-----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, RJVQEh+vqRrAYEvOLumHT2XJn3ieWqmOElkQ4hsP4LB+9YQrjRl22CwlQqVQ7woz UxOSHW6A/ktsMDpTEIDREA== 0000824468-08-000034.txt : 20080516 0000824468-08-000034.hdr.sgml : 20080516 20080516104915 ACCESSION NUMBER: 0000824468-08-000034 CONFORMED SUBMISSION TYPE: 13F-HR/A PUBLIC DOCUMENT COUNT: 1 CONFORMED PERIOD OF REPORT: 20080331 FILED AS OF DATE: 20080516 DATE AS OF CHANGE: 20080516 EFFECTIVENESS DATE: 20080516 FILER: COMPANY DATA: COMPANY CONFORMED NAME: CREDIT SUISSE/ CENTRAL INDEX KEY: 0000824468 IRS NUMBER: 000000000 FILING VALUES: FORM TYPE: 13F-HR/A SEC ACT: 1934 Act SEC FILE NUMBER: 028-11379 FILM NUMBER: 08840673 BUSINESS ADDRESS: STREET 1: PO BOX 900 STREET 2: FHLS CITY: ZURICH STATE: V8 ZIP: CH 8070 BUSINESS PHONE: 41 1 212 16 16 MAIL ADDRESS: STREET 1: PO BOX 900 CITY: ZURICH STATE: V8 ZIP: CH 8070 FORMER COMPANY: FORMER CONFORMED NAME: CREDIT SUISSE FIRST BOSTON/ DATE OF NAME CHANGE: 19970211 FORMER COMPANY: FORMER CONFORMED NAME: CREDIT SUISSE DATE OF NAME CHANGE: 19921119 13F-HR/A 1 sec_filing.txt DOC ONE United States Securities and Exchange Commission Washington, D.C. 20549 FORM 13F FORM 13F COVER PAGE Report for the Calendar Year or Quarter Ended: March 31, 2008 Check here if Amendment [X]; Amendment Number: 1 This Amendment (Check only one): [X] is a restatement [ ] adds new holdings entries Institutional Investment Manager Filing this Report: Name: Credit Suisse Address: Uetlibergstrasse 231, P.O. Box 900 Zurich CH 8070 13F File Number: 28-11379 The institutional investment manager filing this report and the person by whom it is signed hereby represent that the person signing the report is authorized to submit it, that all information contained herein is true, correct and complete, and that it is understood that all required items, statements, schedules, lists, and tables, are considered integral parts of this form. Person Signing this Report on Behalf of Reporting Manager: Name: Craig Stier Title: Vice President Phone: (212) 325-2000 Signature, Place, and Date of Signing: /s/ Craig Stier New York, NY May 15, 2008 This Form 13F is being filed by Credit Suisse, a Swiss bank ("the Bank") on behalf of its subsidiaries to the extent that they constitute the Investment Banking division, the Alternative Investments business within the Asset Management division and the U.S. private client services business within the Private Banking division. The ultimate parent company of the Bank is Credit Suisse Group. Report Type (Check only one.): [X] 13F HOLDINGS REPORT. [ ] 13F NOTICE [ ] 13F COMBINATION REPORT FORM 13F SUMMARY PAGE Report Summary: Number of Other Included Managers: 6 Form 13F Information Table Entry Total: 7171 Form 13F Information Table Value Total: 82,845,808.97 (x1000) List of Other Included Managers: No. 13F File Number Name - --- --------------- ----------------------------------- 01 28-2205 Credit Suisse Holdings (USA), Inc. 02 28- Credit Suisse Securities (Canada), Inc. 03 28-11380 Credit Suisse Securities (USA) LLC 04 28-11477 Credit Suisse Capital LLC 05 28-11516 Credit Suisse International 06 28-11518 Credit Suisse Securities (Europe) Limited
FORM 13F INFORMATION TABLE VALUE SHARES/ SH/ PUT/ INVSTMT -------VOTING AUTHORITY------ - --------NAME OF ISSUER-------- -TITLE OF CLASS- --CUSIP-- -X$1000- -PRN AMT- PRN CALL DISCRTN MANAGERS ---SOLE-- --SHARED- ---NONE-- AAR CORP COM 000361105 1801 66061 SH DEFINED 03 01 66061 0 0 ABB LTD SPONSORED ADR 000375204 143 5300 SH DEFINED 04 01 5300 0 0 ABB LTD SPONSORED ADR 000375204 23205 862006 SH DEFINED 03 01 716011 0 145995 ABX HOLDINGS INC COM 00080S101 77 26147 SH DEFINED 03 01 20134 0 6013 ACCO BRANDS CORP COM 00081T108 14 1000 SH DEFINED 04 01 1000 0 0 ACCO BRANDS CORP COM 00081T108 912 67196 SH DEFINED 03 01 66893 0 303 A C MOORE ARTS & CRAFTS INC COM 00086T103 125 18300 SH DEFINED 04 01 18300 0 0 A C MOORE ARTS & CRAFTS INC COM 00086T103 52 7690 SH DEFINED 03 01 7690 0 0 A D C TELECOMMUNICATIONS COM NEW 000886309 38 3125 SH DEFINED 04 01 3125 0 0 A D C TELECOMMUNICATIONS COM NEW 000886309 1582 130959 SH DEFINED 03 01 130959 0 0 A D C TELECOMMUNICATIONS COM NEW 000886309 5483 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CORP NEW CL B 124857202 30534 1382861 SH DEFINED 03 01 1376959 0 5902 CBS CORP NEW CL B 124857202 933 42278 SH DEFINED 05 42278 0 0 CBRL GROUP INC COM 12489V106 1569 43870 SH DEFINED 04 01 43870 0 0 CBRL GROUP INC COM 12489V106 3554 99365 SH DEFINED 03 01 99365 0 0 CBRL GROUP INC COM 12489V106 267 7475 SH DEFINED 05 7475 0 0 CB RICHARD ELLIS GROUP INC CL A 12497T101 2606 120443 SH DEFINED 120443 0 0 CB RICHARD ELLIS GROUP INC CL A 12497T101 238 11017 SH DEFINED 04 01 11017 0 0 CB RICHARD ELLIS GROUP INC CL A 12497T101 7783 359670 SH DEFINED 03 01 359670 0 0 CBRE REALTY FINANCE INC COM 12498B307 104 25800 SH DEFINED 04 01 25800 0 0 CBRE REALTY FINANCE INC COM 12498B307 134 33273 SH DEFINED 03 01 33273 0 0 C D I CORP COM 125071100 76 3050 SH DEFINED 04 01 3050 0 0 C D I CORP COM 125071100 679 27102 SH DEFINED 03 01 27102 0 0 CEC ENTMT INC COM 125137109 27 940 SH DEFINED 04 01 940 0 0 CEC ENTMT INC COM 125137109 1947 67414 SH DEFINED 03 01 67414 0 0 CE FRANKLIN LTD COM 125151100 90 11700 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0 0 CRH PLC ADR 12626K203 237 6175 SH DEFINED 03 01 6175 0 0 CSG SYS INTL INC COM 126349109 185 16300 SH DEFINED 04 01 16300 0 0 CSG SYS INTL INC COM 126349109 2022 177813 SH DEFINED 03 01 177813 0 0 CSG SYS INTL INC NOTE 2.500% 6/1 126349AB5 1530 1900000 PRN DEFINED 03 01 1900000 0 0 CSX CORP COM 126408103 1596 28462 SH DEFINED 04 01 28462 0 0 CSX CORP COM 126408103 55108 982839 SH DEFINED 03 01 974735 0 8104 CSX CORP COM 126408103 73659 1313700 SH DEFINED 05 1313700 0 0 CSX CORP COM 126408103 28035 500000 SH DEFINED 06 500000 0 0 CTC MEDIA INC COM 12642X106 605 21800 SH DEFINED 04 01 21800 0 0 CTC MEDIA INC COM 12642X106 1233 44427 SH DEFINED 03 01 44427 0 0 CTS CORP COM 126501105 158 14800 SH DEFINED 04 01 14800 0 0 CTS CORP COM 126501105 420 39279 SH DEFINED 03 01 39279 0 0 CVB FINL CORP COM 126600105 1958 188094 SH DEFINED 03 01 187706 0 388 CVS CAREMARK CORPORATION COM 126650100 4294 105987 SH DEFINED 105987 0 0 CVS CAREMARK CORPORATION COM 126650100 21688 535377 SH DEFINED 04 01 535377 0 0 CVS CAREMARK CORPORATION COM 126650100 109318 2698549 SH DEFINED 03 01 2609988 0 88561 CVS CAREMARK CORPORATION COM 126650100 139 3443 SH DEFINED 05 3443 0 0 CVS CAREMARK CORPORATION COM 126650100 275 6790 SH DEFINED 06 6790 0 0 CV THERAPEUTICS INC COM 126667104 105 14754 SH DEFINED 03 01 14754 0 0 CV THERAPEUTICS INC NOTE 2.750% 5/1 126667AF1 3738 5000000 PRN DEFINED 03 01 5000000 0 0 CA INC COM 12673P105 1886 83836 SH DEFINED 04 01 83836 0 0 CA INC COM 12673P105 18634 828184 SH DEFINED 03 01 821514 0 6670 CABELAS INC COM 126804301 908 64103 SH DEFINED 03 01 64103 0 0 CABLEVISION SYS CORP CL A NY CABLVS 12686C109 263 12281 SH DEFINED 04 01 12281 0 0 CABLEVISION SYS CORP CL A NY CABLVS 12686C109 89855 4192947 SH DEFINED 03 01 4192947 0 0 CABOT CORP COM 127055101 2143 76535 SH DEFINED 03 01 72135 0 4400 CABOT OIL & GAS CORP COM 127097103 8817 173420 SH DEFINED 04 01 173420 0 0 CABOT OIL & GAS CORP COM 127097103 3614 71089 SH DEFINED 03 01 70905 0 184 CABOT MICROELECTRONICS CORP COM 12709P103 784 24400 SH DEFINED 04 01 24400 0 0 CABOT MICROELECTRONICS CORP COM 12709P103 458 14235 SH DEFINED 03 01 14235 0 0 CABOT MICROELECTRONICS CORP COM 12709P103 44 1380 SH DEFINED 05 1380 0 0 CACHE INC COM NEW 127150308 20 1800 SH DEFINED 04 01 1800 0 0 CACHE INC COM NEW 127150308 124 10996 SH DEFINED 03 01 10996 0 0 CACI INTL INC CL A 127190304 21 460 SH DEFINED 04 01 460 0 0 CACI INTL INC CL A 127190304 785 17236 SH DEFINED 03 01 12622 0 4614 CADBURY SCHWEPPES PLC ADR 127209302 290 6550 SH DEFINED 04 01 6550 0 0 CADBURY SCHWEPPES PLC ADR 127209302 974 22035 SH DEFINED 03 01 21579 0 456 CADENCE DESIGN SYSTEM INC COM 127387108 153 14298 SH DEFINED 04 01 14298 0 0 CADENCE DESIGN SYSTEM INC COM 127387108 3273 306436 SH DEFINED 03 01 254768 0 51668 CADENCE PHARMACEUTICALS INC COM 12738T100 22 3700 SH DEFINED 04 01 3700 0 0 CADENCE PHARMACEUTICALS INC COM 12738T100 53 8986 SH DEFINED 03 01 8986 0 0 CAL DIVE INTL INC NOTE 3.250%12/1 127914AB5 22739 18600000 PRN DEFINED 03 01 18600000 0 0 CAL DIVE INTL INC DEL COM 12802T101 370 35617 SH DEFINED 03 01 35617 0 0 CAL MAINE FOODS INC COM NEW 128030202 1932 57874 SH DEFINED 03 01 57874 0 0 CALAMOS ASSET MGMT INC CL A 12811R104 207 12700 SH DEFINED 04 01 12700 0 0 CALAMOS ASSET MGMT INC CL A 12811R104 334 20514 SH DEFINED 03 01 20514 0 0 CALGON CARBON CORP COM 129603106 457 30349 SH DEFINED 03 01 30349 0 0 CALIFORNIA PIZZA KITCHEN INC COM 13054D109 46 3500 SH DEFINED 04 01 3500 0 0 CALIFORNIA PIZZA KITCHEN INC COM 13054D109 613 46769 SH DEFINED 03 01 46769 0 0 CALIFORNIA WTR SVC GROUP COM 130788102 764 20022 SH DEFINED 03 01 20022 0 0 CALLAWAY GOLF CO COM 131193104 991 67500 SH DEFINED 04 01 67500 0 0 CALLAWAY GOLF CO COM 131193104 1742 118675 SH DEFINED 03 01 118675 0 0 CALLIDUS SOFTWARE INC COM 13123E500 106 21973 SH DEFINED 03 01 21973 0 0 CALLON PETE CO DEL COM 13123X102 18 1000 SH DEFINED 04 01 1000 0 0 CALLON PETE CO DEL COM 13123X102 2378 131437 SH DEFINED 03 01 131437 0 0 CALPINE CORP COM NEW 131347304 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SH DEFINED 03 01 31600 0 0 CANON INC ADR 138006309 1939 41813 SH DEFINED 03 01 40561 0 1252 CAPELLA EDUCATION COMPANY COM 139594105 55 1000 SH DEFINED 04 01 1000 0 0 CAPELLA EDUCATION COMPANY COM 139594105 232 4240 SH DEFINED 03 01 2240 0 2000 CAPITAL CITY BK GROUP INC COM 139674105 29 1000 SH DEFINED 04 01 1000 0 0 CAPITAL CITY BK GROUP INC COM 139674105 237 8187 SH DEFINED 03 01 8187 0 0 CAPITAL CORP OF THE WEST COM NEW 140065202 74 9200 SH DEFINED 04 01 9200 0 0 CAPITAL CORP OF THE WEST COM NEW 140065202 123 15385 SH DEFINED 03 01 15385 0 0 CAPITAL ONE FINL CORP COM 14040H105 1097 22283 SH DEFINED 04 01 22283 0 0 CAPITAL ONE FINL CORP COM 14040H105 44302 900090 SH DEFINED 03 01 895873 0 4217 CAPITAL ONE FINL CORP COM 14040H105 789 16031 SH DEFINED 05 16031 0 0 CAPITAL SR LIVING CORP COM 140475104 122 15155 SH DEFINED 03 01 15155 0 0 CAPITAL TRUST INC MD CL A NEW 14052H506 24 900 SH DEFINED 04 01 900 0 0 CAPITAL TRUST INC MD CL A NEW 14052H506 408 15139 SH DEFINED 03 01 15139 0 0 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PRN DEFINED 03 01 2265000 0 0 CENTEX CORP COM 152312104 12424 513176 SH DEFINED 04 01 513176 0 0 CENTEX CORP COM 152312104 5803 239706 SH DEFINED 03 01 239561 0 145 CENTEX CORP COM 152312104 5949 245730 SH DEFINED 05 245730 0 0 CENTRAL EUROPEAN DIST CORP COM 153435102 66 1140 SH DEFINED 04 01 1140 0 0 CENTRAL EUROPEAN DIST CORP COM 153435102 654 11245 SH DEFINED 03 01 11245 0 0 CENTRAL EUROPEAN DIST CORP COM 153435102 1051 18065 SH DEFINED 05 18065 0 0 CENTRAL GARDEN & PET CO COM 153527106 238 51530 SH DEFINED 03 01 51530 0 0 CENTRAL GARDEN & PET CO CL A NON-VTG 153527205 125 28129 SH DEFINED 03 01 28129 0 0 CENTRAL PAC FINL CORP COM 154760102 198 10528 SH DEFINED 03 01 10528 0 0 CENTRAL VT PUB SVC CORP COM 155771108 32 1350 SH DEFINED 04 01 1350 0 0 CENTRAL VT PUB SVC CORP COM 155771108 328 13717 SH DEFINED 03 01 13717 0 0 CENTURY ALUM CO COM 156431108 1744 26330 SH DEFINED 04 01 26330 0 0 CENTURY ALUM CO COM 156431108 4842 73101 SH DEFINED 03 01 73042 0 59 CENTURYTEL INC COM 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1065 27603 SH DEFINED 04 01 27603 0 0 DENTSPLY INTL INC NEW COM 249030107 3645 94425 SH DEFINED 03 01 88660 0 5765 DEPOMED INC COM 249908104 71 21000 SH DEFINED 03 01 21000 0 0 DESARROLLADORA HOMEX S A DE SPONSORED ADR 25030W100 951 16380 SH DEFINED 04 01 16380 0 0 DESARROLLADORA HOMEX S A DE SPONSORED ADR 25030W100 2288 39422 SH DEFINED 03 01 39422 0 0 DEUTSCHE TELEKOM AG SPONSORED ADR 251566105 2763 166640 SH DEFINED 03 01 130487 0 36153 DEUTSCHE TELEKOM AG SPONSORED ADR 251566105 1 SH DEFINED 06 1 0 0 DEVELOPERS DIVERSIFIED RLTY COM 251591103 1110 26500 SH DEFINED 04 01 26500 0 0 DEVELOPERS DIVERSIFIED RLTY COM 251591103 10622 253633 SH DEFINED 03 01 253633 0 0 DEVELOPERS DIVERSIFIED RLTY NOTE 3.000% 3/1 251591AS2 13017 15405000 PRN DEFINED 03 01 15405000 0 0 DEVON ENERGY CORP NEW COM 25179M103 5771 55313 SH DEFINED 04 01 55313 0 0 DEVON ENERGY CORP NEW COM 25179M103 104925 1005703 SH DEFINED 03 01 941831 0 63872 DEVON ENERGY CORP NEW COM 25179M103 1058 10143 SH DEFINED 05 10143 0 0 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A COM 25468Y107 4843 228250 SH DEFINED 03 01 222987 0 5263 DISCOVER FINL SVCS COM 254709108 605 36961 SH DEFINED 04 01 36961 0 0 DISCOVER FINL SVCS COM 254709108 19397 1184924 SH DEFINED 03 01 1175851 0 9073 DISCOVER FINL SVCS COM 254709108 49 3011 SH DEFINED 05 3011 0 0 DISH NETWORK CORP CL A 25470M109 1493 51953 SH DEFINED 51953 0 0 DISH NETWORK CORP CL A 25470M109 26760 931432 SH DEFINED 04 01 931432 0 0 DISH NETWORK CORP CL A 25470M109 5080 176807 SH DEFINED 03 01 176807 0 0 DISH NETWORK CORP CL A 25470M109 166 5788 SH DEFINED 05 5788 0 0 DITECH NETWORKS INC COM 25500T108 103 35130 SH DEFINED 03 01 35130 0 0 DIVX INC COM 255413106 84 12052 SH DEFINED 03 01 12052 0 0 DR REDDYS LABS LTD ADR 256135203 739 51030 SH DEFINED 03 01 51030 0 0 DOLAN MEDIA CO COM 25659P402 121 6000 SH DEFINED 04 01 6000 0 0 DOLAN MEDIA CO COM 25659P402 183 9092 SH DEFINED 03 01 9092 0 0 DOLBY LABORATORIES INC COM 25659T107 1047 28862 SH DEFINED 04 01 28862 0 0 DOLBY LABORATORIES INC COM 25659T107 2494 68780 SH DEFINED 