-----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, CA9Kf8pdgU92L744s442+Exa7gRwi6UnubBbuW7fqwljbYGEQZMPdthmDfr10L9r aQfPNfRDAZp7w4Va0oyX8Q== 0000903423-07-001095.txt : 20071114 0000903423-07-001095.hdr.sgml : 20071114 20071114171425 ACCESSION NUMBER: 0000903423-07-001095 CONFORMED SUBMISSION TYPE: 13F-HR PUBLIC DOCUMENT COUNT: 1 CONFORMED PERIOD OF REPORT: 20070930 FILED AS OF DATE: 20071114 DATE AS OF CHANGE: 20071114 EFFECTIVENESS DATE: 20071114 FILER: COMPANY DATA: COMPANY CONFORMED NAME: CREDIT AGRICOLE S A CENTRAL INDEX KEY: 0001191672 IRS NUMBER: 000000000 FILING VALUES: FORM TYPE: 13F-HR SEC ACT: 1934 Act SEC FILE NUMBER: 028-11373 FILM NUMBER: 071246435 BUSINESS ADDRESS: STREET 1: 91-93 BD PASTEUR CITY: PARIS STATE: I0 ZIP: 75015 BUSINESS PHONE: 01-43-23-07-30 MAIL ADDRESS: STREET 1: 91-93 BD PASTEUR CITY: PARIS STATE: I0 ZIP: 75015 13F-HR 1 ca-13fhr_0114.txt UNITED STATES SECURITIES AND EXCHANGE COMMISSION Washington, D.C. 20549 Form 13F FORM 13F COVER PAGE Report for the Calendar Year or Quarter Ended : September 30, 2007 Check here if Amendment [ ]; Amendment Number: This Amendment (Check only one.): [ ] is a restatement. [ ] adds new holdings entries. Institutional Investment Manager Filing this Report: Name: Credit Agricole S.A. Address: 91-93 bd Pasteur 75015 Paris, France Form 13F File Number: 28-11373 The institutional investment manager filing this report and the person by whom it is signed hereby represent that the person signing the report is authorized to submit it, that all information contained herein is true, correct and complete, and that it is understood that all required items, statements, schedules, lists, and tables, are considered integral parts of this form. Person Signing this Report on Behalf of Reporting Manager: Name: Alain Seuge Title: Head of Group Compliance Phone: 33.1.43.23.40.80 Signature, Place, and Date of Signing /s/ Alain Seuge Paris, France November 13, 2007 - ---------------------- -------------------- ----------------- [Signature] [City, State] [Date] Report Type (Check only one.): [X] 13F HOLDINGS REPORT. (Check here if all holdings of this reporting manager are reported in this report.) [ ] 13F NOTICE; (Check here if no holdings reported are in this report, and all holdings are reported by other reporting manager(s).) [ ] 13F COMBINATION REPORT. (Check here if a portion of the holdings for this reporting manager are reported in this report and a portion by other reporting manager(s).) FORM 13F SUMMARY PAGE Report Summary: Number of Other Included Managers: 7 Form 13F Information Table Entry Total: 3,072 Form 13F Information Table Value Total: 23,804,582 (thousands) List of Other Included Managers: Provide a numbered list of the name(s) and Form 13F file number(s) of all institutional investment managers with respect to which this report is filed, other than the manager filing this report. [If there are no entries in this list, state "NONE" and omit the column headings and list entries.] No. Form 13F File Number Name 1 28-11418 Calyon 2 28-11417 Credit Agricole Luxembourg 3 28-11442 Credit Agricole (Suisse) SA 4 28-12172 Credit Agricole Cheuvreux 5 28-11416 Credit Agricole Asset Management Group 6 28-11419 Credit Agricole Asset Management 7 28-11415 CPR Asset Management - ------------------------------------------------------------------------------------------------------------------------------------ VALUE SHS OR SH/ PUT/ INVESTMENT OTHER VOTING AUTHORITY NAME OF ISSUER TITLE OF CLASS CUSIP (X$1000) PRN AMT PRN CALL DISCRETION MANAGERS SOLE SHARED NONE - ------------------------------------------------------------------------------------------------------------------------------------ 02DIESEL CORP COM 67106S100 4 10,000 SH Shared-Defined 1 10,000 02DIESEL CORP COM 67106S100 36 86,100 SH Shared-Defined 5.6 86,100 3-D SYS CORP DEL COM NEW 88554D205 12 500 SH Shared-Defined 1.3 500 3M CO NOTE 11/2 88579YAB7 24,152 26,122 PRN Shared-Defined 5.6 26,122 3M CO COM 88579Y101 47 500 SH Shared-Defined 1.4 500 3M CO COM 88579Y101 11 113 SH Shared-Defined 5.7 113 3M CO COM 88579Y101 13,750 146,934 SH Shared-Defined 1 146,934 3M CO COM 88579Y101 31,329 334,788 SH Shared-Defined 5.6 334,788 A D C TELECOMMUNICATIONS COM NEW 000886309 20 1,000 SH Shared-Defined 1.4 1,000 A D C TELECOMMUNICATIONS COM NEW 000886309 2,095 106,815 SH Shared-Defined 5.6 106,815 AARON RENTS INC COM 002535201 2,007 90,000 SH Shared-Defined 5.7 90,000 ABB LTD SPONSORED ADR 000375204 719 27,400 SH Shared-Defined 5.6 27,400 ABBOTT LABS COM 002824100 692 12,910 SH Shared-Defined 1.2 12,910 ABBOTT LABS COM 002824100 1,709 31,871 SH Shared-Defined 1.2 31,871 ABBOTT LABS COM 002824100 15 280 SH Shared-Defined 280 ABBOTT LABS COM 002824100 5,753 107,294 SH Shared-Defined 5.7 107,294 ABBOTT LABS COM 002824100 18,008 335,847 SH Shared-Defined 1 335,847 ABBOTT LABS COM 002824100 100,236 1,869,369 SH Shared-Defined 5.6 1,869,369 ABER DIAMOND CORP COM 002893105 573 14,600 SH Shared-Defined 5.6 14,600 ABERCROMBIE & FITCH CO CL A 002896207 3,679 45,584 SH Shared-Defined 1.3 45,584 ABERCROMBIE & FITCH CO CL A 002896207 380 4,704 SH Shared-Defined 1 4,704 ABERCROMBIE & FITCH CO CL A 002896207 5,145 63,755 SH Shared-Defined 5.6 63,755 ABITIBI-CONSOLIDATED INC COM 003924107 126 70,940 SH Shared-Defined 5.6 70,940 ACADIA RLTY TR COM SH BEN INT 004239109 57 2,100 SH Shared-Defined 5.6 2,100 ACORDA THERAPEUTICS INC COM 00484M106 905 49,300 SH Shared-Defined 5.6 49,300 ACTIVIDENTITY CORP COM 00506P103 0 95 SH Shared-Defined 95 ACTIVISION INC NEW COM NEW 004930202 11 500 SH Shared-Defined 1.4 500 ACTIVISION INC NEW COM NEW 004930202 6,974 323,031 SH Shared-Defined 5.6 323,031 ACTUANT CORP CL A NEW 00508X203 1,592 24,500 SH Shared-Defined 5.6 24,500 ACUSPHERE INC COM 00511R870 158 105,000 SH Shared-Defined 5.6 105,000 ACXIOM CORP COM 005125109 11,874 600,000 SH Shared-Defined 1 600,000 ADOBE SYS INC COM 00724F101 262 6,000 SH Shared-Defined 1.4 6,000 ADOBE SYS INC COM 00724F101 815 18,675 SH Shared-Defined 18,675 ADOBE SYS INC COM 00724F101 839 19,226 SH Shared-Defined 1 19,226 ADOBE SYS INC COM 00724F101 6,066 138,946 SH Shared-Defined 5.6 138,946 ADVANCE AMER CASH ADVANCE CT COM 00739W107 21 2,000 SH Shared-Defined 1.4 2,000 ADVANCE AUTO PARTS INC COM 00751Y106 286 8,530 SH Shared-Defined 5.6 8,530 ADVANCED MICRO DEVICES INC COM 007903107 945 71,600 SH Shared-Defined 71,600 ADVANCED MICRO DEVICES INC COM 007903107 799 60,539 SH Shared-Defined 1.4 60,539 ADVANCED MICRO DEVICES INC COM 007903107 28 2,154 SH Shared-Defined 1.2 2,154 ADVANCED MICRO DEVICES INC COM 007903107 1,162 88,051 SH Shared-Defined 1.2 88,051 ADVANCED MICRO DEVICES INC COM 007903107 8,505 644,281 SH Shared-Defined 1 644,281 ADVANCED MICRO DEVICES INC COM 007903107 3,999 302,963 SH Shared-Defined 5.6 302,963 ADVANTAGE ENERGY INCOME FD TR UNIT 00762L101 246 20,000 SH Shared-Defined 5.6 20,000 AECOM TECHNOLOGY CORP DELAWA COM 00766T100 2,906 83,200 SH Shared-Defined 5.6 83,200 AEROPOSTALE COM 007865108 334 17,500 SH Shared-Defined 5.6 17,500 AES CORP COM 00130H105 208 10,400 SH Shared-Defined 10,400 AES CORP COM 00130H105 518 25,830 SH Shared-Defined 5.7 25,830 AES CORP COM 00130H105 421 21,009 SH Shared-Defined 5.6 21,009 AES CORP COM 00130H105 1,152 57,465 SH Shared-Defined 5.6 57,465 AETNA INC NEW COM 00817Y108 14,963 275,715 SH Shared-Defined 5.7 275,715 AETNA INC NEW COM 00817Y108 416 7,661 SH Shared-Defined 5.6 7,661 AETNA INC NEW COM 00817Y108 982 18,100 SH Shared-Defined 5.6 18,100 AETNA INC NEW COM 00817Y108 8,975 165,374 SH Shared-Defined 5.6 165,374 AFFILIATED COMPUTER SERVICES CL A 008190100 15 300 SH Shared-Defined 300 AFFILIATED COMPUTER SERVICES CL A 008190100 433 8,615 SH Shared-Defined 5.6 8,615 AFFILIATED COMPUTER SERVICES CL A 008190100 5,153 102,558 SH Shared-Defined 5.6 102,558 AFFILIATED MANAGERS GROUP COM 008252108 189 1,486 SH Shared-Defined 1 1,486 AFFILIATED MANAGERS GROUP COM 008252108 38,481 301,785 SH Shared-Defined 5.6 301,785 AFLAC INC COM 001055102 1,580 27,700 SH Shared-Defined 27,700 AFLAC INC COM 001055102 8,211 143,944 SH Shared-Defined 5.6 143,944 AGCO CORP COM 001084102 11,444 225,400 SH Shared-Defined 5.6 225,400 AGILENT TECHNOLOGIES INC COM 00846U101 1,519 41,200 SH Shared-Defined 5.6 41,200 AGILENT TECHNOLOGIES INC COM 00846U101 104 2,808 SH Shared-Defined 1 2,808 AGILENT TECHNOLOGIES INC COM 00846U101 2,516 68,209 SH Shared-Defined 5.6 68,209 AGNICO EAGLE MINES LTD COM 008474108 16,233 325,959 SH Shared-Defined 5.6 325,959 AGRIUM INC COM 008916108 7,483 137,251 SH Shared-Defined 5.6 137,251 AIR PRODS & CHEMS INC COM 009158106 117 1,197 SH Shared-Defined 1 1,197 AIR PRODS & CHEMS INC COM 009158106 313 3,200 SH Shared-Defined 5.6 3,200 AIR PRODS & CHEMS INC COM 009158106 15,259 156,082 SH Shared-Defined 5.6 156,082 AIRGAS INC COM 009363102 1,381 26,750 SH Shared-Defined 5.6 26,750 AKAMAI TECHNOLOGIES INC COM 00971T101 135 4,700 SH Shared-Defined 1.4 4,700 AKAMAI TECHNOLOGIES INC COM 00971T101 575 20,000 SH Shared-Defined 5.7 20,000 AKAMAI TECHNOLOGIES INC COM 00971T101 297 10,343 SH Shared-Defined 1 10,343 AKAMAI TECHNOLOGIES INC COM 00971T101 4,654 161,993 SH Shared-Defined 5.6 161,993 ALABAMA NATL BANCORP DELA COM 010317105 2,182 28,000 SH Shared-Defined 5.6 28,000 ALASKAMUNICATIONS SYS GR COM 01167P101 542 37,500 SH Shared-Defined 5.6 37,500 ALBANY MOLECULAR RESH INC COM 012423109 661 43,750 SH Shared-Defined 5.6 43,750 ALBEMARLE CORP COM 012653101 575 13,000 SH Shared-Defined 5.6 13,000 ALCAN INC COM 013716105 1,066 10,700 SH Shared-Defined 10,700 ALCAN INC COM 013716105 2 21 SH Shared-Defined 21 ALCAN INC COM 013716105 78 781 SH Shared-Defined 1.4 781 ALCAN INC COM 013716105 9 90 SH Shared-Defined 90 ALCAN INC COM 013716105 5,682 57,036 SH Shared-Defined 5.6 57,036 ALCAN INC COM 013716105 17,435 175,000 SH Shared-Defined 1 175,000 ALCAN INC COM 013716105 7,689 109,652 SH Shared-Defined 5.6 109,652 ALCATEL-LUCENT SPONSORED ADR 013904305 2 195 SH Shared-Defined 195 ALCATEL-LUCENT SPONSORED ADR 013904305 529 51,960 SH Shared-Defined 1.4 51,960 ALCATEL-LUCENT SPONSORED ADR 013904305 16 1,596 SH Shared-Defined 1.2 1,596 ALCATEL-LUCENT SPONSORED ADR 013904305 684 67,180 SH Shared-Defined 1.2 67,180 ALCATEL-LUCENT SPONSORED ADR 013904305 0 16 SH Shared-Defined 1 16 ALCATEL-LUCENT SPONSORED ADR 013904305 1 63 SH Shared-Defined 63 ALCATEL-LUCENT SPONSORED ADR 013904305 576 56,600 SH Shared-Defined 1 56,600 ALCATEL-LUCENT SPONSORED ADR 013904305 4,189 411,463 SH Shared-Defined 5.6 411,463 ALCOA INC COM 013817101 13 325 SH Shared-Defined 325 ALCOA INC COM 013817101 477 12,200 SH Shared-Defined 12,200 ALCOA INC COM 013817101 129 3,300 SH Shared-Defined 1.4 3,300 ALCOA INC COM 013817101 1,877 47,983 SH Shared-Defined 5.6 47,983 ALCOA INC COM 013817101 8,484 216,870 SH Shared-Defined 1 216,870 ALCOA INC COM 013817101 611 15,610 SH Shared-Defined 5.6 15,610 ALCOA INC COM 013817101 80,950 2,069,286 SH Shared-Defined 5.6 2,069,286 ALEXANDER & BALDWIN INC COM 014482103 11 210 SH Shared-Defined 210 ALEXANDRIA REAL ESTATE EQ IN COM 015271109 606 6,300 SH Shared-Defined 5.6 6,300 ALLEGHENY ENERGY INC COM 017361106 524 10,030 SH Shared-Defined 5.6 10,030 ALLEGHENY TECHNOLOGIES INC COM 01741R102 11 100 SH Shared-Defined 100 ALLEGHENY TECHNOLOGIES INC COM 01741R102 17,995 163,665 SH Shared-Defined 5.6 163,665 ALLERGAN INC NOTE 1.500% 4/0 018490AL6 35,229 30,566 PRN Shared-Defined 5.6 30,566 ALLERGAN INC COM 018490102 2,721 42,200 SH Shared-Defined 42,200 ALLERGAN INC COM 018490102 8,703 135,000 SH Shared-Defined 5.7 135,000 ALLERGAN INC COM 018490102 2,571 39,882 SH Shared-Defined 1 39,882 ALLERGAN INC COM 018490102 2,012 31,202 SH Shared-Defined 5.6 31,202 ALLIANCE DATA SYSTEMS CORP COM 018581108 4,624 59,712 SH Shared-Defined 5.7 59,712 ALLIANCEBERNSTEIN HOLDING LP UNIT LTD PARTN 01881G106 67 757 SH Shared-Defined 5.6 757 ALLIANT ENERGY CORP COM 018802108 382 9,965 SH Shared-Defined 5.6 9,965 ALLIANT TECHSYSTEMS INC COM 018804104 44 400 SH Shared-Defined 400 ALLIED CAP CORP NEW COM 01903Q108 852 29,002 SH Shared-Defined 1 29,002 ALLIED CAP CORP NEW COM 01903Q108 3,330 113,311 SH Shared-Defined 5.6 113,311 ALLIED WASTE INDS INC COM PAR$.01NEW 019589308 893 70,000 SH Shared-Defined 5.7 70,000 ALLIED WASTE INDS INC COM PAR$.01NEW 019589308 415 32,574 SH Shared-Defined 5.6 32,574 ALLIED WASTE INDS INC COM PAR$.01NEW 019589308 256 20,043 SH Shared-Defined 5.6 20,043 ALLSTATE CORP COM 020002101 12,473 218,099 SH Shared-Defined 5.7 218,099 ALLSTATE CORP COM 020002101 14 246 SH Shared-Defined 1 246 ALLSTATE CORP COM 020002101 22,062 385,775 SH Shared-Defined 5.6 385,775 ALLTEL CORP COM 020039103 3,553 50,988 SH Shared-Defined 5.6 50,988 ALSERES PHARMACEUTICALS INC COM 021152103 0 10 SH Shared-Defined 1.3 10 ALTERA CORP COM 021441100 48 2,000 SH Shared-Defined 2,000 ALTERA CORP COM 021441100 57 2,380 SH Shared-Defined 2,380 ALTERA CORP COM 021441100 1,094 45,428 SH Shared-Defined 5.6 45,428 ALTRIA GROUP INC COM 02209S103 730 10,500 SH Shared-Defined 10,500 ALTRIA GROUP INC COM 02209S103 1,014 14,590 SH Shared-Defined 14,590 ALTRIA GROUP INC COM 02209S103 188 2,700 SH Shared-Defined 1.4 2,700 ALTRIA GROUP INC COM 02209S103 695 10,000 SH Shared-Defined 1.3 10,000 ALTRIA GROUP INC COM 02209S103 7 100 SH Shared-Defined 100 ALTRIA GROUP INC COM 02209S103 14,283 205,420 SH Shared-Defined 5.7 205,420 ALTRIA GROUP INC COM 02209S103 29,883 429,781 SH Shared-Defined 1 429,781 ALTRIA GROUP INC COM 02209S103 2,563 36,855 SH Shared-Defined 5.6 36,855 ALTRIA GROUP INC COM 02209S103 185,979 2,674,809 SH Shared-Defined 5.6 2,674,809 AMAG PHARMACEUTICALS INC COM 00163U106 1,178 20,600 SH Shared-Defined 5.6 20,600 AMAZON COM INC COM 023135106 4,192 45,000 SH Shared-Defined 5.7 45,000 AMAZON COM INC COM 023135106 746 8,005 SH Shared-Defined 1 8,005 AMAZON COM INC COM 023135106 4,222 45,323 SH Shared-Defined 5.6 45,323 AMB PROPERTY CORP COM 00163T109 1,104 18,457 SH Shared-Defined 5.6 18,457 AMBAC FINL GROUP INC COM 023139108 201 3,200 SH Shared-Defined 1.4 3,200 AMBAC FINL GROUP INC COM 023139108 142 2,256 SH Shared-Defined 1 2,256 AMBAC FINL GROUP INC COM 023139108 1,966 31,251 SH Shared-Defined 5.6 31,251 AMDOCS LTD NOTE 0.500% 3/1 02342TAD1 18,578 17,721 PRN Shared-Defined 5.6 17,721 AMEREN CORP COM 023608102 19,740 376,004 SH Shared-Defined 5.6 376,004 AMERICA MOVIL S A DE C V SPON ADR L SHS 02364W105 240 3,752 SH Shared-Defined 1 3,752 AMERICA MOVIL S A DE C V SPON ADR L SHS 02364W105 40,774 637,100 SH Shared-Defined 5.6 637,100 AMERICA MOVIL S A DE C V SPON ADR L SHS 02364W105 40,774 637,100 SH Shared-Defined 5.6 637,100 AMERICA MOVIL S A DE C V SPON ADR L SHS 02364W105 82,916 1,295,567 SH Shared-Defined 5.6 1,295,567 AMERICAN CAPITAL STRATEGIES COM 024937104 935 21,875 SH Shared-Defined 1 21,875 AMERICAN CAPITAL STRATEGIES COM 024937104 17,823 417,114 SH Shared-Defined 5.6 417,114 AMERICAN ELEC PWR INC COM 025537101 2,234 48,488 SH Shared-Defined 5.6 48,488 AMERICAN EXPRESS CO COM 025816109 128 2,158 SH Shared-Defined 2,158 AMERICAN EXPRESS CO COM 025816109 15 248 SH Shared-Defined 248 AMERICAN EXPRESS CO COM 025816109 18 300 SH Shared-Defined 1.4 300 AMERICAN EXPRESS CO COM 025816109 13,144 221,395 SH Shared-Defined 5.7 221,395 AMERICAN EXPRESS CO COM 025816109 1,700 28,626 SH Shared-Defined 1 28,626 AMERICAN EXPRESS CO COM 025816109 106,269 1,789,945 SH Shared-Defined 5.6 1,789,945 AMERICAN FINL RLTY TR COM 02607P305 246 30,500 SH Shared-Defined 5.6 30,500 AMERICAN INTL GROUP INC COM 026874107 2,165 32,000 SH Shared-Defined 32,000 AMERICAN INTL GROUP INC COM 026874107 81 1,200 SH Shared-Defined 1.4 1,200 AMERICAN INTL GROUP INC COM 026874107 31 459 SH Shared-Defined 1.2 459 AMERICAN INTL GROUP INC COM 026874107 35 515 SH Shared-Defined 1.2 515 AMERICAN INTL GROUP INC COM 026874107 1,234 18,243 SH Shared-Defined 1.2 18,243 AMERICAN INTL GROUP INC COM 026874107 1,262 18,654 SH Shared-Defined 1.2 18,654 AMERICAN INTL GROUP INC COM 026874107 2,203 32,566 SH Shared-Defined 1.2 32,566 AMERICAN INTL GROUP INC COM 026874107 19 275 SH Shared-Defined 1 275 AMERICAN INTL GROUP INC COM 026874107 14,013 207,136 SH Shared-Defined 5.7 207,136 AMERICAN INTL GROUP INC COM 026874107 166 2,450 SH Shared-Defined 2,450 AMERICAN INTL GROUP INC COM 026874107 11,518 170,266 SH Shared-Defined 1 170,266 AMERICAN INTL GROUP INC COM 026874107 128,923 1,905,740 SH Shared-Defined 5.6 1,905,740 AMERICAN MED SYS HLDGS INC COM 02744M108 1,898 112,000 SH Shared-Defined 5.6 112,000 AMERICAN RAILCAR INDS INC COM 02916P103 2,803 127,300 SH Shared-Defined 5.6 127,300 AMERICAN REPROGRAPHICS CO COM 029263100 983 52,500 SH Shared-Defined 5.6 52,500 AMERICAN STD COS INC DEL COM 029712106 2,560 71,877 SH Shared-Defined 5.6 71,877 AMERICAN STD COS INC DEL COM 029712106 616 17,306 SH Shared-Defined 5.6 17,306 AMERICAN TOWER CORP CL A 029912201 7,796 179,051 SH Shared-Defined 5.6 179,051 AMERICREDIT CORP COM 03060R101 1,007 57,300 SH Shared-Defined 57,300 AMERICREDIT CORP COM 03060R101 1,547 88,000 SH Shared-Defined 5.6 88,000 AMERIPRISE FINL INC COM 03076C106 3 49 SH Shared-Defined 49 AMERIPRISE FINL INC COM 03076C106 67,067 1,062,698 SH Shared-Defined 5.6 1,062,698 AMERON INTL INC COM 030710107 698 6,600 SH Shared-Defined 5.6 6,600 AMETEK INC NEW COM 031100100 17,294 400,130 SH Shared-Defined 5.6 400,130 AMGEN INC NOTE 0.125% 2/0 031162AN0 4,669 5,000,000 PRN Shared-Defined 1 5,000,000 AMGEN INC NOTE 0.125% 2/0 031162AN0 13,979 15,000 PRN Shared-Defined 5.6 15,000 AMGEN INC COM 031162100 60 1,060 SH Shared-Defined 1.4 1,060 AMGEN INC COM 031162100 30 538 SH Shared-Defined 1.2 538 AMGEN INC COM 031162100 1,267 22,389 SH Shared-Defined 1.2 22,389 AMGEN INC COM 031162100 18 324 SH Shared-Defined 324 AMGEN INC COM 031162100 29,869 528,006 SH Shared-Defined 1 528,006 AMGEN INC COM 031162100 77,846 1,376,092 SH Shared-Defined 5.6 1,376,092 AMPHENOL CORP NEW CL A 032095101 432 10,864 SH Shared-Defined 5.6 10,864 AMPHENOL CORP NEW CL A 032095101 986 24,796 SH Shared-Defined 5.6 24,796 AMR CORP COM 001765106 11 500 SH Shared-Defined 1.4 500 AMR CORP COM 001765106 441 19,771 SH Shared-Defined 5.6 19,771 AMYLIN PHARMACEUTICALS INC COM 032346108 5 100 SH Shared-Defined 1.4 100 AMYLIN PHARMACEUTICALS INC COM 032346108 4,064 81,283 SH Shared-Defined 5.6 81,283 ANADARKO PETE CORP COM 032511107 34 638 SH Shared-Defined 1.2 638 ANADARKO PETE CORP COM 032511107 1,413 26,285 SH Shared-Defined 1.2 26,285 ANADARKO PETE CORP COM 032511107 27 500 SH Shared-Defined 500 ANADARKO PETE CORP COM 032511107 11,266 209,604 SH Shared-Defined 5.7 209,604 ANADARKO PETE CORP COM 032511107 10,454 194,500 SH Shared-Defined 5.6 194,500 ANALOG DEVICES INC COM 032654105 2,944 81,427 SH Shared-Defined 5.6 81,427 ANGLO AMERN PLC ADR NEW 03485P201 82 2,442 SH Shared-Defined 1.4 2,442 ANGLOGOLD ASHANTI LTD SPONSORED ADR 035128206 127 2,700 SH Shared-Defined 1.4 2,700 ANHEUSER BUSCH COS INC COM 035229103 870 17,400 SH Shared-Defined 17,400 ANHEUSER BUSCH COS INC COM 035229103 18,165 363,364 SH Shared-Defined 5.7 363,364 ANHEUSER BUSCH COS INC COM 035229103 129 2,572 SH Shared-Defined 1 2,572 ANHEUSER BUSCH COS INC COM 035229103 3,313 66,274 SH Shared-Defined 1 66,274 ANHEUSER BUSCH COS INC COM 035229103 155 3,100 SH Shared-Defined 5.6 3,100 ANHEUSER BUSCH COS INC COM 035229103 3,882 77,659 SH Shared-Defined 5.6 77,659 ANNALY CAP MGMT INC COM 035710409 8 500 SH Shared-Defined 1.4 500 ANNTAYLOR STORES CORP COM 036115103 203 6,400 SH Shared-Defined 1 6,400 ANSYS INC COM 03662Q105 79 2,300 SH Shared-Defined 5.6 2,300 AON CORP COM 037389103 31,847 710,709 SH Shared-Defined 5.6 710,709 APACHE CORP COM 037411105 901 10,000 SH Shared-Defined 1.4 10,000 APACHE CORP COM 037411105 300 3,331 SH Shared-Defined 1 3,331 APACHE CORP COM 037411105 24,441 271,386 SH Shared-Defined 5.6 271,386 APARTMENT INVT & MGMT CO CL A 03748R101 725 16,068 SH Shared-Defined 5.6 16,068 APOLLO GROUP INC CL A 037604105 1,090 18,129 SH Shared-Defined 5.6 18,129 APOLLO INVT CORP COM 03761U106 762 36,653 SH Shared-Defined 1 36,653 APOLLO INVT CORP COM 03761U106 832 40,000 SH Shared-Defined 5.6 40,000 APPLE INC COM 037833100 1,804 11,755 SH Shared-Defined 1.4 11,755 APPLE INC COM 037833100 38,044 247,892 SH Shared-Defined 5.7 247,892 APPLE INC COM 037833100 278 1,812 SH Shared-Defined 1 1,812 APPLE INC COM 037833100 47 303 SH Shared-Defined 303 APPLE INC COM 037833100 107,017 697,314 SH Shared-Defined 1 697,314 APPLE INC COM 037833100 4,017 26,160 SH Shared-Defined 5.6 26,160 APPLE INC COM 037833100 152,386 992,486 SH Shared-Defined 5.6 992,486 APPLEBEES INTL INC COM 037899101 124 5,000 SH Shared-Defined 1.4 5,000 APPLERA CORP COM AP BIO GRP 038020103 6,547 188,995 SH Shared-Defined 5.6 188,995 APPLIED INDL TECHNOLOGIES IN COM 03820C105 355 11,500 SH Shared-Defined 5.6 11,500 APPLIED MATLS INC COM 038222105 6,833 330,100 SH Shared-Defined 330,100 APPLIED MATLS INC COM 038222105 12 600 SH Shared-Defined 1.3 600 APPLIED MATLS INC COM 038222105 2,074 100,194 SH Shared-Defined 1 100,194 APPLIED MATLS INC COM 038222105 59,284 2,863,943 SH Shared-Defined 5.6 2,863,943 AQUA AMERICA INC COM 03836W103 6,522 287,575 SH Shared-Defined 1 287,575 AQUA AMERICA INC COM 03836W103 1,389 61,225 SH Shared-Defined 5.6 61,225 ARACRUZ CELULOSE S A SPON ADR PFD B 038496204 5,809 78,940 SH Shared-Defined 5.6 78,940 ARBITRON INC COM 03875Q108 952 21,000 SH Shared-Defined 5.6 21,000 ARCH CHEMICALS INC COM 03937R102 3,314 70,700 SH Shared-Defined 5.6 70,700 ARCH COAL INC COM 039380100 1,350 40,000 SH Shared-Defined 1 40,000 ARCH COAL INC COM 039380100 34 1,011 SH Shared-Defined 5.6 1,011 ARCHER DANIELS MIDLAND CO COM 039483102 17 500 SH Shared-Defined 1.4 500 ARCHER DANIELS MIDLAND CO COM 039483102 48 1,460 SH Shared-Defined 1.2 1,460 ARCHER DANIELS MIDLAND CO COM 039483102 11 325 SH Shared-Defined 1 325 ARCHER DANIELS MIDLAND CO COM 039483102 11,789 356,367 SH Shared-Defined 5.7 356,367 ARCHER DANIELS MIDLAND CO COM 039483102 17 500 SH Shared-Defined 500 ARCHER DANIELS MIDLAND CO COM 039483102 7 200 SH Shared-Defined 200 ARCHER DANIELS MIDLAND CO COM 039483102 108 3,278 SH Shared-Defined 5.6 3,278 ARCHER DANIELS MIDLAND CO COM 039483102 12,366 373,833 SH Shared-Defined 1 373,833 ARCHER DANIELS MIDLAND CO COM 039483102 7,331 221,619 SH Shared-Defined 5.6 221,619 ARCHSTONE SMITH OPER TR NOTE 4.000% 7/1 039584AC1 10,475 10,000,000 PRN Shared-Defined 1 10,000,000 ARCHSTONE SMITH TR COM 039583109 2,152 35,785 SH Shared-Defined 5.6 35,785 ARGON ST INC COM 040149106 1,040 52,500 SH Shared-Defined 5.6 52,500 ARIBA INC COM NEW 04033V203 0 25 SH Shared-Defined 1.3 25 ARRIS GROUP INC COM 04269Q100 1 100 SH Shared-Defined 1 100 ARRIS GROUP INC COM 04269Q100 2,075 168,000 SH Shared-Defined 5.6 168,000 ARROW ELECTRS INC COM 042735100 1,272 29,926 SH Shared-Defined 29,926 ARROW ELECTRS INC COM 042735100 5,361 126,074 SH Shared-Defined 126,074 ARROW ELECTRS INC COM 042735100 3,229 75,948 SH Shared-Defined 5.6 75,948 ARTHROCARE CORP COM 043136100 2,593 46,400 SH Shared-Defined 5.6 46,400 ARVINMERITOR INC COM 043353101 24 1,400 SH Shared-Defined 5.6 1,400 ASHFORD HOSPITALITY TR INC COM SHS 044103109 186 18,500 SH Shared-Defined 5.6 18,500 ASHLAND INC NEW COM 044209104 115 1,916 SH Shared-Defined 5.6 1,916 ASIA PAC FD INC COM 044901106 93 2,861 SH Shared-Defined 1.2 2,861 ASIAINFO HLDGS INC COM 04518A104 335 37,000 SH Shared-Defined 1 37,000 ASSISTED LIVING CONCPT NEV N CL A 04544X102 128 14,000 SH Shared-Defined 5.6 14,000 ASSOCIATED BANC CORP COM 045487105 35 1,177 SH Shared-Defined 5.6 1,177 ASSURANT INC COM 04621X108 386 7,222 SH Shared-Defined 5.6 7,222 ASTORIA FINL CORP COM 046265104 13 500 SH Shared-Defined 1.4 500 ASTRAZENECA PLC SPONSORED ADR 046353108 1,627 32,500 SH Shared-Defined 32,500 AT&T INC COM 00206R102 2,230 52,700 SH Shared-Defined 52,700 AT&T INC COM 00206R102 106 2,500 SH Shared-Defined 1.4 2,500 AT&T INC COM 00206R102 162 3,820 SH Shared-Defined 1.2 3,820 AT&T INC COM 00206R102 710 16,780 SH Shared-Defined 1.2 16,780 AT&T INC COM 00206R102 1,278 30,200 SH Shared-Defined 1.2 30,200 AT&T INC COM 00206R102 2,160 51,051 SH Shared-Defined 1.2 51,051 AT&T INC COM 00206R102 1 31 SH Shared-Defined 1 31 AT&T INC COM 00206R102 8 187 SH Shared-Defined 187 AT&T INC COM 00206R102 49,522 1,170,465 SH Shared-Defined 5.7 1,170,465 AT&T INC COM 00206R102 55,017 1,300,340 SH Shared-Defined 1 1,300,340 AT&T INC COM 00206R102 1,595 37,700 SH Shared-Defined 5.6 37,700 AT&T INC COM 00206R102 247,542 5,850,676 SH Shared-Defined 5.6 5,850,676 ATHEROGENICS INC COM 047439104 43 25,654 SH Shared-Defined 1.4 25,654 ATMEL CORP COM 049513104 332 64,400 SH Shared-Defined 5.6 64,400 AU OPTRONICS CORP SPONSORED ADR 002255107 341 20,179 SH Shared-Defined 1.4 20,179 AU OPTRONICS CORP SPONSORED ADR 002255107 986 58,258 SH Shared-Defined 5.7 58,258 AU OPTRONICS CORP SPONSORED ADR 002255107 2,402 141,991 SH Shared-Defined 5.6 141,991 AURIZON MINES LTD COM 05155P106 356 87,252 SH Shared-Defined 1 87,252 AURIZON MINES LTD COM 05155P106 2,895 695,900 SH Shared-Defined 5.6 695,900 AUTODESK INC COM 052769106 3 63 SH Shared-Defined 1 63 AUTODESK INC COM 052769106 2,453 49,094 SH Shared-Defined 5.6 49,094 AUTOLIV INC COM 052800109 502 8,400 SH Shared-Defined 5.6 8,400 AUTOMATIC DATA PROCESSING IN COM 053015103 1,254 27,300 SH Shared-Defined 27,300 AUTOMATIC DATA PROCESSING IN COM 053015103 5 115 SH Shared-Defined 5.7 115 AUTOMATIC DATA PROCESSING IN COM 053015103 2,864 62,350 SH Shared-Defined 1 62,350 AUTOMATIC DATA PROCESSING IN COM 053015103 15,523 337,968 SH Shared-Defined 5.6 337,968 AUTONATION INC COM 05329W102 275 15,509 SH Shared-Defined 1 15,509 AUTONATION INC COM 05329W102 1,161 65,547 SH Shared-Defined 5.6 65,547 AUTOZONE INC COM 053332102 435 3,746 SH Shared-Defined 5.6 3,746 AUTOZONE INC COM 053332102 895 7,702 SH Shared-Defined 5.6 7,702 AVALONBAY CMNTYS INC COM 053484101 1,626 13,772 SH Shared-Defined 5.6 13,772 AVANEX CORP COM 05348W109 13 8,000 SH Shared-Defined 1.4 8,000 AVANIR PHARMACEUTICALS CL A NEW 05348P401 385 180,000 SH Shared-Defined 5.6 180,000 AVAYA INC COM 053499109 186 10,946 SH Shared-Defined 1 10,946 AVAYA INC COM 053499109 2,957 174,336 SH Shared-Defined 5.6 174,336 AVERY DENNISON CORP COM 053611109 124 2,174 SH Shared-Defined 1 2,174 AVERY DENNISON CORP COM 053611109 813 14,255 SH Shared-Defined 5.6 14,255 AVID TECHNOLOGY INC COM 05367P100 1,934 71,400 SH Shared-Defined 5.6 71,400 AVIGEN INC COM 053690103 213 39,364 SH Shared-Defined 39,364 AVIS BUDGET GROUP COM 053774105 2 80 SH Shared-Defined 1 80 AVIS BUDGET GROUP COM 053774105 4 156 SH Shared-Defined 5.6 156 AVNET INC COM 053807103 10,970 275,214 SH Shared-Defined 5.6 275,214 AVON PRODS INC COM 054303102 2,019 53,794 SH Shared-Defined 1.3 53,794 AVON PRODS INC COM 054303102 3,665 97,660 SH Shared-Defined 1 97,660 AVON PRODS INC COM 054303102 1,512 40,281 SH Shared-Defined 5.6 40,281 BADGER METER INC COM 056525108 470 14,671 SH Shared-Defined 5.6 14,671 BAIDU COM INC SPON ADR REP A 056752108 1,376 4,750 SH Shared-Defined 5.7 4,750 BAIDU COM INC SPON ADR REP A 056752108 7,614 26,288 SH Shared-Defined 1 26,288 BAIDU COM INC SPON ADR REP A 056752108 319 1,100 SH Shared-Defined 5.6 1,100 BAKER HUGHES INC COM 057224107 1,292 14,300 SH Shared-Defined 14,300 BAKER HUGHES INC COM 057224107 4,732 52,365 SH Shared-Defined 5.6 52,365 BALL CORP COM 058498106 468 8,703 SH Shared-Defined 5.6 8,703 BANCO BILBAO VIZCAYA ARGENTA SPONSORED ADR 05946K101 631 27,089 SH Shared-Defined 1 27,089 BANCO BRADESCO S A SP ADR PFD NEW 059460303 6,461 220,000 SH Shared-Defined 5.7 220,000 BANCO BRADESCO S A SP ADR PFD NEW 059460303 5,465 186,078 SH Shared-Defined 1 186,078 BANCO BRADESCO S A SP ADR PFD NEW 059460303 46,969 1,599,230 SH Shared-Defined 5.6 1,599,230 BANCO DE CHILE SPONSORED ADR 059520106 17 336 SH Shared-Defined 1 336 BANCO ITAU HLDG FINANCIERA S SP ADR 500 PFD 059602201 3,417 135,000 SH Shared-Defined 5.7 135,000 BANCO ITAU HLDG FINANCIERA S SP ADR 500 PFD 059602201 7,040 278,170 SH Shared-Defined 5.6 278,170 BANCO ITAU HLDG FINANCIERA S SP ADR 500 PFD 059602201 7,040 278,170 SH Shared-Defined 5.6 278,170 BANCO ITAU HLDG FINANCIERA S SP ADR 500 PFD 059602201 1,413 55,844 SH Shared-Defined 1 55,844 BANCO SANTANDER CHILE NEW SP ADR REP COM 05965X109 1,062 21,000 SH Shared-Defined 5.6 21,000 BANCO SANTANDER CHILE NEW SP ADR REP COM 05965X109 1,062 21,000 SH Shared-Defined 5.6 21,000 BANCO SANTANDER CHILE NEW SP ADR REP COM 05965X109 1,937 38,300 SH Shared-Defined 5.6 38,300 BANCOLOMBIA S A SPON ADR PREF 05968L102 3,735 107,800 SH Shared-Defined 5.6 107,800 BANCOLOMBIA S A SPON ADR PREF 05968L102 3,735 107,800 SH Shared-Defined 5.6 107,800 BANCOLOMBIA S A SPON ADR PREF 05968L102 242 6,990 SH Shared-Defined 1 6,990 BANCOLOMBIA S A SPON ADR PREF 05968L102 7,561 218,200 SH