 0 400 MARKEL CORP COM 570535104 672 2247 SH DEFINED 04 2247 0 0 MARKEL CORP COM 570535104 1715 5736 SH DEFINED 03 5694 0 42 MARKET VECTORS ETF TR GOLD MINER ETF 57060U100 1694 50000 SH DEFINED 04 50000 0 0 MARKET VECTORS ETF TR GOLD MINER ETF 57060U100 6813 201105 SH DEFINED 03 155441 0 45664 MARKET VECTORS ETF TR MV STEEL INDEX 57060U308 551 18754 SH DEFINED 03 18036 0 718 MARKET VECTORS ETF TR GBL ALTER ENRG 57060U407 280 12004 SH DEFINED 03 1291 0 10713 MARKET VECTORS ETF TR RUSSIA ETF 57060U506 1311 100343 SH DEFINED 03 1400 0 98943 MARKET VECTORS ETF TR AGRIBUS ETF 57060U605 304 10914 SH DEFINED 03 0 0 10914 MARKET VECTORS ETF TR NUC ENERGY ETF 57060U704 871 44274 SH DEFINED 44274 0 0 MARKET VECTORS ETF TR AFRICA ETF 57060U787 201 9500 SH DEFINED 03 0 0 9500 MARKWEST ENERGY PARTNERS L P UNIT LTD PARTN 570759100 892 111784 SH DEFINED 03 67438 0 44346 MARSH & MCLENNAN COS INC COM 571748102 2705 111453 SH DEFINED 04 111453 0 0 MARSH & MCLENNAN COS INC COM 571748102 19578 806660 SH DEFINED 03 789708 0 16952 MARSH & MCLENNAN COS INC COM 571748102 198 8174 SH DEFINED 05 8174 0 0 MARSH & MCLENNAN COS INC COM 571748102 7 274 SH DEFINED 06 274 0 0 MARSHALL & ILSLEY CORP NEW COM 571837103 472 34635 SH DEFINED 04 34635 0 0 MARSHALL & ILSLEY CORP NEW COM 571837103 5349 392127 SH DEFINED 03 390993 0 1134 MARSHALL & ILSLEY CORP NEW COM 571837103 42 3101 SH DEFINED 05 3101 0 0 MARRIOTT INTL INC NEW CL A 571903202 1239 63700 SH DEFINED 04 63700 0 0 MARRIOTT INTL INC NEW CL A 571903202 9496 488210 SH DEFINED 03 478815 0 9395 MARRIOTT INTL INC NEW CL A 571903202 21 1082 SH DEFINED 05 1082 0 0 MARTEK BIOSCIENCES CORP COM 572901106 552 18224 SH DEFINED 04 18224 0 0 MARTEK BIOSCIENCES CORP COM 572901106 856 28247 SH DEFINED 03 28247 0 0 MARTEN TRANS LTD COM 573075108 1013 53402 SH DEFINED 03 53402 0 0 MARTHA STEWART LIVING OMNIME CL A 573083102 11 4234 SH DEFINED 04 4234 0 0 MARTHA STEWART LIVING OMNIME CL A 573083102 43 16597 SH DEFINED 03 16297 0 300 MARTIN MARIETTA MATLS INC COM 573284106 206 2117 SH DEFINED 04 2117 0 0 MARTIN MARIETTA MATLS INC COM 573284106 1267 13056 SH DEFINED 03 13056 0 0 MARVEL ENTERTAINMENT INC COM 57383T103 289 9407 SH DEFINED 04 9407 0 0 MARVEL ENTERTAINMENT INC COM 57383T103 1845 60016 SH DEFINED 03 58016 0 2000 MARVEL ENTERTAINMENT INC COM 57383T103 71 2300 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0 0 MATRIX SVC CO COM 576853105 23 3050 SH DEFINED 04 3050 0 0 MATRIX SVC CO COM 576853105 279 36420 SH DEFINED 03 36420 0 0 MATRIXX INITIATIVES INC COM 57685L105 254 15384 SH DEFINED 03 14884 0 500 MATTEL INC COM 577081102 1347 84166 SH DEFINED 04 84166 0 0 MATTEL INC COM 577081102 9303 581420 SH DEFINED 03 581125 0 295 MATTHEWS INTL CORP CL A 577128101 167 4545 SH DEFINED 04 4545 0 0 MATTHEWS INTL CORP CL A 577128101 1041 28378 SH DEFINED 03 28378 0 0 MATTSON TECHNOLOGY INC COM 577223100 31 21962 SH DEFINED 03 21962 0 0 MAXTOR CORP NOTE 6.800% 4/3 577729AC0 534 600000 PRN DEFINED 03 600000 0 0 MAXTOR CORP NOTE 2.375% 8/1 577729AE6 1394 2300000 PRN DEFINED 03 2300000 0 0 MAXIM INTEGRATED PRODS INC COM 57772K101 2615 229001 SH DEFINED 04 229001 0 0 MAXIM INTEGRATED PRODS INC COM 57772K101 2827 247515 SH DEFINED 03 244582 0 2933 MAXWELL TECHNOLOGIES INC COM 577767106 15 3053 SH DEFINED 04 3053 0 0 MAXWELL TECHNOLOGIES INC COM 577767106 45 8957 SH DEFINED 03 8957 0 0 MAXYGEN INC COM 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DEFINED 05 21460 0 0 MCDONALDS CORP COM 580135101 1751 28150 SH DEFINED 28150 0 0 MCDONALDS CORP COM 580135101 7955 127909 SH DEFINED 04 127909 0 0 MCDONALDS CORP COM 580135101 102287 1644751 SH DEFINED 03 1613137 0 31614 MCDONALDS CORP COM 580135101 8651 139103 SH DEFINED 05 139103 0 0 MCDONALDS CORP COM 580135101 17 268 SH DEFINED 06 268 0 0 MCG CAPITAL CORP COM 58047P107 41 58338 SH DEFINED 03 14063 0 44275 MCGRATH RENTCORP COM 580589109 52 2422 SH DEFINED 04 2422 0 0 MCGRATH RENTCORP COM 580589109 302 14144 SH DEFINED 03 14144 0 0 MCGRAW HILL COS INC COM 580645109 6 260 SH DEFINED 260 0 0 MCGRAW HILL COS INC COM 580645109 91380 3940513 SH DEFINED 04 3940513 0 0 MCGRAW HILL COS INC COM 580645109 12929 557543 SH DEFINED 03 534843 0 22700 MCKESSON CORP COM 58155Q103 1230 31761 SH DEFINED 31761 0 0 MCKESSON CORP COM 58155Q103 2108 54423 SH DEFINED 04 54423 0 0 MCKESSON CORP COM 58155Q103 17359 448212 SH DEFINED 03 445198 0 3014 MCKESSON CORP COM 58155Q103 1030 26605 SH DEFINED 05 26605 0 0 MCMORAN EXPLORATION CO COM 582411104 98 10042 SH DEFINED 04 10042 0 0 MCMORAN EXPLORATION CO COM 582411104 766 78115 SH DEFINED 03 78070 0 45 MCMORAN EXPLORATION CO PFD MAND CNV 582411500 21295 285000 SH DEFINED 04 285000 0 0 MCMORAN EXPLORATION CO PFD MAND CNV 582411500 37883 506998 SH DEFINED 03 506998 0 0 MEADOWBROOK INS GROUP INC COM 58319P108 170 26345 SH DEFINED 03 26345 0 0 MEADWESTVACO CORP COM 583334107 732 65419 SH DEFINED 04 65419 0 0 MEADWESTVACO CORP COM 583334107 3368 301011 SH DEFINED 03 297113 0 3898 MECHEL OAO SPONSORED ADR 583840103 75 18843 SH DEFINED 18843 0 0 MECHEL OAO SPONSORED ADR 583840103 261 65361 SH DEFINED 03 65361 0 0 MECHEL OAO SPONSORED ADR 583840103 117 29323 SH DEFINED 06 29323 0 0 MEDAREX INC COM 583916101 119 21362 SH DEFINED 04 21362 0 0 MEDAREX INC COM 583916101 99 17796 SH DEFINED 03 17796 0 0 MEDAREX INC COM 583916101 21 3700 SH DEFINED 06 3700 0 0 MEDASSETS INC COM 584045108 45 3057 SH DEFINED 04 3057 0 0 MEDASSETS INC COM 584045108 124 8507 SH DEFINED 03 8507 0 0 MEDCO HEALTH SOLUTIONS INC COM 58405U102 10235 244202 SH DEFINED 244202 0 0 MEDCO HEALTH SOLUTIONS INC COM 58405U102 2029 48404 SH DEFINED 04 48404 0 0 MEDCO HEALTH SOLUTIONS INC COM 58405U102 32907 785183 SH DEFINED 03 778041 0 7142 MEDCO HEALTH SOLUTIONS INC COM 58405U102 18 432 SH DEFINED 05 432 0 0 MEDIA & ENTMT HOLDINGS INC COM 58439W108 3203 415965 SH DEFINED 03 415965 0 0 MEDIA & ENTMT HOLDINGS INC *W EXP 03/09/201 58439W116 22700 SH DEFINED 03 22700 0 0 MEDIACOM COMMUNICATIONS CORP CL A 58446K105 347 80781 SH DEFINED 03 12437 0 68344 MEDICAL PPTYS TRUST INC COM 58463J304 382 60552 SH DEFINED 03 55387 0 5165 MEDICINES CO COM 584688105 977 66320 SH DEFINED 04 66320 0 0 MEDICINES CO COM 584688105 677 45933 SH DEFINED 03 39933 0 6000 MEDICIS PHARMACEUTICAL CORP CL A NEW 584690309 674 48506 SH DEFINED 04 48506 0 0 MEDICIS PHARMACEUTICAL CORP CL A NEW 584690309 991 71310 SH DEFINED 03 71110 0 200 MEDIFAST INC COM 58470H101 77 14009 SH DEFINED 03 14009 0 0 MEDICIS PHARMACEUTICAL CORP NOTE 2.500% 6/0 58470KAA2 1169 1655000 PRN DEFINED 03 1655000 0 0 MEDIS TECHNOLOGIES LTD COM 58500P107 2 4910 SH DEFINED 04 4910 0 0 MEDIS TECHNOLOGIES LTD COM 58500P107 3 5953 SH DEFINED 03 5953 0 0 MEDTRONIC INC COM 585055106 6676 212463 SH DEFINED 04 212463 0 0 MEDTRONIC INC COM 585055106 51932 1652818 SH DEFINED 03 1616718 0 36100 MEDTRONIC INC COM 585055106 7368 234495 SH DEFINED 05 234495 0 0 MEDTRONIC INC COM 585055106 10 313 SH DEFINED 06 313 0 0 MEDTRONIC INC NOTE 1.625% 4/1 585055AM8 100661 114064000 PRN DEFINED 06 114064000 0 0 MELCO CROWN ENTMT LTD ADR 585464100 76 23973 SH DEFINED 03 17973 0 6000 MENS WEARHOUSE INC COM 587118100 1150 84961 SH DEFINED 03 84961 0 0 MENS WEARHOUSE INC COM 587118100 23 1735 SH DEFINED 05 1735 0 0 MENTOR CORP MINN COM 587188103 905 29249 SH DEFINED 04 29249 0 0 MENTOR CORP MINN COM 587188103 259 8369 SH DEFINED 03 8141 0 228 MENTOR GRAPHICS CORP COM 587200106 270 52202 SH DEFINED 04 52202 0 0 MENTOR GRAPHICS CORP COM 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11 18867 SH DEFINED 03 18867 0 0 MERIT MED SYS INC COM 589889104 58 3220 SH DEFINED 04 3220 0 0 MERIT MED SYS INC COM 589889104 667 37189 SH DEFINED 03 36941 0 248 MERITAGE HOMES CORP COM 59001A102 454 37302 SH DEFINED 04 37302 0 0 MERITAGE HOMES CORP COM 59001A102 422 34657 SH DEFINED 03 34657 0 0 MERITAGE HOMES CORP COM 59001A102 10 SH DEFINED 05 10 0 0 MERRILL LYNCH & CO INC COM 590188108 2 205 SH DEFINED 205 0 0 MERRILL LYNCH & CO INC COM 590188108 1091 93770 SH DEFINED 04 93770 0 0 MERRILL LYNCH & CO INC COM 590188108 90661 7788757 SH DEFINED 03 7500256 0 288501 MERRILL LYNCH & CO INC COM 590188108 4650 399458 SH DEFINED 05 399458 0 0 MERRILL LYNCH & CO INC NOTE 3/1 590188W46 64800 60000000 PRN DEFINED 03 60000000 0 0 METABASIS THERAPEUTICS INC COM 59101M105 1236 3863422 SH DEFINED 3863422 0 0 METABASIS THERAPEUTICS INC COM 59101M105 1 SH DEFINED 03 1 0 0 METALICO INC COM 591176102 6 4048 SH DEFINED 04 4048 0 0 METALICO INC COM 591176102 45 29142 SH DEFINED 03 29142 0 0 METAVANTE 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22397 0 0 METROPCS COMMUNICATIONS INC COM 591708102 3330 224237 SH DEFINED 03 224237 0 0 METTLER TOLEDO INTERNATIONAL COM 592688105 7821 116036 SH DEFINED 116036 0 0 METTLER TOLEDO INTERNATIONAL COM 592688105 117 1734 SH DEFINED 04 1734 0 0 METTLER TOLEDO INTERNATIONAL COM 592688105 4034 59849 SH DEFINED 03 46336 0 13513 MEXICO FD INC COM 592835102 4331 284922 SH DEFINED 04 284922 0 0 MICREL INC COM 594793101 1535 210013 SH DEFINED 04 210013 0 0 MICREL INC COM 594793101 277 37855 SH DEFINED 03 37532 0 323 MICROS SYS INC COM 594901100 202 12394 SH DEFINED 04 12394 0 0 MICROS SYS INC COM 594901100 874 53561 SH DEFINED 03 53561 0 0 MICROSOFT CORP COM 594918104 406 20880 SH DEFINED 20880 0 0 MICROSOFT CORP COM 594918104 21373 1099420 SH DEFINED 04 1099420 0 0 MICROSOFT CORP COM 594918104 17 892 SH CALL DEFINED 03 0 0 0 MICROSOFT CORP COM 594918104 238320 12259263 SH DEFINED 03 11852349 0 406914 MICROSOFT CORP COM 594918104 292 15000 SH CALL DEFINED 05 0 0 0 MICROSOFT CORP COM 594918104 63353 3258904 SH DEFINED 05 3258904 0 0 MICROSOFT CORP COM 594918104 87 4468 SH DEFINED 06 4468 0 0 MICROVISION INC DEL COM 594960106 19 11385 SH DEFINED 04 11385 0 0 MICROVISION INC DEL COM 594960106 60 35478 SH DEFINED 03 35478 0 0 MICROSTRATEGY INC CL A NEW 594972408 324 8714 SH DEFINED 04 8714 0 0 MICROSTRATEGY INC CL A NEW 594972408 443 11936 SH DEFINED 03 11936 0 0 MICROCHIP TECHNOLOGY INC COM 595017104 341 17459 SH DEFINED 04 17459 0 0 MICROCHIP TECHNOLOGY INC COM 595017104 9900 506936 SH DEFINED 03 505611 0 1325 MICROMET INC COM 59509C105 1 SH DEFINED 03 1 0 0 MICROMET INC COM 59509C105 57 12985 SH DEFINED 06 12985 0 0 MICRON TECHNOLOGY INC COM 595112103 238 90254 SH DEFINED 04 90254 0 0 MICRON TECHNOLOGY INC COM 595112103 3513 1330551 SH DEFINED 03 1318308 0 12243 MICRON TECHNOLOGY INC COM 595112103 60 22800 SH CALL DEFINED 05 0 0 0 MICRON TECHNOLOGY INC COM 595112103 10692 4049863 SH DEFINED 05 4049863 0 0 MICROSEMI CORP COM 595137100 248 19639 SH DEFINED 04 19639 0 0 MICROSEMI CORP COM 595137100 1360 107615 SH DEFINED 03 107615 0 0 MICROTUNE INC DEL COM 59514P109 19 9088 SH DEFINED 04 9088 0 0 MICROTUNE INC DEL COM 59514P109 22 10676 SH DEFINED 03 10676 0 0 MID-AMER APT CMNTYS INC COM 59522J103 30 809 SH DEFINED 04 809 0 0 MID-AMER APT CMNTYS INC COM 59522J103 309 8310 SH DEFINED 03 7674 0 636 MIDCAP SPDR TR UNIT SER 1 595635103 476790 4907262 SH DEFINED 03 4858321 0 48941 MIDCAP SPDR TR UNIT SER 1 595635103 942 9700 SH DEFINED 05 9700 0 0 MIDDLEBROOK PHARMACEUTICAL I COM 596087106 9 5999 SH DEFINED 04 5999 0 0 MIDDLEBROOK PHARMACEUTICAL I COM 596087106 14 9351 SH DEFINED 03 9351 0 0 MIDDLEBY CORP COM 596278101 77 2839 SH DEFINED 04 2839 0 0 MIDDLEBY CORP COM 596278101 907 33260 SH DEFINED 03 33260 0 0 MILLER HERMAN INC COM 600544100 115 8822 SH DEFINED 04 8822 0 0 MILLER HERMAN INC COM 600544100 1659 127289 SH DEFINED 03 126967 0 322 MILLIPORE CORP COM 601073109 146 2825 SH DEFINED 04 2825 0 0 MILLIPORE CORP COM 601073109 6044 117312 SH DEFINED 03 116687 0 625 MILLIPORE CORP COM 601073109 19 370 SH DEFINED 05 370 0 0 MINDRAY MEDICAL