03 01 68780 0 0 DOLLAR FINL CORP COM 256664103 9580 416500 SH DEFINED 04 01 416500 0 0 DOLLAR FINL CORP COM 256664103 1153 50142 SH DEFINED 03 01 50142 0 0 DOLLAR THRIFTY AUTOMOTIVE GP COM 256743105 638 46792 SH DEFINED 03 01 46792 0 0 DOLLAR TREE INC COM 256746108 50 1800 SH DEFINED 04 01 1800 0 0 DOLLAR TREE INC COM 256746108 1998 72404 SH DEFINED 03 01 72404 0 0 DOMINION RES INC VA NEW COM 25746U109 1265 30978 SH DEFINED 04 01 30978 0 0 DOMINION RES INC VA NEW COM 25746U109 48594 1189869 SH DEFINED 03 01 1179076 0 10793 DOMINION RES INC VA NEW COM 25746U109 92 2258 SH DEFINED 05 2258 0 0 DOMTAR CORP COM 257559104 188 27463 SH DEFINED 04 01 27463 0 0 DOMTAR CORP COM 257559104 2005 293538 SH DEFINED 03 01 280538 0 13000 DONALDSON INC COM 257651109 890 22100 SH DEFINED 04 01 22100 0 0 DONALDSON INC COM 257651109 2483 61655 SH DEFINED 03 01 61655 0 0 DONALDSON INC COM 257651109 141 3494 SH DEFINED 05 3494 0 0 DONNELLEY R R & SONS CO COM 257867101 2245 74055 SH DEFINED 04 01 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47518 SH DEFINED 03 01 47452 0 66 HUTCHINSON TECHNOLOGY INC NOTE 2.250% 3/1 448407AE6 13125 14604000 PRN DEFINED 03 01 14604000 0 0 HUTCHISON TELECOMM INTL LTD SPONSORED ADR 44841T107 226 10500 SH DEFINED 03 01 10500 0 0 HUTTIG BLDG PRODS INC COM 448451104 40 17300 SH DEFINED 03 01 17300 0 0 IDT CORP CL B 448947309 112 28902 SH DEFINED 03 01 28902 0 0 HYPERCOM CORP COM 44913M105 125 28690 SH DEFINED 03 01 28690 0 0 HYTHIAM INC COM 44919F104 111 91933 SH DEFINED 03 01 91933 0 0 IAC INTERACTIVECORP COM NEW 44919P300 214 10294 SH DEFINED 04 01 10294 0 0 IAC INTERACTIVECORP COM NEW 44919P300 10843 522293 SH DEFINED 03 01 522093 0 200 IAC INTERACTIVECORP COM NEW 44919P300 291 14009 SH DEFINED 06 14009 0 0 ICO INC NEW COM 449293109 17 2500 SH DEFINED 04 01 2500 0 0 ICO INC NEW COM 449293109 61 8860 SH DEFINED 03 01 8860 0 0 ICU MED INC COM 44930G107 81 2800 SH DEFINED 04 01 2800 0 0 ICU MED INC COM 44930G107 181 6276 SH DEFINED 03 01 6276 0 0 ICO GLOBAL COMM HLDGS LTD DE CL A 44930K108 39 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INC CL A 458665106 2547 181315 SH DEFINED 03 01 181073 0 242 INTERFACE INC CL A 458665106 20 1450 SH DEFINED 05 1450 0 0 INTERLINE BRANDS INC COM 458743101 936 50456 SH DEFINED 03 01 50456 0 0 INTERMEC INC COM 458786100 204 9200 SH DEFINED 04 01 9200 0 0 INTERMEC INC COM 458786100 1434 64639 SH DEFINED 03 01 64639 0 0 INTERMUNE INC COM 45884X103 13 900 SH DEFINED 04 01 900 0 0 INTERMUNE INC COM 45884X103 5397 370141 SH DEFINED 03 01 370141 0 0 INTERMUNE INC COM 45884X103 2 SH DEFINED 05 2 0 0 INTERMUNE INC NOTE 0.250% 3/0 45884XAC7 34545 35250000 PRN DEFINED 03 01 35250000 0 0 INTERNAP NETWORK SVCS CORP COM PAR $.001 45885A300 125 25200 SH DEFINED 04 01 25200 0 0 INTERNAP NETWORK SVCS CORP COM PAR $.001 45885A300 426 85806 SH DEFINED 03 01 85806 0 0 INTER ATLANTIC FINANCIAL INC COM 45890H100 2797 380000 SH DEFINED 06 380000 0 0 INTERNATIONAL BANCSHARES COR COM 459044103 411 18200 SH DEFINED 04 01 18200 0 0 INTERNATIONAL BANCSHARES COR COM 459044103 253 11189 SH DEFINED 03 01 11189 0 0 INTERNATIONAL BUSINESS MACHS COM 459200101 3587 31153 SH DEFINED 31153 0 0 INTERNATIONAL BUSINESS MACHS COM 459200101 149220 1295987 SH DEFINED 04 01 1295987 0 0 INTERNATIONAL BUSINESS MACHS COM 459200101 1 10 SH PUT DEFINED 03 01 0 0 0 INTERNATIONAL BUSINESS MACHS COM 459200101 293312 2547439 SH DEFINED 03 01 2503890 0 43549 INTERNATIONAL BUSINESS MACHS COM 459200101 371 3220 SH PUT DEFINED 05 0 0 0 INTERNATIONAL BUSINESS MACHS COM 459200101 374 3250 SH CALL DEFINED 05 0 0 0 INTERNATIONAL BUSINESS MACHS COM 459200101 518 4500 SH CALL DEFINED 05 0 0 0 INTERNATIONAL BUSINESS MACHS COM 459200101 58337 506663 SH DEFINED 05 506663 0 0 INTERNATIONAL BUSINESS MACHS COM 459200101 4330 37606 SH DEFINED 06 37606 0 0 INTERNATIONAL COAL GRP INC N COM 45928H106 4 700 SH DEFINED 04 01 700 0 0 INTERNATIONAL COAL GRP INC N COM 45928H106 1436 226160 SH DEFINED 03 01 226160 0 0 INTERNATIONAL FLAVORS&FRAGRA COM 459506101 920 20876 SH DEFINED 04 01 20876 0 0 INTERNATIONAL FLAVORS&FRAGRA COM 459506101 8492 192778 SH DEFINED 03 01 192578 0 200 INTERNATIONAL GAME TECHNOLOG COM 459902102 3114 77440 SH DEFINED 04 01 77440 0 0 INTERNATIONAL GAME TECHNOLOG COM 459902102 24986 621379 SH DEFINED 03 01 620695 0 684 INTERNATIONAL GAME TECHNOLOG COM 459902102 23319 579937 SH DEFINED 05 579937 0 0 INTL PAPER CO COM 460146103 12340 453685 SH DEFINED 04 01 453685 0 0 INTL PAPER CO COM 460146103 23829 876066 SH DEFINED 03 01 865354 0 10712 INTL PAPER CO COM 460146103 4000 147059 SH DEFINED 05 147059 0 0 INTERNATIONAL RECTIFIER CORP COM 460254105 2 100 SH DEFINED 04 01 100 0 0 INTERNATIONAL RECTIFIER CORP COM 460254105 5186 241201 SH DEFINED 03 01 241201 0 0 INTERNATIONAL SPEEDWAY CORP CL A 460335201 1520 36885 SH DEFINED 04 01 36885 0 0 INTERNATIONAL SPEEDWAY CORP CL A 460335201 1235 29986 SH DEFINED 03 01 29986 0 0 INTERNET CAP GROUP INC COM NEW 46059C205 137 13045 SH DEFINED 04 01 13045 0 0 INTERNET CAP GROUP INC COM NEW 46059C205 118 11282 SH DEFINED 03 01 5282 0 6000 INTERNET ARCHITECTURE HOLDR DEPOSTRY RCPT 46060A107 13303 290150 SH DEFINED 03 01 290150 0 0 INTERPUBLIC GROUP COS INC COM 460690100 211 25073 SH DEFINED 04 01 25073 0 0 INTERPUBLIC GROUP COS INC COM 460690100 10150 1206884 SH DEFINED 03 01 1206884 0 0 INTERSIL CORP CL A 46069S109 415 16164 SH DEFINED 04 01 16164 0 0 INTERSIL CORP CL A 46069S109 2900 112977 SH DEFINED 03 01 112977 0 0 INTERSTATE HOTELS & RESRTS I COM 46088S106 139 29011 SH DEFINED 03 01 29000 0 11 INTEROIL CORP COM 460951106 12 700 SH DEFINED 04 01 700 0 0 INTEROIL CORP COM 460951106 211 12816 SH DEFINED 03 01 12816 0 0 INTEVAC INC COM 461148108 453 34949 SH DEFINED 03 01 34949 0 0 INTERWOVEN INC COM NEW 46114T508 321 30100 SH DEFINED 04 01 30100 0 0 INTERWOVEN INC COM NEW 46114T508 515 48207 SH DEFINED 03 01 48207 0 0 INTUIT COM 461202103 454 16812 SH DEFINED 04 01 16812 0 0 INTUIT COM 461202103 19280 713794 SH DEFINED 03 01 652379 0 61415 INVACARE CORP COM 461203101 28 1260 SH DEFINED 04 01 1260 0 0 INVACARE CORP COM 461203101 2788 125146 SH DEFINED 03 01 125146 0 0 INTUITIVE SURGICAL INC COM NEW 46120E602 837 2582 SH DEFINED 04 01 2582 0 0 INTUITIVE SURGICAL INC COM NEW 46120E602 8204 25293 SH DEFINED 03 01 25126 0 167 INTRICON CORP COM 46121H109 89 11000 SH DEFINED 03 01 0 0 11000 INVENTIV HEALTH INC COM 46122E105 69 2400 SH DEFINED 04 01 2400 0 0 INVENTIV HEALTH INC COM 46122E105 913 31677 SH DEFINED 03 01 31527 0 150 INVERNESS MED INNOVATIONS IN COM 46126P106 3894 129358 SH DEFINED 129358 0 0 INVERNESS MED INNOVATIONS IN COM 46126P106 2714 90173 SH DEFINED 03 01 90173 0 0 INVESTMENT TECHNOLOGY GRP NE COM 46145F105 2452 53100 SH DEFINED 04 01 53100 0 0 INVESTMENT TECHNOLOGY GRP NE COM 46145F105 1106 23951 SH DEFINED 03 01 23639 0 312 INVESTOOLS INC COM 46145P103 1 80 SH DEFINED 04 01 80 0 0 INVESTOOLS INC COM 46145P103 2355 214292 SH DEFINED 03 01 214292 0 0 INVESTORS BANCORP INC COM 46146P102 430 28000 SH DEFINED 04 01 28000 0 0 INVESTORS BANCORP INC COM 46146P102 1169 76145 SH DEFINED 03 01 28406 0 47739 INVESTORS REAL ESTATE TR SH BEN INT 461730103 184 18800 SH DEFINED 04 01 18800 0 0 INVESTORS REAL ESTATE TR SH BEN INT 461730103 145 14875 SH DEFINED 03 01 14875 0 0 INVITROGEN CORP COM 46185R100 6100 71374 SH DEFINED 71374 0 0 INVITROGEN CORP COM 46185R100 1172 13717 SH DEFINED 04 01 13717 0 0 INVITROGEN CORP COM 46185R100 2225 26033 SH DEFINED 03 01 25897 0 136 INVITROGEN CORP COM 46185R100 240 2803 SH DEFINED 05 2803 0 0 INVITROGEN CORP NOTE 1.500% 2/1 46185RAK6 52752 51972000 PRN DEFINED 03 01 51972000 0 0 INVITROGEN CORP NOTE 3.250% 6/1 46185RAM2 5475 5000000 PRN DEFINED 06 5000000 0 0 IOMEGA CORP COM NEW 462030305 108 30360 SH DEFINED 03 01 30360 0 0 ION GEOPHYSICAL CORP COM 462044108 35 2500 SH DEFINED 04 01 2500 0 0 ION GEOPHYSICAL CORP COM 462044108 1852 134175 SH DEFINED 03 01 134175 0 0 ION MEDIA NETWORKS INC NOTE 11.000% 7/3 46205AAB9 592 2134081 PRN DEFINED 03 01 2134081 0 0 IOWA TELECOMM SERVICES INC COM 462594201 355 20000 SH DEFINED 04 01 20000 0 0 IOWA TELECOMM SERVICES INC COM 462594201 236 13306 SH DEFINED 03 01 13306 0 0 IPASS INC COM 46261V108 34 11400 SH DEFINED 04 01 11400 0 0 IPASS INC COM 46261V108 56 18650 SH DEFINED 03 01 18650 0 0 IRELAND BK SPONSORED ADR 46267Q103 903 14956 SH DEFINED 03 01 13800 0 1156 IRIS INTL INC COM 46270W105 100 7500 SH DEFINED 04 01 7500 0 0 IRIS INTL INC COM 46270W105 157 11813 SH DEFINED 03 01 11813 0 0 IROBOT CORP COM 462726100 285 16644 SH DEFINED 03 01 16644 0 0 IRON MTN INC COM 462846106 268 10128 SH DEFINED 04 01 10128 0 0 IRON MTN INC COM 462846106 4123 155922 SH DEFINED 03 01 155922 0 0 IRWIN FINL CORP COM 464119106 47 8800 SH DEFINED 04 01 8800 0 0 IRWIN FINL CORP COM 464119106 198 37255 SH DEFINED 03 01 37255 0 0 ISHARES COMEX GOLD TR ISHARES 464285105 206 2272 SH DEFINED 03 01 416 0 1856 ISHARES INC MSCI BELGIUM 464286301 10501 443100 SH DEFINED 04 01 443100 0 0 ISHARES INC MSCI BRAZIL 464286400 42867 556500 SH DEFINED 556500 0 0 ISHARES INC MSCI BRAZIL 464286400 1116 14483 SH DEFINED 03 01 10245 0 4238 ISHARES INC MSCI BRAZIL 464286400 2411 31300 SH DEFINED 05 31300 0 0 ISHARES INC MSCI BRAZIL 464286400 49453 642000 SH DEFINED 06 642000 0 0 ISHARES INC MSCI EMU INDEX 464286608 283 2600 SH DEFINED 03 01 26 0 2574 ISHARES INC MSCI CHILE IND 464286640 2637 50000 SH DEFINED 06 50000 0 0 ISHARES INC MSCI PAC J IDX 464286665 1007 7427 SH DEFINED 03 01 43 0 7384 ISHARES INC MSCI SINGAPORE 464286673 599 46942 SH DEFINED 03 01 0 0 46942 ISHARES INC MSCI FRANCE 464286707 3459 99000 SH DEFINED 04 01 99000 0 0 ISHARES INC MSCI FRANCE 464286707 94 2686 SH DEFINED 03 01 26 0 2660 ISHARES INC MSCI TAIWAN 464286731 924 58320 SH DEFINED 03 01 42345 0 15975 ISHARES INC MSCI TAIWAN 464286731 951 60025 SH DEFINED 06 60025 0 0 ISHARES INC MSCI SPAIN 464286764 3629 59100 SH DEFINED 04 01 59100 0 0 ISHARES INC MSCI GERMAN 464286806 2539 80572 SH DEFINED 03 01 75089 0 5483 ISHARES INC MSCI MEXICO 464286822 624 10557 SH DEFINED 03 01 10000 0 557 ISHARES INC MSCI MEXICO 464286822 1655 28000 SH DEFINED 05 28000 0 0 ISHARES INC MSCI MEXICO 464286822 40188 680000 SH DEFINED 06 680000 0 0 ISHARES INC MSCI MALAYSIA 464286830 125 10547 SH DEFINED 03 01 330 0 10217 ISHARES INC MSCI JAPAN 464286848 3028 244754 SH DEFINED 03 01 147207 0 97547 ISHARES INC MSCI ITALY 464286855 9985 337900 SH DEFINED 04 01 337900 0 0 ISHARES INC MSCI HONG KONG 464286871 3529 196602 SH DEFINED 196602 0 0 ISHARES INC MSCI HONG KONG 464286871 4864 271000 SH DEFINED 04 01 271000 0 0 ISHARES INC MSCI HONG KONG 464286871 420 23424 SH DEFINED 03 01 18 0 23406 ISHARES TR DJ SEL DIV INX 464287168 2325 40178 SH DEFINED 03 01 37 0 40141 ISHARES TR US TIPS BD FD 464287176 1127 10255 SH DEFINED 03 01 21 0 10234 ISHARES TR FTSE XNHUA IDX 464287184 237154 1754873 SH DEFINED 03 01 1750793 0 4080 ISHARES TR FTSE XNHUA IDX 464287184 213805 1582100 SH DEFINED 06 1582100 0 0 ISHARES TR TRANSP AVE IDX 464287192 68384 800088 SH DEFINED 03 01 800008 0 80 ISHARES TR S&P 500 INDEX 464287200 2015 15238 SH DEFINED 03 01 8 0 15230 ISHARES TR S&P 500 INDEX 464287200 10339 78191 SH DEFINED 06 78191 0 0 ISHARES TR MSCI EMERG MKT 464287234 118475 881642 SH DEFINED 03 01 837609 0 44033 ISHARES TR MSCI EMERG MKT 464287234 2908 21637 SH DEFINED 05 21637 0 0 ISHARES TR MSCI EMERG MKT 464287234 45181 336220 SH DEFINED 06 336220 0 0 ISHARES TR S&P500 GRW 464287309 22636 361015 SH DEFINED 04 01 361015 0 0 ISHARES TR S&P500 GRW 464287309 2540 40509 SH DEFINED 03 01 45 0 40464 ISHARES TR S&P LTN AM 40 464287390 377 1492 SH DEFINED 03 01 0 0 1492 ISHARES TR S&P LTN AM 40 464287390 6313 25000 SH DEFINED 06 25000 0 0 ISHARES TR S&P 500 VALUE 464287408 1629 23529 SH DEFINED 03 01 19 0 23510 ISHARES TR 20+ YR TRS BD 464287432 954666 9955846 SH DEFINED 03 01 9955000 0 846 ISHARES TR 7-10 YR TRS BD 464287440 52013 567271 SH DEFINED 03 01 550000 0 17271 ISHARES TR 1-3 YR TRS BD 464287457 51042 605949 SH DEFINED 03 01 600004 0 5945 ISHARES TR MSCI EAFE IDX 464287465 13965 194224 SH DEFINED 03 01 25001 0 169223 ISHARES TR RUSSELL MCP VL 464287473 253062 1967826 SH DEFINED 03 01 1956553 0 11273 ISHARES TR RUSSELL MCP GR 464287481 77459 764653 SH DEFINED 03 01 757843 0 6810 ISHARES TR RUSSELL MIDCAP 464287499 505 5395 SH DEFINED 03 01 28 0 5367 ISHARES TR S&P MIDCAP 400 464287507 1303 16759 SH DEFINED 03 01 14 0 16745 ISHARES TR S&P GSTI NTWRK 464287531 21794 800075 SH DEFINED 03 01 800075 0 0 ISHARES TR S&P GSTI TECHN 464287549 92207 1818670 SH DEFINED 03 01 1818570 0 100 ISHARES TR NASDQ BIO INDX 464287556 138410 1826474 SH DEFINED 03 01 1820000 0 6474 ISHARES TR S&P GLB100INDX 464287572 509 6982 SH DEFINED 03 01 27 0 6955 ISHARES TR RUSSELL1000VAL 464287598 90277 1229094 SH DEFINED 04 01 1229094 0 0 ISHARES TR RUSSELL1000VAL 464287598 1462 19898 SH DEFINED 03 01 24 0 19874 ISHARES TR S&P MC 400 GRW 464287606 1465 17969 SH DEFINED 03 01 0 0 17969 ISHARES TR RUSSELL1000GRW 464287614 119623 2197343 SH DEFINED 03 01 2111383 0 85960 ISHARES TR RUSSELL 1000 464287622 1378766 19154849 SH DEFINED 04 01 19154849 0 0 ISHARES TR RUSSELL 1000 464287622 1846 25641 SH DEFINED 03 01 25141 0 500 ISHARES TR RUSL 2000 VALU 464287630 86521 1319521 SH DEFINED 03 01 1284800 0 34721 ISHARES TR RUSL 2000 GROW 464287648 121803 1681203 SH DEFINED 03 01 1642100 0 39103 ISHARES TR RUSSELL 2000 464287655 3820912 55951265 SH DEFINED 03 01 55939731 0 11534 ISHARES TR RUSSELL 2000 464287655 9219 135000 SH DEFINED 05 135000 0 0 ISHARES TR RUSL 3000 VALU 464287663 