Shared-Defined 5.6 218,200 BANK MONTREAL QUE COM 063671101 11,716 179,109 SH Shared-Defined 5.6 179,109 BANK NOVA SCOTIA HALIFAX COM 064149107 866 16,500 SH Shared-Defined 1 16,500 BANK NOVA SCOTIA HALIFAX COM 064149107 76,502 1,454,930 SH Shared-Defined 5.6 1,454,930 BANK OF AMERICA CORPORATION COM 060505104 5,319 105,800 SH Shared-Defined 105,800 BANK OF AMERICA CORPORATION COM 060505104 50 1,000 SH Shared-Defined 1.4 1,000 BANK OF AMERICA CORPORATION COM 060505104 817 16,246 SH Shared-Defined 1.2 16,246 BANK OF AMERICA CORPORATION COM 060505104 2,563 50,981 SH Shared-Defined 1.2 50,981 BANK OF AMERICA CORPORATION COM 060505104 75 1,500 SH Shared-Defined 1 1,500 BANK OF AMERICA CORPORATION COM 060505104 31,261 621,858 SH Shared-Defined 5.7 621,858 BANK OF AMERICA CORPORATION COM 060505104 33 650 SH Shared-Defined 650 BANK OF AMERICA CORPORATION COM 060505104 77,682 1,545,297 SH Shared-Defined 1 1,545,297 BANK OF AMERICA CORPORATION COM 060505104 255,442 5,081,399 SH Shared-Defined 5.6 5,081,399 BANK OF NEW YORK MELLON CORP COM 064058100 708 16,038 SH Shared-Defined 1.3 16,038 BANK OF NEW YORK MELLON CORP COM 064058100 26 592 SH Shared-Defined 1 592 BANK OF NEW YORK MELLON CORP COM 064058100 7,946 180,020 SH Shared-Defined 5.6 180,020 BARD C R INC COM 067383109 32 365 SH Shared-Defined 1 365 BARD C R INC COM 067383109 2,150 24,383 SH Shared-Defined 5.6 24,383 BARR PHARMACEUTICALS INC COM 068306109 4,326 76,015 SH Shared-Defined 5.6 76,015 BARRICK GOLD CORP COM 067901108 160 4,000 SH Shared-Defined 4,000 BARRICK GOLD CORP COM 067901108 16 400 SH Shared-Defined 1.4 400 BARRICK GOLD CORP COM 067901108 36 900 SH Shared-Defined 1.3 900 BARRICK GOLD CORP COM 067901108 377 9,400 SH Shared-Defined 1 9,400 BARRICK GOLD CORP COM 067901108 20 500 SH Shared-Defined 500 BARRICK GOLD CORP COM 067901108 602 15,000 SH Shared-Defined 1 15,000 BARRICK GOLD CORP COM 067901108 69,619 1,728,382 SH Shared-Defined 5.6 1,728,382 BARRICK GOLD CORP COM 067901108 1,011 25,100 SH Shared-Defined 5.6 25,100 BAUSCH & LOMB INC COM 071707103 1 22 SH Shared-Defined 1 22 BAUSCH & LOMB INC COM 071707103 366 5,716 SH Shared-Defined 5.6 5,716 BAXTER INTL INC COM 071813109 3,377 60,000 SH Shared-Defined 60,000 BAXTER INTL INC COM 071813109 241 4,280 SH Shared-Defined 4,280 BAXTER INTL INC COM 071813109 4,846 86,102 SH Shared-Defined 5.6 86,102 BB&T CORP COM 054937107 248 6,139 SH Shared-Defined 1 6,139 BB&T CORP COM 054937107 1,715 42,469 SH Shared-Defined 5.6 42,469 BBVA BANCO FRANCES S A SPONSORED ADR 07329M100 526 59,000 SH Shared-Defined 5.6 59,000 BCE INC COM NEW 05534B760 777 19,400 SH Shared-Defined 1 19,400 BCE INC COM NEW 05534B760 6,812 170,041 SH Shared-Defined 5.6 170,041 BCE INC COM NEW 05534B760 801 20,000 SH Shared-Defined 1 20,000 BCE INC COM NEW 05534B760 1,045 26,019 SH Shared-Defined 5.6 26,019 BEA SYS INC COM 073325102 56 4,010 SH Shared-Defined 1.4 4,010 BEA SYS INC COM 073325102 0 19 SH Shared-Defined 1 19 BEA SYS INC COM 073325102 30 2,154 SH Shared-Defined 5.6 2,154 BEAR STEARNS COS INC COM 073902108 581 4,729 SH Shared-Defined 1 4,729 BEAR STEARNS COS INC COM 073902108 1,066 8,683 SH Shared-Defined 5.6 8,683 BEARINGPOINT INC COM 074002106 41 10,000 SH Shared-Defined 1.4 10,000 BEAZER HOMES USA INC COM 07556Q105 408 49,400 SH Shared-Defined 49,400 BECKMAN COULTER INC COM 075811109 451 6,111 SH Shared-Defined 5.6 6,111 BECTON DICKINSON & CO COM 075887109 16,447 200,448 SH Shared-Defined 5.6 200,448 BED BATH & BEYOND INC COM 075896100 4,297 125,925 SH Shared-Defined 1.4 125,925 BED BATH & BEYOND INC COM 075896100 892 26,157 SH Shared-Defined 5.6 26,157 BEMIS INC COM 081437105 52 1,781 SH Shared-Defined 1 1,781 BEMIS INC COM 081437105 232 7,980 SH Shared-Defined 5.6 7,980 BERKLEY W R CORP COM 084423102 754 25,431 SH Shared-Defined 5.6 25,431 BERKSHIRE HATHAWAY INC DEL CL B 084670207 71 18 SH Shared-Defined 1 18 BERKSHIRE HATHAWAY INC DEL CL A 084670108 119 1 SH Shared-Defined 5.6 1 BEST BUY INC COM 086516101 1,344 29,200 SH Shared-Defined 29,200 BEST BUY INC COM 086516101 854 18,555 SH Shared-Defined 5.6 18,555 BEST BUY INC COM 086516101 9,623 209,109 SH Shared-Defined 5.6 209,109 BHP BILLITON LTD SPONSORED ADR 088606108 3,535 44,972 SH Shared-Defined 5.6 44,972 BIG LOTS INC COM 089302103 60 2,000 SH Shared-Defined 2,000 BIG LOTS INC COM 089302103 74 2,478 SH Shared-Defined 1 2,478 BIG LOTS INC COM 089302103 304 10,174 SH Shared-Defined 5.6 10,174 BIGBAND NETWORKS INC COM 089750509 192 30,000 SH Shared-Defined 5.6 30,000 BIOGEN IDEC INC COM 09062X103 1,910 28,796 SH Shared-Defined 5.6 28,796 BIOMED REALTY TRUST INC COM 09063H107 164 6,800 SH Shared-Defined 5.6 6,800 BIOTECH HOLDERS TR DEPOSTRY RCPTS 09067D201 6 36 SH Shared-Defined 1.2 36 BIOTECH HOLDERS TR DEPOSTRY RCPTS 09067D201 290 1,650 SH Shared-Defined 1 1,650 BIOVAIL CORP COM 09067J109 289 16,556 SH Shared-Defined 5.6 16,556 BIRCH MTN RES LTD COM 09066X109 5 3,000 SH Shared-Defined 1.4 3,000 BJ SVCS CO COM 055482103 635 23,900 SH Shared-Defined 23,900 BJ SVCS CO COM 055482103 742 27,960 SH Shared-Defined 5.6 27,960 BJ SVCS CO COM 055482103 1,199 45,169 SH Shared-Defined 5.6 45,169 BJS WHOLESALE CLUB INC COM 05548J106 6,638 200,173 SH Shared-Defined 5.7 200,173 BJS WHOLESALE CLUB INC COM 05548J106 1,210 36,500 SH Shared-Defined 5.6 36,500 BLACK & DECKER CORP COM 091797100 350 4,200 SH Shared-Defined 1.2 4,200 BLACK & DECKER CORP COM 091797100 975 11,700 SH Shared-Defined 1.2 11,700 BLACK & DECKER CORP COM 091797100 451 5,411 SH Shared-Defined 5.6 5,411 BLACK & DECKER CORP COM 091797100 103 1,231 SH Shared-Defined 1 1,231 BLACK & DECKER CORP COM 091797100 546 6,549 SH Shared-Defined 5.6 6,549 BLACKROCK INC CL A 09247X101 65,254 376,300 SH Shared-Defined 5.6 376,300 BLACKSTONE GROUP L P COM UNIT LTD 09253U108 211 8,400 SH Shared-Defined 1.4 8,400 BLACKSTONE GROUP L P COM UNIT LTD 09253U108 40 1,600 SH Shared-Defined 1,600 BLACKSTONE GROUP L P COM UNIT LTD 09253U108 720 28,700 SH Shared-Defined 5.6 28,700 BLOCK H & R INC COM 093671105 14 678 SH Shared-Defined 1 678 BLOCK H & R INC COM 093671105 11,530 544,361 SH Shared-Defined 5.6 544,361 BMC SOFTWARE INC COM 055921100 439 14,061 SH Shared-Defined 5.6 14,061 BMC SOFTWARE INC COM 055921100 103 3,300 SH Shared-Defined 5.6 3,300 BMC SOFTWARE INC COM 055921100 4,992 159,842 SH Shared-Defined 5.6 159,842 BOEING CO COM 097023105 367 3,500 SH Shared-Defined 3,500 BOEING CO COM 097023105 525 5,000 SH Shared-Defined 1.3 5,000 BOEING CO COM 097023105 27,426 261,228 SH Shared-Defined 5.7 261,228 BOEING CO COM 097023105 41 390 SH Shared-Defined 390 BOEING CO COM 097023105 14,514 138,245 SH Shared-Defined 1 138,245 BOEING CO COM 097023105 3,118 29,700 SH Shared-Defined 5.6 29,700 BOEING CO COM 097023105 13,963 132,994 SH Shared-Defined 5.6 132,994 BON-TON STORES INC COM 09776J101 213 9,380 SH Shared-Defined 1 9,380 BORG WARNER INC COM 099724106 1,492 16,300 SH Shared-Defined 1.2 16,300 BORG WARNER INC COM 099724106 2,783 30,400 SH Shared-Defined 1.2 30,400 BOSTON PPTYS LTD PARTNERSHIP NOTE 2.875% 2/1 10112RAK0 31,405 33,068 PRN Shared-Defined 5.6 33,068 BOSTON PROPERTIES INC COM 101121101 4,785 46,055 SH Shared-Defined 5.6 46,055 BOSTON SCIENTIFIC CORP COM 101137107 42 3,000 SH Shared-Defined 1.4 3,000 BOSTON SCIENTIFIC CORP COM 101137107 4,340 311,085 SH Shared-Defined 5.6 311,085 BP PLC SPONSORED ADR 055622104 7,148 103,070 SH Shared-Defined 5.6 103,070 BRANDYWINE RLTY TR SH BEN INT NEW 105368203 276 10,900 SH Shared-Defined 5.6 10,900 BRASIL TELECOM PARTICIPACOES SPON ADR PFD 105530109 7,857 105,300 SH Shared-Defined 5.6 105,300 BRASIL TELECOM PARTICIPACOES SPON ADR PFD 105530109 7,857 105,300 SH Shared-Defined 5.6 105,300 BRASIL TELECOM PARTICIPACOES SPON ADR PFD 105530109 32,835 440,026 SH Shared-Defined 5.6 440,026 BRASIL TELECOM SA SPONS ADR PFD 10553M101 28,953 1,026,710 SH Shared-Defined 5.6 1,026,710 BRASKEM S A SP ADR PFD A 105532105 2,605 138,320 SH Shared-Defined 5.6 138,320 BRE PROPERTIES INC NOTE 4.125% 8/1 05564EBH8 18,252 18,072 PRN Shared-Defined 5.6 18,072 BRIGHT HORIZON FAMILY SOLUTI COM 109195107 1,574 36,750 SH Shared-Defined 5.6 36,750 BRINKER INTL INC COM 109641100 370 13,500 SH Shared-Defined 5.7 13,500 BRINKER INTL INC COM 109641100 459 16,728 SH Shared-Defined 5.6 16,728 BRISTOL MYERS SQUIBB CO DBCV 9/1 110122AN8 37,245 37,100 PRN Shared-Defined 5.6 37,100 BRISTOL MYERS SQUIBB CO COM 110122108 31 1,080 SH Shared-Defined 1.2 1,080 BRISTOL MYERS SQUIBB CO COM 110122108 89 3,100 SH Shared-Defined 1.2 3,100 BRISTOL MYERS SQUIBB CO COM 110122108 317 11,000 SH Shared-Defined 1.2 11,000 BRISTOL MYERS SQUIBB CO COM 110122108 885 30,700 SH Shared-Defined 1.2 30,700 BRISTOL MYERS SQUIBB CO COM 110122108 1,311 45,486 SH Shared-Defined 1.2 45,486 BRISTOL MYERS SQUIBB CO COM 110122108 3 98 SH Shared-Defined 98 BRISTOL MYERS SQUIBB CO COM 110122108 7 250 SH Shared-Defined 250 BRISTOL MYERS SQUIBB CO COM 110122108 69,410 2,408,396 SH Shared-Defined 1 2,408,396 BRISTOL MYERS SQUIBB CO COM 110122108 159 5,500 SH Shared-Defined 5.6 5,500 BRISTOL MYERS SQUIBB CO COM 110122108 82,578 2,865,319 SH Shared-Defined 5.6 2,865,319 BROADCOM CORP CL A 111320107 36 1,000 SH Shared-Defined 1.4 1,000 BROADCOM CORP CL A 111320107 2,712 74,431 SH Shared-Defined 1 74,431 BROADCOM CORP CL A 111320107 3,562 97,760 SH Shared-Defined 5.6 97,760 BROADRIDGE FINL SOLUTIONS IN COM 11133T103 50 2,624 SH Shared-Defined 1 2,624 BROADRIDGE FINL SOLUTIONS IN COM 11133T103 1,626 85,795 SH Shared-Defined 5.6 85,795 BROCADE COMMUNICATIONS SYS I COM NEW 111621306 0 9 SH Shared-Defined 1.3 9 BROOKFIELD ASSET MGMT INC CL A LTD VT SH 112585104 3,813 99,321 SH Shared-Defined 5.6 99,321 BROOKFIELD HOMES CORP COM 112723101 222 11,985 SH Shared-Defined 1.4 11,985 BROOKFIELD PPTYS CORP COM 112900105 316 12,718 SH Shared-Defined 5.6 12,718 BROWN & BROWN INC COM 115236101 29 1,113 SH Shared-Defined 5.6 1,113 BROWN FORMAN CORP CL B 115637209 138 1,838 SH Shared-Defined 1 1,838 BROWN FORMAN CORP CL B 115637209 568 7,577 SH Shared-Defined 5.6 7,577 BRUNSWICK CORP COM 117043109 238 10,404 SH Shared-Defined 1 10,404 BRUNSWICK CORP COM 117043109 198 8,665 SH Shared-Defined 5.6 8,665 BURLINGTON NORTHN SANTA FE C COM 12189T104 8,523 105,000 SH Shared-Defined 5.7 105,000 BURLINGTON NORTHN SANTA FE C COM 12189T104 35 431 SH Shared-Defined 1 431 BURLINGTON NORTHN SANTA FE C COM 12189T104 958 11,800 SH Shared-Defined 5.6 11,800 BURLINGTON NORTHN SANTA FE C COM 12189T104 7,753 95,516 SH Shared-Defined 5.6 95,516 BUSINESS OBJECTS S A SPONSORED ADR 12328X107 3,569 79,546 SH Shared-Defined 1.4 79,546 C D W CORP COM 12512N105 1 12 SH Shared-Defined 1 12 C D W CORP COM 12512N105 37 421 SH Shared-Defined 5.6 421 C H ROBINSON WORLDWIDE INC COM NEW 12541W209 696 12,826 SH Shared-Defined 5.6 12,826 CA INC COM 12673P105 44 1,717 SH Shared-Defined 1 1,717 CA INC COM 12673P105 1,965 76,411 SH Shared-Defined 5.6 76,411 CABLEVISION SYS CORP CL A NY CABLVS 12686C109 350 10,010 SH Shared-Defined 5.6 10,010 CADENCE DESIGN SYSTEM INC COM 127387108 1 37 SH Shared-Defined 1 37 CADENCE DESIGN SYSTEM INC COM 127387108 11,919 537,134 SH Shared-Defined 5.6 537,134 CAE INC COM 124765108 571 42,371 SH Shared-Defined 5.6 42,371 CALGON CARBON CORP COM 129603106 157 11,225 SH Shared-Defined 5.6 11,225 CALIFORNIA WTR SVC GROUP COM 130788102 472 12,257 SH Shared-Defined 5.6 12,257 CAMDEN PPTY TR SH BEN INT 133131102 348 5,420 SH Shared-Defined 5.6 5,420 CAMECO CORP COM 13321L108 1,317 28,600 SH Shared-Defined 28,600 CAMECO CORP COM 13321L108 113 2,450 SH Shared-Defined 2,450 CAMECO CORP COM 13321L108 221 4,800 SH Shared-Defined 1.4 4,800 CAMECO CORP COM 13321L108 104 2,250 SH Shared-Defined 1 2,250 CAMECO CORP COM 13321L108 6,242 135,500 SH Shared-Defined 5.7 135,500 CAMECO CORP COM 13321L108 5,047 109,570 SH Shared-Defined 1 109,570 CAMECO CORP COM 13321L108 15,357 332,617 SH Shared-Defined 5.6 332,617 CAMERON INTERNATIONAL CORP NOTE 2.500% 6/1 13342BAB1 28,866 19,455 PRN Shared-Defined 5.6 19,455 CAMERON INTERNATIONAL CORP COM 13342B105 554 6,000 SH Shared-Defined 5.7 6,000 CAMERON INTERNATIONAL CORP COM 13342B105 6,964 75,453 SH Shared-Defined 1 75,453 CAMERON INTERNATIONAL CORP COM 13342B105 370 4,007 SH Shared-Defined 5.6 4,007 CAMPBELL SOUP CO COM 134429109 1,187 32,079 SH Shared-Defined 5.6 32,079 CANADIAN NAT RES LTD COM 136385101 592 7,800 SH Shared-Defined 7,800 CANADIAN NAT RES LTD COM 136385101 12,570 165,312 SH Shared-Defined 5.6 165,312 CANADIAN NATL RY CO COM 136375102 570 10,000 SH Shared-Defined 10,000 CANADIAN NATL RY CO COM 136375102 439 7,710 SH Shared-Defined 1.2 7,710 CANADIAN NATL RY CO COM 136375102 710 12,467 SH Shared-Defined 1.2 12,467 CANADIAN NATL RY CO COM 136375102 456 8,000 SH Shared-Defined 1 8,000 CANADIAN NATL RY CO COM 136375102 56,821 994,778 SH Shared-Defined 5.6 994,778 CANADIAN PAC RY LTD COM 13645T100 478 6,800 SH Shared-Defined 1 6,800 CANADIAN PAC RY LTD COM 13645T100 4,957 70,362 SH Shared-Defined 5.6 70,362 CANARGO ENERGY CORP COM 137225108 533 692,400 SH Shared-Defined 1.4 692,400 CANETIC RES TR COM 137513107 4,260 279,805 SH Shared-Defined 5.6 279,805 CAPITAL ONE FINL CORP COM 14040H105 3,846 57,900 SH Shared-Defined 57,900 CAPITAL ONE FINL CORP COM 14040H105 372 5,600 SH Shared-Defined 1.4 5,600 CAPITAL ONE FINL CORP COM 14040H105 8,769 132,000 SH Shared-Defined 5.7 132,000 CAPITAL ONE FINL CORP COM 14040H105 340 5,113 SH Shared-Defined 1 5,113 CAPITAL ONE FINL CORP COM 14040H105 86 1,300 SH Shared-Defined 5.6 1,300 CAPITAL ONE FINL CORP COM 14040H105 6,149 92,559 SH Shared-Defined 5.6 92,559 CAPITALSOURCE INC COM 14055X102 176 8,719 SH Shared-Defined 1 8,719 CAPSTONE TURBINE CORP COM 14067D102 40 33,400 SH Shared-Defined 5.6 33,400 CARDINAL HEALTH INC COM 14149Y108 3,705 59,257 SH Shared-Defined 5.6 59,257 CAREER EDUCATION CORP COM 141665109 442 15,786 SH Shared-Defined 5.6 15,786 CAREER EDUCATION CORP COM 141665109 1,082 38,653 SH Shared-Defined 5.6 38,653 CARLISLE COS INC COM 142339100 1,361 28,000 SH Shared-Defined 5.6 28,000 CARMAX INC COM 143130102 114 5,604 SH Shared-Defined 5.6 5,604 CARNIVAL CORP DBCV 2.000% 4/1 143658AN2 31,712 25,217 PRN Shared-Defined 5.6 25,217 CARNIVAL CORP PAIRED CTF 143658300 11,121 229,634 SH Shared-Defined 5.6 229,634 CARPENTER TECHNOLOGY CORP COM 144285103 390 3,000 SH Shared-Defined 5.6 3,000 CATERPILLAR INC DEL COM 149123101 1,404 17,900 SH Shared-Defined 1.2 17,900 CATERPILLAR INC DEL COM 149123101 3,475 44,302 SH Shared-Defined 1.2 44,302 CATERPILLAR INC DEL COM 149123101 30,568 389,755 SH Shared-Defined 5.7 389,755 CATERPILLAR INC DEL COM 149123101 216 2,751 SH Shared-Defined 1 2,751 CATERPILLAR INC DEL COM 149123101 21 270 SH Shared-Defined 270 CATERPILLAR INC DEL COM 149123101 1,191 15,187 SH Shared-Defined 1 15,187 CATERPILLAR INC DEL COM 149123101 30,171 384,687 SH Shared-Defined 5.6 384,687 CB RICHARD ELLIS GROUP INC CL A 12497T101 835 30,000 SH Shared-Defined 5.7 30,000 CB RICHARD ELLIS GROUP INC CL A 12497T101 3,317 119,147 SH Shared-Defined 5.6 119,147 CBEYONDMUNICATIONS INC COM 149847105 375 9,204 SH Shared-Defined 5.6 9,204 CBL & ASSOC PPTYS INC COM 124830100 1,069 30,500 SH Shared-Defined 5.6 30,500 CBS CORP NEW CL B 124857202 417 13,252 SH Shared-Defined 5.6 13,252 CBS CORP NEW CL B 124857202 169 5,368 SH Shared-Defined 1 5,368 CBS CORP NEW CL A 124857103 143 4,537 SH Shared-Defined 5.6 4,537 CBS CORP NEW CL B 124857202 22,389 710,757 SH Shared-Defined 5.6 710,757 CDN IMPERIAL BK OFMERCE COM 136069101 458 4,595 SH Shared-Defined 1.2 4,595 CDN IMPERIAL BK OFMERCE COM 136069101 858 8,596 SH Shared-Defined 1.2 8,596 CDN IMPERIAL BK OFMERCE COM 136069101 828 8,300 SH Shared-Defined 1 8,300 CDN IMPERIAL BK OFMERCE COM 136069101 16,933 169,348 SH Shared-Defined 5.6 169,348 CEDAR SHOPPING CTRS INC COM NEW 150602209 140 10,300 SH Shared-Defined 5.6 10,300 CELANESE CORP DEL COM SER A 150870103 2,082 53,400 SH Shared-Defined 5.6 53,400 CELESTICA INC SUB VTG SHS 15101Q108 84 13,700 SH Shared-Defined 5.6 13,700 CELGENE CORP COM 151020104 3,922 55,000 SH Shared-Defined 5.7 55,000 CELGENE CORP COM 151020104 10,171 142,626 SH Shared-Defined 5.6 142,626 CELL GENESYS INC COM 150921104 458 120,000 SH Shared-Defined 5.6 120,000 CEMEX S A SPON ADR 5 ORD 151290889 195 6,523 SH Shared-Defined 5.7 6,523 CEMEX S A SPON ADR 5 ORD 151290889 20,370 680,800 SH Shared-Defined 5.6 680,800 CEMEX S A SPON ADR 5 ORD 151290889 20,370 680,800 SH Shared-Defined 5.6 680,800 CEMEX S A SPON ADR 5 ORD 151290889 9,374 313,301 SH Shared-Defined 1 313,301 CEMEX S A SPON ADR 5 ORD 151290889 25,064 837,700 SH Shared-Defined 5.6 837,700 CENTERPOINT ENERGY INC COM 15189T107 2,214 138,131 SH Shared-Defined 5.6 138,131 CENTEX CORP COM 152312104 364 13,700 SH Shared-Defined 1.4 13,700 CENTEX CORP COM 152312104 453 17,034 SH Shared-Defined 1 17,034 CENTEX CORP COM 152312104 25,471 958,624 SH Shared-Defined 5.6 958,624 CENTRAL EUROPEAN DIST CORP COM 153435102 1,064 22,200 SH Shared-Defined 5.6 22,200 CENTRAL EUROPEAN DIST CORP COM 153435102 1,064 22,200 SH Shared-Defined 5.6 22,200 CENTURYTEL INC COM 156700106 588 12,729 SH Shared-Defined 1 12,729 CENTURYTEL INC COM 156700106 430 9,299 SH Shared-Defined 5.6 9,299 CEPHALON INC COM 156708109 7 92 SH Shared-Defined 1 92 CEPHALON INC COM 156708109 1,964 26,882 SH Shared-Defined 5.6 26,882 CERADYNE INC COM 156710105 1,515 20,000 SH Shared-Defined 5.6 20,000 CERIDIAN CORP NEW COM 156779100 8,164 235,000 SH Shared-Defined 1 235,000 CERIDIAN CORP NEW COM 156779100 66 1,892 SH Shared-Defined 5.6 1,892 CERNER CORP COM 156782104 449 7,500 SH Shared-Defined 5.6 7,500 CHARLES RIV LABS INTL INC NOTE 2.250% 6/1 159864AB3 12,850 10,000,000 PRN Shared-Defined 1 10,000,000 CHARLES RIV LABS INTL INC COM 159864107 139 2,478 SH Shared-Defined 5.6 2,478 CHARTER COMMUNICATIONS INC D CL A 16117M107 350 135,700 SH Shared-Defined 5.6 135,700 CHATTEM INC COM 162456107 740 10,500 SH Shared-Defined 5.6 10,500 CHECKFREE CORP NEW COM 162813109 1 26 SH Shared-Defined 1 26 CHECKFREE CORP NEW COM 162813109 2,473 53,143 SH Shared-Defined 5.6 53,143 CHEESECAKE FACTORY INC COM 163072101 92 3,900 SH Shared-Defined 3,900 CHEESECAKE FACTORY INC COM 163072101 1,408 60,000 SH Shared-Defined 5.6 60,000 CHEMED CORP NEW COM 16359R103 1,237 19,900 SH Shared-Defined 5.6 19,900 CHENIERE ENERGY INC COM NEW 16411R208 3 73 SH Shared-Defined 1.4 73 CHESAPEAKE ENERGY CORP COM 165167107 2,521 71,500 SH Shared-Defined 5.7 71,500 CHESAPEAKE ENERGY CORP COM 165167107 88 2,504 SH Shared-Defined 5.6 2,504 CHESAPEAKE ENERGY CORP COM 165167107 329 9,325 SH Shared-Defined 1 9,325 CHESAPEAKE ENERGY CORP COM 165167107 7,541 213,861 SH Shared-Defined 5.6 213,861 CHEVRON CORP NEW COM 166764100 94 1,000 SH Shared-Defined 1.4 1,000 CHEVRON CORP NEW COM 166764100 1,744 18,638 SH Shared-Defined 1.2 18,638 CHEVRON CORP NEW COM 166764100 4,473 47,795 SH Shared-Defined 1.2 47,795 CHEVRON CORP NEW COM 166764100 25,749 275,159 SH Shared-Defined 5.7 275,159 CHEVRON CORP NEW COM 166764100 561 6,000 SH Shared-Defined 6,000 CHEVRON CORP NEW COM 166764100 12 130 SH Shared-Defined 130 CHEVRON CORP NEW COM 166764100 13,880 148,317 SH Shared-Defined 1 148,317 CHEVRON CORP NEW COM 166764100 193 2,060 SH Shared-Defined 5.6 2,060 CHEVRON CORP NEW COM 166764100 261,640 2,795,900 SH Shared-Defined 5.6 2,795,900 CHICOS FAS INC COM 168615102 1,265 90,000 SH Shared-Defined 5.7 90,000 CHICOS FAS INC COM 168615102 114 8,129 SH Shared-Defined 1 8,129 CHICOS FAS INC COM 168615102 2,047 145,663 SH Shared-Defined 1 145,663 CHICOS FAS INC COM 168615102 29,440 2,095,369 SH Shared-Defined 5.6 2,095,369 CHINA FD INC COM 169373107 984 20,000 SH Shared-Defined 1 20,000 CHINA LIFE INS CO LTD SPON ADR REP H 16939P106 1,724 20,000 SH Shared-Defined 5.6 20,000 CHINA MED TECHNOLOGIES INC SPONSORED ADR 169483104 385 9,000 SH Shared-Defined 5.7 9,000 CHINA MED TECHNOLOGIES INC SPONSORED ADR 169483104 537 12,549 SH Shared-Defined 1 12,549 CHINA MOBILE HONG KONG LTD SPONSORED ADR 16941M109 82 1,000 SH Shared-Defined 1 1,000 CHINA MOBILE HONG KONG LTD SPONSORED ADR 16941M109 410 5,000 SH Shared-Defined 5.6 5,000 CHINA PETE & CHEM CORP SPON ADR H SHS 16941R108 299 2,428 SH Shared-Defined 1 2,428 CHINA TECHFAITH WIRLS COMM T SPONSORED ADR 169424108 502 75,000 SH Shared-Defined 5.6 75,000 CHIQUITA BRANDS INTL INC COM 170032809 3,228 203,900 SH Shared-Defined 5.6 203,900 CHOICEPOINT INC COM 170388102 43 1,133 SH Shared-Defined 1.4 1,133 CHOICEPOINT INC COM 170388102 28,819 760,000 SH Shared-Defined 1 760,000 CHOICEPOINT INC COM 170388102 49 1,281 SH Shared-Defined 5.6 1,281 CHUBB CORP COM 171232101 4,559 85,000 SH Shared-Defined 85,000 CHUBB CORP COM 171232101 1,667 31,077 SH Shared-Defined 5.6 31,077 CHUNGHWA TELECOM CO LTD SPONSORED ADR 17133Q205 970 52,508 SH Shared-Defined 5.6 52,508 CHURCH & DWIGHT INC COM 171340102 370 7,875 SH Shared-Defined 5.6 7,875 CIENA CORP COM NEW 171779309 5 142 SH Shared-Defined 1.4 142 CIENA CORP COM NEW 171779309 4,739 124,449 SH Shared-Defined 5.6 124,449 CIENA CORP NOTE 0.875% 6/1 171779AE1 2,260 2,000,000 PRN Shared-Defined 1 2,000,000 CIGNA CORP COM 125509109 771 14,465 SH Shared-Defined 5.6 14,465 CIGNA CORP COM 125509109 106 1,988 SH Shared-Defined 1 1,988 CIGNA CORP COM 125509109 1,909 35,821 SH Shared-Defined 5.6 35,821 CIMAREX ENERGY CO COM 171798101 2,191 58,820 SH Shared-Defined 5.7 58,820 CIMAREX ENERGY CO COM 171798101 1,028 27,585 SH Shared-Defined 5.6 27,585 CINCINNATI BELL INC NEW COM 171871106 519 105,000 SH Shared-Defined 5.6 105,000 CINCINNATI FINL CORP COM 172062101 13 309 SH Shared-Defined 1 309 CINCINNATI FINL CORP COM 172062101 672 15,507 SH Shared-Defined 5.6 15,507 CINTAS CORP COM 172908105 343 9,251 SH Shared-Defined 5.6 9,251 CIRCUIT CITY STORE INC COM 172737108 16 2,000 SH Shared-Defined 1.4 2,000 CIRCUIT CITY STORE INC COM 172737108 1,052 133,000 SH Shared-Defined 5.7 133,000 CIRCUIT CITY STORE INC COM 172737108 812 102,687 SH Shared-Defined 1 102,687 CIRCUIT CITY STORE INC COM 172737108 106 13,437 SH Shared-Defined 5.6 13,437 CISCO SYS INC COM 17275R102 4,887 147,500 SH Shared-Defined 147,500 CISCO SYS INC COM 17275R102 133 4,000 SH Shared-Defined 4,000 CISCO SYS INC COM 17275R102 431 13,000 SH Shared-Defined 1.4 13,000 CISCO SYS INC COM 17275R102 6,885 207,824 SH Shared-Defined 1.3 207,824 CISCO SYS INC COM 17275R102 197 5,957 SH Shared-Defined 1.2 5,957 CISCO SYS INC COM 17275R102 749 22,600 SH Shared-Defined 1.2 22,600 CISCO SYS INC COM 17275R102 1,093 32,980 SH Shared-Defined 1.2 32,980 CISCO SYS INC COM 17275R102 97 2,915 SH Shared-Defined 2,915 CISCO SYS INC COM 17275R102 26,452 798,440 SH Shared-Defined 5.7 798,440 CISCO SYS INC COM 17275R102 243 7,348 SH Shared-Defined 1 7,348 CISCO SYS INC COM 17275R102 30 900 SH Shared-Defined 900 CISCO SYS INC COM 17275R102 186 5,600 SH Shared-Defined 5,600 CISCO SYS INC COM 17275R102 6,890 207,963 SH Shared-Defined 1 207,963 CISCO SYS INC COM 17275R102 285,089 8,610,345 SH Shared-Defined 5.6 8,610,345 CISCO SYS INC COM 17275R102 2,131 64,350 SH Shared-Defined 5.6 64,350 CIT GROUP INC COM 125581108 8 200 SH Shared-Defined 1.4 200 CIT GROUP INC COM 125581108 280 6,963 SH Shared-Defined 1 6,963 CIT GROUP INC COM 125581108 716 17,820 SH Shared-Defined 5.6 17,820 CITADEL BROADCASTING CORP COM 17285T106 16 3,935 SH Shared-Defined 1 3,935 CITADEL BROADCASTING CORP COM 17285T106 46 11,127 SH Shared-Defined 5.6 11,127 CITIGROUP INC COM 172967101 140 3,000 SH Shared-Defined 3,000 CITIGROUP INC COM 172967101 145 3,100 SH Shared-Defined 1.4 3,100 CITIGROUP INC COM 172967101 838 17,950 SH Shared-Defined 1.3 17,950 CITIGROUP INC COM 172967101 51 1,100 SH Shared-Defined 1.2 1,100 CITIGROUP INC COM 172967101 173 3,717 SH Shared-Defined 1.2 3,717 CITIGROUP INC COM 172967101 1,062 22,766 SH Shared-Defined 1.2 22,766 CITIGROUP INC COM 172967101 2,979 63,835 SH Shared-Defined 1.2 63,835 CITIGROUP INC COM 172967101 70 1,500 SH Shared-Defined 1 1,500 CITIGROUP INC COM 172967101 25 529 SH Shared-Defined 529 CITIGROUP INC COM 172967101 24,378 522,342 SH Shared-Defined 5.7 522,342 CITIGROUP INC COM 172967101 152 3,252 SH Shared-Defined 1 3,252 CITIGROUP INC COM 172967101 23 500 SH Shared-Defined 500 CITIGROUP INC COM 172967101 195 4,176 SH Shared-Defined 4,176 CITIGROUP INC COM 172967101 131,256 2,812,430 SH Shared-Defined 1 2,812,430 CITIGROUP INC COM 172967101 257,607 5,519,754 SH Shared-Defined 5.6 5,519,754 CITIZENSMUNICATIONS CO COM 17453B101 818 57,122 SH Shared-Defined 1 57,122 CITIZENSMUNICATIONS CO COM 17453B101 326 22,747 SH Shared-Defined 5.6 22,747 CITRIX SYS INC COM 177376100 428 10,616 SH Shared-Defined 5.6 10,616 CITY NATL CORP COM 178566105 35,453 510,040 SH Shared-Defined 5.6 510,040 CLEAR CHANNELMUNICATIONS COM 184502102 246 6,563 SH Shared-Defined 1 6,563 CLEAR CHANNELMUNICATIONS COM 184502102 1,423 37,998 SH Shared-Defined 5.6 37,998 CLECO CORP NEW COM 12561W105 1,516 60,000 SH Shared-Defined 5.6 60,000 CLEVELAND CLIFFS INC COM 185896107 1,459 16,585 SH Shared-Defined 5.6 16,585 CLOROX CO DEL COM 189054109 335 5,500 SH Shared-Defined 5.7 5,500 CLOROX CO DEL COM 189054109 12,721 208,577 SH Shared-Defined 5.6 208,577 CME GROUP INC COM 12572Q105 2,408 4,100 SH Shared-Defined 5.7 4,100 CME GROUP INC COM 12572Q105 37 63 SH Shared-Defined 1 63 CME GROUP INC COM 12572Q105 8,989 15,305 SH Shared-Defined 5.6 15,305 CMGI INC COM 125750109 0 100 SH Shared-Defined 1.3 100 CMGI INC COM 125750109 0 150 SH Shared-Defined 1.3 150 CMS ENERGY CORP COM 125896100 2,102 124,995 SH Shared-Defined 5.6 124,995 CNOOC LTD SPONSORED ADR 126132109 3 20 SH Shared-Defined 1 20 COACH INC COM 189754104 378 8,000 SH Shared-Defined 5.7 8,000 COACH INC COM 189754104 93 1,964 SH Shared-Defined 1 1,964 COACH INC COM 189754104 109,959 2,326,190 SH Shared-Defined 5.6 2,326,190 COCA COLA CO COM 191216100 23 400 SH Shared-Defined 1.3 400 COCA COLA CO COM 191216100 163 2,840 SH Shared-Defined 1.2 2,840 COCA COLA CO COM 191216100 757 13,180 SH Shared-Defined 1.2 13,180 COCA COLA CO COM 191216100 73 1,275 SH Shared-Defined 1 1,275 COCA COLA CO COM 191216100 29 497 SH Shared-Defined 5.7 497 COCA COLA CO COM 191216100 21,792 379,187 SH Shared-Defined 1 379,187 COCA COLA CO COM 191216100 477 8,300 SH Shared-Defined 5.6 8,300 COCA COLA CO COM 191216100 79,535 1,383,938 SH Shared-Defined 5.6 1,383,938 COCA COLA ENTERPRISES INC COM 191219104 383 15,822 SH Shared-Defined 1 15,822 COCA COLA ENTERPRISES INC COM 191219104 557 22,995 SH Shared-Defined 5.6 22,995 COEUR D ALENE MINES CORP IDA COM 192108108 95 25,000 SH Shared-Defined 1.4 25,000 COGENT COMM GROUP INC COM NEW 19239V302 501 21,470 SH Shared-Defined 5.6 21,470 COGENT INC COM 19239Y108 15 925 SH Shared-Defined 1 925 COGENT INC COM 19239Y108 474 30,200 SH Shared-Defined 5.6 30,200 COGNEX CORP COM 192422103 466 26,250 SH Shared-Defined 5.6 26,250 COGNIZANT TECHNOLOGY SOLUTIO CL A 192446102 1,404 35,200 SH Shared-Defined 5.7 35,200 COGNIZANT TECHNOLOGY SOLUTIO CL A 192446102 1,801 22,576 SH Shared-Defined 5.6 22,576 COGNOS INC COM 19244C109 111 2,690 SH Shared-Defined 2,690 COGNOS INC COM 19244C109 10,566 255,456 SH Shared-Defined 5.6 255,456 COINMACH SVC CORP CL A 19259W206 1,962 163,650 SH Shared-Defined 1 163,650 COLGATE PALMOLIVE CO COM 194162103 456 6,398 SH Shared-Defined 6,398 COLGATE PALMOLIVE CO COM 194162103 21,011 294,595 SH Shared-Defined 5.7 294,595 COLGATE PALMOLIVE CO COM 194162103 2,859 40,091 SH Shared-Defined 1 40,091 COLGATE PALMOLIVE CO COM 194162103 545 7,640 SH Shared-Defined 5.6 7,640 COLGATE PALMOLIVE CO COM 194162103 4,006 56,173 SH Shared-Defined 5.6 56,173 COLLECTIVE BRANDS INC COM 19421W100 331 15,000 SH Shared-Defined 5.6 15,000 COLONIAL BANCGROUP INC COM 195493309 1,765 81,643 SH Shared-Defined 5.6 81,643 COLONIAL PPTYS TR COM SH BEN INT 195872106 2,044 59,600 SH Shared-Defined 5.6 59,600 COMCAST CORP NEW CL A 20030N101 253 10,463 SH Shared-Defined 1.3 10,463 COMCAST CORP NEW CL A 20030N101 110,750 4,580,219 SH Shared-Defined 5.6 4,580,219 COMCAST CORP NEW CL A SPL 20030N200 8,951 373,584 SH Shared-Defined 5.6 373,584 COMERICA INC COM 200340107 48 934 SH Shared-Defined 1 934 COMERICA INC COM 200340107 668 13,031 SH Shared-Defined 5.6 13,031 COMMERCE BANCORP INC NJ COM 200519106 644 16,600 SH Shared-Defined 16,600 COMMERCE BANCORP INC NJ COM 200519106 154 3,959 SH Shared-Defined 1 3,959 COMMERCE BANCORP INC NJ COM 200519106 580 14,950 SH Shared-Defined 5.6 14,950 COMMERCIAL METALS CO COM 201723103 554 17,500 SH Shared-Defined 5.6 17,500 COMMUNITY HEALTH SYS INC NEW COM 203668108 980 31,178 SH Shared-Defined 5.6 31,178 COMPANHIA BRASILEIRA DE DIST SPON ADR PFD 20440T201 68 2,252 SH Shared-Defined 1.4 2,252 COMPANHIA BRASILEIRA DE DIST SPON ADR PFD 20440T201 18,886 622,900 SH Shared-Defined 5.6 622,900 COMPANHIA BRASILEIRA DE DIST SPON ADR PFD 20440T201 18,886 622,900 SH Shared-Defined 5.6 622,900 