INTL LTD SPON ADR 602675100 817 45405 SH DEFINED 03 29401 0 16004 MINE SAFETY APPLIANCES CO COM 602720104 46 1920 SH DEFINED 04 1920 0 0 MINE SAFETY APPLIANCES CO COM 602720104 616 25777 SH DEFINED 03 10877 0 14900 MINEFINDERS LTD COM 602900102 61 11793 SH DEFINED 03 11793 0 0 MINEFINDERS LTD COM 602900102 4836 939050 SH DEFINED 02 939050 0 0 MINERALS TECHNOLOGIES INC COM 603158106 62 1515 SH DEFINED 04 1515 0 0 MINERALS TECHNOLOGIES INC COM 603158106 1478 36135 SH DEFINED 03 36135 0 0 MIRANT CORP NEW COM 60467R100 118 6250 SH DEFINED 6250 0 0 MIRANT CORP NEW COM 60467R100 321 17033 SH DEFINED 04 17033 0 0 MIRANT CORP NEW COM 60467R100 4817 255248 SH DEFINED 03 255248 0 0 MIRANT CORP NEW COM 60467R100 41910 2221000 SH DEFINED 06 2221000 0 0 MITSUBISHI UFJ FINL GROUP IN SPONSORED ADR 606822104 387 62381 SH DEFINED 03 20601 0 41780 MIZUHO FINL GROUP INC SPONSORED ADR 60687Y109 328 56851 SH DEFINED 03 5401 0 51450 MOBILE TELESYSTEMS OJSC SPONSORED ADR 607409109 428 16043 SH DEFINED 16043 0 0 MOBILE TELESYSTEMS OJSC SPONSORED ADR 607409109 365 13677 SH DEFINED 04 13677 0 0 MOBILE TELESYSTEMS OJSC SPONSORED ADR 607409109 1224 45885 SH DEFINED 03 33101 0 12784 MOBILE TELESYSTEMS OJSC SPONSORED ADR 607409109 1100 41245 SH DEFINED 05 41245 0 0 MOBILE TELESYSTEMS OJSC SPONSORED ADR 607409109 950 35623 SH DEFINED 06 35623 0 0 MOBILE MINI INC COM 60740F105 42 2898 SH DEFINED 04 2898 0 0 MOBILE MINI INC COM 60740F105 709 49177 SH DEFINED 03 39177 0 10000 MODINE MFG CO COM 607828100 49 9980 SH DEFINED 04 9980 0 0 MODINE MFG CO COM 607828100 57 11629 SH DEFINED 03 11629 0 0 MOHAWK INDS INC COM 608190104 299 6949 SH DEFINED 04 6949 0 0 MOHAWK INDS INC COM 608190104 1138 26495 SH DEFINED 03 26345 0 150 MOLEX INC COM 608554101 538 37127 SH DEFINED 04 37127 0 0 MOLEX INC COM 608554101 3910 269864 SH DEFINED 03 266989 0 2875 MOLEX INC CL A 608554200 2 167 SH DEFINED 04 167 0 0 MOLEX INC CL A 608554200 789 60929 SH DEFINED 03 60929 0 0 MOLINA HEALTHCARE INC COM 60855R100 102 5812 SH DEFINED 04 5812 0 0 MOLINA HEALTHCARE INC COM 60855R100 429 24382 SH DEFINED 03 24382 0 0 MOLSON COORS BREWING CO CL B 60871R209 15484 316508 SH DEFINED 04 316508 0 0 MOLSON COORS BREWING CO CL B 60871R209 11195 228834 SH DEFINED 03 220347 0 8487 MOLSON COORS BREWING CO CL B 60871R209 54 1103 SH DEFINED 05 1103 0 0 MOLSON COORS BREWING CO NOTE 2.500% 7/3 60871RAA8 5900 4948000 PRN DEFINED 03 4948000 0 0 MONACO COACH CORP COM 60886R103 6 12298 SH DEFINED 04 12298 0 0 MONACO COACH CORP COM 60886R103 4 7217 SH DEFINED 03 7217 0 0 MONOLITHIC PWR SYS INC COM 609839105 55 4367 SH DEFINED 04 4367 0 0 MONOLITHIC PWR SYS INC COM 609839105 102 8089 SH DEFINED 03 8089 0 0 MONRO MUFFLER BRAKE INC COM 610236101 569 22315 SH DEFINED 03 22315 0 0 MONSANTO CO NEW COM 61166W101 1404 19951 SH DEFINED 19951 0 0 MONSANTO CO NEW COM 61166W101 16706 237475 SH DEFINED 04 237475 0 0 MONSANTO CO NEW COM 61166W101 59061 839529 SH DEFINED 03 818326 0 21203 MONSANTO CO NEW COM 61166W101 10144 144187 SH DEFINED 05 144187 0 0 MONSANTO CO NEW COM 61166W101 14 205 SH DEFINED 06 205 0 0 MONSTER WORLDWIDE INC COM 611742107 3191 263920 SH DEFINED 04 263920 0 0 MONSTER WORLDWIDE INC COM 611742107 2862 236696 SH DEFINED 03 236131 0 565 MOODYS CORP COM 615369105 15411 767103 SH DEFINED 04 767103 0 0 MOODYS CORP COM 615369105 7744 385444 SH DEFINED 03 379928 0 5516 MOODYS CORP COM 615369105 951 47342 SH DEFINED 05 47342 0 0 MOOG INC CL A 615394202 284 7755 SH DEFINED 03 7755 0 0 MOOG INC CL B 615394301 400 11101 SH DEFINED 03 11101 0 0 MORGAN STANLEY COM NEW 617446448 14 903 SH DEFINED 903 0 0 MORGAN STANLEY COM NEW 617446448 6244 389282 SH DEFINED 04 389282 0 0 MORGAN STANLEY COM NEW 617446448 26112 1627949 SH DEFINED 03 1593362 0 34587 MORGAN STANLEY COM NEW 617446448 22272 1388539 SH DEFINED 05 1388539 0 0 MORGAN STANLEY ASIA PAC FD I COM 61744U106 2393 223400 SH DEFINED 04 223400 0 0 MORNINGSTAR INC COM 617700109 50 1411 SH DEFINED 04 1411 0 0 MORNINGSTAR INC COM 617700109 246 6919 SH DEFINED 03 6919 0 0 MOSAIC CO COM 61945A107 882 25488 SH DEFINED 25488 0 0 MOSAIC CO COM 61945A107 1068 30862 SH DEFINED 04 30862 0 0 MOSAIC CO COM 61945A107 3760 108663 SH DEFINED 03 92948 0 15715 MOSAIC CO COM 61945A107 992 28669 SH DEFINED 05 28669 0 0 MOTOROLA INC COM 620076109 844 190500 SH DEFINED 190500 0 0 MOTOROLA INC COM 620076109 1247 281392 SH DEFINED 04 281392 0 0 MOTOROLA INC COM 620076109 16289 3677042 SH DEFINED 03 3601976 0 75066 MOTOROLA INC COM 620076109 2412 544384 SH DEFINED 05 544384 0 0 MOVE INC COM COM 62458M108 2340 1462277 SH DEFINED 04 1462277 0 0 MOVE INC COM COM 62458M108 34 21324 SH DEFINED 03 21324 0 0 MUELLER INDS INC COM 624756102 118 4694 SH DEFINED 04 4694 0 0 MUELLER INDS INC COM 624756102 643 25629 SH DEFINED 03 25629 0 0 MUELLER WTR PRODS INC COM SER A 624758108 1499 178501 SH DEFINED 04 178501 0 0 MUELLER WTR PRODS INC COM SER A 624758108 309 36810 SH DEFINED 03 36810 0 0 MUELLER WTR PRODS INC COM SER B 624758207 206 24457 SH DEFINED 03 24457 0 0 MULTI FINELINE ELECTRONIX IN COM 62541B101 14 1236 SH DEFINED 04 1236 0 0 MULTI FINELINE ELECTRONIX IN COM 62541B101 152 12982 SH DEFINED 03 12982 0 0 MURPHY OIL CORP COM 626717102 2213 49888 SH DEFINED 04 49888 0 0 MURPHY OIL CORP COM 626717102 13094 295232 SH DEFINED 03 295186 0 46 MURPHY OIL CORP COM 626717102 144 3242 SH DEFINED 05 3242 0 0 MYLAN INC COM 628530107 27 2740 SH DEFINED 04 2740 0 0 MYLAN INC COM 628530107 5349 540881 SH DEFINED 03 539069 0 1812 MYLAN INC PFD CONV 628530206 58956 89459 SH DEFINED 04 89459 0 0 MYLAN INC PFD CONV 628530206 57707 87564 SH DEFINED 03 87564 0 0 MYLAN INC NOTE 1.250% 3/1 628530AG2 15917 24487000 PRN DEFINED 03 24487000 0 0 MYRIAD GENETICS INC COM 62855J104 739 11152 SH DEFINED 04 11152 0 0 MYRIAD GENETICS INC COM 62855J104 588 8879 SH DEFINED 03 8848 0 31 NBT BANCORP INC COM 628778102 212 7588 SH DEFINED 03 7588 0 0 NBTY INC COM 628782104 397 25397 SH DEFINED 04 25397 0 0 NBTY INC COM 628782104 348 22213 SH DEFINED 03 22213 0 0 NCI BUILDING SYS INC COM 628852105 827 50725 SH DEFINED 04 50725 0 0 NCI BUILDING SYS INC COM 628852105 798 48947 SH DEFINED 03 48653 0 294 NCR CORP NEW COM 62886E108 252 17848 SH DEFINED 04 17848 0 0 NCR CORP NEW COM 62886E108 3843 271751 SH DEFINED 03 271275 0 476 NCR CORP NEW COM 62886E108 279 19711 SH DEFINED 05 19711 0 0 NCI INC CL A 62886K104 33 1088 SH DEFINED 04 1088 0 0 NCI INC CL A 62886K104 705 23384 SH DEFINED 03 23384 0 0 NGP CAP RES CO COM 62912R107 188 22458 SH DEFINED 03 22458 0 0 NGAS RESOURCES INC COM 62912T103 23 14195 SH DEFINED 03 14195 0 0 NII HLDGS INC CL B NEW 62913F201 782 42991 SH DEFINED 42991 0 0 NII HLDGS INC CL B NEW 62913F201 181 9982 SH DEFINED 04 9982 0 0 NII HLDGS INC CL B NEW 62913F201 1859 102265 SH DEFINED 03 102265 0 0 NIC INC COM 62914B100 31 6676 SH DEFINED 04 6676 0 0 NIC INC COM 62914B100 32 7064 SH DEFINED 03 7064 0 0 NMT MED INC COM 629294109 28 30001 SH DEFINED 03 1 0 30000 NN INC COM 629337106 5 2081 SH DEFINED 04 2081 0 0 NN INC COM 629337106 40 17617 SH DEFINED 03 17617 0 0 NPS PHARMACEUTICALS INC COM 62936P103 1297 208801 SH DEFINED 04 208801 0 0 NPS PHARMACEUTICALS INC COM 62936P103 116 18646 SH DEFINED 03 18646 0 0 NRG ENERGY INC COM NEW 629377508 3715 159251 SH DEFINED 159251 0 0 NRG ENERGY INC COM NEW 629377508 2378 101933 SH DEFINED 04 101933 0 0 NRG ENERGY INC COM NEW 629377508 5000 214300 SH DEFINED 03 209552 0 4748 NRG ENERGY INC PFD CONV MAND 629377870 4629 21200 SH DEFINED 03 21200 0 0 NTR ACQUISITION CO COM 629415100 2302 231865 SH DEFINED 03 231865 0 0 NRDC ACQUISITION CORP COM 62941R102 2773 302448 SH DEFINED 03 302448 0 0 NRDC ACQUISITION CORP UNIT 99/99/9999 62941R201 138 15101 SH DEFINED 03 15101 0 0 NVR INC COM 62944T105 328 718 SH DEFINED 04 718 0 0 NVR INC COM 62944T105 1036 2270 SH DEFINED 03 2270 0 0 NYSE EURONEXT COM 629491101 223 8156 SH DEFINED 04 8156 0 0 NYSE EURONEXT COM 629491101 13457 491485 SH DEFINED 03 476757 0 14728 NYSE EURONEXT COM 629491101 10980 401031 SH DEFINED 05 401031 0 0 NABI BIOPHARMACEUTICALS COM 629519109 58 17424 SH DEFINED 03 17424 0 0 NABORS INDS INC NOTE 0.940% 5/1 629568AP1 41188 50000000 PRN DEFINED 03 50000000 0 0 NACCO INDS INC CL A 629579103 43 1146 SH DEFINED 04 1146 0 0 NACCO INDS INC CL A 629579103 326 8713 SH DEFINED 03 8713 0 0 NALCO HOLDING COMPANY COM 62985Q101 71 6193 SH DEFINED 04 6193 0 0 NALCO HOLDING COMPANY COM 62985Q101 967 83817 SH DEFINED 03 83149 0 668 NASDAQ OMX GROUP INC COM 631103108 1298 52529 SH DEFINED 52529 0 0 NASDAQ OMX GROUP INC COM 631103108 284 11501 SH DEFINED 04 11501 0 0 NASDAQ OMX GROUP INC COM 631103108 7409 299843 SH DEFINED 03 267887 0 31956 NASH FINCH CO COM 631158102 83 1856 SH DEFINED 04 1856 0 0 NASH FINCH CO COM 631158102 952 21197 SH DEFINED 03 21197 0 0 NATCO GROUP INC CL A 63227W203 35 2337 SH DEFINED 04 2337 0 0 NATCO GROUP INC CL A 63227W203 191 12550 SH DEFINED 03 12550 0 0 NATIONAL COAL CORP COM NEW 632381208 5 4152 SH DEFINED 04 4152 0 0 NATIONAL COAL CORP COM NEW 632381208 86 67531 SH DEFINED 03 67531 0 0 NATIONAL BK GREECE S A SPONSORED ADR 633643408 169 44301 SH DEFINED 03 44301 0 0 NATIONAL BK GREECE S A SPONSORED ADR 633643408 5 1275 SH DEFINED 06 1275 0 0 NATIONAL BK GREECE S A ADR PRF SER A 633643507 345 17840 SH DEFINED 03 0 0 17840 NATIONAL CINEMEDIA INC COM 635309107 71 7041 SH DEFINED 04 7041 0 0 NATIONAL CINEMEDIA INC COM 635309107 120 11788 SH DEFINED 03 11788 0 0 NATIONAL CITY CORP COM 635405103 363 200406 SH DEFINED 200406 0 0 NATIONAL CITY CORP COM 635405103 504 278323 SH DEFINED 04 278323 0 0 NATIONAL CITY CORP COM 635405103 15590 8613294 SH DEFINED 03 8603837 0 9457 NATIONAL CITY CORP COM 635405103 3 1825 SH DEFINED 05 1825 0 0 NATIONAL CITY CORP NOTE 4.000% 2/0 635405AW3 50088 56200000 PRN DEFINED 04 56200000 0 0 NATIONAL FINL PARTNERS CORP COM 63607P208 1651 542942 SH DEFINED 04 542942 0 0 NATIONAL FINL PARTNERS CORP COM 63607P208 124 40885 SH DEFINED 03 40885 0 0 NATIONAL FUEL GAS CO N J COM 636180101 112 3566 SH DEFINED 04 3566 0 0 NATIONAL FUEL GAS CO N J COM 636180101 1574 50243 SH DEFINED 03 50218 0 25 NATIONAL GRID PLC SPON ADR NEW 636274300 624 12366 SH DEFINED 03 2241 0 10125 NATIONAL HEALTH INVS INC COM 63633D104 39 1411 SH DEFINED 04 1411 0 0 NATIONAL HEALTH INVS INC COM 63633D104 193 7025 SH DEFINED 03 7025 0 0 NATIONAL INSTRS CORP COM 636518102 665 27287 SH DEFINED 03 26987 0 300 NATIONAL OILWELL VARCO INC COM 637071101 3580 146467 SH DEFINED 146467 0 0 NATIONAL OILWELL VARCO INC COM 637071101 1383 56578 SH DEFINED 04 56578 0 0 NATIONAL OILWELL VARCO INC COM 637071101 17845 730157 SH DEFINED 03 711860 0 18297 NATIONAL OILWELL VARCO INC COM 637071101 14381 588434 SH DEFINED 05 588434 0 0 NATIONAL PENN BANCSHARES INC COM 637138108 61 4200 SH DEFINED 04 4200 0 0 NATIONAL PENN BANCSHARES INC COM 637138108 340 23465 SH DEFINED 03 23249 0 216 NATIONAL PRESTO INDS INC COM 637215104 795 10331 SH DEFINED 03 10241 0 90 NATIONAL RETAIL PROPERTIES I COM 637417106 374 21728 SH DEFINED 03 21728 0 0 NATIONAL SEMICONDUCTOR CORP COM 637640103 201 19922 SH DEFINED 04 19922 0 0 NATIONAL SEMICONDUCTOR CORP COM 637640103 8636 857632 SH DEFINED 03 857632 0 0 NATIONWIDE FINL SVCS INC CL A 638612101 8613 164970 SH DEFINED 04 164970 0 0 NATIONWIDE FINL SVCS INC CL A 638612101 65866 1261565 SH DEFINED 03 1261565 0 0 NATIONWIDE FINL SVCS INC CL A 638612101 21618 414068 SH DEFINED 06 414068 0 0 NATIONWIDE HEALTH PPTYS INC COM 638620104 262 9115 SH DEFINED 04 9115 0 0 NATIONWIDE HEALTH PPTYS INC COM 638620104 1306 45476 SH DEFINED 03 44676 0 800 NATIONWIDE HEALTH PPTYS INC PFD CV B 7.75% 638620302 38429 304992 SH DEFINED 04 304992 0 0 NATURAL GAS SERVICES GROUP COM 