18916 200000 SH DEFINED 03 01 200000 0 0 ISHARES TR RUSSELL 3000 464287689 939565 12328635 SH DEFINED 04 01 12328635 0 0 ISHARES TR DJ US UTILS 464287697 9198 100033 SH DEFINED 03 01 100033 0 0 ISHARES TR S&P MIDCP VALU 464287705 22902 313598 SH DEFINED 03 01 300854 0 12744 ISHARES TR DJ US TELECOMM 464287713 9434 403700 SH DEFINED 03 01 400000 0 3700 ISHARES TR DJ US REAL EST 464287739 909028 13963559 SH DEFINED 03 01 13953858 0 9701 ISHARES TR DJ US HEALTHCR 464287762 18965 302866 SH DEFINED 03 01 300038 0 2828 ISHARES TR S&P SMLCAP 600 464287804 94939 1584171 SH DEFINED 03 01 1562515 0 21656 ISHARES TR DJ US BAS MATL 464287838 33415 450215 SH DEFINED 03 01 450000 0 215 ISHARES TR S&P SMLCP VALU 464287879 842 12872 SH DEFINED 03 01 69 0 12803 ISHARES TR S&P SMLCP GROW 464287887 1568 12682 SH DEFINED 03 01 6 0 12676 ISHARES TR LEHMAN 3-7 YR 464288661 13784 124600 SH DEFINED 124600 0 0 ISHARES TR LEHMAN 3-7 YR 464288661 277 2503 SH DEFINED 03 01 0 0 2503 ISHARES TR DJ HOME CONSTN 464288752 6027 300000 SH DEFINED 03 01 300000 0 0 ISHARES TR DJ BROKER-DEAL 464288794 147197 3950548 SH DEFINED 03 01 3950000 0 548 ISHARES TR DJ MED DEVICES 464288810 5723 100756 SH DEFINED 03 01 100000 0 756 ISHARES TR DJ OIL&GAS EXP 464288851 20685 300000 SH DEFINED 03 01 300000 0 0 ISHARES TR MSCI GRW IDX 464288885 784 10849 SH DEFINED 03 01 0 0 10849 ISHARES SILVER TRUST ISHARES 46428Q109 112 660 SH DEFINED 03 01 0 0 660 ISHARES SILVER TRUST ISHARES 46428Q109 170 1000 SH DEFINED 02 1000 0 0 ISILON SYS INC COM 46432L104 154 31498 SH DEFINED 03 01 31498 0 0 ISIS PHARMACEUTICALS INC COM 464330109 35 2500 SH DEFINED 04 01 2500 0 0 ISIS PHARMACEUTICALS INC COM 464330109 824 58397 SH DEFINED 03 01 54597 0 3800 ISIS PHARMACEUTICALS INC DEL NOTE 2.625% 2/1 464337AE4 1220 1000000 PRN DEFINED 03 01 1000000 0 0 ISLE OF CAPRI CASINOS INC COM 464592104 157 21993 SH DEFINED 03 01 21993 0 0 ITC HLDGS CORP COM 465685105 503 9654 SH DEFINED 03 01 9654 0 0 ITRON INC COM 465741106 1233 13663 SH DEFINED 13663 0 0 ITRON INC COM 465741106 1172 12988 SH DEFINED 03 01 12988 0 0 ITRON INC COM 465741106 189 2097 SH DEFINED 05 2097 0 0 ITRON INC NOTE 2.500% 8/0 465741AJ5 40657 26104000 PRN DEFINED 03 01 26104000 0 0 I2 TECHNOLOGIES INC COM NEW 465754208 161 14283 SH DEFINED 03 01 14283 0 0 IVANHOE ENERGY INC COM 465790103 19 10289 SH DEFINED 03 01 10289 0 0 IVANHOE MINES LTD COM 46579N103 657 63627 SH DEFINED 03 01 63396 0 231 J & J SNACK FOODS CORP COM 466032109 321 11699 SH DEFINED 03 01 11699 0 0 JA SOLAR HOLDINGS CO LTD SPON ADR 466090107 26 1400 SH DEFINED 04 01 1400 0 0 JA SOLAR HOLDINGS CO LTD SPON ADR 466090107 2539 136480 SH DEFINED 03 01 125230 0 11250 J CREW GROUP INC COM 46612H402 442 10000 SH DEFINED 04 01 10000 0 0 J CREW GROUP INC COM 46612H402 3689 83518 SH DEFINED 03 01 83518 0 0 JDS UNIPHASE CORP COM PAR $0.001 46612J507 152 11371 SH DEFINED 04 01 11371 0 0 JDS UNIPHASE CORP COM PAR $0.001 46612J507 9476 707709 SH DEFINED 03 01 706459 0 1250 JDS UNIPHASE CORP NOTE 1.000% 5/1 46612JAD3 7517 9500000 PRN DEFINED 03 01 9500000 0 0 JDA SOFTWARE GROUP INC COM 46612K108 161 8800 SH DEFINED 04 01 8800 0 0 JDA SOFTWARE GROUP INC COM 46612K108 317 17390 SH DEFINED 03 01 17390 0 0 JDA SOFTWARE GROUP INC COM 46612K108 1 SH DEFINED 05 1 0 0 JER INVT TR INC COM 46614H301 32 3800 SH DEFINED 04 01 3800 0 0 JER INVT TR INC COM 46614H301 236 27866 SH DEFINED 03 01 19866 0 8000 J F CHINA REGION FD INC COM 46614T107 585 28253 SH DEFINED 04 01 28253 0 0 JP MORGAN CHASE & CO COM 46625H100 13172 306684 SH DEFINED 04 01 306684 0 0 JP MORGAN CHASE & CO COM 46625H100 39 900 SH CALL DEFINED 03 01 0 0 0 JP MORGAN CHASE & CO COM 46625H100 170 3953 SH CALL DEFINED 03 01 0 0 0 JP MORGAN CHASE & CO COM 46625H100 275067 6404344 SH DEFINED 03 01 6253172 0 151172 JP MORGAN CHASE & CO COM 46625H100 292 6800 SH PUT DEFINED 05 0 0 0 JP MORGAN CHASE & CO COM 46625H100 309 7200 SH CALL DEFINED 05 0 0 0 JP MORGAN CHASE & CO COM 46625H100 376 8762 SH CALL DEFINED 05 0 0 0 JP MORGAN CHASE & CO COM 46625H100 40710 947847 SH DEFINED 05 947847 0 0 JP MORGAN CHASE & CO COM 46625H100 410 9554 SH DEFINED 06 9554 0 0 J2 GLOBAL COMMUNICATIONS INC COM NEW 46626E205 318 14260 SH DEFINED 04 01 14260 0 0 J2 GLOBAL COMMUNICATIONS INC COM NEW 46626E205 807 36139 SH DEFINED 03 01 36139 0 0 JABIL CIRCUIT INC COM 466313103 94 9961 SH DEFINED 04 01 9961 0 0 JABIL CIRCUIT INC COM 466313103 7143 755030 SH DEFINED 03 01 753607 0 1423 JACK IN THE BOX INC COM 466367109 250 9300 SH DEFINED 04 01 9300 0 0 JACK IN THE BOX INC COM 466367109 2385 88769 SH DEFINED 03 01 88523 0 246 JACKSON HEWITT TAX SVCS INC COM 468202106 1 100 SH DEFINED 04 01 100 0 0 JACKSON HEWITT TAX SVCS INC COM 468202106 471 41070 SH DEFINED 03 01 41070 0 0 JACOBS ENGR GROUP INC DEL COM 469814107 1293 17577 SH DEFINED 04 01 17577 0 0 JACOBS ENGR GROUP INC DEL COM 469814107 17084 232155 SH DEFINED 03 01 232155 0 0 JAKKS PAC INC COM 47012E106 141 5100 SH DEFINED 04 01 5100 0 0 JAKKS PAC INC COM 47012E106 485 17575 SH DEFINED 03 01 17575 0 0 JAMBA INC COM 47023A101 155 58621 SH DEFINED 03 01 58621 0 0 JAMES RIVER COAL CO COM NEW 470355207 1975 112714 SH DEFINED 03 01 112714 0 0 JANUS CAP GROUP INC COM 47102X105 2883 123897 SH DEFINED 123897 0 0 JANUS CAP GROUP INC COM 47102X105 211 9067 SH DEFINED 04 01 9067 0 0 JANUS CAP GROUP INC COM 47102X105 7134 306569 SH DEFINED 03 01 301324 0 5245 JARDEN CORP COM 471109108 3655 168133 SH DEFINED 03 01 166733 0 1400 JAVELIN PHARMACEUTICALS INC COM 471894105 22 7800 SH DEFINED 04 01 7800 0 0 JAVELIN PHARMACEUTICALS INC COM 471894105 76 27113 SH DEFINED 03 01 27113 0 0 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45267 SH DEFINED 05 45267 0 0 JONES APPAREL GROUP INC COM 480074103 4594 342307 SH DEFINED 03 01 342307 0 0 JONES LANG LASALLE INC COM 48020Q107 708 9160 SH DEFINED 04 01 9160 0 0 JONES LANG LASALLE INC COM 48020Q107 3962 51227 SH DEFINED 03 01 42977 0 8250 JOS A BANK CLOTHIERS INC COM 480838101 66 3200 SH DEFINED 04 01 3200 0 0 JOS A BANK CLOTHIERS INC COM 480838101 978 47714 SH DEFINED 03 01 47714 0 0 JOS A BANK CLOTHIERS INC COM 480838101 15 725 SH DEFINED 05 725 0 0 JOURNAL COMMUNICATIONS INC CL A 481130102 4 500 SH DEFINED 04 01 500 0 0 JOURNAL COMMUNICATIONS INC CL A 481130102 111 15096 SH DEFINED 03 01 15096 0 0 JOURNAL REGISTER CO COM 481138105 11 19918 SH DEFINED 03 01 19918 0 0 JOY GLOBAL INC COM 481165108 1583 24287 SH DEFINED 04 01 24287 0 0 JOY GLOBAL INC COM 481165108 6159 94518 SH DEFINED 03 01 94018 0 500 JUNIPER NETWORKS INC COM 48203R104 1667 66665 SH DEFINED 66665 0 0 JUNIPER NETWORKS INC COM 48203R104 1826 73057 SH DEFINED 04 01 73057 0 0 JUNIPER NETWORKS INC COM 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PROVIDENT NEW YORK BANCORP COM 744028101 42 3111 SH DEFINED 03 01 3111 0 0 PRUDENTIAL FINL INC COM 744320102 1881 24042 SH DEFINED 04 01 24042 0 0 PRUDENTIAL FINL INC COM 744320102 68084 870078 SH DEFINED 03 01 852264 0 17814 PRUDENTIAL FINL INC COM 744320102 264 3379 SH DEFINED 06 3379 0 0 PRUDENTIAL PLC ADR 74435K204 229 8600 SH DEFINED 03 01 8600 0 0 PT INDOSAT TBK SPONSORED ADR 744383100 209 5450 SH DEFINED 03 01 5450 0 0 PSYCHIATRIC SOLUTIONS INC COM 74439H108 2384 70279 SH DEFINED 03 01 69779 0 500 PSIVIDA LTD SPONSORED ADR 74439M107 131 175000 SH DEFINED 03 01 175000 0 0 PUBLIC SVC ENTERPRISE GROUP COM 744573106 1918 47728 SH DEFINED 47728 0 0 PUBLIC SVC ENTERPRISE GROUP COM 744573106 1087 27051 SH DEFINED 04 01 27051 0 0 PUBLIC SVC ENTERPRISE GROUP COM 744573106 40047 996450 SH DEFINED 03 01 973742 0 22708 PUBLIC SVC ENTERPRISE GROUP COM 744573106 108 2696 SH DEFINED 05 2696 0 0 PUBLIC STORAGE COM 74460D109 4512 50911 SH DEFINED 50911 0 0 PUBLIC STORAGE COM 74460D109 1010 11400 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INDS INC COM 754212108 85 2800 SH DEFINED 04 01 2800 0 0 RAVEN INDS INC COM 754212108 240 7922 SH DEFINED 03 01 7922 0 0 RAYMOND JAMES FINANCIAL INC COM 754730109 2719 118340 SH DEFINED 03 01 118108 0 232 RAYONIER INC COM 754907103 19100 439690 SH DEFINED 04 01 439690 0 0 RAYONIER INC COM 754907103 2219 51081 SH DEFINED 03 01 50156 0 925 RAYTHEON CO *W EXP 06/16/201 755111119 6701 239737 SH DEFINED 03 01 239737 0 0 RAYTHEON CO COM NEW 755111507 13210 204455 SH DEFINED 04 01 204455 0 0 RAYTHEON CO COM NEW 755111507 50632 783651 SH DEFINED 03 01 767635 0 16016 RAYTHEON CO COM NEW 755111507 3630 56189 SH DEFINED 05 56189 0 0 RBC BEARINGS INC COM 75524B104 73 1973 SH DEFINED 03 01 1973 0 0 RBC BEARINGS INC COM 75524B104 305 8202 SH DEFINED 05 8202 0 0 REALNETWORKS INC COM 75605L104 148 25900 SH DEFINED 04 01 25900 0 0 REALNETWORKS INC COM 75605L104 331 57753 SH DEFINED 03 01 57753 0 0 REALTY INCOME CORP COM 756109104 282 11000 SH DEFINED 04 01 11000 0 0 REALTY INCOME CORP COM 756109104 1147 44765 SH DEFINED 03 01 29765 0 15000 RECKSON OPER PARTNERSHIP L P DEB 4.000% 6/1 75621LAJ3 4006 4325000 PRN DEFINED 03 01 4325000 0 0 RED HAT INC COM 756577102 3553 193213 SH DEFINED 03 01 193213 0 0 RED ROBIN GOURMET BURGERS IN COM 75689M101 868 23101 SH DEFINED 03 01 23101 0 0 REDDY ICE HLDGS INC COM 75734R105 4 300 SH DEFINED 04 01 300 0 0 REDDY ICE HLDGS INC COM 75734R105 202 15530 SH DEFINED 03 01 15530 0 0 REDIFF COM INDIA LTD SPONSORED ADR 757479100 98 12297 SH DEFINED 03 01 12297 0 0 REDWOOD TR INC COM 758075402 22 600 SH DEFINED 04 01 600 0 0 REDWOOD TR INC COM 758075402 949 26096 SH DEFINED 03 01 26096 0 0 REED ELSEVIER N V SPONS ADR NEW 758204200 2092 54786 SH DEFINED 03 01 54786 0 0 REED ELSEVIER P L C SPONS ADR NEW 758205207 739 14484 SH DEFINED 03 01 13510 0 974 REED ELSEVIER P L C SPONS ADR NEW 758205207 8654 169696 SH DEFINED 06 169696 0 0 REGAL ENTMT GROUP CL A 758766109 18032 934800 SH DEFINED 04 01 934800 0 0 REGAL ENTMT GROUP CL A 758766109 2089 108314 SH 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GROUP AMER INC COM 759351109 2286 41999 SH DEFINED 03 01 41999 0 0 REINSURANCE GROUP AMER INC PFD TR INC EQ 759351307 223 343648 PRN DEFINED 03 01 343648 0 0 RELIANCE STEEL & ALUMINUM CO COM 759509102 62676 1047045 SH DEFINED 04 01 1047045 0 0 RELIANCE STEEL & ALUMINUM CO COM 759509102 3449 57617 SH DEFINED 03 01 52533 0 5084 RELIANT ENERGY INC COM 75952B105 525 22185 SH DEFINED 04 01 22185 0 0 RELIANT ENERGY INC COM 75952B105 8030 339529 SH DEFINED 03 01 298262 0 41267 RENAISSANCE ACQUISITION CORP COM 75966C305 1967 350000 SH DEFINED 06 350000 0 0 RENESOLA LTD SPONS ADS 75971T103 1941 170844 SH DEFINED 03 01 170844 0 0 RENOVIS INC COM 759885106 79 33303 SH DEFINED 03 01 33303 0 0 RENT A CTR INC NEW COM 76009N100 55 3000 SH DEFINED 04 01 3000 0 0 RENT A CTR INC NEW COM 76009N100 1694 92337 SH DEFINED 03 01 92337 0 0 RENT A CTR INC NEW COM 76009N100 128 6979 SH DEFINED 05 6979 0 0 RENTECH INC COM 760112102 11 12425 SH DEFINED 03 01 10525 0 1900 REPSOL YPF S A SPONSORED ADR 76026T205 5 140 SH DEFINED 04 01 140 0 0 REPSOL YPF S A SPONSORED ADR 76026T205 3764 109395 SH DEFINED 03 01 108963 0 432 REPUBLIC AWYS HLDGS INC COM 760276105 457 21100 SH DEFINED 04 01 21100 0 0 REPUBLIC AWYS HLDGS INC COM 760276105 958 44224 SH DEFINED 03 01 44224 0 0 REPROS THERAPEUTICS INC COM 76028H100 172 17580 SH DEFINED 03 01 17580 0 0 REPUBLIC SVCS INC COM 760759100 510 17440 SH DEFINED 04 01 17440 0 0 REPUBLIC SVCS INC COM 760759100 3779 129249 SH DEFINED 03 01 129249 0 0 REPUBLIC SVCS INC COM 760759100 173 5901 SH DEFINED 05 5901 0 0 RES-CARE INC COM 760943100 87 5100 SH DEFINED 04 01 5100 0 0 RES-CARE INC COM 760943100 568 33127 SH DEFINED 03 01 33127 0 0 RES-CARE INC COM 760943100 7227 421398 SH DEFINED 06 421398 0 0 RESEARCH IN MOTION LTD COM 760975102 180 1600 SH DEFINED 04 01 1600 0 0 RESEARCH IN MOTION LTD COM 760975102 50738 452087 SH DEFINED 03 01 449557 0 2530 RESEARCH IN MOTION LTD COM 760975102 395 3522 SH DEFINED 05 3522 0 0 RESEARCH IN MOTION LTD COM 760975102 14769 131600 SH DEFINED 06 131600 0 0 RESTORATION HARDWARE INC DEL COM 760981100 808 185635 SH DEFINED 03 01 185635 0 0 RESMED INC COM 761152107 2316 54903 SH DEFINED 03 01 54503 0 400 RESOURCE AMERICA INC CL A 761195205 139 14729 SH DEFINED 03 01 14729 0 0 RESOURCE CAP CORP COM 76120W302 155 20500 SH DEFINED 04 01 20500 0 0 RESOURCE CAP CORP COM 76120W302 238 31493 SH DEFINED 03 01 21493 0 10000 RESOURCES CONNECTION INC COM 76122Q105 1128 63135 SH DEFINED 03 01 63135 0 0 RESPIRONICS INC COM 761230101 2495 37828 SH DEFINED 03 01 37700 0 128 RETAIL HOLDRS TR DEP RCPT 76127U101 451588 4927313 SH DEFINED 03 01 4927313 0 0 RETAIL HOLDRS TR DEP RCPT 76127U101 2053 22400 SH DEFINED 05 22400 0 0 RETAIL VENTURES INC COM 76128Y102 213 43955 SH DEFINED 03 01 43955 0 0 REVLON INC CL A 761525500 38 39278 SH DEFINED 03 01 39278 0 0 REWARDS NETWORK INC COM 761557107 1 242 SH DEFINED 04 01 242 0 0 REWARDS NETWORK INC COM 761557107 148 33133 SH DEFINED 03 01 33133 0 0 REX STORES CORP COM 761624105 71 3600 SH DEFINED 04 01 3600 0 0 REX STORES CORP COM 761624105 357 18142 SH DEFINED 03 01 18142 0 0 REYNOLDS AMERICAN INC COM 761713106 3309 56052 SH DEFINED 04 01 56052 0 0 REYNOLDS AMERICAN INC COM 761713106 19790 335246 SH DEFINED 03 01 334781 0 465 REYNOLDS AMERICAN INC COM 761713106 275 4660 SH DEFINED 05 4660 0 0 RICKS CABARET INTL INC COM NEW 765641303 15 650 SH DEFINED 04 01 650 0 0 RICKS CABARET INTL INC COM NEW 765641303 256 11200 SH DEFINED 03 01 11200 0 0 RIGEL PHARMACEUTICALS INC COM NEW 766559603 21 1100 SH DEFINED 04 01 1100 0 0 RIGEL PHARMACEUTICALS INC COM NEW 766559603 244 13053 SH DEFINED 03 01 13053 0 0 RIGHTNOW TECHNOLOGIES INC COM 76657R106 283 23766 SH DEFINED 03 01 10886 0 12880 RIMAGE CORP