COMPANHIA BRASILEIRA DE DIST SPON ADR PFD 20440T201 8,615 284,132 SH Shared-Defined 5.6 284,132 COMPANHIA DE BEBIDAS DAS AME SPONSORED ADR 20441W104 95 1,338 SH Shared-Defined 1 1,338 COMPANHIA DE BEBIDAS DAS AME SPON ADR PFD 20441W203 22 300 SH Shared-Defined 1 300 COMPANHIA DE BEBIDAS DAS AME SPON ADR PFD 20441W203 22,802 311,800 SH Shared-Defined 5.6 311,800 COMPANHIA DE BEBIDAS DAS AME SPON ADR PFD 20441W203 22,802 311,800 SH Shared-Defined 5.6 311,800 COMPANHIA DE BEBIDAS DAS AME SPON ADR PFD 20441W203 1,120 15,319 SH Shared-Defined 1 15,319 COMPANHIA DE BEBIDAS DAS AME SPON ADR PFD 20441W203 27,568 376,969 SH Shared-Defined 5.6 376,969 COMPANHIA DE BEBIDAS DAS AME SPONSORED ADR 20441W104 15,262 215,600 SH Shared-Defined 5.6 215,600 COMPANHIA DE SANEAMENTO BASI SPONSORED ADR 20441A102 7,944 160,800 SH Shared-Defined 5.6 160,800 COMPANHIA ENERGETICA DE MINA SP ADR N-V PFD 204409601 70 3,260 SH Shared-Defined 1.4 3,260 COMPANHIA ENERGETICA DE MINA SP ADR N-V PFD 204409601 17,064 800,000 SH Shared-Defined 5.7 800,000 COMPANHIA ENERGETICA DE MINA SP ADR N-V PFD 204409601 447 20,968 SH Shared-Defined 1 20,968 COMPANHIA ENERGETICA DE MINA SP ADR N-V PFD 204409601 8,148 382,000 SH Shared-Defined 5.6 382,000 COMPANHIA PARANAENSE ENERG C SPON ADR PFD 20441B407 4,404 276,100 SH Shared-Defined 5.6 276,100 COMPANHIA PARANAENSE ENERG C SPON ADR PFD 20441B407 4,404 276,100 SH Shared-Defined 5.6 276,100 COMPANHIA PARANAENSE ENERG C SPON ADR PFD 20441B407 893 56,000 SH Shared-Defined 5.6 56,000 COMPANHIA SIDERURGICA NACION SPONSORED ADR 20440W105 1,608 22,798 SH Shared-Defined 1 22,798 COMPANHIA SIDERURGICA NACION SPONSORED ADR 20440W105 26,274 372,570 SH Shared-Defined 5.6 372,570 COMPANHIA VALE DO RIO DOCE SPONSORED ADR 204412209 424 12,500 SH Shared-Defined 1.4 12,500 COMPANHIA VALE DO RIO DOCE SPONSORED ADR 204412209 343 10,113 SH Shared-Defined 1 10,113 COMPANHIA VALE DO RIO DOCE SPON ADR PFD 204412100 76,307 2,682,130 SH Shared-Defined 5.6 2,682,130 COMPANHIA VALE DO RIO DOCE SPON ADR PFD 204412100 76,307 2,682,130 SH Shared-Defined 5.6 2,682,130 COMPANHIA VALE DO RIO DOCE SPONSORED ADR 204412209 14,709 433,500 SH Shared-Defined 5.6 433,500 COMPANHIA VALE DO RIO DOCE SPON ADR PFD 204412100 79,669 2,800,318 SH Shared-Defined 5.6 2,800,318 COMPANIA CERVECERIAS UNIDAS SPONSORED ADR 204429104 54 1,400 SH Shared-Defined 5.6 1,400 COMPANIA CERVECERIAS UNIDAS SPONSORED ADR 204429104 54 1,400 SH Shared-Defined 5.6 1,400 COMPANIA CERVECERIAS UNIDAS SPONSORED ADR 204429104 4,878 126,700 SH Shared-Defined 5.6 126,700 COMPANIA DE MINAS BUENAVENTU SPONSORED ADR 204448104 1,519 31,800 SH Shared-Defined 5.6 31,800 COMPANIA DE MINAS BUENAVENTU SPONSORED ADR 204448104 1,519 31,800 SH Shared-Defined 5.6 31,800 COMPANIA DE MINAS BUENAVENTU SPONSORED ADR 204448104 995 20,826 SH Shared-Defined 1 20,826 COMPANIA DE MINAS BUENAVENTU SPONSORED ADR 204448104 29,985 627,570 SH Shared-Defined 5.6 627,570 COMPANIA DE TELECOMUNICS CHI SPON ADR NEW 204449300 1,121 136,230 SH Shared-Defined 5.6 136,230 COMPTON PETE CORP COM 204940100 421 45,000 SH Shared-Defined 5.6 45,000 COMPUTER SCIENCES CORP COM 205363104 1,314 23,500 SH Shared-Defined 1.2 23,500 COMPUTER SCIENCES CORP COM 205363104 3,245 58,046 SH Shared-Defined 1.2 58,046 COMPUTER SCIENCES CORP COM 205363104 9,929 177,615 SH Shared-Defined 5.7 177,615 COMPUTER SCIENCES CORP COM 205363104 424 7,585 SH Shared-Defined 5.6 7,585 COMPUTER SCIENCES CORP COM 205363104 199 3,566 SH Shared-Defined 1 3,566 COMPUTER SCIENCES CORP COM 205363104 106,742 1,909,523 SH Shared-Defined 5.6 1,909,523 COMPUWARE CORP COM 205638109 15 1,904 SH Shared-Defined 1 1,904 COMPUWARE CORP COM 205638109 2,344 292,274 SH Shared-Defined 5.6 292,274 COMSTOCK RES INC COM NEW 205768203 1,850 60,000 SH Shared-Defined 5.6 60,000 COMVERGE INC COM 205859101 357 10,850 SH Shared-Defined 5.6 10,850 CONAGRA FOODS INC COM 205887102 587 22,447 SH Shared-Defined 1 22,447 CONAGRA FOODS INC COM 205887102 7,006 268,132 SH Shared-Defined 5.6 268,132 CONOCOPHILLIPS COM 20825C104 1,808 20,600 SH Shared-Defined 20,600 CONOCOPHILLIPS COM 20825C104 18 200 SH Shared-Defined 200 CONOCOPHILLIPS COM 20825C104 61 700 SH Shared-Defined 1.4 700 CONOCOPHILLIPS COM 20825C104 34 386 SH Shared-Defined 1.2 386 CONOCOPHILLIPS COM 20825C104 1,393 15,872 SH Shared-Defined 1.2 15,872 CONOCOPHILLIPS COM 20825C104 18 200 SH Shared-Defined 1 200 CONOCOPHILLIPS COM 20825C104 27,603 314,490 SH Shared-Defined 5.7 314,490 CONOCOPHILLIPS COM 20825C104 70 800 SH Shared-Defined 800 CONOCOPHILLIPS COM 20825C104 789 8,985 SH Shared-Defined 8,985 CONOCOPHILLIPS COM 20825C104 14,907 169,842 SH Shared-Defined 1 169,842 CONOCOPHILLIPS COM 20825C104 931 10,610 SH Shared-Defined 5.6 10,610 CONOCOPHILLIPS COM 20825C104 55,332 630,426 SH Shared-Defined 5.6 630,426 CONSECO INC COM NEW 208464883 592 37,000 SH Shared-Defined 5.7 37,000 CONSECO INC COM NEW 208464883 152 9,500 SH Shared-Defined 5.6 9,500 CONSOL ENERGY INC COM 20854P109 101 2,177 SH Shared-Defined 1 2,177 CONSOL ENERGY INC COM 20854P109 516 11,071 SH Shared-Defined 5.6 11,071 CONSOLIDATED EDISON INC COM 209115104 6,152 132,882 SH Shared-Defined 1 132,882 CONSOLIDATED EDISON INC COM 209115104 14,289 308,626 SH Shared-Defined 5.6 308,626 CONSTELLATION BRANDS INC CL A 21036P108 69 2,842 SH Shared-Defined 1 2,842 CONSTELLATION BRANDS INC CL A 21036P108 481 19,866 SH Shared-Defined 5.6 19,866 CONSTELLATION ENERGY GROUP I COM 210371100 10,492 122,300 SH Shared-Defined 5.7 122,300 CONSTELLATION ENERGY GROUP I COM 210371100 87,441 1,019,249 SH Shared-Defined 5.6 1,019,249 CONTINENTAL AIRLS INC CL B 210795308 1,273 38,543 SH Shared-Defined 1 38,543 CONVERGYS CORP COM 212485106 430 24,754 SH Shared-Defined 5.6 24,754 CON-WAY INC COM 205944101 805 17,500 SH Shared-Defined 5.6 17,500 COOPER COS INC COM NEW 216648402 3,145 60,000 SH Shared-Defined 5.7 60,000 COPART INC COM 217204106 602 17,500 SH Shared-Defined 5.6 17,500 COREL CORP NEW COM 21869X103 856 65,460 SH Shared-Defined 5.6 65,460 CORNING INC COM 219350105 1,144 46,400 SH Shared-Defined 46,400 CORNING INC COM 219350105 148 6,000 SH Shared-Defined 1.4 6,000 CORNING INC COM 219350105 110 4,455 SH Shared-Defined 4,455 CORNING INC COM 219350105 7,402 300,265 SH Shared-Defined 5.7 300,265 CORNING INC COM 219350105 1,550 62,885 SH Shared-Defined 5.6 62,885 CORNING INC COM 219350105 117,018 4,747,196 SH Shared-Defined 5.6 4,747,196 CORPORATE EXECUTIVE BRD CO COM 21988R102 1,040 14,010 SH Shared-Defined 5.7 14,010 CORPORATE EXECUTIVE BRD CO COM 21988R102 2,079 28,000 SH Shared-Defined 5.6 28,000 CORUS ENTERTAINMENT INC COM CL B NON VT 220874101 237 5,000 SH Shared-Defined 5.6 5,000 COSTCO WHSL CORP NEW COM 22160K105 174 2,829 SH Shared-Defined 1 2,829 COSTCO WHSL CORP NEW COM 22160K105 12,706 207,042 SH Shared-Defined 5.6 207,042 COTT CORP QUE COM 22163N106 95 12,000 SH Shared-Defined 5.6 12,000 COUNTRYWIDE FINANCIAL CORP COM 222372104 53 2,800 SH Shared-Defined 1.4 2,800 COUNTRYWIDE FINANCIAL CORP COM 222372104 14 750 SH Shared-Defined 1 750 COUNTRYWIDE FINANCIAL CORP COM 222372104 576 30,297 SH Shared-Defined 1 30,297 COUNTRYWIDE FINANCIAL CORP COM 222372104 1,436 75,513 SH Shared-Defined 5.6 75,513 COUSINS PPTYS INC COM 222795106 109 3,700 SH Shared-Defined 5.6 3,700 COVANCE INC COM 222816100 655 8,412 SH Shared-Defined 5.6 8,412 COVENTRY HEALTH CARE INC COM 222862104 15,322 246,296 SH Shared-Defined 5.6 246,296 CRANE CO COM 224399105 576 12,000 SH Shared-Defined 5.6 12,000 CRESUD S A C I F Y A SPONSORED ADR 226406106 1,292 56,860 SH Shared-Defined 5.6 56,860 CROCS INC COM 227046109 1,412 21,000 SH Shared-Defined 5.6 21,000 CROSSTEX ENERGY INC COM 22765Y104 1,020 26,913 SH Shared-Defined 5.7 26,913 CROSSTEX ENERGY L P COM 22765U102 1,686 48,888 SH Shared-Defined 5.7 48,888 CROWN CASTLE INTL CORP COM 228227104 2,032 50,024 SH Shared-Defined 5.6 50,024 CROWN HOLDINGS INC COM 228368106 512 22,500 SH Shared-Defined 5.6 22,500 CSG SYS INTL INC COM 126349109 425 20,000 SH Shared-Defined 5.6 20,000 CSX CORP COM 126408103 8,546 200,000 SH Shared-Defined 1.4 200,000 CSX CORP COM 126408103 18,103 423,666 SH Shared-Defined 1 423,666 CSX CORP COM 126408103 3,985 93,259 SH Shared-Defined 5.6 93,259 CTRIP COM INTL LTD ADR 22943F100 1,088 21,000 SH Shared-Defined 5.7 21,000 CTRIP COM INTL LTD ADR 22943F100 1,999 38,600 SH Shared-Defined 5.6 38,600 CTRIP COM INTL LTD ADR 22943F100 1,999 38,600 SH Shared-Defined 5.6 38,600 CUBIST PHARMACEUTICALS INC COM 229678107 254 12,000 SH Shared-Defined 5.7 12,000 CUMMINS INC COM 231021106 12 90 SH Shared-Defined 5.7 90 CUMMINS INC COM 231021106 407 3,183 SH Shared-Defined 5.6 3,183 CUMMINS INC COM 231021106 177 1,382 SH Shared-Defined 1 1,382 CUMMINS INC COM 231021106 141 1,100 SH Shared-Defined 5.6 1,100 CUMMINS INC COM 231021106 1,519 11,874 SH Shared-Defined 5.6 11,874 CUTERA INC COM 232109108 17,885 682,390 SH Shared-Defined 1.4 682,390 CVS CORP COM 126650100 6,356 160,392 SH Shared-Defined 1.3 160,392 CVS CORP COM 126650100 1,645 41,500 SH Shared-Defined 1.2 41,500 CVS CORP COM 126650100 3,858 97,360 SH Shared-Defined 1.2 97,360 CVS CORP COM 126650100 10,118 255,318 SH Shared-Defined 5.7 255,318 CVS CORP COM 126650100 18,481 466,345 SH Shared-Defined 5.6 466,345 CYMER INC COM 232572107 672 17,500 SH Shared-Defined 5.6 17,500 CYPRESS BIOSCIENCES INC COM PAR $.02 232674507 1,539 112,400 SH Shared-Defined 5.6 112,400 CYPRESS SEMICONDUCTOR CORP COM 232806109 233 7,970 SH Shared-Defined 1 7,970 CYPRESS SEMICONDUCTOR CORP COM 232806109 1,972 67,500 SH Shared-Defined 5.6 67,500 CYTEC INDS INC COM 232820100 838 12,250 SH Shared-Defined 5.6 12,250 CYTORI THERAPEUTICS INC COM 23283K105 12 2,000 SH Shared-Defined 2,000 CYTORI THERAPEUTICS INC COM 23283K105 24 4,000 SH Shared-Defined 4,000 CYTYC CORP COM 232946103 19,668 412,769 SH Shared-Defined 1 412,769 CYTYC CORP COM 232946103 4,342 91,125 SH Shared-Defined 5.6 91,125 D R HORTON INC COM 23331A109 434 33,850 SH Shared-Defined 1.4 33,850 D R HORTON INC COM 23331A109 430 33,542 SH Shared-Defined 5.6 33,542 D R HORTON INC COM 23331A109 363 28,335 SH Shared-Defined 1 28,335 D R HORTON INC COM 23331A109 28,512 2,225,731 SH Shared-Defined 5.6 2,225,731 DANAHER CORP DEL NOTE 1/2 235851AF9 39,585 32,844 PRN Shared-Defined 5.6 32,844 DANAHER CORP DEL COM 235851102 124 1,500 SH Shared-Defined 1.3 1,500 DANAHER CORP DEL COM 235851102 1,667 20,152 SH Shared-Defined 5.6 20,152 DANAHER CORP DEL COM 235851102 2,415 29,200 SH Shared-Defined 5.6 29,200 DARDEN RESTAURANTS INC COM 237194105 197 4,702 SH Shared-Defined 1 4,702 DARDEN RESTAURANTS INC COM 237194105 1,051 25,106 SH Shared-Defined 5.6 25,106 DAVITA INC COM 23918K108 130 2,054 SH Shared-Defined 5.6 2,054 DCT INDUSTRIAL TRUST INC COM 233153105 838 80,000 SH Shared-Defined 5.6 80,000 DEAN FOODS CO NEW COM 242370104 435 17,002 SH Shared-Defined 5.6 17,002 DEAN FOODS CO NEW COM 242370104 316 12,370 SH Shared-Defined 1 12,370 DEAN FOODS CO NEW COM 242370104 18,239 713,025 SH Shared-Defined 5.6 713,025 DEERE & CO COM 244199105 742 5,000 SH Shared-Defined 5.7 5,000 DEERE & CO COM 244199105 53,311 359,189 SH Shared-Defined 5.6 359,189 DEERE & CO COM 244199105 134 900 SH Shared-Defined 5.6 900 DEL MONTE FOODS CO COM 24522P103 1,166 111,000 SH Shared-Defined 5.6 111,000 DELL INC COM 24702R101 1,145 41,500 SH Shared-Defined 41,500 DELL INC COM 24702R101 138 5,000 SH Shared-Defined 5,000 DELL INC COM 24702R101 157 5,700 SH Shared-Defined 1.4 5,700 DELL INC COM 24702R101 7 249 SH Shared-Defined 1.2 249 DELL INC COM 24702R101 38 1,389 SH Shared-Defined 1.2 1,389 DELL INC COM 24702R101 1,588 57,545 SH Shared-Defined 1.2 57,545 DELL INC COM 24702R101 552 20,000 SH Shared-Defined 5.7 20,000 DELL INC COM 24702R101 17 600 SH Shared-Defined 600 DELL INC COM 24702R101 1,485 53,787 SH Shared-Defined 5.6 53,787 DELL INC COM 24702R101 22,737 823,815 SH Shared-Defined 1 823,815 DELL INC COM 24702R101 174 6,300 SH Shared-Defined 5.6 6,300 DELL INC COM 24702R101 83,085 3,010,312 SH Shared-Defined 5.6 3,010,312 DENBURY RES INC COM NEW 247916208 631 14,120 SH Shared-Defined 5.6 14,120 DENISON MINES CORP COM 248356107 14 1,250 SH Shared-Defined 1,250 DENTSPLY INTL INC NEW COM 249030107 0 12 SH Shared-Defined 1 12 DENTSPLY INTL INC NEW COM 249030107 706 16,962 SH Shared-Defined 5.6 16,962 DESARROLLADORA HOMEX S A DE SPONSORED ADR 25030W100 6,238 112,400 SH Shared-Defined 5.6 112,400 DESARROLLADORA HOMEX S A DE SPONSORED ADR 25030W100 6,238 112,400 SH Shared-Defined 5.6 112,400 DEVELOPERS DIVERSIFIED RLTY COM 251591103 1,166 20,875 SH Shared-Defined 5.6 20,875 DEVELOPERS DIVERSIFIED RLTY NOTE 3.000% 3/1 251591AS2 6,118 6,500,000 PRN Shared-Defined 1 6,500,000 DEVON ENERGY CORP NEW DEB 4.900% 8/1 25179MAA1 30,137 17,226 PRN Shared-Defined 5.6 17,226 DEVON ENERGY CORP NEW COM 25179M103 26 318 SH Shared-Defined 1.2 318 DEVON ENERGY CORP NEW COM 25179M103 1,102 13,250 SH Shared-Defined 1.2 13,250 DEVON ENERGY CORP NEW COM 25179M103 9,402 113,000 SH Shared-Defined 5.7 113,000 DEVON ENERGY CORP NEW COM 25179M103 17,491 210,232 SH Shared-Defined 5.6 210,232 DIAGEO P L C SPON ADR NEW 25243Q205 1,079 12,300 SH Shared-Defined 5.6 12,300 DIAMOND OFFSHORE DRILLING IN COM 25271C102 23 200 SH Shared-Defined 1 200 DIAMOND OFFSHORE DRILLING IN COM 25271C102 906 8,000 SH Shared-Defined 5.7 8,000 DIAMOND OFFSHORE DRILLING IN COM 25271C102 16,298 143,858 SH Shared-Defined 5.6 143,858 DIAMONDROCK HOSPITALITY CO COM 252784301 4,125 236,906 SH Shared-Defined 5.7 236,906 DIAMONDROCK HOSPITALITY CO COM 252784301 158 9,100 SH Shared-Defined 5.6 9,100 DICKS SPORTING GOODS INC COM 253393102 2,928 43,600 SH Shared-Defined 5.6 43,600 DIGITAL RIV INC COM 25388B104 13 300 SH Shared-Defined 1.4 300 DIGITAL RLTY TR INC COM 253868103 158 4,000 SH Shared-Defined 5.6 4,000 DILLARDS INC CL A 254067101 238 10,916 SH Shared-Defined 5.6 10,916 DIONEX CORP COM 254546104 2,694 33,900 SH Shared-Defined 5.6 33,900 DIRECTED ELECTRONICS INC COM 254575103 986 247,185 SH Shared-Defined 1 247,185 DIRECTV GROUP INC COM 25459L106 8,024 330,478 SH Shared-Defined 5.7 330,478 DIRECTV GROUP INC COM 25459L106 16,115 663,698 SH Shared-Defined 5.6 663,698 DISCOVER FINL SVCS COM 254709108 129 6,200 SH Shared-Defined 1.3 6,200 DISCOVER FINL SVCS COM 254709108 2 100 SH Shared-Defined 5.7 100 DISCOVER FINL SVCS COM 254709108 847 40,739 SH Shared-Defined 1 40,739 DISCOVER FINL SVCS COM 254709108 936 45,024 SH Shared-Defined 5.6 45,024 DISCOVERY HOLDING CO CL A COM 25468Y107 0 16 SH Shared-Defined 1 16 DISCOVERY HOLDING CO CL A COM 25468Y107 54 1,882 SH Shared-Defined 5.6 1,882 DISNEY WALT CO NOTE 2.125% 4/1 254687AU0 62,715 51,923 PRN Shared-Defined 5.6 51,923 DISNEY WALT CO COM DISNEY 254687106 7,778 226,183 SH Shared-Defined 5.7 226,183 DISNEY WALT CO COM DISNEY 254687106 412 11,984 SH Shared-Defined 5.6 11,984 DISNEY WALT CO COM DISNEY 254687106 1,463 42,546 SH Shared-Defined 1 42,546 DISNEY WALT CO COM DISNEY 254687106 492 14,300 SH Shared-Defined 5.6 14,300 DISNEY WALT CO COM DISNEY 254687106 105,078 3,055,484 SH Shared-Defined 5.6 3,055,484 DIVX INC COM 255413106 1,157 77,820 SH Shared-Defined 5.6 77,820 DOBSON COMMUNICATIONS CORP CL A 256069105 1 40 SH Shared-Defined 5.6 40 DOLLAR THRIFTY AUTOMOTIVE GP COM 256743105 20 584 SH Shared-Defined 1.4 584 DOMINION RES INC VA NEW COM 25746U109 1,996 23,677 SH Shared-Defined 1 23,677 DOMINION RES INC VA NEW COM 25746U109 6,397 75,884 SH Shared-Defined 5.6 75,884 DOMTARCORP COM 257559104 74 9,000 SH Shared-Defined 5.6 9,000 DOMTARCORP COM 257559104 458 55,905 SH Shared-Defined 5.6 55,905 DONNELLEY R R & SONS CO COM 257867101 0 9 SH Shared-Defined 1.4 9 DONNELLEY R R & SONS CO COM 257867101 18,107 495,260 SH Shared-Defined 5.6 495,260 DOVER CORP COM 260003108 65,040 1,276,548 SH Shared-Defined 5.6 1,276,548 DOW CHEM CO COM 260543103 13 300 SH Shared-Defined 1.4 300 DOW CHEM CO COM 260543103 11,514 267,389 SH Shared-Defined 5.7 267,389 DOW CHEM CO COM 260543103 30 700 SH Shared-Defined 700 DOW CHEM CO COM 260543103 7,302 169,572 SH Shared-Defined 1 169,572 DOW CHEM CO COM 260543103 24,527 569,590 SH Shared-Defined 5.6 569,590 DOW JONES & CO INC COM 260561105 1,918 32,124 SH Shared-Defined 5.6 32,124 DR REDDYS LABS LTD ADR 256135203 6,848 418,600 SH Shared-Defined 5.6 418,600 DREAMWORKS ANIMATION SKG INC CL A 26153C103 642 19,200 SH Shared-Defined 5.6 19,200 DRESSER-RAND GROUP INC COM 261608103 21,291 498,500 SH Shared-Defined 5.6 498,500 DRS TECHNOLOGIES INC COM 23330X100 11 200 SH Shared-Defined 1.4 200 DRS TECHNOLOGIES INC COM 23330X100 1,654 30,000 SH Shared-Defined 5.7 30,000 DST SYS INC DEL COM 233326107 57 664 SH Shared-Defined 5.6 664 DTE ENERGY CO COM 233331107 136 2,808 SH Shared-Defined 1 2,808 DTE ENERGY CO COM 233331107 68 1,401 SH Shared-Defined 1 1,401 DTE ENERGY CO COM 233331107 4,399 90,809 SH Shared-Defined 5.6 90,809 DU PONT E I DE NEMOURS & CO COM 263534109 28 558 SH Shared-Defined 558 DU PONT E I DE NEMOURS & CO COM 263534109 11 230 SH Shared-Defined 1.2 230 DU PONT E I DE NEMOURS & CO COM 263534109 31 630 SH Shared-Defined 1.2 630 DU PONT E I DE NEMOURS & CO COM 263534109 75 1,520 SH Shared-Defined 1.2 1,520 DU PONT E I DE NEMOURS & CO COM 263534109 294 5,940 SH Shared-Defined 1.2 5,940 DU PONT E I DE NEMOURS & CO COM 263534109 714 14,400 SH Shared-Defined 1.2 14,400 DU PONT E I DE NEMOURS & CO COM 263534109 32 638 SH Shared-Defined 638 DU PONT E I DE NEMOURS & CO COM 263534109 1,466 29,572 SH Shared-Defined 1 29,572 DU PONT E I DE NEMOURS & CO COM 263534109 9,445 190,584 SH Shared-Defined 5.6 190,584 DUKE ENERGY CORP NEW COM 26441C105 4 200 SH Shared-Defined 5.7 200 DUKE ENERGY CORP NEW COM 26441C105 3,287 175,868 SH Shared-Defined 1 175,868 DUKE ENERGY CORP NEW COM 26441C105 4,728 252,954 SH Shared-Defined 5.6 252,954 DUKE REALTY CORP COM NEW 264411505 1,014 29,978 SH Shared-Defined 5.6 29,978 DYNEGY INC DEL CL A 26817G102 171 18,546 SH Shared-Defined 1 18,546 DYNEGY INC DEL CL A 26817G102 258 27,940 SH Shared-Defined 5.6 27,940 E M C CORP MASS COM 268648102 208 10,000 SH Shared-Defined 1.4 10,000 E M C CORP MASS COM 268648102 8 400 SH Shared-Defined 1 400 E M C CORP MASS COM 268648102 12,906 620,500 SH Shared-Defined 5.7 620,500 E M C CORP MASS COM 268648102 82,240 3,953,851 SH Shared-Defined 5.6 3,953,851 E TRADE FINANCIAL CORP COM 269246104 129 9,853 SH Shared-Defined 1.4 9,853 E TRADE FINANCIAL CORP COM 269246104 545 41,754 SH Shared-Defined 1 41,754 E TRADE FINANCIAL CORP COM 269246104 2,905 222,451 SH Shared-Defined 5.6 222,451 EAST WEST BANCORP INC COM 27579R104 1,888 52,500 SH Shared-Defined 5.6 52,500 EASTGROUP PPTY INC COM 277276101 91 2,000 SH Shared-Defined 5.6 2,000 EASTMAN CHEM CO COM 277432100 336 5,039 SH Shared-Defined 1 5,039 EASTMAN CHEM CO COM 277432100 783 11,735 SH Shared-Defined 5.6 11,735 EASTMAN KODAK CO COM 277461109 8 300 SH Shared-Defined 5.7 300 EASTMAN KODAK CO COM 277461109 6,763 252,731 SH Shared-Defined 1 252,731 EASTMAN KODAK CO COM 277461109 657 24,556 SH Shared-Defined 5.6 24,556 EATON CORP COM 278058102 50 500 SH Shared-Defined 500 EATON CORP COM 278058102 458 4,627 SH Shared-Defined 5.6 4,627 EATON CORP COM 278058102 50 503 SH Shared-Defined 1 503 EATON CORP COM 278058102 36,139 364,893 SH Shared-Defined 5.6 364,893 EBAY INC COM 278642103 3,219 82,500 SH Shared-Defined 82,500 EBAY INC COM 278642103 20 500 SH Shared-Defined 1.4 500 EBAY INC COM 278642103 19 485 SH Shared-Defined 1.2 485 EBAY INC COM 278642103 771 19,747 SH Shared-Defined 1.2 19,747 EBAY INC COM 278642103 12 300 SH Shared-Defined 300 EBAY INC COM 278642103 9,784 250,743 SH Shared-Defined 5.7 250,743 EBAY INC COM 278642103 12,420 318,288 SH Shared-Defined 1 318,288 EBAY INC COM 278642103 121 3,100 SH Shared-Defined 5.6 3,100 EBAY INC COM 278642103 18,937 485,322 SH Shared-Defined 5.6 485,322 ECHOSTAR COMMUNICATIONS NEW CL A 278762109 8,426 180,000 SH Shared-Defined 5.7 180,000 ECHOSTAR COMMUNICATIONS NEW CL A 278762109 449 9,596 SH Shared-Defined 5.6 9,596 ECHOSTAR COMMUNICATIONS NEW CL A 278762109 1 21 SH Shared-Defined 1 21 ECHOSTAR COMMUNICATIONS NEW CL A 278762109 95 2,040 SH Shared-Defined 5.6 2,040 ECOLAB INC COM 278865100 5,792 122,702 SH Shared-Defined 5.6 122,702 EDAP TMS S A SPONSORED ADR 268311107 66 11,500 SH Shared-Defined 11,500 EDISON INTL COM 281020107 660 11,900 SH Shared-Defined 11,900 EDISON INTL COM 281020107 1,213 21,870 SH Shared-Defined 1 21,870 EDISON INTL COM 281020107 2,418 43,605 SH Shared-Defined 5.6 43,605 EL PASO CORP COM 28336L109 138 8,146 SH Shared-Defined 1 8,146 EL PASO CORP COM 28336L109 102,280 6,027,112 SH Shared-Defined 5.6 6,027,112 ELDORADO GOLD CORP NEW COM 284902103 1,483 240,000 SH Shared-Defined 5.6 240,000 ELECTRO SCIENTIFIC INDS COM 285229100 708 29,543 SH Shared-Defined 29,543 ELECTRO SCIENTIFIC INDS COM 285229100 2,982 124,457 SH Shared-Defined 124,457 ELECTROGLAS INC COM 285324109 131 57,092 SH Shared-Defined 57,092 ELECTROGLAS INC COM 285324109 553 240,516 SH Shared-Defined 240,516 ELECTRONIC ARTS INC COM 285512109 212 3,793 SH Shared-Defined 1 3,793 ELECTRONIC ARTS INC COM 285512109 91,621 1,636,390 SH Shared-Defined 5.6 1,636,390 ELECTRONIC DATA SYS NEW COM 285661104 2,153 98,576 SH Shared-Defined 5.6 98,576 ELECTRONIC DATA SYS NEW COM 285661104 14,724 674,172 SH Shared-Defined 1 674,172 ELECTRONIC DATA SYS NEW COM 285661104 23,843 1,091,708 SH Shared-Defined 5.6 1,091,708 ELECTRONICS FOR IMAGING INC COM 286082102 1,598 59,500 SH Shared-Defined 5.6 59,500 EM C CORP MASS NOTE 1.750%12/0 268648AM4 12,904 9,000,000 PRN Shared-Defined 1 9,000,000 EMBOTELLADORA ANDINA S A SPON ADR B 29081P303 1,930 103,600 SH Shared-Defined 5.6 103,600 EMBRAER-EMPRESA BRASILEIRA D SP ADR PFD SHS 29081M102 35 800 SH Shared-Defined 1 800 EMBRAER-EMPRESA BRASILEIRA D SP ADR PFD SHS 29081M102 9,870 224,737 SH Shared-Defined 1 224,737 EMBRAER-EMPRESA BRASILEIRA D SP ADR PFD SHS 29081M102 6,267 142,693 SH Shared-Defined 5.6 142,693 EMERSON ELEC CO COM 291011104 4,624 86,884 SH Shared-Defined 1.3 86,884 EMERSON ELEC CO COM 291011104 26 480 SH Shared-Defined 1.2 480 EMERSON ELEC CO COM 291011104 6 109 SH Shared-Defined 5.7 109 EMERSON ELEC CO COM 291011104 26 480 SH Shared-Defined 480 EMERSON ELEC CO COM 291011104 16 301 SH Shared-Defined 1 301 EMERSON ELEC CO COM 291011104 117,861 2,214,598 SH Shared-Defined 5.6 2,214,598 EMPRESA NACIONAL DE ELCTRCID SPONSORED ADR 29244T101 1,426 33,200 SH Shared-Defined 5.6 33,200 EMPRESAS ICA S A DE CV SPONS ADR NEW 292448206 6,084 253,496 SH Shared-Defined 5.6 253,496 EMULEX CORP COM NEW 292475209 1,812 94,500 SH Shared-Defined 5.6 94,500 ENBRIDGE INC COM 29250N105 1,811 49,398 SH Shared-Defined 5.6 49,398 ENCANA CORP COM 292505104 1,877 30,400 SH Shared-Defined 30,400 ENCANA CORP COM 292505104 43 700 SH Shared-Defined 1.4 700 ENCANA CORP COM 292505104 453 7,340 SH Shared-Defined 1.2 7,340 ENCANA CORP COM 292505104 1,411 22,859 SH Shared-Defined 1.2 22,859 ENCANA CORP COM 292505104 22 350 SH Shared-Defined 350 ENCANA CORP COM 292505104 62 1,000 SH Shared-Defined 1 1,000 ENCANA CORP COM 292505104 3,917 63,288 SH Shared-Defined 5.6 63,288 ENCORE WIRE CORP COM 292562105 8 300 SH Shared-Defined 1.4 300 ENDO PHARMACEUTICALS HLDGS I COM 29264F205 454 14,631 SH Shared-Defined 5.6 14,631 ENDO PHARMACEUTICALS HLDGS I COM 29264F205 4,815 155,276 SH Shared-Defined 5.6 155,276 ENERGIZER HLDGS INC COM 29266R108 428 3,858 SH Shared-Defined 5.6 3,858 ENERGIZER HLDGS INC COM 29266R108 520 4,690 SH Shared-Defined 5.6 4,690 ENERGY CONVERSION DEVICES IN COM 292659109 23 1,000 SH Shared-Defined 1 1,000 ENERGY EAST CORP COM 29266M109 53 1,977 SH Shared-Defined 5.6 1,977 ENERNOC INC COM 292764107 1,257 32,910 SH Shared-Defined 5.6 32,910 ENERPLUS RES FD UNIT TR G NEW 29274D604 3,055 64,737 SH Shared-Defined 5.6 64,737 ENERSIS S A SPONSORED ADR 29274F104 9,742 549,140 SH Shared-Defined 5.6 549,140 ENOVA SYSTEMS INC COM NEW 29355M200 235 50,000 SH Shared-Defined 1.4 50,000 ENSCO INTL INC COM 26874Q100 112 2,000 SH Shared-Defined 1.4 2,000 ENSCO INTL INC COM 26874Q100 11 200 SH Shared-Defined 200 ENSCO INTL INC COM 26874Q100 3,270 58,295 SH Shared-Defined 5.6 58,295 ENSCO INTL INC COM 26874Q100 257 4,586 SH Shared-Defined 1 4,586 ENSCO INTL INC COM 26874Q100 6,015 107,219 SH Shared-Defined 5.6 107,219 ENTERGY CORP NEW COM 29364G103 967 8,927 SH Shared-Defined 5.6 8,927 ENTERGY CORP NEW COM 29364G103 3,694 34,111 SH Shared-Defined 1 34,111 ENTERGY CORP NEW COM 29364G103 108 1,000 SH Shared-Defined 5.6 1,000 ENTERGY CORP NEW COM 29364G103 3,793 35,022 SH Shared-Defined 5.6 35,022 ENTERTAINMENT PPTYS TR COM SH BEN INT 29380T105 157 3,100 SH Shared-Defined 5.6 3,100 ENZON PHARMACEUTICALS INC COM 293904108 7 800 SH Shared-Defined 1 800 EOG RES INC COM 26875P101 8,680 120,000 SH Shared-Defined 5.7 120,000 EOG RES INC COM 26875P101 86 1,186 SH Shared-Defined 1 1,186 EOG RES INC COM 26875P101 2,545 35,191 SH Shared-Defined 5.6 35,191 EQUIFAX INC COM 294429105 2,271 59,571 SH Shared-Defined 5.6 59,571 EQUIFAX INC COM 294429105 417 10,951 SH Shared-Defined 5.6 10,951 EQUINIX INC COM NEW 29444U502 133 1,500 SH Shared-Defined 1.4 1,500 EQUINIX INC NOTE 2.500% 4/1 29444UAF3 5,113 5,000,000 PRN Shared-Defined 1 5,000,000 EQUITABLE RES INC COM 294549100 5,651 108,954 SH Shared-Defined 5.6 108,954 EQUITY INNS INC COM 294703103 248 11,000 SH Shared-Defined 5.6 11,000 EQUITY ONE COM 294752100 109 4,000 SH Shared-Defined 5.6 4,000 EQUITY RESIDENTIAL SH BEN INT 29476L107 2,201 51,961 SH Shared-Defined 5.6 51,961 ERICSSON L M TEL CO ADR B SEK 10 294821608 0 2 SH Shared-Defined 1 2 ERP OPER LTD PARTNERSHIP NOTE 3.850% 8/1 26884AAV5 22,061 22,358 PRN Shared-Defined 5.6 22,358 ESSEX PPTY TR INC COM 297178105 176 1,500 SH Shared-Defined 5.6 1,500 ETABLISSEMENTS DELHAIZE FRER SPONSORED ADR 29759W101 14 150 SH Shared-Defined 1 150 EURONET WORLDWIDE INC COM 298736109 7,828 262,933 SH Shared-Defined 1.4 262,933 EXELIXIS INC COM 30161Q104 106 10,013 SH Shared-Defined 1.4 10,013 EXELON CORP COM 30161N101 15 200 SH Shared-Defined 1 200 EXELON CORP COM 30161N101 22,320 296,183 SH Shared-Defined 5.7 296,183 EXELON CORP COM 30161N101 10,778 143,023 SH Shared-Defined 1 143,023 EXELON CORP COM 30161N101 111,922 1,485,162 SH Shared-Defined 5.6 1,485,162 EXPEDIA INC DEL COM 30212P105 302 9,478 SH Shared-Defined 5.6 9,478 EXPEDITORS INTL WASH INC COM 302130109 506 10,705 SH Shared-Defined 5.6 10,705 EXPRESS SCRIPTS INC COM 302182100 5 92 SH Shared-Defined 1 92 EXPRESS SCRIPTS INC COM 302182100 2,070 37,092 SH Shared-Defined 5.6 37,092 EXTERRAN HLDGS INC COM 30225X103 644 8,012 SH Shared-Defined 5.6 8,012 EXTRA SPACE STORAGE INC COM 30225T102 142 9,200 SH Shared-Defined 5.6 9,200 EXXON MOBIL CORP COM 30231G102 1,101 11,900 SH Shared-Defined 11,900 EXXON MOBIL CORP COM 30231G102 44 480 SH Shared-Defined 1.2 480 EXXON MOBIL CORP COM 30231G102 181 1,951 SH Shared-Defined 1.2 1,951 EXXON MOBIL CORP COM 30231G102 1,091 11,785 SH Shared-Defined 1.2 11,785 EXXON MOBIL CORP COM 30231G102 58,752 634,743 SH Shared-Defined 5.7 634,743 EXXON MOBIL CORP COM 30231G102 247 2,666 SH Shared-Defined 1 2,666 EXXON MOBIL CORP COM 30231G102 429 4,633 SH Shared-Defined 5.6 4,633 EXXON MOBIL CORP COM 30231G102 84,525 913,196 SH Shared-Defined 1 913,196 EXXON MOBIL CORP COM 30231G102 5,306 57,324 SH Shared-Defined 5.6 57,324 EXXON MOBIL CORP COM 30231G102 570,332 6,161,757 SH Shared-Defined 5.6 6,161,757 F M C CORP COM NEW 302491303 637 12,250 SH Shared-Defined 5.6 12,250 F5 NETWORKS INC COM 315616102 63 1,700 SH Shared-Defined 1.4 1,700 F5 NETWORKS INC COM 315616102 669 18,000 SH Shared-Defined 5.7 18,000 FACTSET RESH SYS INC COM 303075105 202 2,950 SH Shared-Defined 1.4 2,950 FACTSET RESH SYS INC COM 303075105 960 14,000 SH Shared-Defined 5.6 14,000 FAIRCHILD SEMICONDUCTOR INTL COM 303726103 654 35,000 SH Shared-Defined 5.6 35,000 FAIRFAX FINL HLDGS LTD SUB VTG 303901102 652 2,676 SH Shared-Defined 2,676 FAIRFAX FINL HLDGS LTD SUB VTG 303901102 2,745 11,274 SH Shared-Defined 11,274 FAIRFAX FINL HLDGS LTD SUB VTG 303901102 49 200 SH Shared-Defined 5.6 200 FAMILY DLR STORES INC COM 307000109 858 32,290 SH Shared-Defined 5.6 32,290 FAMILY DLR STORES INC COM 307000109 36 1,352 SH Shared-Defined 1 1,352 FAMILY DLR STORES INC COM 307000109 351 13,204 SH Shared-Defined 5.6 13,204 FASTENAL CO COM 311900104 599 13,190 SH Shared-Defined 5.6 13,190 FASTENAL CO COM 311900104 1 16 SH Shared-Defined 1 16 FASTENAL CO COM 311900104 34 749 SH Shared-Defined 5.6 749 FEDERAL HOME LN MTG CORP COM 313400301 2,951 50,000 SH Shared-Defined 50,000 FEDERAL HOME LN MTG CORP COM 313400301 242 4,100 SH Shared-Defined 1 4,100 FEDERAL HOME LN MTG CORP COM 313400301 10,184 172,583 SH Shared-Defined 5.6 172,583 FEDERAL NATL MTG ASSN COM 313586109 4,220 69,400 SH Shared-Defined 69,400 FEDERAL NATL MTG ASSN COM 313586109 14 235 SH Shared-Defined 5.7 235 FEDERAL