63886Q109 21 2024 SH DEFINED 04 2024 0 0 NATURAL GAS SERVICES GROUP COM 63886Q109 400 39496 SH DEFINED 03 39496 0 0 NAVIGATORS GROUP INC COM 638904102 358 6521 SH DEFINED 03 6521 0 0 NATURAL RESOURCE PARTNERS L COM UNIT L P 63900P103 902 51674 SH DEFINED 03 26051 0 25623 NATUS MEDICAL INC DEL COM 639050103 42 3218 SH DEFINED 04 3218 0 0 NATUS MEDICAL INC DEL COM 639050103 459 35441 SH DEFINED 03 35163 0 278 NAVISTAR INTL CORP NEW COM 63934E108 1224 57260 SH DEFINED 03 57260 0 0 NAVIGANT CONSULTING INC COM 63935N107 120 7574 SH DEFINED 04 7574 0 0 NAVIGANT CONSULTING INC COM 63935N107 1336 84178 SH DEFINED 03 84178 0 0 NEKTAR THERAPEUTICS COM 640268108 25 4528 SH DEFINED 04 4528 0 0 NEKTAR THERAPEUTICS COM 640268108 88 15738 SH DEFINED 03 15738 0 0 NEOGEN CORP COM 640491106 60 2412 SH DEFINED 04 2412 0 0 NEOGEN CORP COM 640491106 341 13631 SH DEFINED 03 5106 0 8525 NESS TECHNOLOGIES INC COM 64104X108 67 15693 SH DEFINED 03 15693 0 0 NET 1 UEPS TECHNOLOGIES INC COM NEW 64107N206 345 25196 SH DEFINED 04 25196 0 0 NET 1 UEPS TECHNOLOGIES INC COM NEW 64107N206 267 19463 SH DEFINED 03 10463 0 9000 NET SERVICOS DE COMUNICACAO SPONSD ADR NEW 64109T201 870 149455 SH DEFINED 149455 0 0 NET SERVICOS DE COMUNICACAO SPONSD ADR NEW 64109T201 485 83288 SH DEFINED 03 83288 0 0 NET SERVICOS DE COMUNICACAO SPONSD ADR NEW 64109T201 7 1166 SH DEFINED 05 1166 0 0 NETAPP INC COM 64110D104 34251 2451779 SH DEFINED 04 2451779 0 0 NETAPP INC COM 64110D104 10628 760805 SH DEFINED 03 710596 0 50209 NETAPP INC COM 64110D104 337 24110 SH DEFINED 05 24110 0 0 NETFLIX INC COM 64110L106 514 17181 SH DEFINED 04 17181 0 0 NETFLIX INC COM 64110L106 1394 46639 SH DEFINED 03 46609 0 30 NETEASE COM INC SPONSORED ADR 64110W102 400 18100 SH DEFINED 04 18100 0 0 NETEASE COM INC SPONSORED ADR 64110W102 235 10627 SH DEFINED 03 10627 0 0 NETEASE COM INC SPONSORED ADR 64110W102 133 6000 SH DEFINED 06 6000 0 0 NETEZZA CORP COM 64111N101 42 6601 SH DEFINED 04 6601 0 0 NETEZZA CORP COM 64111N101 96 15056 SH DEFINED 03 14906 0 150 NETGEAR INC COM 64111Q104 326 28541 SH DEFINED 03 28541 0 0 NETSCOUT SYS INC COM 64115T104 35 4005 SH DEFINED 04 4005 0 0 NETSCOUT SYS INC COM 64115T104 290 33691 SH DEFINED 03 33691 0 0 NETLOGIC MICROSYSTEMS INC COM 64118B100 213 9664 SH DEFINED 04 9664 0 0 NETLOGIC MICROSYSTEMS INC COM 64118B100 181 8230 SH DEFINED 03 8230 0 0 NEUROCRINE BIOSCIENCES INC COM 64125C109 21 6431 SH DEFINED 04 6431 0 0 NEUROCRINE BIOSCIENCES INC COM 64125C109 33 10347 SH DEFINED 03 10347 0 0 NEUSTAR INC CL A 64126X201 710 37101 SH DEFINED 04 37101 0 0 NEUSTAR INC CL A 64126X201 1038 54264 SH DEFINED 03 54264 0 0 NEUTRAL TANDEM INC COM 64128B108 45 2788 SH DEFINED 04 2788 0 0 NEUTRAL TANDEM INC COM 64128B108 344 21192 SH DEFINED 03 21192 0 0 NEUBERGER BERMAN RE ES SEC F COM 64190A103 67 36800 SH DEFINED 03 21800 0 15000 NEW GOLD INC CDA COM 644535106 8 5541 SH DEFINED 5541 0 0 NEW GOLD INC CDA COM 644535106 25 17297 SH DEFINED 03 17297 0 0 NEW JERSEY RES COM 646025106 122 3089 SH DEFINED 04 3089 0 0 NEW JERSEY RES COM 646025106 1449 36814 SH DEFINED 03 36685 0 129 NEW YORK CMNTY BANCORP INC COM 649445103 1594 133287 SH DEFINED 04 133287 0 0 NEW YORK CMNTY BANCORP INC COM 649445103 1984 165913 SH DEFINED 03 164313 0 1600 NEW YORK CMNTY BANCORP INC COM 649445103 67 5572 SH DEFINED 05 5572 0 0 NEW YORK TIMES CO CL A 650111107 201 27473 SH DEFINED 04 27473 0 0 NEW YORK TIMES CO CL A 650111107 1979 269980 SH DEFINED 03 269630 0 350 NEWALLIANCE BANCSHARES INC COM 650203102 471 35772 SH DEFINED 03 35772 0 0 NEWCASTLE INVT CORP COM 65105M108 146 173601 SH DEFINED 04 173601 0 0 NEWCASTLE INVT CORP COM 65105M108 63 74542 SH DEFINED 03 74542 0 0 NEWELL RUBBERMAID INC COM 651229106 367 37488 SH DEFINED 04 37488 0 0 NEWELL RUBBERMAID INC COM 651229106 5990 612497 SH DEFINED 03 607297 0 5200 NEWFIELD EXPL CO COM 651290108 237 11999 SH DEFINED 04 11999 0 0 NEWFIELD EXPL CO COM 651290108 3268 165478 SH DEFINED 03 152998 0 12480 NEWFIELD EXPL CO COM 651290108 10 500 SH DEFINED 05 500 0 0 NEWMARKET CORP COM 651587107 57 1640 SH DEFINED 04 1640 0 0 NEWMARKET CORP COM 651587107 285 8168 SH DEFINED 03 8168 0 0 NEWMONT MINING CORP COM 651639106 1342 32972 SH DEFINED 32972 0 0 NEWMONT MINING CORP COM 651639106 1265 31078 SH DEFINED 04 31078 0 0 NEWMONT MINING CORP COM 651639106 27293 670595 SH DEFINED 03 648567 0 22028 NEWMONT MINING CORP COM 651639106 35262 866382 SH DEFINED 05 866382 0 0 NEWPARK RES INC COM PAR $.01NEW 651718504 282 76166 SH DEFINED 03 76166 0 0 NEWS CORP CL A 65248E104 1610 177157 SH DEFINED 04 177157 0 0 NEWS CORP CL A 65248E104 29900 3289291 SH DEFINED 03 3280486 0 8805 NEWS CORP CL A 65248E104 25964 2856303 SH DEFINED 05 2856303 0 0 NEWS CORP CL A 65248E104 8 895 SH DEFINED 06 895 0 0 NEWS CORP CL B 65248E203 2263 236176 SH DEFINED 04 236176 0 0 NEWS CORP CL B 65248E203 2977 310775 SH DEFINED 03 301775 0 9000 NEWS CORP CL B 65248E203 37 3818 SH DEFINED 05 3818 0 0 NEXEN INC COM 65334H102 1380 78510 SH DEFINED 03 76510 0 2000 NEXEN INC COM 65334H102 983 55940 SH DEFINED 02 55940 0 0 NEXEN INC COM 65334H102 55 3112 SH DEFINED 05 3112 0 0 NFJ DIVID INT & PREM STRTGY COM SHS 65337H109 900 69461 SH DEFINED 03 63646 0 5815 NEXTWAVE WIRELESS INC COM 65337Y102 1 8109 SH DEFINED 04 8109 0 0 NEXTWAVE WIRELESS INC COM 65337Y102 2 18432 SH DEFINED 03 4432 0 14000 NICHOLAS APPLEGATE EQT CONV COM 65370K100 205 16861 SH DEFINED 03 16861 0 0 NICOR INC COM 654086107 1145 32957 SH DEFINED 04 32957 0 0 NICOR INC COM 654086107 3770 108510 SH DEFINED 03 108510 0 0 NIDEC CORP SPONSORED ADR 654090109 130 13201 SH DEFINED 03 13201 0 0 NIKE INC CL B 654106103 2650 51955 SH DEFINED 04 51955 0 0 NIKE INC CL B 654106103 33935 665400 SH DEFINED 03 658942 0 6458 NIKE INC CL B 654106103 3893 76338 SH DEFINED 05 76338 0 0 99 CENTS ONLY STORES COM 65440K106 197 18000 SH DEFINED 04 18000 0 0 99 CENTS ONLY STORES COM 65440K106 878 80292 SH DEFINED 03 71743 0 8549 99 CENTS ONLY STORES COM 65440K106 1 47 SH DEFINED 05 47 0 0 99 CENTS ONLY STORES COM 65440K106 63 5800 SH DEFINED 06 5800 0 0 NIPPON TELEG & TEL CORP SPONSORED ADR 654624105 638 23473 SH DEFINED 03 10979 0 12494 NISOURCE INC COM 65473P105 459 41846 SH DEFINED 04 41846 0 0 NISOURCE INC COM 65473P105 6586 600371 SH DEFINED 03 599143 0 1228 NISSAN MOTORS SPONSORED ADR 654744408 98 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BIOPHARMACEUTICALS INC COM 681989109 28 1102 SH DEFINED 04 1102 0 0 OMRIX BIOPHARMACEUTICALS INC COM 681989109 1846 73888 SH DEFINED 03 73888 0 0 OMNIVISION TECHNOLOGIES INC COM 682128103 46 8799 SH DEFINED 04 8799 0 0 OMNIVISION TECHNOLOGIES INC COM 682128103 227 43305 SH DEFINED 03 43305 0 0 OMNITURE INC COM 68212S109 111 10441 SH DEFINED 04 10441 0 0 OMNITURE INC COM 68212S109 396 37262 SH DEFINED 03 37262 0 0 OMNICELL INC COM 68213N109 44 3638 SH DEFINED 04 3638 0 0 OMNICELL INC COM 68213N109 189 15471 SH DEFINED 03 15471 0 0 ON SEMICONDUCTOR CORP COM 682189105 22 6347 SH DEFINED 04 6347 0 0 ON SEMICONDUCTOR CORP COM 682189105 1646 484194 SH DEFINED 03 484194 0 0 ON SEMICONDUCTOR CORP COM 682189105 51 15071 SH DEFINED 05 15071 0 0 ON SEMICONDUCTOR CORP NOTE 4/1 682189AE5 10005 12000000 PRN DEFINED 03 12000000 0 0 1 800 FLOWERS COM CL A 68243Q106 17 4371 SH DEFINED 04 4371 0 0 1 800 FLOWERS COM CL A 68243Q106 22 5629 SH DEFINED 03 5629 0 0 ONEOK INC NEW COM 682680103 3249 111576 SH 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66561 SH DEFINED 03 66561 0 0 OPTIONSXPRESS HLDGS INC COM 684010101 10 771 SH DEFINED 05 771 0 0 ORASURE TECHNOLOGIES INC COM 68554V108 27 7214 SH DEFINED 04 7214 0 0 ORASURE TECHNOLOGIES INC COM 68554V108 21 5680 SH DEFINED 03 5680 0 0 ORBITAL SCIENCES CORP COM 685564106 134 6862 SH DEFINED 04 6862 0 0 ORBITAL SCIENCES CORP COM 685564106 396 20273 SH DEFINED 03 20273 0 0 OREZONE RES INC COM 685921108 15 32180 SH DEFINED 32180 0 0 OREZONE RES INC COM 685921108 781 SH DEFINED 03 781 0 0 O REILLY AUTOMOTIVE INC COM 686091109 76 2458 SH DEFINED 04 2458 0 0 O REILLY AUTOMOTIVE INC COM 686091109 3412 110995 SH DEFINED 03 110995 0 0 ORIENTAL FINL GROUP INC COM 68618W100 311 51448 SH DEFINED 03 51448 0 0 ORITANI FINL CORP COM 686323106 29 1701 SH DEFINED 04 1701 0 0 ORITANI FINL CORP COM 686323106 300 17826 SH DEFINED 03 4479 0 13347 ORMAT TECHNOLOGIES INC COM 686688102 96 2997 SH DEFINED 04 2997 0 0 ORMAT TECHNOLOGIES INC COM 686688102 702 22037 SH DEFINED 03 22037 0 0 ORMAT TECHNOLOGIES INC 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1339 65583 SH DEFINED 03 43706 0 21877 PETROLEO BRASILEIRO SA PETRO SP ADR NON VTG 71654V101 1122 54960 SH DEFINED 05 54960 0 0 PETROLEO BRASILEIRO SA PETRO SPONSORED ADR 71654V408 34479 1407895 SH DEFINED 1407895 0 0 PETROLEO BRASILEIRO SA PETRO SPONSORED ADR 71654V408 5134 209646 SH DEFINED 04 209646 0 0 PETROLEO BRASILEIRO SA PETRO SPONSORED ADR 71654V408 1819 74258 SH DEFINED 03 38583 0 35675 PETROLEO BRASILEIRO SA PETRO SPONSORED ADR 71654V408 20902 853480 SH DEFINED 05 853480 0 0 PETROLEO BRASILEIRO SA PETRO SPONSORED ADR 71654V408 88 3600 SH DEFINED 06 3600 0 0 PETROLEUM DEV CORP COM 716578109 42 1744 SH DEFINED 04 1744 0 0 PETROLEUM DEV CORP COM 716578109 227 9437 SH DEFINED 03 8883 0 554 PETROQUEST ENERGY INC COM 716748108 4 612 SH DEFINED 04 612 0 0 PETROQUEST ENERGY INC COM 716748108 179 26464 SH DEFINED 03 26464 0 0 PETSMART INC COM 716768106 500 27094 SH DEFINED 04 27094 0 0 PETSMART INC COM 716768106 2624 142221 SH DEFINED 03 129401 0 12820 PFIZER INC COM 717081103 6735 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191413 SH DEFINED 05 191413 0 0 SAIA INC COM 78709Y105 113 10363 SH DEFINED 03 10363 0 0 ST JOE CO COM 790148100 210 8643 SH DEFINED 04 8643 0 0 ST JOE CO COM 790148100 3346 137574 SH DEFINED 03 108424 0 29150 ST JUDE MED INC COM 790849103 1357 41166 SH DEFINED 41166 0 0 ST JUDE MED INC COM 790849103 1015 30784 SH DEFINED 04 30784 0 0 ST JUDE MED INC COM 790849103 17611 534329 SH DEFINED 03 529780 0 4549 ST JUDE MED INC COM 790849103 1424 43216 SH DEFINED 05 43216 0 0 ST MARY LD & EXPL CO COM 792228108 167 8202 SH DEFINED 04 8202 0 0 ST MARY LD & EXPL CO COM 792228108 685 33714 SH DEFINED 03 33714 0 0 SAKS INC COM 79377W108 69 15688 SH DEFINED 04 15688 0 0 SAKS INC COM 79377W108 460 105033 SH DEFINED 03 105033 0 0 SAKS INC COM 79377W108 4380 1000004 SH DEFINED 05 1000004 0 0 SALESFORCE COM INC COM 79466L302 221 6900 SH DEFINED 04 6900 0 0 SALESFORCE COM INC COM 79466L302 5938 185501 SH DEFINED 03 175038 0 10463 SALESFORCE COM INC COM 79466L302 10211 319000 SH DEFINED 05 319000 0 0 SALIX PHARMACEUTICALS INC COM 795435106 122 13836 SH DEFINED 03 13836 0 0 SALLY BEAUTY HLDGS INC COM 79546E104 82 14487 SH DEFINED 04 14487 0 0 SALLY BEAUTY HLDGS INC COM 79546E104 123 21643 SH DEFINED 03 21643 0 0 SAN JUAN BASIN RTY TR UNIT BEN INT 798241105 532 17174 SH DEFINED 03 17174 0 0 SANDERSON FARMS INC COM 800013104 169 4900 SH DEFINED 04 4900 0 0 SANDERSON FARMS INC COM 800013104 199 5764 SH DEFINED 03 5698 0 66 SANDISK CORP COM 80004C101 192 19992 SH DEFINED 04 19992 0 0 SANDISK CORP COM 80004C101 5408 563300 SH DEFINED 03 563235 0 65 SANDISK CORP NOTE 1.000% 5/1 80004CAC5 19098 47746000 PRN DEFINED 03 47746000 0 0 SANDRIDGE ENERGY INC COM 80007P307 107 17345 SH DEFINED 04 17345 0 0 SANDRIDGE ENERGY INC COM 80007P307 1378 224139 SH DEFINED 03 224039 0 100 SANDRIDGE ENERGY INC COM 80007P307 1292 210000 SH DEFINED 05 210000 0 0 SANGAMO BIOSCIENCES INC COM 800677106 21 6128 SH DEFINED 04 6128 0 0 SANGAMO BIOSCIENCES INC COM 800677106 77 22187 SH DEFINED 03 18187 0 4000 SANMINA SCI CORP COM 800907107 1076 2288827 SH DEFINED 04 2288827 0 0 SANMINA SCI CORP COM 800907107 48 102475 SH