-----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, P9JEwiTIOtQ4qTa62mMHRfZaxsFQWs30r9HWY8WObApnjMuwL6bfY3fJeQEosE55 TzQI9N/NqHp/CPSaXXZwFQ== 0000903423-10-000307.txt : 20100514 0000903423-10-000307.hdr.sgml : 20100514 20100514132030 ACCESSION NUMBER: 0000903423-10-000307 CONFORMED SUBMISSION TYPE: 13F-HR PUBLIC DOCUMENT COUNT: 1 CONFORMED PERIOD OF REPORT: 20100331 FILED AS OF DATE: 20100514 DATE AS OF CHANGE: 20100514 EFFECTIVENESS DATE: 20100514 FILER: COMPANY DATA: COMPANY CONFORMED NAME: CREDIT AGRICOLE S A CENTRAL INDEX KEY: 0001191672 IRS NUMBER: 000000000 FILING VALUES: FORM TYPE: 13F-HR SEC ACT: 1934 Act SEC FILE NUMBER: 028-11373 FILM NUMBER: 10831972 BUSINESS ADDRESS: STREET 1: 91-93 BD PASTEUR CITY: PARIS STATE: I0 ZIP: 75015 BUSINESS PHONE: 01-43-23-07-30 MAIL ADDRESS: STREET 1: 91-93 BD PASTEUR CITY: PARIS STATE: I0 ZIP: 75015 13F-HR 1 ca-13fhr_0514.txt UNITED STATES SECURITIES AND EXCHANGE COMMISSION Washington, D.C. 20549 Form 13F FORM 13F COVER PAGE Report for the Calendar Year or Quarter Ended : March 31, 2010 Check here if Amendment [ ]; Amendment Number: This Amendment (Check only one.): [ ] is a restatement. [ ] adds new holdings entries. Institutional Investment Manager Filing this Report: Name: Credit Agricole S.A. Address: 91-93 boulevard Pasteur 75015 Paris France Form 13F File Number: 28-11373 The institutional investment manager filing this report and the person by whom it is signed hereby represent that the person signing the report is authorized to submit it, that all information contained herein is true, correct and complete, and that it is understood that all required items, statements, schedules, lists, and tables, are considered integral parts of this form. Person Signing this Report on Behalf of Reporting Manager: Name: Olivier Guilhamon Title: Head of Group Compliance Phone: 33.1.43.23.75.18 Signature, Place, and Date of Signing /s/ Olivier Guilhamon Paris, France May 14, 2010 - ---------------------- -------------------- ----------------- [Signature] [City, State] [Date] Report Type (Check only one.): [X] 13F HOLDINGS REPORT. (Check here if all holdings of this reporting manager are reported in this report.) [ ] 13F NOTICE; (Check here if no holdings reported are in this report, and all holdings are reported by other reporting manager(s).) [ ] 13F COMBINATION REPORT. (Check here if a portion of the holdings for this reporting manager are reported in this report and a portion by other reporting manager(s).) FORM 13F SUMMARY PAGE Report Summary: Number of Other Included Managers: 16 Form 13F Information Table Entry Total: 8,204 Form 13F Information Table Value Total: 25,818,502 (thousands) List of Other Included Managers: Provide a numbered list of the name(s) and Form 13F file number(s) of all institutional investment managers with respect to which this report is filed, other than the manager filing this report. [If there are no entries in this list, state "NONE" and omit the column headings and list entries.] No. Form 13F File Number Name 1 28-11418 Credit Agricole Corporate and Investment Bank 2 28-11417 Credit Agricole Luxembourg 3 28-11442 Credit Agricole (Suisse) SA 4 28-12172 Credit Agricole Cheuvreux 5 28-11416 Amundi Group 6 28-11419 Amundi 7 28-11415 CPR Asset Management 8 28-13366 Credit Agricole Asset Management Financial Solutions 9 28-13365 Amundi Investment Solutions 10 28-13363 Amundi Investment Solutions Americas Inc 11 28-13364 Amundi Investment Solutions Advisers LLC 12 28-13717 Societe Generale Gestion 13 28-13718 Etoile Gestion S.N.C. 14 28-13719 Societe Generale Asset Management (North Pacific) Ltd 15 28-13721 Societe Generale Asset Management (Japan) Co., Ltd 16 28-13720 SG/Russell Asset Management Ltd
VALUE SHS OR SH/ PUT/ INVESTMENT OTHER NAME OF ISSUER TITLE OF CLASS CUSIP (X$1000) PRN AMT PRN CALL DISCRETION MANAGERS 3COM CORP. . . . . . . . . . COM 885535104 891 116,000 SH Defined 1.4 3COM CORP. . . . . . . . . . COM 885535104 1 170 SH Defined 5,6,8,9,10,11 3COM CORP. . . . . . . . . . COM 885535104 71 9,293 SH Defined 5,6,8,9,10,11 3COM CORP. . . . . . . . . . COM 885535104 112 14,616 SH Defined 5,6,8,9,10,11 3COM CORP. . . . . . . . . . COM 885535104 519 67,640 SH Defined 5,6,8,9,10,11 3COM CORP. . . . . . . . . . COM 885535104 2,140 278,604 SH Defined 5,6,8,9,10,11 3M CO. . . . . . . . . . . . COM 88579Y101 65,290 781,260 SH Defined 5.6 3M CO. . . . . . . . . . . . COM 88579Y101 1,705 20,400 SH Defined 5.6 3M CO. . . . . . . . . . . . COM 88579Y101 64 769 SH Defined 1.4 3M CO. . . . . . . . . . . . COM 88579Y101 49 590 SH Defined 5,6,8,9,10,11 3M CO. . . . . . . . . . . . COM 88579Y101 7 89 SH Defined 5,6,8,9,10,11 3M CO. . . . . . . . . . . . COM 88579Y101 5,850 70,000 SH Defined 5.7 3M CO. . . . . . . . . . . . COM 88579Y101 1,880 22,500 SH Defined 5.7 3M CO. . . . . . . . . . . . COM 88579Y101 1,379 16,500 SH Defined 5.7 3M CO. . . . . . . . . . . . COM 88579Y101 618 7,400 SH Defined 5.7 3M CO. . . . . . . . . . . . COM 88579Y101 251 3,000 SH Defined 5.7 3M CO. . . . . . . . . . . . COM 88579Y101 201 2,400 SH Defined 5.7 3M CO. . . . . . . . . . . . COM 88579Y101 1,028 12,300 SH Defined 5.13 3M CO. . . . . . . . . . . . COM 88579Y101 1,306 15,627 SH Defined 5,6,16 3M CO. . . . . . . . . . . . COM 88579Y101 8,415 100,700 SH Defined 5.12 3M CO. . . . . . . . . . . . COM 88579Y101 11,589 138,670 SH Defined 5.12 3M CO. . . . . . . . . . . . COM 88579Y101 3,439 41,149 SH Defined 1 3PAR INC . . . . . . . . . . COM 88580F109 5 486 SH Defined 5,6,8,9,10,11 99 CENTS ONLY STORES . . . . COM 65440K106 41 2,500 SH Defined 1.4 99 CENTS ONLY STORES . . . . COM 65440K106 34 2,062 SH Defined 5,6,8,9,10,11 99 CENTS ONLY STORES . . . . COM 65440K106 4 270 SH Defined 5,6,8,9,10,11 A D C TELECOMMUNICATIONS . . COM NEW 000886309 11 1,503 SH Defined 5,6,8,9,10,11 AARON INC. . . . . . . . . . COM 002535201 11 316 SH Defined 5,6,8,9,10,11 ABB LTD. . . . . . . . . . . SPONSORED ADR 000375204 1,254 57,400 SH Defined 1.4 ABBOTT LABS. . . . . . . . . COM 002824100 76,427 1,450,776 SH Defined 5.6 ABBOTT LABS. . . . . . . . . COM 002824100 41 772 SH Defined 5,6,8,9,10,11 ABBOTT LABS. . . . . . . . . COM 002824100 7,902 150,000 SH Defined 5.7 ABBOTT LABS. . . . . . . . . COM 002824100 1,698 32,225 SH Defined 5.7 ABBOTT LABS. . . . . . . . . COM 002824100 738 14,000 SH Defined 5.7 ABBOTT LABS. . . . . . . . . COM 002824100 241 4,580 SH Defined 5.7 ABBOTT LABS. . . . . . . . . COM 002824100 211 4,000 SH Defined 5.7 ABBOTT LABS. . . . . . . . . COM 002824100 906 17,200 SH Defined 5.13 ABBOTT LABS. . . . . . . . . COM 002824100 980 18,600 SH Defined 5,6,16 ABBOTT LABS. . . . . . . . . COM 002824100 11,968 227,190 SH Defined 5,6,14,15 ABBOTT LABS. . . . . . . . . COM 002824100 244 4,630 SH Defined 5,6,14,15 ABBOTT LABS. . . . . . . . . COM 002824100 9,304 176,615 SH Defined 1 ABERCROMBIE & FITCH CO . . . CL A 002896207 275 6,027 SH Defined 5.6 ABERCROMBIE & FITCH CO . . . CL A 002896207 103 2,260 SH Defined 1.4 ABERCROMBIE & FITCH CO . . . CL A 002896207 3,123 68,421 SH Defined 1.3 ABERCROMBIE & FITCH CO . . . CL A 002896207 1,249 27,356 SH Defined 1.2 ABERCROMBIE & FITCH CO . . . CL A 002896207 101 2,210 SH Defined 5,6,8,9,10,11 ABERCROMBIE & FITCH CO . . . CL A 002896207 219 4,806 SH Defined 5,6,8,9,10,11 ABERCROMBIE & FITCH CO . . . CL A 002896207 222 4,872 SH Defined 1 ABM INDS INC . . . . . . . . COM 000957100 30 1,400 SH Defined 5,6,16 ABOVENET INC . . . . . . . . COM 00374N107 71 1,402 SH Defined 5,6,16 ABRAXIS BIOSCIENCE INC NEW . COM 00383Y102 26 500 SH Defined 1.4 ACACIA RESH CORP . . . . . . ACACIA TCH COM 003881307 6 600 SH Defined 5,6,8,9,10,11 ACADIA RLTY TR . . . . . . . COM SH BEN INT 004239109 1,592 89,140 SH Defined 5.6 ACADIA RLTY TR . . . . . . . COM SH BEN INT 004239109 209 11,715 SH Defined 5.6 ACCENTURE PLC IRELAND. . . . SHS CLASS A G1151C101 27,777 662,155 SH Defined 5.6 ACCENTURE PLC IRELAND. . . . SHS CLASS A G1151C101 430 10,245 SH Defined 1.4 ACCENTURE PLC IRELAND. . . . SHS CLASS A G1151C101 1,556 37,100 SH Defined 1.2 ACCENTURE PLC IRELAND. . . . SHS CLASS A G1151C101 107 2,552 SH Defined 5,6,8,9,10,11 ACCENTURE PLC IRELAND. . . . SHS CLASS A G1151C101 0 2 SH Defined 5,6,8,9 ACCENTURE PLC IRELAND. . . . SHS CLASS A G1151C101 2,727 65,000 SH Defined 5.7 ACCENTURE PLC IRELAND. . . . SHS CLASS A G1151C101 310 7,400 SH Defined 5.7 ACCENTURE PLC IRELAND. . . . SHS CLASS A G1151C101 231 5,500 SH Defined 5.7 ACCENTURE PLC IRELAND. . . . SHS CLASS A G1151C101 164 3,900 SH Defined 5.7 ACCENTURE PLC IRELAND. . . . SHS CLASS A G1151C101 403 9,600 SH Defined 5,6,16 ACCENTURE PLC IRELAND. . . . SHS CLASS A G1151C101 1,529 36,446 SH Defined 5.12 ACCENTURE PLC IRELAND. . . . SHS CLASS A G1151C101 407 9,693 SH Defined 1 ACE LTD. . . . . . . . . . . SHS H0023R105 16,950 324,097 SH Defined 5.6 ACE LTD. . . . . . . . . . . SHS H0023R105 5 100 SH Defined 1.4 ACE LTD. . . . . . . . . . . SHS H0023R105 21 402 SH Defined 5,6,8,9,10,11 ACE LTD. . . . . . . . . . . SHS H0023R105 2,354 45,000 SH Defined 5.7 ACE LTD. . . . . . . . . . . SHS H0023R105 2,241 42,850 SH Defined 5.12 ACE LTD. . . . . . . . . . . SHS H0023R105 59,482 1,137,320 SH Defined 5,6,14,15 ACE LTD. . . . . . . . . . . SHS H0023R105 110 2,100 SH Defined 5,6,14,15 ACE LTD. . . . . . . . . . . SHS