NATL MTG ASSN COM 313586109 1,709 28,105 SH Shared-Defined 1 28,105 FEDERAL NATL MTG ASSN COM 313586109 20,948 344,489 SH Shared-Defined 5.6 344,489 FEDERAL REALTY INVT TR SH BEN INT NEW 313747206 1,326 14,966 SH Shared-Defined 5.6 14,966 FEDERATED INVS INC PA CL B 314211103 232 5,841 SH Shared-Defined 1 5,841 FEDERATED INVS INC PA CL B 314211103 198 4,981 SH Shared-Defined 5.6 4,981 FEDEX CORP COM 31428X106 314 3,000 SH Shared-Defined 1.3 3,000 FEDEX CORP COM 31428X106 7 66 SH Shared-Defined 5.7 66 FEDEX CORP COM 31428X106 3,966 37,857 SH Shared-Defined 1 37,857 FEDEX CORP COM 31428X106 93,392 891,574 SH Shared-Defined 5.6 891,574 FELCOR LODGING TR INC COM 31430F101 138 6,900 SH Shared-Defined 5.6 6,900 FIDELITY NATL INFORMATION SV COM 31620M106 10 226 SH Shared-Defined 1 226 FIDELITY NATL INFORMATION SV COM 31620M106 7,987 180,000 SH Shared-Defined 5.7 180,000 FIDELITY NATL INFORMATION SV COM 31620M106 378 8,519 SH Shared-Defined 1 8,519 FIDELITY NATL INFORMATION SV COM 31620M106 782 17,621 SH Shared-Defined 5.6 17,621 FIDELITY NATL TITLE GROUP IN CL A 31620R105 9 514 SH Shared-Defined 1 514 FIDELITY NATL TITLE GROUP IN CL A 31620R105 597 34,154 SH Shared-Defined 5.6 34,154 FIFTH THIRD BANCORP COM 316773100 400 11,800 SH Shared-Defined 11,800 FIFTH THIRD BANCORP COM 316773100 1,464 43,214 SH Shared-Defined 5.6 43,214 FIRST AMERN CORP CALIF COM 318522307 29 792 SH Shared-Defined 5.6 792 FIRST HORIZON NATL CORP COM 320517105 125 4,700 SH Shared-Defined 1.4 4,700 FIRST HORIZON NATL CORP COM 320517105 332 12,466 SH Shared-Defined 1 12,466 FIRST HORIZON NATL CORP COM 320517105 298 11,169 SH Shared-Defined 5.6 11,169 FIRST INDUSTRIAL REALTY TRUS COM 32054K103 268 6,900 SH Shared-Defined 5.6 6,900 FIRST MIDWEST BANCORP DEL COM 320867104 1,537 45,000 SH Shared-Defined 5.6 45,000 FIRST POTOMAC RLTY TR COM 33610F109 3,551 162,898 SH Shared-Defined 1 162,898 FIRST POTOMAC RLTY TR COM 33610F109 70 3,200 SH Shared-Defined 5.6 3,200 FIRST SOLAR INC COM 336433107 59 500 SH Shared-Defined 1.4 500 FIRST SOLAR INC COM 336433107 113 958 SH Shared-Defined 5.6 958 FIRST TREXCHANGE TRADED FD NASDAQ 100 EX 33733E401 11 500 SH Shared-Defined 1.4 500 FIRST TREXCHANGE TRADED FD NASDAQ CLEAN E 33733E500 13 500 SH Shared-Defined 1.4 500 FIRSTENERGY CORP COM 337932107 5 85 SH Shared-Defined 5.7 85 FIRSTENERGY CORP COM 337932107 221 3,495 SH Shared-Defined 1 3,495 FIRSTENERGY CORP COM 337932107 3,735 58,963 SH Shared-Defined 5.6 58,963 FIRSTMERIT CORP COM 337915102 1,996 101,000 SH Shared-Defined 5.6 101,000 FISERV INC COM 337738108 424 8,342 SH Shared-Defined 5.6 8,342 FISERV INC COM 337738108 1,039 20,430 SH Shared-Defined 5.6 20,430 FLIR SYS INC COM 302445101 1,939 35,000 SH Shared-Defined 5.6 35,000 FLOW INTL CORP COM 343468104 494 56,000 SH Shared-Defined 5.6 56,000 FLOWERS FOODS INC COM 343498101 69 3,150 SH Shared-Defined 5.6 3,150 FLOWSERVE CORP COM 34354P105 2,666 35,000 SH Shared-Defined 5.6 35,000 FLUOR CORP NEW COM 343412102 1,497 10,400 SH Shared-Defined 10,400 FLUOR CORP NEW COM 343412102 2,897 20,120 SH Shared-Defined 5.6 20,120 FMC TECHNOLOGIES INC COM 30249U101 5,053 87,638 SH Shared-Defined 5.6 87,638 FOCUS MEDIA HLDG LTD SPONSORED ADR 34415V109 12,033 207,400 SH Shared-Defined 5.6 207,400 FOCUS MEDIA HLDG LTD SPONSORED ADR 34415V109 12,033 207,400 SH Shared-Defined 5.6 207,400 FOCUS MEDIA HLDG LTD SPONSORED ADR 34415V109 5,489 94,600 SH Shared-Defined 1 94,600 FOMENTO ECONOMICO MEXICANO S SPON ADR UNITS 344419106 14,002 374,376 SH Shared-Defined 5.6 374,376 FOOT LOCKER INC COM 344849104 3,385 220,831 SH Shared-Defined 5.6 220,831 FORD MTR CO DEL NOTE 4.250%12/1 345370CF5 8,216 7,000,000 PRN Shared-Defined 1 7,000,000 FORD MTR CO DEL COM PAR $0.01 345370860 5,789 681,853 SH Shared-Defined 1 681,853 FORD MTR CO DEL COM PAR $0.01 345370860 3,066 361,091 SH Shared-Defined 5.6 361,091 FORDING CDN COAL TR TR UNIT 345425102 5,524 142,449 SH Shared-Defined 5.6 142,449 FOREST CITY ENTERPRISES INC CL A 345550107 89 1,615 SH Shared-Defined 5.6 1,615 FOREST LABS INC COM 345838106 4,199 112,600 SH Shared-Defined 112,600 FOREST LABS INC COM 345838106 884 23,702 SH Shared-Defined 5.6 23,702 FOREST LABS INC COM 345838106 624 16,736 SH Shared-Defined 1 16,736 FOREST LABS INC COM 345838106 1,017 27,271 SH Shared-Defined 5.6 27,271 FORMFACTOR INC COM 346375108 621 14,000 SH Shared-Defined 5.6 14,000 FORTUNE BRANDS INC COM 349631101 880 10,800 SH Shared-Defined 10,800 FORTUNE BRANDS INC COM 349631101 6,115 75,040 SH Shared-Defined 5.6 75,040 FPL GROUP INC COM 302571104 681 11,183 SH Shared-Defined 1 11,183 FPL GROUP INC COM 302571104 804 13,200 SH Shared-Defined 5.6 13,200 FPL GROUP INC COM 302571104 9,507 156,166 SH Shared-Defined 5.6 156,166 FRANKLIN ELEC INC COM 353514102 839 20,400 SH Shared-Defined 5.6 20,400 FRANKLIN RES INC COM 354613101 50 392 SH Shared-Defined 1 392 FRANKLIN RES INC COM 354613101 3,291 25,814 SH Shared-Defined 5.6 25,814 FRANKLIN STREET PPTYS CORP COM 35471R106 157 9,100 SH Shared-Defined 5.6 9,100 FREEPORT-MCMORAN COPPER & GO CL B 35671D857 724 6,900 SH Shared-Defined 1.4 6,900 FREEPORT-MCMORAN COPPER & GO CL B 35671D857 4,510 42,998 SH Shared-Defined 1.3 42,998 FREEPORT-MCMORAN COPPER & GO CL B 35671D857 16,094 153,440 SH Shared-Defined 5.7 153,440 FREEPORT-MCMORAN COPPER & GO CL B 35671D857 425 4,050 SH Shared-Defined 5.6 4,050 FREEPORT-MCMORAN COPPER & GO PFD CONV 35671D782 6,906 60,000 SH Shared-Defined 1 60,000 FREEPORT-MCMORAN COPPER & GO CL B 35671D857 118,436 1,129,147 SH Shared-Defined 5.6 1,129,147 FREIGHTCAR AMER INC COM 357023100 669 17,500 SH Shared-Defined 5.6 17,500 FRONTIER OIL CORP COM 35914P105 4,222 101,400 SH Shared-Defined 5.6 101,400 FUTUREMEDIA PLC S SPON ADR NEW 360912307 37 80,000 SH Shared-Defined 1.4 80,000 G & K SVCS INC CL A 361268105 844 21,000 SH Shared-Defined 5.6 21,000 GAMESTOP CORP NEW CL A 36467W109 907 16,100 SH Shared-Defined 5.6 16,100 GANNETT INC COM 364730101 9,095 208,126 SH Shared-Defined 5.6 208,126 GAP INC DEL COM 364760108 419 22,697 SH Shared-Defined 5.6 22,697 GAP INC DEL COM 364760108 885 48,000 SH Shared-Defined 5.6 48,000 GATEWAY INC COM 367626108 931 499,900 SH Shared-Defined 1 499,900 GENENTECH INC COM NEW 368710406 78 1,000 SH Shared-Defined 1.4 1,000 GENENTECH INC COM NEW 368710406 780 10,000 SH Shared-Defined 5.7 10,000 GENENTECH INC COM NEW 368710406 10,634 136,297 SH Shared-Defined 1 136,297 GENENTECH INC COM NEW 368710406 234 3,000 SH Shared-Defined 5.6 3,000 GENENTECH INC COM NEW 368710406 46,394 594,645 SH Shared-Defined 5.6 594,645 GENERAL CABLE CORP DEL NEW COM 369300108 940 14,000 SH Shared-Defined 5.6 14,000 GENERAL DYNAMICS CORP COM 369550108 1,284 15,200 SH Shared-Defined 1.3 15,200 GENERAL DYNAMICS CORP COM 369550108 24 280 SH Shared-Defined 280 GENERAL DYNAMICS CORP COM 369550108 293 3,470 SH Shared-Defined 1 3,470 GENERAL DYNAMICS CORP COM 369550108 3,521 41,681 SH Shared-Defined 5.6 41,681 GENERAL ELECTRIC CO COM 369604103 339 8,190 SH Shared-Defined 8,190 GENERAL ELECTRIC CO COM 369604103 5,262 127,100 SH Shared-Defined 127,100 GENERAL ELECTRIC CO COM 369604103 207 4,995 SH Shared-Defined 4,995 GENERAL ELECTRIC CO COM 369604103 25 604 SH Shared-Defined 604 GENERAL ELECTRIC CO COM 369604103 142 3,419 SH Shared-Defined 1.4 3,419 GENERAL ELECTRIC CO COM 369604103 11 266 SH Shared-Defined 1.2 266 GENERAL ELECTRIC CO COM 369604103 205 4,941 SH Shared-Defined 1.2 4,941 GENERAL ELECTRIC CO COM 369604103 457 11,038 SH Shared-Defined 1.2 11,038 GENERAL ELECTRIC CO COM 369604103 1,055 25,481 SH Shared-Defined 1.2 25,481 GENERAL ELECTRIC CO COM 369604103 83 2,000 SH Shared-Defined 1 2,000 GENERAL ELECTRIC CO COM 369604103 127 3,074 SH Shared-Defined 3,074 GENERAL ELECTRIC CO COM 369604103 38,750 935,998 SH Shared-Defined 5.7 935,998 GENERAL ELECTRIC CO COM 369604103 191 4,611 SH Shared-Defined 1 4,611 GENERAL ELECTRIC CO COM 369604103 586 14,148 SH Shared-Defined 14,148 GENERAL ELECTRIC CO COM 369604103 27,033 652,966 SH Shared-Defined 1 652,966 GENERAL ELECTRIC CO COM 369604103 708 17,100 SH Shared-Defined 5.6 17,100 GENERAL ELECTRIC CO COM 369604103 421,785 10,188,036 SH Shared-Defined 5.6 10,188,036 GENERAL GROWTH PPTYS INC COM 370021107 3,037 56,632 SH Shared-Defined 5.6 56,632 GENERAL MLS INC COM 370334104 1,065 18,352 SH Shared-Defined 1 18,352 GENERAL MLS INC COM 370334104 238 4,100 SH Shared-Defined 5.6 4,100 GENERAL MLS INC COM 370334104 4,335 74,725 SH Shared-Defined 5.6 74,725 GENERAL MTRS CORP COM 370442105 106 2,900 SH Shared-Defined 1.4 2,900 GENERAL MTRS CORP COM 370442105 17 470 SH Shared-Defined 5.7 470 GENERAL MTRS CORP COM 370442105 26,550 723,428 SH Shared-Defined 1 723,428 GENERAL MTRS CORP COM 370442105 16,120 439,238 SH Shared-Defined 5.6 439,238 GENERAL MTRS CORP SENIOR DEBEN D 370442691 57 200,000 SH Shared-Defined 1 200,000 GENESIS LEASE LTD ADR 37183T107 12,440 500,000 SH Shared-Defined 1 500,000 GEN-PROBE INC NEW COM 36866T103 2,330 35,000 SH Shared-Defined 5.6 35,000 GENTA INC COM PAR $0.001 37245M504 0 366 SH Shared-Defined 1.4 366 GENUINE PARTS CO COM 372460105 5,093 101,864 SH Shared-Defined 5.6 101,864 GENWORTH FINL INC COM CL A 37247D106 165 5,370 SH Shared-Defined 1 5,370 GENWORTH FINL INC COM CL A 37247D106 92 3,000 SH Shared-Defined 5.6 3,000 GENWORTH FINL INC COM CL A 37247D106 1,156 37,611 SH Shared-Defined 5.6 37,611 GENZYME CORP NOTE 1.250%12/0 372917AN4 28,869 27,348 PRN Shared-Defined 5.6 27,348 GENZYME CORP COM 372917104 149 2,400 SH Shared-Defined 1.4 2,400 GENZYME CORP COM 372917104 929 15,000 SH Shared-Defined 1.3 15,000 GENZYME CORP COM 372917104 5 85 SH Shared-Defined 5.7 85 GENZYME CORP COM 372917104 725 11,700 SH Shared-Defined 5.6 11,700 GENZYME CORP COM 372917104 3,833 61,863 SH Shared-Defined 5.6 61,863 GERDAU S A SPONSORED ADR 373737105 23,110 881,382 SH Shared-Defined 5.6 881,382 GERDAU S A SPONSORED ADR 373737105 23,110 881,382 SH Shared-Defined 5.6 881,382 GERDAU S A SPONSORED ADR 373737105 706 26,942 SH Shared-Defined 1 26,942 GERDAU S A SPONSORED ADR 373737105 4,194 159,960 SH Shared-Defined 5.6 159,960 GETTY IMAGES INC COM 374276103 760 27,300 SH Shared-Defined 27,300 GETTY IMAGES INC COM 374276103 438 15,734 SH Shared-Defined 5.6 15,734 GETTY IMAGES INC COM 374276103 835 30,000 SH Shared-Defined 5.6 30,000 GETTY RLTY CORP NEW COM 374297109 112 4,100 SH Shared-Defined 5.6 4,100 GEVITY HR INC COM 374393106 269 26,250 SH Shared-Defined 5.6 26,250 GILDAN ACTIVEWEAR INC COM 375916103 188 4,742 SH Shared-Defined 5.6 4,742 GILEAD SCIENCES INC COM 375558103 12,446 304,525 SH Shared-Defined 5.7 304,525 GILEAD SCIENCES INC COM 375558103 49 1,200 SH Shared-Defined 1,200 GILEAD SCIENCES INC COM 375558103 5,378 131,597 SH Shared-Defined 1 131,597 GILEAD SCIENCES INC COM 375558103 11,321 277,010 SH Shared-Defined 5.6 277,010 GLAXOSMITHKLINE PLC SPONSORED ADR 37733W105 223 4,200 SH Shared-Defined 1.3 4,200 GLAXOSMITHKLINE PLC SPONSORED ADR 37733W105 17 320 SH Shared-Defined 1 320 GLIMCHER RLTY TR SH BEN INT 379302102 237 10,100 SH Shared-Defined 5.6 10,100 GLOBAL PMTS INC COM 37940X102 2,708 61,250 SH Shared-Defined 5.6 61,250 GLOBALSTAR INC COM 378973408 1,209 165,000 SH Shared-Defined 1.4 165,000 GOL LINHAS AEREAS INTLG S A SP ADR REP PFD 38045R107 29 1,219 SH Shared-Defined 1 1,219 GOLD FIELDS LTD NEW SPONSORED ADR 38059T106 121 6,715 SH Shared-Defined 1.4 6,715 GOLD FIELDS LTD NEW SPONSORED ADR 38059T106 4,884 270,000 SH Shared-Defined 5.7 270,000 GOLD FIELDS LTD NEW SPONSORED ADR 38059T106 10,413 575,616 SH Shared-Defined 5.6 575,616 GOLD FIELDS LTD NEW SPONSORED ADR 38059T106 10,413 575,616 SH Shared-Defined 5.6 575,616 GOLD FIELDS LTD NEW SPONSORED ADR 38059T106 18,713 1,034,459 SH Shared-Defined 1 1,034,459 GOLDCORP INC NEW COM 380956409 1,234 40,436 SH Shared-Defined 1.4 40,436 GOLDCORP INC NEW COM 380956409 116 3,790 SH Shared-Defined 1.2 3,790 GOLDCORP INC NEW COM 380956409 84 2,744 SH Shared-Defined 2,744 GOLDCORP INC NEW COM 380956409 2,400 78,618 SH Shared-Defined 1 78,618 GOLDCORP INC NEW COM 380956409 57,701 1,886,099 SH Shared-Defined 5.6 1,886,099 GOLDEN STAR RES LTD CDA COM 38119T104 493 121,692 SH Shared-Defined 1 121,692 GOLDEN TELECOM INC COM 38122G107 6,228 77,381 SH Shared-Defined 5.6 77,381 GOLDEN TELECOM INC COM 38122G107 6,228 77,381 SH Shared-Defined 5.6 77,381 GOLDEN TELECOM INC COM 38122G107 9,136 113,500 SH Shared-Defined 5.6 113,500 GOLDMAN SACHS GROUP INC COM 38141G104 14,377 66,332 SH Shared-Defined 5.7 66,332 GOLDMAN SACHS GROUP INC COM 38141G104 152 703 SH Shared-Defined 1 703 GOLDMAN SACHS GROUP INC COM 38141G104 235 1,082 SH Shared-Defined 1 1,082 GOLDMAN SACHS GROUP INC COM 38141G104 267 1,230 SH Shared-Defined 5.6 1,230 GOLDMAN SACHS GROUP INC COM 38141G104 18,664 86,111 SH Shared-Defined 5.6 86,111 GOODRICH CORP COM 382388106 510 7,481 SH Shared-Defined 5.6 7,481 GOODYEAR TIRE & RUBR CO COM 382550101 818 26,902 SH Shared-Defined 5.6 26,902 GOOGLE INC CL A 38259P508 3,857 6,800 SH Shared-Defined 6,800 GOOGLE INC CL A 38259P508 624 1,100 SH Shared-Defined 1.4 1,100 GOOGLE INC CL A 38259P508 6,945 12,243 SH Shared-Defined 1.3 12,243 GOOGLE INC CL A 38259P508 26,170 46,134 SH Shared-Defined 5.7 46,134 GOOGLE INC CL A 38259P508 248 437 SH Shared-Defined 1 437 GOOGLE INC CL A 38259P508 43 75 SH Shared-Defined 75 GOOGLE INC CL A 38259P508 17,356 30,596 SH Shared-Defined 1 30,596 GOOGLE INC CL A 38259P508 1,951 3,440 SH Shared-Defined 5.6 3,440 GOOGLE INC CL A 38259P508 142,119 250,532 SH Shared-Defined 5.6 250,532 GRACE W R & CO DEL NEW COM 38388F108 0 5 SH Shared-Defined 5 GRAINGER W W INC COM 384802104 1,125 12,338 SH Shared-Defined 5.6 12,338 GRANT PRIDECO INC COM 38821G101 1,505 27,600 SH Shared-Defined 1.2 27,600 GRANT PRIDECO INC COM 38821G101 2,099 38,500 SH Shared-Defined 1.2 38,500 GRANT PRIDECO INC COM 38821G101 215 3,936 SH Shared-Defined 1 3,936 GRANT PRIDECO INC COM 38821G101 1,506 27,615 SH Shared-Defined 5.6 27,615 GRANT PRIDECO INC COM 38821G101 3,986 73,111 SH Shared-Defined 5.6 73,111 GREAT BASIN GOLD LTD COM 390124105 5,137 1,700,000 SH Shared-Defined 1.4 1,700,000 GREENHILL & CO INC COM 395259104 84 1,380 SH Shared-Defined 5.7 1,380 GROUPE CGI INC CL A SUB VTG 39945C109 7,066 616,442 SH Shared-Defined 5.6 616,442 GRUBB & ELLIS CO COM PAR $0.01 400095204 180 19,378 SH Shared-Defined 19,378 GRUBB & ELLIS CO COM PAR $0.01 400095204 759 81,635 SH Shared-Defined 81,635 GRUPO AEROPORTUARIO CTR NORT SPON ADR 400501102 8,008 278,071 SH Shared-Defined 5.6 278,071 GRUPO AEROPORTUARIO CTR NORT SPON ADR 400501102 8,008 278,071 SH Shared-Defined 5.6 278,071 GRUPO TELEVISA SA DE CV SP ADR REP ORD 40049J206 1,630 67,425 SH Shared-Defined 1 67,425 GRUPO TELEVISA SA DE CV SP ADR REP ORD 40049J206 27,087 1,120,690 SH Shared-Defined 5.6 1,120,690 HAEMONETICS CORP COM 405024100 445 9,000 SH Shared-Defined 5.6 9,000 HAIN CELESTIAL GROUP INC COM 405217100 1,928 60,000 SH Shared-Defined 5.7 60,000 HAIN CELESTIAL GROUP INC COM 405217100 1,446 45,000 SH Shared-Defined 5.6 45,000 HALLIBURTON CO NOTE 3.125% 7/1 406216AM3 97,353 47,259 PRN Shared-Defined 5.6 47,259 HALLIBURTON CO COM 406216101 154 4,000 SH Shared-Defined 1.4 4,000 HALLIBURTON CO COM 406216101 1,236 32,188 SH Shared-Defined 1.2 32,188 HALLIBURTON CO COM 406216101 843 21,958 SH Shared-Defined 5.6 21,958 HALLIBURTON CO COM 406216101 15,031 391,423 SH Shared-Defined 5.6 391,423 HANESBRANDS INC COM 410345102 797 28,400 SH Shared-Defined 28,400 HANESBRANDS INC COM 410345102 5,051 180,000 SH Shared-Defined 1.4 180,000 HANESBRANDS INC COM 410345102 0 1 SH Shared-Defined 1 1 HANESBRANDS INC COM 410345102 11 383 SH Shared-Defined 5.6 383 HANOVER INS GROUP INC COM 410867105 1,237 28,000 SH Shared-Defined 5.6 28,000 HANSEN NAT CORP COM 411310105 2,364 41,700 SH Shared-Defined 5.7 41,700 HANSEN NAT CORP COM 411310105 6,537 115,329 SH Shared-Defined 5.6 115,329 HARLEY DAVIDSON INC COM 412822108 226 4,900 SH Shared-Defined 1.4 4,900 HARLEY DAVIDSON INC COM 412822108 443 9,577 SH Shared-Defined 5.6 9,577 HARLEY DAVIDSON INC COM 412822108 66 1,418 SH Shared-Defined 1 1,418 HARLEY DAVIDSON INC COM 412822108 1,298 28,096 SH Shared-Defined 5.6 28,096 HARMAN INTL INDS INC COM 413086109 1,169 13,506 SH Shared-Defined 5.6 13,506 HARMAN INTL INDS INC COM 413086109 389 4,495 SH Shared-Defined 1 4,495 HARMAN INTL INDS INC COM 413086109 537 6,204 SH Shared-Defined 5.6 6,204 HARMONIC INC COM 413160102 5 426 SH Shared-Defined 426 HARMONY GOLD MNG LTD SPONSORED ADR 413216300 167 14,000 SH Shared-Defined 1.4 14,000 HARRAHS ENTMT INC COM 413619107 1,705 19,615 SH Shared-Defined 5.6 19,615 HARRIS CORP DEL COM 413875105 446 7,722 SH Shared-Defined 5.6 7,722 HARSCO CORP COM 415864107 931 15,710 SH Shared-Defined 5.6 15,710 HARTFORD FINL SVCS GROUP INC COM 416515104 19 200 SH Shared-Defined 200 HARTFORD FINL SVCS GROUP INC COM 416515104 574 6,200 SH Shared-Defined 1.2 6,200 HARTFORD FINL SVCS GROUP INC COM 416515104 972 10,500 SH Shared-Defined 1.2 10,500 HARTFORD FINL SVCS GROUP INC COM 416515104 15 163 SH Shared-Defined 163 HARTFORD FINL SVCS GROUP INC COM 416515104 8,241 89,049 SH Shared-Defined 5.7 89,049 HARTFORD FINL SVCS GROUP INC COM 416515104 6 60 SH Shared-Defined 60 HARTFORD FINL SVCS GROUP INC COM 416515104 57 621 SH Shared-Defined 1 621 HARTFORD FINL SVCS GROUP INC COM 416515104 17,426 188,287 SH Shared-Defined 5.6 188,287 HARVEST ENERGY TR TRUST UNIT 41752X101 13,468 499,951 SH Shared-Defined 5.6 499,951 HARVEST NATURAL RESOURCES IN COM 41754V103 536 44,888 SH Shared-Defined 44,888 HARVEST NATURAL RESOURCES IN COM 41754V103 2,258 189,102 SH Shared-Defined 189,102 HASBRO INC COM 418056107 750 26,908 SH Shared-Defined 5.6 26,908 HCC INS HLDGS INC COM 404132102 516 18,000 SH Shared-Defined 5.6 18,000 HCP INC COM 40414L109 45 1,351 SH Shared-Defined 5.6 1,351 HDFC BANK LTD ADR REPS 3 SHS 40415F101 438 4,084 SH Shared-Defined 1 4,084 HDFC BANK LTD ADR REPS 3 SHS 40415F101 1,027 9,589 SH Shared-Defined 5.6 9,589 HDFC BANK LTD ADR REPS 3 SHS 40415F101 4,988 46,556 SH Shared-Defined 5.6 46,556 HEADWATERS INC COM 42210P102 1,339 90,000 SH Shared-Defined 5.6 90,000 HEALTH CARE REIT INC COM 42217K106 323 7,300 SH Shared-Defined 5.6 7,300 HEALTH MGMT ASSOC INC NEW CL A 421933102 4,541 654,289 SH Shared-Defined 5.6 654,289 HEALTH NET INC COM 42222G108 404 7,481 SH Shared-Defined 5.6 7,481 HEALTH NET INC COM 42222G108 1,894 35,033 SH Shared-Defined 5.6 35,033 HEALTHCARE RLTY TR COM 421946104 1,338 50,200 SH Shared-Defined 5.6 50,200 HEIDRICK & STRUGGLES INTL IN COM 422819102 510 14,000 SH Shared-Defined 5.6 14,000 HEINZ H J CO COM 423074103 7,843 169,772 SH Shared-Defined 1 169,772 HEINZ H J CO COM 423074103 3,807 82,392 SH Shared-Defined 5.6 82,392 HELIX ENERGY SOLUTIONS GRP I COM 42330P107 1,911 45,000 SH Shared-Defined 5.6 45,000 HELMERICH & PAYNE INC COM 423452101 476 14,500 SH Shared-Defined 5.6 14,500 HERCULES INC COM 427056106 18,624 886,008 SH Shared-Defined 5.7 886,008 HERCULES INC COM 427056106 75 3,568 SH Shared-Defined 1 3,568 HERCULES INC COM 427056106 210 9,987 SH Shared-Defined 5.6 9,987 HERCULES OFFSHORE INC COM 427093109 23 900 SH Shared-Defined 1.4 900 HERCULES OFFSHORE INC COM 427093109 1,880 72,000 SH Shared-Defined 5.6 72,000 HERSHEY CO COM 427866108 5,580 120,229 SH Shared-Defined 5.7 120,229 HERSHEY CO COM 427866108 747 16,094 SH Shared-Defined 5.6 16,094 HERTZ GLOBAL HOLDINGS INC COM 42805T105 71 3,125 SH Shared-Defined 5.6 3,125 HESS CORP COM 42809H107 87 1,307 SH Shared-Defined 5.6 1,307 HESS CORP COM 42809H107 893 13,423 SH Shared-Defined 1 13,423 HESS CORP COM 42809H107 8,961 134,690 SH Shared-Defined 5.6 134,690 HEWLETT PACKARD CO NOTE 10/1 428236AC7 17,560 21,609 PRN Shared-Defined 5.6 21,609 HEWLETT PACKARD CO COM 428236103 66 1,327 SH Shared-Defined 1,327 HEWLETT PACKARD CO COM 428236103 30 600 SH Shared-Defined 1.4 600 HEWLETT PACKARD CO COM 428236103 5,746 115,406 SH Shared-Defined 1.3 115,406 HEWLETT PACKARD CO COM 428236103 55 1,100 SH Shared-Defined 1.2 1,100 HEWLETT PACKARD CO COM 428236103 209 4,200 SH Shared-Defined 4,200 HEWLETT PACKARD CO COM 428236103 16,995 341,327 SH Shared-Defined 5.7 341,327 HEWLETT PACKARD CO COM 428236103 394 7,920 SH Shared-Defined 7,920 HEWLETT PACKARD CO COM 428236103 399 8,009 SH Shared-Defined 5.6 8,009 HEWLETT PACKARD CO COM 428236103 2,625 52,720 SH Shared-Defined 5.6 52,720 HEWLETT PACKARD CO COM 428236103 152,091 3,054,641 SH Shared-Defined 5.6 3,054,641 HIGHWOODS PPTYS INC COM 431284108 774 21,100 SH Shared-Defined 5.6 21,100 HILLENBRAND INDS INC COM 431573104 637 11,575 SH Shared-Defined 5.6 11,575 HILTON HOTELS CORP COM 432848109 3,531 75,954 SH Shared-Defined 5.7 75,954 HILTON HOTELS CORP COM 432848109 9,390 201,985 SH Shared-Defined 5.6 201,985 HLTH CORPORATION COM 40422Y101 430 30,347 SH Shared-Defined 5.6 30,347 HLTH CORPORATION COM 40422Y101 1,321 93,200 SH Shared-Defined 5.6 93,200 HOLLY CORP COM PAR $0.01 435758305 1,286 21,500 SH Shared-Defined 5.6 21,500 HOLOGIC INC COM 436440101 75,854 1,243,500 SH Shared-Defined 5.6 1,243,500 HOME DEPOT INC COM 437076102 13 400 SH Shared-Defined 1.4 400 HOME DEPOT INC COM 437076102 830 25,600 SH Shared-Defined 1.2 25,600 HOME DEPOT INC COM 437076102 7,789 240,117 SH Shared-Defined 5.7 240,117 HOME DEPOT INC COM 437076102 8,251 254,334 SH Shared-Defined 1 254,334 HOME DEPOT INC COM 437076102 36,403 1,122,167 SH Shared-Defined 5.6 1,122,167 HOME PROPERTIES INC COM 437306103 172 3,300 SH Shared-Defined 5.6 3,300 HONEYWELL INTL INC COM 438516106 18 300 SH Shared-Defined 300 HONEYWELL INTL INC COM 438516106 595 10,000 SH Shared-Defined 1.2 10,000 HONEYWELL INTL INC COM 438516106 688 11,574 SH Shared-Defined 1.2 11,574 HONEYWELL INTL INC COM 438516106 21 350 SH Shared-Defined 350 HONEYWELL INTL INC COM 438516106 11,396 191,631 SH Shared-Defined 1 191,631 HONEYWELL INTL INC COM 438516106 134 2,260 SH Shared-Defined 5.6 2,260 HONEYWELL INTL INC COM 438516106 7,274 122,308 SH Shared-Defined 5.6 122,308 HORMEL FOODS CORP COM 440452100 5,346 149,400 SH Shared-Defined 5.6 149,400 HOSPIRA INC COM 441060100 9,148 220,710 SH Shared-Defined 5.6 220,710 HOSPITALITY PPTYS TR COM SH BEN INT 44106M102 1,008 24,800 SH Shared-Defined 5.6 24,800 HOSPITALITY PPTYS TR NOTE 3.800% 3/1 44106MAK8 21,828 22,757 PRN Shared-Defined 5.6 22,757 HOST MARRIOTT CORP NEW COM 44107P104 8 377 SH Shared-Defined 377 HOST MARRIOTT CORP NEW COM 44107P104 2,261 100,771 SH Shared-Defined 5.6 100,771 HRPT PPTYS TR COM SH BEN INT 40426W101 1,671 169,000 SH Shared-Defined 5.6 169,000 HSBC HLDGS PLC SPON ADR NEW 404280406 11 118 SH Shared-Defined 1.2 118 HUANENG PWR INTL INC SPON ADR N 443304100 13 244 SH Shared-Defined 1 244 HUDSON CITY BANCORP COM 443683107 1,761 114,468 SH Shared-Defined 5.6 114,468 HUMAN GENOME SCIENCES INC COM 444903108 2,354 228,770 SH Shared-Defined 5.6 228,770 HUMANA INC COM 444859102 1,509 21,600 SH Shared-Defined 1.2 21,600 HUMANA INC COM 444859102 2,795 40,000 SH Shared-Defined 1.2 40,000 HUMANA INC COM 444859102 459 6,565 SH Shared-Defined 5.6 6,565 HUMANA INC COM 444859102 94 1,348 SH Shared-Defined 1 1,348 HUMANA INC COM 444859102 2,558 36,611 SH Shared-Defined 5.6 36,611 HUNT J B TRANS SVCS INC COM 445658107 1,341 51,000 SH Shared-Defined 5.6 51,000 HUNTINGTON BANCSHARES INC COM 446150104 15 883 SH Shared-Defined 1 883 HUNTINGTON BANCSHARES INC COM 446150104 4,521 266,275 SH Shared-Defined 5.6 266,275 I2 TECHNOLOGIES INC COM NEW 465754208 0 6 SH Shared-Defined 6 IAC INTERACTIVECORP COM NEW 44919P300 1,050 35,383 SH Shared-Defined 5.6 35,383 IAMGOLD CORP COM 450913108 461 53,114 SH Shared-Defined 1 53,114 IAMGOLD CORP COM 450913108 11,135 1,279,200 SH Shared-Defined 5.6 1,279,200 IBASIS INC COM NEW 450732201 19 1,733 SH Shared-Defined 1 1,733 ICAGEN INC COM 45104P104 433 216,318 SH Shared-Defined 216,318 ICICI BK LTD ADR 45104G104 548 10,400 SH Shared-Defined 10,400 ICICI BK LTD ADR 45104G104 10,644 201,900 SH Shared-Defined 1.4 201,900 ICICI BK LTD ADR 45104G104 633 12,000 SH Shared-Defined 1.2 12,000 ICICI BK LTD ADR 45104G104 1,835 34,800 SH Shared-Defined 1.2 34,800 ICICI BK LTD ADR 45104G104 26 500 SH Shared-Defined 1 500 ICICI BK LTD ADR 45104G104 5,588 106,000 SH Shared-Defined 5.7 106,000 ICICI BK LTD ADR 45104G104 18 337 SH Shared-Defined 1 337 ICICI BK LTD ADR 45104G104 1,135 21,532 SH Shared-Defined 1 21,532 ICICI BK LTD ADR 45104G104 14,635 277,594 SH Shared-Defined 5.6 277,594 ICO GLOBAL COMM HLDGS LTD DE CL A 44930K108 0 29 SH Shared-Defined 1.3 29 ICT GROUP INC COM 44929Y101 3 230 SH Shared-Defined 1 230 IDACORP INC COM 451107106 982 30,000 SH Shared-Defined 5.6 30,000 IDAHO GEN MINES INC COM 451272306 33 3,800 SH Shared-Defined 3,800 IDEARC INC COM 451663108 551 17,500 SH Shared-Defined 5.7 17,500 IDEARC INC COM 451663108 47 1,500 SH Shared-Defined 1 1,500 IDEARC INC COM 451663108 8,775 278,852 SH Shared-Defined 5.6 278,852 IDM PHARMA INC COM 449394105 204 133,384 SH Shared-Defined 133,384 ILLINOIS TOOL WKS INC COM 452308109 4,706 78,900 SH Shared-Defined 78,900 ILLINOIS TOOL WKS INC COM 452308109 1,949 32,676 SH Shared-Defined 5.6 32,676 ILLUMINA INC COM 452327109 882 17,000 SH Shared-Defined 5.6 17,000 IMCLONE SYS INC COM 45245W109 2,633 63,700 SH Shared-Defined 5.6 63,700 IMPERIAL CHEM INDS PLC ADR NEW 452704505 53 1,000 SH Shared-Defined 1.4 1,000 IMPERIAL OIL LTD COM NEW 453038408 15 300 SH Shared-Defined 300 IMPERIAL OIL LTD COM NEW 453038408 263 5,312 SH Shared-Defined 5.6 5,312 IMS HEALTH INC COM 449934108 199 6,500 SH Shared-Defined 5.7 6,500 IMS HEALTH INC COM 449934108 13 430 SH Shared-Defined 1 430 IMS HEALTH INC COM 449934108 922 30,079 SH Shared-Defined 5.6 30,079 INDYMAC BANCORP INC COM 456607100 1,228 52,000 SH Shared-Defined 5.6 52,000 INERGY L P UNIT LTD PTNR 456615103 2,324 73,495 SH Shared-Defined 5.7 73,495 INFINEON TECHNOLOGIES AG SPONSORED ADR 45662N103 7 390 SH Shared-Defined 1 390 INFOSPACE INC COM NEW 45678T201 0 2 SH Shared-Defined 1.3 2 INFOSYS TECHNOLOGIES LTD SPONSORED ADR 456788108 363 7,500 SH Shared-Defined 7,500 INFOSYS TECHNOLOGIES LTD SPONSORED ADR 456788108 242 5,000 SH Shared-Defined 1.4 5,000 INFOSYS TECHNOLOGIES LTD SPONSORED ADR 456788108 2,886 59,649 SH Shared-Defined 5.7 59,649 INFOSYS TECHNOLOGIES LTD SPONSORED ADR 456788108 26,656 550,859 SH Shared-Defined 1 550,859 INFOSYS TECHNOLOGIES LTD SPONSORED ADR 456788108 5,604 115,800 SH Shared-Defined 5.6 115,800 ING GROEP N V SPONSORED ADR 456837103 111 2,500 SH Shared-Defined 1.4 2,500 INGRAM MICRO INC CL A 457153104 745 38,000 SH Shared-Defined 1.2 38,000 INGRAM MICRO INC CL A 457153104 2,269 115,700 SH Shared-Defined 1.2 115,700 INGRAM MICRO INC CL A 457153104 2,059 105,000 SH Shared-Defined 5.6 105,000 INLAND REAL ESTATE CORP COM NEW 457461200 139 9,000 SH Shared-Defined 5.6 9,000 INNOVO GROUP INC COM PAR $0.01 457954600 19 10,000 SH Shared-Defined 1 10,000 INPUT/OUTPUT INC COM 457652105 52 3,752 SH Shared-Defined 1 3,752 INTEGRATED DEVICE TECHNOLOGY COM 458118106 542 35,000 SH Shared-Defined 5.6 35,000 INTEGRYS ENERGY GROUP INC COM 45822P105 143 2,797 SH Shared-Defined 5.6 2,797 INTEL CORP SDCV 2.950%12/1 458140AD2 66,059 63,668 PRN Shared-Defined 5.6 63,668 INTEL CORP COM 458140100 893 34,530 SH Shared-Defined 34,530 INTEL CORP COM 458140100 3,762 145,470 SH Shared-Defined 145,470 INTEL CORP COM 458140100 80 3,100 SH Shared-Defined 3,100 INTEL CORP COM 458140100 2,711 104,836 SH Shared-Defined 1.3 104,836 INTEL CORP COM 458140100 52 2,000 SH Shared-Defined 1.2 2,000 INTEL CORP COM 458140100 804 31,100 SH Shared-Defined 1.2 31,100 INTEL CORP COM 458140100 2,174 84,082 SH Shared-Defined 1.2 84,082 INTEL CORP COM 458140100 39 1,500 SH Shared-Defined 1 1,500 INTEL CORP COM 458140100 8 324 SH Shared-Defined 324 INTEL CORP COM 458140100 19,111 739,036 SH Shared-Defined 5.7 739,036 INTEL CORP COM 458140100 12 475 SH Shared-Defined 475 INTEL CORP COM 458140100 52 2,000 SH Shared-Defined 2,000 INTEL CORP COM 458140100 103 4,000 SH Shared-Defined 4,000 INTEL CORP COM 458140100 39,228 1,516,920 SH Shared-Defined 1 1,516,920 INTEL CORP COM 458140100 3,310 128,000 SH Shared-Defined 5.6 128,000 INTEL CORP COM 458140100 217,820 8,423,066 SH Shared-Defined 5.6 8,423,066 INTERCONTINENTALEXCHANGE INC COM 45865V100 15 100 SH Shared-Defined 1.4 100 INTERCONTINENTALEXCHANGE INC COM 45865V100 608 4,000 SH Shared-Defined 5.7 4,000 INTERCONTINENTALEXCHANGE INC COM 45865V100 1,232 8,113 SH Shared-Defined 5.6 8,113 INTERMEC INC COM 458786100 763 29,200 SH Shared-Defined 5.6 29,200 INTERNATIONAL BUSINESS MACHS COM 459200101 5 40 SH Shared-Defined 40 INTERNATIONAL BUSINESS MACHS COM 459200101 330 2,800 SH Shared-Defined 2,800 INTERNATIONAL BUSINESS MACHS COM 459200101 13 110 SH Shared-Defined 110 INTERNATIONAL BUSINESS MACHS COM 459200101 618 5,250 SH Shared-Defined 1.3 5,250 INTERNATIONAL BUSINESS MACHS COM 459200101 15 128 SH Shared-Defined 1.2 128 INTERNATIONAL