DEFINED 03 98335 0 4140 SANOFI AVENTIS SPONSORED ADR 80105N105 30986 963494 SH DEFINED 03 951846 0 11648 SANTA MONICA MEDIA CORP COM 802501106 1290 165354 SH DEFINED 03 165354 0 0 SANTARUS INC COM 802817304 32 20355 SH DEFINED 03 20355 0 0 SAP AKTIENGESELLSCHAFT SPONSORED ADR 803054204 1781 49181 SH DEFINED 03 38931 0 10250 SAPIENT CORP COM 803062108 65 14695 SH DEFINED 04 14695 0 0 SAPIENT CORP COM 803062108 222 50018 SH DEFINED 03 50018 0 0 SAPPI LTD SPON ADR NEW 803069202 66 17001 SH DEFINED 03 17001 0 0 SAPPHIRE INDUSTRIALS CORP COM 80306T109 3420 372911 SH DEFINED 03 372911 0 0 SAPPHIRE INDUSTRIALS CORP UNIT 99/99/9999 80306T208 238 26000 SH DEFINED 03 26000 0 0 SARA LEE CORP COM 803111103 1235 126170 SH DEFINED 04 126170 0 0 SARA LEE CORP COM 803111103 10341 1056267 SH DEFINED 03 1033198 0 23069 SARA LEE CORP COM 803111103 512 52347 SH DEFINED 05 52347 0 0 SATYAM COMPUTER SERVICES LTD ADR 804098101 2105 232823 SH DEFINED 04 232823 0 0 SATYAM COMPUTER SERVICES LTD ADR 804098101 749 82900 SH DEFINED 03 80770 0 2130 SATYAM COMPUTER SERVICES LTD ADR 804098101 167 18426 SH DEFINED 05 18426 0 0 SATYAM COMPUTER SERVICES LTD ADR 804098101 59 6500 SH DEFINED 06 6500 0 0 SAUER-DANFOSS INC COM 804137107 14 1633 SH DEFINED 04 1633 0 0 SAUER-DANFOSS INC COM 804137107 421 48156 SH DEFINED 03 48156 0 0 SAUL CTRS INC COM 804395101 36 900 SH DEFINED 04 900 0 0 SAUL CTRS INC COM 804395101 354 8974 SH DEFINED 03 8974 0 0 SAVIENT PHARMACEUTICALS INC COM 80517Q100 1069 184715 SH DEFINED 04 184715 0 0 SAVIENT PHARMACEUTICALS INC COM 80517Q100 78 13526 SH DEFINED 03 13526 0 0 SAVVIS INC COM NEW 805423308 57 8297 SH DEFINED 04 8297 0 0 SAVVIS INC COM NEW 805423308 477 69282 SH DEFINED 03 33870 0 35412 SCANA CORP NEW COM 80589M102 620 17421 SH DEFINED 04 17421 0 0 SCANA CORP NEW COM 80589M102 12268 344615 SH DEFINED 03 344390 0 225 SCANA CORP NEW COM 80589M102 2035 57176 SH DEFINED 06 57176 0 0 SCANSOURCE INC COM 806037107 34 1786 SH DEFINED 04 1786 0 0 SCANSOURCE INC COM 806037107 926 48037 SH DEFINED 03 47461 0 576 SCHAWK INC CL A 806373106 173 15084 SH DEFINED 03 15084 0 0 SCHEIN HENRY INC COM 806407102 315 8578 SH DEFINED 04 8578 0 0 SCHEIN HENRY INC COM 806407102 2481 67618 SH DEFINED 03 67618 0 0 SCHERING PLOUGH CORP COM 806605101 2544 149375 SH DEFINED 04 149375 0 0 SCHERING PLOUGH CORP COM 806605101 43737 2568239 SH DEFINED 03 2412617 0 155622 SCHERING PLOUGH CORP COM 806605101 4176 245212 SH DEFINED 05 245212 0 0 SCHERING PLOUGH CORP PFD CONV MAN07 806605705 235 1353 SH DEFINED 03 0 0 1353 SCHLUMBERGER LTD COM 806857108 3366 79511 SH DEFINED 79511 0 0 SCHLUMBERGER LTD COM 806857108 54927 1297585 SH DEFINED 04 1297585 0 0 SCHLUMBERGER LTD COM 806857108 77943 1841311 SH DEFINED 03 1784687 0 56624 SCHLUMBERGER LTD COM 806857108 15032 355114 SH DEFINED 05 355114 0 0 SCHLUMBERGER LTD COM 806857108 15 345 SH DEFINED 06 345 0 0 SCHLUMBERGER LTD DBCV 2.125% 6/0 806857AD0 995 800000 PRN DEFINED 03 800000 0 0 SCHNITZER STL INDS CL A 806882106 236 6268 SH DEFINED 04 6268 0 0 SCHNITZER STL INDS CL A 806882106 1540 40893 SH DEFINED 03 40893 0 0 SCHOLASTIC CORP COM 807066105 38 2802 SH DEFINED 04 2802 0 0 SCHOLASTIC CORP COM 807066105 573 42216 SH DEFINED 03 42216 0 0 SCHOOL SPECIALTY INC COM 807863105 574 30032 SH DEFINED 03 30032 0 0 SCHULMAN A INC COM 808194104 31 1808 SH DEFINED 04 1808 0 0 SCHULMAN A INC COM 808194104 717 42187 SH DEFINED 03 42187 0 0 SCHWAB CHARLES CORP NEW COM 808513105 7429 459407 SH DEFINED 04 459407 0 0 SCHWAB CHARLES CORP NEW COM 808513105 29164 1803613 SH DEFINED 03 1798423 0 5190 SCHWAB CHARLES CORP NEW COM 808513105 1554 96083 SH DEFINED 05 96083 0 0 SCHWEITZER-MAUDUIT INTL INC COM 808541106 398 19902 SH DEFINED 03 19902 0 0 SCIENTIFIC GAMES CORP CL A 80874P109 6403 365062 SH DEFINED 04 365062 0 0 SCIENTIFIC GAMES CORP CL A 80874P109 365 20783 SH DEFINED 03 20783 0 0 SCOTTS MIRACLE GRO CO CL A 810186106 1957 65858 SH DEFINED 04 65858 0 0 SCOTTS MIRACLE GRO CO CL A 810186106 2085 70149 SH DEFINED 03 63683 0 6466 SCOTTS MIRACLE GRO CO CL A 810186106 119 4008 SH DEFINED 05 4008 0 0 SCRIPPS E W CO OHIO CL A NEW 811054402 471 213211 SH DEFINED 04 213211 0 0 SCRIPPS E W CO OHIO CL A NEW 811054402 188 85095 SH DEFINED 03 85095 0 0 SCRIPPS NETWORKS INTERACT IN CL A COM 811065101 962 43728 SH DEFINED 43728 0 0 SCRIPPS NETWORKS INTERACT IN CL A COM 811065101 136 6181 SH DEFINED 04 6181 0 0 SCRIPPS NETWORKS INTERACT IN CL A COM 811065101 3051 138680 SH DEFINED 03 136587 0 2093 SEACHANGE INTL INC COM 811699107 116 16098 SH DEFINED 03 16098 0 0 SEACOR HOLDINGS INC COM 811904101 216 3240 SH DEFINED 04 3240 0 0 SEACOR HOLDINGS INC COM 811904101 558 8373 SH DEFINED 03 8306 0 67 SEARS HLDGS CORP COM 812350106 1103 28371 SH DEFINED 04 28371 0 0 SEARS HLDGS CORP COM 812350106 5837 150168 SH DEFINED 03 149670 0 498 SEARS HLDGS CORP COM 812350106 974 25069 SH DEFINED 05 25069 0 0 SEATTLE GENETICS INC COM 812578102 91 10137 SH DEFINED 04 10137 0 0 SEATTLE GENETICS INC COM 812578102 152 16952 SH DEFINED 03 16952 0 0 SELECT SECTOR SPDR TR SBI MATERIALS 81369Y100 157923 6944714 SH DEFINED 03 6944714 0 0 SELECT SECTOR SPDR TR SBI HEALTHCARE 81369Y209 605 22800 SH DEFINED 04 22800 0 0 SELECT SECTOR SPDR TR SBI HEALTHCARE 81369Y209 135732 5112310 SH DEFINED 03 5100870 0 11440 SELECT SECTOR SPDR TR SBI CONS STPLS 81369Y308 107175 4489957 SH DEFINED 03 4453375 0 36582 SELECT SECTOR SPDR TR SBI CONS DISCR 81369Y407 48535 2250102 SH DEFINED 03 2250102 0 0 SELECT SECTOR SPDR TR SBI CONS DISCR 81369Y407 6 300 SH DEFINED 05 300 0 0 SELECT SECTOR SPDR TR SBI INT-ENERGY 81369Y506 292540 6123920 SH DEFINED 03 6120715 0 3205 SELECT SECTOR SPDR TR SBI INT-FINL 81369Y605 30051 2400250 SH DEFINED 04 2400250 0 0 SELECT SECTOR SPDR TR SBI INT-FINL 81369Y605 99455 7943730 SH DEFINED 03 7795694 0 148036 SELECT SECTOR SPDR TR SBI INT-FINL 81369Y605 31191 2491288 SH DEFINED 05 2491288 0 0 SELECT SECTOR SPDR TR SBI INT-FINL 81369Y605 438 35000 SH DEFINED 06 35000 0 0 SELECT SECTOR SPDR TR SBI INT-INDS 81369Y704 73904 3155587 SH DEFINED 03 3151437 0 4150 SELECT SECTOR SPDR TR SBI INT-TECH 81369Y803 43574 2827635 SH DEFINED 03 2810542 0 17093 SELECT SECTOR SPDR TR SBI INT-UTILS 81369Y886 79448 2736762 SH DEFINED 03 2699245 0 37517 SECURE AMER ACQUISITION CORP COM 81372L103 664 90000 SH DEFINED 03 90000 0 0 SELECT COMFORT CORP COM 81616X103 40 161840 SH DEFINED 04 161840 0 0 SELECT COMFORT CORP COM 81616X103 201 SH DEFINED 03 201 0 0 SELECTIVE INS GROUP INC COM 816300107 156 6806 SH DEFINED 04 6806 0 0 SELECTIVE INS GROUP INC COM 816300107 354 15443 SH DEFINED 03 15443 0 0 SEMGROUP ENERGY PARTNERS L P COM UNIT LP 81662W108 19 7401 SH DEFINED 03 1 0 7400 SEMGROUP ENERGY PARTNERS L P COM UNIT LP 81662W108 576 228428 SH DEFINED 07 228428 0 0 SEMICONDUCTOR HLDRS TR DEP RCPT 816636203 112347 6379709 SH DEFINED 03 6327609 0 52100 SEMICONDUCTOR HLDRS TR DEP RCPT 816636203 8078 458710 SH DEFINED 05 458710 0 0 SEMTECH CORP COM 816850101 569 50489 SH DEFINED 04 50489 0 0 SEMTECH CORP COM 816850101 692 61428 SH DEFINED 03 61428 0 0 SEMPRA ENERGY COM 816851109 1288 30217 SH DEFINED 04 30217 0 0 SEMPRA ENERGY COM 816851109 17970 421529 SH DEFINED 03 420119 0 1410 SEMPRA ENERGY COM 816851109 9 203 SH DEFINED 05 203 0 0 SEMPRA ENERGY COM 816851109 10 241 SH DEFINED 06 241 0 0 SENIOR HSG PPTYS TR SH BEN INT 81721M109 489 27312 SH DEFINED 03 27312 0 0 SENSIENT TECHNOLOGIES CORP COM 81725T100 562 23518 SH DEFINED 03 23518 0 0 SEPRACOR INC COM 817315104 177 16092 SH DEFINED 04 16092 0 0 SEPRACOR INC COM 817315104 1687 153677 SH DEFINED 03 153677 0 0 SEQUENOM INC COM NEW 817337405 201 10155 SH DEFINED 04 10155 0 0 SEQUENOM INC COM NEW 817337405 425 21399 SH DEFINED 03 21399 0 0 SERVICE CORP INTL COM 817565104 94 18838 SH DEFINED 04 18838 0 0 SERVICE CORP INTL COM 817565104 883 177616 SH DEFINED 03 176632 0 984 SHANDA INTERACTIVE ENTMT LTD SPONSORED ADR 81941Q203 1032 31879 SH DEFINED 04 31879 0 0 SHANDA INTERACTIVE ENTMT LTD SPONSORED ADR 81941Q203 504 15564 SH DEFINED 03 15534 0 30 SHAW GROUP INC COM 820280105 1267 61877 SH DEFINED 61877 0 0 SHAW GROUP INC COM 820280105 32 1545 SH DEFINED 04 1545 0 0 SHAW GROUP INC COM 820280105 1573 76826 SH DEFINED 03 68326 0 8500 SHAW COMMUNICATIONS INC CL B CONV 82028K200 348 19701 SH DEFINED 03 19701 0 0 SHENANDOAH TELECOMMUNICATION COM 82312B106 97 3467 SH DEFINED 04 3467 0 0 SHENANDOAH TELECOMMUNICATION COM 82312B106 178 6333 SH DEFINED 03 6333 0 0 SHENGDA TECH INC COM 823213103 18 5044 SH DEFINED 04 5044 0 0 SHENGDA TECH INC COM 823213103 51 14541 SH DEFINED 03 14541 0 0 SHERWIN WILLIAMS CO COM 824348106 22 360 SH DEFINED 360 0 0 SHERWIN WILLIAMS CO COM 824348106 8743 146318 SH DEFINED 04 146318 0 0 SHERWIN WILLIAMS CO COM 824348106 9810 164184 SH DEFINED 03 161336 0 2848 SHINHAN FINANCIAL GROUP CO L SPN ADR RESTRD 824596100 731 15500 SH DEFINED 15500 0 0 SHINHAN FINANCIAL GROUP CO L SPN ADR RESTRD 824596100 104 2201 SH DEFINED 03 2201 0 0 SHIRE PLC SPONSORED ADR 82481R106 372 8309 SH DEFINED 03 8258 0 51 SHIRE PLC SPONSORED ADR 82481R106 7389 164997 SH DEFINED 06 164997 0 0 SHORETEL INC COM 825211105 27 5931 SH DEFINED 04 5931 0 0 SHORETEL INC COM 825211105 25 5626 SH DEFINED 03 5626 0 0 SHUFFLE MASTER INC COM 825549108 30 6084 SH DEFINED 04 6084 0 0 SHUFFLE MASTER INC COM 825549108 92 18642 SH DEFINED 03 18219 0 423 SHUTTERFLY INC COM 82568P304 23 3293 SH DEFINED 04 3293 0 0 SHUTTERFLY INC COM 82568P304 60 8549 SH DEFINED 03 8549 0 0 SIEMENS A G SPONSORED ADR 826197501 8189 108103 SH DEFINED 03 107901 0 202 SIERRA WIRELESS INC COM 826516106 737 126490 SH DEFINED 03 51473 0 75017 SIGMA ALDRICH CORP COM 826552101 272 6448 SH DEFINED 04 6448 0 0 SIGMA ALDRICH CORP COM 826552101 9138 216330 SH DEFINED 03 214930 0 1400 SIGMA ALDRICH CORP COM 826552101 173 4105 SH DEFINED 05 4105 0 0 SIGMA DESIGNS INC COM 826565103 33 3522 SH DEFINED 04 3522 0 0 SIGMA DESIGNS INC COM 826565103 685 72126 SH DEFINED 03 30426 0 41700 SIGNATURE BK NEW YORK N Y COM 82669G104 39 1345 SH DEFINED 04 1345 0 0 SIGNATURE BK NEW YORK N Y COM 82669G104 373 12992 SH DEFINED 03 12992 0 0 SILICON LABORATORIES INC COM 826919102 201 8102 SH DEFINED 04 8102 0 0 SILICON LABORATORIES INC COM 826919102 1035 41756 SH DEFINED 03 41756 0 0 SILGAN HOLDINGS INC COM 827048109 135 2831 SH DEFINED 04 2831 0 0 SILGAN HOLDINGS INC COM 827048109 771 16132 SH DEFINED 03 16132 0 0 SILICON STORAGE TECHNOLOGY I COM 827057100 35 15107 SH DEFINED 03 15107 0 0 SILICON IMAGE INC COM 82705T102 807 192245 SH DEFINED 04 192245 0 0 SILICON IMAGE INC COM 82705T102 675 160735 SH DEFINED 03 160735 0 0 SILICON MOTION TECHNOLOGY CO SPONSORED ADR 82706C108 47 20379 SH DEFINED 03 20379 0 0 SILICONWARE PRECISION INDS L SPONSD ADR SPL 827084864 20 4399 SH DEFINED 04 4399 0 0 SILICONWARE PRECISION INDS L SPONSD ADR SPL 827084864 194 43591 SH DEFINED 03 24288 0 19303 SILICONWARE PRECISION INDS L SPONSD ADR SPL 827084864 16 3678 SH DEFINED 06 3678 0 0 SILVER STD RES INC COM 82823L106 50 3136 SH DEFINED 04 3136 0 0 SILVER STD RES INC COM 82823L106 636 39904 SH DEFINED 03 10054 0 29850 SILVER STD RES INC COM 82823L106 26 SH DEFINED 05 26 0 0 SILVER WHEATON CORP COM 828336107 82 12576 SH DEFINED 04 12576 0 0 SILVER WHEATON CORP COM 828336107 430 66251 SH DEFINED 03 30226 0 36025 SIMON PPTY GROUP INC NEW COM 828806109 23531 442898 SH DEFINED 04 442898 0 0 SIMON PPTY GROUP INC NEW COM 828806109 18672 351442 SH DEFINED 03 351042 0 400 SIMON PPTY GROUP INC NEW COM 828806109 319 6000 SH DEFINED 05 6000 0 0 SIMON PPTY GROUP INC NEW PFD CONV I 6% 828806802 279 6500 SH DEFINED 03 6500 0 0 SIMPSON MANUFACTURING CO INC COM 829073105 1316 47399 SH DEFINED 04 47399 0 0 SIMPSON MANUFACTURING