H0023R105 476 9,102 SH Defined 1 ACERGY S A . . . . . . . . . SPONSORED ADR 00443E104 7,492 408,051 SH Defined 1.4 ACME PACKET INC. . . . . . . COM 004764106 58 3,020 SH Defined 5,6,16 ACORDA THERAPEUTICS INC. . . COM 00484M106 31 900 SH Defined 1.4 ACORDA THERAPEUTICS INC. . . COM 00484M106 6 161 SH Defined 5,6,8,9,10,11 ACORDA THERAPEUTICS INC. . . COM 00484M106 65 1,913 SH Defined 5.12 ACTIVIDENTITY CORP . . . . . COM 00506P103 0 50 SH Defined 5.12 ACTIVISION BLIZZARD INC. . . COM 00507V109 551 45,689 SH Defined 5.6 ACTIVISION BLIZZARD INC. . . COM 00507V109 184 15,242 SH Defined 1.4 ACTIVISION BLIZZARD INC. . . COM 00507V109 7 599 SH Defined 5,6,8,9,10,11 ACTIVISION BLIZZARD INC. . . COM 00507V109 970 80,444 SH Defined 5.12 ACTIVISION BLIZZARD INC. . . COM 00507V109 183 15,175 SH Defined 1 ACXIOM CORP. . . . . . . . . COM 005125109 16 900 SH Defined 1.4 ACXIOM CORP. . . . . . . . . COM 005125109 58 3,214 SH Defined 5,6,16 AD C TELECOMMUNICATIONS. . . NOTE 3.500% 7/1 000886AE1 723 889,000 PRN Defined 5,6,8,9,10,11 AD C TELECOMMUNICATIONS. . . NOTE 3.500% 7/1 000886AF8 422 560,000 PRN Defined 5,6,8,9,10,11 ADAPTEC INC. . . . . . . . . COM 00651F108 11 3,468 SH Defined 5,6,8,9,10,11 ADMINISTAFF INC. . . . . . . COM 007094105 42 1,950 SH Defined 5,6,16 ADOBE SYS INC. . . . . . . . COM 00724F101 1,920 54,281 SH Defined 5.6 ADOBE SYS INC. . . . . . . . COM 00724F101 146 4,130 SH Defined 1.4 ADOBE SYS INC. . . . . . . . COM 00724F101 1,061 29,986 SH Defined 1 ADVANCE AMER CASH ADVANCE CT COM 00739W107 37 6,390 SH Defined 5,6,8,9,10,11 ADVANCE AMER CASH ADVANCE CT COM 00739W107 21 3,527 SH Defined 5,6,16 ADVANCE AUTO PARTS INC . . . COM 00751Y106 277 6,607 SH Defined 5.6 ADVANCE AUTO PARTS INC . . . COM 00751Y106 22 529 SH Defined 5,6,8,9,10,11 ADVANCE AUTO PARTS INC . . . COM 00751Y106 96 2,296 SH Defined 1 ADVANCED ENERGY INDS . . . . COM 007973100 41 2,464 SH Defined 5,6,8,9,10,11 ADVANCED MICRO DEVICES INC . COM 007903107 1,042 112,402 SH Defined 5.6 ADVANCED MICRO DEVICES INC . COM 007903107 181 19,563 SH Defined 1.4 ADVANCED MICRO DEVICES INC . COM 007903107 273 29,502 SH Defined 5,6,8,9,10,11 ADVANCED MICRO DEVICES INC . COM 007903107 1 95 SH Defined 5,6,8,9,10,11 ADVANCED MICRO DEVICES INC . NOTE 6.000% 5/0 007903AL1 231 240,000 PRN Defined 5,6,8,9,10,11 ADVANCED MICRO DEVICES INC . NOTE 6.000% 5/0 007903AL1 4,364 4,537,000 PRN Defined 5,6,8,9,10,11 ADVANCED MICRO DEVICES INC . NOTE 5.750% 8/1 007903AN7 484 483,000 PRN Defined 5,6,8,9,10,11 ADVANCED MICRO DEVICES INC . NOTE 5.750% 8/1 007903AN7 1,425 1,422,000 PRN Defined 5,6,8,9,10,11 ADVANCED MICRO DEVICES INC . COM 007903107 73 7,900 SH Defined 5.13 ADVANCED MICRO DEVICES INC . COM 007903107 214 23,119 SH Defined 1 AECOM TECHNOLOGY CORP DELAWA COM 00766T100 457 16,100 SH Defined 5.6 AECOM TECHNOLOGY CORP DELAWA COM 00766T100 7 248 SH Defined 5,6,8,9,10,11 AEGEAN MARINE PETROLEUM NETW SHS Y0017S102 19 657 SH Defined 5,6,8,9,10,11 AEROPOSTALE. . . . . . . . . COM 007865108 28 960 SH Defined 1.4 AEROPOSTALE. . . . . . . . . COM 007865108 874 30,330 SH Defined 1.2 AEROPOSTALE. . . . . . . . . COM 007865108 54 1,887 SH Defined 5,6,16 AEROVIRONMENT INC. . . . . . COM 008073108 7 257 SH Defined 5,6,8,9,10,11 AEROVIRONMENT INC. . . . . . COM 008073108 725 27,750 SH Defined 5.12 AES CORP . . . . . . . . . . COM 00130H105 14,443 1,313,017 SH Defined 5.6 AES CORP . . . . . . . . . . COM 00130H105 151 13,751 SH Defined 1.4 AES CORP . . . . . . . . . . COM 00130H105 51 4,627 SH Defined 5,6,8,9,10,11 AES CORP . . . . . . . . . . COM 00130H105 637 57,900 SH Defined 5,6,8,9 AES CORP . . . . . . . . . . COM 00130H105 93 8,411 SH Defined 5,6,8,9 AES CORP . . . . . . . . . . COM 00130H105 1,253 113,900 SH Defined 5.7 AES CORP . . . . . . . . . . COM 00130H105 472 42,899 SH Defined 1 AETNA INC NEW. . . . . . . . COM 00817Y108 21,386 609,105 SH Defined 5.6 AETNA INC NEW. . . . . . . . COM 00817Y108 55 1,572 SH Defined 1.4 AETNA INC NEW. . . . . . . . COM 00817Y108 2,019 57,500 SH Defined 1.2 AETNA INC NEW. . . . . . . . COM 00817Y108 191 5,440 SH Defined 5,6,8,9,10,11 AETNA INC NEW. . . . . . . . COM 00817Y108 4,035 114,925 SH Defined 5.7 AETNA INC NEW. . . . . . . . COM 00817Y108 569 16,200 SH Defined 5.7 AETNA INC NEW. . . . . . . . COM 00817Y108 246 7,000 SH Defined 5.7 AETNA INC NEW. . . . . . . . COM 00817Y108 185 5,270 SH Defined 5.7 AETNA INC NEW. . . . . . . . COM 00817Y108 1,485 42,300 SH Defined 5,6,14,15 AETNA INC NEW. . . . . . . . COM 00817Y108 200 5,700 SH Defined 5,6,14,15 AETNA INC NEW. . . . . . . . COM 00817Y108 1,709 48,662 SH Defined 1 AFC ENTERPRISES INC. . . . . COM 00104Q107 28 2,610 SH Defined 5,6,8,9,10,11 AFFILIATED MANAGERS GROUP. . NOTE 3.950% 8/1 008252AL2 982 991,000 PRN Defined 5.6 AFFILIATED MANAGERS GROUP. . COM 008252108 257 3,254 SH Defined 5,6,8,9,10,11 AFFILIATED MANAGERS GROUP. . COM 008252108 8 97 SH Defined 1 AFFYMETRIX INC . . . . . . . COM 00826T108 44 6,021 SH Defined 5,6,8,9,10,11 AFFYMETRIX INC . . . . . . . NOTE 3.500% 1/1 00826TAG3 744 832,000 PRN Defined 5,6,8,9,10,11 AFLAC INC. . . . . . . . . . COM 001055102 20,222 372,478 SH Defined 5.6 AFLAC INC. . . . . . . . . . COM 001055102 44 813 SH Defined 1.4 AFLAC INC. . . . . . . . . . COM 001055102 37 673 SH Defined 5,6,8,9,10,11 AFLAC INC. . . . . . . . . . COM 001055102 662 12,200 SH Defined 5,6,16 AFLAC INC. . . . . . . . . . COM 001055102 1,260 23,215 SH Defined 5.12 AFLAC INC. . . . . . . . . . COM 001055102 11,928 219,700 SH Defined 5,6,14,15 AFLAC INC. . . . . . . . . . COM 001055102 293 5,400 SH Defined 5,6,14,15 AFLAC INC. . . . . . . . . . COM 001055102 1,112 20,477 SH Defined 1 AGA MED HLDGS INC. . . . . . COM 008368102 6 343 SH Defined 5,6,8,9,10,11 AGCO CORP. . . . . . . . . . COM 001084102 6,673 186,036 SH Defined 5.6 AGCO CORP. . . . . . . . . . COM 001084102 968 27,000 SH Defined 1.2 AGCO CORP. . . . . . . . . . COM 001084102 24 683 SH Defined 5,6,8,9,10,11 AGCO CORP. . . . . . . . . . COM 001084102 7 200 SH Defined 5.13 AGCO CORP. . . . . . . . . . COM 001084102 208 5,800 SH Defined 5.12 AGCO CORP. . . . . . . . . . COM 001084102 80 2,243 SH Defined 1 AGFEED INDUSTRIES INC. . . . COM 00846L101 1,268 288,900 SH Defined 5.6 AGILENT TECHNOLOGIES INC . . COM 00846U101 1,274 37,046 SH Defined 5.6 AGILENT TECHNOLOGIES INC . . COM 00846U101 31 900 SH Defined 1.4 AGILENT TECHNOLOGIES INC . . COM 00846U101 58 1,686 SH Defined 5,6,8,9,10,11 AGILENT TECHNOLOGIES INC . . COM 00846U101 77 2,235 SH Defined 1 AGNICO EAGLE MINES LTD . . . COM 008474108 30,596 549,609 SH Defined 5.6 AGNICO EAGLE MINES LTD . . . COM 008474108 252 4,528 SH Defined 1.4 AGNICO EAGLE MINES LTD . . . COM 008474108 2,285 41,038 SH Defined 5.13 AGNICO EAGLE MINES LTD . . . COM 008474108 9,233 165,865 SH Defined 5.12 AGNICO EAGLE MINES LTD . . . COM 008474108 1,448 26,016 SH Defined 5.12 AGNICO EAGLE MINES LTD . . . COM 008474108 18 318 SH Defined 1 AGREE REALTY CORP. . . . . . COM 008492100 416 18,208 SH Defined 5.6 AGREE REALTY CORP. . . . . . COM 008492100 43 1,900 SH Defined 5.6 AGRIUM INC . . . . . . . . . COM 008916108 9,397 133,358 SH Defined 5.6 AGRIUM INC . . . . . . . . . COM 008916108 75 1,063 SH Defined 1.4 AGRIUM INC . . . . . . . . . COM 008916108 5,567 79,000 SH Defined 1.2 AGRIUM INC . . . . . . . . . COM 008916108 179 2,540 SH Defined 5,6,8,9,10,11 AGRIUM INC . . . . . . . . . COM 008916108 4 50 SH Defined 5,6,8,9,10,11 AGRIUM INC . . . . . . . . . COM 008916108 7 97 SH Defined 1 AIR PRODS & CHEMS INC. . . . COM 009158106 5,862 79,269 SH Defined 5.6 AIR PRODS & CHEMS INC. . . . COM 009158106 39 524 SH Defined 1.4 AIR PRODS & CHEMS INC. . . . COM 009158106 290 3,920 SH Defined 5,6,8,9,10,11 AIR PRODS & CHEMS INC. . . . COM 009158106 4,437 60,000 SH Defined 5.7 AIR PRODS & CHEMS INC. . . . COM 009158106 1,523 20,600 SH Defined 5.7 AIR PRODS & CHEMS INC. . . . COM 009158106 429 5,800 SH Defined 5.7 AIR PRODS & CHEMS INC. . . . COM 009158106 407 5,500 SH Defined 5.7 AIR PRODS & CHEMS INC. . . . COM 009158106 141 1,900 SH Defined 5.7 AIR PRODS & CHEMS INC. . . . COM 009158106 288 3,900 SH Defined 5.13 AIR PRODS & CHEMS INC. . . . COM 009158106 414 5,601 SH Defined 5,6,16 AIR PRODS & CHEMS INC. . . . COM 009158106 724 9,795 SH Defined 5.12 AIR PRODS & CHEMS INC. . . . COM 009158106 9,059 122,500 SH Defined 5,6,14,15 AIR PRODS & CHEMS INC. . . . COM 009158106 89 1,200 SH Defined 5,6,14,15 AIR PRODS & CHEMS INC. . . . COM 009158106 443 5,989 SH Defined 1 AIRGAS INC . . . . . . . . . COM 009363102 593 9,316 SH Defined 5.6 AIRGAS INC . . . . . . . . . COM 009363102 15 243 SH Defined 5,6,8,9,10,11 AIRGAS INC . . . . . . . . . COM 009363102 45 700 SH Defined 5,6,8,9,10,11 AIRGAS INC . . . . . . . . . COM 009363102 149 2,341 SH Defined 5,6,8,9,10,11 AIRGAS INC . . . . . . . . . COM 009363102 481 7,565 SH Defined 5,6,8,9,10,11 AIRGAS INC . . . . . . . . . COM 009363102 1,693 26,611 SH Defined 5,6,8,9,10,11 AIRGAS INC . . . . . . . . . COM 009363102 1,852 29,108 SH Defined 5,6,8,9,10,11 AIRGAS INC . . . . . . . . . COM 009363102 114 1,792 SH Defined 1 AIRMEDIA GROUP INC . . . . . SPONSORED ADR 009411109 76 12,090 SH Defined 5,6,8,9,10,11 AIRTRAN HLDGS INC. . . . . . COM 00949P108 54 10,621 SH Defined 5,6,8,9,10,11 AIRTRAN HLDGS INC. . . . . . COM 00949P108 33 6,463 SH Defined 5,6,8,9,10,11 AIRVANA