BUSINESS MACHS COM 459200101 42 358 SH Shared-Defined 1.2 358 INTERNATIONAL BUSINESS MACHS COM 459200101 167 1,420 SH Shared-Defined 1.2 1,420 INTERNATIONAL BUSINESS MACHS COM 459200101 841 7,138 SH Shared-Defined 1.2 7,138 INTERNATIONAL BUSINESS MACHS COM 459200101 1,461 12,400 SH Shared-Defined 1.2 12,400 INTERNATIONAL BUSINESS MACHS COM 459200101 1,747 14,828 SH Shared-Defined 1.2 14,828 INTERNATIONAL BUSINESS MACHS COM 459200101 4,185 35,528 SH Shared-Defined 1.2 35,528 INTERNATIONAL BUSINESS MACHS COM 459200101 443 3,760 SH Shared-Defined 3,760 INTERNATIONAL BUSINESS MACHS COM 459200101 26,692 226,585 SH Shared-Defined 5.7 226,585 INTERNATIONAL BUSINESS MACHS COM 459200101 15 128 SH Shared-Defined 128 INTERNATIONAL BUSINESS MACHS COM 459200101 651 5,525 SH Shared-Defined 5,525 INTERNATIONAL BUSINESS MACHS COM 459200101 31,399 266,541 SH Shared-Defined 1 266,541 INTERNATIONAL BUSINESS MACHS COM 459200101 2,815 23,900 SH Shared-Defined 5.6 23,900 INTERNATIONAL BUSINESS MACHS COM 459200101 264,049 2,241,499 SH Shared-Defined 5.6 2,241,499 INTERNATIONAL FLAVORS&FRAGRA COM 459506101 542 10,251 SH Shared-Defined 5.6 10,251 INTERNATIONAL GAME TECHNOLOG DBCV 2.600%12/1 459902AP7 34,932 35,136 PRN Shared-Defined 5.6 35,136 INTERNATIONAL GAME TECHNOLOG COM 459902102 122 2,838 SH Shared-Defined 1 2,838 INTERNATIONAL GAME TECHNOLOG COM 459902102 1,831 42,482 SH Shared-Defined 5.6 42,482 INTERPUBLIC GROUP COS INC COM 460690100 369 35,529 SH Shared-Defined 5.6 35,529 INTERSIL CORP CL A 46069S109 970 29,014 SH Shared-Defined 5.6 29,014 INTL PAPER CO COM 460146103 405 11,278 SH Shared-Defined 11,278 INTL PAPER CO COM 460146103 1,114 31,051 SH Shared-Defined 1 31,051 INTL PAPER CO COM 460146103 90 2,500 SH Shared-Defined 5.6 2,500 INTL PAPER CO COM 460146103 5,773 160,953 SH Shared-Defined 5.6 160,953 INTUIT COM 461202103 1,113 36,723 SH Shared-Defined 5.6 36,723 INTUIT COM 461202103 869 28,695 SH Shared-Defined 5.6 28,695 INTUITIVE SURGICAL INC COM NEW 46120E602 575 2,500 SH Shared-Defined 5.6 2,500 INVITROGEN CORP NOTE 1.500% 2/1 46185RAK6 1,967 2,000,000 PRN Shared-Defined 1 2,000,000 INVITROGEN CORP COM 46185R100 35 432 SH Shared-Defined 5.6 432 IRON MTN INC COM 462846106 129 4,236 SH Shared-Defined 5.6 4,236 IRSA INVERSIONES Y REP S A GLOBL DEP RCPT 450047204 1,906 120,080 SH Shared-Defined 5.6 120,080 IRSA INVERSIONES Y REP S A GLOBL DEP RCPT 450047204 1,906 120,080 SH Shared-Defined 5.6 120,080 IRSA INVERSIONES Y REP S A GLOBL DEP RCPT 450047204 1,009 63,600 SH Shared-Defined 5.6 63,600 ISHARES COMEX GOLD TR ISHARES 464285105 11,851 160,304 SH Shared-Defined 5.6 160,304 ISHARES INC MSCI S KOREA 464286772 136 2,000 SH Shared-Defined 2,000 ISHARES INC MSCI MALAYSIA 464286830 178 15,000 SH Shared-Defined 15,000 ISHARES INC MSCI HONG KONG 464286871 210 10,000 SH Shared-Defined 10,000 ISHARES INC MSCI SINGAPORE 464286673 96 6,480 SH Shared-Defined 1.2 6,480 ISHARES INC MSCI SINGAPORE 464286673 397 26,790 SH Shared-Defined 1.2 26,790 ISHARES INC MSCI TAIWAN 464286731 1,075 64,000 SH Shared-Defined 1.2 64,000 ISHARES INC MSCI TAIWAN 464286731 3,696 220,000 SH Shared-Defined 1.2 220,000 ISHARES INC MSCI TAIWAN 464286731 8,473 504,319 SH Shared-Defined 1.2 504,319 ISHARES INC MSCI S KOREA 464286772 459 6,750 SH Shared-Defined 1.2 6,750 ISHARES INC MSCI S KOREA 464286772 619 9,100 SH Shared-Defined 1.2 9,100 ISHARES INC MSCI HONG KONG 464286871 944 44,900 SH Shared-Defined 1.2 44,900 ISHARES INC MSCI TAIWAN 464286731 840 50,000 SH Shared-Defined 1 50,000 ISHARES INC MSCI S KOREA 464286772 1,361 20,000 SH Shared-Defined 1 20,000 ISHARES INC MSCI JAPAN 464286848 717 50,000 SH Shared-Defined 1 50,000 ISHARES INC MSCI TAIWAN 464286731 12 740 SH Shared-Defined 740 ISHARES INC MSCI BRAZIL 464286400 11,997 163,116 SH Shared-Defined 1 163,116 ISHARES INC MSCI TAIWAN 464286731 3,834 226,200 SH Shared-Defined 5.6 226,200 ISHARES INC MSCI S KOREA 464286772 1,025 15,000 SH Shared-Defined 5.6 15,000 ISHARES INC MSCI HONG KONG 464286871 285 13,500 SH Shared-Defined 5.6 13,500 ISHARES INC MSCI SINGAPORE 464286673 89 6,000 SH Shared-Defined 5.6 6,000 ISHARES INC MSCI CDA INDEX 464286509 2,786 85,000 SH Shared-Defined 5.6 85,000 ISHARES INC MSCI JAPAN 464286848 93 6,465 SH Shared-Defined 5.6 6,465 ISHARES INC MSCI JAPAN 464286848 1,212 84,500 SH Shared-Defined 5.6 84,500 ISHARES INC MSCI PAC J IDX 464286665 664 4,000 SH Shared-Defined 5.6 4,000 ISHARES INC MSCI MEXICO 464286822 251 4,300 SH Shared-Defined 5.6 4,300 ISHARES SILVER TRUST ISHARES 46428Q109 96 700 SH Shared-Defined 700 ISHARES TR DJ US REAL EST 464287739 61 800 SH Shared-Defined 1.4 800 ISHARES TR MSCI EMERG MKT 464287234 2,242 15,000 SH Shared-Defined 1 15,000 ISHARES TR GLDM SACHS TEC 464287549 28 458 SH Shared-Defined 458 ISHARES TR S&P LTN AM 40 464287390 1,177 4,875 SH Shared-Defined 1 4,875 ISHARES TR S&P EURO PLUS 464287861 5,022 42,130 SH Shared-Defined 1 42,130 ISHARES TR MSCI EMERG MKT 464287234 6,489 43,422 SH Shared-Defined 1 43,422 ISHARES TR DJ SEL DIV INX 464287168 5,322 76,800 SH Shared-Defined 1 76,800 ISHARES TR S&P 100 IDX FD 464287101 9,728 136,001 SH Shared-Defined 1 136,001 ISHARES TR DJ US REAL EST 464287739 21,741 284,314 SH Shared-Defined 1 284,314 ISHARES TR MSCI EAFE IDX 464287465 200 2,420 SH Shared-Defined 5.6 2,420 ISHARES TR S&P 500 INDEX 464287200 9,408 61,500 SH Shared-Defined 5.6 61,500 ISHARES TR S&P 500 INDEX 464287200 9,914 64,811 SH Shared-Defined 5.6 64,811 ISHARES TR MSCI EMERG MKT 464287234 284 1,900 SH Shared-Defined 5.6 1,900 ISTAR FINL INC COM 45031U101 28,525 839,209 SH Shared-Defined 5.6 839,209 ITRON INC COM 465741106 2,020 21,700 SH Shared-Defined 5.6 21,700 ITT INDS INC IND COM 450911102 14 200 SH Shared-Defined 200 ITT INDS INC IND COM 450911102 883 12,994 SH Shared-Defined 1 12,994 ITT INDS INC IND COM 450911102 15,675 230,746 SH Shared-Defined 5.6 230,746 IVANHOE MINES LTD COM 46579N103 2,743 210,972 SH Shared-Defined 5.6 210,972 J CREW GROUP INC COM 46612H402 1,148 27,673 SH Shared-Defined 5.6 27,673 JA SOLARHOLDINGS CO LTD SPON SPON ADR 466090107 135 3,000 SH Shared-Defined 1.4 3,000 JABIL CIRCUIT INC COM 466313103 827 36,200 SH Shared-Defined 36,200 JABIL CIRCUIT INC COM 466313103 698 30,566 SH Shared-Defined 5.6 30,566 JACOBS ENGR GROUP INC DEL COM 469814107 1,562 20,661 SH Shared-Defined 5.6 20,661 JANUS CAP GROUP INC COM 47102X105 93 3,306 SH Shared-Defined 1 3,306 JANUS CAP GROUP INC COM 47102X105 498 17,610 SH Shared-Defined 5.6 17,610 JARDEN CORP COM 471109108 1,154 37,300 SH Shared-Defined 37,300 JDA SOFTWARE GROUP INC COM 46612K108 1,446 70,000 SH Shared-Defined 5.6 70,000 JDS UNIPHASE CORP NOTE 11/1 46612JAB7 945 1,000,000 PRN Shared-Defined 1 1,000,000 JDS UNIPHASE CORP NOTE 1.000% 5/1 46612JAD3 1,249 1,500,000 PRN Shared-Defined 1 1,500,000 JDS UNIPHASE CORP COM PAR $0.001 46612J507 2,754 184,108 SH Shared-Defined 5.6 184,108 JEFFERIES GROUP INC NEW COM 472319102 278 10,000 SH Shared-Defined 1.4 10,000 JETBLUE AWYS CORP DBCV 3.750% 3/1 477143AC5 919 1,000,000 PRN Shared-Defined 1 1,000,000 JOHNSON & JOHNSON COM 478160104 92 1,400 SH Shared-Defined 1.4 1,400 JOHNSON & JOHNSON COM 478160104 920 14,000 SH Shared-Defined 1.3 14,000 JOHNSON & JOHNSON COM 478160104 5 70 SH Shared-Defined 1.2 70 JOHNSON & JOHNSON COM 478160104 19 283 SH Shared-Defined 1.2 283 JOHNSON & JOHNSON COM 478160104 776 11,807 SH Shared-Defined 1.2 11,807 JOHNSON & JOHNSON COM 478160104 20 300 SH Shared-Defined 300 JOHNSON & JOHNSON COM 478160104 28,552 434,575 SH Shared-Defined 5.7 434,575 JOHNSON & JOHNSON COM 478160104 221 3,364 SH Shared-Defined 1 3,364 JOHNSON & JOHNSON COM 478160104 80,322 1,222,564 SH Shared-Defined 1 1,222,564 JOHNSON & JOHNSON COM 478160104 256,603 3,905,675 SH Shared-Defined 5.6 3,905,675 JOHNSON CTLS INC COM 478366107 339 8,605 SH Shared-Defined 5.6 8,605 JOHNSON CTLS INC COM 478366107 236 2,000 SH Shared-Defined 5.6 2,000 JOHNSON CTLS INC COM 478366107 3,353 28,390 SH Shared-Defined 5.6 28,390 JONES APPAREL GROUP INC COM 480074103 3,964 187,593 SH Shared-Defined 5.7 187,593 JONES APPAREL GROUP INC COM 480074103 1,858 87,925 SH Shared-Defined 5.6 87,925 JONES LANG LASALLE INC COM 48020Q107 2,220 21,600 SH Shared-Defined 5.6 21,600 JOY GLOBAL INC COM 481165108 31 600 SH Shared-Defined 600 JOY GLOBAL INC COM 481165108 0 9 SH Shared-Defined 1 9 JOY GLOBAL INC COM 481165108 1,114 21,898 SH Shared-Defined 5.6 21,898 JP MORGAN CHASE & CO COM 46625H100 2,103 45,900 SH Shared-Defined 45,900 JP MORGAN CHASE & CO COM 46625H100 23 498 SH Shared-Defined 1.3 498 JP MORGAN CHASE & CO COM 46625H100 770 16,800 SH Shared-Defined 1.2 16,800 JP MORGAN CHASE & CO COM 46625H100 1,786 38,981 SH Shared-Defined 1.2 38,981 JP MORGAN CHASE & CO COM 46625H100 14 300 SH Shared-Defined 1 300 JP MORGAN CHASE & CO COM 46625H100 9 200 SH Shared-Defined 200 JP MORGAN CHASE & CO COM 46625H100 14,153 308,891 SH Shared-Defined 5.7 308,891 JP MORGAN CHASE & CO COM 46625H100 178 3,887 SH Shared-Defined 1 3,887 JP MORGAN CHASE & CO COM 46625H100 36,487 796,302 SH Shared-Defined 1 796,302 JP MORGAN CHASE & CO COM 46625H100 444 9,700 SH Shared-Defined 5.6 9,700 JP MORGAN CHASE & CO COM 46625H100 245,518 5,358,326 SH Shared-Defined 5.6 5,358,326 JUNIPER NETWORKS INC COM 48203R104 16 425 SH Shared-Defined 1 425 JUNIPER NETWORKS INC COM 48203R104 1,098 30,000 SH Shared-Defined 5.7 30,000 JUNIPER NETWORKS INC COM 48203R104 272 7,420 SH Shared-Defined 1 7,420 JUNIPER NETWORKS INC COM 48203R104 13,607 371,685 SH Shared-Defined 5.6 371,685 KAYDON CORP COM 486587108 1,456 28,000 SH Shared-Defined 5.6 28,000 KB HOME COM 48666K109 745 29,720 SH Shared-Defined 1 29,720 KB HOME COM 48666K109 15,884 633,827 SH Shared-Defined 5.6 633,827 KELLOGG CO COM 487836108 6,497 116,015 SH Shared-Defined 1 116,015 KELLOGG CO COM 487836108 7,220 128,936 SH Shared-Defined 5.6 128,936 KEMET CORP COM 488360108 357 48,534 SH Shared-Defined 48,534 KEMET CORP COM 488360108 1,503 204,466 SH Shared-Defined 204,466 KEYCORP NEW COM 493267108 588 18,177 SH Shared-Defined 1 18,177 KEYCORP NEW COM 493267108 967 29,901 SH Shared-Defined 5.6 29,901 KIMBERLY CLARK CORP COM 494368103 703 10,000 SH Shared-Defined 1.3 10,000 KIMBERLY CLARK CORP COM 494368103 107 1,530 SH Shared-Defined 1.2 1,530 KIMBERLY CLARK CORP COM 494368103 699 9,950 SH Shared-Defined 1.2 9,950 KIMBERLY CLARK CORP COM 494368103 10 140 SH Shared-Defined 5.7 140 KIMBERLY CLARK CORP COM 494368103 290 4,129 SH Shared-Defined 1 4,129 KIMBERLY CLARK CORP COM 494368103 21,451 305,303 SH Shared-Defined 5.6 305,303 KIMCO REALTY CORP COM 49446R109 2,667 58,992 SH Shared-Defined 5.6 58,992 KINDER MORGAN MANAGEMENT LLC SHS 49455U100 6 120 SH Shared-Defined 1 120 KINDRED HEALTHCARE INC COM 494580103 322 18,000 SH Shared-Defined 5.7 18,000 KINETIC CONCEPTS INC COM NEW 49460W208 1,295 23,002 SH Shared-Defined 5.6 23,002 KING PHARMACEUTICALS INC COM 495582108 1,641 140,000 SH Shared-Defined 5.7 140,000 KING PHARMACEUTICALS INC COM 495582108 305 26,042 SH Shared-Defined 1 26,042 KING PHARMACEUTICALS INC COM 495582108 449 38,346 SH Shared-Defined 5.6 38,346 KINGSWAY FINL SVCS INC COM 496904103 241 13,000 SH Shared-Defined 5.6 13,000 KINROSS GOLD CORP COM NO PAR 496902404 7 500 SH Shared-Defined 1.4 500 KINROSS GOLD CORP COM NO PAR 496902404 24,917 1,666,227 SH Shared-Defined 5.6 1,666,227 KKR FINANCIAL HLDGS LLC COM 48248A306 146 8,690 SH Shared-Defined 1 8,690 KLA-TENCOR CORP COM 482480100 5,327 95,500 SH Shared-Defined 95,500 KLA-TENCOR CORP COM 482480100 399 7,148 SH Shared-Defined 1 7,148 KLA-TENCOR CORP COM 482480100 1,094 19,619 SH Shared-Defined 5.6 19,619 KNOLL INC COM NEW 498904200 6,876 387,600 SH Shared-Defined 5.7 387,600 KOHLS CORP COM 500255104 6 101 SH Shared-Defined 1.3 101 KOHLS CORP COM 500255104 9,321 162,580 SH Shared-Defined 5.6 162,580 KOOKMIN BK NEW SPONSORED ADR 50049M109 197 2,400 SH Shared-Defined 5.7 2,400 KOREA ELECTRIC PWR SPONSORED ADR 500631106 18,067 780,424 SH Shared-Defined 1 780,424 KORN FERRY INTL COM NEW 500643200 462 28,000 SH Shared-Defined 5.6 28,000 KRAFT FOODS INC CL A 50075N104 1,403 40,666 SH Shared-Defined 40,666 KRAFT FOODS INC CL A 50075N104 146 4,240 SH Shared-Defined 4,240 KRAFT FOODS INC CL A 50075N104 239 6,920 SH Shared-Defined 1.3 6,920 KRAFT FOODS INC CL A 50075N104 0 3 SH Shared-Defined 1.2 3 KRAFT FOODS INC CL A 50075N104 2 69 SH Shared-Defined 69 KRAFT FOODS INC CL A 50075N104 9,221 267,200 SH Shared-Defined 5.7 267,200 KRAFT FOODS INC CL A 50075N104 5,918 171,484 SH Shared-Defined 1 171,484 KRAFT FOODS INC CL A 50075N104 296 8,580 SH Shared-Defined 5.6 8,580 KRAFT FOODS INC CL A 50075N104 23,474 680,212 SH Shared-Defined 5.6 680,212 KRISPY KREME DOUGHNUTS INC COM 501014104 8 2,000 SH Shared-Defined 1.4 2,000 KROGER CO COM 501044101 4,745 166,390 SH Shared-Defined 5.7 166,390 KROGER CO COM 501044101 452 15,840 SH Shared-Defined 5.6 15,840 KROGER CO COM 501044101 610 21,398 SH Shared-Defined 1 21,398 KROGER CO COM 501044101 2,803 98,288 SH Shared-Defined 5.6 98,288 K-SWISS INC CL A 482686102 391 17,048 SH Shared-Defined 17,048 K-SWISS INC CL A 482686102 1,645 71,822 SH Shared-Defined 71,822 K-SWISS INC CL A 482686102 106 4,644 SH Shared-Defined 5.6 4,644 KYOCERA CORP ADR 501556203 168 1,800 SH Shared-Defined 1 1,800 L-3MUNICATIONS HLDGS INC COM 502424104 2,094 20,500 SH Shared-Defined 5.7 20,500 L-3MUNICATIONS HLDGS INC COM 502424104 262 2,565 SH Shared-Defined 1 2,565 L-3MUNICATIONS HLDGS INC COM 502424104 965 9,449 SH Shared-Defined 5.6 9,449 LABORATORY CORP AMER HLDGS COM NEW 50540R409 1,571 20,079 SH Shared-Defined 5.6 20,079 LABORATORY CORP AMER HLDGS COM NEW 50540R409 36 462 SH Shared-Defined 1 462 LABORATORY CORP AMER HLDGS COM NEW 50540R409 1,377 17,607 SH Shared-Defined 5.6 17,607 LAIDLAW INTL INC COM 50730R102 26,415 750,000 SH Shared-Defined 1 750,000 LAM RESEARCH CORP COM 512807108 1,592 29,900 SH Shared-Defined 29,900 LAM RESEARCH CORP COM 512807108 439 8,236 SH Shared-Defined 5.6 8,236 LAM RESEARCH CORP COM 512807108 2 29 SH Shared-Defined 1 29 LAM RESEARCH CORP COM 512807108 1,775 33,329 SH Shared-Defined 5.6 33,329 LAMAR ADVERTISING CO CL A 512815101 1 13 SH Shared-Defined 1 13 LAMAR ADVERTISING CO CL A 512815101 1,596 32,586 SH Shared-Defined 5.6 32,586 LANDRYS RESTAURANTS INC COM 51508L103 1,852 70,000 SH Shared-Defined 5.7 70,000 LAS VEGAS SANDS CORP COM 517834107 4,176 31,300 SH Shared-Defined 5.7 31,300 LAS VEGAS SANDS CORP COM 517834107 146 1,091 SH Shared-Defined 5.6 1,091 LASALLE HOTEL PPTYS COM SH BEN INT 517942108 4,671 111,000 SH Shared-Defined 5.7 111,000 LASALLE HOTEL PPTYS COM SH BEN INT 517942108 143 3,400 SH Shared-Defined 5.6 3,400 LAUDER ESTEE COS INC CL A 518439104 85 2,000 SH Shared-Defined 2,000 LAUDER ESTEE COS INC CL A 518439104 10 235 SH Shared-Defined 5.7 235 LAUDER ESTEE COS INC CL A 518439104 2,219 52,251 SH Shared-Defined 5.6 52,251 LEAP WIRELESS INTL INC COM NEW 521863308 578 7,100 SH Shared-Defined 5.6 7,100 LEAR CORP COM 521865105 5,519 171,931 SH Shared-Defined 5.6 171,931 LEGG MASON INC COM 524901105 379 4,500 SH Shared-Defined 5.7 4,500 LEGG MASON INC COM 524901105 6 70 SH Shared-Defined 70 LEGG MASON INC COM 524901105 271 3,218 SH Shared-Defined 1 3,218 LEGG MASON INC COM 524901105 4,480 53,155 SH Shared-Defined 5.6 53,155 LEGGETT & PLATT INC COM 524660107 82 4,256 SH Shared-Defined 1 4,256 LEGGETT & PLATT INC COM 524660107 622 32,476 SH Shared-Defined 5.6 32,476 LEHMAN BROS HLDGS INC COM 524908100 1,463 23,700 SH Shared-Defined 23,700 LEHMAN BROS HLDGS INC COM 524908100 93 1,500 SH Shared-Defined 1.4 1,500 LEHMAN BROS HLDGS INC COM 524908100 19 300 SH Shared-Defined 1 300 LEHMAN BROS HLDGS INC COM 524908100 6,760 109,510 SH Shared-Defined 5.7 109,510 LEHMAN BROS HLDGS INC COM 524908100 11,948 193,558 SH Shared-Defined 1 193,558 LEHMAN BROS HLDGS INC COM 524908100 2,884 46,716 SH Shared-Defined 5.6 46,716 LEHMAN BROS HLDGS INC COM 524908100 86 1,400 SH Shared-Defined 5.6 1,400 LENNAR CORP CL A 526057104 657 29,000 SH Shared-Defined 29,000 LENNAR CORP CL A 526057104 244 10,791 SH Shared-Defined 1 10,791 LENNAR CORP CL A 526057104 25,206 1,112,839 SH Shared-Defined 5.6 1,112,839 LEUCADIA NATL CORP COM 527288104 210 4,356 SH Shared-Defined 1 4,356 LEUCADIA NATL CORP COM 527288104 1,796 37,238 SH Shared-Defined 5.6 37,238 LEVEL 3MUNICATIONS INC COM 52729N100 309 66,526 SH Shared-Defined 5.6 66,526 LEXINGTON CORP PPTYS TR COM 529043101 304 15,200 SH Shared-Defined 5.6 15,200 LEXMARK INTL NEW CL A 529771107 465 11,189 SH Shared-Defined 5.6 11,189 LEXMARK INTL NEW CL A 529771107 3,742 90,107 SH Shared-Defined 5.6 90,107 LIBERTY GLOBAL INC COM SER A 530555101 4,512 110,000 SH Shared-Defined 5.7 110,000 LIBERTY GLOBAL INC COM SER C 530555309 7,307 189,000 SH Shared-Defined 5.7 189,000 LIBERTY GLOBAL INC COM SER C 530555309 7,659 198,123 SH Shared-Defined 5.6 198,123 LIBERTY GLOBAL INC COM SER A 530555101 128 3,122 SH Shared-Defined 5.6 3,122 LIBERTY MEDIA HLDG CORP INT COM SER A 53071M104 38 2,000 SH Shared-Defined 1.4 2,000 LIBERTY MEDIA HLDG CORP CAP COM SER A 53071M302 667 5,347 SH Shared-Defined 5.6 5,347 LIBERTY MEDIA HLDG CORP INT COM SER A 53071M104 152 7,896 SH Shared-Defined 5.6 7,896 LIBERTY PPTY TR SH BEN INT 531172104 444 11,044 SH Shared-Defined 5.6 11,044 LIFE TIME FITNESS INC COM 53217R207 1,153 18,800 SH Shared-Defined 5.6 18,800 LIFEPOINT HOSPITALS INC COM 53219L109 15 500 SH Shared-Defined 5.7 500 LIFEPOINT HOSPITALS INC COM 53219L109 840 28,000 SH Shared-Defined 5.6 28,000 LIFEPOINT HOSPITALS INC NOTE 3.500% 5/1 53219LAH2 5,370 6,000,000 PRN Shared-Defined 1 6,000,000 LIGAND PHARMACEUTICALS INC CL B 53220K207 1,869 350,000 SH Shared-Defined 1 350,000 LILLY ELI & CO COM 532457108 85 1,500 SH Shared-Defined 1 1,500 LILLY ELI & CO COM 532457108 1 23 SH Shared-Defined 23 LILLY ELI & CO COM 532457108 65,285 1,146,761 SH Shared-Defined 1 1,146,761 LILLY ELI & CO COM 532457108 101,268 1,778,810 SH Shared-Defined 5.6 1,778,810 LIMELIGHT NETWORKS INC COM 53261M104 3,353 381,883 SH Shared-Defined 5.6 381,883 LIMITED BRANDS INC COM 532716107 4,094 178,855 SH Shared-Defined 1 178,855 LIMITED BRANDS INC COM 532716107 4,611 201,433 SH Shared-Defined 5.6 201,433 LINCARE HLDGS INC COM 532791100 73 2,000 SH Shared-Defined 2,000 LINCARE HLDGS INC COM 532791100 887 24,201 SH Shared-Defined 5.6 24,201 LINCARE HLDGS INC COM 532791100 0 11 SH Shared-Defined 1 11 LINCARE HLDGS INC COM 532791100 4,283 116,854 SH Shared-Defined 5.6 116,854 LINCOLN NATL CORP IND COM 534187109 184 2,786 SH Shared-Defined 1 2,786 LINCOLN NATL CORP IND COM 534187109 60 916 SH Shared-Defined 1 916 LINCOLN NATL CORP IND COM 534187109 48,337 732,714 SH Shared-Defined 5.6 732,714 LINEAR TECHNOLOGY CORP COM 535678106 7,247 207,123 SH Shared-Defined 5.6 207,123 LIZ CLAIBORNE INC COM 539320101 3,563 103,780 SH Shared-Defined 5.6 103,780 LOCKHEED MARTIN CORP DBCV 8/1 539830AP4 59,600 39,214 PRN Shared-Defined 5.6 39,214 LOCKHEED MARTIN CORP COM 539830109 440 4,060 SH Shared-Defined 5.6 4,060 LOCKHEED MARTIN CORP COM 539830109 11,269 103,868 SH Shared-Defined 5.6 103,868 LOEWS CORP COM 540424108 11 235 SH Shared-Defined 5.7 235 LOEWS CORP COM 540424108 16,086 332,699 SH Shared-Defined 5.6 332,699 LOEWS CORP CAROLNA GP STK 540424207 5,964 72,529 SH Shared-Defined 5.6 72,529 LOUISIANA PAC CORP COM 546347105 509 30,000 SH Shared-Defined 5.7 30,000 LOWES COS INC COM 548661107 1,488 53,100 SH Shared-Defined 53,100 LOWES COS INC COM 548661107 149 5,300 SH Shared-Defined 1.4 5,300 LOWES COS INC COM 548661107 594 21,190 SH Shared-Defined 1 21,190 LOWES COS INC COM 548661107 9,409 335,787 SH Shared-Defined 5.6 335,787 LSI LOGIC CORP COM 502161102 0 60 SH Shared-Defined 1 60 LSI LOGIC CORP COM 502161102 270 36,326 SH Shared-Defined 1 36,326 LSI LOGIC CORP COM 502161102 637 85,832 SH Shared-Defined 5.6 85,832 LTC PPTYS INC COM 502175102 107 4,500 SH Shared-Defined 5.6 4,500 LUCENT TECHNOLOGIES INC DBCV 2.750% 6/1 549463AG2 6,173 6,460 PRN Shared-Defined 5.6 6,460 LUCENT TECHNOLOGIES INC DBCV 2.750% 6/1 549463AH0 7,073 7,519 PRN Shared-Defined 5.6 7,519 LUNDIN MINING CORP COM 550372106 2,257 176,491 SH Shared-Defined 5.6 176,491 LUXOTTICA GROUP S P A SPONSORED ADR 55068R202 915 27,000 SH Shared-Defined 5.6 27,000 LYONDELL CHEMICAL CO COM 552078107 5,191 111,988 SH Shared-Defined 5.6 111,988 M & T BK CORP COM 55261F104 149 1,439 SH Shared-Defined 1 1,439 M & T BK CORP COM 55261F104 2,004 19,367 SH Shared-Defined 5.6 19,367 MACERICH CO COM 554382101 1,504 17,172 SH Shared-Defined 5.6 17,172 MACK CALI RLTY CORP COM 554489104 296 7,200 SH Shared-Defined 5.6 7,200 MACROVISION CORP NOTE 2.625% 8/1 555904AB7 1,639 1,500,000 PRN Shared-Defined 1 1,500,000 MACYS INC COM 55616P104 237 7,336 SH Shared-Defined 1.4 7,336 MACYS INC COM 55616P104 10 320 SH Shared-Defined 1.2 320 MACYS INC COM 55616P104 8,743 270,500 SH Shared-Defined 5.7 270,500 MACYS INC COM 55616P104 10 320 SH Shared-Defined 320 MACYS INC COM 55616P104 763 23,623 SH Shared-Defined 5.6 23,623 MACYS INC COM 55616P104 49,076 1,518,455 SH Shared-Defined 5.6 1,518,455 MAG SILVER CORP COM 55903Q104 140 10,000 SH Shared-Defined 1.4 10,000 MAGIC SOFTWARE ENTERPRISES L ORD 559166103 54 30,000 SH Shared-Defined 1.4 30,000 MAGNA INTL INC CL A 559222401 122 1,268 SH Shared-Defined 5.6 1,268 MAGUIRE PPTYS INC COM 559775101 101 3,900 SH Shared-Defined 5.6 3,900 MANOR CARE INC NEW COM 564055101 2,105 32,694 SH Shared-Defined 5.6 32,694 MANPOWER INC COM 56418H100 917 14,250 SH Shared-Defined 1.2 14,250 MANPOWER INC COM 56418H100 2,066 32,101 SH Shared-Defined 1.2 32,101 MANPOWER INC COM 56418H100 1,431 22,241 SH Shared-Defined 5.6 22,241 MANPOWER INC COM 56418H100 154 2,400 SH Shared-Defined 5.6 2,400 MANPOWER INC COM 56418H100 2,288 35,549 SH Shared-Defined 5.6 35,549 MANULIFE FINL CORP COM 56501R106 12,375 299,925 SH Shared-Defined 5.6 299,925 MANULIFE FINL CORP COM 56501R106 1,234 29,900 SH Shared-Defined 5.6 29,900 MARATHON OIL CORP COM 565849106 2,560 44,890 SH Shared-Defined 5.7 44,890 MARATHON OIL CORP COM 565849106 427 7,481 SH Shared-Defined 5.6 7,481 MARATHON OIL CORP COM 565849106 98,274 1,723,492 SH Shared-Defined 5.6 1,723,492 MARKET VECTORS ETF TR GOLD MINER ETF 57060U100 939 20,700 SH Shared-Defined 1.2 20,700 MARKET VECTORS ETF TR GOLD MINER ETF 57060U100 1,764 38,900 SH Shared-Defined 1.2 38,900 MARKET VECTORS ETF TR RUSSIA ETF 57060U506 1,134 25,000 SH Shared-Defined 1 25,000 MARRIOTT INTL INC NEW CL A 571903202 57,879 1,331,459 SH Shared-Defined 5.6 1,331,459 MARSH & MCLENNAN COS INC COM 571748102 15 600 SH Shared-Defined 1.4 600 MARSH & MCLENNAN COS INC COM 571748102 1,296 50,837 SH Shared-Defined 5.6 50,837 MARSHALL & ILSLEY CORP COM 571834100 105 2,390 SH Shared-Defined 1 2,390 MARSHALL & ILSLEY CORP COM 571834100 3,856 124,901 SH Shared-Defined 5.6 124,901 MARTIN MARIETTA MATLS INC COM 573284106 253 1,896 SH Shared-Defined 5.6 1,896 MARVEL ENTERTAINMENT INC COM 57383T103 588 25,089 SH Shared-Defined 25,089 MARVEL ENTERTAINMENT INC COM 57383T103 2,477 105,693 SH Shared-Defined 105,693 MARVEL ENTERTAINMENT INC COM 57383T103 1,055 45,000 SH Shared-Defined 5.6 45,000 MASCO CORP COM 574599106 883 38,116 SH Shared-Defined 1 38,116 MASCO CORP COM 574599106 11,722 505,916 SH Shared-Defined 5.6 505,916 MASSEY ENERGY CORP COM 576206106 15 700 SH Shared-Defined 5.6 700 MASTERCARD INC COM 57636Q104 250 1,688 SH Shared-Defined 1,688 MASTERCARD INC COM 57636Q104 592 4,000 SH Shared-Defined 1 4,000 MASTERCARD INC COM 57636Q104 575 3,888 SH Shared-Defined 5.6 3,888 MATRIA HEALTHCARE INC COM NEW 576817209 827 31,600 SH Shared-Defined 5.6 31,600 MATTEL INC COM 577081102 447 19,035 SH Shared-Defined 5.6 19,035 MATTEL INC COM 577081102 22 917 SH Shared-Defined 1 917 MATTEL INC COM 577081102 91 3,900 SH Shared-Defined 5.6 3,900 MATTEL INC COM 577081102 6,408 273,136 SH Shared-Defined 5.6 273,136 MAXIM INTEGRATED PRODS INC COM 57772K101 42,278 14,421 SH Shared-Defined 1 14,421 MAXIM INTEGRATED PRODS INC COM 57772K101 1,160 39,517 SH Shared-Defined 5.6 39,517 MBIA INC COM 55262C100 4,236 69,387 SH Shared-Defined 5.6 69,387 MCAFEE INC COM 579064106 4 125 SH Shared-Defined 125 MCAFEE INC COM 579064106 441 12,661 SH Shared-Defined 5.6 12,661 MCCORMICK & CO INC COM NON VTG 579780206 820 22,808 SH Shared-Defined 5.6 22,808 MCDERMOTT INTL INC COM 580037109 144 2,658 SH Shared-Defined 5.6 2,658 MCDONALDS CORP COM 580135101 76 1,400 SH Shared-Defined 1,400 MCDONALDS CORP COM 580135101 4,148 76,156 SH Shared-Defined 1.3 76,156 MCDONALDS CORP COM 580135101 1,644 30,190 SH Shared-Defined 1.2 30,190 MCDONALDS CORP COM 580135101 4,500 82,621 SH Shared-Defined 1.2 82,621 MCDONALDS CORP COM 580135101 5,889 108,110 SH Shared-Defined 5.7 108,110 MCDONALDS CORP COM 580135101 24,517 450,104 SH Shared-Defined 1 450,104 MCDONALDS CORP COM 580135101 2,135 39,200 SH Shared-Defined 5.6 39,200 MCDONALDS CORP COM 580135101 17,597 323,053 SH Shared-Defined 5.6 323,053 MCGRAW HILL COS INC COM 580645109 1,527 30,000 SH Shared-Defined 5.7 30,000 MCGRAW HILL COS INC COM 580645109 907 17,809 SH Shared-Defined 5.6 17,809 MCGRAW HILL COS INC COM 580645109 88 1,722 SH Shared-Defined 1 1,722 MCGRAW HILL COS INC COM 580645109 1,468 28,827 SH Shared-Defined 5.6 28,827 MCKESSON CORP COM 58155Q103 3,641 61,928 SH Shared-Defined 5.6 61,928 MDS INC COM 55269P302 9 400 SH Shared-Defined 5.6 400 MEADWESTVACO CORP COM 583334107 199 6,729 SH Shared-Defined 1 6,729 MEADWESTVACO CORP COM 583334107 351 11,900 SH Shared-Defined 5.6 11,900 MEADWESTVACO CORP COM 583334107 44,826 1,517,993 SH Shared-Defined 5.6 1,517,993 MECHEL OAO SPONSORED ADR 583840103 281 5,500 SH Shared-Defined 5.7 5,500 MECHEL OAO SPONSORED ADR 583840103 3,028 59,380 SH Shared-Defined 5.6 59,380 MECHEL OAO SPONSORED ADR 583840103 10 200 SH Shared-Defined 5.6 200 MEDAREX INC COM 583916101 503 35,500 SH Shared-Defined 1.4 35,500 MEDCO HEALTH SOLUTIONS INC COM 58405U102 4 48 SH Shared-Defined 48 MEDCO HEALTH SOLUTIONS INC COM 58405U102 0 4 SH Shared-Defined 4 MEDCO HEALTH SOLUTIONS INC COM 58405U102 3,032 33,545 SH Shared-Defined 1.3 33,545 MEDCO HEALTH SOLUTIONS INC COM 58405U102 1,849 20,458 SH Shared-Defined 1.2 20,458 MEDCO HEALTH SOLUTIONS INC COM 58405U102 4,557 50,414 SH Shared-Defined 1.2 50,414 MEDCO HEALTH SOLUTIONS INC COM 58405U102 13,136 145,326 SH Shared-Defined 5.6 145,326 MEDICIS PHARMACEUTICAL CORP CL A NEW 584690309 244 8,000 SH Shared-Defined 5.6 8,000 MEDTRONIC INC NOTE 1.625% 4/1 585055AM8 7,353 6,500,000 PRN Shared-Defined 1 6,500,000 MEDTRONIC INC COM 585055106 1,077 19,100 SH Shared-Defined 19,100 MEDTRONIC INC COM 585055106 113 2,000 SH Shared-Defined 2,000 MEDTRONIC INC COM 585055106 767 13,600 SH Shared-Defined 1.3 13,600 MEDTRONIC INC COM 585055106 11 200 SH Shared-Defined 5.7 200 MEDTRONIC INC COM 585055106 2,600 46,096 SH Shared-Defined 1 46,096 MEDTRONIC INC COM 585055106 21,890 388,053 SH Shared-Defined 5.6 388,053 MEMC ELECTR MATLS INC COM 552715104 25,977 441,330 SH Shared-Defined 5.7 441,330 MEMC ELECTR MATLS INC COM 552715104 185 3,142 SH Shared-Defined 1 3,142 MEMC ELECTR MATLS INC COM 552715104 11,887 201,948 SH Shared-Defined 5.6 201,948 MENS WEARHOUSE INC COM 587118100 480 9,500 SH Shared-Defined 5.6 9,500 MENTOR CORP MINN COM 587188103 829 18,000 SH Shared-Defined 5.6 18,000 MENTOR GRAPHICS CORP COM 587200106 388 25,700 SH Shared-Defined 5.6 25,700 MERCK & CO INC COM 589331107 10 200 SH Shared-Defined 200 MERCK & CO INC COM 589331107 22 424 SH Shared-Defined 424 MERCK & CO INC COM 589331107 5,159 99,803 SH Shared-Defined 1.3 99,803 MERCK & CO INC COM 589331107 199 3,850 SH Shared-Defined 3,850 MERCK & CO INC COM 589331107 21,368 413,380 SH Shared-Defined 5.7 413,380 MERCK & CO INC COM 589331107 209 4,050 SH Shared-Defined 1 4,050 MERCK & CO INC COM 589331107 41 800 SH Shared-Defined 800 MERCK & CO INC COM 589331107 21,387 413,756 SH Shared-Defined 1 413,756 MERCK & CO INC COM 589331107 129,571 2,506,687 SH Shared-Defined 5.6 2,506,687 MEREDITH CORP COM 589433101 31 542 SH Shared-Defined 1 542 MEREDITH CORP COM 589433101 136 2,381 SH Shared-Defined 5.6 2,381 MERIDIAN GOLD INC COM 589975101 15,250 458,235 SH Shared-Defined 5.6 458,235 MERITAGE HOMES CORP COM 59001A102 678 48,000 SH Shared-Defined 5.6 48,000 MERRILL LYNCH & CO INC NOTE 3/1 590188W46 101,944 90,316 PRN Shared-Defined 5.6 90,316 MERRILL LYNCH & CO INC COM 590188108 340 4,771 SH Shared-Defined 1.4 4,771 MERRILL LYNCH & CO INC COM 590188108 24 330 SH Shared-Defined 1.2 330 MERRILL LYNCH & CO INC COM 590188108 121 1,700 SH Shared-Defined 1.2 1,700 MERRILL LYNCH & CO INC COM 590188108 586 8,220 SH Shared-Defined 1.2 8,220 MERRILL LYNCH & CO INC COM 590188108 713 10,000 SH Shared-Defined 1.2 10,000 MERRILL LYNCH & CO INC COM 590188108 1,585 22,238 SH Shared-Defined 1.2 22,238 MERRILL LYNCH & CO INC COM 590188108 5 75 SH Shared-Defined 5.7 75 MERRILL LYNCH & CO INC COM 590188108 142 1,989 SH Shared-Defined 1 1,989 MERRILL LYNCH & CO INC COM 590188108 14 200 SH Shared-Defined 200 MERRILL LYNCH & CO INC COM 590188108 27,541 386,382 SH Shared-Defined 1 386,382 MERRILL LYNCH & CO INC COM 590188108 61,980 869,524 SH Shared-Defined 5.6 869,524 MERUELOMADDUX PROPERTIES IN COM 590473104 345 58,300 SH Shared-Defined 5.6 58,300 METHANEX CORP COM 59151K108 202 8,034 SH Shared-Defined 5.6 8,034 METLIFE INC COM 59156R108 683 9,800 SH Shared-Defined 1.2 9,800 METLIFE INC COM 59156R108 1,471 21,090 SH Shared-Defined 1.2 21,090 METLIFE INC COM 59156R108 291 4,175 SH Shared-Defined 5.7 4,175 METLIFE INC COM 59156R108 182 2,609 SH Shared-Defined 1 2,609 METLIFE INC COM 59156R108 453 6,500 SH Shared-Defined 5.6 6,500 METLIFE INC COM 59156R108 9,073 130,121 SH Shared-Defined 5.6 130,121 METROPCS COMMUNICATIONS INC COM 591708102 2,048 75,078 SH Shared-Defined 5.6 75,078 METTLER TOLEDO INTERNATIONAL COM 592688105 459 4,500 SH Shared-Defined 5.6 4,500 MGIC INVT CORP WIS COM 552848103 113 3,500 SH Shared-Defined 1.4 3,500 MGIC INVT CORP WIS COM 552848103 373 11,532 SH Shared-Defined 1 11,532 MGIC INVT CORP WIS COM 552848103 575 17,802 SH Shared-Defined 5.6 17,802 MGM MIRAGE COM 552953101 162 1,806 SH Shared-Defined 5.6 1,806 MI DEVS INC CL A SUB VTG 55304X104 205 6,175 SH Shared-Defined 5.6 6,175 MICROCHIP TECHNOLOGY INC COM 595017104 68 1,866 SH Shared-Defined 5.6 1,866 MICROCHIP TECHNOLOGY INC COM 595017104 370 10,198 SH Shared-Defined 1 10,198 MICROCHIP TECHNOLOGY INC COM 595017104 1,685 46,386 SH Shared-Defined 5.6 46,386 MICRON TECHNOLOGY INC COM 595112103 484 43,600 SH Shared-Defined 5.7 43,600 MICRON TECHNOLOGY INC COM 595112103 454 40,928 SH Shared-Defined 5.6 40,928 MICRON TECHNOLOGY INC COM 595112103 41,053 3,698,473 SH Shared-Defined 5.6 3,698,473 MICRON TECHNOLOGY INC NOTE 1.875% 6/0 595112AH6 3,755 4,000,000 PRN Shared-Defined 1 4,000,000 MICROS SYS INC COM 594901100 2,277 35,000 SH Shared-Defined 5.6 35,000 MICROSEMI CORP COM 595137100 1,464 52,500 SH Shared-Defined 5.6 52,500 MICROSOFT CORP COM 594918104 3,656 124,100 SH Shared-Defined 124,100 MICROSOFT CORP COM 594918104 101 3,440 SH Shared-Defined 3,440 MICROSOFT CORP COM 594918104 15 500 SH Shared-Defined 1.4 500 MICROSOFT CORP COM 594918104 513 17,408 SH Shared-Defined 1.3 17,408 MICROSOFT CORP COM 594918104 37 1,240 SH Shared-Defined 1.2 1,240 MICROSOFT CORP COM 594918104 139 4,734 SH Shared-Defined 1.2 4,734 MICROSOFT CORP COM 594918104 768 26,061 SH Shared-Defined 1.2 26,061 MICROSOFT CORP COM 594918104 36 1,230 SH Shared-Defined 1 1,230 MICROSOFT CORP COM 594918104 3 100 SH Shared-Defined 100 MICROSOFT CORP COM 594918104 24,820 842,495 SH Shared-Defined 5.7 842,495 MICROSOFT CORP COM 594918104 38 1,285 SH Shared-Defined 1,285 MICROSOFT CORP COM 594918104 311 10,550 SH Shared-Defined 10,550 MICROSOFT CORP COM 594918104 31,009 1,052,563 SH Shared-Defined 1 1,052,563 MICROSOFT CORP COM 594918104 115 3,900 SH Shared-Defined 5.6 3,900 MICROSOFT CORP COM 594918104 324,439 11,012,860 SH Shared-Defined 5.6 11,012,860 MID-AMER APT CMNTYS INC COM 59522J103 140 2,800 SH Shared-Defined 5.6 2,800 MILLENNIUM PHARMACEUTICALS I NOTE 2.250%11/1 599902AD5 3,760 4,000,000 PRN Shared-Defined 1 4,000,000 MILLENNIUM PHARMACEUTICALS I COM 599902103 1,826 179,900 SH Shared-Defined 179,900 MILLENNIUM PHARMACEUTICALS I COM 599902103 583 57,400 SH Shared-Defined 5.6 57,400 MILLIPORE CORP COM 601073109 355 4,683 SH Shared-Defined 5.6 4,683 MINDRAY MEDICAL INTL LTD SPON ADR 602675100 10,682 248,700 SH Shared-Defined 5.6 248,700 MINDRAY MEDICAL INTL LTD SPON ADR 602675100 10,682 248,700 SH Shared-Defined 5.6 248,700 MINDRAY MEDICAL INTL LTD SPON ADR 602675100 90 2,100 SH Shared-Defined 5.6 2,100 MIRANT CORP NEW COM 60467R100 351 8,633 SH Shared-Defined 8,633 MIRANT CORP NEW COM 60467R100 1,479 36,367 SH Shared-Defined 36,367 MIRANT CORP NEW *W EXP 01/03/20 60467R118 0 9 SH CALL Shared-Defined 1 9 MIRANT CORP NEW COM 60467R100 67,705 1,664,332 SH Shared-Defined 5.6 1,664,332 MOBILE TELESYSTEMS OJSC SPONSORED ADR 607409109 624 9,000 SH Shared-Defined 5.7 9,000 MOBILE TELESYSTEMS OJSC SPONSORED ADR 607409109 1,614 23,290 SH Shared-Defined 1 23,290 MOBILE TELESYSTEMS OJSC SPONSORED ADR 607409109 49 700 SH Shared-Defined 5.6 700 MOBILE TELESYSTEMS OJSC SPONSORED ADR 607409109 29,869 430,950 SH Shared-Defined 5.6 430,950 MOHAWK INDS INC COM 608190104 425 5,226 SH Shared-Defined 5.6 5,226 MOHAWK INDS INC COM 608190104 29 356 SH Shared-Defined 5.6 356 MOLEX INC COM 608554101 318 11,813 SH Shared-Defined 5.6 11,813 MOLSON COORS BREWING CO CL B 60871R209 14,395 288,854 SH Shared-Defined 5.7 288,854 MOLSON COORS BREWING CO CL B 60871R209 162 3,254 SH Shared-Defined 1 3,254 MOLSON COORS BREWING CO CL B 60871R209 1,163 11,671 SH Shared-Defined 5.6 11,671 MONSANTO CO NEW COM 61166W101 13 150 SH Shared-Defined 5.7 150 MONSANTO CO NEW COM 61166W101 149 1,738 SH Shared-Defined 1 1,738 MONSANTO CO NEW COM 61166W101 5,565 64,900 SH Shared-Defined 5.6 64,900 MONSANTO CO NEW COM 61166W101 21,457 250,257 SH Shared-Defined 5.6 250,257 MONSTER WORLDWIDE INC COM 611742107 240 7,033 SH Shared-Defined 1 7,033 MONSTER WORLDWIDE INC COM 611742107 2,785 81,769 SH Shared-Defined 5.6 81,769 MOODYS CORP COM 615369105 1,806 35,827 SH Shared-Defined 5.6 35,827 MORGAN STANLEY COM NEW 617446448 32 500 SH Shared-Defined 1.4 500 MORGAN STANLEY COM NEW 617446448 781 12,400 SH Shared-Defined 1.3 12,400 MORGAN STANLEY COM NEW 617446448 6,169 97,916 SH Shared-Defined 5.7 97,916 MORGAN STANLEY COM NEW 617446448 190 3,019 SH Shared-Defined 3,019 MORGAN STANLEY COM NEW 617446448 6,578 104,406 SH Shared-Defined 1 104,406 MORGAN STANLEY COM NEW 617446448 13,179 209,183 SH Shared-Defined 5.6 209,183 MORGAN STANLEY ASIA PAC FD I COM 61744U106 0 10 SH Shared-Defined 1 10 MORNINGSTAR INC COM 617700109 2,763 45,000 SH Shared-Defined 5.6 45,000 MOSAIC CO COM 61945A107 1,613 30,129 SH Shared-Defined 5.6 30,129 MOTOROLA INC COM 620076109 437 23,596 SH Shared-Defined 23,596 MOTOROLA INC COM 620076109 1,842 99,404 SH Shared-Defined 99,404 MOTOROLA INC COM 620076109 278 15,000 SH Shared-Defined 1.3 15,000 MOTOROLA INC COM 620076109 3 150 SH Shared-Defined 1 150 MOTOROLA INC COM 620076109 7,010 378,332 SH Shared-Defined 1 378,332 MOTOROLA INC COM 620076109 11,957 645,297 SH Shared-Defined 5.6 645,297 MUELLER WTR PRODS INC COM SER A 624758108 1,565 126,300 SH Shared-Defined 5.6 126,300 MURPHY OIL CORP COM 626717102 140 2,000 SH Shared-Defined 1.4 2,000 MURPHY OIL CORP COM 626717102 1,299 18,590 SH Shared-Defined 5.6 18,590 MYLAN LABS INC NOTE 1.250% 3/1 628530AG2 2,783 3,000,000 PRN Shared-Defined 1 3,000,000 MYLAN LABS INC COM 628530107 299 18,761 SH Shared-Defined 5.6 18,761 NABORS INDS INC NOTE 0.940% 5/1 629568AP1 964 1,000,000 PRN Shared-Defined 1 1,000,000 NALCO HOLDINGPANY COM 62985Q101 2,840 95,801 SH Shared-Defined 5.6 95,801 NASDAQ STOCK MARKET INC COM 631103108 11 300 SH Shared-Defined 1 300 NASDAQ STOCK MARKET INC COM 631103108 5,991 159,000 SH Shared-Defined 5.7 159,000 NATIONAL CITY CORP COM 635405103 30 1,176 SH Shared-Defined 1 1,176 NATIONAL CITY CORP COM 635405103 3,258 129,840 SH Shared-Defined 5.6 129,840 NATIONAL FINL PARTNERS CORP COM 63607P208 3,179 60,000 SH Shared-Defined 5.6 60,000 NATIONAL HEALTH INVS INC COM 63633D104 99 3,200 SH Shared-Defined 5.6 3,200 NATIONAL OILWELL VARCO INC COM 637071101 1,713 23,715 SH Shared-Defined 1.3 23,715 NATIONAL OILWELL VARCO INC COM 637071101 672 9,300 SH Shared-Defined 1.2 9,300 NATIONAL OILWELL VARCO INC COM 637071101 1,055 14,600 SH Shared-Defined 1.2 14,600 NATIONAL OILWELL VARCO INC COM 637071101 14,738 101,993 SH Shared-Defined 5.6 101,993 NATIONAL RETAIL PROPERTIES I COM 637417106 236 9,700 SH Shared-Defined 5.6 9,700 NATIONAL SEMICONDUCTOR CORP COM 637640103 79,246 2,922,067 SH Shared-Defined 5.6 2,922,067 NATIONAL WESTN LIFE INS CO CL A 638522102 66 257 SH Shared-Defined 257 NATIONAL WESTN LIFE INS CO CL A 638522102 277 1,083 SH Shared-Defined 1,083 NATIONALCINEMEDIA INC COM 635309107 224 10,000 SH Shared-Defined 5.6 10,000 NATIONWIDE HEALTH PPTYS INC COM 638620104 277 9,200 SH Shared-Defined 5.6 9,200 NAVIGANT CONSULTING INC COM 63935N107 1,329 105,000 SH Shared-Defined 5.6 105,000 NAVIGATORS GROUP INC COM 638904102 1,519 28,000 SH Shared-Defined 5.6 28,000 NAVTEQ CORP COM 63936L100 6,211 79,657 SH Shared-Defined 5.6 79,657 NEENAH PAPER INC COM 640079109 6 181 SH Shared-Defined 1 181 NEKTAR THERAPEUTICS COM 640268108 232 26,250 SH Shared-Defined 5.6 26,250 NETEASE COM INC SPONSORED ADR 64110W102 14,010 829,010 SH Shared-Defined 1 829,010 NETFLIX INC COM 64110L106 414 20,000 SH Shared-Defined 5.6 20,000 NETWORK APPLIANCE INC COM 64120L104 2 66 SH Shared-Defined 1.4 66 NETWORK APPLIANCE INC COM 64120L104 441 16,388 SH Shared-Defined 5.6 16,388 NETWORK APPLIANCE INC COM 64120L104 1,914 71,117 SH Shared-Defined 5.6 71,117 NEUROCHEM INC COM 64125K101 14 5,000 SH Shared-Defined 1.4 5,000 NEUROCHEM INC COM 64125K101 33 11,800 SH Shared-Defined 1 11,800 NEUROCHEM INC COM 64125K101 36 13,000 SH Shared-Defined 5.6 13,000 NEUSTAR INC CL A 64126X201 514 15,000 SH Shared-Defined 5.6 15,000 NEW ORIENTAL ED & TECH GRP I SPON ADR 647581107 276 4,151 SH Shared-Defined 1 4,151 NEW ORIENTAL ED & TECH GRP I SPON ADR 647581107 759 11,400 SH Shared-Defined 5.6 11,400 NEW YORK CMNTY BANCORP INC COM 649445103 31 1,646 SH Shared-Defined 5.6 1,646 NEW YORK CMNTY BANCORP INC COM 649445103 137 7,200 SH Shared-Defined 5.6 7,200 NEW YORK TIMES CO CL A 650111107 246 12,442 SH Shared-Defined 1 12,442 NEW YORK TIMES CO CL A 650111107 5,419 274,241 SH Shared-Defined 5.6 274,241 NEWELL RUBBERMAID INC COM 651229106 737 25,570 SH Shared-Defined 5.6 25,570 NEWFIELD EXPL CO COM 651290108 617 12,815 SH Shared-Defined 5.6 12,815 NEWMONT MINING CORP COM 651639106 1,936 43,290 SH Shared-Defined 1.4 43,290 NEWMONT MINING CORP COM 651639106 8,985 200,880 SH Shared-Defined 5.7 200,880 NEWMONT MINING CORP COM 651639106 289 6,450 SH Shared-Defined 6,450 NEWMONT MINING CORP COM 651639106 316 7,075 SH Shared-Defined 1 7,075 NEWMONT MINING CORP COM 651639106 53,687 1,200,249 SH Shared-Defined 5.6 1,200,249 NEWSTAR FINANCIAL INC COM 65251F105 337 30,000 SH Shared-Defined 5.6 30,000 NEXEN INC COM 65334H102 403 13,200 SH Shared-Defined 1 13,200 NEXEN INC COM 65334H102 4,038 132,026 SH Shared-Defined 5.6 132,026 NEXTEL COMMUNICATIONS INC NOTE 5.250% 1/1 65332VAY9 5,013 5,000,000 PRN Shared-Defined 1 5,000,000 NICOR INC COM 654086107 99 2,309 SH Shared-Defined 5.6 2,309 NII HLDGS INC NOTE 2.750% 8/1 62913FAF9 9,604 5,500,000 PRN Shared-Defined 1 5,500,000 NII HLDGS INC CL B NEW 62913F201 5,504 67,000 SH Shared-Defined 5.7 67,000 NII HLDGS INC CL B NEW 62913F201 2,174 26,463 SH Shared-Defined 5.6 26,463 NIKE INC CL B 654106103 4,175 71,178 SH Shared-Defined 1 71,178 NIKE INC CL B 654106103 246 4,200 SH Shared-Defined 5.6 4,200 NIKE INC CL B 654106103 68,710 1,171,330 SH Shared-Defined 5.6 1,171,330 NISOURCE INC COM 65473P105 208 10,843 SH Shared-Defined 1 10,843 NISOURCE INC COM 65473P105 971 50,723 SH Shared-Defined 5.6 50,723 NOBLE ENERGY INC COM 655044105 5,239 74,797 SH Shared-Defined 5.6 74,797 NOKIA CORP SPONSORED ADR 654902204 2,198 57,958 SH Shared-Defined 1 57,958 NORDSTROM INC COM 655664100 395 8,429 SH Shared-Defined 5.6 8,429 NORDSTROM INC COM 655664100 64,187 1,368,880 SH Shared-Defined 5.6 1,368,880 NORFOLK SOUTHERN CORP COM 655844108 1,609 31,000 SH Shared-Defined 31,000 NORFOLK SOUTHERN CORP COM 655844108 5,945 114,531 SH Shared-Defined 5.6 114,531 NORTEL INVERSORA S A SPON ADR PFD B 656567401 10,376 488,300 SH Shared-Defined 5.6 488,300 NORTEL NETWORKS CORP NEW COM NEW 656568508 164 9,678 SH Shared-Defined 1.4 9,678 NORTEL NETWORKS CORP NEW COM NEW 656568508 1 50 SH Shared-Defined 1 50 NORTEL NETWORKS CORP NEW COM NEW 656568508 0 10 SH Shared-Defined 10 NORTEL NETWORKS CORP NEW COM NEW 656568508 254 15,000 SH Shared-Defined 5.7 15,000 NORTEL NETWORKS CORP NEW COM NEW 656568508 1 85 SH Shared-Defined 85 NORTEL NETWORKS CORP NEW COM NEW 656568508 1,122 66,100 SH Shared-Defined 5.6 66,100 NORTH AMERN ENERGY PARTNERS COM 656844107 345 20,000 SH Shared-Defined 5.6 20,000 NORTHEAST UTILS COM 664397106 394 13,800 SH Shared-Defined 5.6 13,800 NORTHERN DYNASTY MINERALS LT COM NEW 66510M204 716 64,203 SH Shared-Defined 1 64,203 NORTHERN TR CORP COM 665859104 159 2,395 SH Shared-Defined 1 2,395 NORTHERN TR CORP COM 665859104 88,423 1,334,290 SH Shared-Defined 5.6 1,334,290 NORTHGATE MINERALS CORP COM 666416102 37 13,000 SH Shared-Defined 13,000 NORTHROP GRUMMAN CORP COM 666807102 546 7,000 SH Shared-Defined 1.2 7,000 NORTHROP GRUMMAN CORP COM 666807102 651 8,342 SH Shared-Defined 1.2 8,342 NORTHROP GRUMMAN CORP COM 666807102 9,003 115,422 SH Shared-Defined 5.7 115,422 NORTHROP GRUMMAN CORP COM 666807102 400 5,128 SH Shared-Defined 5.6 5,128 NORTHROP GRUMMAN CORP COM 666807102 495 6,342 SH Shared-Defined 1 6,342 NORTHROP GRUMMAN CORP COM 666807102 13,238 169,713 SH Shared-Defined 5.6 169,713 NORTHWEST PIPE CO COM 667746101 3,022 79,902 SH Shared-Defined 5.6 79,902 NOVA CHEMICALS CORP COM 66977W109 85 2,204 SH Shared-Defined 5.6 2,204 NOVELL INC DBCV 0.500% 7/1 670006AC9 958 1,000,000 PRN Shared-Defined 1 1,000,000 NOVELL INC COM 670006105 485 63,514 SH Shared-Defined 5.6 63,514 NOVELLUS SYS INC COM 670008101 432 15,854 SH Shared-Defined 5.6 15,854 NOVELLUS SYS INC COM 670008101 371 13,627 SH Shared-Defined 1 13,627 NOVELLUS SYS INC COM 670008101 2,641 96,864 SH Shared-Defined 5.6 96,864 NRG ENERGY INC COM NEW 629377508 539 12,734 SH Shared-Defined 1 12,734 NRG ENERGY INC COM NEW 629377508 1,899 44,910 SH Shared-Defined 5.6 44,910 NU SKIN ENTERPRISES INC CL A 67018T105 129 8,000 SH Shared-Defined 5.6 8,000 NUANCEMUNICATIONS INC COM 67020Y100 676 35,000 SH Shared-Defined 5.7 35,000 NUCOR CORP COM 670346105 9,688 162,900 SH Shared-Defined 5.7 162,900 NUCOR CORP COM 670346105 444 7,470 SH Shared-Defined 5.6 7,470 NUCOR CORP COM 670346105 113 1,904 SH Shared-Defined 1 1,904 NUCOR CORP COM 670346105 14,620 245,846 SH Shared-Defined 5.6 245,846 NUTRI SYS INC NEW COM 67069D108 1,407 30,000 SH Shared-Defined 5.7 30,000 NUTRI SYS INC NEW COM 67069D108 2,063 44,000 SH Shared-Defined 5.6 44,000 NUVASIVE INC COM 670704105 1,750 48,700 SH Shared-Defined 5.6 48,700 NVIDIA CORP COM 67066G104 10 265 SH Shared-Defined 5.7 265 NVIDIA CORP COM 67066G104 2,427 66,976 SH Shared-Defined 5.6 66,976 NVR INC COM 62944T105 910 1,935 SH Shared-Defined 5.6 1,935 NVR INC COM 62944T105 24 51 SH Shared-Defined 5.6 51 NYMEX HOLDINGS INC COM 62948N104 5 35 SH Shared-Defined 5.7 35 NYMEX HOLDINGS INC COM 62948N104 156 1,199 SH Shared-Defined 5.6 1,199 NYSE EURONEXT COM 629491101 3 37 SH Shared-Defined 37 NYSE EURONEXT COM 629491101 0 1 SH Shared-Defined 1 1 NYSE EURONEXT COM 629491101 15,439 195,017 SH Shared-Defined 195,017 NYSE EURONEXT COM 629491101 20 250 SH Shared-Defined 250 NYSE EURONEXT COM 629491101 11,954 150,990 SH Shared-Defined 1 150,990 NYSE EURONEXT COM 629491101 33 589 SH Shared-Defined 5.6 589 NYSE EURONEXT COM 629491101 30,210 538,031 SH Shared-Defined 5.6 538,031 O REILLY AUTOMOTIVE INC COM 686091109 1,754 52,500 SH Shared-Defined 5.6 52,500 OCCIDENTAL PETE CORP DEL COM 674599105 4,913 76,669 SH Shared-Defined 1.3 76,669 OCCIDENTAL PETE CORP DEL COM 674599105 1,397 21,800 SH Shared-Defined 1.2 21,800 OCCIDENTAL PETE CORP DEL COM 674599105 2,794 43,600 SH Shared-Defined 1.2 43,600 OCCIDENTAL PETE CORP DEL COM 674599105 1,623 25,323 SH Shared-Defined 1 25,323 OCCIDENTAL PETE CORP DEL COM 674599105 17,119 267,144 SH Shared-Defined 5.6 267,144 OCEAN PWR TECHNOLOGIES INC COM NEW 674870308 16 1,001 SH Shared-Defined 1.4 1,001 OFFICE DEPOT INC COM 676220106 935 45,344 SH Shared-Defined 5.6 45,344 OFFICE DEPOT INC COM 676220106 140 6,772 SH Shared-Defined 1 6,772 OFFICE DEPOT INC COM 676220106 3,079 149,331 SH Shared-Defined 5.6 149,331 OFFICEMAX INC DEL COM 67622P101 334 9,748 SH Shared-Defined 5.6 9,748 OIL SVC HOLDRS TR DEPOSTRY RCPT 678002106 537 2,800 SH Shared-Defined 1 2,800 OIL SVC HOLDRS TR DEPOSTRY RCPT 678002106 190 1,400 SH Shared-Defined 5.6 1,400 OLD REP INTL CORP COM 680223104 429 22,880 SH Shared-Defined 5.6 22,880 OMEGA HEALTHCARE INVS INC COM 681936100 165 10,600 SH Shared-Defined 5.6 10,600 OMNICARE INC COM 681904108 3,976 120,000 SH Shared-Defined 5.7 120,000 OMNICARE INC COM 681904108 785 23,682 SH Shared-Defined 5.6 23,682 OMNICARE INC COM 681904108 49 1,494 SH Shared-Defined 1 1,494 OMNICARE INC COM 681904108 936 28,241 SH Shared-Defined 5.6 28,241 OMNICOM GROUP INC NOTE 2/0 681919AK2 35,696 34,801 PRN Shared-Defined 5.6 34,801 OMNICOM GROUP INC COM 681919106 1 20 SH Shared-Defined 1 20 OMNICOM GROUP INC COM 681919106 10 215 SH Shared-Defined 5.7 215 OMNICOM GROUP INC COM 681919106 39,280 816,794 SH Shared-Defined 5.6 816,794 ON SEMICONDUCTOR CORP COM 682189105 2,022 161,000 SH Shared-Defined 5.6 161,000 ONEOK INC NEW COM 682680103 1,067 22,500 SH Shared-Defined 5.6 22,500 OPEN JT STK CO-VIMPEL COMMUN SPONSORED ADR 68370R109 1,082 40,000 SH Shared-Defined 5.7 40,000 OPEN JT STK CO-VIMPEL COMMUN SPONSORED ADR 68370R109 8,964 331,500 SH Shared-Defined 5.6 331,500 OPEN JT STK CO-VIMPEL COMMUN SPONSORED ADR 68370R109 8,964 331,500 SH Shared-Defined 5.6 331,500 OPEN JT STK CO-VIMPEL COMMUN SPONSORED ADR 68370R109 1,599 59,120 SH Shared-Defined 1 59,120 OPEN JT STK CO-VIMPEL COMMUN SPONSORED ADR 68370R109 30 1,100 SH Shared-Defined 5.6 1,100 OPEN JT STK CO-VIMPEL COMMUN SPONSORED ADR 68370R109 15,459 571,700 SH Shared-Defined 5.6 571,700 OPEN TEXT CORP COM 683715106 576 22,048 SH Shared-Defined 5.6 22,048 OPENWAVE SYS INC COM NEW 683718308 3 719 SH Shared-Defined 1.4 719 ORACLE CORP COM 68389X105 3 160 SH Shared-Defined 160 ORACLE CORP COM 68389X105 39 1,800 SH Shared-Defined 1.4 1,800 ORACLE CORP COM 68389X105 14,425 666,272 SH Shared-Defined 5.7 666,272 ORACLE CORP COM 68389X105 420 19,384 SH Shared-Defined 5.6 19,384 ORACLE CORP COM 68389X105 163,979 7,574,086 SH Shared-Defined 5.6 7,574,086 ORBITAL SCIENCES CORP COM 685564106 44 2,000 SH Shared-Defined 1 2,000 OSHKOSH TRUCK CORP COM 688239201 434 7,000 SH Shared-Defined 5.7 7,000 OSHKOSH TRUCK CORP COM 688239201 3,072 49,566 SH Shared-Defined 5.6 49,566 OSHKOSH TRUCK CORP COM 688239201 1,012 16,326 SH Shared-Defined 5.6 16,326 OSI PHARMACEUTICALS INC COM 671040103 1,224 36,000 SH Shared-Defined 5.6 36,000 OVERSEAS SHIPHOLDING GROUP I COM 690368105 223 2,900 SH Shared-Defined 5.6 2,900 OVERSTOCK INC DEL COM 690370101 365 12,661 SH Shared-Defined 12,661 OVERSTOCK INC DEL COM 690370101 1,536 53,339 SH Shared-Defined 53,339 OWENS ILL INC COM NEW 690768403 263 6,352 SH Shared-Defined 5.6 6,352 P T TELEKOMUNIKASI INDONESIA SPONSORED ADR 715684106 6,503 133,200 SH Shared-Defined 5.6 133,200 P T TELEKOMUNIKASI INDONESIA SPONSORED ADR 715684106 6,503 133,200 SH Shared-Defined 5.6 133,200 PACCAR INC COM 693718108 13,887 244,352 SH Shared-Defined 5.7 244,352 PACCAR INC COM 693718108 212 3,736 SH Shared-Defined 1 3,736 PACCAR INC COM 693718108 15,301 179,483 SH Shared-Defined 5.6 179,483 PACIFIC ETHANOL INC COM 69423U107 67 7,000 SH Shared-Defined 1.4 7,000 PACIFIC ETHANOL INC COM 69423U107 8,652 899,411 SH Shared-Defined 1 899,411 PACIFIC ETHANOL INC COM 69423U107 115 12,000 SH Shared-Defined 5.6 12,000 PACIFIC SUNWEAR CALIF INC COM 694873100 888 60,000 SH Shared-Defined 5.6 60,000 PACTIV CORP COM 695257105 15 538 SH Shared-Defined 1 538 PACTIV CORP COM 695257105 816 28,467 SH Shared-Defined 5.6 28,467 PALL CORP COM 696429307 10 246 SH Shared-Defined 1 246 PALL CORP COM 696429307 421 10,829 SH Shared-Defined 5.6 10,829 PALM INC NEW COM 696643105 3,275 201,300 SH Shared-Defined 5.6 201,300 PAN AMERICAN SILVER CORP COM 697900108 35 1,200 SH Shared-Defined 1.4 1,200 PANERA BREAD CO CL A 69840W108 1,632 40,000 SH Shared-Defined 5.6 40,000 PARKER HANNIFIN CORP COM 701094104 276 3,700 SH Shared-Defined 3,700 PARKER HANNIFIN CORP COM 701094104 393 5,265 SH Shared-Defined 1 5,265 PARKER HANNIFIN CORP COM 701094104 3,856 34,483 SH Shared-Defined 5.6 34,483 PARKWAY PPTYS INC COM 70159Q104 124 2,800 SH Shared-Defined 5.6 2,800 PARTICLE DRILLING TECHNOLOGI COM 70212G101 462 140,000 SH Shared-Defined 5.6 140,000 PARTNER COMMUNICATIONS CO LT ADR 70211M109 831 50,210 SH Shared-Defined 5.6 50,210 PATTERSON UTI ENERGY INC COM 703481101 23 1,035 SH Shared-Defined 5.6 1,035 PATTERSONPANIES INC COM 703395103 2,504 64,851 SH Shared-Defined 5.6 64,851 PAYCHEX INC COM 704326107 1,484 36,200 SH Shared-Defined 36,200 PAYCHEX INC COM 704326107 9,091 221,739 SH Shared-Defined 5.7 221,739 PAYCHEX INC COM 704326107 45 1,102 SH Shared-Defined 1 1,102 PAYCHEX INC COM 704326107 1,204 29,354 SH Shared-Defined 5.6 29,354 PDL BIOPHARMA INC COM 69329Y104 29 1,355 SH Shared-Defined 5.6 1,355 PEABODY ENERGY CORP COM 704549104 695 15,500 SH Shared-Defined 5.7 15,500 PEABODY ENERGY CORP COM 704549104 191 4,253 SH Shared-Defined 1 4,253 PEABODY ENERGY CORP COM 704549104 13 300 SH Shared-Defined 300 PEABODY ENERGY CORP COM 704549104 681 15,203 SH Shared-Defined 1 15,203 PEABODY ENERGY CORP COM 704549104 13,045 272,518 SH Shared-Defined 5.6 272,518 PEDIATRIX MED GROUP COM 705324101 3,255 49,750 SH Shared-Defined 5.6 49,750 PENGROWTH ENERGY TR TR UNIT NEW 706902509 37 2,000 SH Shared-Defined 1.4 2,000 PENN WEST ENERGY TR TR UNIT 707885109 13,325 429,500 SH Shared-Defined 1 429,500 PENN WEST ENERGY TR TR UNIT 707885109 8,143 261,857 SH Shared-Defined 5.6 261,857 PENNEY J C INC COM 708160106 634 10,000 SH Shared-Defined 1.2 10,000 PENNEY J C INC COM 708160106 1,654 26,100 SH Shared-Defined 1.2 26,100 PENNEY J C INC COM 708160106 6,213 98,041 SH Shared-Defined 5.7 98,041 PENNEY J C INC COM 708160106 127 2,008 SH Shared-Defined 1 2,008 PENNEY J C INC COM 708160106 56,783 896,051 SH Shared-Defined 5.6 896,051 PENNSYLVANIA RL ESTATE INVT SH BEN INT 709102107 214 5,500 SH Shared-Defined 5.6 5,500 PENTAIR INC COM 709631105 3,447 103,874 SH Shared-Defined 5.6 103,874 PEOPLES UNITED FINANCIAL INC COM 712704105 94 5,422 SH Shared-Defined 5.6 5,422 PEPCO HOLDINGS INC COM 713291102 9 350 SH Shared-Defined 350 PEPCO HOLDINGS INC COM 713291102 1,887 69,695 SH Shared-Defined 5.6 69,695 PEPSI BOTTLING GROUP INC COM 713409100 265 7,126 SH Shared-Defined 5.6 7,126 PEPSIAMERICAS INC COM 71343P200 415 12,800 SH Shared-Defined 5.6 12,800 PEPSICO INC COM 713448108 1 10 SH Shared-Defined 10 PEPSICO INC COM 713448108 1,582 21,600 SH Shared-Defined 21,600 PEPSICO INC COM 713448108 104 1,425 SH Shared-Defined 1,425 PEPSICO INC COM 713448108 35 472 SH Shared-Defined 5.7 472 PEPSICO INC COM 713448108 26,363 359,862 SH Shared-Defined 1 359,862 PEPSICO INC COM 713448108 214,231 2,924,252 SH Shared-Defined 5.6 2,924,252 PERDIGAO S A COMERCIO E INDS SP ADR PFD NEW 71361V303 16,572 377,400 SH Shared-Defined 5.6 377,400 PEREGRINE PHARMACEUTICALS IN COM 713661106 7 10,000 SH Shared-Defined 1.4 10,000 PERKINELMER INC COM 714046109 2,529 86,585 SH Shared-Defined 5.6 86,585 PERRIGO CO COM 714290103 44 2,056 SH Shared-Defined 1 2,056 PETROBRAS ENERGIA PARTCPTNS SP ADR B SHS 71646M102 2,043 203,300 SH Shared-Defined 5.6 203,300 PETROHAWK ENERGY CORP COM 716495106 2,709 165,000 SH Shared-Defined 5.7 165,000 PETROLEO BRASILEIRO SA PETRO SPONSORED ADR 71654V408 15 200 SH Shared-Defined 1.4 200 PETROLEO BRASILEIRO SA PETRO SPONSORED ADR 71654V408 7,534 99,782 SH Shared-Defined 5.7 99,782 PETROLEO BRASILEIRO SA PETRO SPONSORED ADR 71654V408 10,283 136,200 SH Shared-Defined 1 136,200 PETROLEO BRASILEIRO SA PETRO SPONSORED ADR 71654V408 21,978 291,100 SH Shared-Defined 5.6 291,100 PETROLEO BRASILEIRO SA PETRO SPONSORED ADR 71654V101 146,601 2,265,857 SH Shared-Defined 5.6 2,265,857 PETROQUEST ENERGY INC COM 716748108 644 60,000 SH Shared-Defined 5.6 60,000 PETSMART INC COM 716768106 53 1,650 SH Shared-Defined 1,650 PETSMART INC COM 716768106 1 34 SH Shared-Defined 1 34 PETSMART INC COM 716768106 30 938 SH Shared-Defined 5.6 938 PFIZER INC COM 717081103 4 150 SH Shared-Defined 150 PFIZER INC COM 717081103 8 317 SH Shared-Defined 317 PFIZER INC COM 717081103 90 3,700 SH Shared-Defined 1.4 3,700 PFIZER INC COM 717081103 21 850 SH Shared-Defined 1.3 850 PFIZER INC COM 717081103 26 1,060 SH Shared-Defined 1.2 1,060 PFIZER INC COM 717081103 295 12,074 SH Shared-Defined 1 12,074 PFIZER INC COM 717081103 52 2,147 SH Shared-Defined 2,147 PFIZER INC COM 717081103 14,489 593,069 SH Shared-Defined 5.7 593,069 PFIZER INC COM 717081103 7 300 SH Shared-Defined 300 PFIZER INC COM 717081103 16 651 SH Shared-Defined 651 PFIZER INC COM 717081103 538 22,037 SH Shared-Defined 22,037 PFIZER INC COM 717081103 126,674 5,185,170 SH Shared-Defined 1 5,185,170 PFIZER INC COM 717081103 230,834 9,448,785 SH Shared-Defined 5.6 9,448,785 PG&E CORP COM 69331C108 24 500 SH Shared-Defined 1.4 500 PG&E CORP COM 69331C108 363 7,600 SH Shared-Defined 5.6 7,600 PG&E CORP COM 69331C108 49,993 1,045,872 SH Shared-Defined 5.6 1,045,872 PHARMACEUTICAL HLDRS TR DEPOSITRY RCPT 71712A206 175 2,190 SH Shared-Defined 1.2 2,190 PHARMACEUTICAL HLDRS TR DEPOSITRY RCPT 71712A206 777 9,710 SH Shared-Defined 1.2 9,710 PHARMACEUTICAL HLDRS TR DEPOSITRY RCPT 71712A206 480 5,993 SH Shared-Defined 1 5,993 PHARMACEUTICAL HLDRS TR DEPOSITRY RCPT 71712A206 33 411 SH Shared-Defined 5.6 411 PHARMERICA CORP COM 71714F104 98 6,588 SH Shared-Defined 5.7 6,588 PHARMION CORP COM 71715B409 2,543 55,125 SH Shared-Defined 5.6 55,125 PHH CORP COM NEW 693320202 526 20,000 SH Shared-Defined 5.7 20,000 PHILIPPINE LONG DISTANCE TEL SPONSORED ADR 718252604 166,136 2,582,151 SH Shared-Defined 1 2,582,151 PHILIPPINE LONG DISTANCE TEL SPONSORED ADR 718252604 865 13,450 SH Shared-Defined 5.6 13,450 PHILLIPS VAN HEUSEN CORP COM 718592108 2,173 41,400 SH Shared-Defined 5.6 41,400 PHOTRONICS INC COM 719405102 799 70,000 SH Shared-Defined 5.6 70,000 PICO HLDGS INC COM NEW 693366205 507 12,200 SH Shared-Defined 5.6 12,200 PILGRIMS PRIDE CORP COM 721467108 2,323 66,898 SH Shared-Defined 5.6 66,898 PINNACLE WEST CAP CORP COM 723484101 525 13,300 SH Shared-Defined 5.6 13,300 PINNACLE WEST CAP CORP COM 723484101 1,995 50,503 SH Shared-Defined 5.6 50,503 PIONEER NAT RES CO COM 723787107 128 2,844 SH Shared-Defined 5.6 2,844 PITNEY BOWES INC COM 724479100 162 3,573 SH Shared-Defined 1 3,573 PITNEY BOWES INC COM 724479100 8,465 186,373 SH Shared-Defined 5.6 186,373 PLAINS EXPL& PRODTN CO COM 726505100 531 12,000 SH Shared-Defined 5.6 12,000 PLEXUS CORP COM 729132100 2,740 100,000 SH Shared-Defined 5.6 100,000 PLUM CREEK TIMBER CO INC COM 729251108 278 6,200 SH Shared-Defined 5.6 6,200 PLUM CREEK TIMBER CO INC COM 729251108 1,548 34,582 SH Shared-Defined 5.6 34,582 PMC-SIERRA INC COM 69344F106 6 750 SH Shared-Defined 5.6 750 PMI GROUP INC COM 69344M101 327 10,000 SH Shared-Defined 5.7 10,000 PMI GROUP INC COM 69344M101 226 6,900 SH Shared-Defined 5.6 6,900 PMI GROUP INC COM 69344M101 696 21,291 SH Shared-Defined 5.6 21,291 PNC FINL SVCS GROUP INC COM 693475105 1,820 26,731 SH Shared-Defined 1 26,731 PNC FINL SVCS GROUP INC COM 693475105 97,015 1,424,594 SH Shared-Defined 5.6 1,424,594 PNM RES INC COM 69349H107 7,682 330,000 SH Shared-Defined 5.7 330,000 POLO RALPH LAUREN CORP CL A 731572103 301 3,866 SH Shared-Defined 1 3,866 POLO RALPH LAUREN CORP CL A 731572103 2,921 37,564 SH Shared-Defined 5.6 37,564 POLYCOM INC COM 73172K104 1,741 64,800 SH Shared-Defined 5.6 64,800 POLYMET MINING CORP COM 731916102 4,607 1,217,100 SH Shared-Defined 1.4 1,217,100 POLYPORE INTL INC COM 73179V103 703 50,000 SH Shared-Defined 5.6 50,000 POOL CORPORATION COM 73278L105 305 12,200 SH Shared-Defined 5.6 12,200 POSCO SPONSORED ADR 693483109 95 530 SH Shared-Defined 530 POSCO SPONSORED ADR 693483109 536 3,000 SH Shared-Defined 5.7 3,000 POSCO SPONSORED ADR 693483109 4,541 25,400 SH Shared-Defined 5.6 25,400 POSCO SPONSORED ADR 693483109 4,541 25,400 SH Shared-Defined 5.6 25,400 POSCO SPONSORED ADR 693483109 1,613 9,020 SH Shared-Defined 5.6 9,020 POSCO SPONSORED ADR 693483109 2,109 11,800 SH Shared-Defined 5.6 11,800 POST PPTYS INC COM 737464107 170 4,400 SH Shared-Defined 5.6 4,400 POTASH CORP SASK INC COM 73755L107 1,107 10,500 SH Shared-Defined 10,500 POTASH CORP SASK INC COM 73755L107 42 400 SH Shared-Defined 1.4 400 POTASH CORP SASK INC COM 73755L107 2,884 27,342 SH Shared-Defined 1.3 27,342 POTASH CORP SASK INC COM 73755L107 34,221 323,705 SH Shared-Defined 5.6 323,705 POWERSHARES ETF TRUST FTSE RAFI 1000 73935X583 3,368 54,713 SH Shared-Defined 54,713 POWERSHARES QQQ TRUST UNIT SER 1 73935A104 44,861 872,604 SH Shared-Defined 1.3 872,604 POWERSHARES QQQ TRUST UNIT SER 1 73935A104 5 104 SH Shared-Defined 1.2 104 POWERSHARES QQQ TRUST UNIT SER 1 73935A104 5 90 SH Shared-Defined 90 POWERSHARES QQQ TRUST UNIT SER 1 73935A104 496 9,655 SH Shared-Defined 