CO INC COM 829073105 1639 59040 SH DEFINED 03 58643 0 397 SINGAPORE FD INC COM 82929L109 3356 432501 SH DEFINED 432501 0 0 SIRONA DENTAL SYSTEMS INC COM 82966C103 28 2630 SH DEFINED 04 2630 0 0 SIRONA DENTAL SYSTEMS INC COM 82966C103 389 37082 SH DEFINED 03 37082 0 0 SIRIUS SATELLITE RADIO INC NOTE 3.250%10/1 82966UAD5 6650 33250000 PRN DEFINED 03 33250000 0 0 SIRF TECHNOLOGY HLDGS INC COM 82967H101 305 238614 SH DEFINED 04 238614 0 0 SIRF TECHNOLOGY HLDGS INC COM 82967H101 71 55817 SH DEFINED 03 47917 0 7900 SIRIUS XM RADIO INC COM 82967N108 1 10617 SH DEFINED 04 10617 0 0 SIRIUS XM RADIO INC COM 82967N108 964 8034361 SH DEFINED 03 8018061 0 16300 SIRIUS XM RADIO INC COM 82967N108 138 SH DEFINED 05 138 0 0 SIX FLAGS INC COM 83001P109 5 15428 SH DEFINED 03 15428 0 0 SKECHERS U S A INC CL A 830566105 51 3950 SH DEFINED 04 3950 0 0 SKECHERS U S A INC CL A 830566105 1158 90337 SH DEFINED 03 90141 0 196 SKILLED HEALTHCARE GROUP INC CL A 83066R107 408 48370 SH DEFINED 03 48370 0 0 SKYWEST INC COM 830879102 1021 54873 SH DEFINED 03 54873 0 0 SKYWORKS SOLUTIONS INC COM 83088M102 422 76175 SH DEFINED 04 76175 0 0 SKYWORKS SOLUTIONS INC COM 83088M102 735 132646 SH DEFINED 03 67681 0 64965 SMART BALANCE INC COM 83169Y108 51 7538 SH DEFINED 04 7538 0 0 SMART BALANCE INC COM 83169Y108 146 21506 SH DEFINED 03 21506 0 0 SMITH & WESSON HLDG CORP COM 831756101 14 6286 SH DEFINED 04 6286 0 0 SMITH & WESSON HLDG CORP COM 831756101 91 39997 SH DEFINED 03 39997 0 0 SMITH & NEPHEW PLC SPDN ADR NEW 83175M205 695 21521 SH DEFINED 03 21501 0 20 SMITH & NEPHEW PLC SPDN ADR NEW 83175M205 756 23400 SH DEFINED 06 23400 0 0 SMITH A O COM 831865209 958 32464 SH DEFINED 04 32464 0 0 SMITH A O COM 831865209 413 14001 SH DEFINED 03 14001 0 0 SMITH INTL INC COM 832110100 612 26716 SH DEFINED 26716 0 0 SMITH INTL INC COM 832110100 492 21489 SH DEFINED 04 21489 0 0 SMITH INTL INC COM 832110100 13252 578939 SH DEFINED 03 569115 0 9824 SMITH INTL INC COM 832110100 525 22945 SH DEFINED 05 22945 0 0 SMITH INTL INC COM 832110100 7 285 SH DEFINED 06 285 0 0 SMITH MICRO SOFTWARE INC COM 832154108 285 51271 SH DEFINED 04 51271 0 0 SMITH MICRO SOFTWARE INC COM 832154108 77 13838 SH DEFINED 03 13419 0 419 SMITHFIELD FOODS INC COM 832248108 97 6902 SH DEFINED 04 6902 0 0 SMITHFIELD FOODS INC COM 832248108 592 42091 SH DEFINED 03 41741 0 350 SMITHTOWN BANCORP INC COM 832449102 1 37 SH DEFINED 04 37 0 0 SMITHTOWN BANCORP INC COM 832449102 698 43546 SH DEFINED 03 2758 0 40788 SMUCKER J M CO COM NEW 832696405 629 14497 SH DEFINED 04 14497 0 0 SMUCKER J M CO COM NEW 832696405 9299 214470 SH DEFINED 03 213445 0 1025 SMURFIT-STONE CONTAINER CORP COM 832727101 111 436345 SH DEFINED 04 436345 0 0 SMURFIT-STONE CONTAINER CORP COM 832727101 57 223575 SH DEFINED 03 223575 0 0 SNAP ON INC COM 833034101 987 25066 SH DEFINED 04 25066 0 0 SNAP ON INC COM 833034101 3800 96489 SH DEFINED 03 94295 0 2194 SOCIEDAD QUIMICA MINERA DE C SPON ADR SER B 833635105 1038 42560 SH DEFINED 03 14302 0 28258 SOCIEDAD QUIMICA MINERA DE C SPON ADR SER B 833635105 355 14560 SH DEFINED 05 14560 0 0 SOFTWARE HOLDRS TR DEPOSITRY RCPT 83404B103 7343 250001 SH DEFINED 03 250001 0 0 SOHU COM INC COM 83408W103 606 12799 SH DEFINED 04 12799 0 0 SOHU COM INC COM 83408W103 1185 25034 SH DEFINED 03 25034 0 0 SOHU COM INC COM 83408W103 549 11600 SH DEFINED 06 11600 0 0 SOLARFUN POWER HOLDINGS CO L SPONSORED ADR 83415U108 142 28305 SH DEFINED 03 28305 0 0 SOLERA HOLDINGS INC COM 83421A104 208 8636 SH DEFINED 04 8636 0 0 SOLERA HOLDINGS INC COM 83421A104 694 28817 SH DEFINED 03 28817 0 0 SOLUTIA INC COM NEW 834376501 51 11380 SH DEFINED 04 11380 0 0 SOLUTIA INC COM NEW 834376501 475 105541 SH DEFINED 03 105540 0 1 SOMERSET HILLS BANCORP COM 834728107 140 22183 SH DEFINED 03 700 0 21483 SONIC CORP COM 835451105 62 5106 SH DEFINED 04 5106 0 0 SONIC CORP COM 835451105 431 35434 SH DEFINED 03 35209 0 225 SONIC AUTOMOTIVE INC CL A 83545G102 106 26618 SH DEFINED 04 26618 0 0 SONIC AUTOMOTIVE INC CL A 83545G102 59 14795 SH DEFINED 03 14795 0 0 SONICWALL INC COM 835470105 61 15295 SH DEFINED 03 15295 0 0 SONOCO PRODS CO COM 835495102 489 21098 SH DEFINED 04 21098 0 0 SONOCO PRODS CO COM 835495102 1950 84181 SH DEFINED 03 81981 0 2200 SONOSITE INC COM 83568G104 54 2813 SH DEFINED 04 2813 0 0 SONOSITE INC COM 83568G104 239 12545 SH DEFINED 03 12545 0 0 SONY CORP ADR NEW 835699307 738 33728 SH DEFINED 03 22746 0 10982 SOTHEBYS COM 835898107 94 10539 SH DEFINED 04 10539 0 0 SOTHEBYS COM 835898107 1339 150582 SH DEFINED 03 150582 0 0 SONUS NETWORKS INC COM 835916107 54 34128 SH DEFINED 04 34128 0 0 SONUS NETWORKS INC COM 835916107 80 50903 SH DEFINED 03 50903 0 0 SOUTH FINL GROUP INC COM 837841105 267 61754 SH DEFINED 04 61754 0 0 SOUTH FINL GROUP INC COM 837841105 92 21223 SH DEFINED 03 21223 0 0 SOUTH JERSEY INDS INC COM 838518108 44 1113 SH DEFINED 04 1113 0 0 SOUTH JERSEY INDS INC COM 838518108 662 16608 SH DEFINED 03 16234 0 374 SOUTHERN CO COM 842587107 4515 122014 SH DEFINED 04 122014 0 0 SOUTHERN CO COM 842587107 43331 1171106 SH DEFINED 03 1139698 0 31408 SOUTHERN CO COM 842587107 9715 262578 SH DEFINED 05 262578 0 0 SOUTHERN CO COM 842587107 17 458 SH DEFINED 06 458 0 0 SOUTHERN COPPER CORP COM 84265V105 621 38642 SH DEFINED 04 38642 0 0 SOUTHERN COPPER CORP COM 84265V105 1799 111998 SH DEFINED 03 102448 0 9550 SOUTHERN COPPER CORP COM 84265V105 31 1923 SH DEFINED 05 1923 0 0 SOUTHERN UN CO NEW COM 844030106 1077 82568 SH DEFINED 04 82568 0 0 SOUTHERN UN CO NEW COM 844030106 1005 77037 SH DEFINED 03 77037 0 0 SOUTHWEST AIRLS CO COM 844741108 987 114505 SH DEFINED 04 114505 0 0 SOUTHWEST AIRLS CO COM 844741108 9623 1116358 SH DEFINED 03 1115458 0 900 SOUTHWEST GAS CORP COM 844895102 60 2360 SH DEFINED 04 2360 0 0 SOUTHWEST GAS CORP COM 844895102 629 24931 SH DEFINED 03 24785 0 146 SOUTHWEST WTR CO COM 845331107 49 15228 SH DEFINED 03 15228 0 0 SOUTHWESTERN ENERGY CO COM 845467109 2408 83125 SH DEFINED 83125 0 0 SOUTHWESTERN ENERGY CO COM 845467109 759 26189 SH DEFINED 04 26189 0 0 SOUTHWESTERN ENERGY CO COM 845467109 14627 504901 SH DEFINED 03 491077 0 13824 SOUTHWESTERN ENERGY CO COM 845467109 40 1380 SH DEFINED 05 1380 0 0 SOVEREIGN BANCORP INC COM 845905108 326 109473 SH DEFINED 04 109473 0 0 SOVEREIGN BANCORP INC COM 845905108 2317 777397 SH DEFINED 03 767317 0 10080 SOVRAN SELF STORAGE INC COM 84610H108 574 15948 SH DEFINED 03 15948 0 0 SPANSION INC COM CL A 84649R101 5 25192 SH DEFINED 03 25192 0 0 SPARTAN STORES INC COM 846822104 664 28538 SH DEFINED 03 28538 0 0 SPARTECH CORP COM NEW 847220209 95 15166 SH DEFINED 03 15166 0 0 SPECIALTY UNDERWRITERS ALLIA COM 84751T309 27 10191 SH DEFINED 03 10191 0 0 SPECTRA ENERGY CORP COM 847560109 721 45835 SH DEFINED 04 45835 0 0 SPECTRA ENERGY CORP COM 847560109 16698 1060839 SH DEFINED 03 986500 0 74339 SPECTRA ENERGY CORP COM 847560109 2 158 SH DEFINED 05 158 0 0 SPECTRA ENERGY CORP COM 847560109 9 592 SH DEFINED 06 592 0 0 SPECTRA ENERGY PARTNERS LP COM 84756N109 367 18551 SH DEFINED 03 6551 0 12000 SPECTRANETICS CORP COM 84760C107 14 5296 SH DEFINED 04 5296 0 0 SPECTRANETICS CORP COM 84760C107 13 5109 SH DEFINED 03 5109 0 0 SPECTRUM BRANDS INC COM 84762L105 23 251702 SH DEFINED 04 251702 0 0 SPECTRUM BRANDS INC COM 84762L105 76 848719 SH DEFINED 03 848719 0 0 SPECTRUM PHARMACEUTICALS INC COM 84763A108 39 25901 SH DEFINED 03 21901 0 4000 SPEEDWAY MOTORSPORTS INC COM 847788106 474 29443 SH DEFINED 03 29443 0 0 SPHERION CORP COM 848420105 2 778 SH DEFINED 04 778 0 0 SPHERION CORP COM 848420105 37 16524 SH DEFINED 03 16524 0 0 SPIRE CORP COM 848565107 54 10501 SH DEFINED 03 2501 0 8000 SPIRIT AEROSYSTEMS HLDGS INC COM CL A 848574109 56 5459 SH DEFINED 04 5459 0 0 SPIRIT AEROSYSTEMS HLDGS INC COM CL A 848574109 1489 146420 SH DEFINED 03 146373 0 47 SPRINT NEXTEL CORP COM SER 1 852061100 3 1492 SH DEFINED 1492 0 0 SPRINT NEXTEL CORP COM SER 1 852061100 1045 570846 SH DEFINED 04 570846 0 0 SPRINT NEXTEL CORP COM SER 1 852061100 7403 4045108 SH DEFINED 03 4038875 0 6233 SPRINT NEXTEL CORP COM SER 1 852061100 4130 2256810 SH DEFINED 05 2256810 0 0 STAMPS COM INC COM NEW 852857200 16 1579 SH DEFINED 04 1579 0 0 STAMPS COM INC COM NEW 852857200 237 24111 SH DEFINED 03 24111 0 0 STANCORP FINL GROUP INC COM 852891100 1050 25140 SH DEFINED 04 25140 0 0 STANCORP FINL GROUP INC COM 852891100 988 23647 SH DEFINED 03 23645 0 2 STANDARD MICROSYSTEMS CORP COM 853626109 10 598 SH DEFINED 04 598 0 0 STANDARD MICROSYSTEMS CORP COM 853626109 373 22813 SH DEFINED 03 22813 0 0 STANDARD PAC CORP NEW COM 85375C101 40 22286 SH DEFINED 04 22286 0 0 STANDARD PAC CORP NEW COM 85375C101 211 118483 SH DEFINED 03 118483 0 0 STANDARD PAC CORP NEW COM 85375C101 10 SH DEFINED 05 10 0 0 STANDARD PAC CORP NOTE 6.000%10/0 853763AA8 6059 16432000 PRN DEFINED 03 16432000 0 0 STANDEX INTL CORP COM 854231107 384 19354 SH DEFINED 03 19354 0 0 STANDEX INTL CORP COM 854231107 50 2500 SH DEFINED 06 2500 0 0 STANLEY INC COM 854532108 54 1478 SH DEFINED 04 1478 0 0 STANLEY INC COM 854532108 242 6668 SH DEFINED 03 6656 0 12 STANLEY WKS COM 854616109 238 6986 SH DEFINED 04 6986 0 0 STANLEY WKS COM 854616109 4158 121948 SH DEFINED 03 120598 0 1350 STAPLES INC COM 855030102 1783 99479 SH DEFINED 04 99479 0 0 STAPLES INC COM 855030102 28114 1568869 SH DEFINED 03 1559562 0 9307 STAPLES INC COM 855030102 1250 69768 SH DEFINED 05 69768 0 0 STAR SCIENTIFIC INC COM 85517P101 1 384 SH DEFINED 04 384 0 0 STAR SCIENTIFIC INC COM 85517P101 47 12163 SH DEFINED 03 12163 0 0 STARBUCKS CORP COM 855244109 455 48087 SH DEFINED 04 48087 0 0 STARBUCKS CORP COM 855244109 16257 1718532 SH DEFINED 03 1657831 0 60701 STARBUCKS CORP COM 855244109 9112 963265 SH DEFINED 05 963265 0 0 STARENT NETWORKS CORP COM 85528P108 59 4978 SH DEFINED 04 4978 0 0 STARENT NETWORKS CORP COM 85528P108 838 70284 SH DEFINED 03 31427 0 38857 STARWOOD HOTELS&RESORTS WRLD COM 85590A401 11612 648737 SH DEFINED 04 648737 0 0 STARWOOD HOTELS&RESORTS WRLD COM 85590A401 6007 335581 SH DEFINED 03 335481 0 100 STARWOOD HOTELS&RESORTS WRLD COM 85590A401 5 259 SH DEFINED 05 259 0 0 STATE STR CORP COM 857477103 1229 31244 SH DEFINED 31244 0 0 STATE STR CORP COM 857477103 2268 57672 SH DEFINED 04 57672 0 0 STATE STR CORP COM 857477103 25188 640429 SH DEFINED 03 634839 0 5590 STATE STR CORP COM 857477103 512 13006 SH DEFINED 05 13006 0 0 STATOILHYDRO ASA SPONSORED ADR 85771P102 48 2899 SH DEFINED 04 2899 0 0 STATOILHYDRO ASA SPONSORED ADR 85771P102 438 26297 SH DEFINED 03 19517 0 6780 STEEL DYNAMICS INC COM 858119100 106 9480 SH DEFINED 04 9480 0 0 STEEL DYNAMICS INC COM 858119100 1616 144533 SH DEFINED 03 139425 0 5108 STEELCASE INC CL A 858155203 116 20672 SH DEFINED 04 20672 0 0 STEELCASE INC CL A 858155203 867 154213 SH DEFINED 03 154213 0 0 STEIN MART INC COM 858375108 23 20738 SH DEFINED 04 20738 0 0 STEIN MART INC COM 858375108 7 6057 SH DEFINED 03 6057 0 0 STEPAN CO COM 858586100 773 16446 SH DEFINED 03 16377 0 69 STERLING BANCSHARES INC COM 858907108 190 31325 SH DEFINED 03 31325 0 0 STERICYCLE INC COM 858912108 228 4372 SH DEFINED 04 4372 0 0 STERICYCLE INC COM 858912108 11993 230279 SH DEFINED 03 220472 0 9807 STERICYCLE INC COM 858912108 181 3482 SH DEFINED 05 3482 0 0 STERIS CORP COM 859152100 1190 49796 SH DEFINED 04 49796 0 0 STERIS CORP COM 859152100 5317 222572 SH DEFINED 03 222524 0 48 STERLING BANCORP COM 859158107 207 14775 SH DEFINED 03 14775 0 0 STERLING FINL CORP WASH COM 859319105 188 21400 SH DEFINED 04 21400 0 0 STERLING FINL CORP WASH COM 859319105 376 42698 SH DEFINED 03 42698 0 0 STERLITE INDS INDIA LTD ADS 859737207 907 164381 SH DEFINED 03 164381 0 0 STEWART ENTERPRISES INC CL A 860370105 64 21128 