COM 766721104 118 5400 SH DEFINED 04 01 5400 0 0 RIMAGE CORP COM 766721104 220 10045 SH DEFINED 03 01 10045 0 0 RIO TINTO PLC SPONSORED ADR 767204100 988 2400 SH DEFINED 04 01 2400 0 0 RIO TINTO PLC SPONSORED ADR 767204100 2685 6519 SH DEFINED 03 01 4759 0 1760 RIO TINTO PLC SPONSORED ADR 767204100 392022 951879 SH DEFINED 06 951879 0 0 RITCHIE BROS AUCTIONEERS COM 767744105 164 2000 SH DEFINED 04 01 2000 0 0 RITCHIE BROS AUCTIONEERS COM 767744105 1260 15348 SH DEFINED 03 01 15348 0 0 RITE AID CORP COM 767754104 7565 2573000 SH DEFINED 04 01 2573000 0 0 RITE AID CORP COM 767754104 1016 345513 SH DEFINED 03 01 282913 0 62600 RIVERBED TECHNOLOGY INC COM 768573107 611 41130 SH DEFINED 03 01 41130 0 0 ROBBINS & MYERS INC COM 770196103 182 5560 SH DEFINED 04 01 5560 0 0 ROBBINS & MYERS INC COM 770196103 1242 38028 SH DEFINED 03 01 38028 0 0 ROBERT HALF INTL INC COM 770323103 732 28439 SH DEFINED 04 01 28439 0 0 ROBERT HALF INTL INC COM 770323103 8013 311314 SH DEFINED 03 01 306275 0 5039 ROCK-TENN CO CL A 772739207 1062 35420 SH DEFINED 04 01 35420 0 0 ROCK-TENN CO CL A 772739207 2269 75695 SH DEFINED 03 01 75695 0 0 ROCKWELL AUTOMATION INC COM 773903109 783 13640 SH DEFINED 04 01 13640 0 0 ROCKWELL AUTOMATION INC COM 773903109 16370 285097 SH DEFINED 03 01 282527 0 2570 ROCKWELL COLLINS INC COM 774341101 1067 18666 SH DEFINED 04 01 18666 0 0 ROCKWELL COLLINS INC COM 774341101 17800 311457 SH DEFINED 03 01 300138 0 11319 ROCKWELL COLLINS INC COM 774341101 1199 20975 SH DEFINED 05 20975 0 0 ROCKWOOD HLDGS INC COM 774415103 284365 8677600 SH DEFINED 01 8677600 0 0 ROCKWOOD HLDGS INC COM 774415103 357 10880 SH DEFINED 03 01 10880 0 0 ROFIN SINAR TECHNOLOGIES INC COM 775043102 128 2840 SH DEFINED 04 01 2840 0 0 ROFIN SINAR TECHNOLOGIES INC COM 775043102 719 16020 SH DEFINED 03 01 9470 0 6550 ROGERS COMMUNICATIONS INC CL B 775109200 510 14200 SH DEFINED 04 01 14200 0 0 ROGERS COMMUNICATIONS INC CL B 775109200 2853 79430 SH DEFINED 03 01 79430 0 0 ROGERS COMMUNICATIONS INC CL B 775109200 359 10000 SH DEFINED 02 10000 0 0 ROGERS COMMUNICATIONS INC CL B 775109200 8448 235199 SH DEFINED 06 235199 0 0 ROGERS CORP COM 775133101 528 15802 SH DEFINED 03 01 15802 0 0 ROHM & HAAS CO COM 775371107 1811 33483 SH DEFINED 04 01 33483 0 0 ROHM & HAAS CO COM 775371107 13423 248200 SH DEFINED 03 01 238701 0 9499 ROLLINS INC COM 775711104 336 19000 SH DEFINED 04 01 19000 0 0 ROLLINS INC COM 775711104 676 38196 SH DEFINED 03 01 37409 0 787 ROMA FINANCIAL CORP COM 77581P109 118 7900 SH DEFINED 04 01 7900 0 0 ROMA FINANCIAL CORP COM 77581P109 78 5225 SH DEFINED 03 01 5225 0 0 ROPER INDS INC NEW COM 776696106 6232 104839 SH DEFINED 104839 0 0 ROPER INDS INC NEW COM 776696106 1104 18566 SH DEFINED 04 01 18566 0 0 ROPER INDS INC NEW COM 776696106 2514 42301 SH DEFINED 03 01 41547 0 754 ROPER INDS INC NEW COM 776696106 5433 91408 SH DEFINED 05 91408 0 0 ROSETTA RESOURCES INC COM 777779307 49 2500 SH DEFINED 04 01 2500 0 0 ROSETTA RESOURCES INC COM 777779307 5224 265587 SH DEFINED 03 01 265443 0 144 ROSS STORES INC COM 778296103 1225 40893 SH DEFINED 04 01 40893 0 0 ROSS STORES INC COM 778296103 3199 106774 SH DEFINED 03 01 106774 0 0 ROSTELECOM OPEN JT STK LNG D SPONSORED ADR 778529107 461 6406 SH DEFINED 03 01 6406 0 0 ROSTELECOM OPEN JT STK LNG D SPONSORED ADR 778529107 288 4000 SH DEFINED 06 4000 0 0 ROWAN COS INC COM 779382100 1681 40819 SH DEFINED 04 01 40819 0 0 ROWAN COS INC COM 779382100 15925 386706 SH DEFINED 03 01 379448 0 7258 ROWAN COS INC COM 779382100 3156 76628 SH DEFINED 05 76628 0 0 ROYAL BK CDA MONTREAL QUE COM 780087102 995 21400 SH DEFINED 04 01 21400 0 0 ROYAL BK CDA MONTREAL QUE COM 780087102 1977 42519 SH DEFINED 03 01 42519 0 0 ROYAL BK CDA MONTREAL QUE COM 780087102 349 7500 SH DEFINED 02 7500 0 0 ROYAL BK CDA MONTREAL QUE COM 780087102 1957 42095 SH DEFINED 05 42095 0 0 ROYAL BK SCOTLAND GROUP PLC SP ADR PREF T 780097713 294 12000 SH DEFINED 03 01 0 0 12000 ROYAL BK SCOTLAND GROUP PLC SP ADR REP SHS 780097721 197 29046 SH DEFINED 03 01 2058 0 26988 ROYAL BK SCOTLAND GROUP PLC SP ADR REP SHS 780097721 2034 300000 SH DEFINED 06 300000 0 0 ROYAL DUTCH SHELL PLC SPON ADR B 780259107 3998 59336 SH DEFINED 03 01 58011 0 1325 ROYAL DUTCH SHELL PLC SPONS ADR A 780259206 72 1050 SH DEFINED 04 01 1050 0 0 ROYAL DUTCH SHELL PLC SPONS ADR A 780259206 25147 364548 SH DEFINED 03 01 348744 0 15804 ROYAL DUTCH SHELL PLC SPONS ADR A 780259206 3587 52000 SH DEFINED 06 52000 0 0 ROYAL GOLD INC COM 780287108 52 1740 SH DEFINED 04 01 1740 0 0 ROYAL GOLD INC COM 780287108 525 17404 SH DEFINED 03 01 17404 0 0 ROYAL KPN NV SPONSORED ADR 780641205 235 13900 SH DEFINED 03 01 13900 0 0 RUBICON TECHNOLOGY INC COM 78112T107 404 13944 SH DEFINED 03 01 13944 0 0 RUBY TUESDAY INC COM 781182100 656 87459 SH DEFINED 03 01 87459 0 0 RUBY TUESDAY INC COM 781182100 30 4000 SH DEFINED 05 4000 0 0 RUDDICK CORP COM 781258108 512 13900 SH DEFINED 04 01 13900 0 0 RUDDICK CORP COM 781258108 1675 45453 SH DEFINED 03 01 44966 0 487 RUDOLPH TECHNOLOGIES INC COM 781270103 324 33170 SH DEFINED 03 01 10926 0 22244 RUSH ENTERPRISES INC CL A 781846209 190 12000 SH DEFINED 04 01 12000 0 0 RUSH ENTERPRISES INC CL A 781846209 1666 105183 SH DEFINED 03 01 105183 0 0 RURAL CELLULAR CORP CL A 781904107 22 500 SH DEFINED 04 01 500 0 0 RURAL CELLULAR CORP CL A 781904107 233 5271 SH DEFINED 03 01 5271 0 0 RUSS BERRIE & CO COM 782233100 211 14994 SH DEFINED 03 01 14994 0 0 RUTHS CHRIS STEAK HSE INC COM 783332109 21 3100 SH DEFINED 04 01 3100 0 0 RUTHS CHRIS STEAK HSE INC COM 783332109 231 33391 SH DEFINED 03 01 33391 0 0 RYANAIR HLDGS PLC SPONSORED ADR 783513104 1006 35580 SH DEFINED 04 01 35580 0 0 RYANAIR HLDGS PLC SPONSORED ADR 783513104 2405 85029 SH DEFINED 03 01 85029 0 0 RYDER SYS INC COM 783549108 552 9058 SH DEFINED 04 01 9058 0 0 RYDER SYS INC COM 783549108 10219 167768 SH DEFINED 03 01 167768 0 0 RYDEX ETF TRUST S&P 500 EQ TRD 78355W106 689 16098 SH DEFINED 03 01 28 0 16070 RYDEX ETF TRUST TOP 50 ETF 78355W205 252 2557 SH DEFINED 03 01 6 0 2551 RYDEX ETF TRUST CONSUMR DISCRT 78355W882 25705 700590 SH DEFINED 03 01 700590 0 0 RYLAND GROUP INC COM 783764103 1181 35898 SH DEFINED 03 01 35898 0 0 S & P 500 GEARED FD INC COM 78381R105 177 11200 SH DEFINED 03 01 11200 0 0 S & T BANCORP INC COM 783859101 347 10800 SH DEFINED 04 01 10800 0 0 S & T BANCORP INC COM 783859101 129 3995 SH DEFINED 03 01 3995 0 0 SBA COMMUNICATIONS CORP COM 78388J106 1387 46482 SH DEFINED 03 01 46482 0 0 SBA COMMUNICATIONS CORP NOTE 0.375%12/0 78388JAJ5 4209 3961000 PRN DEFINED 03 01 3961000 0 0 SAIC INC COM 78390X101 411 22100 SH DEFINED 04 01 22100 0 0 SAIC INC COM 78390X101 3686 198261 SH DEFINED 03 01 198261 0 0 SCPIE HLDGS INC COM 78402P104 2 71 SH DEFINED 04 01 71 0 0 SCPIE HLDGS INC COM 78402P104 952 34552 SH DEFINED 03 01 34552 0 0 SEI INVESTMENTS CO COM 784117103 1011 40953 SH DEFINED 04 01 40953 0 0 SEI INVESTMENTS CO COM 784117103 2139 86629 SH DEFINED 03 01 86589 0 40 SFBC INTL INC NOTE 2.250% 8/1 784121AB1 219 230000 PRN DEFINED 03 01 230000 0 0 SGX PHARMACEUTICALS INC COM 78423C108 1913 1406967 SH DEFINED 01 1406967 0 0 SGX PHARMACEUTICALS INC COM 78423C108 1 1000 SH DEFINED 03 01 1000 0 0 SJW CORP COM 784305104 701 24520 SH DEFINED 03 01 24520 0 0 SK TELECOM LTD SPONSORED ADR 78440P108 1926 89138 SH DEFINED 03 01 86878 0 2260 SL GREEN RLTY CORP COM 78440X101 5718 70188 SH DEFINED 03 01 70188 0 0 SLM CORP COM 78442P106 479 31234 SH DEFINED 04 01 31234 0 0 SLM CORP COM 78442P106 13655 889569 SH DEFINED 03 01 887416 0 2153 SLM CORP COM 78442P106 159 10373 SH DEFINED 05 10373 0 0 SLM CORP COM 78442P106 6693 436000 SH DEFINED 06 436000 0 0 SPDR TR UNIT SER 1 78462F103 8578 65000 SH DEFINED 65000 0 0 SPDR TR UNIT SER 1 78462F103 6714568 50879504 SH DEFINED 04 01 50879504 0 0 SPDR TR UNIT SER 1 78462F103 3071244 23272290 SH DEFINED 03 01 23204606 0 67684 SPDR TR UNIT SER 1 78462F103 2673 20257 SH DEFINED 06 20257 0 0 SPSS INC COM 78462K102 60 1550 SH DEFINED 04 01 1550 0 0 SPSS INC COM 78462K102 817 21072 SH DEFINED 03 01 20874 0 198 SPSS INC COM 78462K102 1 SH DEFINED 05 1 0 0 SPX CORP COM 784635104 1144 10907 SH DEFINED 04 01 10907 0 0 SPX CORP COM 784635104 12636 120454 SH DEFINED 03 01 120354 0 100 SPX CORP COM 784635104 59 559 SH DEFINED 05 559 0 0 S1 CORPORATION COM 78463B101 351 49329 SH DEFINED 03 01 49329 0 0 SPDR SERIES TRUST DJWS REIT ETF 78464A607 88129 1258800 SH DEFINED 04 01 1258800 0 0 SPDR SERIES TRUST DJWS REIT ETF 78464A607 109184 1559551 SH DEFINED 03 01 1559362 0 189 SPDR SERIES TRUST KBW REGL BKG 78464A698 47320 1346610 SH DEFINED 03 01 1346610 0 0 SPDR SERIES TRUST S&P RETAIL ETF 78464A714 109059 3439265 SH DEFINED 03 01 3438083 0 1182 SPDR SERIES TRUST S&P OILGAS EXP 78464A730 29563 550000 SH DEFINED 03 01 550000 0 0 SPDR SERIES TRUST S&P METALS MNG 78464A755 17792 254933 SH DEFINED 03 01 250000 0 4933 SPDR SERIES TRUST KBW CAP MKTS 78464A771 25230 500000 SH DEFINED 03 01 500000 0 0 SPDR SERIES TRUST KBW BK ETF 78464A797 32502 836615 SH DEFINED 03 01 836000 0 615 SPDR SERIES TRUST KBW BK ETF 78464A797 33780 869500 SH DEFINED 05 869500 0 0 SPDR SERIES TRUST S&P HOMEBUILD 78464A888 16360 754264 SH DEFINED 03 01 752964 0 1300 SRA INTL INC CL A 78464R105 136 5600 SH DEFINED 04 01 5600 0 0 SRA INTL INC CL A 78464R105 698 28720 SH DEFINED 03 01 28720 0 0 SP ACQUISITION HOLDINGS INC COM 78470A104 24247 2647000 SH DEFINED 06 2647000 0 0 STEC INC COM 784774101 97 15641 SH DEFINED 03 01 15641 0 0 SVB FINL GROUP COM 78486Q101 535 12250 SH DEFINED 04 01 12250 0 0 SVB FINL GROUP COM 78486Q101 2110 48355 SH DEFINED 03 01 47631 0 724 SVB FINL GROUP COM 78486Q101 111232 2548864 SH DEFINED 05 2548864 0 0 SADIA S A SPON ADR PFD 786326108 1086 61066 SH DEFINED 03 01 58866 0 2200 SAFECO CORP COM 786429100 221 5029 SH DEFINED 04 01 5029 0 0 SAFECO CORP COM 786429100 10107 230332 SH DEFINED 03 01 230332 0 0 SAFETY INS GROUP INC COM 78648T100 225 6600 SH DEFINED 04 01 6600 0 0 SAFETY INS GROUP INC COM 78648T100 64 1887 SH DEFINED 03 01 1887 0 0 SAFEWAY INC COM NEW 786514208 922 31431 SH DEFINED 04 01 31431 0 0 SAFEWAY INC COM NEW 786514208 26801 913142 SH DEFINED 03 01 905954 0 7188 SAFEWAY INC COM NEW 786514208 7082 241311 SH DEFINED 05 241311 0 0 SAIA INC COM 78709Y105 189 11938 SH DEFINED 03 01 11938 0 0 ST JOE CO COM 790148100 4519 105255 SH DEFINED 03 01 70955 0 34300 ST JUDE MED INC COM 790849103 13968 323412 SH DEFINED 323412 0 0 ST JUDE MED INC COM 790849103 1170 27080 SH DEFINED 04 01 27080 0 0 ST JUDE MED INC COM 790849103 26748 619317 SH DEFINED 03 01 598462 0 20855 ST JUDE MED INC COM 790849103 1321 30580 SH DEFINED 05 30580 0 0 ST JUDE MED INC DBCV 1.220%12/1 790849AD5 41825 41258000 PRN DEFINED 03 01 41258000 0 0 ST MARY LD & EXPL CO COM 792228108 3095 80398 SH DEFINED 03 01 80122 0 276 SAKS INC COM 79377W108 1877 150541 SH DEFINED 03 01 150541 0 0 SALESFORCE COM INC COM 79466L302 9839 170025 SH DEFINED 04 01 170025 0 0 SALESFORCE COM INC COM 79466L302 3151 54454 SH DEFINED 03 01 51754 0 2700 SALESFORCE COM INC COM 79466L302 16128 278700 SH DEFINED 05 278700 0 0 SALIX PHARMACEUTICALS INC COM 795435106 6 1000 SH DEFINED 04 01 1000 0 0 SALIX PHARMACEUTICALS INC COM 795435106 103 16357 SH DEFINED 03 01 16357 0 0 SALLY BEAUTY HLDGS INC COM 79546E104 57 8300 SH DEFINED 04 01 8300 0 0 SALLY BEAUTY HLDGS INC COM 79546E104 300 43406 SH DEFINED 03 01 43406 0 0 SANDERS MORRIS HARRIS GROUP COM 80000Q104 6 700 SH DEFINED 04 01 700 0 0 SANDERS MORRIS HARRIS GROUP COM 80000Q104 87 10684 SH DEFINED 03 01 10684 0 0 SANDERSON FARMS INC COM 800013104 773 20327 SH DEFINED 03 01 20327 0 0 SANDISK CORP COM 80004C101 248 11000 SH DEFINED 11000 0 0 SANDISK CORP COM 80004C101 76167 3374711 SH DEFINED 04 01 3374711 0 0 SANDISK CORP COM 80004C101 10396 460631 SH DEFINED 03 01 460423 0 208 SANDISK CORP NOTE 1.000% 5/1 80004CAC5 47011 63960000 PRN DEFINED 03 01 63960000 0 0 SANDRIDGE ENERGY INC COM 80007P307 39 1000 SH DEFINED 04 01 1000 0 0 SANDRIDGE ENERGY INC COM 80007P307 925 23620 SH DEFINED 03 01 23620 0 0 SANDY SPRING BANCORP INC COM 800363103 182 6600 SH DEFINED 04 01 6600 0 0 SANDY SPRING BANCORP INC COM 800363103 103 3741 SH DEFINED 03 01 3741 0 0 SANGAMO BIOSCIENCES INC COM 800677106 193 18981 SH DEFINED 03 01 18981 0 0 SANMINA SCI CORP COM 800907107 23 14100 SH DEFINED 04 01 14100 0 0 SANMINA SCI CORP COM 800907107 836 515961 SH DEFINED 03 01 511821 0 4140 SANOFI AVENTIS SPONSORED ADR 80105N105 20 540 SH DEFINED 04 01 540 0 0 SANOFI AVENTIS SPONSORED ADR 80105N105 1670 44486 SH DEFINED 03 01 26641 0 17845 SANTA MONICA MEDIA CORP COM 802501106 4 500 SH DEFINED 03 01 500 0 0 SANTA MONICA MEDIA CORP COM 802501106 3380 444100 SH DEFINED 06 444100 0 0 SANTANDER BANCORP COM 802809103 245 24269 SH DEFINED 03 01 24269 0 0 SANTARUS INC COM 802817304 4 1400 SH DEFINED 04 01 1400 0 0 SANTARUS INC COM 802817304 120 46551 SH DEFINED 03 01 46551 0 0 SAP AKTIENGESELLSCHAFT SPONSORED ADR 803054204 36 730 SH DEFINED 04 01 730 0 0 SAP AKTIENGESELLSCHAFT SPONSORED ADR 803054204 4075 82197 SH DEFINED 03 01 71897 0 10300 SAPIENT CORP COM 803062108 12 1700 SH DEFINED 04 01 1700 0 0 SAPIENT CORP COM 803062108 1834 263463 SH DEFINED 03 01 263463 0 0 SAPPI LTD SPON ADR NEW 803069202 406 35300 SH DEFINED 03 01 35300 0 0 SAPPHIRE INDUSTRIALS CORP COM 80306T109 9160 1000000 SH DEFINED 04 01 1000000 0 0 SAPPHIRE INDUSTRIALS CORP COM 80306T109 25959 2833900 SH DEFINED 06 2833900 0 0 SARA LEE CORP COM 803111103 539 38520 SH DEFINED 04 01 38520 0 0 SARA LEE CORP COM 803111103 21529 1539999 SH DEFINED 03 01 1519699 0 20300 SARA LEE CORP COM 