INC. . . . . . . . . COM 00950V101 1,017 132,707 SH Defined 5,6,8,9,10,11 AIRVANA INC. . . . . . . . . COM 00950V101 920 120,128 SH Defined 5,6,8,9,10,11 AIRVANA INC. . . . . . . . . COM 00950V101 36 4,645 SH Defined 5,6,8,9,10,11 AIXTRON AKTIENGESELLSCHAFT . SPONSORED ADR 009606104 43 1,200 SH Defined 1.4 AIXTRON AKTIENGESELLSCHAFT . SPONSORED ADR 009606104 735 20,600 SH Defined 5.12 AK STL HLDG CORP . . . . . . COM 001547108 168 7,365 SH Defined 5.6 AK STL HLDG CORP . . . . . . COM 001547108 45 1,948 SH Defined 5,6,8,9,10,11 AK STL HLDG CORP . . . . . . COM 001547108 2 99 SH Defined 5,6,8,9 AKAMAI TECHNOLOGIES INC. . . COM 00971T101 2,035 64,792 SH Defined 5.6 AKAMAI TECHNOLOGIES INC. . . COM 00971T101 25 800 SH Defined 5.6 AKAMAI TECHNOLOGIES INC. . . COM 00971T101 62 1,971 SH Defined 1.4 AKAMAI TECHNOLOGIES INC. . . COM 00971T101 5,340 170,000 SH Defined 5.7 AKAMAI TECHNOLOGIES INC. . . COM 00971T101 528 16,800 SH Defined 5.7 AKAMAI TECHNOLOGIES INC. . . COM 00971T101 174 5,530 SH Defined 5.7 AKAMAI TECHNOLOGIES INC. . . COM 00971T101 939 29,900 SH Defined 5.12 AKAMAI TECHNOLOGIES INC. . . COM 00971T101 183 5,813 SH Defined 1 AKORN INC. . . . . . . . . . COM 009728106 39 25,200 SH Defined 1.4 ALASKA AIR GROUP INC . . . . COM 011659109 3 62 SH Defined 5,6,8,9,10,11 ALBANY INTL CORP . . . . . . CL A 012348108 5 250 SH Defined 1.4 ALBANY INTL CORP . . . . . . CL A 012348108 4 188 SH Defined 5,6,8,9,10,11 ALBANY MOLECULAR RESH INC. . COM 012423109 5 576 SH Defined 1.4 ALBANY MOLECULAR RESH INC. . COM 012423109 228 27,350 SH Defined 5.12 ALBEMARLE CORP . . . . . . . COM 012653101 44 1,039 SH Defined 5,6,8,9,10,11 ALBEMARLE CORP . . . . . . . COM 012653101 72 1,700 SH Defined 5.12 ALBERTO CULVER CO NEW. . . . COM 013078100 43 1,634 SH Defined 5,6,8,9,10,11 ALCATEL-LUCENT . . . . . . . SPONSORED ADR 013904305 0 38 SH Defined 5.6 ALCATEL-LUCENT . . . . . . . SPONSORED ADR 013904305 54,890 17,593,023 SH Defined 1.4 ALCATEL-LUCENT . . . . . . . SPONSORED ADR 013904305 57 18,159 SH Defined 5,6,8,9,10,11 ALCOA INC. . . . . . . . . . COM 013817101 9,905 695,609 SH Defined 5.6 ALCOA INC. . . . . . . . . . COM 013817101 24 1,700 SH Defined 5.6 ALCOA INC. . . . . . . . . . COM 013817101 1,347 94,588 SH Defined 1.4 ALCOA INC. . . . . . . . . . COM 013817101 19 1,300 SH Defined 1.3 ALCOA INC. . . . . . . . . . COM 013817101 1,443 101,349 SH Defined 1.2 ALCOA INC. . . . . . . . . . COM 013817101 171 11,990 SH Defined 5,6,8,9,10,11 ALCOA INC. . . . . . . . . . COM 013817101 49 3,467 SH Defined 5,6,8,9,10,11 ALCOA INC. . . . . . . . . . COM 013817101 49 3,414 SH Defined 5,6,8,9,10,11 ALCOA INC. . . . . . . . . . COM 013817101 252 17,700 SH Defined 5.7 ALCOA INC. . . . . . . . . . COM 013817101 83 5,800 SH Defined 5.7 ALCOA INC. . . . . . . . . . COM 013817101 142 10,000 SH Defined 5.13 ALCOA INC. . . . . . . . . . COM 013817101 16,611 1,166,475 SH Defined 5.12 ALCOA INC. . . . . . . . . . COM 013817101 1,455 102,172 SH Defined 1 ALCON INC. . . . . . . . . . COM SHS H01301102 634 3,922 SH Defined 5.6 ALCON INC. . . . . . . . . . COM SHS H01301102 556 3,440 SH Defined 1.4 ALCON INC. . . . . . . . . . COM SHS H01301102 221 1,365 SH Defined 5,6,8,9,10,11 ALCON INC. . . . . . . . . . COM SHS H01301102 2,586 16,005 SH Defined 5,6,8,9,10,11 ALEXANDER & BALDWIN INC. . . COM 014482103 10 305 SH Defined 1.4 ALEXANDERS INC . . . . . . . COM 014752109 1,351 4,516 SH Defined 5.6 ALEXANDERS INC . . . . . . . COM 014752109 150 500 SH Defined 5.6 ALEXANDRIA REAL ESTATE EQ IN COM 015271109 6,614 97,847 SH Defined 5.6 ALEXANDRIA REAL ESTATE EQ IN COM 015271109 967 14,300 SH Defined 5.6 ALEXANDRIA REAL ESTATE EQ IN COM 015271109 1,606 23,757 SH Defined 5,6,16 ALEXCO RESOURCE CORP . . . . COM 01535P106 1 256 SH Defined 5,6,8,9,10,11 ALEXION PHARMACEUTICALS INC. COM 015351109 5 100 SH Defined 1.4 ALEXION PHARMACEUTICALS INC. COM 015351109 50 917 SH Defined 5,6,8,9,10,11 ALEXION PHARMACEUTICALS INC. COM 015351109 176 3,240 SH Defined 5.13 ALEXION PHARMACEUTICALS INC. COM 015351109 144 2,640 SH Defined 5,6,16 ALLEGHENY ENERGY INC . . . . COM 017361106 459 19,957 SH Defined 5.6 ALLEGHENY ENERGY INC . . . . COM 017361106 36 1,550 SH Defined 1.4 ALLEGHENY ENERGY INC . . . . COM 017361106 1,389 60,399 SH Defined 5,6,8,9,10,11 ALLEGHENY ENERGY INC . . . . COM 017361106 385 16,745 SH Defined 5,6,8,9,10,11 ALLEGHENY ENERGY INC . . . . COM 017361106 183 7,964 SH Defined 5,6,8,9,10,11 ALLEGHENY ENERGY INC . . . . COM 017361106 16 685 SH Defined 5,6,8,9,10,11 ALLEGHENY ENERGY INC . . . . COM 017361106 159 6,900 SH Defined 5.12 ALLEGHENY ENERGY INC . . . . COM 017361106 193 8,409 SH Defined 1 ALLEGHENY TECHNOLOGIES INC . COM 01741R102 2,090 38,709 SH Defined 5.6 ALLEGHENY TECHNOLOGIES INC . COM 01741R102 20 368 SH Defined 1.4 ALLEGHENY TECHNOLOGIES INC . COM 01741R102 143 2,650 SH Defined 5.12 ALLEGHENY TECHNOLOGIES INC . NOTE 4.250% 6/0 01741RAD4 10 7,000 PRN Defined 5.12 ALLEGHENY TECHNOLOGIES INC . COM 01741R102 27 500 SH Defined 5,6,14,15 ALLEGHENY TECHNOLOGIES INC . COM 01741R102 101 1,870 SH Defined 1 ALLEGIANT TRAVEL CO. . . . . COM 01748X102 40 688 SH Defined 5,6,8,9,10,11 ALLEGIANT TRAVEL CO. . . . . COM 01748X102 12 202 SH Defined 5,6,8,9,10,11 ALLERGAN INC . . . . . . . . COM 018490102 4,250 65,061 SH Defined 5.6 ALLERGAN INC . . . . . . . . NOTE 1.500% 4/0 018490AL6 32,437 28,374,000 PRN Defined 5.6 ALLERGAN INC . . . . . . . . COM 018490102 9 136 SH Defined 1.4 ALLERGAN INC . . . . . . . . COM 018490102 15 231 SH Defined 5,6,8,9,10,11 ALLERGAN INC . . . . . . . . COM 018490102 4,246 65,000 SH Defined 5.7 ALLERGAN INC . . . . . . . . COM 018490102 933 14,280 SH Defined 5.13 ALLERGAN INC . . . . . . . . COM 018490102 732 11,200 SH Defined 5,6,16 ALLERGAN INC . . . . . . . . COM 018490102 1,569 24,025 SH Defined 5.12 ALLERGAN INC . . . . . . . . COM 018490102 192 2,944 SH Defined 1 ALLETE INC . . . . . . . . . COM NEW 018522300 67 2,000 SH Defined 5,6,16 ALLIANCE DATA SYSTEMS CORP . COM 018581108 5,442 85,048 SH Defined 5.6 ALLIANCE DATA SYSTEMS CORP . COM 018581108 9 137 SH Defined 5,6,8,9,10,11 ALLIANCE DATA SYSTEMS CORP . NOTE 1.750% 8/0 018581AD0 1,290 1,270,000 PRN Defined 5,6,8,9,10,11 ALLIANCE DATA SYSTEMS CORP . COM 018581108 883 13,800 SH Defined 5.12 ALLIANCE DATA SYSTEMS CORP . COM 018581108 81 1,269 SH Defined 1 ALLIANCE ONE INTL INC. . . . COM 018772103 10 2,020 SH Defined 5,6,16 ALLIANCEBERNSTEIN HOLDING LP UNIT LTD PARTN 01881G106 213 6,950 SH Defined 1.4 ALLIANCEBERNSTEIN HOLDING LP UNIT LTD PARTN 01881G106 9 304 SH Defined 5,6,8,9,10,11 ALLIANT ENERGY CORP. . . . . COM 018802108 464 13,946 SH Defined 5.6 ALLIANT ENERGY CORP. . . . . COM 018802108 11 317 SH Defined 1.4 ALLIANT ENERGY CORP. . . . . COM 018802108 69 2,081 SH Defined 5,6,8,9,10,11 ALLIANT ENERGY CORP. . . . . COM 018802108 89 2,682 SH Defined 1 ALLIANT TECHSYSTEMS INC. . . COM 018804104 5,532 68,040 SH Defined 5.12 ALLIED CAP CORP NEW. . . . . COM 01903Q108 7 1,423 SH Defined 5,6,8,9,10,11 ALLIED CAP CORP NEW. . . . . COM 01903Q108 22 4,450 SH Defined 5,6,8,9,10,11 ALLIED CAP CORP NEW. . . . . COM 01903Q108 111 22,324 SH Defined 5,6,8,9,10,11 ALLIED CAP CORP NEW. . . . . COM 01903Q108 0 91 SH Defined 1 ALLIED DEFENSE GROUP INC . . COM 019118108 124 17,214 SH Defined 5,6,8,9,10,11 ALLIED DEFENSE GROUP INC . . COM 019118108 25 3,518 SH Defined 5,6,8,9,10,11 ALLIED IRISH BKS P L C . . . SPON ADR ORD 019228402 28 8,800 SH Defined 1.4 ALLIED NEVADA GOLD CORP. . . COM 019344100 3 188 SH Defined 5,6,8,9,10,11 ALLOS THERAPEUTICS INC . . . COM 019777101 139 18,692 SH Defined 5,6,8,9,10,11 ALLOS THERAPEUTICS INC . . . COM 019777101 19 2,511 SH Defined 5,6,8,9,10,11 ALLSCRIPTS HEALTHCARE SOLUTI COM 01988P108 7,134 364,700 SH Defined 5,6,14,15 ALLSCRIPTS HEALTHCARE SOLUTI COM 01988P108 309 15,800 SH Defined 5,6,14,15 ALLSTATE CORP. . . . . . . . COM 020002101 28,838 892,527 SH Defined 5.6 ALLSTATE CORP. . . . . . . . COM 020002101 19 596 SH Defined 1.4 ALLSTATE CORP. . . . . . . . COM 020002101 17 525 SH Defined 5,6,8,9,10,11 ALLSTATE CORP. . . . . . . . COM 020002101 5,493 170,000 SH Defined 5.7 ALLSTATE CORP. . . . . . . . COM 020002101 491 15,200 SH Defined 5.7 ALLSTATE CORP. . . . . . . . COM 020002101 162 5,000 SH Defined 5.7 ALLSTATE CORP. . . . . . . . COM 020002101 465 14,400 SH Defined 5.13 ALLSTATE CORP. . . . . . . . COM 020002101 205 6,359 SH Defined 5,6,16 ALLSTATE CORP. . . . . . . . COM 020002101 15,893 491,900 SH Defined 5.12 ALLSTATE CORP. . . . . . . . COM 020002101 1,205 37,300 SH Defined 5.12 ALLSTATE CORP. . . . . . . . COM 020002101 62 1,921 SH Defined 1 ALMOST FAMILY INC. . . . . . COM 020409108 22 573 SH Defined 5,6,8,9,10,11 ALON USA ENERGY INC. . . . . COM 020520102 0 47 SH Defined 1.4 ALPHA NATURAL RESOURCES INC. COM 02076X102 15,192 304,501 SH Defined 5.6 ALPHA NATURAL RESOURCES INC. COM 02076X102 6 115 SH Defined 1.4 ALPHA NATURAL RESOURCES INC. COM 02076X102 31 616 SH Defined 5,6,8,9,10,11 ALPHA NATURAL RESOURCES INC. COM 02076X102 21 423 SH Defined 5,6,8,9,10,11 ALPHA NATURAL RESOURCES INC. COM 02076X102 154 3,077 SH Defined 1 ALTERA CORP. . . . . . . . . COM 021441100 1,563 64,293 SH Defined 5.6 ALTERA CORP. . . . . . . . . COM 021441100 11 459 SH Defined 1.4 ALTERA CORP. . . . . . . . . COM 021441100 49 2,000 SH Defined ALTERA CORP. . . . . . . . . COM 021441100 