SH DEFINED 03 21128 0 0 STIFEL FINL CORP COM 860630102 348 7586 SH DEFINED 03 7586 0 0 STILLWATER MNG CO COM 86074Q102 23 4622 SH DEFINED 04 4622 0 0 STILLWATER MNG CO COM 86074Q102 66 13322 SH DEFINED 03 13322 0 0 STMICROELECTRONICS N V NY REGISTRY 861012102 587 88220 SH DEFINED 03 50801 0 37419 STONE ENERGY CORP COM 861642106 665 60311 SH DEFINED 04 60311 0 0 STONE ENERGY CORP COM 861642106 2092 189861 SH DEFINED 03 189861 0 0 STONERIDGE INC COM 86183P102 48 10519 SH DEFINED 03 10519 0 0 STONELEIGH PARTNERS ACQUS CO COM 861923100 2313 300000 SH DEFINED 03 300000 0 0 STRATASYS INC COM 862685104 26 2445 SH DEFINED 04 2445 0 0 STRATASYS INC COM 862685104 196 18225 SH DEFINED 03 18225 0 0 STRATEGIC HOTELS & RESORTS I COM 86272T106 7 4000 SH DEFINED 04 4000 0 0 STRATEGIC HOTELS & RESORTS I COM 86272T106 46 27484 SH DEFINED 03 27484 0 0 STRAYER ED INC COM 863236105 2067 9641 SH DEFINED 03 9639 0 2 STREAM GLOBAL SVCS INC *W EXP 10/17/201 86323M118 18 100000 SH DEFINED 03 100000 0 0 STRYKER CORP COM 863667101 723 18106 SH DEFINED 04 18106 0 0 STRYKER CORP COM 863667101 17016 425933 SH DEFINED 03 413453 0 12480 STRYKER CORP COM 863667101 417 10440 SH DEFINED 05 10440 0 0 SUBURBAN PROPANE PARTNERS L UNIT LTD PARTN 864482104 570 16070 SH DEFINED 03 15706 0 364 SUBURBAN PROPANE PARTNERS L UNIT LTD PARTN 864482104 909 25646 SH DEFINED 07 25646 0 0 SUCCESSFACTORS INC COM 864596101 23 4070 SH DEFINED 04 4070 0 0 SUCCESSFACTORS INC COM 864596101 166 28920 SH DEFINED 03 28920 0 0 SULPHCO INC COM 865378103 9 9672 SH DEFINED 04 9672 0 0 SULPHCO INC COM 865378103 18 19492 SH DEFINED 03 19492 0 0 SUMTOTAL SYS INC COM 866615107 72 25420 SH DEFINED 03 25420 0 0 SUN LIFE FINL INC COM 866796105 91 3927 SH DEFINED 03 3927 0 0 SUN LIFE FINL INC COM 866796105 147 6354 SH DEFINED 05 6354 0 0 SUN MICROSYSTEMS INC COM NEW 866810203 574 150307 SH DEFINED 04 150307 0 0 SUN MICROSYSTEMS INC COM NEW 866810203 5131 1343149 SH DEFINED 03 1341736 0 1413 SUN MICROSYSTEMS INC COM NEW 866810203 7445 1948968 SH DEFINED 05 1948968 0 0 SUN HEALTHCARE GROUP INC COM NEW 866933401 64 7201 SH DEFINED 04 7201 0 0 SUN HEALTHCARE GROUP INC COM NEW 866933401 706 79725 SH DEFINED 03 79725 0 0 SUN HYDRAULICS CORP COM 866942105 37 1951 SH DEFINED 04 1951 0 0 SUN HYDRAULICS CORP COM 866942105 166 8820 SH DEFINED 03 8820 0 0 SUNAMERICA FCSED ALPHA GRW F COM 867037103 649 67992 SH DEFINED 03 67992 0 0 SUNAMERICA FOCUSE ALPHA LC F COM 867038101 527 51038 SH DEFINED 03 51038 0 0 SUNCOR ENERGY INC COM 867229106 4962 254470 SH DEFINED 03 223672 0 30798 SUNCOR ENERGY INC COM 867229106 429 21986 SH DEFINED 02 21986 0 0 SUNCOR ENERGY INC COM 867229106 1695 86900 SH DEFINED 05 86900 0 0 SUNESIS PHARMACEUTICALS INC COM 867328502 1090 3406490 SH DEFINED 3406490 0 0 SUNESIS PHARMACEUTICALS INC COM 867328502 100 SH DEFINED 03 100 0 0 SUNOCO LOGISTICS PRTNRS L P COM UNITS 86764L108 815 18054 SH DEFINED 03 7401 0 10653 SUNOCO LOGISTICS PRTNRS L P COM UNITS 86764L108 4373 96875 SH DEFINED 07 96875 0 0 SUNOCO INC COM 86764P109 2492 57351 SH DEFINED 04 57351 0 0 SUNOCO INC COM 86764P109 8401 193293 SH DEFINED 03 184211 0 9082 SUNPOWER CORP COM CL A 867652109 1518 41033 SH DEFINED 41033 0 0 SUNPOWER CORP COM CL A 867652109 74 1995 SH DEFINED 04 1995 0 0 SUNPOWER CORP COM CL A 867652109 1144 30919 SH DEFINED 03 30919 0 0 SUNPOWER CORP COM CL A 867652109 1199 32417 SH DEFINED 05 32417 0 0 SUNPOWER CORP COM CL B 867652307 66 2152 SH DEFINED 04 2152 0 0 SUNPOWER CORP COM CL B 867652307 323 10601 SH DEFINED 03 10601 0 0 SUNPOWER CORP COM CL B 867652307 17 563 SH DEFINED 05 563 0 0 SUNPOWER CORP DBCV 1.250% 2/1 867652AA7 9378 12695000 PRN DEFINED 03 12695000 0 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20585 SUPERIOR ENERGY SVCS INC COM 868157108 4102 257500 SH DEFINED 05 257500 0 0 SUPERIOR INDS INTL INC COM 868168105 512 48688 SH DEFINED 03 48688 0 0 SUPERIOR WELL SVCS INC COM 86837X105 11 1052 SH DEFINED 04 1052 0 0 SUPERIOR WELL SVCS INC COM 86837X105 715 71520 SH DEFINED 03 71520 0 0 SUPERTEX INC COM 868532102 352 14664 SH DEFINED 04 14664 0 0 SUPERTEX INC COM 868532102 242 10060 SH DEFINED 03 10060 0 0 SUPERVALU INC COM 868536103 554 37960 SH DEFINED 04 37960 0 0 SUPERVALU INC COM 868536103 6501 445253 SH DEFINED 03 431713 0 13540 SUPERVALU INC COM 868536103 3 227 SH DEFINED 05 227 0 0 SUPPORTSOFT INC COM 868587106 11 4781 SH DEFINED 04 4781 0 0 SUPPORTSOFT INC COM 868587106 15 6733 SH DEFINED 03 6733 0 0 SURMODICS INC COM 868873100 46 1822 SH DEFINED 04 1822 0 0 SURMODICS INC COM 868873100 189 7474 SH DEFINED 03 7449 0 25 SUSQUEHANNA BANCSHARES INC P COM 869099101 166 10416 SH DEFINED 04 10416 0 0 SUSQUEHANNA BANCSHARES INC P COM 869099101 549 34493 SH DEFINED 03 34493 0 0 SUTOR TECH GROUP LTD COM 869362103 1 563 SH DEFINED 04 563 0 0 SUTOR TECH GROUP LTD COM 869362103 29 12338 SH DEFINED 03 12338 0 0 SWEDISH EXPT CR CORP ROG ARGI ETN22 870297603 271 36325 SH DEFINED 03 0 0 36325 SWEDISH EXPT CR CORP ROG TTL ETN 22 870297801 100 16075 SH DEFINED 03 0 0 16075 SWIFT ENERGY CO COM 870738101 416 24751 SH DEFINED 04 24751 0 0 SWIFT ENERGY CO COM 870738101 2864 170376 SH DEFINED 03 170045 0 331 SYBASE INC COM 871130100 810 32718 SH DEFINED 04 32718 0 0 SYBASE INC COM 871130100 1687 68102 SH DEFINED 03 68102 0 0 SYCAMORE NETWORKS INC COM 871206108 167 62097 SH DEFINED 03 56697 0 5400 SYKES ENTERPRISES INC COM 871237103 151 7908 SH DEFINED 04 7908 0 0 SYKES ENTERPRISES INC COM 871237103 634 33146 SH DEFINED 03 33146 0 0 SYMANTEC CORP COM 871503108 4386 324385 SH DEFINED 04 324385 0 0 SYMANTEC CORP COM 871503108 19552 1446154 SH DEFINED 03 1438170 0 7984 SYMANTEC CORP COM 871503108 143 10612 SH DEFINED 05 10612 0 0 SYMANTEC CORP NOTE 0.750% 6/1 871503AD0 4235 4481000 PRN DEFINED 03 4481000 0 0 SYMMETRY MED INC COM 871546206 174 21803 SH DEFINED 03 21803 0 0 SYNALLOY CP DEL COM 871565107 87 18053 SH DEFINED 03 18053 0 0 SYNCHRONOSS TECHNOLOGIES INC COM 87157B103 218 20451 SH DEFINED 04 20451 0 0 SYNCHRONOSS TECHNOLOGIES INC COM 87157B103 80 7459 SH DEFINED 03 7459 0 0 SYNAPTICS INC NOTE 0.750%12/0 87157DAB5 2032 2233000 PRN DEFINED 03 2233000 0 0 SYNOPSYS INC COM 871607107 252 13606 SH DEFINED 04 13606 0 0 SYNOPSYS INC COM 871607107 1064 57454 SH DEFINED 03 57454 0 0 SYNGENTA AG SPONSORED ADR 87160A100 320 8167 SH DEFINED 03 5776 0 2391 SYNOVUS FINL CORP COM 87161C105 774 93287 SH DEFINED 04 93287 0 0 SYNOVUS FINL CORP COM 87161C105 907 109268 SH DEFINED 03 108863 0 405 SYNOVUS FINL CORP COM 87161C105 67 8057 SH DEFINED 05 8057 0 0 SYNOVIS LIFE TECHNOLOGIES IN COM 87162G105 39 2085 SH DEFINED 04 2085 0 0 SYNOVIS LIFE TECHNOLOGIES IN COM 87162G105 197 10529 SH DEFINED 03 10529 0 0 SYNTEL INC COM 87162H103 50 2159 SH DEFINED 04 2159 0 0 SYNTEL INC COM 87162H103 341 14768 SH DEFINED 03 14768 0 0 SYNNEX CORP COM 87162W100 34 2972 SH DEFINED 04 2972 0 0 SYNNEX CORP COM 87162W100 936 82649 SH DEFINED 03 82649 0 0 SYNIVERSE HLDGS INC COM 87163F106 38 3169 SH DEFINED 04 3169 0 0 SYNIVERSE HLDGS INC COM 87163F106 812 68009 SH DEFINED 03 66750 0 1259 SYSCO CORP COM 871829107 2082 90767 SH DEFINED 04 90767 0 0 SYSCO CORP COM 871829107 20138 877850 SH DEFINED 03 866486 0 11364 SYSCO CORP COM 871829107 7 299 SH DEFINED 06 299 0 0 SYSTEMAX INC COM 871851101 53 4933 SH DEFINED 04 4933 0 0 SYSTEMAX INC COM 871851101 247 22894 SH DEFINED 03 22894 0 0 TCF FINL CORP COM 872275102 699 51157 SH DEFINED 04 51157 0 0 TCF FINL CORP COM 872275102 1091 79882 SH DEFINED 03 77882 0 2000 TC PIPELINES LP UT COM LTD PRT 87233Q108 384 16503 SH DEFINED 03 2735 0 13768 TD AMERITRADE HLDG CORP COM 87236Y108 1292 90660 SH DEFINED 90660 0 0 TD AMERITRADE HLDG CORP COM 87236Y108 673 47230 SH DEFINED 04 47230 0 0 TD AMERITRADE HLDG CORP COM 87236Y108 1690 118628 SH DEFINED 03 118628 0 0 TECO ENERGY INC COM 872375100 244 19795 SH DEFINED 04 19795 0 0 TECO ENERGY INC COM 872375100 4361 353089 SH DEFINED 03 352466 0 623 TEPPCO PARTNERS L P UT LTD PARTNER 872384102 999 51033 SH DEFINED 03 34976 0 16057 TEPPCO PARTNERS L P UT LTD PARTNER 872384102 1830 93500 SH DEFINED 07 93500 0 0 TFS FINL CORP COM 87240R107 286 22138 SH DEFINED 04 22138 0 0 TFS FINL CORP COM 87240R107 560 43433 SH DEFINED 03 43433 0 0 THQ INC COM NEW 872443403 107 25434 SH DEFINED 04 25434 0 0 THQ INC COM NEW 872443403 539 128723 SH DEFINED 03 127223 0 1500 TJX COS INC NEW COM 872540109 4710 228969 SH DEFINED 04 228969 0 0 TJX COS INC NEW COM 872540109 14687 714008 SH DEFINED 03 712557 0 1451 TRW AUTOMOTIVE HLDGS CORP COM 87264S106 923 256295 SH DEFINED 04 256295 0 0 TRW AUTOMOTIVE HLDGS CORP COM 87264S106 366 101628 SH DEFINED 03 101628 0 0 TTM TECHNOLOGIES INC COM 87305R109 154 29506 SH DEFINED 03 29506 0 0 T-3 ENERGY SRVCS INC COM 87306E107 20 2088 SH DEFINED 04 2088 0 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CORP COM 87612E106 11826 342484 SH DEFINED 05 342484 0 0 TASEKO MINES LTD COM 876511106 6 10916 SH DEFINED 03 10916 0 0 TASER INTL INC COM 87651B104 91 17174 SH DEFINED 04 17174 0 0 TASER INTL INC COM 87651B104 355 67269 SH DEFINED 03 10756 0 56513 TATA MTRS LTD SPONSORED ADR 876568502 143 32092 SH DEFINED 03 31492 0 600 TATA MTRS LTD SPONSORED ADR 876568502 173 38954 SH DEFINED 05 38954 0 0 TAUBMAN CTRS INC COM 876664103 118 4617 SH DEFINED 04 4617 0 0 TAUBMAN CTRS INC COM 876664103 1864 73206 SH DEFINED 03 73206 0 0 TEAM INC COM 878155100 86 3089 SH DEFINED 04 3089 0 0 TEAM INC COM 878155100 245 8839 SH DEFINED 03 8839 0 0 TECH DATA CORP COM 878237106 700 39250 SH DEFINED 04 39250 0 0 TECH DATA CORP COM 878237106 945 52948 SH DEFINED 03 52948 0 0 TECHNE CORP COM 878377100 1107 17154 SH DEFINED 03 16669 0 485 TECHNITROL INC COM 878555101 64 18320 SH DEFINED 04 18320 0 0 TECHNITROL INC COM 878555101 25 7185 SH DEFINED 03 7185 0 0 TECK COMINCO LTD CL B 878742204 145 29442 SH DEFINED 03 28121 0 1321 TECK COMINCO LTD CL B 878742204 20 4103 SH DEFINED 05 4103 0 0 TECUMSEH PRODS CO CL B 878895101 195 20401 SH DEFINED 03 20401 0 0 TECUMSEH PRODS CO CL A 878895200 117 12210 SH DEFINED 03 12210 0 0 TEJON RANCH CO DEL COM 879080109 46 1863 SH DEFINED 04 1863 0 0 TEJON RANCH CO DEL COM 879080109 1325 53552 SH DEFINED 03 9952 0 43600 TEKELEC COM 879101103 15959 1196351 SH DEFINED 04 1196351 0 0 TEKELEC COM 879101103 656 49212 SH DEFINED 03 48989 0 223 TELE NORTE LESTE PART S A SPON ADR PFD 879246106 21073 1513862 SH DEFINED 1513862 0 0 TELE NORTE LESTE PART S A SPON ADR PFD 879246106 1 SH DEFINED 04 1 0 0 TELE NORTE LESTE PART S A SPON ADR PFD 879246106 557 39985 SH DEFINED 03 36101 0 3884 TELE NORTE LESTE PART S A SPON ADR PFD 879246106 67 4780 SH DEFINED 05 4780 0 0 TELECOM ARGENTINA S A SPON ADR REP B 879273209 218 28699 SH DEFINED 03 27226 0 1473 TELECOM ARGENTINA S A SPON ADR REP B 879273209 8 1099 SH DEFINED 05 1099 0 0 TELECOM CORP NEW ZEALAND LTD SPONSORED ADR 879278208 78 11691 SH DEFINED 03 9701 0 1990 TELECOM ITALIA S P A NEW SPON ADR ORD 87927Y102 385 23689 SH DEFINED 03 13346 0 10343 TELECOMMUNICATION SYS INC CL A 87929J103 48 5633 SH DEFINED 04 5633 0 0 TELECOMMUNICATION SYS INC CL A 87929J103 444 51665 SH DEFINED 03 51665 0 0 TELEDYNE TECHNOLOGIES INC COM 879360105 236 5296 SH DEFINED 04 5296 0 0 TELEDYNE TECHNOLOGIES INC COM 879360105 641 14379 SH DEFINED 03 14243 0 136 TELEFLEX INC COM 879369106 19 389 SH DEFINED 04 389 0 0 TELEFLEX INC COM 879369106 1799 35906 SH DEFINED 03 35906 0 0 TELEFONICA S A SPONSORED ADR 879382208 1695 25153 SH DEFINED 04 25153 0 0 TELEFONICA S A SPONSORED ADR 879382208 718 10651 SH DEFINED 03 7703 0 2948 TELEFONICA S A SPONSORED ADR 879382208 3 47 SH DEFINED 06 47 0 0 TELEFONOS DE MEXICO S A B SPON ADR ORD L 879403780 419 20000 SH DEFINED 20000 0 0 TELEFONOS DE MEXICO