803111103 458 32772 SH DEFINED 05 32772 0 0 SASOL LTD SPONSORED ADR 803866300 3883 80240 SH DEFINED 04 01 80240 0 0 SASOL LTD SPONSORED ADR 803866300 1118 23095 SH DEFINED 03 01 23095 0 0 SATYAM COMPUTER SERVICES LTD ADR 804098101 32 1400 SH DEFINED 04 01 1400 0 0 SATYAM COMPUTER SERVICES LTD ADR 804098101 2319 102675 SH DEFINED 03 01 102675 0 0 SATYAM COMPUTER SERVICES LTD ADR 804098101 416 18426 SH DEFINED 05 18426 0 0 SAUL CTRS INC COM 804395101 241 4800 SH DEFINED 04 01 4800 0 0 SAUL CTRS INC COM 804395101 479 9536 SH DEFINED 03 01 9536 0 0 SAVIENT PHARMACEUTICALS INC COM 80517Q100 10 500 SH DEFINED 04 01 500 0 0 SAVIENT PHARMACEUTICALS INC COM 80517Q100 403 20145 SH DEFINED 03 01 20145 0 0 SCANA CORP NEW COM 80589M102 1304 35655 SH DEFINED 04 01 35655 0 0 SCANA CORP NEW COM 80589M102 2479 67772 SH DEFINED 03 01 67547 0 225 SCANA CORP NEW COM 80589M102 132 3607 SH DEFINED 05 3607 0 0 SCANSOURCE INC COM 806037107 492 13600 SH DEFINED 04 01 13600 0 0 SCANSOURCE INC COM 806037107 622 17191 SH DEFINED 03 01 16789 0 402 SCHAWK INC CL A 806373106 67 4200 SH DEFINED 04 01 4200 0 0 SCHAWK INC CL A 806373106 197 12330 SH DEFINED 03 01 12330 0 0 SCHEIN HENRY INC COM 806407102 1152 20063 SH DEFINED 04 01 20063 0 0 SCHEIN HENRY INC COM 806407102 4198 73135 SH DEFINED 03 01 71374 0 1761 SCHERING PLOUGH CORP COM 806605101 621 43077 SH DEFINED 04 01 43077 0 0 SCHERING PLOUGH CORP COM 806605101 45684 3170310 SH DEFINED 03 01 3085773 0 84537 SCHERING PLOUGH CORP COM 806605101 2941 204088 SH DEFINED 05 204088 0 0 SCHERING PLOUGH CORP PFD CONV MAN07 806605705 919 6000 SH DEFINED 6000 0 0 SCHERING PLOUGH CORP PFD CONV MAN07 806605705 52 34000 PRN DEFINED 04 01 34000 0 0 SCHERING PLOUGH CORP PFD CONV MAN07 806605705 415 270975 PRN DEFINED 03 01 270975 0 0 SCHLUMBERGER LTD COM 806857108 10272 118069 SH DEFINED 118069 0 0 SCHLUMBERGER LTD COM 806857108 74568 857108 SH DEFINED 04 01 857108 0 0 SCHLUMBERGER LTD COM 806857108 188932 2171630 SH DEFINED 03 01 2136705 0 34925 SCHLUMBERGER LTD COM 806857108 22505 258682 SH DEFINED 05 258682 0 0 SCHLUMBERGER LTD COM 806857108 622 7151 SH DEFINED 06 7151 0 0 SCHLUMBERGER LTD DBCV 2.125% 6/0 806857AD0 96425 43755000 PRN DEFINED 03 01 43755000 0 0 SCHNITZER STL INDS CL A 806882106 199 2800 SH DEFINED 04 01 2800 0 0 SCHNITZER STL INDS CL A 806882106 1092 15371 SH DEFINED 03 01 15371 0 0 SCHOLASTIC CORP COM 807066105 684 22600 SH DEFINED 04 01 22600 0 0 SCHOLASTIC CORP COM 807066105 2039 67366 SH DEFINED 03 01 67366 0 0 SCHOOL SPECIALTY INC COM 807863105 128 4050 SH DEFINED 04 01 4050 0 0 SCHOOL SPECIALTY INC COM 807863105 889 28173 SH DEFINED 03 01 28173 0 0 SCHULMAN A INC COM 808194104 140 6800 SH DEFINED 04 01 6800 0 0 SCHULMAN A INC COM 808194104 524 25522 SH DEFINED 03 01 25381 0 141 SCHULMAN A INC COM 808194104 262 12742 SH DEFINED 05 12742 0 0 SCHWAB CHARLES CORP NEW COM 808513105 24660 1309634 SH DEFINED 04 01 1309634 0 0 SCHWAB CHARLES CORP NEW COM 808513105 49994 2655002 SH DEFINED 03 01 2648238 0 6764 SCHWAB CHARLES CORP NEW COM 808513105 547 29023 SH DEFINED 05 29023 0 0 SCHWEITZER-MAUDUIT INTL INC COM 808541106 134 5800 SH DEFINED 04 01 5800 0 0 SCHWEITZER-MAUDUIT INTL INC COM 808541106 107 4608 SH DEFINED 03 01 4608 0 0 SCIELE PHARMA INC COM 808627103 20 1000 SH DEFINED 04 01 1000 0 0 SCIELE PHARMA INC COM 808627103 1398 71667 SH DEFINED 03 01 71667 0 0 SCIELE PHARMA INC NOTE 2.625% 5/1 808627AA1 14363 15000000 PRN DEFINED 03 01 15000000 0 0 SCIENTIFIC GAMES CORP CL A 80874P109 4062 192403 SH DEFINED 04 01 192403 0 0 SCIENTIFIC GAMES CORP CL A 80874P109 615 29131 SH DEFINED 03 01 28831 0 300 SCOTTS MIRACLE GRO CO CL A 810186106 4167 128545 SH DEFINED 03 01 127845 0 700 SCRIPPS E W CO OHIO CL A 811054204 1653 39352 SH DEFINED 04 01 39352 0 0 SCRIPPS E W CO OHIO CL A 811054204 6907 164403 SH DEFINED 03 01 164403 0 0 SEABOARD CORP COM 811543107 628 401 SH DEFINED 03 01 401 0 0 SEABRIGHT INSURANCE HLDGS IN COM 811656107 141 9600 SH DEFINED 04 01 9600 0 0 SEABRIGHT INSURANCE HLDGS IN COM 811656107 155 10509 SH DEFINED 03 01 10509 0 0 SEACHANGE INTL INC COM 811699107 70 9900 SH DEFINED 04 01 9900 0 0 SEACHANGE INTL INC COM 811699107 176 25048 SH DEFINED 03 01 25048 0 0 SEACOAST BKG CORP FLA COM 811707306 274 25032 SH DEFINED 03 01 25032 0 0 SEACOR HOLDINGS INC COM 811904101 452 5300 SH DEFINED 04 01 5300 0 0 SEACOR HOLDINGS INC COM 811904101 3797 44481 SH DEFINED 03 01 44481 0 0 SEALY CORP COM 812139301 578 76064 SH DEFINED 03 01 76064 0 0 SEARS HLDGS CORP COM 812350106 411 4027 SH DEFINED 04 01 4027 0 0 SEARS HLDGS CORP COM 812350106 22249 217935 SH DEFINED 03 01 217935 0 0 SEARS HLDGS CORP COM 812350106 17104 167541 SH DEFINED 05 167541 0 0 SEARS HLDGS CORP COM 812350106 20418 200000 SH DEFINED 06 200000 0 0 SELECT SECTOR SPDR TR SBI MATERIALS 81369Y100 4877 121400 SH DEFINED 04 01 121400 0 0 SELECT SECTOR SPDR TR SBI MATERIALS 81369Y100 596242 14842972 SH DEFINED 03 01 14841072 0 1900 SELECT SECTOR SPDR TR SBI HEALTHCARE 81369Y209 2300 73800 SH DEFINED 04 01 73800 0 0 SELECT SECTOR SPDR TR SBI HEALTHCARE 81369Y209 79114 2538131 SH DEFINED 03 01 2535831 0 2300 SELECT SECTOR SPDR TR SBI CONS STPLS 81369Y308 202796 7279117 SH DEFINED 03 01 7279117 0 0 SELECT SECTOR SPDR TR SBI CONS DISCR 81369Y407 185857 6050037 SH DEFINED 03 01 6050037 0 0 SELECT SECTOR SPDR TR SBI INT-ENERGY 81369Y506 4844 65400 SH DEFINED 04 01 65400 0 0 SELECT SECTOR SPDR TR SBI INT-ENERGY 81369Y506 1011662 13660038 SH DEFINED 03 01 13643535 0 16503 SELECT SECTOR SPDR TR SBI INT-ENERGY 81369Y506 3180 42940 SH DEFINED 05 42940 0 0 SELECT SECTOR SPDR TR SBI INT-FINL 81369Y605 73241 2944962 SH DEFINED 04 01 2944962 0 0 SELECT SECTOR SPDR TR SBI INT-FINL 81369Y605 401562 16146444 SH DEFINED 03 01 16128035 0 18409 SELECT SECTOR SPDR TR SBI INT-FINL 81369Y605 259351 10428272 SH DEFINED 05 10428272 0 0 SELECT SECTOR SPDR TR SBI INT-INDS 81369Y704 282789 7561201 SH DEFINED 03 01 7557726 0 3475 SELECT SECTOR SPDR TR SBI INT-TECH 81369Y803 100850 4502250 SH DEFINED 03 01 4482801 0 19449 SELECT SECTOR SPDR TR SBI INT-UTILS 81369Y886 133274 3512764 SH DEFINED 03 01 3502966 0 9798 SECURE COMPUTING CORP COM 813705100 887 137487 SH DEFINED 03 01 137487 0 0 SECURE AMER ACQUISITION CORP COM 81372L103 2968 445000 SH DEFINED 06 445000 0 0 SECURITY BANK CORP COM 814047106 180 22697 SH DEFINED 03 01 22697 0 0 SELECT COMFORT CORP COM 81616X103 234 64937 SH DEFINED 03 01 64937 0 0 SELECTIVE INS GROUP INC COM 816300107 289 12100 SH DEFINED 04 01 12100 0 0 SELECTIVE INS GROUP INC COM 816300107 908 38040 SH DEFINED 03 01 38040 0 0 SEMICONDUCTOR HLDRS TR DEP RCPT 816636203 37710 1313021 SH DEFINED 03 01 1251421 0 61600 SEMICONDUCTOR HLDRS TR DEP RCPT 816636203 15770 549100 SH DEFINED 05 549100 0 0 SEMTECH CORP COM 816850101 149 10400 SH DEFINED 04 01 10400 0 0 SEMTECH CORP COM 816850101 1403 97931 SH DEFINED 03 01 97931 0 0 SEMTECH CORP COM 816850101 299 20898 SH DEFINED 05 20898 0 0 SEMPRA ENERGY COM 816851109 27324 512839 SH DEFINED 04 01 512839 0 0 SEMPRA ENERGY COM 816851109 27213 510746 SH DEFINED 03 01 509746 0 1000 SENIOR HSG PPTYS TR SH BEN INT 81721M109 419 17700 SH DEFINED 04 01 17700 0 0 SENIOR HSG PPTYS TR SH BEN INT 81721M109 2109 88996 SH DEFINED 03 01 88724 0 272 SENIOR HSG PPTYS TR SH BEN INT 81721M109 184 7754 SH DEFINED 06 7754 0 0 SENOMYX INC COM 81724Q107 3 450 SH DEFINED 04 01 450 0 0 SENOMYX INC COM 81724Q107 102 17231 SH DEFINED 03 01 16931 0 300 SENSIENT TECHNOLOGIES CORP COM 81725T100 156 5300 SH DEFINED 04 01 5300 0 0 SENSIENT TECHNOLOGIES CORP COM 81725T100 301 10196 SH DEFINED 03 01 10196 0 0 SEPRACOR INC COM 817315104 2518 129015 SH DEFINED 03 01 128215 0 800 SEPRACOR INC NOTE 12/1 817315AT1 14419 15000000 PRN DEFINED 03 01 15000000 0 0 SEQUENOM INC COM NEW 817337405 233 35800 SH DEFINED 03 01 35800 0 0 SERVICE CORP INTL COM 817565104 49 4800 SH DEFINED 04 01 4800 0 0 SERVICE CORP INTL COM 817565104 3909 385540 SH DEFINED 03 01 384556 0 984 SHANDA INTERACTIVE ENTMT LTD SPONSORED ADR 81941Q203 17 600 SH DEFINED 04 01 600 0 0 SHANDA INTERACTIVE ENTMT LTD SPONSORED ADR 81941Q203 1628 55929 SH DEFINED 03 01 55929 0 0 SHAW GROUP INC COM 820280105 2698 57228 SH DEFINED 57228 0 0 SHAW GROUP INC COM 820280105 1255 26620 SH DEFINED 04 01 26620 0 0 SHAW GROUP INC COM 820280105 3021 64083 SH DEFINED 03 01 52333 0 11750 SHAW GROUP INC COM 820280105 3723 78983 SH DEFINED 05 78983 0 0 SHAW COMMUNICATIONS INC CL B CONV 82028K200 422 23200 SH DEFINED 04 01 23200 0 0 SHAW COMMUNICATIONS INC CL B CONV 82028K200 468 25728 SH DEFINED 03 01 25728 0 0 SHAW COMMUNICATIONS INC CL B CONV 82028K200 1818 100000 SH DEFINED 02 100000 0 0 SHENANDOAH TELECOMMUNICATION COM 82312B106 77 5200 SH DEFINED 04 01 5200 0 0 SHENANDOAH TELECOMMUNICATION COM 82312B106 98 6628 SH DEFINED 03 01 6628 0 0 SHENANDOAH TELECOMMUNICATION COM 82312B106 515 34704 SH DEFINED 05 34704 0 0 SHENGDA TECH INC COM 823213103 470 55312 SH DEFINED 03 01 55312 0 0 SHERWIN WILLIAMS CO COM 824348106 1698 33276 SH DEFINED 33276 0 0 SHERWIN WILLIAMS CO COM 824348106 499 9779 SH DEFINED 04 01 9779 0 0 SHERWIN WILLIAMS CO COM 824348106 13985 274006 SH DEFINED 03 01 270875 0 3131 SHINHAN FINANCIAL GROUP CO L SPN ADR RESTRD 824596100 1636 15500 SH DEFINED 15500 0 0 SHINHAN FINANCIAL GROUP CO L SPN ADR RESTRD 824596100 281 2666 SH DEFINED 03 01 2666 0 0 SHIRE PLC SPONSORED ADR 82481R106 3684 63555 SH DEFINED 03 01 63555 0 0 SHIRE PLC SPONSORED ADR 82481R106 19917 343633 SH DEFINED 06 343633 0 0 SHUFFLE MASTER INC COM 825549108 67 12616 SH DEFINED 03 01 11888 0 728 SHUTTERFLY INC COM 82568P304 4 300 SH DEFINED 04 01 300 0 0 SHUTTERFLY INC COM 82568P304 193 12987 SH DEFINED 03 01 12987 0 0 SIEMENS A G SPONSORED ADR 826197501 216 1980 SH DEFINED 04 01 1980 0 0 SIEMENS A G SPONSORED ADR 826197501 23765 218146 SH DEFINED 03 01 217996 0 150 SIERRA PAC RES NEW COM 826428104 4109 325332 SH DEFINED 03 01 282802 0 42530 SIERRA WIRELESS INC COM 826516106 49 3100 SH DEFINED 04 01 3100 0 0 SIERRA WIRELESS INC COM 826516106 626 39233 SH DEFINED 03 01 39233 0 0 SIGMA ALDRICH CORP COM 826552101 2539 42560 SH DEFINED 04 01 42560 0 0 SIGMA ALDRICH CORP COM 826552101 15222 255192 SH DEFINED 03 01 254792 0 400 SIFY TECHNOLOGIES LIMITED SPONSORED ADR 82655M107 171 38377 SH DEFINED 03 01 38377 0 0 SIGMA DESIGNS INC COM 826565103 69 3050 SH DEFINED 04 01 3050 0 0 SIGMA DESIGNS INC COM 826565103 3070 135432 SH DEFINED 03 01 55432 0 80000 SIGMATEL INC COM 82661W107 84 29084 SH DEFINED 03 01 29084 0 0 SIGNATURE BK NEW YORK N Y COM 82669G104 72 2830 SH DEFINED 04 01 2830 0 0 SIGNATURE BK NEW YORK N Y COM 82669G104 511 20022 SH DEFINED 03 01 20022 0 0 SILICON LABORATORIES INC COM 826919102 41 1300 SH DEFINED 04 01 1300 0 0 SILICON LABORATORIES INC COM 826919102 1116 35393 SH DEFINED 03 01 35393 0 0 SILGAN HOLDINGS INC COM 827048109 650 13100 SH DEFINED 04 01 13100 0 0 SILGAN HOLDINGS INC COM 827048109 1102 22214 SH DEFINED 03 01 22214 0 0 SILICON STORAGE TECHNOLOGY I COM 827057100 94 35900 SH DEFINED 04 01 35900 0 0 SILICON STORAGE TECHNOLOGY I COM 827057100 48 18511 SH DEFINED 03 01 18511 0 0 SILICON IMAGE INC COM 82705T102 755 150652 SH DEFINED 03 01 150652 0 0 SILICON VY BANCSHARES NOTE 6/1 827064AC0 34389 26504000 PRN DEFINED 03 01 26504000 0 0 SILICON MOTION TECHNOLOGY CO SPONSORED ADR 82706C108 68 4800 SH DEFINED 04 01 4800 0 0 SILICON MOTION TECHNOLOGY CO SPONSORED ADR 82706C108 983 69639 SH DEFINED 03 01 69639 0 0 SILICONWARE PRECISION INDS L SPONSD ADR SPL 827084864 21 2500 SH DEFINED 04 01 2500 0 0 SILICONWARE PRECISION INDS L SPONSD ADR SPL 827084864 1167 138877 SH DEFINED 03 01 138877 0 0 SILICONWARE PRECISION INDS L SPONSD ADR SPL 827084864 2822 336010 SH DEFINED 06 336010 0 0 SILVER STD RES INC COM 82823L106 64 2105 SH DEFINED 04 01 2105 0 0 SILVER STD RES INC COM 82823L106 1440 47477 SH DEFINED 03 01 18415 0 29062 SILVER STD RES INC COM 82823L106 79 2600 SH DEFINED 02 2600 0 0 SILVER STD RES INC COM 82823L106 1 26 SH DEFINED 05 26 0 0 SILVER STD RES INC COM 82823L106 455 15000 SH DEFINED 06 15000 0 0 SILVER WHEATON CORP COM 828336107 136 8784 SH DEFINED 04 01 8784 0 0 SILVER WHEATON CORP COM 828336107 1747 112464 SH DEFINED 03 01 82464 0 30000 SILVER WHEATON CORP COM 828336107 211 13600 SH DEFINED 02 13600 0 0 SIMON PPTY GROUP INC NEW COM 828806109 511 5500 SH DEFINED 04 01 5500 0 0 SIMON PPTY GROUP INC NEW COM 828806109 43014 462962 SH DEFINED 03 01 461479 0 1483 SIMON PPTY GROUP INC NEW COM 828806109 557 6000 SH DEFINED 05 6000 0 0 SIMON PPTY GROUP INC NEW PFD CONV I 6% 828806802 1038 1374900 PRN DEFINED 04 01 1374900 0 0 SIMON PPTY GROUP INC NEW PFD CONV I 6% 828806802 506 670863 PRN DEFINED 03 01 670863 0 0 SIMPSON MANUFACTURING CO INC COM 829073105 1010 37163 SH DEFINED 03 01 37022 0 141 SINCLAIR BROADCAST GROUP INC CL A 829226109 14 1600 SH DEFINED 04 01 1600 0 0 SINCLAIR BROADCAST GROUP INC CL A 829226109 290 32602 SH DEFINED 03 01 32602 0 0 SINCLAIR BROADCAST GROUP INC NOTE 4.875% 7/1 829226AU3 5460 6000000 PRN DEFINED 03 01 6000000 0 0 SINCLAIR BROADCAST GROUP INC NOTE 3.000% 5/1 829226AW9 225 249000 PRN DEFINED 03 01 249000 0 0 SINGAPORE FD INC COM 82929L109 5655 404201 SH DEFINED 404201 0 0 SIRONA DENTAL SYSTEMS INC COM 82966C103 62 2300 SH DEFINED 04 01 2300 0 0 SIRONA DENTAL SYSTEMS INC COM 82966C103 150 5556 SH DEFINED 03 01 5556 0 0 SIRIUS SATELLITE RADIO INC COM 82966U103 212 74252 SH DEFINED 04 01 74252 0 0 SIRIUS SATELLITE RADIO INC COM 82966U103 1788 625277 SH DEFINED 03 01 602777 0 22500 SIRIUS SATELLITE RADIO INC COM 82966U103 3958 1384000 SH DEFINED 06 1384000 0 0 SIRIUS SATELLITE RADIO INC NOTE 