9,655 POWERSHARES QQQ TRUST UNIT SER 1 73935A104 496 9,655 SH Shared-Defined 9,655 POWERSHARES QQQ TRUST UNIT SER 1 73935A104 76 1,476 SH Shared-Defined 1,476 POWERSHARES QQQ TRUST UNIT SER 1 73935A104 520 10,000 SH Shared-Defined 5.6 10,000 PPG INDS INC COM 693506107 131 1,731 SH Shared-Defined 1 1,731 PPG INDS INC COM 693506107 410 5,432 SH Shared-Defined 5.6 5,432 PPG INDS INC COM 693506107 339 4,486 SH Shared-Defined 1 4,486 PPG INDS INC COM 693506107 4,046 53,555 SH Shared-Defined 5.6 53,555 PPL CORP COM 69351T106 2,748 59,348 SH Shared-Defined 5.6 59,348 PRAXAIR INC COM 74005P104 5,949 71,029 SH Shared-Defined 1 71,029 PRAXAIR INC COM 74005P104 8,236 98,334 SH Shared-Defined 5.6 98,334 PRECISION CASTPARTS CORP COM 740189105 4,365 29,500 SH Shared-Defined 5.7 29,500 PRECISION CASTPARTS CORP COM 740189105 1,467 9,916 SH Shared-Defined 5.6 9,916 PRECISION DRILLING TR TR UNIT 740215108 3,925 204,537 SH Shared-Defined 5.6 204,537 PRICE T ROWE GROUP INC COM 74144T108 11 200 SH Shared-Defined 5.7 200 PRICE T ROWE GROUP INC COM 74144T108 50 898 SH Shared-Defined 1 898 PRICE T ROWE GROUP INC COM 74144T108 1,644 29,526 SH Shared-Defined 5.6 29,526 PRIDE INTL INC DEL COM 74153Q102 2,791 76,365 SH Shared-Defined 5.6 76,365 PRIMEWEST ENERGY TR TR UNIT NEW 741930309 1,864 70,542 SH Shared-Defined 5.6 70,542 PRINCIPAL FINANCIAL GROUP IN COM 74251V102 63 1,004 SH Shared-Defined 1 1,004 PRINCIPAL FINANCIAL GROUP IN COM 74251V102 6,062 96,092 SH Shared-Defined 5.6 96,092 PRIVATEBANCORP INC COM 742962103 1,045 30,000 SH Shared-Defined 5.6 30,000 PROCTER & GAMBLE CO COM 742718109 197 2,794 SH Shared-Defined 2,794 PROCTER & GAMBLE CO COM 742718109 22 306 SH Shared-Defined 306 PROCTER & GAMBLE CO COM 742718109 715 10,160 SH Shared-Defined 1.3 10,160 PROCTER & GAMBLE CO COM 742718109 61 861 SH Shared-Defined 1.2 861 PROCTER & GAMBLE CO COM 742718109 78 1,116 SH Shared-Defined 1,116 PROCTER & GAMBLE CO COM 742718109 18 255 SH Shared-Defined 5.7 255 PROCTER & GAMBLE CO COM 742718109 195 2,769 SH Shared-Defined 1 2,769 PROCTER & GAMBLE CO COM 742718109 14 200 SH Shared-Defined 200 PROCTER & GAMBLE CO COM 742718109 53,700 763,434 SH Shared-Defined 1 763,434 PROCTER & GAMBLE CO COM 742718109 3,291 46,790 SH Shared-Defined 5.6 46,790 PROCTER & GAMBLE CO COM 742718109 222,079 3,157,229 SH Shared-Defined 5.6 3,157,229 PROGENICS PHARMACEUTICALS IN COM 743187106 1,019 46,100 SH Shared-Defined 5.6 46,100 PROGRESS ENERGY INC COM 743263105 10,032 214,129 SH Shared-Defined 5.6 214,129 PROGRESSIVE CORP OHIO COM 743315103 4,396 226,462 SH Shared-Defined 5.6 226,462 PROLOGIS SH BEN INT 743410102 7,197 108,475 SH Shared-Defined 5.7 108,475 PROLOGIS SH BEN INT 743410102 4,032 60,768 SH Shared-Defined 5.6 60,768 PROLOGIS SH BEN INT 743410102 93 1,400 SH Shared-Defined 5.6 1,400 PROVIDENT ENERGY TR TR UNIT 74386K104 1,341 105,428 SH Shared-Defined 5.6 105,428 PRUDENTIAL FINL INC FRNT 12/1 744320AG7 69,229 68,471 PRN Shared-Defined 5.6 68,471 PRUDENTIAL FINL INC COM 744320102 146 1,493 SH Shared-Defined 1 1,493 PRUDENTIAL FINL INC COM 744320102 287 2,939 SH Shared-Defined 1 2,939 PRUDENTIAL FINL INC COM 744320102 1,308 13,400 SH Shared-Defined 5.6 13,400 PRUDENTIAL FINL INC COM 744320102 84,600 866,983 SH Shared-Defined 5.6 866,983 PSYCHIATRIC SOLUTIONS INC COM 74439H108 3,673 93,500 SH Shared-Defined 5.7 93,500 PUBLIC STORAGE INC COM 74460D109 38 478 SH Shared-Defined 1 478 PUBLIC STORAGE INC COM 74460D109 1,496 19,024 SH Shared-Defined 5.6 19,024 PUBLIC SVC ENTERPRISE GROUP COM 744573106 8,197 93,160 SH Shared-Defined 5.6 93,160 PUGET ENERGY INC NEW COM 745310102 1,272 52,000 SH Shared-Defined 5.6 52,000 PULTE HOMES INC COM 745867101 177 13,000 SH Shared-Defined 1.4 13,000 PULTE HOMES INC COM 745867101 130 9,575 SH Shared-Defined 1 9,575 PULTE HOMES INC COM 745867101 23,219 1,706,027 SH Shared-Defined 5.6 1,706,027 QIMONDA AG SPONSORED ADR 746904101 924 81,744 SH Shared-Defined 5.6 81,744 QLOGIC CORP COM 747277101 162 12,034 SH Shared-Defined 1 12,034 QLOGIC CORP COM 747277101 440 32,711 SH Shared-Defined 5.6 32,711 QLOGIC CORP COM 747277101 245 18,215 SH Shared-Defined 1 18,215 QLOGIC CORP COM 747277101 157 11,709 SH Shared-Defined 5.6 11,709 QLT INC COM 746927102 162 28,786 SH Shared-Defined 5.6 28,786 QUALCOMM INC COM 747525103 1,902 45,000 SH Shared-Defined 45,000 QUALCOMM INC COM 747525103 15 350 SH Shared-Defined 1 350 QUALCOMM INC COM 747525103 10,770 254,857 SH Shared-Defined 1 254,857 QUALCOMM INC COM 747525103 111,564 2,639,935 SH Shared-Defined 5.6 2,639,935 QUEBECOR WORLD INC COM NON-VTG 748203106 91 9,400 SH Shared-Defined 5.6 9,400 QUEST CAP CORP NEW COM 74835U109 0 3 SH Shared-Defined 1.4 3 QUEST DIAGNOSTICS INC COM 74834L100 65 1,129 SH Shared-Defined 1 1,129 QUEST DIAGNOSTICS INC COM 74834L100 6,956 120,403 SH Shared-Defined 5.6 120,403 QUESTAR CORP COM 748356102 22,970 437,268 SH Shared-Defined 5.6 437,268 QUIKSILVER INC COM 74838C106 29 2,000 SH Shared-Defined 2,000 QUIKSILVER INC COM 74838C106 1,120 78,300 SH Shared-Defined 5.6 78,300 QWESTMUNICATIONS INTL IN COM 749121109 5,305 579,178 SH Shared-Defined 1.3 579,178 QWESTMUNICATIONS INTL IN COM 749121109 415 45,326 SH Shared-Defined 5.6 45,326 QWESTMUNICATIONS INTL IN COM 749121109 7,320 799,164 SH Shared-Defined 5.6 799,164 R H DONNELLEY CORP COM NEW 74955W307 2,908 51,904 SH Shared-Defined 1.4 51,904 R H DONNELLEY CORP COM NEW 74955W307 3,809 68,000 SH Shared-Defined 5.7 68,000 R H DONNELLEY CORP COM NEW 74955W307 672 12,000 SH Shared-Defined 5.6 12,000 RADIAN GROUP INC COM 750236101 193 8,300 SH Shared-Defined 5.6 8,300 RADIOSHACK CORP COM 750438103 1,755 84,947 SH Shared-Defined 5.6 84,947 RADIOSHACK CORP COM 750438103 445 21,529 SH Shared-Defined 1 21,529 RADIOSHACK CORP COM 750438103 213 10,332 SH Shared-Defined 5.6 10,332 RAMBUS INC DEL COM 750917106 29 1,500 SH Shared-Defined 1.4 1,500 RANDGOLD RES LTD ADR 752344309 1,083 32,573 SH Shared-Defined 1 32,573 RANDGOLD RES LTD ADR 752344309 120 3,600 SH Shared-Defined 5.6 3,600 RANGE RES CORP COM 75281A109 2,121 52,170 SH Shared-Defined 5.6 52,170 RAYMOND JAMES FINANCIAL INC COM 754730109 526 16,000 SH Shared-Defined 5.6 16,000 RAYTHEON CO COM NEW 755111507 6,978 109,337 SH Shared-Defined 5.6 109,337 REALTY INCOME CORP COM 756109104 333 11,900 SH Shared-Defined 5.6 11,900 REGAL BELOIT CORP COM 758750103 670 14,000 SH Shared-Defined 5.6 14,000 REGAL ENTMT GROUP CL A 758766109 1,756 80,000 SH Shared-Defined 5.6 80,000 REGENCY CTRS CORP COM 758849103 500 6,510 SH Shared-Defined 5.6 6,510 REGIONS FINANCIAL CORP NEW COM 7591EP100 3,375 114,500 SH Shared-Defined 5.7 114,500 REGIONS FINANCIAL CORP NEW COM 7591EP100 2,940 99,721 SH Shared-Defined 5.6 99,721 RELIANT ENERGY INC COM 75952B105 148 5,783 SH Shared-Defined 5.6 5,783 REPUBLIC SVCS INC COM 760759100 33 1,015 SH Shared-Defined 5.6 1,015 RESEARCH IN MOTION LTD COM 760975102 339 3,450 SH Shared-Defined 5.7 3,450 RESEARCH IN MOTION LTD COM 760975102 23,137 235,756 SH Shared-Defined 1 235,756 RESEARCH IN MOTION LTD COM 760975102 81,227 825,733 SH Shared-Defined 5.6 825,733 RESMED INC COM 761152107 643 15,000 SH Shared-Defined 5.7 15,000 RESOURCES CONNECTION INC COM 76122Q105 556 24,000 SH Shared-Defined 5.6 24,000 RESPIRONICS INC COM 761230101 2,353 49,000 SH Shared-Defined 5.6 49,000 REYNOLDS AMERICAN INC COM 761713106 13,686 215,216 SH Shared-Defined 1 215,216 REYNOLDS AMERICAN INC COM 761713106 807 12,696 SH Shared-Defined 5.6 12,696 RF MICRODEVICES INC COM 749941100 909 135,000 SH Shared-Defined 5.6 135,000 RIO TINTO PLC SPONSORED ADR 767204100 86 250 SH Shared-Defined 1.4 250 RIO TINTO PLC SPONSORED ADR 767204100 6,319 18,400 SH Shared-Defined 5.6 18,400 ROBERT HALF INTL INC COM 770323103 567 18,996 SH Shared-Defined 1 18,996 ROBERT HALF INTL INC COM 770323103 345 11,556 SH Shared-Defined 5.6 11,556 ROCKWELL AUTOMATION INC COM 773903109 139 2,000 SH Shared-Defined 1.2 2,000 ROCKWELL AUTOMATION INC COM 773903109 139 2,000 SH Shared-Defined 2,000 ROCKWELL AUTOMATION INC COM 773903109 101 1,450 SH Shared-Defined 1,450 ROCKWELL AUTOMATION INC COM 773903109 880 12,657 SH Shared-Defined 1 12,657 ROCKWELL AUTOMATION INC COM 773903109 6,837 98,363 SH Shared-Defined 5.6 98,363 ROCKWELL COLLINS INC COM 774341101 1,442 19,742 SH Shared-Defined 5.6 19,742 ROGERS COMMUNICATIONS INC CL B 775109200 115 2,520 SH Shared-Defined 1.2 2,520 ROGERS COMMUNICATIONS INC CL B 775109200 421 9,268 SH Shared-Defined 1.2 9,268 ROGERS COMMUNICATIONS INC CL B 775109200 10,360 227,358 SH Shared-Defined 5.6 227,358 ROHM & HAAS CO COM 775371107 137 2,457 SH Shared-Defined 1 2,457 ROHM & HAAS CO COM 775371107 76 1,365 SH Shared-Defined 1 1,365 ROHM & HAAS CO COM 775371107 1,147 20,611 SH Shared-Defined 5.6 20,611 ROPER INDS INC NEW COM 776696106 14,484 221,131 SH Shared-Defined 5.6 221,131 ROSS STORES INC COM 778296103 346 13,500 SH Shared-Defined 1.4 13,500 ROSS STORES INC COM 778296103 1,606 62,649 SH Shared-Defined 5.6 62,649 ROSS STORES INC COM 778296103 0 9 SH Shared-Defined 1 9 ROSS STORES INC COM 778296103 582 22,699 SH Shared-Defined 5.6 22,699 ROSTELECOM OPEN JT STK LNG D SPONSORED ADR 778529107 811 12,910 SH Shared-Defined 1 12,910 ROSTELECOM OPEN JT STK LNG D SPONSORED ADR 778529107 6 100 SH Shared-Defined 5.6 100 ROSTELECOM OPEN JT STK LNG D SPONSORED ADR 778529107 509 8,100 SH Shared-Defined 5.6 8,100 ROWAN COS INC COM 779382100 662 18,100 SH Shared-Defined 5.7 18,100 ROWAN COS INC COM 779382100 10,491 286,798 SH Shared-Defined 5.6 286,798 ROYAL BK CDA MONTREAL QUE COM 780087102 91 1,650 SH Shared-Defined 1,650 ROYAL BK CDA MONTREAL QUE COM 780087102 857 15,500 SH Shared-Defined 1 15,500 ROYAL BK CDA MONTREAL QUE COM 780087102 3,761 67,898 SH Shared-Defined 5.6 67,898 ROYAL BK SCOTLAND GROUP PLC SP ADR L RP PF 780097788 25 1,200 SH Shared-Defined 1 1,200 ROYAL DUTCH SHELL PLC SPON ADR B 780259107 1,523 18,552 SH Shared-Defined 5.6 18,552 ROYAL GOLD INC COM 780287108 413 12,596 SH Shared-Defined 1 12,596 ROYAL GOLD INC COM 780287108 9,547 291,500 SH Shared-Defined 5.6 291,500 RUBICON MINERALS CORP COM 780911103 448 253,577 SH Shared-Defined 1 253,577 RUBY TUESDAY INC COM 781182100 28 1,500 SH Shared-Defined 5.6 1,500 RYANAIR HLDGS PLC SPONSORED ADR 783513104 74 1,775 SH Shared-Defined 1.4 1,775 RYDER SYS INC COM 783549108 7,813 159,448 SH Shared-Defined 5.7 159,448 RYDER SYS INC COM 783549108 1,144 23,356 SH Shared-Defined 1 23,356 RYDER SYS INC COM 783549108 205 4,186 SH Shared-Defined 5.6 4,186 RYLAND GROUP INC COM 783764103 686 32,000 SH Shared-Defined 5.6 32,000 SAFECO CORP COM 786429100 137 2,236 SH Shared-Defined 1 2,236 SAFECO CORP COM 786429100 1,326 21,655 SH Shared-Defined 5.6 21,655 SAFETY INS GROUP INC COM 78648T100 863 24,000 SH Shared-Defined 5.6 24,000 SAFEWAY INC COM NEW 786514208 7,410 223,796 SH Shared-Defined 5.6 223,796 SAKS INC COM 79377W108 352 20,500 SH Shared-Defined 1.4 20,500 SALESFORCE INC COM 79466L302 1 15 SH Shared-Defined 1.4 15 SALESFORCE INC COM 79466L302 7,044 137,248 SH Shared-Defined 5.6 137,248 SANDERSON FARMS INC COM 800013104 5,842 140,200 SH Shared-Defined 5.6 140,200 SANDISK CORP NOTE 1.000% 5/1 80004CAC5 2,865 3,000,000 PRN Shared-Defined 1 3,000,000 SANDISK CORP COM 80004C101 6,777 123,000 SH Shared-Defined 123,000 SANDISK CORP COM 80004C101 8,480 153,900 SH Shared-Defined 5.7 153,900 SANDISK CORP COM 80004C101 8,363 151,779 SH Shared-Defined 5.6 151,779 SANMINA SCI CORP COM 800907107 2,076 979,086 SH Shared-Defined 5.6 979,086 SAPIENT CORP COM 803062108 1,342 200,000 SH Shared-Defined 5.6 200,000 SAPPI LTD SPON ADR NEW 803069202 133 8,700 SH Shared-Defined 1.4 8,700 SARA LEE CORP COM 803111103 598 35,800 SH Shared-Defined 35,800 SARA LEE CORP COM 803111103 25,035 1,500,000 SH Shared-Defined 1.4 1,500,000 SARA LEE CORP COM 803111103 1,975 118,336 SH Shared-Defined 1 118,336 SARA LEE CORP COM 803111103 2,663 159,539 SH Shared-Defined 5.6 159,539 SATYAM COMPUTER SERVICES LTD ADR 804098101 7,107 274,500 SH Shared-Defined 5.7 274,500 SAUL CTRS INC COM 804395101 15 300 SH Shared-Defined 5.6 300 SBAMUNICATIONS CORP COM 78388J106 4,932 139,801 SH Shared-Defined 5.6 139,801 SCANA CORP NEW COM 80589M102 962 24,837 SH Shared-Defined 5.6 24,837 SCHEIN HENRY INC COM 806407102 608 10,000 SH Shared-Defined 5.6 10,000 SCHERING PLOUGH CORP COM 806605101 95 3,000 SH Shared-Defined 1.4 3,000 SCHERING PLOUGH CORP COM 806605101 23 740 SH Shared-Defined 740 SCHERING PLOUGH CORP COM 806605101 1,604 50,711 SH Shared-Defined 1 50,711 SCHERING PLOUGH CORP COM 806605101 86,075 2,721,304 SH Shared-Defined 5.6 2,721,304 SCHLUMBERGER LTD DBCV 1.500% 6/0 806857AC2 67,270 23,197 PRN Shared-Defined 5.6 23,197 SCHLUMBERGER LTD COM 806857108 467 4,450 SH Shared-Defined 4,450 SCHLUMBERGER LTD COM 806857108 2,835 27,000 SH Shared-Defined 27,000 SCHLUMBERGER LTD COM 806857108 432 4,112 SH Shared-Defined 4,112 SCHLUMBERGER LTD COM 806857108 7 64 SH Shared-Defined 64 SCHLUMBERGER LTD COM 806857108 14 134 SH Shared-Defined 1.4 134 SCHLUMBERGER LTD COM 806857108 726 6,913 SH Shared-Defined 6,913 SCHLUMBERGER LTD COM 806857108 869 8,277 SH Shared-Defined 5.7 8,277 SCHLUMBERGER LTD COM 806857108 7 70 SH Shared-Defined 70 SCHLUMBERGER LTD COM 806857108 1,632 15,540 SH Shared-Defined 5.6 15,540 SCHLUMBERGER LTD COM 806857108 127,633 1,215,554 SH Shared-Defined 5.6 1,215,554 SCHOOL SPECIALTY INC SDCV 3.750%11/3 807863AL9 1,436 1,500,000 PRN Shared-Defined 1 1,500,000 SCHWAB CHARLES CORP NEW COM 808513105 226 10,486 SH Shared-Defined 1 10,486 SCHWAB CHARLES CORP NEW COM 808513105 4,363 201,990 SH Shared-Defined 5.6 201,990 SCIELE PHARMA INC COM 808627103 390 15,000 SH Shared-Defined 5.6 15,000 SCIENTIFIC GAMES CORP CL A 80874P109 650 17,300 SH Shared-Defined 5.6 17,300 SCOTTS MIRACLE GRO CO CL A 810186106 449 10,500 SH Shared-Defined 5.6 10,500 SCRIPPS E W CO OHIO CL A 811054204 319 7,590 SH Shared-Defined 5.6 7,590 SEABRIDGE GOLD INC COM 811916105 3,073 101,827 SH Shared-Defined 1 101,827 SEACOR HOLDINGS INC COM 811904101 2,311 24,300 SH Shared-Defined 5.6 24,300 SEALED AIR CORP NEW COM 81211K100 150 5,884 SH Shared-Defined 1 5,884 SEALED AIR CORP NEW COM 81211K100 342 13,388 SH Shared-Defined 5.6 13,388 SEARS HLDGS CORP COM 812350106 1,912 15,035 SH Shared-Defined 5.7 15,035 SEARS HLDGS CORP COM 812350106 330 2,591 SH Shared-Defined 1 2,591 SEARS HLDGS CORP COM 812350106 1,078 8,476 SH Shared-Defined 5.6 8,476 SEI INVESTMENTS CO COM 784117103 5,238 192,000 SH Shared-Defined 5.7 192,000 SELECT SECTOR SPDR TR SBI INT-FINL 81369Y605 343 10,000 SH Shared-Defined 1.4 10,000 SELECT SECTOR SPDR TR SBI INT-ENERGY 81369Y506 3,456 46,200 SH Shared-Defined 1 46,200 SELECT SECTOR SPDR TR SBI INT-ENERGY 81369Y506 5,722 76,300 SH Shared-Defined 5.6 76,300 SELECT SECTOR SPDR TR SBI INT-UTILS 81369Y886 24 610 SH Shared-Defined 5.6 610 SELECT SECTOR SPDR TR SBI HEALTHCARE 81369Y209 248 7,000 SH Shared-Defined 5.6 7,000 SELECT SECTOR SPDR TR SBI INT-TECH 81369Y803 257 9,500 SH Shared-Defined 5.6 9,500 SELECT SECTOR SPDR TR SBI INT-FINL 81369Y605 3,428 100,000 SH Shared-Defined 5.6 100,000 SELECT SECTOR SPDR TR SBI INT-INDS 81369Y704 258 6,300 SH Shared-Defined 5.6 6,300 SEMICONDUCTOR HLDRS TR DEP RCPT 816636203 681 18,500 SH Shared-Defined 18,500 SEMICONDUCTOR HLDRS TR DEP RCPT 816636203 368 10,000 SH Shared-Defined 10,000 SEMICONDUCTOR HLDRS TR DEP RCPT 816636203 3,683 100,000 SH Shared-Defined 1.4 100,000 SEMICONDUCTOR HLDRS TR DEP RCPT 816636203 602 15,700 SH Shared-Defined 5.6 15,700 SEMPRA ENERGY COM 816851109 1,318 22,675 SH Shared-Defined 5.6 22,675 SENIOR HSG PPTYS TR SH BEN INT 81721M109 207 9,400 SH Shared-Defined 5.6 9,400 SENOMYX INC COM 81724Q107 751 61,300 SH Shared-Defined 5.6 61,300 SEPRACOR INC COM 817315104 1,953 71,000 SH Shared-Defined 71,000 SEPRACOR INC COM 817315104 1,650 60,000 SH Shared-Defined 5.7 60,000 SEPRACOR INC COM 817315104 1,513 55,018 SH Shared-Defined 5.6 55,018 SHAW COMMUNICATIONS INC CL B CONV 82028K200 145 5,820 SH Shared-Defined 5.6 5,820 SHERWIN WILLIAMS CO COM 824348106 904 13,764 SH Shared-Defined 5.6 13,764 SHERWIN WILLIAMS CO COM 824348106 219 3,328 SH Shared-Defined 1 3,328 SHERWIN WILLIAMS CO COM 824348106 6,923 105,355 SH Shared-Defined 5.6 105,355 SHINHAN FINANCIAL GROUP CO L SPN ADR RESTRD 824596100 103 800 SH Shared-Defined 1.4 800 SHORETEL INC COM 825211105 215 15,000 SH Shared-Defined 5.6 15,000 SIEMENS A G SPONSORED ADR 826197501 4,474 32,600 SH Shared-Defined 5.6 32,600 SIERRA HEALTH SVCS INC COM 826322109 1,468 34,800 SH Shared-Defined 5.6 34,800 SIERRA PAC RES NEW COM 826428104 535 34,000 SH Shared-Defined 5.6 34,000 SIERRA WIRELESS INC COM 826516106 3,750 179,993 SH Shared-Defined 1 179,993 SIFY LTD SPONSORED ADR 82655M107 19,869 2,337,569 SH Shared-Defined 1 2,337,569 SIFY LTD SPONSORED ADR 82655M107 4,792 563,710 SH Shared-Defined 5.6 563,710 SIGMA ALDRICH CORP COM 826552101 531 10,894 SH Shared-Defined 5.6 10,894 SIGNATURE BK NEW YORK N Y COM 82669G104 1,480 42,000 SH Shared-Defined 5.6 42,000 SILICON LABORATORIES INC COM 826919102 1,553 37,200 SH Shared-Defined 37,200 SILICON MOTION TECHNOLOGY CO SPONSORED ADR 82706C108 23 1,000 SH Shared-Defined 1.4 1,000 SILVER STD RES INC COM 82823L106 82 2,233 SH Shared-Defined 1.4 2,233 SILVER STD RES INC COM 82823L106 37 1,000 SH Shared-Defined 1,000 SILVER WHEATON CORP COM 828336107 6,637 475,492 SH Shared-Defined 5.6 475,492 SIMON PPTY GROUP INC NEW COM 828806109 6,488 64,876 SH Shared-Defined 5.7 64,876 SIMON PPTY GROUP INC NEW COM 828806109 7,138 71,384 SH Shared-Defined 5.6 71,384 SIMON PPTY GROUP INC NEW PFD CONV I 6% 828806802 41,308 513,646 SH Shared-Defined 5.6 513,646 SIRF TECHNOLOGY HLDGS INC COM 82967H101 14 649 SH Shared-Defined 1.4 649 SIRF TECHNOLOGY HLDGS INC COM 82967H101 1,223 57,282 SH Shared-Defined 5.6 57,282 SIRIUS SATELLITE RADIO INC COM 82966U103 72 20,700 SH Shared-Defined 1.4 20,700 SIRIUS SATELLITE RADIO INC COM 82966U103 3 742 SH Shared-Defined 1 742 SIRIUS SATELLITE RADIO INC COM 82966U103 128 36,641 SH Shared-Defined 5.6 36,641 SK TELECOM LTD SPONSORED ADR 78440P108 2,079 70,000 SH Shared-Defined 5.6 70,000 SL GREEN RLTY CORP COM 78440X101 1,523 13,047 SH Shared-Defined 5.6 13,047 SLM CORP COM 78442P106 1,729 34,800 SH Shared-Defined 34,800 SLM CORP COM 78442P106 226,300 4,556,080 SH Shared-Defined 1 4,556,080 SLM CORP COM 78442P106 1,588 31,961 SH Shared-Defined 5.6 31,961 SMITH INTL INC COM 832110100 643 9,000 SH Shared-Defined 5.7 9,000 SMITH INTL INC COM 832110100 1,870 26,191 SH Shared-Defined 5.6 26,191 SMITHFIELD FOODS INC COM 832248108 7,178 227,870 SH Shared-Defined 5.6 227,870 SMUCKER J M CO COM NEW 832696405 0 2 SH Shared-Defined 1.3 2 SMUCKER J M CO COM NEW 832696405 14 269 SH Shared-Defined 1 269 SMURFIT-STONE CONTAINER CORP COM 832727101 686 58,738 SH Shared-Defined 5.6 58,738 SNAP ON INC COM 833034101 253 5,116 SH Shared-Defined 5.6 5,116 SOCIEDAD QUIMICA MINERA DE C SPON ADR SER B 833635105 2,029 11,700 SH Shared-Defined 5.6 11,700 SOHU INC COM 83408W103 377 10,000 SH Shared-Defined 5.7 10,000 SOLECTRON CORP COM 834182107 3,989 1,027,400 SH Shared-Defined 1 1,027,400 SOLECTRON CORP COM 834182107 194 49,860 SH Shared-Defined 1 49,860 SOLECTRON CORP COM 834182107 1,274 326,624 SH Shared-Defined 5.6 326,624 SONIC CORP COM 835451105 1,872 80,000 SH Shared-Defined 5.6 80,000 SONUS NETWORKS INC COM 835916107 122 20,000 SH Shared-Defined 1.4 20,000 SONUS NETWORKS INC COM 835916107 6 1,000 SH Shared-Defined 1 1,000 SONY CORP ADR NEW 835699307 240 5,000 SH Shared-Defined 1.4 5,000 SOURCEFIRE INC COM 83616T108 227 25,000 SH Shared-Defined 5.6 25,000 SOUTH FINL GROUP INC COM 837841105 341 15,000 SH Shared-Defined 5.6 15,000 SOUTHERN CO COM 842587107 15,527 427,975 SH Shared-Defined 1 427,975 SOUTHERN CO COM 842587107 3,041 83,818 SH Shared-Defined 5.6 83,818 SOUTHERN COPPER CORP COM 84265V105 2,141 17,293 SH Shared-Defined 1 17,293 SOUTHWEST AIRLS CO COM 844741108 23 1,584 SH Shared-Defined 1 1,584 SOUTHWEST AIRLS CO COM 844741108 945 63,825 SH Shared-Defined 5.6 63,825 SOUTHWEST GAS CORP COM 844895102 509 18,000 SH Shared-Defined 5.6 18,000 SOUTHWESTERN ENERGY CO COM 845467109 68 1,615 SH Shared-Defined 5.6 1,615 SOVEREIGN BANCORP INC COM 845905108 352 20,675 SH Shared-Defined 1 20,675 SOVEREIGN BANCORP INC COM 845905108 14,994 879,937 SH Shared-Defined 1 879,937 SOVEREIGN BANCORP INC COM 845905108 751 44,069 SH Shared-Defined 5.6 44,069 SOVRAN SELF STORAGE INC COM 84610H108 92 2,000 SH Shared-Defined 5.6 2,000 SPANSION INC COM CL A 84649R101 423 50,000 SH Shared-Defined 1.4 50,000 SPANSION INC COM CL A 84649R101 1,521 180,000 SH Shared-Defined 5.7 180,000 SPDR TR UNIT SER 1 78462F103 19,960 130,817 SH Shared-Defined 1.3 130,817 SPDR TR UNIT SER 1 78462F103 560 3,670 SH Shared-Defined 1.2 3,670 SPDR TR UNIT SER 1 78462F103 961 6,301 SH Shared-Defined 6,301 SPDR TR UNIT SER 1 78462F103 961 6,301 SH Shared-Defined 6,301 SPDR TR UNIT SER 1 78462F103 7,019 46,000 SH Shared-Defined 46,000 SPDR TR UNIT SER 1 78462F103 560 3,670 SH Shared-Defined 3,670 SPDR TR UNIT SER 1 78462F103 34,330 224,246 SH Shared-Defined 5.6 224,246 SPDR TR UNIT SER 1 78462F103 68,891 450,000 SH Shared-Defined 5.6 450,000 SPECTRA ENERGY CORP COM 847560109 1,364 55,736 SH Shared-Defined 5.6 55,736 SPIRIT AEROSYSTEMS HLDGS INC COM CL A 848574109 1,094 28,100 SH Shared-Defined 5.6 28,100 SPRINT NEXTEL CORP COM FON 852061100 10,260 540,000 SH Shared-Defined 5.7 540,000 SPRINT NEXTEL CORP COM FON 852061100 19,599 1,031,538 SH Shared-Defined 1 1,031,538 SPRINT NEXTEL CORP COM FON 852061100 82,913 4,363,849 SH Shared-Defined 5.6 4,363,849 SPSS INC COM 78462K102 2,571 62,500 SH Shared-Defined 5.6 62,500 SPX CORP COM 784635104 446 4,814 SH Shared-Defined 5.6 4,814 SPX CORP COM 784635104 4,016 43,385 SH Shared-Defined 5.6 43,385 ST JOE CO COM 790148100 513 15,251 SH Shared-Defined 15,251 ST JOE CO COM 790148100 2,159 64,249 SH Shared-Defined 64,249 ST JOE CO COM 790148100 31 916 SH Shared-Defined 5.6 916 ST JUDE MED INC COM 790849103 22 500 SH Shared-Defined 1.4 500 ST JUDE MED INC COM 790849103 422 9,586 SH Shared-Defined 1 9,586 ST JUDE MED INC COM 790849103 6,732 152,754 SH Shared-Defined 5.6 152,754 ST MARY LD & EXPL CO COM 792228108 1,605 45,000 SH Shared-Defined 5.6 45,000 STAMPS COM INC COM NEW 852857200 80 6,714 SH Shared-Defined 6,714 STAMPS COM INC COM NEW 852857200 339 28,286 SH Shared-Defined 28,286 STANLEY WKS COM 854616109 3,641 64,860 SH Shared-Defined 5.6 64,860 STAPLES INC COM 855030102 5 250 SH Shared-Defined 5.7 250 STAPLES INC COM 855030102 8,272 384,940 SH Shared-Defined 5.6 384,940 STAR GAS PARTNERS L P UNIT LTD PARTNR 85512C105 67 14,736 SH Shared-Defined 14,736 STAR GAS PARTNERS L P UNIT LTD PARTNR 85512C105 282 62,079 SH Shared-Defined 62,079 STARBUCKS CORP COM 855244109 157 6,000 SH Shared-Defined 1.4 6,000 STARBUCKS CORP COM 855244109 8,625 329,200 SH Shared-Defined 5.7 329,200 STARBUCKS CORP COM 855244109 59,171 2,258,429 SH Shared-Defined 1 2,258,429 STARBUCKS CORP COM 855244109 43,864 1,674,207 SH Shared-Defined 5.6 1,674,207 STARWOOD HOTELS&RESORTS WRLD COM 85590A401 1,330 21,900 SH Shared-Defined 21,900 STARWOOD HOTELS&RESORTS WRLD COM 85590A401 37 617 SH Shared-Defined 617 STARWOOD HOTELS&RESORTS WRLD COM 85590A401 1,170 19,266 SH Shared-Defined 5.6 19,266 STATE STR CORP COM 857477103 13,283 194,880 SH Shared-Defined 5.7 194,880 STATE STR CORP COM 857477103 55,663 816,654 SH Shared-Defined 5.6 816,654 STATION CASINOS INC COM 857689103 46 529 SH Shared-Defined 5.6 529 STEEL DYNAMICS INC COM 858119100 14 300 SH Shared-Defined 300 STEEL DYNAMICS INC COM 858119100 850 18,208 SH Shared-Defined 5.6 18,208 STEEL DYNAMICS INC COM 858119100 467 10,000 SH Shared-Defined 5.6 10,000 STERICYCLE INC COM 858912108 1,726 30,200 SH Shared-Defined 5.6 30,200 STERLITE INDS INDIA LTD ADS 859737207 4,925 266,200 SH Shared-Defined 5.6 266,200 STERLITE INDS INDIA LTD ADS 859737207 9,596 518,700 SH Shared-Defined 5.6 518,700 STILLWATER MNG CO COM 86074Q102 21 2,000 SH Shared-Defined 1.4 2,000 STMICROELECTRONICS N V NY REGISTRY 861012102 1,242 74,155 SH Shared-Defined 1 74,155 STMICROELECTRONICS N V NY REGISTRY 861012102 1,062 63,400 SH Shared-Defined 5.6 63,400 STOCKERYALE INC COM NEW 86126T203 8 5,748 SH Shared-Defined 1.4 5,748 STONE ENERGY CORP COM 861642106 420 10,500 SH Shared-Defined 5.7 10,500 STRATEGIC HOTEL CAP INC COM 86272T106 148 7,200 SH Shared-Defined 5.6 7,200 STREETTRACKS GOLD TR GOLD SHS 863307104 59 800 SH Shared-Defined 1.4 800 STREETTRACKS GOLD TR GOLD SHS 863307104 55 750 SH Shared-Defined 1.2 750 STREETTRACKS GOLD TR GOLD SHS 863307104 735 10,000 SH Shared-Defined 1 10,000 STREETTRACKS GOLD TR GOLD SHS 863307104 147 2,000 SH Shared-Defined 2,000 STREETTRACKS GOLD TR GOLD SHS 863307104 448 6,100 SH Shared-Defined 1 6,100 STRYKER CORP COM 863667101 4,355 63,343 SH Shared-Defined 5.6 63,343 SULPHCO INC COM 865378103 103 11,700 SH Shared-Defined 1.4 11,700 SUN HEALTHCARE GROUP INC COM NEW 866933401 1,492 89,261 SH Shared-Defined 5.6 89,261 SUN LIFE FINL INC COM 866796105 382 7,290 SH Shared-Defined 1.2 7,290 SUN LIFE FINL INC COM 866796105 1,458 27,825 SH Shared-Defined 1.2 27,825 SUN LIFE FINL INC COM 866796105 7,294 138,854 SH Shared-Defined 5.6 138,854 SUN MICROSYSTEMS INC COM 866810104 51 9,000 SH Shared-Defined 9,000 SUN MICROSYSTEMS INC COM 866810104 17 3,000 SH Shared-Defined 1 3,000 SUN MICROSYSTEMS INC COM 866810104 1 90 SH Shared-Defined 90 SUN MICROSYSTEMS INC COM 866810104 3,049 542,511 SH Shared-Defined 1 542,511 SUN MICROSYSTEMS INC COM 866810104 2,212 394,283 SH Shared-Defined 5.6 394,283 SUNCOR ENERGY INC COM 867229106 948 10,000 SH Shared-Defined 10,000 SUNCOR ENERGY INC COM 867229106 114 1,200 SH Shared-Defined 1.4 1,200 SUNCOR ENERGY INC COM 867229106 12 125 SH Shared-Defined 1.3 125 SUNCOR ENERGY INC COM 867229106 20,472 215,363 SH Shared-Defined 5.6 215,363 SUNMUNITIES INC COM 866674104 129 4,300 SH Shared-Defined 5.6 4,300 SUNOCO INC COM 86764P109 297 4,200 SH Shared-Defined 5.7 4,200 SUNOCO INC COM 86764P109 420 5,931 SH Shared-Defined 5.6 5,931 SUNOCO INC COM 86764P109 262 3,700 SH Shared-Defined 5.6 3,700 SUNOCO INC COM 86764P109 5,923 83,688 SH Shared-Defined 5.6 83,688 SUNPOWER CORP COM CL A 867652109 1,015 12,250 SH Shared-Defined 5.6 12,250 SUNRISE SENIOR LIVING INC COM 86768K106 19 545 SH Shared-Defined 1 545 SUNRISE SENIOR LIVING INC COM 86768K106 1,691 47,800 SH Shared-Defined 5.6 47,800 SUNSTONE HOTEL INVS INC NEW COM 867892101 154 6,000 SH Shared-Defined 1.4 6,000 SUNSTONE HOTEL INVS INC NEW COM 867892101 2,974 116,000 SH Shared-Defined 5.7 116,000 SUNSTONE HOTEL INVS INC NEW COM 867892101 151 5,900 SH Shared-Defined 5.6 5,900 SUNTECH PWR HLDGS CO LTD ADR 86800C104 319 8,000 SH Shared-Defined 1.2 8,000 SUNTECH PWR HLDGS CO LTD ADR 86800C104 1,113 27,900 SH Shared-Defined 1.2 27,900 SUNTECH PWR HLDGS CO LTD ADR 86800C104 323 8,100 SH Shared-Defined 1 8,100 SUNTECH PWR HLDGS CO LTD ADR 86800C104 3,192 80,000 SH Shared-Defined 1 80,000 SUNTECH PWR HLDGS CO LTD ADR 86800C104 1,157 29,000 SH Shared-Defined 5.7 29,000 SUNTECH PWR HLDGS CO LTD ADR 86800C104 5,242 131,381 SH Shared-Defined 1 131,381 SUNTECH PWR HLDGS CO LTD ADR 86800C104 140 3,500 SH Shared-Defined 5.6 3,500 SUNTRUST BKS INC COM 867914103 696 9,200 SH Shared-Defined 9,200 SUNTRUST BKS INC COM 867914103 2,162 28,565 SH Shared-Defined 1 28,565 SUNTRUST BKS INC COM 867914103 2,153 28,450 SH Shared-Defined 5.6 28,450 SUPERIOR ENERGY SVCS INC COM 868157108 74 2,100 SH Shared-Defined 5.6 2,100 SUPERIOR ESSEX INC COM 86815V105 447 12,000 SH Shared-Defined 5.7 12,000 SUPERIOR WELL SVCS INC COM 86837X105 682 30,000 SH Shared-Defined 5.6 30,000 SUPERVALU INC COM 868536103 2,789 71,500 SH Shared-Defined 5.7 71,500 SUPERVALU INC COM 868536103 206 5,282 SH Shared-Defined 1 5,282 SUPERVALU INC COM 868536103 172 4,400 SH Shared-Defined 5.6 4,400 SUPERVALU INC COM 868536103 26,914 689,936 SH Shared-Defined 5.6 689,936 SURMODICS INC COM 868873100 2,573 52,500 SH Shared-Defined 5.6 52,500 SVB FINL GROUP COM 78486Q101 599 12,638 SH Shared-Defined 1 12,638 SVB FINL GROUP COM 78486Q101 1,492 31,500 SH Shared-Defined 5.6 31,500 SWIFT ENERGY CO COM 870738101 1,263 30,860 SH Shared-Defined 5.6 30,860 SYCAMORE NETWORKS INC COM 871206108 4,884 1,200,000 SH Shared-Defined 5.7 1,200,000 SYMANTEC CORP COM 871503108 504 26,000 SH Shared-Defined 26,000 SYMANTEC CORP COM 871503108 155 8,000 SH Shared-Defined 1.4 8,000 SYMANTEC CORP COM 871503108 16,850 869,453 SH Shared-Defined 5.6 869,453 SYMANTEC CORP NOTE 0.750% 6/1 871503AD0 5,725 5,000,000 PRN Shared-Defined 1 5,000,000 SYMANTEC CORP NOTE 1.000% 6/1 871503AF5 13,875 12,000,000 PRN Shared-Defined 1 12,000,000 SYNIVERSE HLDGS INC COM 87163F106 1,193 75,000 SH Shared-Defined 5.6 75,000 SYNOPSYS INC COM 871607107 1,679 62,015 SH Shared-Defined 5.6 62,015 SYNOVUS FINL CORP COM 87161C105 