S A B SPON ADR ORD L 879403780 720 34395 SH DEFINED 04 34395 0 0 TELEFONOS DE MEXICO S A B SPON ADR ORD L 879403780 594 28348 SH DEFINED 03 21918 0 6430 TELEFONOS DE MEXICO S A B SPON ADR ORD L 879403780 1197 57168 SH DEFINED 05 57168 0 0 TELEPHONE & DATA SYS INC COM 879433100 8409 264852 SH DEFINED 04 264852 0 0 TELEPHONE & DATA SYS INC COM 879433100 1741 54824 SH DEFINED 03 54824 0 0 TELIK INC COM 87959M109 4 10982 SH DEFINED 03 10982 0 0 TELLABS INC COM 879664100 84 20331 SH DEFINED 04 20331 0 0 TELLABS INC COM 879664100 2548 618347 SH DEFINED 03 614547 0 3800 TELMEX INTERNACIONAL SAB DE SPONS ADR SR L 879690105 227 20000 SH DEFINED 20000 0 0 TELMEX INTERNACIONAL SAB DE SPONS ADR SR L 879690105 84 7391 SH DEFINED 03 961 0 6430 TELMEX INTERNACIONAL SAB DE SPONS ADR SR L 879690105 438 38590 SH DEFINED 05 38590 0 0 TELUS CORP NON-VTG SHS 87971M202 258 9062 SH DEFINED 03 9062 0 0 TEMPLE INLAND INC COM 879868107 6721 1400248 SH DEFINED 04 1400248 0 0 TEMPLE INLAND INC COM 879868107 277 57736 SH DEFINED 03 57736 0 0 TELETECH HOLDINGS INC COM 879939106 51 6089 SH DEFINED 04 6089 0 0 TELETECH HOLDINGS INC COM 879939106 544 65204 SH DEFINED 03 65204 0 0 TEMPLETON EMERGING MKTS FD I COM 880191101 107 11800 SH DEFINED 03 0 0 11800 TEMPLETON GLOBAL INCOME FD COM 880198106 391 50321 SH DEFINED 03 1 0 50320 TEMPUR PEDIC INTL INC COM 88023U101 113 15917 SH DEFINED 04 15917 0 0 TEMPUR PEDIC INTL INC COM 88023U101 685 96579 SH DEFINED 03 95546 0 1033 TENARIS S A SPONSORED ADR 88031M109 1 42 SH DEFINED 04 42 0 0 TENARIS S A SPONSORED ADR 88031M109 971 46264 SH DEFINED 03 45589 0 675 TENARIS S A SPONSORED ADR 88031M109 8 375 SH DEFINED 05 375 0 0 TENET HEALTHCARE CORP COM 88033G100 203 176877 SH DEFINED 04 176877 0 0 TENET HEALTHCARE CORP COM 88033G100 994 864764 SH DEFINED 03 856594 0 8170 TENNANT CO COM 880345103 39 2542 SH DEFINED 04 2542 0 0 TENNANT CO COM 880345103 333 21598 SH DEFINED 03 20597 0 1001 TENNECO INC COM 880349105 88 29730 SH DEFINED 04 29730 0 0 TENNECO INC COM 880349105 28 9623 SH DEFINED 03 9623 0 0 TENNECO INC COM 880349105 19 6495 SH DEFINED 05 6495 0 0 TERADATA CORP DEL COM 88076W103 10905 735326 SH DEFINED 04 735326 0 0 TERADATA CORP DEL COM 88076W103 4341 292721 SH DEFINED 03 292280 0 441 TERADYNE INC COM 880770102 483 114487 SH DEFINED 04 114487 0 0 TERADYNE INC COM 880770102 1319 312610 SH DEFINED 03 309631 0 2979 TERADYNE INC COM 880770102 7 SH DEFINED 05 7 0 0 TEREX CORP NEW COM 880779103 897 51801 SH DEFINED 51801 0 0 TEREX CORP NEW COM 880779103 1191 68791 SH DEFINED 04 68791 0 0 TEREX CORP NEW COM 880779103 2466 142381 SH DEFINED 03 136172 0 6209 TEREX CORP NEW COM 880779103 55 3181 SH DEFINED 05 3181 0 0 TERNIUM SA SPON ADR 880890108 115 13450 SH DEFINED 04 13450 0 0 TERNIUM SA SPON ADR 880890108 355 41416 SH DEFINED 03 41416 0 0 TERNIUM SA SPON ADR 880890108 4 415 SH DEFINED 05 415 0 0 TERRA INDS INC COM 880915103 690 41413 SH DEFINED 04 41413 0 0 TERRA INDS INC COM 880915103 1994 119600 SH DEFINED 03 119550 0 50 TERRA INDS INC COM 880915103 79 4764 SH DEFINED 05 4764 0 0 TERRA NITROGEN CO L P COM UNIT 881005201 1461 15501 SH DEFINED 03 15501 0 0 TERRA NITROGEN CO L P COM UNIT 881005201 11 120 SH DEFINED 05 120 0 0 TERREMARK WORLDWIDE INC COM NEW 881448203 34 8847 SH DEFINED 04 8847 0 0 TERREMARK WORLDWIDE INC COM NEW 881448203 31 8012 SH DEFINED 03 8012 0 0 TERRESTAR CORP COM 881451108 361 901482 SH DEFINED 04 901482 0 0 TERRESTAR CORP COM 881451108 4 9993 SH DEFINED 03 9993 0 0 TERRESTAR CORP COM 881451108 523 1308677 SH DEFINED 06 1308677 0 0 TESCO CORP COM 88157K101 76 10627 SH DEFINED 03 10627 0 0 TESORO CORP COM 881609101 4 318 SH DEFINED 318 0 0 TESORO CORP COM 881609101 368 27913 SH DEFINED 04 27913 0 0 TESORO CORP COM 881609101 4871 369877 SH DEFINED 03 361477 0 8400 TEVA PHARMACEUTICAL INDS LTD ADR 881624209 736 17278 SH DEFINED 17278 0 0 TEVA PHARMACEUTICAL INDS LTD ADR 881624209 13506 317275 SH DEFINED 03 239830 0 77445 TEVA PHARMACEUTICAL INDS LTD ADR 881624209 2115 49683 SH DEFINED 05 49683 0 0 TEVA PHARMACEUTICAL INDS LTD ADR 881624209 747 17552 SH DEFINED 06 17552 0 0 TETRA TECHNOLOGIES INC DEL COM 88162F105 41 8457 SH DEFINED 04 8457 0 0 TETRA TECHNOLOGIES INC DEL COM 88162F105 517 106314 SH DEFINED 03 106314 0 0 TETRA TECH INC NEW COM 88162G103 1270 52598 SH DEFINED 04 52598 0 0 TETRA TECH INC NEW COM 88162G103 799 33096 SH DEFINED 03 33096 0 0 TESSERA TECHNOLOGIES INC COM 88164L100 96 8094 SH DEFINED 04 8094 0 0 TESSERA TECHNOLOGIES INC COM 88164L100 495 41648 SH DEFINED 03 41648 0 0 TESSERA TECHNOLOGIES INC COM 88164L100 11 900 SH DEFINED 06 900 0 0 TEXAS INDS INC COM 882491103 87 2536 SH DEFINED 04 2536 0 0 TEXAS INDS INC COM 882491103 127 3667 SH DEFINED 03 3521 0 146 TEXAS INSTRS INC COM 882508104 276 17769 SH DEFINED 17769 0 0 TEXAS INSTRS INC COM 882508104 1565 100834 SH DEFINED 04 100834 0 0 TEXAS INSTRS INC COM 882508104 36446 2348293 SH DEFINED 03 2280869 0 67424 TEXAS INSTRS INC COM 882508104 12354 796034 SH DEFINED 05 796034 0 0 TEXAS ROADHOUSE INC CL A 882681109 44 5707 SH DEFINED 04 5707 0 0 TEXAS ROADHOUSE INC CL A 882681109 4838 624270 SH DEFINED 03 17806 0 606464 THAI CAP FD INC COM NEW 882905201 1334 201821 SH DEFINED 201821 0 0 TEXTRON INC COM 883203101 22365 1612450 SH DEFINED 04 1612450 0 0 TEXTRON INC COM 883203101 7245 522317 SH DEFINED 03 496717 0 25600 TEXTRON INC COM 883203101 150 10800 SH DEFINED 05 10800 0 0 THE9 LTD ADR 88337K104 137 10299 SH DEFINED 03 10299 0 0 THERAVANCE INC COM 88338T104 107 8661 SH DEFINED 04 8661 0 0 THERAVANCE INC COM 88338T104 104 8367 SH DEFINED 03 8367 0 0 THERMADYNE HLDGS CORP NEW COM PAR $0.01 883435307 1 115 SH DEFINED 04 115 0 0 THERMADYNE HLDGS CORP NEW COM PAR $0.01 883435307 69 10078 SH DEFINED 03 10078 0 0 THERMO FISHER SCIENTIFIC INC COM 883556102 8903 261311 SH DEFINED 261311 0 0 THERMO FISHER SCIENTIFIC INC COM 883556102 29622 869457 SH DEFINED 04 869457 0 0 THERMO FISHER SCIENTIFIC INC COM 883556102 23414 687228 SH DEFINED 03 677515 0 9713 THERMO FISHER SCIENTIFIC INC COM 883556102 88582 2600000 SH DEFINED 05 2600000 0 0 THESTREET COM COM 88368Q103 5 1575 SH DEFINED 04 1575 0 0 THESTREET COM COM 88368Q103 47 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INDS INC COM 920253101 404 6583 SH DEFINED 03 6583 0 0 VALMONT INDS INC COM 920253101 102 1657 SH DEFINED 05 1657 0 0 VALSPAR CORP COM 920355104 322 17811 SH DEFINED 04 17811 0 0 VALSPAR CORP COM 920355104 1166 64473 SH DEFINED 03 64473 0 0 VALUECLICK INC COM 92046N102 93 13550 SH DEFINED 04 13550 0 0 VALUECLICK INC COM 92046N102 371 54273 SH DEFINED 03 53223 0 1050 VAN KAMPEN SENIOR INCOME TR COM 920961109 179 70090 SH DEFINED 03 1 0 70089 VAN KAMPEN DYNAMIC CR OPPORT COM 921166104 154 21751 SH DEFINED 03 1 0 21750 VANGUARD WORLD FD MEGA GRWTH IND 921910816 579 18373 SH DEFINED 03 18373 0 0 VANGUARD WORLD FD MEGA VALUE 300 921910840 2900 92422 SH DEFINED 03 92422 0 0 VANGUARD WORLD FD MEGA CAP INDEX 921910873 1013 32154 SH DEFINED 03 32154 0 0 VANGUARD WHITEHALL FDS INC HIGH DIV YLD 921946406 3894 115890 SH DEFINED 03 115890 0 0 VANGUARD WORLD FDS CONSUM DIS ETF 92204A108 7184 222814 SH DEFINED 03 221584 0 1230 VANGUARD WORLD FDS CONSUM STP ETF 92204A207 2350 40629 SH DEFINED 03 38881 0 1748 VANGUARD WORLD FDS FINANCIALS ETF 92204A405 309 11932 SH DEFINED 03 11932 0 0 VANGUARD WORLD FDS HEALTH CAR ETF 92204A504 972 21267 SH DEFINED 03 19517 0 1750 VANGUARD WORLD FDS INDUSTRIAL ETF 92204A603 16152 377036 SH DEFINED 03 377036 0 0 VANGUARD WORLD FDS INF TECH ETF 92204A702 10342 303725 SH DEFINED 03 302100 0 1625 VANGUARD WORLD FDS MATERIALS ETF 92204A801 1108 24408 SH DEFINED 03 23958 0 450 VANGUARD WORLD FDS UTILITIES ETF 92204A876 2613 42805 SH DEFINED 03 42077 0 728 VANGUARD WORLD FDS TELCOMM ETF 92204A884 13392 298791 SH DEFINED 03 298791 0 0 VANGUARD NATURAL RESOURCES L COM UNIT 92205F106 402 68210 SH DEFINED 03 0 0 68210 VARIAN INC COM 922206107 393 11737 SH DEFINED 04 11737 0 0 VARIAN INC COM 922206107 272 8114 SH DEFINED 03 7840 0 274 VARIAN SEMICONDUCTOR EQUIPMN COM 922207105 1133 62536 SH DEFINED 03 61186 0 1350 VARIAN MED SYS INC COM 92220P105 591 16879 SH DEFINED 04 16879 0 0 VARIAN MED SYS INC COM 92220P105 8832 252056 SH DEFINED 03 248435 0 3621 VASCO DATA SEC INTL INC COM 92230Y104 46 4495 SH DEFINED 04 4495 0 0 VASCO DATA SEC INTL INC COM 92230Y104 425 41101 SH DEFINED 03 41101 0 0 VECTREN CORP COM 92240G101 1363 54484 SH DEFINED 04 54484 0 0 VECTREN CORP COM 92240G101 2344 93713 SH DEFINED 03 85373 0 8340 VECTOR GROUP LTD COM 92240M108 150 11005 SH DEFINED 04 11005 0 0 VECTOR GROUP LTD COM 92240M108 266 19550 SH DEFINED 03 17897 0 1653 VECTOR GROUP LTD COM 92240M108 1 SH DEFINED 05 1 0 0 VECTOR GROUP LTD COM 92240M108 76 5600 SH DEFINED 06 5600 0 0 VEECO INSTRS INC DEL COM 922417100 17 2720 SH DEFINED 04 2720 0 0 VEECO INSTRS INC DEL COM 922417100 80 12674 SH DEFINED 03 12674 0 0 VENOCO INC COM 92275P307 9 3388 SH DEFINED 04 3388 0 0 VENOCO INC COM 92275P307 55 20157 SH DEFINED 03 19557 0 600 VENTAS INC COM 92276F100 718 21377 SH DEFINED 04 21377 0 0 VENTAS INC COM 92276F100 1392 41476 SH DEFINED 03 38861 0 2615 VANGUARD INDEX FDS MCAP VL IDXVIP 922908512 527 16113 SH DEFINED 03 1333 0 14780 VANGUARD INDEX FDS MCAP GR IDXVIP 922908538 5896 173931 SH DEFINED 03 172991 0 940 VANGUARD INDEX FDS REIT ETF 922908553 2223 60980 SH DEFINED 03 52230 0 8750 VANGUARD INDEX FDS SM CP VAL ETF 922908611 1951 45970 SH DEFINED 03 45820 0 150 VANGUARD INDEX FDS GROWTH ETF 922908736 23069 583865 SH DEFINED 03 583865 0 0 VANGUARD INDEX FDS VALUE ETF 922908744 7097 172427 SH DEFINED 03 172427 0 0 VANGUARD INDEX FDS SMALL CP ETF 922908751 1497 35257 SH DEFINED 03 28250 0 7007 VANGUARD INDEX FDS STK MRK ETF 922908769 4062 90791 SH DEFINED 03 2496 0 88295 VEOLIA ENVIRONNEMENT SPONSORED ADR 92334N103 1042 32853 SH DEFINED 03 1 0 32852 VERENIUM CORPORATION COM 92340P100 26 29942 SH DEFINED 03 29942 0 0 VERIFONE HLDGS INC COM 92342Y109 24 4843 SH DEFINED 04 4843 0 0 VERIFONE HLDGS INC COM 92342Y109 56 11389 SH DEFINED 03 11389 0 0 VERISIGN INC COM 92343E102 2278 119395 SH DEFINED 04 119395 0 0 VERISIGN INC COM 92343E102 8350 437642 SH DEFINED 03 437642 0 0 VERIZON COMMUNICATIONS INC COM 92343V104 13852 408619 SH DEFINED 04 408619 0 0 VERIZON COMMUNICATIONS INC COM 92343V104 151641 4473191 SH DEFINED 03 4172119 0 301072 VERIZON COMMUNICATIONS INC COM 92343V104 68931 2033360 SH DEFINED 05 2033360 0 0 VERIZON COMMUNICATIONS INC COM 92343V104 35 1023 SH DEFINED 06 1023 0 0 VERTEX PHARMACEUTICALS INC COM 92532F100 231 7606 SH DEFINED 04 7606 0 0 VERTEX PHARMACEUTICALS INC COM 92532F100 2836 93361 SH DEFINED 03 87554 0 5807 VERTEX PHARMACEUTICALS INC NOTE 4.750% 2/1 92532FAM2 19145 14000000 PRN DEFINED 03 14000000 0 0 VIAD CORP COM NEW 92552R406 79 3181 SH DEFINED 04 3181 0 0 VIAD CORP COM NEW 92552R406 660 26688 SH DEFINED 03 26427 0 261 VIASAT INC COM 92552V100 466 19353 SH DEFINED 03 19353 0 0 VIACOM INC NEW CL A 92553P102 95 4716 SH DEFINED 03 4413 0 303 VIACOM INC NEW CL A 92553P102 165 8192 SH DEFINED 05 8192 0 0 VIACOM INC NEW CL B 92553P201 10 544 SH DEFINED 544 0 0 VIACOM INC NEW CL B 92553P201 879 46098 SH DEFINED 04 46098 0 0 VIACOM INC NEW CL B 92553P201 17770 932318 SH DEFINED 03 912880 0 19438 VIACOM INC NEW CL B 92553P201 58 3024 SH DEFINED 05 3024 0 0 VICTORY ACQUISITION CORP COM 92644D100 970 100000 SH DEFINED 03 100000 0 0 VIRGIN MEDIA INC COM 92769L101 201 40313 SH DEFINED 04 40313 0 0 VIRGIN MEDIA INC COM 92769L101 853 170896 SH DEFINED 03 169396 0 1500 VIRGIN MOBILE USA INC CL A 92769R108 5 6185 SH DEFINED 04 6185 0 0 VIRGIN MOBILE USA INC CL A 92769R108 7 8260 SH DEFINED 03 8260 0 0 VIROPHARMA INC COM 928241108 