2.500% 2/1 82966UAC7 16915 17000000 PRN DEFINED 03 01 17000000 0 0 SIRIUS SATELLITE RADIO INC NOTE 3.250%10/1 82966UAD5 30008 33250000 PRN DEFINED 03 01 33250000 0 0 SIRF TECHNOLOGY HLDGS INC COM 82967H101 110 21622 SH DEFINED 03 01 21622 0 0 SIX FLAGS INC COM 83001P109 112 68162 SH DEFINED 03 01 68162 0 0 SKECHERS U S A INC CL A 830566105 310 15350 SH DEFINED 04 01 15350 0 0 SKECHERS U S A INC CL A 830566105 346 17130 SH DEFINED 03 01 16942 0 188 SKILLED HEALTHCARE GROUP INC CL A 83066R107 37 3400 SH DEFINED 04 01 3400 0 0 SKILLED HEALTHCARE GROUP INC CL A 83066R107 537 48872 SH DEFINED 03 01 48872 0 0 SKYLINE CORP COM 830830105 2033 73079 SH DEFINED 03 01 72913 0 166 SKYWEST INC COM 830879102 427 20200 SH DEFINED 04 01 20200 0 0 SKYWEST INC COM 830879102 1123 53163 SH DEFINED 03 01 53163 0 0 SKYWORKS SOLUTIONS INC COM 83088M102 157 21600 SH DEFINED 04 01 21600 0 0 SKYWORKS SOLUTIONS INC COM 83088M102 985 135346 SH DEFINED 03 01 135229 0 117 SKYWORKS SOLUTIONS INC NOTE 1.500% 3/0 83088MAH5 7722 7790000 PRN DEFINED 03 01 7790000 0 0 SKILLSOFT PLC SPONSORED ADR 830928107 46 4400 SH DEFINED 04 01 4400 0 0 SKILLSOFT PLC SPONSORED ADR 830928107 656 62654 SH DEFINED 03 01 62654 0 0 SMALL CAP PREM & DIV INCM FD COM 83165P101 389 26214 SH DEFINED 03 01 26214 0 0 SMART BALANCE INC COM 83169Y108 115 14600 SH DEFINED 03 01 14600 0 0 SMITH & WESSON HLDG CORP COM 831756101 327 65043 SH DEFINED 03 01 65043 0 0 SMITH & WESSON HLDG CORP COM 831756101 7 SH DEFINED 05 7 0 0 SMITH & NEPHEW PLC SPDN ADR NEW 83175M205 619 9373 SH DEFINED 03 01 9373 0 0 SMITH & NEPHEW PLC SPDN ADR NEW 83175M205 6635 100540 SH DEFINED 06 100540 0 0 SMITH A O COM 831865209 657 19993 SH DEFINED 03 01 19993 0 0 SMITH INTL INC COM 832110100 832 12955 SH DEFINED 04 01 12955 0 0 SMITH INTL INC COM 832110100 25017 389487 SH DEFINED 03 01 387202 0 2285 SMITH INTL INC COM 832110100 1418 22071 SH DEFINED 05 22071 0 0 SMITH MICRO SOFTWARE INC COM 832154108 573 93666 SH DEFINED 03 01 93666 0 0 SMITHFIELD FOODS INC COM 832248108 11575 449347 SH DEFINED 03 01 449347 0 0 SMITHTOWN BANCORP INC COM 832449102 863 41288 SH DEFINED 03 01 500 0 40788 SMUCKER J M CO COM NEW 832696405 1498 29600 SH DEFINED 04 01 29600 0 0 SMUCKER J M CO COM NEW 832696405 1800 35574 SH DEFINED 03 01 32512 0 3062 SMURFIT-STONE CONTAINER CORP COM 832727101 111 14460 SH DEFINED 04 01 14460 0 0 SMURFIT-STONE CONTAINER CORP COM 832727101 2636 342354 SH DEFINED 03 01 342354 0 0 SNAP ON INC COM 833034101 910 17900 SH DEFINED 04 01 17900 0 0 SNAP ON INC COM 833034101 8772 172512 SH DEFINED 03 01 170237 0 2275 SOCIEDAD QUIMICA MINERA DE C SPON ADR SER B 833635105 131 5587 SH DEFINED 03 01 5587 0 0 SOCIEDAD QUIMICA MINERA DE C SPON ADR SER B 833635105 701 30000 SH DEFINED 06 30000 0 0 SOFTWARE HOLDRS TR DEPOSITRY RCPT 83404B103 10067 261400 SH DEFINED 03 01 261400 0 0 SOHU COM INC COM 83408W103 938 20790 SH DEFINED 04 01 20790 0 0 SOHU COM INC COM 83408W103 3031 67169 SH DEFINED 03 01 67169 0 0 SOHU COM INC COM 83408W103 1453 32200 SH DEFINED 06 32200 0 0 SOLARFUN POWER HOLDINGS CO L SPONSORED ADR 83415U108 330 27340 SH DEFINED 03 01 27340 0 0 SOLERA HOLDINGS INC COM 83421A104 268 11000 SH DEFINED 04 01 11000 0 0 SOLERA HOLDINGS INC COM 83421A104 69 2851 SH DEFINED 03 01 2851 0 0 SOLUTIA INC COM NEW 834376501 190 13552 SH DEFINED 03 01 13551 0 1 SOMANETICS CORP COM NEW 834445405 715 45893 SH DEFINED 03 01 45893 0 0 SOMERSET HILLS BANCORP COM 834728107 228 20558 SH DEFINED 03 01 98 0 20460 SONESTA INTL HOTELS CORP CL A 835438409 1960 79198 SH DEFINED 04 01 79198 0 0 SONESTA INTL HOTELS CORP CL A 835438409 18 744 SH DEFINED 03 01 744 0 0 SONIC CORP COM 835451105 262 11900 SH DEFINED 04 01 11900 0 0 SONIC CORP COM 835451105 1921 87145 SH DEFINED 03 01 86981 0 164 SONIC AUTOMOTIVE INC CL A 83545G102 262 12727 SH DEFINED 03 01 12727 0 0 SONICWALL INC COM 835470105 81 9900 SH DEFINED 04 01 9900 0 0 SONICWALL INC COM 835470105 232 28358 SH DEFINED 03 01 28358 0 0 SONOCO PRODS CO COM 835495102 916 32000 SH DEFINED 04 01 32000 0 0 SONOCO PRODS CO COM 835495102 1653 57731 SH DEFINED 03 01 55131 0 2600 SONOSITE INC NOTE 3.750% 7/1 83568GAA2 4455 4395000 PRN DEFINED 03 01 4395000 0 0 SONY CORP ADR NEW 835699307 2440 60899 SH DEFINED 03 01 45883 0 15016 SONY CORP ADR NEW 835699307 12 298 SH 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84265V105 934 9000 SH DEFINED 06 9000 0 0 SOUTHERN UN CO NEW COM 844030106 2785 119677 SH DEFINED 04 01 119677 0 0 SOUTHERN UN CO NEW COM 844030106 2210 94985 SH DEFINED 03 01 94407 0 578 SOUTHSIDE BANCSHARES INC COM 84470P109 99 4100 SH DEFINED 04 01 4100 0 0 SOUTHSIDE BANCSHARES INC COM 84470P109 184 7642 SH DEFINED 03 01 7642 0 0 SOUTHWEST AIRLS CO COM 844741108 999 80561 SH DEFINED 04 01 80561 0 0 SOUTHWEST AIRLS CO COM 844741108 16619 1340255 SH DEFINED 03 01 1310041 0 30214 SOUTHWEST AIRLS CO COM 844741108 9 SH DEFINED 05 9 0 0 SOUTHWEST GAS CORP COM 844895102 1342 48015 SH DEFINED 03 01 47633 0 382 SOUTHWESTERN ENERGY CO COM 845467109 611 18131 SH DEFINED 04 01 18131 0 0 SOUTHWESTERN ENERGY CO COM 845467109 7677 227875 SH DEFINED 03 01 227875 0 0 SOVEREIGN BANCORP INC COM 845905108 193 20749 SH DEFINED 04 01 20749 0 0 SOVEREIGN BANCORP INC COM 845905108 6515 699002 SH DEFINED 03 01 688922 0 10080 SOVRAN SELF STORAGE INC COM 84610H108 517 12100 SH DEFINED 04 01 12100 0 0 SOVRAN SELF STORAGE INC COM 84610H108 576 13491 SH DEFINED 03 01 13491 0 0 SPANISH BROADCASTING SYS INC CL A 846425882 29 16623 SH DEFINED 03 01 16623 0 0 SPANSION INC COM CL A 84649R101 149 54100 SH DEFINED 04 01 54100 0 0 SPANSION INC COM CL A 84649R101 123 44598 SH DEFINED 03 01 44598 0 0 SPARTAN MTRS INC COM 846819100 51 6000 SH DEFINED 04 01 6000 0 0 SPARTAN MTRS INC COM 846819100 309 36539 SH DEFINED 03 01 36539 0 0 SPARTAN STORES INC COM 846822104 206 9900 SH DEFINED 04 01 9900 0 0 SPARTAN STORES INC COM 846822104 725 34776 SH DEFINED 03 01 34776 0 0 SPARTECH CORP COM NEW 847220209 1241 146900 SH DEFINED 04 01 146900 0 0 SPARTECH CORP COM NEW 847220209 462 54655 SH DEFINED 03 01 54655 0 0 SPECTRA ENERGY CORP COM 847560109 765 33632 SH DEFINED 04 01 33632 0 0 SPECTRA ENERGY CORP COM 847560109 27320 1200897 SH DEFINED 03 01 1131289 0 69608 SPECTRA ENERGY CORP COM 847560109 4 158 SH DEFINED 05 158 0 0 SPECTRANETICS CORP COM 84760C107 253 30288 SH DEFINED 03 01 30288 0 0 SPECTRUM BRANDS 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1 852061100 19 2800 SH DEFINED 06 2800 0 0 STAGE STORES INC COM NEW 85254C305 761 46972 SH DEFINED 03 01 46972 0 0 STAMPS COM INC COM NEW 852857200 163 15915 SH DEFINED 03 01 15915 0 0 STANCORP FINL GROUP INC COM 852891100 2486 52100 SH DEFINED 04 01 52100 0 0 STANCORP FINL GROUP INC COM 852891100 3373 70706 SH DEFINED 03 01 70706 0 0 STANDARD MICROSYSTEMS CORP COM 853626109 371 12700 SH DEFINED 04 01 12700 0 0 STANDARD MICROSYSTEMS CORP COM 853626109 789 27053 SH DEFINED 03 01 27053 0 0 STANDARD MTR PRODS INC SDCV 6.750% 7/1 853666AB1 1459 1608000 PRN DEFINED 03 01 1608000 0 0 STANDARD PAC CORP NEW COM 85375C101 40 8200 SH DEFINED 04 01 8200 0 0 STANDARD PAC CORP NEW COM 85375C101 2277 468592 SH DEFINED 03 01 468592 0 0 STANDARD PAC CORP NEW COM 85375C101 7570 1557562 SH DEFINED 05 1557562 0 0 STANDARD PAC CORP NOTE 6.000%10/0 853763AA8 5592 9300000 PRN DEFINED 05 9300000 0 0 STANDARD REGISTER CO COM 853887107 19 2500 SH DEFINED 04 01 2500 0 0 STANDARD REGISTER CO COM 853887107 75 9682 SH DEFINED 03 01 9682 0 0 STANLEY INC COM 854532108 253 8597 SH DEFINED 03 01 8597 0 0 STANLEY WKS COM 854616109 24826 521334 SH DEFINED 04 01 521334 0 0 STANLEY WKS COM 854616109 9284 194964 SH DEFINED 03 01 193464 0 1500 STAPLES INC COM 855030102 3283 148480 SH DEFINED 04 01 148480 0 0 STAPLES INC COM 855030102 32371 1464105 SH DEFINED 03 01 1444733 0 19372 STARBUCKS CORP COM 855244109 263 15000 SH DEFINED 15000 0 0 STARBUCKS CORP COM 855244109 1004 57350 SH DEFINED 04 01 57350 0 0 STARBUCKS CORP COM 855244109 31417 1795242 SH DEFINED 03 01 1734907 0 60335 STARBUCKS CORP COM 855244109 27402 1565824 SH DEFINED 05 1565824 0 0 STARENT NETWORKS CORP COM 85528P108 84 6200 SH DEFINED 04 01 6200 0 0 STARENT NETWORKS CORP COM 85528P108 69 5091 SH DEFINED 03 01 5091 0 0 STATE AUTO FINL CORP COM 855707105 564 19363 SH DEFINED 03 01 19363 0 0 STARWOOD HOTELS&RESORTS WRLD COM 85590A401 3551 68612 SH DEFINED 04 01 68612 0 0 STARWOOD HOTELS&RESORTS WRLD COM 85590A401 17492 338005 SH DEFINED 03 01 337768 0 237 STARWOOD HOTELS&RESORTS WRLD COM 85590A401 177 3425 SH DEFINED 06 3425 0 0 STATE STR CORP COM 857477103 3637 46042 SH DEFINED 04 01 46042 0 0 STATE STR CORP COM 857477103 59422 752173 SH DEFINED 03 01 751715 0 458 STATE STR CORP COM 857477103 248 3139 SH DEFINED 06 3139 0 0 STATOILHYDRO ASA SPONSORED ADR 85771P102 1585 53060 SH DEFINED 04 01 53060 0 0 STATOILHYDRO ASA SPONSORED ADR 85771P102 3094 103581 SH DEFINED 03 01 95743 0 7838 STEAK N SHAKE CO COM 857873103 102 12996 SH DEFINED 03 01 12996 0 0 STEEL DYNAMICS INC COM 858119100 11709 354380 SH DEFINED 04 01 354380 0 0 STEEL DYNAMICS INC COM 858119100 2252 68152 SH DEFINED 03 01 67344 0 808 STEELCASE INC CL A 858155203 2464 222800 SH DEFINED 04 01 222800 0 0 STEELCASE INC CL A 858155203 2128 192433 SH DEFINED 03 01 192433 0 0 STEIN MART INC COM 858375108 69 12333 SH DEFINED 03 01 12333 0 0 STEINWAY MUSICAL INSTRS INC COM 858495104 374 13110 SH DEFINED 03 01 13110 0 0 STEMCELLS INC COM 85857R105 59 37795 SH DEFINED 03 01 37795 0 0 STEPAN CO COM 858586100 1159 30318 SH DEFINED 03 01 30318 0 0 STERLING BANCSHARES INC COM 858907108 30 3020 SH DEFINED 04 01 3020 0 0 STERLING BANCSHARES INC COM 858907108 229 22990 SH DEFINED 03 01 22990 0 0 STERICYCLE INC COM 858912108 4297 83444 SH DEFINED 03 01 72737 0 10707 STERICYCLE INC COM 858912108 179 3482 SH DEFINED 05 3482 0 0 STERIS CORP COM 859152100 351 13071 SH DEFINED 03 01 13071 0 0 STERLING BANCORP COM 859158107 143 9200 SH DEFINED 04 01 9200 0 0 STERLING BANCORP COM 859158107 22 1402 SH DEFINED 03 01 1402 0 0 STEREOTAXIS INC COM 85916J102 445 75228 SH DEFINED 03 01 34228 0 41000 STERLING CONSTRUCTION CO INC COM 859241101 16 900 SH DEFINED 04 01 900 0 0 STERLING CONSTRUCTION CO INC COM 859241101 168 9241 SH DEFINED 03 01 9241 0 0 STERLING FINL CORP WASH COM 859319105 952 60988 SH DEFINED 03 01 60988 0 0 STERLITE INDS INDIA LTD ADS 859737207 579 32505 SH DEFINED 03 01 32505 0 0 STEWART ENTERPRISES INC CL A 860370105 572 89058 SH DEFINED 03 01 89058 0 0 STIFEL FINL CORP COM 860630102 180 4000 SH DEFINED 04 01 4000 0 0 STIFEL FINL CORP COM 860630102 166 3702 SH DEFINED 03 01 3702 0 0 STILLWATER MNG CO COM 86074Q102 5917 382500 SH DEFINED 04 01 382500 0 0 STILLWATER MNG CO COM 86074Q102 1242 80280 SH DEFINED 03 01 80280 0 0 STMICROELECTRONICS N V NY REGISTRY 861012102 3365 315633 SH DEFINED 03 01 291992 0 23641 STONE ENERGY CORP COM 861642106 1666 31840 SH DEFINED 04 01 31840 0 0 STONE ENERGY CORP COM 861642106 1482 28324 SH DEFINED 03 01 28324 0 0 STONERIDGE INC COM 86183P102 185 13739 SH DEFINED 03 01 13739 0 0 STONELEIGH PARTNERS ACQUS CO COM 861923100 21151 2801400 SH DEFINED 06 2801400 0 0 STONELEIGH PARTNERS ACQUS CO *W EXP 05/31/201 861923126 930 2325000 SH DEFINED 06 2325000 0 0 STRATASYS INC COM 862685104 16 900 SH DEFINED 04 01 900 0 0 STRATASYS INC COM 862685104 317 17833 SH DEFINED 03 01 17833 0 0 STRATEGIC HOTELS & RESORTS I COM 86272T106 355 27000 SH DEFINED 04 01 27000 0 0 STRATEGIC HOTELS & RESORTS I COM 86272T106 584 44482 SH DEFINED 03 01 44482 0 0 STRAYER ED INC COM 863236105 715 4690 SH DEFINED 04 01 4690 0 0 STRAYER ED INC COM 863236105 1821 11943 SH DEFINED 03 01 11943 0 0 STRAYER ED INC COM 863236105 268 1759 SH DEFINED 05 1759 0 0 STREETTRACKS GOLD TR GOLD SHS 863307104 129405 1431317 SH DEFINED 1431317 0 0 STREETTRACKS GOLD TR GOLD SHS 863307104 31127 344284 SH DEFINED 03 01 286319 0 57965 STREETTRACKS GOLD TR GOLD SHS 863307104 362 4000 SH DEFINED 02 4000 0 0 STRYKER CORP COM 863667101 1612 24784 SH DEFINED 04 01 24784 0 0 STRYKER CORP COM 863667101 28618 439934 SH DEFINED 03 01 437668 0 2266 STRYKER CORP COM 863667101 1837 28247 SH DEFINED 05 28247 0 0 STUDENT LN CORP COM 863902102 2 18 SH DEFINED 04 01 18 0 0 STUDENT LN CORP COM 863902102 276 2789 SH DEFINED 03 01 2442 0 347 STURM RUGER & CO INC COM 864159108 173 21023 SH DEFINED 03 01 21023 0 0 SUBURBAN PROPANE PARTNERS L UNIT LTD PARTN 864482104 292 7508 SH DEFINED 03 01 7144 0 364 SUCAMPO PHARMACEUTICALS INC CL A 864909106 2 260 SH DEFINED 04 01 260 0 0 SUCAMPO PHARMACEUTICALS INC CL A 864909106 103 12815 SH DEFINED 03 01 12815 0 0 SULPHCO INC COM 865378103 129 30929 SH DEFINED 03 01 30929 0 0 SUMTOTAL SYS INC COM 866615107 121 29126 SH DEFINED 03 01 29126 0 0 SUN COMMUNITIES INC COM 866674104 714 34842 SH DEFINED 03 01 34842 0 0 SUN LIFE FINL INC COM 866796105 405 8700 SH DEFINED 04 01 8700 0 0 SUN LIFE FINL INC COM 866796105 3076 65998 SH DEFINED 03 01 65998 0 0 SUN LIFE FINL INC COM 866796105 685 14700 SH DEFINED 02 14700 0 0 SUN LIFE FINL INC COM 866796105 296 6354 SH DEFINED 05 6354 0 0 SUN MICROSYSTEMS INC COM NEW 866810203 806 51881 SH DEFINED 04 01 51881 0 0 SUN MICROSYSTEMS INC COM NEW 866810203 25201 1622726 SH DEFINED 03 01 1621258 0 1468 SUN MICROSYSTEMS INC COM NEW 866810203 85554 5508938 SH DEFINED 05 5508938 0 0 SUN-TIMES MEDIA GROUP INC COM 86688Q100 1189 1651900 SH DEFINED 04 01 1651900 0 0 SUN-TIMES MEDIA GROUP INC COM 86688Q100 22 29975 SH DEFINED 03 01 29975 0 0 SUN HEALTHCARE GROUP INC COM NEW 866933401 113 8600 SH DEFINED 04 01 8600 0 0 SUN HEALTHCARE GROUP INC COM NEW 866933401 1603 121992 SH DEFINED 03 01 121992 0 