85 3,016 SH Shared-Defined 1 3,016 SYNOVUS FINL CORP COM 87161C105 746 26,596 SH Shared-Defined 5.6 26,596 SYSCO CORP COM 871829107 1,765 49,600 SH Shared-Defined 49,600 SYSCO CORP COM 871829107 1,630 45,806 SH Shared-Defined 1 45,806 SYSCO CORP COM 871829107 1,761 49,479 SH Shared-Defined 5.6 49,479 TAIWAN SEMICONDUCTOR MFG LTD SPONSORED ADR 874039100 4,412 436,012 SH Shared-Defined 5.7 436,012 TAIWAN SEMICONDUCTOR MFG LTD SPONSORED ADR 874039100 12,117 1,197,356 SH Shared-Defined 1 1,197,356 TAIWAN SEMICONDUCTOR MFG LTD SPONSORED ADR 874039100 5,854 578,471 SH Shared-Defined 5.6 578,471 TAM SA SP ADR REP PFD 87484D103 2,387 87,100 SH Shared-Defined 5.6 87,100 TAM SA SP ADR REP PFD 87484D103 2,387 87,100 SH Shared-Defined 5.6 87,100 TAM SA SP ADR REP PFD 87484D103 2,163 78,952 SH Shared-Defined 1 78,952 TAM SA SP ADR REP PFD 87484D103 9,179 335,000 SH Shared-Defined 5.6 335,000 TANGER FACTORY OUTLET CTRS I COM 875465106 101 2,500 SH Shared-Defined 5.6 2,500 TATA MTRS LTD SPONSORED ADR 876568502 220 11,500 SH Shared-Defined 1.2 11,500 TATA MTRS LTD SPONSORED ADR 876568502 1,212 63,300 SH Shared-Defined 1.2 63,300 TATA MTRS LTD SPONSORED ADR 876568502 4,067 212,500 SH Shared-Defined 5.7 212,500 TAUBMAN CTRS INC COM 876664103 214 3,900 SH Shared-Defined 5.6 3,900 TCF FINL CORP COM 872275102 52 2,000 SH Shared-Defined 1.4 2,000 TCF FINL CORP COM 872275102 76 2,903 SH Shared-Defined 5.6 2,903 TD AMERITRADE HLDG CORP COM 87236Y108 456 25,000 SH Shared-Defined 5.7 25,000 TD AMERITRADE HLDG CORP COM 87236Y108 201 11,049 SH Shared-Defined 1 11,049 TD AMERITRADE HLDG CORP COM 87236Y108 1,192 65,400 SH Shared-Defined 5.6 65,400 TECH DATA CORP COM 878237106 1,003 25,000 SH Shared-Defined 5.6 25,000 TECHNE CORP COM 878377100 2,397 38,000 SH Shared-Defined 5.6 38,000 TECK COMINCO LTD CL B 878742204 203 4,280 SH Shared-Defined 1.2 4,280 TECK COMINCO LTD CL B 878742204 726 15,304 SH Shared-Defined 1.2 15,304 TECK COMINCO LTD CL B 878742204 190 4,000 SH Shared-Defined 4,000 TECK COMINCO LTD CL B 878742204 3,622 76,400 SH Shared-Defined 1 76,400 TECK COMINCO LTD CL B 878742204 10,444 219,783 SH Shared-Defined 5.6 219,783 TECO ENERGY INC COM 872375100 1,985 120,788 SH Shared-Defined 5.6 120,788 TEJON RANCH CO DEL COM 879080109 58 1,400 SH Shared-Defined 1,400 TEJON RANCH CO DEL COM 879080109 244 5,900 SH Shared-Defined 5,900 TEKTRONIX INC COM 879131100 130 4,679 SH Shared-Defined 5.6 4,679 TELE NORTE LESTE PART S A SPON ADR PFD 879246106 991 44,109 SH Shared-Defined 1 44,109 TELE NORTE LESTE PART S A SPON ADR PFD 879246106 33,981 1,512,951 SH Shared-Defined 5.6 1,512,951 TELECOM ARGENTINA S A SPON ADR REP B 879273209 481 19,600 SH Shared-Defined 5.6 19,600 TELECOM ARGENTINA S A SPON ADR REP B 879273209 481 19,600 SH Shared-Defined 5.6 19,600 TELECOM ARGENTINA S A SPON ADR REP B 879273209 5,281 215,130 SH Shared-Defined 5.6 215,130 TELECOM HLDRS TR DEPOSITRY RCPT 87927P200 380 12,500 SH Shared-Defined 5.6 12,500 TELECOM ITALIA S P A NEW SPON ADR SVGS 87927Y201 0 1 SH Shared-Defined 1.4 1 TELECOMUNICACOES DE SAO PAUL SPON ADR PFD 87929A102 13,125 404,460 SH Shared-Defined 5.6 404,460 TELEFLEX INC COM 879369106 16 200 SH Shared-Defined 200 TELEFLEX INC COM 879369106 584 7,500 SH Shared-Defined 5.6 7,500 TELEFONICA S A SPONSORED ADR 879382208 20 240 SH Shared-Defined 1 240 TELEFONOS DE MEXICO S A SPON ADR ORD L 879403780 6,650 202,300 SH Shared-Defined 5.6 202,300 TELEFONOS DE MEXICO S A SPON ADR ORD L 879403780 6,650 202,300 SH Shared-Defined 5.6 202,300 TELEFONOS DE MEXICO S A SPON ADR ORD L 879403780 8,966 272,761 SH Shared-Defined 1 272,761 TELEFONOS DE MEXICO S A SPON ADR ORD L 879403780 6,187 188,220 SH Shared-Defined 5.6 188,220 TELEPHONE & DATA SYS INC COM 879433100 1,095 16,400 SH Shared-Defined 5.6 16,400 TELEPHONE & DATA SYS INC SPL COM 879433860 40 644 SH Shared-Defined 5.6 644 TELLABS INC COM 879664100 668 70,212 SH Shared-Defined 70,212 TELLABS INC COM 879664100 2,816 295,788 SH Shared-Defined 295,788 TELLABS INC COM 879664100 24 2,500 SH Shared-Defined 1.4 2,500 TELLABS INC COM 879664100 571 60,000 SH Shared-Defined 5.7 60,000 TELLABS INC COM 879664100 433 45,447 SH Shared-Defined 5.6 45,447 TELLABS INC COM 879664100 157 16,469 SH Shared-Defined 1 16,469 TELLABS INC COM 879664100 4,418 464,119 SH Shared-Defined 5.6 464,119 TELUS CORP NON-VTG SHS 87971M202 490 8,696 PRN Shared-Defined 5.6 8,696 TEMPLE INLAND INC COM 879868107 466 8,856 SH Shared-Defined 1 8,856 TEMPLE INLAND INC COM 879868107 481 9,142 SH Shared-Defined 5.6 9,142 TEMPLETON RUS AND EAST EUR F COM 88022F105 15 220 SH Shared-Defined 1.2 220 TENARIS S A SPONSORED ADR 88031M109 70 1,336 SH Shared-Defined 1.4 1,336 TENARIS S A SPONSORED ADR 88031M109 4,087 77,665 SH Shared-Defined 5.6 77,665 TENARIS S A SPONSORED ADR 88031M109 4,087 77,665 SH Shared-Defined 5.6 77,665 TENARIS S A SPONSORED ADR 88031M109 9,670 183,771 SH Shared-Defined 1 183,771 TENARIS S A SPONSORED ADR 88031M109 25,963 493,405 SH Shared-Defined 5.6 493,405 TENET HEALTHCARE CORP COM 88033G100 561 166,843 SH Shared-Defined 5.6 166,843 TERADYNE INC COM 880770102 860 62,295 SH Shared-Defined 5.6 62,295 TERADYNE INC COM 880770102 97 7,018 SH Shared-Defined 1 7,018 TERADYNE INC COM 880770102 253 18,347 SH Shared-Defined 5.6 18,347 TEREX CORP NEW COM 880779103 1,006 11,300 SH Shared-Defined 1.2 11,300 TEREX CORP NEW COM 880779103 2,128 23,900 SH Shared-Defined 1.2 23,900 TEREX CORP NEW COM 880779103 439 4,926 SH Shared-Defined 5.6 4,926 TEREX CORP NEW COM 880779103 19,558 219,708 SH Shared-Defined 5.6 219,708 TERNIUM SA SPON ADR 880890108 691 22,000 SH Shared-Defined 5.6 22,000 TESORO CORP COM 881609101 2,729 59,305 SH Shared-Defined 5.6 59,305 TESORO CORP COM 881609101 12 250 SH Shared-Defined 1 250 TESORO CORP COM 881609101 3,805 82,692 SH Shared-Defined 5.6 82,692 TETRA TECH INC NEW COM 88162G103 1,271 60,200 SH Shared-Defined 5.6 60,200 TEVA PHARMACEUTICAL FIN II L DBCV 0.250% 2/0 88164RAB3 32,100 24,698 PRN Shared-Defined 5.6 24,698 TEVA PHARMACEUTICAL INDS LTD ADR 881624209 89 2,000 SH Shared-Defined 1.4 2,000 TEVA PHARMACEUTICAL INDS LTD ADR 881624209 8 180 SH Shared-Defined 1.2 180 TEVA PHARMACEUTICAL INDS LTD ADR 881624209 16 369 SH Shared-Defined 1 369 TEVA PHARMACEUTICAL INDS LTD ADR 881624209 9,059 203,700 SH Shared-Defined 5.6 203,700 TEVA PHARMACEUTICAL INDS LTD ADR 881624209 9,059 203,700 SH Shared-Defined 5.6 203,700 TEVA PHARMACEUTICAL INDS LTD ADR 881624209 1,129 25,388 SH Shared-Defined 1 25,388 TEVA PHARMACEUTICAL INDS LTD ADR 881624209 107 2,400 SH Shared-Defined 5.6 2,400 TEVA PHARMACEUTICAL INDS LTD ADR 881624209 9,441 212,294 SH Shared-Defined 5.6 212,294 TEXAS CAPITAL BANCSHARES INC COM 88224Q107 1,500 69,000 SH Shared-Defined 5.6 69,000 TEXAS INSTRS INC COM 882508104 18 500 SH Shared-Defined 1.4 500 TEXAS INSTRS INC COM 882508104 988 27,000 SH Shared-Defined 1.3 27,000 TEXAS INSTRS INC COM 882508104 18 480 SH Shared-Defined 480 TEXAS INSTRS INC COM 882508104 7,748 211,758 SH Shared-Defined 5.7 211,758 TEXAS INSTRS INC COM 882508104 1,926 52,647 SH Shared-Defined 1 52,647 TEXAS INSTRS INC COM 882508104 149,379 4,082,509 SH Shared-Defined 5.6 4,082,509 TEXTRON INC COM 883203101 3,164 50,857 SH Shared-Defined 1.3 50,857 TEXTRON INC COM 883203101 473 7,600 SH Shared-Defined 1.2 7,600 TEXTRON INC COM 883203101 92,471 1,486,426 SH Shared-Defined 5.6 1,486,426 THERMO ELECTRON CORP COM 883556102 24,369 422,195 SH Shared-Defined 5.7 422,195 THERMO ELECTRON CORP COM 883556102 129,265 2,239,519 SH Shared-Defined 5.6 2,239,519 THOMAS & BETTS CORP COM 884315102 1,935 33,000 SH Shared-Defined 5.6 33,000 THOMSON CORP COM 884903105 1,840 43,995 SH Shared-Defined 5.6 43,995 THOMSON CORP COM 884903105 151 3,596 SH Shared-Defined 5.6 3,596 THOR INDS INC COM 885160101 225 5,000 SH Shared-Defined 5.6 5,000 THQ INC COM NEW 872443403 14,761 590,896 SH Shared-Defined 5.6 590,896 TIDEWATER INC COM 886423102 2,521 40,111 SH Shared-Defined 5.6 40,111 TIFFANY & CO NEW COM 886547108 97 1,854 SH Shared-Defined 1 1,854 TIFFANY & CO NEW COM 886547108 3,490 66,670 SH Shared-Defined 5.6 66,670 TIM HORTONS INC COM 88706M103 76 2,192 SH Shared-Defined 5.6 2,192 TIM PARTICIPACOES S A SPONS ADR PFD 88706P106 10,306 254,090 SH Shared-Defined 5.6 254,090 TIME WARNER CABLE INC CL A 88732J108 577 17,600 SH Shared-Defined 17,600 TIME WARNER CABLE INC CL A 88732J108 83 2,538 SH Shared-Defined 5.6 2,538 TIME WARNER INC COM 887317105 1,116 60,800 SH Shared-Defined 60,800 TIME WARNER INC COM 887317105 6 300 SH Shared-Defined 300 TIME WARNER INC COM 887317105 112 6,075 SH Shared-Defined 1.2 6,075 TIME WARNER INC COM 887317105 496 27,000 SH Shared-Defined 1.2 27,000 TIME WARNER INC COM 887317105 543 29,560 SH Shared-Defined 1.2 29,560 TIME WARNER INC COM 887317105 654 35,628 SH Shared-Defined 1.2 35,628 TIME WARNER INC COM 887317105 3 150 SH Shared-Defined 1 150 TIME WARNER INC COM 887317105 9,267 504,742 SH Shared-Defined 5.7 504,742 TIME WARNER INC COM 887317105 154 8,400 SH Shared-Defined 8,400 TIME WARNER INC COM 887317105 993 54,082 SH Shared-Defined 5.6 54,082 TIME WARNER INC COM 887317105 43,763 2,383,626 SH Shared-Defined 1 2,383,626 TIME WARNER INC COM 887317105 318 17,300 SH Shared-Defined 5.6 17,300 TIME WARNER INC COM 887317105 139,412 7,593,228 SH Shared-Defined 5.6 7,593,228 TIMKEN CO COM 887389104 520 14,000 SH Shared-Defined 5.6 14,000 TJX COS INC NEW COM 872540109 574 19,739 SH Shared-Defined 5.7 19,739 TJX COS INC NEW COM 872540109 389 13,366 SH Shared-Defined 5.6 13,366 TJX COS INC NEW COM 872540109 106 3,644 SH Shared-Defined 1 3,644 TJX COS INC NEW COM 872540109 4,824 165,953 SH Shared-Defined 5.6 165,953 TOLL BROTHERS INC COM 889478103 118 5,900 SH Shared-Defined 1.4 5,900 TOLL BROTHERS INC COM 889478103 446 22,316 SH Shared-Defined 5.6 22,316 TOLL BROTHERS INC COM 889478103 3,025 151,337 SH Shared-Defined 5.6 151,337 TOMOTHERAPY INC COM 890088107 1,253 53,922 SH Shared-Defined 5.6 53,922 TORCHMARK CORP COM 891027104 386 6,200 SH Shared-Defined 1.3 6,200 TORCHMARK CORP COM 891027104 56 895 SH Shared-Defined 1 895 TORCHMARK CORP COM 891027104 3,174 50,928 SH Shared-Defined 5.6 50,928 TORONTO DOMINION BK ONT COM NEW 891160509 919 12,000 SH Shared-Defined 1 12,000 TORONTO DOMINION BK ONT COM NEW 891160509 9,980 129,970 SH Shared-Defined 5.6 129,970 TOWER GROUP INC COM 891777104 3,982 152,100 SH Shared-Defined 5.7 152,100 TOWER GROUP INC COM 891777104 942 36,000 SH Shared-Defined 5.6 36,000 TRACTOR SUPPLY CO COM 892356106 4,365 94,700 SH Shared-Defined 5.6 94,700 TRANSALTA CORP COM 89346D107 39 1,243 SH Shared-Defined 5.6 1,243 TRANSCANADA CORP COM 89353D107 410 11,200 SH Shared-Defined 1 11,200 TRANSCANADA CORP COM 89353D107 2,747 74,846 SH Shared-Defined 5.6 74,846 TRANSMERIDIAN EXPL INC COM 89376N108 25 12,000 SH Shared-Defined 12,000 TRIDENT MICROSYSTEMS INC COM 895919108 1,875 118,000 SH Shared-Defined 5.7 118,000 TRIMBLE NAVIGATION LTD COM 896239100 74 1,900 SH Shared-Defined 5.6 1,900 TRONOX INC COM CL B 897051207 5 504 SH Shared-Defined 5.6 504 TRUE RELIGION APPAREL INC COM 89784N104 924 52,500 SH Shared-Defined 5.6 52,500 TUPPERWARE BRANDS CORP COM 899896104 831 26,400 SH Shared-Defined 1.2 26,400 TUPPERWARE BRANDS CORP COM 899896104 2,085 66,200 SH Shared-Defined 1.2 66,200 TUPPERWARE BRANDS CORP COM 899896104 2,204 70,000 SH Shared-Defined 5.6 70,000 TXU CORP COM 873168108 3,241 47,333 SH Shared-Defined 1 47,333 TXU CORP COM 873168108 5,960 87,044 SH Shared-Defined 5.6 87,044 TYCO INTL LTD NEW COM 902124106 1 30 SH Shared-Defined 1.4 30 TYCO INTL LTD NEW COM 902124106 16 352 SH Shared-Defined 352 TYCO INTL LTD NEW COM 902124106 8,107 239,928 SH Shared-Defined 5.6 239,928 TYSON FOODS INC CL A 902494103 9,250 518,185 SH Shared-Defined 5.6 518,185 U S G CORP COM NEW 903293405 308 8,200 SH Shared-Defined 5.6 8,200 U STORE IT TR COM 91274F104 116 8,800 SH Shared-Defined 5.6 8,800 UAL CORP COM NEW 902549807 1,259 27,061 SH Shared-Defined 1 27,061 UCBH HOLDINGS INC COM 90262T308 1,652 94,500 SH Shared-Defined 5.6 94,500 UDR INC COM 902653104 345 14,182 SH Shared-Defined 5.6 14,182 UGI CORP NEW COM 902681105 481 18,500 SH Shared-Defined 5.6 18,500 ULTRA PETROLEUM CORP COM 903914109 974 15,707 SH Shared-Defined 5.6 15,707 UNION PAC CORP COM 907818108 1,108 9,800 SH Shared-Defined 1.2 9,800 UNION PAC CORP COM 907818108 1,967 17,400 SH Shared-Defined 1.2 17,400 UNION PAC CORP COM 907818108 9,481 83,860 SH Shared-Defined 5.7 83,860 UNION PAC CORP COM 907818108 644 5,694 SH Shared-Defined 1 5,694 UNION PAC CORP COM 907818108 3,159 27,944 SH Shared-Defined 5.6 27,944 UNIONBANCAL CORP COM 908906100 43 737 SH Shared-Defined 5.6 737 UNISYS CORP COM 909214108 1,408 212,698 SH Shared-Defined 5.6 212,698 UNIT CORP COM 909218109 910 18,800 SH Shared-Defined 1.2 18,800 UNIT CORP COM 909218109 2,560 52,900 SH Shared-Defined 1.2 52,900 UNIT CORP COM 909218109 2,323 48,000 SH Shared-Defined 5.7 48,000 UNITED CMNTY BKS BLAIRSVLE G CAP STK 90984P105 2,195 89,500 SH Shared-Defined 5.7 89,500 UNITED CMNTY BKS BLAIRSVLE G CAP STK 90984P105 1,471 60,000 SH Shared-Defined 5.6 60,000 UNITED MICROELECTRONICS CORP SPONSORED ADR 910873207 219 70,000 SH Shared-Defined 5.7 70,000 UNITED MICROELECTRONICS CORP SPONSORED ADR 910873207 13,070 4,167,992 SH Shared-Defined 1 4,167,992 UNITED PARCEL SERVICE INC CL B 911312106 2,666 35,500 SH Shared-Defined 35,500 UNITED PARCEL SERVICE INC CL B 911312106 5,220 69,513 SH Shared-Defined 1 69,513 UNITED PARCEL SERVICE INC CL B 911312106 1,292 17,200 SH Shared-Defined 5.6 17,200 UNITED PARCEL SERVICE INC CL B 911312106 32,624 434,409 SH Shared-Defined 5.6 434,409 UNITED STATES STL CORP NEW COM 912909108 31 296 SH Shared-Defined 1.4 296 UNITED STATES STL CORP NEW COM 912909108 847 7,992 SH Shared-Defined 5.6 7,992 UNITED STATES STL CORP NEW COM 912909108 7,550 71,263 SH Shared-Defined 5.6 71,263 UNITED TECHNOLOGIES CORP COM 913017109 410 5,100 SH Shared-Defined 5,100 UNITED TECHNOLOGIES CORP COM 913017109 66 820 SH Shared-Defined 820 UNITED TECHNOLOGIES CORP COM 913017109 13 162 SH Shared-Defined 162 UNITED TECHNOLOGIES CORP COM 913017109 4,508 56,019 SH Shared-Defined 1.3 56,019 UNITED TECHNOLOGIES CORP COM 913017109 32 400 SH Shared-Defined 400 UNITED TECHNOLOGIES CORP COM 913017109 6,308 78,377 SH Shared-Defined 5.7 78,377 UNITED TECHNOLOGIES CORP COM 913017109 747 9,288 SH Shared-Defined 9,288 UNITED TECHNOLOGIES CORP COM 913017109 2,931 36,420 SH Shared-Defined 5.6 36,420 UNITED TECHNOLOGIES CORP COM 913017109 150,943 1,875,536 SH Shared-Defined 5.6 1,875,536 UNITED THERAPEUTICS CORP DEL COM 91307C102 1,528 22,967 SH Shared-Defined 5.6 22,967 UNITEDHEALTH GROUP INC COM 91324P102 2,988 61,700 SH Shared-Defined 61,700 UNITEDHEALTH GROUP INC COM 91324P102 2,620 54,106 SH Shared-Defined 1.3 54,106 UNITEDHEALTH GROUP INC COM 91324P102 13,644 281,717 SH Shared-Defined 5.7 281,717 UNITEDHEALTH GROUP INC COM 91324P102 1,573 32,488 SH Shared-Defined 5.6 32,488 UNITEDHEALTH GROUP INC COM 91324P102 1,000 20,652 SH Shared-Defined 1 20,652 UNITEDHEALTH GROUP INC COM 91324P102 23,614 487,600 SH Shared-Defined 5.6 487,600 UNIVERSAL AMERN FINL CORP COM 913377107 3,422 150,000 SH Shared-Defined 5.7 150,000 UNIVERSAL FST PRODS INC COM 913543104 284 9,500 SH Shared-Defined 1.4 9,500 UNUMPROVIDENT CORP COM 91529Y106 538 22,000 SH Shared-Defined 1.2 22,000 UNUMPROVIDENT CORP COM 91529Y106 653 26,700 SH Shared-Defined 1.2 26,700 UNUMPROVIDENT CORP COM 91529Y106 105 4,296 SH Shared-Defined 1 4,296 UNUMPROVIDENT CORP COM 91529Y106 882 36,059 SH Shared-Defined 5.6 36,059 URBAN OUTFITTERS INC COM 917047102 562 25,800 SH Shared-Defined 25,800 URBAN OUTFITTERS INC COM 917047102 143 6,577 SH Shared-Defined 1 6,577 URBAN OUTFITTERS INC COM 917047102 43,630 2,001,390 SH Shared-Defined 5.6 2,001,390 US BANCORP DEL COM NEW 902973304 984 30,250 SH Shared-Defined 5.7 30,250 US BANCORP DEL COM NEW 902973304 11,949 367,308 SH Shared-Defined 1 367,308 US BANCORP DEL COM NEW 902973304 134,912 4,147,312 SH Shared-Defined 5.6 4,147,312 US BIOENERGY CORP COM 90342V109 1,295 168,026 SH Shared-Defined 5.6 168,026 USANA HEALTH SCIENCES INC COM 90328M107 383 8,750 SH Shared-Defined 5.6 8,750 UST INC COM 902911106 35 701 SH Shared-Defined 1 701 UST INC COM 902911106 2,941 59,298 SH Shared-Defined 5.6 59,298 V F CORP COM 918204108 127 1,568 SH Shared-Defined 1 1,568 V F CORP COM 918204108 5,273 65,296 SH Shared-Defined 5.6 65,296 VALASSISMUNICATIONS INC COM 918866104 71 8,000 SH Shared-Defined 5.6 8,000 VALE CAP LTD NT RIO P VALE 91912C307 1,003 15,000 PRN Shared-Defined 1 15,000 VALE CAP LTD NT RIO CV VALE 91912C208 6,365 95,000 PRN Shared-Defined 1 95,000 VALERO ENERGY CORP NEW COM 91913Y100 260 3,870 SH Shared-Defined 1.4 3,870 VALERO ENERGY CORP NEW COM 91913Y100 15 220 SH Shared-Defined 1 220 VALERO ENERGY CORP NEW COM 91913Y100 1,984 29,536 SH Shared-Defined 5.6 29,536 VALERO ENERGY CORP NEW COM 91913Y100 112 1,662 SH Shared-Defined 1 1,662 VALERO ENERGY CORP NEW COM 91913Y100 16,839 250,652 SH Shared-Defined 5.6 250,652 VALUECLICK INC COM 92046N102 11 500 SH Shared-Defined 1.4 500 VARIAN MED SYS INC COM 92220P105 141 3,360 SH Shared-Defined 1 3,360 VARIAN MED SYS INC COM 92220P105 497 11,857 SH Shared-Defined 5.6 11,857 VARIAN SEMICONDUCTOR EQUIPMN COM 922207105 1,445 27,000 SH Shared-Defined 5.6 27,000 VASCO DATA SEC INTL INC COM 92230Y104 706 20,000 SH Shared-Defined 5.7 20,000 VEECO INSTRS INC DEL COM 922417100 1,496 77,200 SH Shared-Defined 5.6 77,200 VENTAS INC COM 92276F100 339 8,200 SH Shared-Defined 5.6 8,200 VERASUN ENERGY CORP COM 92336G106 990 90,000 SH Shared-Defined 5.6 90,000 VERIFONE HLDGS INC COM 92342Y109 79 1,793 SH Shared-Defined 1 1,793 VERIZONMUNICATIONS COM 92343V104 1,780 40,210 SH Shared-Defined 1.3 40,210 VERIZONMUNICATIONS COM 92343V104 9,850 222,447 SH Shared-Defined 5.7 222,447 VERIZONMUNICATIONS COM 92343V104 7 150 SH Shared-Defined 150 VERIZONMUNICATIONS COM 92343V104 27,364 617,979 SH Shared-Defined 1 617,979 VERIZONMUNICATIONS COM 92343V104 149,589 3,378,245 SH Shared-Defined 5.6 3,378,245 VERTEX PHARMACEUTICALS INC COM 92532F100 486 12,650 SH Shared-Defined 1 12,650 VERTEX PHARMACEUTICALS INC COM 92532F100 30 790 SH Shared-Defined 5.6 790 VERTICALNET INC COM 92532L404 0 77 SH Shared-Defined 1 77 VIACOM INC NEW CL B 92553P201 195 5,000 SH Shared-Defined 1.3 5,000 VIACOM INC NEW CL B 92553P201 6,544 167,933 SH Shared-Defined 5.6 167,933 VIREXX MED CORP COM 92765V103 0 375 SH Shared-Defined 1.3 375 VIRGINMEDIA INC COM 92769L101 97 4,000 SH Shared-Defined 1.4 4,000 VIRGINMEDIA INC COM 92769L101 680 28,000 SH Shared-Defined 5.7 28,000 VIRGINMEDIA INC COM 92769L101 72 2,963 SH Shared-Defined 5.6 2,963 VISHAY INTERTECHNOLOGY INC COM 928298108 25 1,918 SH Shared-Defined 1,918 VISHAY INTERTECHNOLOGY INC COM 928298108 105 8,082 SH Shared-Defined 8,082 VISHAY INTERTECHNOLOGY INC COM 928298108 867 66,567 SH Shared-Defined 66,567 VISHAY INTERTECHNOLOGY INC COM 928298108 3,654 280,433 SH Shared-Defined 280,433 VISHAY INTERTECHNOLOGY INC COM 928298108 652 50,000 SH Shared-Defined 5.7 50,000 VISHAY INTERTECHNOLOGY INC COM 928298108 352 27,000 SH Shared-Defined 5.6 27,000 VISUAL SCIENCES INC COM 92845H108 2,022 140,000 SH Shared-Defined 5.6 140,000 VMWARE INC CL A COM 928563402 3,546 41,720 SH Shared-Defined 5.6 41,720 VODAFONE GROUP PLC NEW SPONS ADR NEW 92857W209 1,860 51,241 SH Shared-Defined 5.6 51,241 VOLVO AKTIEBOLAGET ADR B 928856400 0 18 SH Shared-Defined 1.3 18 VOLVO AKTIEBOLAGET ADR B 928856400 21 1,200 SH Shared-Defined 1 1,200 VORNADO RLTY L P DBCV 3.625%11/1 929043AE7 978 1,000,000 PRN Shared-Defined 1 1,000,000 VORNADO RLTY L P DEB 3.875% 4/1 929043AC1 25,294 19,586 PRN Shared-Defined 5.6 19,586 VORNADO RLTY TR DBCV 2.850% 3/1 929042AC3 7,530 8,000,000 PRN Shared-Defined 1 8,000,000 VORNADO RLTY TR SH BEN INT 929042109 3,876 35,446 SH Shared-Defined 5.6 35,446 VOTORANTIM CELULOSE E PAPEL SPONSORED ADR 92906P106 14,613 510,600 SH Shared-Defined 5.6 510,600 VULCAN MATLS CO COM 929160109 506 5,676 SH Shared-Defined 1 5,676 VULCAN MATLS CO COM 929160109 696 7,805 SH Shared-Defined 5.6 7,805 WACHOVIA CORP 2ND NEW COM 929903102 1,520 30,300 SH Shared-Defined 30,300 WACHOVIA CORP 2ND NEW COM 929903102 10,779 214,939 SH Shared-Defined 5.7 214,939 WACHOVIA CORP 2ND NEW COM 929903102 534 10,650 SH Shared-Defined 10,650 WACHOVIA CORP 2ND NEW COM 929903102 18,937 377,610 SH Shared-Defined 1 377,610 WACHOVIA CORP 2ND NEW COM 929903102 211 4,200 SH Shared-Defined 5.6 4,200 WACHOVIA CORP 2ND NEW COM 929903102 107,274 2,139,067 SH Shared-Defined 5.6 2,139,067 WAL MART STORES INC COM 931142103 22 500 SH Shared-Defined 1.4 500 WAL MART STORES INC COM 931142103 49 1,120 SH Shared-Defined 1.2 1,120 WAL MART STORES INC COM 931142103 938 21,500 SH Shared-Defined 1.2 21,500 WAL MART STORES INC COM 931142103 2,236 51,219 SH Shared-Defined 1.2 51,219 WAL MART STORES INC COM 931142103 35 800 SH Shared-Defined 1 800 WAL MART STORES INC COM 931142103 11,291 258,676 SH Shared-Defined 5.7 258,676 WAL MART STORES INC COM 931142103 50,845 1,164,823 SH Shared-Defined 1 1,164,823 WAL MART STORES INC COM 931142103 119,203 2,730,877 SH Shared-Defined 5.6 2,730,877 WALGREEN CO COM 931422109 4,171 88,286 SH Shared-Defined 5.6 88,286 WASHINGTON MUT INC COM 939322103 7,161 202,800 SH Shared-Defined 202,800 WASHINGTON MUT INC COM 939322103 113 3,204 SH Shared-Defined 1 3,204 WASHINGTON MUT INC COM 939322103 33,057 936,199 SH Shared-Defined 5.6 936,199 WASHINGTON POST CO CL B 939640108 46 57 SH Shared-Defined 5.6 57 WASHINGTON REAL ESTATE INVT SH BEN INT 939653101 143 4,300 SH Shared-Defined 5.6 4,300 WASTE MGMT INC DEL COM 94106L109 323 8,552 SH Shared-Defined 5.7 8,552 WASTE MGMT INC DEL COM 94106L109 684 18,114 SH Shared-Defined 18,114 WASTE MGMT INC DEL COM 94106L109 12,185 322,862 SH Shared-Defined 1 322,862 WASTE MGMT INC DEL COM 94106L109 200 5,300 SH Shared-Defined 5.6 5,300 WASTE MGMT INC DEL COM 94106L109 6,458 171,124 SH Shared-Defined 5.6 171,124 WATERS CORP COM 941848103 134 2,000 SH Shared-Defined 2,000 WATERS CORP COM 941848103 7,112 106,272 SH Shared-Defined 5.7 106,272 WATERS CORP COM 941848103 1,392 20,807 SH Shared-Defined 5.6 20,807 WATERS CORP COM 941848103 107 1,603 SH Shared-Defined 1 1,603 WATERS CORP COM 941848103 3,435 51,332 SH Shared-Defined 5.6 51,332 WATSON PHARMACEUTICALS INC COM 942683103 761 23,500 SH Shared-Defined 5.7 23,500 WATSON PHARMACEUTICALS INC COM 942683103 5,000 154,332 SH Shared-Defined 5.6 154,332 WATTS WATER TECHNOLOGIES INC CL A 942749102 14,491 472,027 SH Shared-Defined 1 472,027 WATTS WATER TECHNOLOGIES INC CL A 942749102 645 21,000 SH Shared-Defined 5.6 21,000 WEBSENSE INC COM 947684106 474 24,000 SH Shared-Defined 5.6 24,000 WEINGARTEN RLTY INVS NOTE 3.950% 8/0 948741AF0 23,300 22,929 PRN Shared-Defined 5.6 22,929 WEINGARTEN RLTY INVS SH BEN INT 948741103 286 6,900 SH Shared-Defined 5.6 6,900 WELLCARE HEALTH PLANS INC COM 94946T106 1,898 18,000 SH Shared-Defined 5.7 18,000 WELLCARE HEALTH PLANS INC COM 94946T106 221 2,100 SH Shared-Defined 5.6 2,100 WELLPOINT INC COM 94973V107 400 5,063 SH Shared-Defined 5.6 5,063 WELLPOINT INC COM 94973V107 174 2,200 SH Shared-Defined 5.6 2,200 WELLPOINT INC COM 94973V107 40,602 514,473 SH Shared-Defined 5.6 514,473 WELLS FARGO & CO NEW DBCV 5/0 949746FA4 43,613 43,654 PRN Shared-Defined 5.6 43,654 WELLS FARGO & CO NEW COM 949746101 2,554 71,700 SH Shared-Defined 71,700 WELLS FARGO & CO NEW COM 949746101 3,124 87,698 SH Shared-Defined 1.3 87,698 WELLS FARGO & CO NEW COM 949746101 10,616 298,040 SH Shared-Defined 5.7 298,040 WELLS FARGO & CO NEW COM 949746101 27,971 785,272 SH Shared-Defined 1 785,272 WELLS FARGO & CO NEW COM 949746101 86,143 2,418,385 SH Shared-Defined 5.6 2,418,385 WENDYS INTL INC COM 950590109 168 4,802 SH Shared-Defined 5.6 4,802 WESCO INTL INC COM 95082P105 47,087 1,096,570 SH Shared-Defined 5.6 1,096,570 WESTERN DIGITAL CORP COM 958102105 934 36,900 SH Shared-Defined 1.2 36,900 WESTERN DIGITAL CORP COM 958102105 1,950 77,000 SH Shared-Defined 1.2 77,000 WESTERN DIGITAL CORP COM 958102105 426 16,820 SH Shared-Defined 5.6 16,820 WESTERN DIGITAL CORP COM 958102105 11,406 450,484 SH Shared-Defined 5.6 450,484 WESTERN REFNG INC COM 959319104 487 12,000 SH Shared-Defined 5.6 12,000 WESTERN UN CO COM 959802109 1,491 71,099 SH Shared-Defined 5.6 71,099 WESTWOOD ONE INC COM 961815107 41 15,000 SH Shared-Defined 5.6 15,000 WEYERHAEUSER CO COM 962166104 265 3,663 SH Shared-Defined 1 3,663 WEYERHAEUSER CO COM 962166104 2,613 36,145 SH Shared-Defined 5.6 36,145 WHIRLPOOL CORP COM 963320106 249 2,800 SH Shared-Defined 1.2 2,800 WHIRLPOOL CORP COM 963320106 383 4,300 SH Shared-Defined 1.2 4,300 WHIRLPOOL CORP COM 963320106 3,475 39,000 SH Shared-Defined 5.7 39,000 WHIRLPOOL CORP COM 963320106 291 3,268 SH Shared-Defined 1 3,268 WHIRLPOOL CORP COM 963320106 16,462 184,754 SH Shared-Defined 5.6 184,754 WHIRLPOOL CORP COM 963320106 89 1,000 SH Shared-Defined 5.6 1,000 WHITE ELECTR DESIGNS CORP COM 963801105 4 800 SH Shared-Defined 1.4 800 WHOLE FOODS MKT INC COM 966837106 57,408 1,172,542 SH Shared-Defined 5.6 1,172,542 WILLBROS GROUP INC COM 969199108 31 900 SH Shared-Defined 1.4 900 WILLIAMS COS INC DEL COM 969457100 3,471 101,923 SH Shared-Defined 1.3 101,923 WILLIAMS COS INC DEL COM 969457100 2,068 60,723 SH Shared-Defined 1 60,723 WILLIAMS COS INC DEL COM 969457100 2,755 80,872 SH Shared-Defined 5.6 80,872 WILLIAMS SCOTSMAN INTL INC COM 96950G102 2,910 105,000 SH Shared-Defined 5.6 105,000 WILLIAMS SONOMA INC COM 969904101 32 987 SH Shared-Defined 5.6 987 WIMM BILL DANN FOODS OJSC SPONSORED ADR 97263M109 219 2,000 SH Shared-Defined 5.7 2,000 WIMM BILL DANN FOODS OJSC SPONSORED ADR 97263M109 3,952 36,140 SH Shared-Defined 5.6 36,140 WINDSTREAM CORP COM 97381W104 507 35,902 SH Shared-Defined 5.6 35,902 WINN DIXIE STORES INC COM NEW 974280307 19 1,000 SH Shared-Defined 1.4 1,000 WISCONSIN ENERGY CORP COM 976657106 51 1,128 SH Shared-Defined 5.6 1,128 WRIGLEY WM JR CO COM 982526105 1,221 19,013 SH Shared-Defined 5.6 19,013 WYETH DBCV 1/1 983024AD2 41,776 39,919 PRN Shared-Defined 5.6 39,919 WYETH COM 983024100 1,140 25,600 SH Shared-Defined 25,600 WYETH COM 983024100 13 300 SH Shared-Defined 5.7 300 WYETH COM 983024100 13,825 310,318 SH Shared-Defined 1 310,318 WYETH COM 983024100 91,817 2,060,996 SH Shared-Defined 5.6 2,060,996 WYNDHAM WORLDWIDE CORP COM 98310W108 4,677 142,767 SH Shared-Defined 5.6 142,767 WYNN RESORTS LTD COM 983134107 2 15 SH Shared-Defined 1 15 WYNN RESORTS LTD COM 983134107 2,568 16,296 SH Shared-Defined 5.6 16,296 XCEL ENERGY INC COM 98389B100 1,399 64,942 SH Shared-Defined 5.6 64,942 XEROX CORP COM 984121103 457 26,357 SH Shared-Defined 5.6 26,357 XEROX CORP COM 984121103 596 34,353 SH Shared-Defined 1 34,353 XEROX CORP COM 984121103 9,312 536,996 SH Shared-Defined 5.6 536,996 XILINX INC COM 983919101 3,079 117,800 SH Shared-Defined 117,800 XILINX INC COM 983919101 63 2,420 SH Shared-Defined 2,420 XILINX INC COM 983919101 1,352 51,739 SH Shared-Defined 1 51,739 XILINX INC COM 983919101 809 30,953 SH Shared-Defined 5.6 30,953 XM SATELLITE RADIO HLDGS INC CL A 983759101 3 208 SH Shared-Defined 1 208 XM SATELLITE RADIO HLDGS INC CL A 983759101 413 29,143 SH Shared-Defined 5.6 29,143 X-RITE INC COM 983857103 60 3,483 SH Shared-Defined 5.6 3,483 XTO ENERGY INC COM 98385X106 21 340 SH Shared-Defined 340 XTO ENERGY INC COM 98385X106 3,459 55,940 SH Shared-Defined 5.6 55,940 YAHOO INC FRNT 4/0 984332AB2 3,975 3,000,000 PRN Shared-Defined 1 3,000,000 YAHOO INC COM 984332106 733 27,300 SH Shared-Defined 27,300 YAHOO INC COM 984332106 988 36,800 SH Shared-Defined 1.4 36,800 YAHOO INC COM 984332106 13 500 SH Shared-Defined 1 500 YAHOO INC COM 984332106 8,692 323,807 SH Shared-Defined 1 323,807 YAHOO INC COM 984332106 57,265 2,133,556 SH Shared-Defined 5.6 2,133,556 YAMANA GOLD INC COM 98462Y100 12 1,000 SH Shared-Defined 1.4 1,000 YAMANA GOLD INC COM 98462Y100 18 1,500 SH Shared-Defined 1,500 YAMANA GOLD INC COM 98462Y100 8,766 741,355 SH Shared-Defined 5.6 741,355 YINGLI GREEN ENERGY HLDG CO ADR 98584B103 3,128 120,000 SH Shared-Defined 5.7 120,000 YINGLI GREEN ENERGY HLDG CO ADR 98584B103 3,845 147,500 SH Shared-Defined 5.6 147,500 YRC WORLDWIDE INC COM 984249102 478 17,500 SH Shared-Defined 5.6 17,500 YUM BRANDS INC COM 988498101 22,580 667,456 SH Shared-Defined 5.7 667,456 YUM BRANDS INC COM 988498101 1,410 41,676 SH Shared-Defined 5.6 41,676 ZIMMER HLDGS INC COM 98956P102 93 1,148 SH Shared-Defined 1 1,148 ZIMMER HLDGS INC COM 98956P102 6,348 78,380 SH Shared-Defined 5.6 78,380 ZIONS BANCORPORATION COM 989701107 3,968 57,777 SH Shared-Defined 5.6 57,777 ZOLTEK COS INC COM 98975W104 197 4,525 SH Shared-Defined 1 4,525 ZORAN CORP COM 98975F101 1,061 52,500 SH Shared-Defined 5.6 52,500
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