19 800 SH Defined ALTERA CORP. . . . . . . . . COM 021441100 402 16,535 SH Defined 1 ALTRIA GROUP INC . . . . . . COM 02209S103 60,599 2,953,158 SH Defined 5.6 ALTRIA GROUP INC . . . . . . COM 02209S103 798 38,900 SH Defined 1.4 ALTRIA GROUP INC . . . . . . COM 02209S103 5,130 250,000 SH Defined 5.7 ALTRIA GROUP INC . . . . . . COM 02209S103 3,488 170,000 SH Defined 5.7 ALTRIA GROUP INC . . . . . . COM 02209S103 881 42,922 SH Defined 5.7 ALTRIA GROUP INC . . . . . . COM 02209S103 573 27,900 SH Defined 5.7 ALTRIA GROUP INC . . . . . . COM 02209S103 430 20,955 SH Defined 5.7 ALTRIA GROUP INC . . . . . . COM 02209S103 189 9,200 SH Defined 5.7 ALTRIA GROUP INC . . . . . . COM 02209S103 137 6,700 SH Defined 5.7 ALTRIA GROUP INC . . . . . . COM 02209S103 299 14,590 SH Defined ALTRIA GROUP INC . . . . . . COM 02209S103 2 100 SH Defined ALTRIA GROUP INC . . . . . . COM 02209S103 25 1,200 SH Defined 5.12 ALTRIA GROUP INC . . . . . . COM 02209S103 3,593 175,101 SH Defined 5,6,14,15 ALTRIA GROUP INC . . . . . . COM 02209S103 3,263 158,995 SH Defined 5,6,14,15 ALTRIA GROUP INC . . . . . . COM 02209S103 3,228 157,324 SH Defined 1 ALUMINA LTD. . . . . . . . . SPONSORED ADR 022205108 25 3,915 SH Defined 1.4 ALUMINUM CORP CHINA LTD. . . SPON ADR H SHS 022276109 57 2,200 SH Defined 1.4 ALUMINUM CORP CHINA LTD. . . SPON ADR H SHS 022276109 0 1 SH Defined 1 ALZA CORP. . . . . . . . . . SDCV 7/2 02261WAB5 1,421 1,510,000 PRN Defined 5.13 ALZA CORP. . . . . . . . . . SDCV 7/2 02261WAB5 11 12,000 PRN Defined 5.12 AMARIN CORP PLC. . . . . . . SPONS ADR NEW 023111206 1 480 SH Defined 1.4 AMAZON COM INC . . . . . . . COM 023135106 33,100 243,870 SH Defined 5.6 AMAZON COM INC . . . . . . . COM 023135106 923 6,800 SH Defined 5.6 AMAZON COM INC . . . . . . . COM 023135106 296 2,180 SH Defined 5,6,8,9,10,11 AMAZON COM INC . . . . . . . COM 023135106 5,429 40,000 SH Defined 5.7 AMAZON COM INC . . . . . . . COM 023135106 461 3,400 SH Defined 5.7 AMAZON COM INC . . . . . . . COM 023135106 152 1,120 SH Defined 5.7 AMAZON COM INC . . . . . . . COM 023135106 115 850 SH Defined 5.7 AMAZON COM INC . . . . . . . COM 023135106 102 750 SH Defined 5.7 AMAZON COM INC . . . . . . . COM 023135106 202 1,485 SH Defined 5,6,16 AMAZON COM INC . . . . . . . COM 023135106 1,755 12,930 SH Defined 5.12 AMAZON COM INC . . . . . . . COM 023135106 18,337 135,100 SH Defined 5,6,14,15 AMAZON COM INC . . . . . . . COM 023135106 366 2,700 SH Defined 5,6,14,15 AMAZON COM INC . . . . . . . COM 023135106 222 1,637 SH Defined 1 AMB PROPERTY CORP. . . . . . COM 00163T109 9,032 331,575 SH Defined 5.6 AMB PROPERTY CORP. . . . . . COM 00163T109 1,501 55,096 SH Defined 5.6 AMB PROPERTY CORP. . . . . . COM 00163T109 1,055 38,743 SH Defined 5,6,16 AMB PROPERTY CORP. . . . . . COM 00163T109 98 3,614 SH Defined 1 AMBAC FINL GROUP INC . . . . COM 023139108 105 189,428 SH Defined 1.4 AMBASSADORS GROUP INC. . . . COM 023177108 7 626 SH Defined 5,6,8,9,10,11 AMDOCS LTD . . . . . . . . . ORD G02602103 34 1,120 SH Defined 5,6,8,9,10,11 AMDOCS LTD . . . . . . . . . ORD G02602103 57 1,900 SH Defined 5.13 AMDOCS LTD . . . . . . . . . ORD G02602103 154 5,100 SH Defined 5,6,16 AMEDISYS INC . . . . . . . . COM 023436108 14 252 SH Defined 5,6,8,9,10,11 AMEREN CORP. . . . . . . . . COM 023608102 14,643 561,479 SH Defined 5.6 AMEREN CORP. . . . . . . . . COM 023608102 16 630 SH Defined 5,6,8,9,10,11 AMEREN CORP. . . . . . . . . COM 023608102 2 79 SH Defined 5,6,8,9,10,11 AMEREN CORP. . . . . . . . . COM 023608102 117 4,500 SH Defined 5.7 AMEREN CORP. . . . . . . . . COM 023608102 78 3,000 SH Defined 5.7 AMEREN CORP. . . . . . . . . COM 023608102 365 14,000 SH Defined 5.13 AMEREN CORP. . . . . . . . . COM 023608102 130 5,002 SH Defined 1 AMERICA MOVIL S A DE C V . . SPON ADR L SHS 02364W105 173,215 3,440,901 SH Defined 5.6 AMERICA MOVIL S A DE C V . . SPON ADR L SHS 02364W105 48,183 957,149 SH Defined 5.6 AMERICA MOVIL S A DE C V . . SPON ADR L SHS 02364W105 40,353 801,600 SH Defined 5.6 AMERICA MOVIL S A DE C V . . SPON ADR L SHS 02364W105 52 1,027 SH Defined 5,6,8,9,10,11 AMERICA MOVIL S A DE C V . . SPON ADR L SHS 02364W105 227 4,500 SH Defined 5.13 AMERICA MOVIL S A DE C V . . SPON ADR L SHS 02364W105 3,403 67,606 SH Defined 5.12 AMERICA MOVIL S A DE C V . . SPON ADR L SHS 02364W105 2 36 SH Defined 1 AMERICA SVC GROUP INC. . . . COM 02364L109 76 4,750 SH Defined 5.12 AMERICAN AXLE & MFG HLDGS IN COM 024061103 43 4,300 SH Defined 1.4 AMERICAN CAMPUS CMNTYS INC . COM 024835100 3,207 115,961 SH Defined 5.6 AMERICAN CAMPUS CMNTYS INC . COM 024835100 426 15,400 SH Defined 5.6 AMERICAN CAMPUS CMNTYS INC . COM 024835100 14 519 SH Defined 5,6,8,9,10,11 AMERICAN CAP LTD . . . . . . COM 02503Y103 18 3,618 SH Defined 1.4 AMERICAN CAP LTD . . . . . . COM 02503Y103 38 7,430 SH Defined 5,6,8,9,10,11 AMERICAN CAP LTD . . . . . . COM 02503Y103 12 2,439 SH Defined 1 AMERICAN DAIRY INC . . . . . COM 025334103 3,143 164,100 SH Defined 5.6 AMERICAN DAIRY INC . . . . . COM 025334103 19 1,000 SH Defined 1.4 AMERICAN EAGLE OUTFITTERS NE COM 02553E106 180 9,706 SH Defined 5.6 AMERICAN EAGLE OUTFITTERS NE COM 02553E106 11 605 SH Defined 1.4 AMERICAN EAGLE OUTFITTERS NE COM 02553E106 119 6,409 SH Defined 5,6,8,9,10,11 AMERICAN EAGLE OUTFITTERS NE COM 02553E106 84 4,526 SH Defined 1 AMERICAN ELEC PWR INC. . . . COM 025537101 34,863 1,019,979 SH Defined 5.6 AMERICAN ELEC PWR INC. . . . COM 025537101 382 11,169 SH Defined 1.4 AMERICAN ELEC PWR INC. . . . COM 025537101 208 6,100 SH Defined 5.13 AMERICAN ELEC PWR INC. . . . COM 025537101 21,533 630,000 SH Defined 5.12 AMERICAN ELEC PWR INC. . . . COM 025537101 3,316 97,026 SH Defined 5,6,14,15 AMERICAN ELEC PWR INC. . . . COM 025537101 118 3,440 SH Defined 1 AMERICAN EQTY INVT LIFE HLD. COM 025676206 24 2,283 SH Defined 5,6,16 AMERICAN EXPRESS CO. . . . . COM 025816109 34,286 830,970 SH Defined 5.6 AMERICAN EXPRESS CO. . . . . COM 025816109 89 2,145 SH Defined 1.4 AMERICAN EXPRESS CO. . . . . COM 025816109 1,532 37,125 SH Defined 1.2 AMERICAN EXPRESS CO. . . . . COM 025816109 279 6,760 SH Defined 5,6,8,9,10,11 AMERICAN EXPRESS CO. . . . . COM 025816109 60 1,459 SH Defined 5,6,8,9,10,11 AMERICAN EXPRESS CO. . . . . COM 025816109 239 5,800 SH Defined 5.13 AMERICAN EXPRESS CO. . . . . COM 025816109 7 180 SH Defined AMERICAN EXPRESS CO. . . . . COM 025816109 347 8,400 SH Defined 5,6,16 AMERICAN EXPRESS CO. . . . . COM 025816109 30,783 746,070 SH Defined 5.12 AMERICAN EXPRESS CO. . . . . COM 025816109 1,957 47,438 SH Defined 1 AMERICAN FINL GROUP INC OHIO COM 025932104 175 6,150 SH Defined 5.12 AMERICAN GREETINGS CORP. . . CL A 026375105 5 262 SH Defined 1.4 AMERICAN GREETINGS CORP. . . CL A 026375105 7 321 SH Defined 5,6,8,9,10,11 AMERICAN GREETINGS CORP. . . CL A 026375105 169 8,115 SH Defined 5,6,16 AMERICAN INTL GROUP INC. . . COM NEW 026874784 1,031 30,202 SH Defined 5.6 AMERICAN INTL GROUP INC. . . COM NEW 026874784 923 27,043 SH Defined 1.4 AMERICAN INTL GROUP INC. . . COM NEW 026874784 67 1,948 SH Defined 5,6,8,9,10,11 AMERICAN INTL GROUP INC. . . UNIT 99/99/9999 026874115 60 5,910 SH Defined 5,6,8,9,10,11 AMERICAN INTL GROUP INC. . . UNIT 99/99/9999 026874115 767 75,000 SH Defined 1 AMERICAN INTL GROUP INC. . . COM NEW 026874784 619 18,141 SH Defined 1 AMERICAN ITALIAN PASTA CO. . CL A 027070101 20 522 SH Defined 5,6,8,9,10,11 AMERICAN ITALIAN PASTA CO. . CL A 027070101 74 1,902 SH Defined 5,6,8,9,10,11 AMERICAN ORIENTAL BIOENGR IN COM 028731107 6 1,500 SH Defined 1.4 AMERICAN PHYSICIANS SVC GROU COM 028882108 50 1,985 SH Defined 5,6,8,9,10,11 AMERICAN REPROGRAPHICS CO. . COM 029263100 72 8,000 SH Defined 1.4 AMERICAN REPROGRAPHICS CO. . COM 029263100 10 1,095 SH Defined 5,6,8,9,10,11 AMERICAN SCIENCE & ENGR INC. COM 029429107 16 219 SH Defined 5,6,8,9,10,11 AMERICAN STS WTR CO. . . . . COM 029899101 746 21,500 SH Defined 5.6 AMERICAN SUPERCONDUCTOR CORP COM 030111108 1,971 68,200 SH Defined 5.6 AMERICAN SUPERCONDUCTOR CORP COM 030111108 31 1,088 SH Defined 1.4 AMERICAN SUPERCONDUCTOR CORP COM 030111108 17 576 SH Defined 5,6,8,9,10,11 AMERICAN SUPERCONDUCTOR CORP COM 030111108 136 4,700 SH Defined 5,6,8,9,10,11 AMERICAN SUPERCONDUCTOR CORP COM 030111108 1 20 SH Defined 5.12 AMERICAN TOWER CORP. . . . . CL A 029912201 3,853 90,420 SH Defined 5.6 AMERICAN TOWER CORP. . . . . CL A 029912201 19 440 SH Defined 1.4 AMERICAN TOWER CORP. . . . . CL A 029912201 20 471 SH Defined 5,6,8,9,10,11 AMERICAN TOWER CORP. . . . . CL A 029912201 1,728 40,565 SH Defined 5.12 AMERICAN TOWER CORP. . . . . CL A 029912201 8,420 197,600 SH Defined 5,6,14,15 AMERICAN TOWER CORP. . . . . CL A 029912201 192 4,500 SH Defined 5,6,14,15 AMERICAN TOWER CORP. . . . . CL A 029912201 2,039 47,843 SH Defined 1 AMERICAN WTR WKS CO INC NEW. COM 030420103 2,250 103,390 SH Defined 5.6 AMERICAN WTR WKS CO INC NEW. COM 030420103 244 11,200 SH Defined 5,6,8,9,10,11 AMERICAN WTR WKS CO INC NEW. COM 030420103 92 4,234 SH Defined 1 AMERICREDIT CORP . . . . . . COM 03060R101 6 250 SH Defined 1.4 AMERICREDIT CORP . . . . . . NOTE 0.750% 9/1 03060RAP6 1,546 1,539,000 PRN Defined 5,6,8,9,10,11 AMERIGROUP CORP. . . . . . . COM 03073T102 2 73 SH Defined 5,6,8,9,10,11 AMERIPRISE FINL INC. . . . . COM 03076C106 22,719 500,850 SH Defined 5.6 AMERIPRISE FINL INC. . . . . COM 03076C106 11 250 SH Defined 1.4 AMERIPRISE FINL