1187 91152 SH DEFINED 04 91152 0 0 VIROPHARMA INC COM 928241108 1801 138363 SH DEFINED 03 138363 0 0 VIROPHARMA INC COM 928241108 12790 982330 SH DEFINED 05 982330 0 0 VISA INC COM CL A 92826C839 387752 7392796 SH DEFINED 04 7392796 0 0 VISA INC COM CL A 92826C839 8584 163657 SH DEFINED 03 155798 0 7859 VISA INC COM CL A 92826C839 15880 302759 SH DEFINED 05 302759 0 0 VISA INC COM CL A 92826C839 441 8400 SH DEFINED 06 8400 0 0 VISHAY INTERTECHNOLOGY INC COM 928298108 334 97664 SH DEFINED 04 97664 0 0 VISHAY INTERTECHNOLOGY INC COM 928298108 653 191021 SH DEFINED 03 191007 0 14 VISHAY INTERTECHNOLOGY INC COM 928298108 116 33789 SH DEFINED 05 33789 0 0 VISIONCHINA MEDIA INC SPONS ADR 92833U103 244 44748 SH DEFINED 03 44748 0 0 VISTEON CORP COM 92839U107 340 970624 SH DEFINED 04 970624 0 0 VISTEON CORP COM 92839U107 50 143667 SH DEFINED 03 41032 0 102635 VIVUS INC COM 928551100 61 11556 SH DEFINED 04 11556 0 0 VIVUS INC COM 928551100 749 140720 SH DEFINED 03 70188 0 70532 VIVO PARTICIPACOES S A SPON ADR PFD NEW 92855S200 112 8949 SH DEFINED 04 8949 0 0 VIVO PARTICIPACOES S A SPON ADR PFD NEW 92855S200 780 62219 SH DEFINED 03 58317 0 3902 VIVO PARTICIPACOES S A SPON ADR PFD NEW 92855S200 21 1703 SH DEFINED 05 1703 0 0 VMWARE INC CL A COM 928563402 1589 67090 SH DEFINED 04 67090 0 0 VMWARE INC CL A COM 928563402 1130 47679 SH DEFINED 03 47479 0 200 VNUS MED TECHNOLOGIES INC COM 928566108 35083 742805 SH DEFINED 742805 0 0 VNUS MED TECHNOLOGIES INC COM 928566108 35 2177 SH DEFINED 04 2177 0 0 VNUS MED TECHNOLOGIES INC COM 928566108 587 11459 SH DEFINED 03 11459 0 0 VODAFONE GROUP PLC NEW SPONS ADR NEW 92857W209 2474 121059 SH DEFINED 03 29437 0 91622 VODAFONE GROUP PLC NEW SPONS ADR NEW 92857W209 32041 1567552 SH DEFINED 06 1567552 0 0 VOCUS INC COM 92858J108 49 2688 SH DEFINED 04 2688 0 0 VOCUS INC COM 92858J108 210 11520 SH DEFINED 03 11520 0 0 VOLCANO CORPORATION COM 928645100 119 7900 SH DEFINED 04 7900 0 0 VOLCANO CORPORATION COM 928645100 740 49335 SH DEFINED 03 49335 0 0 VOLCOM INC COM 92864N101 25 2251 SH DEFINED 04 2251 0 0 VOLCOM INC COM 92864N101 431 39506 SH DEFINED 03 39506 0 0 VOLT INFORMATION SCIENCES IN COM 928703107 84 11577 SH DEFINED 04 11577 0 0 VOLT INFORMATION SCIENCES IN COM 928703107 18 2478 SH DEFINED 03 2478 0 0 VOLTERRA SEMICONDUCTOR CORP COM 928708106 30 4242 SH DEFINED 04 4242 0 0 VOLTERRA SEMICONDUCTOR CORP COM 928708106 277 38770 SH DEFINED 03 38770 0 0 VONAGE HLDGS CORP COM 92886T201 5 6930 SH DEFINED 04 6930 0 0 VONAGE HLDGS CORP COM 92886T201 8 12758 SH DEFINED 03 12558 0 200 VORNADO RLTY TR SH BEN INT 929042109 1358 22500 SH DEFINED 04 22500 0 0 VORNADO RLTY TR SH BEN INT 929042109 13369 221525 SH DEFINED 03 221102 0 423 VORNADO RLTY TR DBCV 2.850% 4/0 929042AC3 14750 20000000 PRN DEFINED 03 20000000 0 0 VORNADO RLTY L P DEB 3.875% 4/1 929043AC1 14126 16425000 PRN DEFINED 06 16425000 0 0 VORNADO RLTY L P DBCV 3.625%11/1 929043AE7 28530 36000000 PRN DEFINED 03 36000000 0 0 VOTORANTIM CELULOSE E PAPEL SPONSORED ADR 92906P106 100 12601 SH DEFINED 03 12601 0 0 VOTORANTIM CELULOSE E PAPEL SPONSORED ADR 92906P106 11 1400 SH DEFINED 05 1400 0 0 VULCAN MATLS CO COM 929160109 475 6824 SH DEFINED 04 6824 0 0 VULCAN MATLS CO COM 929160109 11152 160281 SH DEFINED 03 159822 0 459 VULCAN MATLS CO COM 929160109 2866 41191 SH DEFINED 05 41191 0 0 W & T OFFSHORE INC COM 92922P106 87 6072 SH DEFINED 04 6072 0 0 W & T OFFSHORE INC COM 92922P106 1188 82983 SH DEFINED 03 82983 0 0 WD-40 CO COM 929236107 4 151 SH DEFINED 04 151 0 0 WD-40 CO COM 929236107 418 14791 SH DEFINED 03 14791 0 0 WGL HLDGS INC COM 92924F106 169 5162 SH DEFINED 04 5162 0 0 WGL HLDGS INC COM 92924F106 838 25640 SH DEFINED 03 25640 0 0 WABCO HLDGS INC COM 92927K102 48 3049 SH DEFINED 04 3049 0 0 WABCO HLDGS INC COM 92927K102 1674 106028 SH DEFINED 03 104723 0 1305 WABCO HLDGS INC COM 92927K102 8 SH DEFINED 05 8 0 0 WMS INDS INC COM 929297109 539 20049 SH DEFINED 04 20049 0 0 WMS INDS INC COM 929297109 589 21911 SH DEFINED 03 21815 0 96 WPP PLC ADR 92933H101 105 3560 SH DEFINED 03 3560 0 0 WPP PLC ADR 92933H101 3272 110582 SH DEFINED 06 110582 0 0 WSP HOLDINGS LIMITED ADR 92934F104 48 11401 SH DEFINED 03 11401 0 0 WABTEC CORP COM 929740108 1368 34408 SH DEFINED 04 34408 0 0 WABTEC CORP COM 929740108 1580 39761 SH DEFINED 03 39401 0 360 WABTEC CORP COM 929740108 80 2000 SH DEFINED 06 2000 0 0 WACHOVIA CORP NEW COM 929903102 3327 600531 SH DEFINED 04 600531 0 0 WACHOVIA CORP NEW COM 929903102 47548 8582661 SH DEFINED 03 8551356 0 31305 WACHOVIA CORP NEW COM 929903102 644 116192 SH DEFINED 05 116192 0 0 WACHOVIA CORP NEW COM 929903102 7 1300 SH DEFINED 06 1300 0 0 WACHOVIA CORP NEW CONV7.5%PFD CL A 929903219 15704 20938 SH DEFINED 04 20938 0 0 WADDELL & REED FINL INC CL A 930059100 139 8960 SH DEFINED 04 8960 0 0 WADDELL & REED FINL INC CL A 930059100 656 42434 SH DEFINED 03 42434 0 0 WAL MART STORES INC COM 931142103 25477 454453 SH DEFINED 04 454453 0 0 WAL MART STORES INC COM 931142103 1 9 SH CALL DEFINED 03 0 0 0 WAL MART STORES INC COM 931142103 7 131 SH PUT DEFINED 03 0 0 0 WAL MART STORES INC COM 931142103 179467 3201341 SH DEFINED 03 3167668 0 33673 WAL MART STORES INC COM 931142103 589 10500 SH PUT DEFINED 05 0 0 0 WAL MART STORES INC COM 931142103 743 13250 SH CALL DEFINED 05 0 0 0 WAL MART STORES INC COM 931142103 26582 474176 SH DEFINED 05 474176 0 0 WAL MART STORES INC COM 931142103 44 792 SH DEFINED 06 792 0 0 WALGREEN CO COM 931422109 1943 78746 SH DEFINED 04 78746 0 0 WALGREEN CO COM 931422109 41994 1702212 SH DEFINED 03 1671898 0 30314 WALTER INDS INC COM 93317Q105 278 15880 SH DEFINED 04 15880 0 0 WALTER INDS INC COM 93317Q105 1497 85514 SH DEFINED 03 85514 0 0 WALTER INDS INC COM 93317Q105 141 8076 SH DEFINED 05 8076 0 0 WARNACO GROUP INC COM NEW 934390402 565 28785 SH DEFINED 04 28785 0 0 WARNACO GROUP INC COM NEW 934390402 669 34080 SH DEFINED 03 33239 0 841 WARNACO GROUP INC COM NEW 934390402 39 2000 SH DEFINED 06 2000 0 0 WARNER MUSIC GROUP CORP COM 934550104 63 20760 SH DEFINED 04 20760 0 0 WARNER MUSIC GROUP CORP COM 934550104 216 71398 SH DEFINED 03 71398 0 0 WARREN RES INC COM 93564A100 19 9754 SH DEFINED 04 9754 0 0 WARREN RES INC COM 93564A100 68 34047 SH DEFINED 03 34047 0 0 WASHINGTON FED INC COM 938824109 216 14465 SH DEFINED 04 14465 0 0 WASHINGTON FED INC COM 938824109 1551 103705 SH DEFINED 03 103705 0 0 WASHINGTON POST CO CL B 939640108 236 606 SH DEFINED 04 606 0 0 WASHINGTON POST CO CL B 939640108 3857 9883 SH DEFINED 03 9881 0 2 WASHINGTON REAL ESTATE INVT SH BEN INT 939653101 98 3456 SH DEFINED 04 3456 0 0 WASHINGTON REAL ESTATE INVT SH BEN INT 939653101 597 21107 SH DEFINED 03 20357 0 750 WASHINGTON REAL ESTATE INVT NOTE 3.875% 9/1 939653AJ0 4174 5250000 PRN DEFINED 03 5250000 0 0 WASHINGTON REAL ESTATE INVT NOTE 3.875% 9/1 939653AK7 4277 5380000 PRN DEFINED 03 5380000 0 0 WASTE CONNECTIONS INC COM 941053100 558 17666 SH DEFINED 04 17666 0 0 WASTE CONNECTIONS INC COM 941053100 843 26699 SH DEFINED 03 26579 0 120 WASTE CONNECTIONS INC COM 941053100 135 4280 SH DEFINED 05 4280 0 0 WASTE MGMT INC DEL COM 94106L109 1654 49902 SH DEFINED 04 49902 0 0 WASTE MGMT INC DEL COM 94106L109 24413 736675 SH DEFINED 03 718830 0 17845 WASTE MGMT INC DEL COM 94106L109 747 22542 SH DEFINED 05 22542 0 0 WATERS CORP COM 941848103 285 7775 SH DEFINED 04 7775 0 0 WATERS CORP COM 941848103 6243 170340 SH DEFINED 03 170272 0 68 WATERS CORP COM 941848103 5 134 SH DEFINED 05 134 0 0 WATSCO INC CL B 942622101 323 8405 SH DEFINED 03 8405 0 0 WATSON PHARMACEUTICALS INC COM 942683103 933 35123 SH DEFINED 04 35123 0 0 WATSON PHARMACEUTICALS INC COM 942683103 4881 183707 SH DEFINED 03 177044 0 6663 WATSON PHARMACEUTICALS INC COM 942683103 40 1509 SH DEFINED 05 1509 0 0 WATSON PHARMACEUTICALS INC DBCV 1.750% 3/1 942683AC7 12896 13867000 PRN DEFINED 03 13867000 0 0 WATSON PHARMACEUTICALS INC DBCV 1.750% 3/1 942683AC7 2325 2500000 PRN DEFINED 05 2500000 0 0 WATSON WYATT WORLDWIDE INC CL A 942712100 256 5353 SH DEFINED 04 5353 0 0 WATSON WYATT WORLDWIDE INC CL A 942712100 1467 30672 SH DEFINED 03 30287 0 385 WATTS WATER TECHNOLOGIES INC CL A 942749102 575 23012 SH DEFINED 23012 0 0 WATTS WATER TECHNOLOGIES INC CL A 942749102 445 17802 SH DEFINED 04 17802 0 0 WATTS WATER TECHNOLOGIES INC CL A 942749102 516 20660 SH DEFINED 03 10179 0 10481 WAUSAU PAPER CORP COM 943315101 132 11570 SH DEFINED 03 11570 0 0 WAUSAU PAPER CORP COM 943315101 93 8100 SH DEFINED 06 8100 0 0 WEBSENSE INC COM 947684106 66 4422 SH DEFINED 04 4422 0 0 WEBSENSE INC COM 947684106 1033 68993 SH DEFINED 03 68993 0 0 WEBMD CORP NOTE 1.750% 6/1 94769MAE5 8725 10000000 PRN DEFINED 03 10000000 0 0 WEBMD HEALTH CORP CL A 94770V102 4 SH DEFINED 04 4 0 0 WEBMD HEALTH CORP CL A 94770V102 515 21847 SH DEFINED 03 21847 0 0 WEBSTER FINL CORP CONN COM 947890109 147 10702 SH DEFINED 04 10702 0 0 WEBSTER FINL CORP CONN COM 947890109 593 43062 SH DEFINED 03 43062 0 0 WEIGHT WATCHERS INTL INC NEW COM 948626106 7 234 SH DEFINED 04 234 0 0 WEIGHT WATCHERS INTL INC NEW COM 948626106 489 16634 SH DEFINED 03 14834 0 1800 WEINGARTEN RLTY INVS SH BEN INT 948741103 356 17214 SH DEFINED 04 17214 0 0 WEINGARTEN RLTY INVS SH BEN INT 948741103 950 45896 SH DEFINED 03 45896 0 0 WEINGARTEN RLTY INVS NOTE 3.950% 8/0 948741AF0 24238 35000000 PRN DEFINED 03 35000000 0 0 WEIS MKTS INC COM 948849104 84 2506 SH DEFINED 04 2506 0 0 WEIS MKTS INC COM 948849104 366 10893 SH DEFINED 03 10893 0 0 WELLCARE HEALTH PLANS INC COM 94946T106 23 1763 SH DEFINED 04 1763 0 0 WELLCARE HEALTH PLANS INC COM 94946T106 1023 79557 SH DEFINED 03 79557 0 0 WELLPOINT INC COM 94973V107 11 271 SH DEFINED 271 0 0 WELLPOINT INC COM 94973V107 2846 67556 SH DEFINED 04 67556 0 0 WELLPOINT INC COM 94973V107 32095 761800 SH DEFINED 03 759370 0 2430 WELLPOINT INC COM 94973V107 1040 24687 SH DEFINED 05 24687 0 0 WELLS FARGO & CO NEW COM 949746101 9703 329146 SH DEFINED 04 329146 0 0 WELLS FARGO & CO NEW COM 949746101 166170 5636711 SH DEFINED 03 5396907 0 239804 WELLS FARGO & CO NEW COM 949746101 5218 176991 SH DEFINED 05 176991 0 0 WELLS FARGO & CO NEW COM 949746101 41 1377 SH DEFINED 06 1377 0 0 WENDYS ARBYS GROUP INC COM 950587105 418 84539 SH DEFINED 04 84539 0 0 WENDYS ARBYS GROUP INC COM 950587105 442 89458 SH DEFINED 03 89458 0 0 WERNER ENTERPRISES INC COM 950755108 681 39273 SH DEFINED 04 39273 0 0 WERNER ENTERPRISES INC COM 950755108 1155 66619 SH DEFINED 03 66619 0 0 WESCO FINL CORP COM 950817106 138 480 SH DEFINED 04 480 0 0 WESCO FINL CORP COM 950817106 162 564 SH DEFINED 03 564 0 0 WESCO INTL INC COM 95082P105 588 30554 SH DEFINED 04 30554 0 0 WESCO INTL INC COM 95082P105 2165 112582 SH DEFINED 03 112582 0 0 WEST PHARMACEUTICAL SVSC INC COM 955306105 178 4700 SH DEFINED 04 4700 0 0 WEST PHARMACEUTICAL SVSC INC COM 955306105 281 7435 SH DEFINED 03 7435 0 0 WESTAMERICA BANCORPORATION COM 957090103 1719 33616 SH DEFINED 04 33616 0 0 WESTAMERICA BANCORPORATION COM 957090103 430 8416 SH DEFINED 03 8416 0 0 WESTAR ENERGY INC COM 95709T100 101 4903 SH DEFINED 04 4903 0 0 WESTAR ENERGY INC COM 95709T100 2281 111235 SH DEFINED 03 111235 0 0 WESTERN ALLIANCE BANCORP COM 957638109 168 16636 SH DEFINED 03 16636 0 0 WESTERN ASSETT MGD HI INCM F COM 95766L107 116 27165 SH DEFINED 03 0 0 27165 WESTERN DIGITAL CORP COM 958102105 9 825 SH DEFINED 825 0 0 WESTERN DIGITAL CORP COM 958102105 3700 323154 SH DEFINED 04 323154 0 0 WESTERN DIGITAL CORP COM 958102105 4759 415674 SH DEFINED 03 412195 0 3479 WESTERN GAS PARTNERS LP COM UNIT LP IN 958254104 1145 89268 SH DEFINED 03 801 0 88467 WESTERN GAS PARTNERS LP COM UNIT LP IN 958254104 1907 148600 SH 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