0 SUN HYDRAULICS CORP COM 866942105 38 1300 SH DEFINED 04 01 1300 0 0 SUN HYDRAULICS CORP COM 866942105 418 14280 SH DEFINED 03 01 14280 0 0 SUNAMERICA FCSED ALPHA GRW F COM 867037103 254 16486 SH DEFINED 03 01 16486 0 0 SUNAMERICA FOCUSE ALPHA LC F COM 867038101 461 28525 SH DEFINED 03 01 28525 0 0 SUNCOR ENERGY INC COM 867229106 987 10249 SH DEFINED 10249 0 0 SUNCOR ENERGY INC COM 867229106 723 7500 SH DEFINED 04 01 7500 0 0 SUNCOR ENERGY INC COM 867229106 8064 83694 SH DEFINED 03 01 71107 0 12587 SUNCOR ENERGY INC COM 867229106 1059 10993 SH DEFINED 02 10993 0 0 SUNCOR ENERGY INC COM 867229106 3541 36756 SH DEFINED 05 36756 0 0 SUNESIS PHARMACEUTICALS INC COM 867328502 5280 3406490 SH DEFINED 01 3406490 0 0 SUNOCO LOGISTICS PRTNRS L P COM UNITS 86764L108 200 4100 SH DEFINED 04 01 4100 0 0 SUNOCO LOGISTICS PRTNRS L P COM UNITS 86764L108 107 2200 SH DEFINED 03 01 2200 0 0 SUNOCO INC COM 86764P109 342 6527 SH DEFINED 04 01 6527 0 0 SUNOCO INC COM 86764P109 17965 342385 SH DEFINED 03 01 339385 0 3000 SUNOCO INC COM 86764P109 643 12253 SH DEFINED 05 12253 0 0 SUNPOWER CORP COM CL A 867652109 3985 53487 SH DEFINED 53487 0 0 SUNPOWER CORP COM CL A 867652109 178 2385 SH DEFINED 04 01 2385 0 0 SUNPOWER CORP COM CL A 867652109 5412 72634 SH DEFINED 03 01 72534 0 100 SUNPOWER CORP COM CL A 867652109 31426 421764 SH DEFINED 05 421764 0 0 SUNRISE SENIOR LIVING INC COM 86768K106 16 700 SH DEFINED 04 01 700 0 0 SUNRISE SENIOR LIVING INC COM 86768K106 1773 79562 SH DEFINED 03 01 79473 0 89 SUNOPTA INC COM 8676EP108 461 90466 SH DEFINED 90466 0 0 SUNOPTA INC COM 8676EP108 18 3600 SH DEFINED 04 01 3600 0 0 SUNOPTA INC COM 8676EP108 371 72799 SH DEFINED 03 01 72799 0 0 SUNSTONE HOTEL INVS INC NEW COM 867892101 1201 74998 SH DEFINED 03 01 74998 0 0 SUNTRUST BKS INC COM 867914103 10837 196532 SH DEFINED 04 01 196532 0 0 SUNTRUST BKS INC COM 867914103 36119 655049 SH DEFINED 03 01 647858 0 7191 SUNTECH PWR HLDGS CO LTD ADR 86800C104 3436 84717 SH DEFINED 84717 0 0 SUNTECH PWR HLDGS CO LTD ADR 86800C104 4478 110398 SH DEFINED 03 01 103873 0 6525 SUNTECH PWR HLDGS CO LTD ADR 86800C104 3716 91623 SH DEFINED 05 91623 0 0 SUPER MICRO COMPUTER INC COM 86800U104 20 2400 SH DEFINED 04 01 2400 0 0 SUPER MICRO COMPUTER INC COM 86800U104 76 9110 SH DEFINED 03 01 9110 0 0 SUPERGEN INC COM 868059106 22 8900 SH DEFINED 04 01 8900 0 0 SUPERGEN INC COM 868059106 164 65187 SH DEFINED 03 01 65187 0 0 SUPERIOR BANCORP COM 86806M106 85 17015 SH DEFINED 03 01 17015 0 0 SUPERIOR ENERGY SVCS INC COM 868157108 2658 67093 SH DEFINED 03 01 45318 0 21775 SUPERIOR ENERGY SVCS INC COM 868157108 13447 339400 SH DEFINED 05 339400 0 0 SUPERIOR ESSEX INC COM 86815V105 172 6100 SH DEFINED 04 01 6100 0 0 SUPERIOR ESSEX INC COM 86815V105 282 10034 SH DEFINED 03 01 10034 0 0 SUPERIOR INDS INTL INC COM 868168105 1153 55582 SH DEFINED 03 01 54932 0 650 SUPERVALU INC COM 868536103 40945 1365743 SH DEFINED 04 01 1365743 0 0 SUPERVALU INC COM 868536103 13606 453841 SH DEFINED 03 01 451733 0 2108 SUPERVALU INC COM 868536103 7 227 SH DEFINED 05 227 0 0 SUPERVALU INC COM 868536103 165 5500 SH DEFINED 06 5500 0 0 SUREWEST COMMUNICATIONS COM 868733106 156 10075 SH DEFINED 03 01 10075 0 0 SUSQUEHANNA BANCSHARES INC P COM 869099101 412 20228 SH DEFINED 04 01 20228 0 0 SUSQUEHANNA BANCSHARES INC P COM 869099101 297 14568 SH DEFINED 03 01 14568 0 0 SWEDISH EXPT CR CORP ROG ARGI ETN22 870297603 341 30700 SH DEFINED 03 01 0 0 30700 SWIFT ENERGY CO COM 870738101 85 1900 SH DEFINED 04 01 1900 0 0 SWIFT ENERGY CO COM 870738101 4003 88965 SH DEFINED 03 01 88556 0 409 SYBASE INC COM 871130100 34 1300 SH DEFINED 04 01 1300 0 0 SYBASE INC COM 871130100 1984 75425 SH DEFINED 03 01 75425 0 0 SYBASE INC COM 871130100 260 9900 SH DEFINED 06 9900 0 0 SYCAMORE NETWORKS INC COM 871206108 220 60046 SH DEFINED 03 01 52346 0 7700 SYKES ENTERPRISES INC COM 871237103 150 8500 SH DEFINED 04 01 8500 0 0 SYKES ENTERPRISES INC COM 871237103 738 41961 SH DEFINED 03 01 41961 0 0 SYMANTEC CORP COM 871503108 4415 265665 SH DEFINED 04 01 265665 0 0 SYMANTEC CORP COM 871503108 30328 1824806 SH DEFINED 03 01 1807690 0 17116 SYMANTEC CORP COM 871503108 279 16800 SH DEFINED 05 16800 0 0 SYMANTEC CORP NOTE 0.750% 6/1 871503AD0 5977 5612000 PRN DEFINED 03 01 5612000 0 0 SYMANTEC CORP NOTE 0.750% 6/1 871503AD0 11712 10997000 PRN DEFINED 06 10997000 0 0 SYMANTEC CORP NOTE 1.000% 6/1 871503AF5 3498 3258000 PRN DEFINED 03 01 3258000 0 0 SYMMETRY MED INC COM 871546206 93 5600 SH DEFINED 04 01 5600 0 0 SYMMETRY MED INC COM 871546206 90 5431 SH DEFINED 03 01 5431 0 0 SYNALLOY CP DEL COM 871565107 548 45098 SH DEFINED 03 01 45098 0 0 SYNCHRONOSS TECHNOLOGIES INC COM 87157B103 522 26058 SH DEFINED 03 01 26058 0 0 SYNAPTICS INC NOTE 0.750%12/0 87157DAB5 9368 10087000 PRN DEFINED 03 01 10087000 0 0 SYNOPSYS INC COM 871607107 2480 109208 SH DEFINED 04 01 109208 0 0 SYNOPSYS INC COM 871607107 2381 104829 SH DEFINED 03 01 98341 0 6488 SYNOPSYS INC COM 871607107 408 17973 SH DEFINED 06 17973 0 0 SYNGENTA AG SPONSORED ADR 87160A100 5942 101550 SH DEFINED 04 01 101550 0 0 SYNGENTA AG SPONSORED ADR 87160A100 623 10650 SH DEFINED 03 01 10450 0 200 SYNOVUS FINL CORP COM 87161C105 11 1000 SH DEFINED 04 01 1000 0 0 SYNOVUS FINL CORP COM 87161C105 2531 228845 SH DEFINED 03 01 226430 0 2415 SYNTEL INC COM 87162H103 344 12900 SH DEFINED 04 01 12900 0 0 SYNTEL INC COM 87162H103 323 12123 SH DEFINED 03 01 12123 0 0 SYNTA PHARMACEUTICALS CORP COM 87162T206 174 21477 SH DEFINED 03 01 21477 0 0 SYNNEX CORP COM 87162W100 255 12000 SH DEFINED 04 01 12000 0 0 SYNNEX CORP COM 87162W100 482 22706 SH DEFINED 03 01 22706 0 0 SYNIVERSE HLDGS INC COM 87163F106 210 12600 SH DEFINED 04 01 12600 0 0 SYNIVERSE HLDGS INC COM 87163F106 569 34147 SH DEFINED 03 01 34147 0 0 SYNTAX BRILLIAN CORP COM 87163L103 144 147445 SH DEFINED 03 01 144445 0 3000 SYSCO CORP COM 871829107 1580 54448 SH DEFINED 04 01 54448 0 0 SYSCO CORP COM 871829107 35032 1207180 SH DEFINED 03 01 1197720 0 9460 SYSTEMAX INC COM 871851101 57 4700 SH DEFINED 04 01 4700 0 0 SYSTEMAX INC COM 871851101 956 79269 SH DEFINED 03 01 79269 0 0 TCF FINL CORP COM 872275102 157 8765 SH DEFINED 04 01 8765 0 0 TCF FINL CORP COM 872275102 1827 101949 SH DEFINED 03 01 101949 0 0 TC PIPELINES LP UT COM LTD PRT 87233Q108 93 2700 SH DEFINED 04 01 2700 0 0 TC PIPELINES LP UT COM LTD PRT 87233Q108 230 6680 SH DEFINED 03 01 3014 0 3666 TD AMERITRADE HLDG CORP COM 87236Y108 1551 93959 SH DEFINED 04 01 93959 0 0 TD AMERITRADE HLDG CORP COM 87236Y108 3589 217410 SH DEFINED 03 01 217410 0 0 TECO ENERGY INC COM 872375100 424 26600 SH DEFINED 04 01 26600 0 0 TECO ENERGY INC COM 872375100 7750 485891 SH DEFINED 03 01 480909 0 4982 TEPPCO PARTNERS L P UT LTD PARTNER 872384102 842 24413 SH DEFINED 03 01 14575 0 9838 TFS FINL CORP COM 87240R107 278 23100 SH DEFINED 04 01 23100 0 0 TFS FINL CORP COM 87240R107 411 34194 SH DEFINED 03 01 34194 0 0 THQ INC COM NEW 872443403 315 14436 SH DEFINED 03 01 12936 0 1500 TICC CAPITAL CORP COM 87244T109 207 27516 SH DEFINED 03 01 27516 0 0 TJX COS INC NEW COM 872540109 3520 106426 SH DEFINED 04 01 106426 0 0 TJX COS INC NEW COM 872540109 29105 880098 SH DEFINED 03 01 874952 0 5146 TJX COS INC NEW COM 872540109 3205 96924 SH DEFINED 05 96924 0 0 TM ENTMT & MEDIA INC COM 87260T108 4335 606250 SH DEFINED 06 606250 0 0 TM ENTMT & MEDIA INC UNIT 10/17/2011 87260T207 6885 900000 SH DEFINED 06 900000 0 0 TRW AUTOMOTIVE HLDGS CORP COM 87264S106 75 3200 SH DEFINED 04 01 3200 0 0 TRW AUTOMOTIVE HLDGS CORP COM 87264S106 1690 72315 SH DEFINED 03 01 72315 0 0 TNS INC COM 872960109 715 34628 SH DEFINED 03 01 34628 0 0 TTM TECHNOLOGIES INC COM 87305R109 105 9300 SH DEFINED 04 01 9300 0 0 TTM TECHNOLOGIES INC COM 87305R109 265 23400 SH DEFINED 03 01 23400 0 0 T-3 ENERGY SRVCS INC COM 87306E107 760 17863 SH DEFINED 03 01 17863 0 0 TXCO RES INC COM 87311M102 17160 1386143 SH DEFINED 04 01 1386143 0 0 TXCO RES INC COM 87311M102 2312 186719 SH DEFINED 03 01 186719 0 0 TAIWAN FD INC COM 874036106 28887 1553053 SH DEFINED 1553053 0 0 TAIWAN FD INC COM 874036106 662 35591 SH DEFINED 03 01 35591 0 0 TAIWAN GREATER CHINA FD SH BEN INT 874037104 1058 153291 SH DEFINED 153291 0 0 TAIWAN SEMICONDUCTOR MFG LTD SPONSORED ADR 874039100 6317 615100 SH DEFINED 04 01 615100 0 0 TAIWAN SEMICONDUCTOR MFG LTD SPONSORED ADR 874039100 3208 312411 SH DEFINED 03 01 272953 0 39458 TAIWAN SEMICONDUCTOR MFG LTD SPONSORED ADR 874039100 4470 435215 SH DEFINED 05 435215 0 0 TAIWAN SEMICONDUCTOR MFG LTD SPONSORED ADR 874039100 39218 3818658 SH DEFINED 06 3818658 0 0 TAKE-TWO INTERACTIVE SOFTWAR COM 874054109 20 800 SH DEFINED 04 01 800 0 0 TAKE-TWO INTERACTIVE SOFTWAR COM 874054109 5652 221474 SH DEFINED 03 01 221474 0 0 TALBOTS INC COM 874161102 373 34638 SH DEFINED 03 01 34538 0 100 TALISMAN ENERGY INC COM 87425E103 13 740 SH DEFINED 04 01 740 0 0 TALISMAN ENERGY INC COM 87425E103 5039 284697 SH DEFINED 03 01 234097 0 50600 TALISMAN ENERGY INC COM 87425E103 2469 139500 SH DEFINED 02 139500 0 0 TALISMAN ENERGY INC COM 87425E103 91 5155 SH DEFINED 05 5155 0 0 TALISMAN ENERGY INC COM 87425E103 26 1473 SH DEFINED 06 1473 0 0 TAM SA SP ADR REP PFD 87484D103 1343 70000 SH DEFINED 70000 0 0 TAM SA SP ADR REP PFD 87484D103 547 28500 SH DEFINED 03 01 28500 0 0 TAM SA SP ADR REP PFD 87484D103 783 40800 SH DEFINED 06 40800 0 0 TANGER FACTORY OUTLET CTRS I COM 875465106 227 5900 SH DEFINED 04 01 5900 0 0 TANGER FACTORY OUTLET CTRS I COM 875465106 1328 34510 SH DEFINED 03 01 32181 0 2329 TANZANIAN ROYALTY EXPL CORP COM 87600U104 172 29925 SH DEFINED 03 01 29925 0 0 TARGA RESOURCES PARTNERS LP COM UNIT 87611X105 27511 1183288 SH DEFINED 01 1183288 0 0 TARGA RESOURCES PARTNERS LP COM UNIT 87611X105 47 2000 SH DEFINED 04 01 2000 0 0 TARGA RESOURCES PARTNERS LP COM UNIT 87611X105 561 24113 SH DEFINED 03 01 11613 0 12500 TARGET CORP COM 87612E106 127 2500 SH CALL DEFINED 04 01 0 0 0 TARGET CORP COM 87612E106 828040 16338600 SH DEFINED 04 01 16338600 0 0 TARGET CORP COM 87612E106 93015 1835346 SH DEFINED 03 01 1807938 0 27408 TARGET CORP COM 87612E106 101 2000 SH CALL DEFINED 05 0 0 0 TARGET CORP COM 87612E106 12980 256126 SH DEFINED 05 256126 0 0 TARRAGON CORP COM 876287103 215 100154 SH DEFINED 03 01 100154 0 0 TASEKO MINES LTD COM 876511106 329 64515 SH DEFINED 03 01 64515 0 0 TASER INTL INC COM 87651B104 78 8300 SH DEFINED 04 01 8300 0 0 TASER INTL INC COM 87651B104 1356 144215 SH DEFINED 03 01 144215 0 0 TATA MTRS LTD SPONSORED ADR 876568502 712 45600 SH DEFINED 04 01 45600 0 0 TATA MTRS LTD SPONSORED ADR 876568502 401 25650 SH DEFINED 03 01 22700 0 2950 TATA MTRS LTD SPONSORED ADR 876568502 5 342 SH DEFINED 06 342 0 0 TAUBMAN CTRS INC COM 876664103 68 1300 SH DEFINED 04 01 1300 0 0 TAUBMAN CTRS INC COM 876664103 3012 57811 SH DEFINED 03 01 57811 0 0 TEAM INC COM 878155100 202 7400 SH DEFINED 04 01 7400 0 0 TEAM INC COM 878155100 365 13365 SH DEFINED 03 01 13365 0 0 TECH DATA CORP COM 878237106 997 30394 SH DEFINED 04 01 30394 0 0 TECH DATA CORP COM 878237106 2798 85290 SH DEFINED 03 01 85290 0 0 TECHNE CORP COM 878377100 1017 15100 SH DEFINED 04 01 15100 0 0 TECHNE CORP COM 878377100 1865 27694 SH DEFINED 03 01 27307 0 387 TECHNITROL INC COM 878555101 7 300 SH DEFINED 04 01 300 0 0 TECHNITROL INC COM 878555101 424 18341 SH DEFINED 03 01 18341 0 0 TECK COMINCO LTD CL B 878742204 1654 40375 SH DEFINED 03 01 38500 0 1875 TECK COMINCO LTD CL B 878742204 3300 80570 SH DEFINED 02 80570 0 0 TECK COMINCO LTD CL B 878742204 3105 75795 SH DEFINED 05 75795 0 0 TECUMSEH PRODS CO CL A 878895200 2741 89333 SH DEFINED 03 01 89333 0 0 TEJON RANCH CO DEL COM 879080109 194 5200 SH DEFINED 04 01 5200 0 0 TEJON RANCH CO DEL COM 879080109 1965 52658 SH DEFINED 03 01 11358 0 41300 TEKELEC COM 879101103 86 6900 SH DEFINED 04 01 6900 0 0 TEKELEC COM 879101103 760 61043 SH DEFINED 03 01 61043 0 0 TELE NORTE LESTE PART S A SPON ADR PFD 879246106 2192 82598 SH DEFINED 03 01 79298 0 3300 TELE NORTE LESTE PART S A SPON ADR PFD 879246106 37 1380 SH DEFINED 05 1380 0 0 TELECOM ARGENTINA S A SPON ADR REP B 879273209 66 3100 SH DEFINED 04 01 3100 0 0 TELECOM ARGENTINA S A SPON ADR REP B 879273209 1124 53063 SH DEFINED 03 01 51590 0 1473 TELECOM ARGENTINA S A SPON ADR REP B 879273209 635 30000 SH DEFINED 06 30000 0 0 TELECOM CORP NEW ZEALAND LTD SPONSORED ADR 879278208 658 44263 SH DEFINED 03 01 38709 0 5554 TELECOM ITALIA S P A NEW SPON ADR ORD 87927Y102 1567 74992 SH DEFINED 03 01 57228 0 17764 TELECOMUNICACOES DE SAO PAUL SPON ADR PFD 87929A102 15 600 SH DEFINED 04 01 600 0 0 TELECOMUNICACOES DE SAO PAUL SPON ADR PFD 87929A102 664 26533 SH DEFINED 03 01 26533 0 0 TELECOMUNICACOES DE SAO PAUL SPON ADR PFD 87929A102 23 929 SH DEFINED 05 929 0 0 TELEDYNE TECHNOLOGIES INC COM 879360105 136 2900 SH DEFINED 04 01 2900 0 0 TELEDYNE TECHNOLOGIES INC COM 879360105 616 13107 SH DEFINED 03 01 13107 0 0 TELEFLEX INC COM 879369106 221 4628 SH DEFINED 04 01 4628 0 0 TELEFLEX INC COM 879369106 4791 100418 SH DEFINED 03 01 100339 0 79 TELEFONICA S A SPONSORED ADR 879382208 3216 37180 SH DEFINED 04 01 37180 0 0 TELEFONICA S A SPONSORED ADR 879382208 3494 40392 SH DEFINED 03 01 38287 0 2105 TELEFONICA S A SPONSORED ADR 879382208 4 47 SH DEFINED 06 47 0 0 TELEFONOS DE MEXICO S A B SPON ADR ORD L 879403780 1959 52100 SH DEFINED 52100 0 0 TELEFONOS DE MEXICO S A B SPON ADR ORD L 879403780 3496 92971 SH DEFINED 03 01 84936 0 8035 TELEFONOS DE MEXICO S A B SPON ADR ORD L 879403780 16938 450482 SH DEFINED 05 450482 0 0 TELEPHONE & DATA SYS INC COM 879433100 346 8819 SH DEFINED 04 01 8819 0 0 TELEPHONE & DATA SYS INC COM 