INC. . . . . COM 03076C106 3,329 73,400 SH Defined 1.2 AMERIPRISE FINL INC. . . . . COM 03076C106 20 443 SH Defined 5,6,8,9,10,11 AMERIPRISE FINL INC. . . . . COM 03076C106 2 36 SH Defined AMERIPRISE FINL INC. . . . . COM 03076C106 13,953 307,600 SH Defined 5.12 AMERIPRISE FINL INC. . . . . COM 03076C106 640 14,108 SH Defined 1 AMERISAFE INC. . . . . . . . CL A 03071H100 0 30 SH Defined 1.4 AMERISOURCEBERGEN CORP . . . COM 03073E105 1,066 36,846 SH Defined 5.6 AMERISOURCEBERGEN CORP . . . COM 03073E105 32 1,100 SH Defined 1.4 AMERISOURCEBERGEN CORP . . . COM 03073E105 6,377 220,505 SH Defined 1.2 AMERISOURCEBERGEN CORP . . . COM 03073E105 352 12,160 SH Defined 5,6,8,9,10,11 AMERISOURCEBERGEN CORP . . . COM 03073E105 5 189 SH Defined 5,6,8,9,10,11 AMERISOURCEBERGEN CORP . . . COM 03073E105 234 8,096 SH Defined 1 AMERISTAR CASINOS INC. . . . COM 03070Q101 51 2,805 SH Defined 5,6,8,9,10,11 AMERON INTL INC. . . . . . . COM 030710107 9 136 SH Defined 5,6,8,9,10,11 AMETEK INC NEW . . . . . . . COM 031100100 1,127 27,193 SH Defined 5.6 AMETEK INC NEW . . . . . . . COM 031100100 54 1,300 SH Defined 1.4 AMETEK INC NEW . . . . . . . COM 031100100 109 2,617 SH Defined 1 AMGEN INC. . . . . . . . . . COM 031162100 26,797 448,410 SH Defined 5.6 AMGEN INC. . . . . . . . . . COM 031162100 18 300 SH Defined 5.6 AMGEN INC. . . . . . . . . . COM 031162100 267 4,470 SH Defined 1.4 AMGEN INC. . . . . . . . . . COM 031162100 21 359 SH Defined 5,6,8,9,10,11 AMGEN INC. . . . . . . . . . NOTE 0.375% 2/0 031162AQ3 1,218 1,202,000 PRN Defined 5,6,8,9,10,11 AMGEN INC. . . . . . . . . . NOTE 0.375% 2/0 031162AQ3 1,216 1,200,000 PRN Defined 5,6,8,9,10,11 AMGEN INC. . . . . . . . . . COM 031162100 12,848 215,000 SH Defined 5.7 AMGEN INC. . . . . . . . . . COM 031162100 2,385 39,910 SH Defined 5.7 AMGEN INC. . . . . . . . . . COM 031162100 1,165 19,500 SH Defined 5.7 AMGEN INC. . . . . . . . . . COM 031162100 1,022 17,100 SH Defined 5.7 AMGEN INC. . . . . . . . . . COM 031162100 335 5,600 SH Defined 5.7 AMGEN INC. . . . . . . . . . COM 031162100 130 2,180 SH Defined 5.7 AMGEN INC. . . . . . . . . . COM 031162100 36 600 SH Defined 5.7 AMGEN INC. . . . . . . . . . COM 031162100 317 5,300 SH Defined 5.13 AMGEN INC. . . . . . . . . . NOTE 3/0 031162AL4 759 1,000,000 PRN Defined 5.13 AMGEN INC. . . . . . . . . . COM 031162100 649 10,865 SH Defined 5,6,16 AMGEN INC. . . . . . . . . . COM 031162100 7 120 SH Defined 5.12 AMGEN INC. . . . . . . . . . NOTE 0.125% 2/0 031162AN0 9 9,000 PRN Defined 5.12 AMGEN INC. . . . . . . . . . NOTE 0.375% 2/0 031162AQ3 9 9,000 PRN Defined 5.12 AMGEN INC. . . . . . . . . . COM 031162100 10,052 168,200 SH Defined 5,6,14,15 AMGEN INC. . . . . . . . . . COM 031162100 191 3,200 SH Defined 5,6,14,15 AMGEN INC. . . . . . . . . . COM 031162100 2,058 34,439 SH Defined 1 AMICAS INC . . . . . . . . . COM 001712108 175 29,006 SH Defined 5,6,8,9,10,11 AMICAS INC . . . . . . . . . COM 001712108 110 18,327 SH Defined 5,6,8,9,10,11 AMKOR TECHNOLOGY INC . . . . COM 031652100 17 2,439 SH Defined 5,6,16 AMPHENOL CORP NEW. . . . . . CL A 032095101 625 14,825 SH Defined 5.6 AMPHENOL CORP NEW. . . . . . CL A 032095101 62 1,465 SH Defined 5,6,8,9,10,11 AMPHENOL CORP NEW. . . . . . CL A 032095101 950 22,527 SH Defined 1 AMR CORP . . . . . . . . . . COM 001765106 16 1,763 SH Defined 1.4 AMR CORP . . . . . . . . . . NOTE 6.250%10/1 001765BC9 212 186,000 PRN Defined 5,6,8,9,10,11 AMYLIN PHARMACEUTICALS INC . COM 032346108 48 2,138 SH Defined 1.4 AMYLIN PHARMACEUTICALS INC . COM 032346108 197 8,760 SH Defined 5,6,8,9,10,11 AMYLIN PHARMACEUTICALS INC . NOTE 3.000% 6/1 032346AF5 1,094 1,230,000 PRN Defined 5,6,8,9,10,11 AMYLIN PHARMACEUTICALS INC . COM 032346108 490 21,800 SH Defined 5.12 ANADARKO PETE CORP . . . . . COM 032511107 55,961 768,382 SH Defined 5.6 ANADARKO PETE CORP . . . . . COM 032511107 1,784 24,500 SH Defined 5.6 ANADARKO PETE CORP . . . . . COM 032511107 32 433 SH Defined 1.4 ANADARKO PETE CORP . . . . . COM 032511107 348 4,780 SH Defined 5,6,8,9,10,11 ANADARKO PETE CORP . . . . . COM 032511107 36 499 SH Defined 5,6,8,9,10,11 ANADARKO PETE CORP . . . . . COM 032511107 328 4,500 SH Defined 5.13 ANADARKO PETE CORP . . . . . COM 032511107 481 6,600 SH Defined 5,6,16 ANADARKO PETE CORP . . . . . COM 032511107 12,970 178,092 SH Defined 5.12 ANADARKO PETE CORP . . . . . COM 032511107 109 1,500 SH Defined 5.12 ANADARKO PETE CORP . . . . . COM 032511107 8,062 110,690 SH Defined 5.12 ANADARKO PETE CORP . . . . . COM 032511107 491 6,744 SH Defined 1 ANADYS PHARMACEUTICALS INC . COM 03252Q408 2,649 1,042,983 SH Defined 5.12 ANALOG DEVICES INC . . . . . COM 032654105 4,064 141,004 SH Defined 5.6 ANALOG DEVICES INC . . . . . COM 032654105 37 1,280 SH Defined 5,6,8,9,10,11 ANALOG DEVICES INC . . . . . COM 032654105 1,242 43,100 SH Defined 5.7 ANALOG DEVICES INC . . . . . COM 032654105 297 10,300 SH Defined 5,6,14,15 ANALOG DEVICES INC . . . . . COM 032654105 35 1,200 SH Defined 5,6,14,15 ANALOG DEVICES INC . . . . . COM 032654105 847 29,403 SH Defined 1 ANALOGIC CORP. . . . . . . . COM PAR $0.05 032657207 51 1,200 SH Defined 5,6,16 ANDERSONS INC. . . . . . . . COM 034164103 4,737 141,500 SH Defined 5.6 ANDERSONS INC. . . . . . . . COM 034164103 46 1,372 SH Defined 5,6,16 ANGLOGOLD ASHANTI LTD. . . . SPONSORED ADR 035128206 565 14,878 SH Defined 1.4 ANGLOGOLD ASHANTI LTD. . . . SPONSORED ADR 035128206 152 4,010 SH Defined 5,6,8,9 ANGLOGOLD ASHANTI LTD. . . . SPONSORED ADR 035128206 23 609 SH Defined 5,6,8,9 ANGLOGOLD ASHANTI LTD. . . . SPONSORED ADR 035128206 6,634 174,808 SH Defined 5.12 ANGLOGOLD ASHANTI LTD. . . . SPONSORED ADR 035128206 1,560 41,099 SH Defined 5.12 ANNALY CAP MGMT INC. . . . . COM 035710409 33,337 1,940,475 SH Defined 5.6 ANNALY CAP MGMT INC. . . . . COM 035710409 47 2,750 SH Defined 1.4 ANNALY CAP MGMT INC. . . . . COM 035710409 36 2,100 SH Defined 5,6,8,9,10,11 ANNALY CAP MGMT INC. . . . . COM 035710409 32 1,865 SH Defined 5,6,8,9,10,11 ANNALY CAP MGMT INC. . . . . COM 035710409 10 569 SH Defined 5,6,8,9,10,11 ANNALY CAP MGMT INC. . . . . COM 035710409 36 2,083 SH Defined 5,6,16 ANNALY CAP MGMT INC. . . . . COM 035710409 257 14,956 SH Defined 1 ANNTAYLOR STORES CORP. . . . COM 036115103 14 654 SH Defined 1.4 ANNTAYLOR STORES CORP. . . . COM 036115103 215 10,400 SH Defined 5.12 ANSYS INC. . . . . . . . . . COM 03662Q105 216 5,000 SH Defined 5.6 ANSYS INC. . . . . . . . . . COM 03662Q105 115 2,665 SH Defined 5,6,16 ANSYS INC. . . . . . . . . . COM 03662Q105 544 12,617 SH Defined 5.12 ANWORTH MORTGAGE ASSET CP. . COM 037347101 37 5,539 SH Defined 5,6,16 AOL INC. . . . . . . . . . . COM 00184X105 12 460 SH Defined 5.6 AOL INC. . . . . . . . . . . COM 00184X105 8 303 SH Defined 5.12 AOL INC. . . . . . . . . . . COM 00184X105 0 1 SH Defined 5.12 AOL INC. . . . . . . . . . . COM 00184X105 3 135 SH Defined 5,6,14,15 AOL INC. . . . . . . . . . . COM 00184X105 9 363 SH Defined 1 AON CORP . . . . . . . . . . COM 037389103 10,103 236,545 SH Defined 5.6 AON CORP . . . . . . . . . . COM 037389103 21 486 SH Defined 5,6,8,9,10,11 AON CORP . . . . . . . . . . COM 037389103 602 14,100 SH Defined 5,6,16 AON CORP . . . . . . . . . . COM 037389103 56 1,300 SH Defined 5,6,14,15 AON CORP . . . . . . . . . . COM 037389103 76 1,779 SH Defined 1 APACHE CORP. . . . . . . . . COM 037411105 65,635 646,650 SH Defined 5.6 APACHE CORP. . . . . . . . . COM 037411105 1,441 14,200 SH Defined 5.6 APACHE CORP. . . . . . . . . COM 037411105 28 277 SH Defined 1.4 APACHE CORP. . . . . . . . . COM 037411105 20 194 SH Defined 5,6,8,9,10,11 APACHE CORP. . . . . . . . . COM 037411105 8,120 80,000 SH Defined 5.7 APACHE CORP. . . . . . . . . COM 037411105 1,127 11,104 SH Defined 5.7 APACHE CORP. . . . . . . . . COM 037411105 812 8,000 SH Defined 5.7 APACHE CORP. . . . . . . . . COM 037411105 263 2,590 SH Defined 5.7 APACHE CORP. . . . . . . . . COM 037411105 2,061 20,307 SH Defined 5.13 APACHE CORP. . . . . . . . . COM 037411105 568 5,600 SH Defined 5.13 APACHE CORP. . . . . . . . . COM 037411105 10,870 107,089 SH Defined 5.12 APACHE CORP. . . . . . . . . COM 037411105 1,333 13,133 SH Defined 5.12 APACHE CORP. . . . . . . . . COM 037411105 9,568 94,265 SH Defined 5.12 APACHE CORP. . . . . . . . . COM 037411105 8,556 84,300 SH Defined 5,6,14,15 APACHE CORP. . . . . . . . . COM 037411105 223 2,200 SH Defined 5,6,14,15 APACHE CORP. . . . . . . . . COM 037411105 570 5,612 SH Defined 1 APARTMENT INVT & MGMT CO . . CL A 03748R101 4,781 259,678 SH Defined 5.6 APARTMENT INVT & MGMT CO . . CL A 03748R101 1,919 104,247 SH Defined 5.6 APARTMENT INVT & MGMT CO . . CL A 03748R101 7 391 SH Defined 1.4 APARTMENT INVT & MGMT CO . . CL A 03748R101 598 32,462 SH Defined 5,6,16 APOGENT TECHNOLOGIES INC . . DBCV 12/1 03760AAK7 3 2,000 PRN Defined 5.12 APOLLO GROUP INC . . . . . . CL A 037604105 949 15,487 SH Defined 5.6 APOLLO GROUP INC . . . . . . CL A 037604105 2,732 44,577 SH Defined 5,6,8,9,10,11 APOLLO GROUP INC . . . . . . CL A 037604105 198 3,225 SH Defined 5,6,8,9,10,11 APOLLO GROUP INC . . . . . . CL A 037604105 22 359 SH Defined 5,6,8,9,10,11 APOLLO GROUP INC . . . . . . CL A 037604105 1,164 18,996 SH Defined 1 APOLLO INVT CORP . . . . . . COM 03761U106 2 157 SH Defined 5,6,8,9,10,11 APOLLO INVT CORP . . . . . . COM 03761U106 172 13,500 SH Defined 5.13 APOLLO INVT CORP . . . . . . COM 03761U106 136 10,706 SH Defined 5.12 APOLLO INVT CORP . . . . . . COM 03761U106 1,151 90,420 SH Defined 5,6,14,15 APOLLO INVT CORP . . . . . . COM 03761U106 10 789 SH Defined 1 APOWER ENERGY GENERAT SYS L. COM G04136100 824 76,900 SH Defined 5.6 APOWER ENERGY GENERAT SYS L. COM G04136100 18 1,725 SH Defined 1.4 APPLE INC. . . . . . . . . . COM 037833100 190,543 811,061 SH Defined 5.6 APPLE INC. . . . . . . . . . COM 037833100 6,310 26,860 SH Defined 5.6 APPLE INC. . . . . . . . . . COM 037833100 12,362 52,618 SH Defined 1.4 APPLE INC. . . . . . . . . . COM 037833100 6,501 27,670 SH Defined 1.2 APPLE INC. . . . . . . . . . COM 037833100 2,385 10,152 SH Defined 5,6,8,9,10,11 APPLE INC. . . . . . . . . . COM 037833100 618 2,630 SH Defined 5,6,8,9,10,11 APPLE INC. . . . . . . . . . COM 037833100 189 806 SH Defined 5,6,8,9,10,11 APPLE INC. . . . . . . . . . COM 037833100 186 790 SH Defined 5,6,8,9,10,11 APPLE INC. . . . . . . . . . COM 037833100 113 480 SH Defined 5,6,8,9,10,11 APPLE INC. . . . . . . . . . COM 037833100 110 470 SH Defined 5,6,8,9,10,11 APPLE INC. . . . . . . . . . COM 037833100 280 1,192 SH Defined 1 APPLE INC. . . . . . . . . . COM 037833100 19,969 85,000 SH Defined 5.7 APPLE INC. . . . . . . . . . COM 037833100 7,565 32,200 SH Defined 5.7 APPLE INC. . . . . . . . . . COM 037833100 2,725 11,600 SH Defined 5.7 APPLE INC. . . . . . . . . . COM 037833100 2,067 8,800 SH Defined 5.7 APPLE INC. . . . . . . . . . COM 037833100 670 2,850 SH Defined 5.7 APPLE INC. . . . . . . . . . COM 037833100 657 2,795 SH Defined 5.7 APPLE INC. . . . . . . . . . COM 037833100 141 600 SH Defined 5.7 APPLE INC. . . . . . . . . . COM 037833100 70 300 SH Defined 5.7 APPLE INC. . . . . . . . . . COM 037833100 2,323 9,889 SH Defined 5.13 APPLE INC. . . . . . . . . . COM 037833100 1,308 5,566 SH Defined APPLE INC. . . . . . . . . . COM 037833100 21 90 SH Defined APPLE INC. . . . . . . . . . COM 037833100 1,775 7,557 SH Defined 5,6,16 APPLE INC. . . . . . . . . . COM 037833100 35 147 SH Defined 5.12 APPLE INC. . . . . . . . . . COM 037833100 5,787 24,631 SH Defined 5.12 APPLE INC. . . . . . . . . . COM 037833100 33,571 142,900 SH Defined 5,6,14,15 APPLE INC. . . . . . . . . . COM 037833100 658 2,800 SH Defined 5,6,14,15 APPLE INC. . . . . . . . . . COM 037833100 557 2,370 SH Defined 1 APPLIED INDL TECHNOLOGIES IN COM 03820C105 42 1,700 SH Defined 5,6,16 APPLIED MATLS INC. . . . . . COM 038222105 14,113 1,046,941 SH Defined 5.6 APPLIED MATLS INC. . . . . . COM 038222105 262 19,400 SH Defined 5.6 APPLIED MATLS INC. . . . . . COM 038222105 57 4,209 SH Defined 1.4 APPLIED MATLS INC. . . . . . COM 038222105 390 28,940 SH Defined 5,6,8,9,10,11 APPLIED MATLS INC. . . . . . COM 038222105 1,587 117,700 SH Defined 5.7 APPLIED MATLS INC. . . . . . COM 038222105 202 15,000 SH Defined 5.7 APPLIED MATLS INC. . . . . . COM 038222105 706 52,400 SH Defined 5.13 APPLIED MATLS INC. . . . . . COM 038222105 394 29,200 SH Defined 5,6,16 APPLIED MATLS INC. . . . . . COM 038222105 418 31,019 SH Defined 1 APPLIED MICRO CIRCUITS CORP. COM NEW 03822W406 6 700 SH Defined 1.4 APPLIED MICRO CIRCUITS CORP. COM NEW 03822W406 11 1,292 SH Defined 5,6,8,9,10,11 AQUA AMERICA INC . . . . . . COM 03836W103 1,826 103,900 SH Defined 5.6 AQUA AMERICA INC . . . . . . COM 03836W103 9 500 SH Defined 1.4 AQUA AMERICA INC . . . . . . COM 03836W103 80 4,560 SH Defined 5,6,8,9,10,11 AQUA AMERICA INC . . . . . . COM 03836W103 2,692 153,227 SH Defined 1 AQUA AMERICA INC . . . . . . COM 03836W103 8 450 SH Defined 5.12 AQUA AMERICA INC . . . . . . COM 03836W103 8 471 SH Defined 1 ARCELORMITTAL SA LUXEMBOURG. NY REGISTRY SH 03938L104 59 1,336 SH Defined 1.4 ARCELORMITTAL SA LUXEMBOURG. NY REGISTRY SH 03938L104 447 10,190 SH Defined 5,6,8,9,10,11 ARCELORMITTAL SA LUXEMBOURG. NY REGISTRY SH 03938L104 44 1,000 SH Defined 5,6,8,9,10,11 ARCELORMITTAL SA LUXEMBOURG. NOTE 5.000% 5/1 03938LAK0 906 570,000 PRN Defined 5,6,8,9,10,11 ARCELORMITTAL SA LUXEMBOURG. NOTE 5.000% 5/1 03938LAK0 636 400,000 PRN Defined 5.12 ARCELORMITTAL SA LUXEMBOURG. NY REGISTRY SH 03938L104 145 3,300 SH Defined 1 ARCELORMITTAL SA LUXEMBOURG. NOTE 5.000% 5/1 03938LAK0 4,933 3,105,000 PRN Defined 1 ARCH CAP GROUP LTD . . . . . ORD G0450A105 199 2,614 SH Defined 5.6 ARCH CAP GROUP LTD . . . . . ORD G0450A105 130 1,700 SH Defined 1.4 ARCH CAP GROUP LTD . . . . . ORD G0450A105 112 1,465 SH Defined 1 ARCH CHEMICALS INC . . . . . COM 03937R102 437 12,700 SH Defined 5.6 ARCH COAL INC. . . . . . . . COM 039380100 283 12,388 SH Defined 5.6 ARCH COAL INC. . . . . . . . COM 039380100 36 1,585 SH Defined 5,6,8,9,10,11 ARCH COAL INC. . . . . . . . COM 039380100 32 1,400 SH Defined 5.12 ARCH COAL INC. . . . . . . . COM 039380100 221 9,659 SH Defined 1 ARCHER DANIELS MIDLAND CO. . COM 039483102 50,156 1,735,505 SH Defined 5.6 ARCHER DANIELS MIDLAND CO. . COM 039483102 156 5,381 SH Defined 1.4 ARCHER DANIELS MIDLAND CO. . COM 039483102 38 1,318 SH Defined 5,6,8,9,10,11 ARCHER DANIELS MIDLAND CO. . COM 039483102 1,156 40,000 SH Defined 5.7 ARCHER DANIELS MIDLAND CO. . COM 039483102 338 11,700 SH Defined 5.13 ARCHER DANIELS MIDLAND CO. . UNIT 99/99/9999 039483201 9 231 SH Defined 5.12 ARCHER DANIELS MIDLAND CO. . COM 039483102 17,196 595,000 SH Defined 5,6,14,15 ARCHER DANIELS MIDLAND CO. . COM 039483102 439 15,200 SH Defined 5,6,14,15 ARCHER DANIELS MIDLAND CO. . COM 039483102 1,015 35,119 SH Defined 1 ARDEN GROUP INC. . . . . . . CL A 039762109 6 55 SH Defined 5,6,8,9,10,11 ARENA PHARMACEUTICALS INC. . COM 040047102 107 34,601 SH Defined 1.4 ARENA PHARMACEUTICALS INC. . COM 040047102 130 41,900 SH Defined 5.12 ARES CAP CORP. . . . . . . . COM 04010L103 2 146 SH Defined 5,6,8,9,10,11 ARES CAP CORP. . . . . . . . COM 04010L103 45 3,000 SH Defined 5,6,16 ARGON ST INC . . . . . . . . COM 040149106 239 8,980 SH Defined 5,6,8,9,10,11 ARIBA INC. . . . . . . . . . COM NEW 04033V203 0 25 SH Defined 1.3 ARKANSAS BEST CORP DEL . . . COM 040790107 106 3,557 SH Defined 5,6,8,9,10,11 ARKANSAS BEST CORP DEL . . . COM 040790107 79 2,650 SH Defined 5,6,16 ARM HLDGS PLC. . . . . . . . SPONSORED ADR 042068106 102 9,566 SH Defined 1.4 ARMSTRONG WORLD INDS INC NEW COM 04247X102 8 233 SH Defined 5,6,8,9,10,11 ARROW ELECTRS INC. . . . . . COM 042735100 291 9,665 SH Defined 5.6 ARROW ELECTRS INC. . . . . . COM 042735100 42 1,400 SH Defined 5,6,16 ARROW ELECTRS INC. . . . . . COM 042735100 4,170 138,400 SH Defined 5,6,14,15 ARROW ELECTRS INC. . . . . . COM 042735100 88 2,905 SH Defined 1 ARTIO GLOBAL INVS INC. . . . COM CL A 04315B107 9 347 SH Defined 5,6,8,9,10,11 ARTIO GLOBAL INVS INC. . . . COM CL A 04315B107 62 2,500 SH Defined 5,6,16 ARUBA NETWORKS INC . . . . . COM 043176106 437 32,000 SH Defined 1.4 ARVINMERITOR INC . . . . . . COM 043353101 100 7,500 SH Defined 1.4 ARVINMERITOR INC . . . . . . COM 043353101 33 2,445 SH Defined 5,6,8,9,10,11 ASA BERMUDA LIMITED. . . . . COM G3156P103 22 300 SH Defined 1.4 ASBURY AUTOMOTIVE GROUP INC. NOTE 3.000% 9/1 043436AG9 366 407,000 PRN Defined 5,6,8,9,10,11 ASBURY AUTOMOTIVE GROUP INC. COM 043436104 25 1,894 SH Defined 5,6,16 ASCENT SOLAR TECHNOLOGIES IN COM 043635101 1,229 319,343 SH Defined 5.6 ASHFORD HOSPITALITY TR INC . COM SHS 044103109 1,081 150,714 SH Defined 5.6 ASHFORD HOSPITALITY TR INC . COM SHS 044103109 89 12,400 SH Defined 5.6 ASHFORD HOSPITALITY TR INC . COM SHS 044103109 7 1,000 SH Defined 1.4 ASHLAND INC NEW. . . . . . . COM 044209104 13 241 SH Defined 1.4 ASHLAND INC NEW. . . . . . . COM 044209104 18 340 SH Defined 5,6,8,9,10,11 ASHLAND INC NEW. . . . . . . COM 044209104 2,499 47,350 SH Defined 1 ASHLAND INC NEW. . . . . . . COM 044209104 79 1,500 SH Defined 5.7 ASHLAND INC NEW. . . . . . . COM 044209104 53 1,000 SH Defined 5.7 ASHLAND INC NEW. . . . . . . COM 044209104 306 5,800 SH Defined 5.13 ASHLAND INC NEW. . . . . . . COM 044209104 63 1,200 SH Defined 5,6,16 ASPEN INSURANCE HOLDINGS LTD SHS G05384105 121 4,200 SH Defined 5.13 ASSOCIATED ESTATES RLTY CORP COM 045604105 686 49,744 SH Defined 5.6 ASSOCIATED ESTATES RLTY CORP COM 045604105 61 4,400 SH Defined 5.6 ASSURANT INC . . . . . . . . COM 04621X108 403 11,732 SH Defined 5.6 ASSURANT INC . . . . . . . . COM 04621X108 11 315 SH Defined 1.4 ASSURANT INC . . . . . . . . COM 04621X108 206 5,991 SH Defined 5,6,8,9,10,11 ASSURANT INC . . . . . . . . COM 04621X108 153 4,443 SH Defined 5,6,8,9,10,11 ASSURANT INC . . . . . . . . COM 04621X108 24 695 SH Defined 5,6,8,9,10,11 ASSURANT INC . . . . . . . . COM 04621X108 368 10,700 SH Defined 5.13 ASSURED GUARANTY LTD . . . . COM G0585R106 92 4,185 SH Defined 5,6,8,9,10,11 ASSURED GUARANTY LTD . . . . COM G0585R106 189 8,590 SH Defined 5,6,8,9,10,11 ASSURED GUARANTY LTD . . . . COM G0585R106 217 9,856 SH Defined 5,6,8,9,10,11 ASSURED GUARANTY LTD . . . . COM G0585R106 62 2,800 SH Defined 5.12 ASTEC INDS INC . . . . . . . COM 046224101 6 200 SH Defined 5,6,8,9,10,11 AT&T INC . . . . . . . . . . COM 00206R102 100,983 3,908,004 SH Defined 5.6 AT&T INC . . . . . . . . . . COM 00206R102 207 8,000 SH Defined 5.6 AT&T INC . . . . . . . . . . COM 00206R102 251 9,715 SH Defined 1.4 AT&T INC . . . . . . . . . . COM 00206R102 40 1,530 SH Defined 1.3 AT&T INC . . . . . . . . . . COM 00206R102 2,193 84,856 SH Defined 1.2 AT&T INC . . . . . . . . . . COM 00206R102 435 16,820 SH Defined 5,6,8,9,10,11 AT&T INC . . . . . . . . . . COM 00206R102 69 2,657 SH Defined 5,6,8,9,10,11 AT&T INC . . . . . . . . . . COM 00206R102 217 8,402 SH Defined 5,6,8,9 AT&T INC . . . . . . . . . . COM 00206R102 33 1,269 SH Defined 5,6,8,9 AT&T INC . . . . . . . . . . COM 00206R102 14,212 550,000 SH Defined 5.7 AT&T INC . . . . . . . . . . COM 00206R102 3,876 150,000 SH Defined 5.7 AT&T INC . . . . . . . . . . COM 00206R102 1,553 60,100 SH Defined 5.7 AT&T INC . . . . . . . . . . COM 00206R102 509 19,700 SH Defined 5.7 AT&T INC . . . . . . . . . . COM 00206R102 101 3,900 SH Defined 5.7 AT&T INC . . . . . . . . . . COM 00206R102 1,437 55,600 SH Defined 5.13 AT&T INC . . . . . . . . . . COM 00206R102 1 46 SH Defined AT&T INC . . . . . . . . . . COM 00206R102 0 4 SH Defined 5.12 AT&T INC . . . . . . . . . . COM 00206R102 24,676 954,970 SH Defined 5.12 AT&T INC . . . . . . . . . . COM 00206R102 21,963 849,945 SH Defined 5,6,14,15 AT&T INC . . . . . . . . . . COM 00206R102 3,724 144,125 SH Defined 5,6,14,15 AT&T INC . . . . . . . . . . COM 00206R102 9,291 359,573 SH Defined 1 ATHENAHEALTH INC . . . . . . COM 04685W103 35 950 SH Defined 5,6,8,9,10,11 ATHENAHEALTH INC . . . . . . COM 04685W103 174 4,760 SH Defined 5,6,8,9,10,11 ATHENAHEALTH INC . . . . . . COM 04685W103 113 3,083 SH Defined 5,6,16 ATHEROS COMMUNICATIONS INC . COM 04743P108 10 250 SH Defined 1.4 ATLAS AIR WORLDWIDE HLDGS IN COM NEW 049164205 7 133 SH Defined 5,6,8,9,10,11 ATLAS ENERGY INC . . . . . . COM 049298102 261 8,398 SH Defined 5,6,8,9,10,11 ATLAS ENERGY INC . . . . . . COM 049298102 99 3,184 SH Defined 5,6,8,9,10,11 ATLAS ENERGY INC . . . . . . COM 049298102 35 1,116 SH Defined 5,6,8,9,10,11 ATLAS ENERGY INC . . . . . . COM 049298102 10 319 SH Defined 5,6,8,9,10,11 ATLAS PIPELINE PARTNERS LP . LP UNIT L P INT 049392103 1,546 111,090 SH Defined 1.4 ATMEL CORP . . . . . . . . . COM 049513104 3 544 SH Defined 5,6,8,9,10,11 ATMOS ENERGY CORP. . . . . . COM 049560105 174 6,100 SH Defined 5.13 ATMOS ENERGY CORP. . . . . . COM 049560105 3,151 110,300 SH Defined 5,6,14,15 ATP OIL & GAS CORP . . . . . COM 00208J108 32 1,712 SH Defined 5,6,8,9,10,11 ATWOOD OCEANICS INC. . . . . COM 050095108 17 494 SH Defined 1.4 AU OPTRONICS CORP. . . . . . SPONSORED ADR 002255107 9,003 794,600 SH Defined 5.6 AU OPTRONICS CORP. . . . . . SPONSORED ADR 002255107 7,576 668,700 SH Defined 5.6 AU OPTRONICS CORP. . . . . . SPONSORED ADR 002255107 501 44,181 SH Defined 5.12 AURIZON MINES LTD. . . . . . COM 05155P106 16,512 3,520,800 SH Defined 5.6 AURIZON MINES LTD. . . . . . COM 05155P106 2,233 476,242 SH Defined 5.12 AURIZON MINES LTD. . . . . . COM 05155P106 141 30,109 SH Defined 5.12 AUTODESK INC . . . . . . . . COM 052769106 707 24,015 SH Defined 5.6 AUTODESK INC . . . . . . . . COM 052769106 25 850 SH Defined 1.4 AUTODESK INC . . . . . . . . COM 052769106 38 1,286 SH Defined 5,6,8,9,10,11 AUTODESK INC . . . . . . . . COM 052769106 118 4,000 SH Defined 5,6,14,15 AUTODESK INC . . . . . . . . COM 052769106 325 11,036 SH Defined 1 AUTOLIV INC. . . . . . . . . COM 052800109 36 700 SH Defined 5.12 AUTOMATIC DATA PROCESSING IN COM 053015103 36,170 813,368 SH Defined 5.6 AUTOMATIC DATA PROCESSING IN COM 053015103 28 640 SH Defined 1.4 AUTOMATIC DATA PROCESSING IN COM 053015103 3,744 84,193 SH Defined 5.12 AUTOMATIC DATA PROCESSING IN COM 053015103 838 18,835 SH Defined 1 AUTONATION INC . . . . . . . COM 05329W102 127 7,000 SH Defined 5.6 AUTONATION INC . . . . . . . COM 05329W102 31 1,695 SH Defined 5,6,8,9,10,11 AUTONATION INC . . . . . . . COM 05329W102 307 16,962 SH Defined 1 AUTOZONE INC . . . . . . . . COM 053332102 655 3,787 SH Defined 5.6 AUTOZONE INC . . . . . . . . COM 053332102 42 245 SH Defined 1.4 AUTOZONE INC . . . . . . . . COM 053332102 176 1,018 SH Defined 1 AUXILIUM PHARMACEUTICALS INC COM 05334D107 18 585 SH Defined 5,6,8,9,10,11 AVAGO TECHNOLOGIES LTD . . . SHS Y0486S104 985 47,900 SH Defined 5.12 AVALONBAY CMNTYS INC . . . . COM 053484101 15,627 180,970 SH Defined 5.6 AVALONBAY CMNTYS INC . . . . COM 053484101 4,285 49,624 SH Defined 5.6 AVALONBAY CMNTYS INC . . . . COM 053484101 4,749 55,000 SH Defined 5.7 AVALONBAY CMNTYS INC . . . . COM 053484101 1,274 14,750 SH Defined 5.7 AVALONBAY CMNTYS INC . . . . COM 053484101 561 6,500 SH Defined 5.7 AVALONBAY CMNTYS INC . . . . COM 053484101 187 2,160 SH Defined 5.7 AVALONBAY CMNTYS INC . . . . COM 053484101 2,556 29,601 SH Defined 5,6,16 AVALONBAY CMNTYS INC . . . . COM 053484101 267 3,089 SH Defined 1 AVANIR PHARMACEUTICALS INC . CL A NEW 05348P401 5 2,000 SH Defined 1.4 AVERY DENNISON CORP. . . . . COM 053611109 10,528 289,161 SH Defined 5.6 AVERY DENNISON CORP. . . . . COM 053611109 66 1,800 SH Defined 1.4 AVERY DENNISON CORP. . . . . COM 053611109 73 2,000 SH Defined 5.13 AVERY DENNISON CORP. . . . . COM 053611109 178 4,900 SH Defined 5.13 AVID TECHNOLOGY INC. . . . . COM 05367P100 4 274 SH Defined 5,6,8,9,10,11 AVID TECHNOLOGY INC. . . . . COM 05367P100 81 5,850 SH Defined 5.12 AVIS BUDGET GROUP. . . . . . COM 053774105 77 6,730 SH Defined 5,6,8,9,10,11 AVIS BUDGET GROUP. . . . . . COM 053774105 31 2,684 SH Defined 5,6,8,9,10,11 AVISTA CORP. . . . . . . . . COM 05379B107 2 99 SH Defined 5,6,8,9,10,11 AVISTA CORP. . . . . . . . . COM 05379B107 194 9,350 SH Defined 5.12 AVNET INC. . . . . . . . . . COM 053807103 558 18,590 SH Defined 5.6 AVNET INC. . . . . . . . . . COM 053807103 89 2,970 SH Defined 5,6,8,9,10,11 AVNET INC. . . . . . . . . . COM 053807103 375 12,500 SH Defined 5.13 AVNET INC. . . . . . . . . . COM 053807103 54 1,809 SH Defined 5,6,16 AVNET INC. . . . . . . . . . COM 053807103 57 1,900 SH Defined 5,6,14,15 AVNET INC. . . . . . . . . . COM 053807103 110 3,669 SH Defined 1 AVON PRODS INC . . . . . . . COM 054303102 4,620 136,390 SH Defined 5.6 AVON PRODS INC . . . . . . . COM 054303102 43 1,271 SH Defined 1.4 AVON PRODS INC . . . . . . . COM 054303102 373 11,000 SH Defined 5.7 AVON PRODS INC . . . . . . . COM 054303102 409 12,070 SH Defined 5.13 AVON PRODS INC . . . . . . . COM 054303102 3,892 114,900 SH Defined 5,6,14,15 AVON PRODS INC . . . . . . . COM 054303102 68 2,000 SH Defined 5,6,14,15 AVX CORP NEW . . . . . . . . COM 002444107 33 2,310 SH Defined 5,6,16 AXIS CAPITAL HOLDINGS. . . . SHS G0692U109 5,191 166,061 SH Defined 5.6 AXIS CAPITAL HOLDINGS. . . . SHS G0692U109 14 450 SH Defined 1.4 AXIS CAPITAL HOLDINGS. . . . SHS G0692U109 334 10,700 SH Defined 5.13 AXIS CAPITAL HOLDINGS. . . . SHS G0692U109 89 2,840 SH Defined 5.12 AXIS CAPITAL HOLDINGS. . . . SHS G0692U109 105 3,345 SH Defined 1 AZZ INC. . . . . . . . . . . COM 002474104 20 593 SH Defined 5,6,8,9,10,11 BADGER METER INC . . . . . . COM 056525108 1,366 35,471 SH Defined 5.6 BAIDU INC. . . . . . . . . . SPON ADR REP A 056752108 9,671 16,200 SH Defined 5.6 BAIDU INC. . . . . . . . . . SPON ADR REP A 056752108 482 808 SH Defined 1.4 BAIDU INC. . . . . . . . . . SPON ADR REP A 056752108 1,988 3,330 SH Defined 1.2 BAIDU INC. . . . . . . . . . SPON ADR REP A 056752108 51 85 SH Defined 5.7 BAIDU INC. . . . . . . . . . SPON ADR REP A 056752108 776 1,300 SH Defined 5.12 BAIDU INC. . . . . . . . . . SPON ADR REP A 056752108 314 526 SH Defined 1 BAKER HUGHES INC . . . . . . COM 057224107 2,143 45,746 SH Defined 5.6 BAKER HUGHES INC . . . . . . COM 057224107 170 3,639 SH Defined 1.4 BAKER HUGHES INC . . . . . . COM 057224107 18,577 396,600 SH Defined 5.12 BAKER HUGHES INC . . . . . . COM 057224107 1,845 39,388 SH Defined 1 BALDOR ELEC CO . . . . . . . COM 057741100 4 100 SH Defined 5.12 BALL CORP. . . . . . . . . . COM 058498106 418 7,822 SH Defined 5.6 BALL CORP. . . . . . . . . . COM 058498106 149 2,800 SH Defined 5,6,16 BALLY TECHNOLOGIES INC . . . COM 05874B107 42 1,041 SH Defined 5,6,8,9,10,11 BALTIC TRADING LIMITED . . . COM Y0553W103 79 5,866 SH Defined 5,6,8,9,10,11 BANCO BRADESCO S A . . . . . SP ADR PFD NEW 059460303 97,885 5,311,166 SH Defined 5.6 BANCO BRADESCO S A . . . . . SP ADR PFD NEW 059460303 31,730 1,721,659 SH Defined 5.6 BANCO BRADESCO S A . . . . . SP ADR PFD NEW 059460303 5,524 299,721 SH Defined 1 BANCO SANTANDER BRASIL S A . ADS REP 1 UNIT 05967A107 6,603 531,200 SH Defined 5.6 BANCO SANTANDER BRASIL S A . ADS REP 1 UNIT 05967A107 1,306 105,100 SH Defined 5.6 BANCO SANTANDER BRASIL S A . ADS REP 1 UNIT 05967A107 622 50,000 SH Defined 5.12 BANCO SANTANDER BRASIL S A . ADS REP 1 UNIT 05967A107 116 9,300 SH Defined 1 BANCO SANTANDER CHILE NEW. . SP ADR REP COM 05965X109 4,073 59,700 SH Defined 5.6 BANCO SANTANDER CHILE NEW. . SP ADR REP COM 05965X109 2,108 30,900 SH Defined 5.6 BANCO SANTANDER CHILE NEW. . SP ADR REP COM 05965X109 0 6 SH Defined 5,6,8,9,10,11 BANCO SANTANDER SA . . . . . ADR 05964H105 151 11,342 SH Defined 5.6 BANCO SANTANDER SA . . . . . ADR 05964H105 8 608 SH Defined 1 BANCOLOMBIA S A. . . . . . . SPON ADR PREF 05968L102 7,013 153,600 SH Defined 5.6 BANCOLOMBIA S A. . . . . . . SPON ADR PREF 05968L102 2,237 49,000 SH Defined 5.6 BANCOLOMBIA S A. . . . . . . SPON ADR PREF 05968L102 12,050 263,900 SH Defined 5.6 BANCORPSOUTH INC . . . . . . COM 059692103 21 1,010 SH Defined 5,6,8,9,10,11 BANCORPSOUTH INC . . . . . . COM 059692103 39 1,850 SH Defined 5,6,16 BANK HAWAII CORP . . . . . . COM 062540109 297 6,600 SH Defined 5.13 BANK HAWAII CORP . . . . . . COM 062540109 131 2,915 SH Defined 5,6,16 BANK MONTREAL QUE. . . . . . COM 