879433100 4985 126933 SH DEFINED 03 01 126933 0 0 TELEPHONE & DATA SYS INC SPL COM 879433860 52 1404 SH DEFINED 04 01 1404 0 0 TELEPHONE & DATA SYS INC SPL COM 879433860 449 12029 SH DEFINED 03 01 12029 0 0 TELEMIG CELULAR PART S A SPON ADR PFD 87944E105 1526 26930 SH DEFINED 26930 0 0 TELEMIG CELULAR PART S A SPON ADR PFD 87944E105 31 550 SH DEFINED 04 01 550 0 0 TELEMIG CELULAR PART S A SPON ADR PFD 87944E105 204 3606 SH DEFINED 03 01 3606 0 0 TELIK INC COM 87959M109 6 2500 SH DEFINED 04 01 2500 0 0 TELIK INC COM 87959M109 36 14859 SH DEFINED 03 01 14859 0 0 TELLABS INC COM 879664100 121 22191 SH DEFINED 04 01 22191 0 0 TELLABS INC COM 879664100 5956 1092767 SH DEFINED 03 01 1089417 0 3350 TELUS CORP NON-VTG SHS 87971M202 393 9400 SH DEFINED 04 01 9400 0 0 TELUS CORP NON-VTG SHS 87971M202 599 14319 SH DEFINED 03 01 14319 0 0 TEMPLE INLAND INC COM 879868107 31417 2469900 SH DEFINED 04 01 2469900 0 0 TEMPLE INLAND INC COM 879868107 1408 110694 SH DEFINED 03 01 110644 0 50 TELETECH HOLDINGS INC COM 879939106 1951 86867 SH DEFINED 03 01 86867 0 0 TEMPLETON DRAGON FD INC COM 88018T101 218 8916 SH DEFINED 03 01 166 0 8750 TEMPLETON EMERGING MKTS FD I COM 880191101 202 10225 SH DEFINED 03 01 0 0 10225 TEMPLETON EMERG MKTS INCOME COM 880192109 189 13543 SH DEFINED 03 01 166 0 13377 TEMPLETON GLOBAL INCOME FD COM 880198106 451 47093 SH DEFINED 03 01 18 0 47075 TEMPUR PEDIC INTL INC COM 88023U101 8 700 SH DEFINED 04 01 700 0 0 TEMPUR PEDIC INTL INC COM 88023U101 404 36772 SH DEFINED 03 01 36306 0 466 TENARIS S A SPONSORED ADR 88031M109 5871 117775 SH DEFINED 117775 0 0 TENARIS S A SPONSORED ADR 88031M109 3694 74110 SH DEFINED 03 01 74110 0 0 TENET HEALTHCARE CORP COM 88033G100 7987 1411168 SH DEFINED 03 01 1375791 0 35377 TENNANT CO COM 880345103 127 3200 SH DEFINED 04 01 3200 0 0 TENNANT CO COM 880345103 728 18297 SH DEFINED 03 01 16298 0 1999 TENNECO INC COM 880349105 25 900 SH DEFINED 04 01 900 0 0 TENNECO INC COM 880349105 1493 53422 SH DEFINED 03 01 53422 0 0 TENNECO INC COM 880349105 181 6495 SH DEFINED 05 6495 0 0 TERADATA CORP DEL COM 88076W103 230 10427 SH DEFINED 04 01 10427 0 0 TERADATA CORP DEL COM 88076W103 7741 350919 SH DEFINED 03 01 350478 0 441 TERADYNE INC COM 880770102 7175 577706 SH DEFINED 03 01 571456 0 6250 TERADYNE INC COM 880770102 42 3347 SH DEFINED 05 3347 0 0 TEREX CORP NEW COM 880779103 2886 46175 SH DEFINED 46175 0 0 TEREX CORP NEW COM 880779103 1454 23257 SH DEFINED 04 01 23257 0 0 TEREX CORP NEW COM 880779103 16056 256902 SH DEFINED 03 01 255002 0 1900 TEREX CORP NEW COM 880779103 1360 21761 SH DEFINED 05 21761 0 0 TERNIUM SA SPON ADR 880890108 4062 113200 SH DEFINED 113200 0 0 TERNIUM SA SPON ADR 880890108 683 19036 SH DEFINED 03 01 19036 0 0 TERRA INDS INC COM 880915103 373 10500 SH DEFINED 04 01 10500 0 0 TERRA INDS INC COM 880915103 2651 74621 SH DEFINED 03 01 72371 0 2250 TERRA NITROGEN CO L P COM UNIT 881005201 89 800 SH DEFINED 04 01 800 0 0 TERRA NITROGEN CO L P COM UNIT 881005201 1045 9366 SH DEFINED 03 01 9366 0 0 TERREMARK WORLDWIDE INC COM NEW 881448203 81 14715 SH DEFINED 03 01 14715 0 0 TERRESTAR CORP COM 881451108 4392 900000 SH DEFINED 04 01 900000 0 0 TERRESTAR CORP COM 881451108 50 10268 SH DEFINED 03 01 10268 0 0 TERRESTAR CORP COM 881451108 6386 1308677 SH DEFINED 06 1308677 0 0 TESCO CORP COM 88157K101 477 19929 SH DEFINED 03 01 19929 0 0 TESORO CORP COM 881609101 2415 80504 SH DEFINED 80504 0 0 TESORO CORP COM 881609101 219 7286 SH DEFINED 04 01 7286 0 0 TESORO CORP COM 881609101 10365 345501 SH DEFINED 03 01 336701 0 8800 TEVA PHARMACEUTICAL INDS LTD ADR 881624209 176 3800 SH DEFINED 3800 0 0 TEVA PHARMACEUTICAL INDS LTD ADR 881624209 6471 140093 SH DEFINED 03 01 78544 0 61549 TEVA PHARMACEUTICAL INDS LTD ADR 881624209 1064 23029 SH DEFINED 05 23029 0 0 TEVA PHARMACEUTICAL INDS LTD ADR 881624209 1363 29504 SH DEFINED 06 29504 0 0 TETRA TECHNOLOGIES INC DEL COM 88162F105 1125 71032 SH DEFINED 03 01 71032 0 0 TETRA TECH INC NEW COM 88162G103 33 1700 SH DEFINED 04 01 1700 0 0 TETRA TECH INC NEW COM 88162G103 255 13054 SH DEFINED 03 01 12924 0 130 TEVA PHARMACEUTICAL FIN LLC DBCV 0.250% 2/0 88163VAE9 13391 12830000 PRN DEFINED 03 01 12830000 0 0 TESSERA TECHNOLOGIES INC COM 88164L100 127 6100 SH DEFINED 04 01 6100 0 0 TESSERA TECHNOLOGIES INC COM 88164L100 118 5676 SH DEFINED 03 01 5676 0 0 TEVA PHARMACEUTICAL FIN II L DBCV 0.500% 2/0 88164RAA5 2937 2366000 PRN DEFINED 03 01 2366000 0 0 TEVA PHARMACEUTICAL FIN II L DBCV 0.250% 2/0 88164RAB3 3397 2500000 PRN DEFINED 03 01 2500000 0 0 TEVA PHARMACEUTICAL FIN CO B NOTE 1.750% 2/0 88165FAA0 52324 46253000 PRN DEFINED 03 01 46253000 0 0 TEVA PHARMACEUTICAL FIN CO B NOTE 1.750% 2/0 88165FAA0 161 142000 PRN DEFINED 06 142000 0 0 TEXAS CAPITAL BANCSHARES INC COM 88224Q107 76 4500 SH DEFINED 04 01 4500 0 0 TEXAS CAPITAL BANCSHARES INC COM 88224Q107 164 9705 SH DEFINED 03 01 9705 0 0 TEXAS INDS INC COM 882491103 66 1090 SH DEFINED 04 01 1090 0 0 TEXAS INDS INC COM 882491103 3380 56231 SH DEFINED 03 01 56231 0 0 TEXAS INSTRS INC COM 882508104 57 2000 SH DEFINED 2000 0 0 TEXAS INSTRS INC COM 882508104 3024 106971 SH DEFINED 04 01 106971 0 0 TEXAS INSTRS INC COM 882508104 70934 2509167 SH DEFINED 03 01 2451998 0 57169 TEXAS INSTRS INC COM 882508104 30063 1063410 SH DEFINED 05 1063410 0 0 TEXAS INSTRS INC COM 882508104 233 8238 SH DEFINED 06 8238 0 0 TEXAS ROADHOUSE INC CL A 882681109 407 41530 SH DEFINED 03 01 41530 0 0 THAI CAP FD INC COM NEW 882905201 1886 156369 SH DEFINED 156369 0 0 THAI CAP FD INC COM NEW 882905201 3 280 SH DEFINED 03 01 280 0 0 TEXTRON INC COM 883203101 772 13938 SH DEFINED 04 01 13938 0 0 TEXTRON INC COM 883203101 32323 583241 SH DEFINED 03 01 576066 0 7175 TEXTRON INC COM 883203101 61 1100 SH DEFINED 06 1100 0 0 THERAGENICS CORP COM 883375107 1 300 SH DEFINED 04 01 300 0 0 THERAGENICS CORP COM 883375107 129 32703 SH DEFINED 03 01 32703 0 0 THE9 LTD ADR 88337K104 697 34007 SH DEFINED 03 01 34007 0 0 THERAVANCE INC COM 88338T104 291 27611 SH DEFINED 03 01 27611 0 0 THERMO FISHER SCIENTIFIC INC COM 883556102 14089 247874 SH DEFINED 247874 0 0 THERMO FISHER SCIENTIFIC INC COM 883556102 1592 28003 SH DEFINED 04 01 28003 0 0 THERMO FISHER SCIENTIFIC INC COM 883556102 51118 899339 SH DEFINED 03 01 898339 0 1000 THESTREET COM COM 88368Q103 31 3810 SH DEFINED 04 01 3810 0 0 THESTREET COM COM 88368Q103 90 11116 SH DEFINED 03 01 5116 0 6000 THINK PARTNERSHIP INC COM 88409N101 14 14600 SH DEFINED 03 01 0 0 14600 THOMAS & BETTS CORP COM 884315102 3427 94225 SH DEFINED 03 01 94225 0 0 THOMAS WEISEL PARTNERS GRP I COM 884481102 862 130191 SH DEFINED 03 01 130191 0 0 THOMPSON CREEK METALS CO INC COM 884768102 3169 173549 SH DEFINED 173549 0 0 THOMPSON CREEK METALS CO INC COM 884768102 123 6750 SH DEFINED 03 01 400 0 6350 THOMSON CORP COM 884903105 7090 211438 SH DEFINED 03 01 211438 0 0 THOMSON CORP COM 884903105 335 10000 SH DEFINED 02 10000 0 0 THOMSON CORP COM 884903105 61 1808 SH DEFINED 05 1808 0 0 THOMSON CORP COM 884903105 841 25095 SH DEFINED 06 25095 0 0 THOMSON SPONSORED ADR 885118109 472 67656 SH DEFINED 03 01 59651 0 8005 THOR INDS INC COM 885160101 1892 63558 SH DEFINED 03 01 63558 0 0 THORATEC CORP COM NEW 885175307 426 29800 SH DEFINED 03 01 29800 0 0 THORNBURG MTG INC COM 885218107 5 4000 SH DEFINED 04 01 4000 0 0 THORNBURG MTG INC COM 885218107 151 124849 SH DEFINED 03 01 124849 0 0 3COM CORP COM 885535104 2440 1065700 SH DEFINED 04 01 1065700 0 0 3COM CORP COM 885535104 3400 1484778 SH DEFINED 03 01 1483583 0 1195 3-D SYS CORP DEL COM NEW 88554D205 287 19550 SH DEFINED 03 01 14500 0 5050 3M CO COM 88579Y101 2256 28500 SH DEFINED 28500 0 0 3M CO COM 88579Y101 27611 348840 SH DEFINED 04 01 348840 0 0 3M CO COM 88579Y101 108180 1366776 SH DEFINED 03 01 1335513 0 31263 3M CO COM 88579Y101 31716 400704 SH DEFINED 05 400704 0 0 3M CO COM 88579Y101 748 9455 SH DEFINED 06 9455 0 0 TIBCO SOFTWARE INC COM 88632Q103 44 6100 SH DEFINED 04 01 6100 0 0 TIBCO SOFTWARE INC COM 88632Q103 482 67527 SH DEFINED 03 01 67527 0 0 TIDEWATER INC COM 886423102 851 15440 SH DEFINED 04 01 15440 0 0 TIDEWATER INC COM 886423102 4026 73062 SH DEFINED 03 01 72532 0 530 TIDEWATER INC COM 886423102 8 150 SH DEFINED 05 150 0 0 TIFFANY & CO NEW COM 886547108 210 5013 SH DEFINED 5013 0 0 TIFFANY & CO NEW COM 886547108 360 8615 SH DEFINED 04 01 8615 0 0 TIFFANY & CO NEW COM 886547108 12963 309824 SH DEFINED 03 01 299424 0 10400 TIFFANY & CO NEW COM 886547108 921 22005 SH DEFINED 05 22005 0 0 TIFFANY & CO NEW COM 886547108 1381 33000 SH DEFINED 06 33000 0 0 TIM HORTONS INC COM 88706M103 1207 35462 SH DEFINED 04 01 35462 0 0 TIM HORTONS INC COM 88706M103 3925 115283 SH DEFINED 03 01 115148 0 135 TIM PARTICIPACOES S A SPONS ADR PFD 88706P106 11 340 SH DEFINED 04 01 340 0 0 TIM PARTICIPACOES S A SPONS ADR PFD 88706P106 2168 67132 SH DEFINED 03 01 65509 0 1623 TIMBERLAND CO CL A 887100105 2369 172550 SH DEFINED 03 01 168257 0 4293 TIME WARNER INC COM 887317105 39129 2790960 SH DEFINED 04 01 2790960 0 0 TIME WARNER INC COM 887317105 96796 6904147 SH DEFINED 03 01 6738397 0 165750 TIME WARNER INC COM 887317105 34059 2429295 SH DEFINED 05 2429295 0 0 TIME WARNER INC COM 887317105 2282 162790 SH DEFINED 06 162790 0 0 TIME WARNER TELECOM INC CL A 887319101 1196 77224 SH DEFINED 03 01 77224 0 0 TIME WARNER TELECOM INC DBCV 2.375% 4/0 887319AC5 2508 2400000 PRN DEFINED 03 01 2400000 0 0 TIME WARNER CABLE INC CL A 88732J108 300 11995 SH DEFINED 04 01 11995 0 0 TIME WARNER CABLE INC CL A 88732J108 6076 243247 SH DEFINED 03 01 243247 0 0 TIME WARNER CABLE INC CL A 88732J108 453 18135 SH DEFINED 05 18135 0 0 TIMKEN CO COM 887389104 47 1590 SH DEFINED 04 01 1590 0 0 TIMKEN CO COM 887389104 1504 50621 SH DEFINED 03 01 50621 0 0 TITAN INTL INC ILL COM 88830M102 4638 151516 SH DEFINED 03 01 151516 0 0 TITAN INTL INC ILL COM 88830M102 918 30000 SH DEFINED 05 30000 0 0 TITAN MACHY INC COM 88830R101 275 14700 SH DEFINED 03 01 14700 0 0 TITANIUM METALS CORP COM NEW 888339207 200 13287 SH DEFINED 04 01 13287 0 0 TITANIUM METALS CORP COM NEW 888339207 4484 297973 SH DEFINED 03 01 297973 0 0 TIVO INC COM 888706108 823 94000 SH DEFINED 04 01 94000 0 0 TIVO INC COM 888706108 596 68020 SH DEFINED 03 01 68020 0 0 TOLL BROTHERS INC COM 889478103 166 7087 SH DEFINED 04 01 7087 0 0 TOLL BROTHERS INC COM 889478103 2406 102477 SH DEFINED 03 01 77459 0 25018 TOLLGRADE COMMUNICATIONS INC COM 889542106 1 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HOLDINGS LTD SHS G96655108 2156 64147 SH DEFINED 03 01 64147 0 0 XL CAP LTD CL A G98255105 928 31413 SH DEFINED 31413 0 0 XL CAP LTD CL A G98255105 345 11687 SH DEFINED 04 01 11687 0 0 XL CAP LTD CL A G98255105 11382 385185 SH DEFINED 03 01 385067 0 118 XL CAP LTD CL A G98255105 122 4112 SH DEFINED 05 4112 0 0 XOMA LTD ORD G9825R107 81 31199 SH DEFINED 03 01 31199 0 0 XYRATEX LTD COM G98268108 129 7200 SH DEFINED 04 01 7200 0 0 XYRATEX LTD COM G98268108 915 51000 SH DEFINED 03 01 51000 0 0 YUCHENG TECHNOLOGIES LTD COM G98777108 484 29223 SH DEFINED 03 01 29223 0 0 ALCON INC COM SHS H01301102 10284 72293 SH DEFINED 72293 0 0 ALCON INC COM SHS H01301102 1123 7898 SH DEFINED 04 01 7898 0 0 ALCON INC COM SHS H01301102 1877 13196 SH DEFINED 03 01 13196 0 0 ALCON INC COM SHS H01301102 529 3719 SH DEFINED 06 3719 0 0 LOGITECH INTL S A SHS H50430232 15694 616891 SH DEFINED 616891 0 0 LOGITECH INTL S A SHS H50430232 20 800 SH DEFINED 04 01 800 0 0 LOGITECH INTL S A SHS H50430232 1499 58913 SH DEFINED 03 01 58913 0 0 LOGITECH INTL S A SHS H50430232 35 1373 SH DEFINED 05 1373 0 0 LOGITECH INTL S A SHS H50430232 3762 147891 SH DEFINED 06 147891 0 0 UBS AG SHS NEW H89231338 202 7020 SH CALL DEFINED 0 0 0 UBS AG SHS NEW H89231338 232 8050 SH CALL DEFINED 0 0 0 UBS AG SHS NEW H89231338 2880 100000 SH PUT DEFINED 0 0 0 UBS AG SHS NEW H89231338 4320 150000 SH CALL DEFINED 0 0 0 UBS AG SHS NEW H89231338 5780 200700 SH CALL DEFINED 0 0 0 UBS AG SHS NEW H89231338 5787 200924 SH PUT DEFINED 0 0 0 UBS AG SHS NEW H89231338 5803 201478 SH CALL DEFINED 0 0 0 UBS AG SHS NEW H89231338 8520 295829 SH CALL DEFINED 0 0 0 UBS AG SHS NEW H89231338 8640 300000 SH PUT DEFINED 0 0 0 UBS AG SHS NEW H89231338 13969 485050 SH CALL DEFINED 0 0 0 UBS AG SHS NEW H89231338 20320 705560 SH CALL DEFINED 0 0 0 UBS AG SHS NEW H89231338 37449 1300297 SH PUT DEFINED 0 0 0 UBS AG SHS NEW H89231338 63597 2208234 SH PUT DEFINED 0 0 0 UBS AG SHS NEW H89231338 464870 16141303 SH DEFINED 16141303 0 0 UBS AG SHS NEW 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CHECK POINT SOFTWARE TECH LT ORD M22465104 635 28336 SH DEFINED 06 28336 0 0 ELBIT SYS LTD ORD M3760D101 100 1800 SH DEFINED 04 01 1800 0 0 ELBIT SYS LTD ORD M3760D101 459 8285 SH DEFINED 03 01 8285 0 0 GIVEN IMAGING ORD SHS M52020100 197 11648 SH DEFINED 03 01 9648 0 2000 LANOPTICS LTD ORD M6706C103 127 11455 SH DEFINED 03 01 9955 0 1500 ORBOTECH LTD ORD M75253100 257 13991 SH DEFINED 03 01 13991 0 0 ORCKIT COMMUNICATIONS LTD SHS NEW M7531S206 169 22963 SH DEFINED 03 01 22963 0 0 RADVISION LTD ORD M81869105 178 27037 SH DEFINED 03 01 27037 0 0 RADWARE LTD ORD M81873107 166 16267 SH DEFINED 03 01 16167 0 100 SYNERON MEDICAL LTD ORD SHS M87245102 325 22313 SH DEFINED 03 01 22313 0 0 AERCAP HOLDINGS NV SHS N00985106 574 32662 SH DEFINED 03 01 32662 0 0 ASM INTL N V COM N07045102 83 4500 SH DEFINED 04 01 4500 0 0 ASM INTL N V COM N07045102 123 6632 SH DEFINED 03 01 6632 0 0 ASM INTL N V COM N07045102 11 597 SH DEFINED 05 597 0 0 ASM INTL N V COM N07045102 345 18599 SH DEFINED 06 18599 0 0 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