063671101 14,349 237,225 SH Defined 5.6 BANK MONTREAL QUE. . . . . . COM 063671101 2,947 48,720 SH Defined 1.2 BANK MONTREAL QUE. . . . . . COM 063671101 38 632 SH Defined 1 BANK MUTUAL CORP NEW . . . . COM 063750103 153 23,600 SH Defined 5.12 BANK NOVA SCOTIA HALIFAX . . COM 064149107 11,285 226,055 SH Defined 5.6 BANK NOVA SCOTIA HALIFAX . . COM 064149107 1,571 31,475 SH Defined 1.2 BANK NOVA SCOTIA HALIFAX . . COM 064149107 61 1,230 SH Defined 1 BANK OF AMERICA CORPORATION. COM 060505104 128,614 7,205,284 SH Defined 5.6 BANK OF AMERICA CORPORATION. COM 060505104 8,035 450,126 SH Defined 1.4 BANK OF AMERICA CORPORATION. COM 060505104 5,071 284,085 SH Defined 1.2 BANK OF AMERICA CORPORATION. *W EXP 10/28/201 060505153 1,000 278,604 SH CALL Defined 5,6,8,9,10,11 BANK OF AMERICA CORPORATION. *W EXP 10/28/201 060505153 414 115,317 SH CALL Defined 5,6,8,9,10,11 BANK OF AMERICA CORPORATION. COM 060505104 1,682 94,253 SH Defined 5,6,8,9,10,11 BANK OF AMERICA CORPORATION. COM 060505104 359 20,125 SH Defined 5,6,8,9,10,11 BANK OF AMERICA CORPORATION. COM 060505104 359 20,100 SH Defined 5,6,8,9,10,11 BANK OF AMERICA CORPORATION. COM 060505104 68 3,800 SH Defined 5,6,8,9,10,11 BANK OF AMERICA CORPORATION. COM 060505104 51 2,878 SH Defined 5,6,8,9,10,11 BANK OF AMERICA CORPORATION. COM 060505104 6 348 SH Defined 5,6,8,9,10,11 BANK OF AMERICA CORPORATION. COM 060505104 1 50 SH Defined 5,6,8,9,10,11 BANK OF AMERICA CORPORATION. 7.25%CNV PFD L 060505682 1,142 1,171 SH Defined 5,6,8,9,10,11 BANK OF AMERICA CORPORATION. COM 060505104 16,958 950,000 SH Defined 5.7 BANK OF AMERICA CORPORATION. COM 060505104 4,373 245,000 SH Defined 5.7 BANK OF AMERICA CORPORATION. COM 060505104 3,570 200,000 SH Defined 5.7 BANK OF AMERICA CORPORATION. COM 060505104 1,771 99,200 SH Defined 5.7 BANK OF AMERICA CORPORATION. COM 060505104 582 32,600 SH Defined 5.7 BANK OF AMERICA CORPORATION. COM 060505104 499 27,940 SH Defined 5.7 BANK OF AMERICA CORPORATION. COM 060505104 473 26,500 SH Defined 5.7 BANK OF AMERICA CORPORATION. COM 060505104 295 16,500 SH Defined 5.7 BANK OF AMERICA CORPORATION. COM 060505104 196 11,000 SH Defined 5.7 BANK OF AMERICA CORPORATION. COM 060505104 1,208 67,700 SH Defined 5.13 BANK OF AMERICA CORPORATION. COM 060505104 826 46,285 SH Defined 5,6,16 BANK OF AMERICA CORPORATION. COM 060505104 21 1,170 SH Defined 5.12 BANK OF AMERICA CORPORATION. COM 060505104 415 23,250 SH Defined 5.12 BANK OF AMERICA CORPORATION. COM 060505104 101 5,649 SH Defined 5,6,14,15 BANK OF AMERICA CORPORATION. COM 060505104 14,920 835,828 SH Defined 1 BANK OF NEW YORK MELLON CORP COM 064058100 33,117 1,072,426 SH Defined 5.6 BANK OF NEW YORK MELLON CORP COM 064058100 31 1,000 SH Defined 1.4 BANK OF NEW YORK MELLON CORP COM 064058100 470 15,214 SH Defined 1.3 BANK OF NEW YORK MELLON CORP COM 064058100 29 942 SH Defined 5,6,8,9,10,11 BANK OF NEW YORK MELLON CORP COM 064058100 4,632 150,000 SH Defined 5.7 BANK OF NEW YORK MELLON CORP COM 064058100 371 12,000 SH Defined 5.7 BANK OF NEW YORK MELLON CORP COM 064058100 123 3,975 SH Defined 5.7 BANK OF NEW YORK MELLON CORP COM 064058100 12,609 408,312 SH Defined 5,6,14,15 BANK OF NEW YORK MELLON CORP COM 064058100 250 8,100 SH Defined 5,6,14,15 BANK OF NEW YORK MELLON CORP COM 064058100 882 28,562 SH Defined 1 BARCLAYS BANK PLC. . . . . . ETN DJUBSPLATM38 06739H255 22 560 SH Defined 1.4 BARCLAYS BANK PLC. . . . . . ETN DJUBSCOCO 38 06739H313 19 440 SH Defined 1.4 BARCLAYS BANK PLC. . . . . . ETN DJUBS NAT37 06739H644 10 1,030 SH Defined 5,6,8,9,10,11 BARCLAYS BK PLC. . . . . . . IPSP CROIL ETN 06738C786 46 1,730 SH Defined 1.4 BARCLAYS BK PLC. . . . . . . ETN DJUBS COPR37 06739F101 12 240 SH Defined 1.4 BARCLAYS BK PLC. . . . . . . IPATH SHRT ETN 06740C527 25 1,200 SH Defined 1.4 BARCLAYS BK PLC. . . . . . . IPATH SHRT ETN 06740C527 156 7,438 SH Defined 5,6,8,9,10,11 BARCLAYS BK PLC. . . . . . . IPATH SHRT ETN 06740C527 66 3,148 SH Defined 5,6,8,9,10,11 BARD C R INC . . . . . . . . COM 067383109 929 10,725 SH Defined 5.6 BARD C R INC . . . . . . . . COM 067383109 952 10,985 SH Defined 5,6,8,9,10,11 BARNES GROUP INC . . . . . . COM 067806109 58 3,000 SH Defined 5,6,16 BARRETT BILL CORP. . . . . . COM 06846N104 1 48 SH Defined 5,6,8,9,10,11 BARRICK GOLD CORP. . . . . . COM 067901108 130,818 3,421,491 SH Defined 5.6 BARRICK GOLD CORP. . . . . . COM 067901108 2,233 58,400 SH Defined 5.6 BARRICK GOLD CORP. . . . . . COM 067901108 338 8,832 SH Defined 1.4 BARRICK GOLD CORP. . . . . . COM 067901108 1,691 44,226 SH Defined 1.2 BARRICK GOLD CORP. . . . . . COM 067901108 63 1,635 SH Defined 5,6,8,9,10,11 BARRICK GOLD CORP. . . . . . COM 067901108 185 4,830 SH Defined 5,6,8,9 BARRICK GOLD CORP. . . . . . COM 067901108 3 85 SH Defined 5,6,8,9 BARRICK GOLD CORP. . . . . . COM 067901108 6,411 167,676 SH Defined 5.13 BARRICK GOLD CORP. . . . . . COM 067901108 153 4,000 SH Defined BARRICK GOLD CORP. . . . . . COM 067901108 34,770 909,407 SH Defined 5.12 BARRICK GOLD CORP. . . . . . COM 067901108 5,746 150,282 SH Defined 5.12 BARRICK GOLD CORP. . . . . . COM 067901108 6,507 170,200 SH Defined 5,6,14,15 BARRICK GOLD CORP. . . . . . COM 067901108 126 3,300 SH Defined 5,6,14,15 BARRICK GOLD CORP. . . . . . COM 067901108 522 13,658 SH Defined 1 BAXTER INTL INC. . . . . . . COM 071813109 13,741 236,096 SH Defined 5.6 BAXTER INTL INC. . . . . . . COM 071813109 66 1,140 SH Defined 1.4 BAXTER INTL INC. . . . . . . COM 071813109 268 4,600 SH Defined 5,6,8,9,10,11 BAXTER INTL INC. . . . . . . COM 071813109 6 95 SH Defined 5,6,8,9,10,11 BAXTER INTL INC. . . . . . . COM 071813109 1,467 25,200 SH Defined 5.7 BAXTER INTL INC. . . . . . . COM 071813109 1,455 25,000 SH Defined 5.7 BAXTER INTL INC. . . . . . . COM 071813109 233 4,000 SH Defined 5.7 BAXTER INTL INC. . . . . . . COM 071813109 429 7,375 SH Defined 5.12 BAXTER INTL INC. . . . . . . COM 071813109 835 14,352 SH Defined 1 BAYTEX ENERGY TR . . . . . . TRUST UNIT 073176109 4 112 SH Defined 5,6,8,9,10,11 BB&T CORP. . . . . . . . . . COM 054937107 10,083 311,307 SH Defined 5.6 BB&T CORP. . . . . . . . . . COM 054937107 56 1,735 SH Defined 1.4 BB&T CORP. . . . . . . . . . COM 054937107 22 678 SH Defined 5,6,8,9,10,11 BB&T CORP. . . . . . . . . . COM 054937107 6,478 200,000 SH Defined 5.7 BB&T CORP. . . . . . . . . . COM 054937107 1,490 46,000 SH Defined 5.7 BB&T CORP. . . . . . . . . . COM 054937107 836 25,800 SH Defined 5.7 BB&T CORP. . . . . . . . . . COM 054937107 274 8,470 SH Defined 5.7 BB&T CORP. . . . . . . . . . COM 054937107 752 23,230 SH Defined 5,6,16 BB&T CORP. . . . . . . . . . COM 054937107 78 2,400 SH Defined 5,6,14,15 BB&T CORP. . . . . . . . . . COM 054937107 559 17,270 SH Defined 1 BCE INC. . . . . . . . . . . COM NEW 05534B760 5,841 199,445 SH Defined 5.6 BCE INC. . . . . . . . . . . COM NEW 05534B760 11 386 SH Defined 1.4 BCE INC. . . . . . . . . . . COM NEW 05534B760 782 26,700 SH Defined 1.2 BCE INC. . . . . . . . . . . COM NEW 05534B760 538 18,360 SH Defined 5,6,16 BCE INC. . . . . . . . . . . COM NEW 05534B760 208 7,100 SH Defined 5.12 BCE INC. . . . . . . . . . . COM NEW 05534B760 1,631 55,700 SH Defined 5,6,14,15 BCE INC. . . . . . . . . . . COM NEW 05534B760 21 712 SH Defined 1 BE AEROSPACE INC . . . . . . COM 073302101 6 206 SH Defined 5,6,8,9,10,11 BEAZER HOMES USA INC . . . . COM 07556Q105 381 84,000 SH Defined 1.4 BEAZER HOMES USA INC . . . . COM 07556Q105 1 202 SH Defined 5,6,8,9,10,11 BEBE STORES INC. . . . . . . COM 075571109 56 6,267 SH Defined 5,6,8,9,10,11 BEBE STORES INC. . . . . . . COM 075571109 45 5,100 SH Defined 5,6,16 BECKMAN COULTER INC. . . . . COM 075811109 306 4,878 SH Defined 5.6 BECKMAN COULTER INC. . . . . NOTE 2.500%12/1 075811AD1 1,414 1,265,000 PRN Defined 5.6 BECKMAN COULTER INC. . . . . COM 075811109 324 5,164 SH Defined 5,6,8,9,10,11 BECKMAN COULTER INC. . . . . COM 075811109 27 425 SH Defined 5,6,8,9,10,11 BECKMAN COULTER INC. . . . . COM 075811109 106 1,682 SH Defined 1 BECTON DICKINSON & CO. . . . COM 075887109 34,061 432,635 SH Defined 5.6 BECTON DICKINSON & CO. . . . COM 075887109 1,149 14,600 SH Defined 5.6 BECTON DICKINSON & CO. . . . COM 075887109 160 2,030 SH Defined 1.4 BECTON DICKINSON & CO. . . . COM 075887109 25 319 SH Defined 5,6,8,9,10,11 BECTON DICKINSON & CO. . . . COM 075887109 20 254 SH Defined 5,6,8,9,10,11 BECTON DICKINSON & CO. . . . COM 075887109 27,152 344,869 SH Defined 5.12 BECTON DICKINSON & CO. . . . COM 075887109 347 4,412 SH Defined 1 BED BATH & BEYOND INC. . . . COM 075896100 1,429 32,660 SH Defined 5.6 BED BATH & BEYOND INC. . . . COM 075896100 58 1,336 SH Defined 1.4 BED BATH & BEYOND INC. . . . COM 075896100 14 315 SH Defined 5,6,8,9,10,11 BED BATH & BEYOND INC. . . . COM 075896100 179 4,100 SH Defined 5.13 BED BATH & BEYOND INC. . . . COM 075896100 258 5,900 SH Defined 5,6,16 BED BATH & BEYOND INC. . . . COM 075896100 980 22,405 SH Defined 1 BELL MICROPRODUCTS INC . . . COM 078137106 1,713 245,405 SH Defined 5,6,8,9,10,11 BELL MICROPRODUCTS INC . . . COM 078137106 49 7,000 SH Defined 5,6,8,9,10,11 BELL MICROPRODUCTS INC . . . COM 078137106 13 1,805 SH Defined 5,6,8,9,10,11 BELL MICROPRODUCTS INC . . . NOTE 3.750% 3/0 078137AC0 2,191 2,203,000 PRN Defined 5,6,8,9,10,11 BEMIS INC. . . . . . . . . . COM 081437105 72 2,496 SH Defined 5.6 BEMIS INC. . . . . . . . . . COM 081437105 74 2,567 SH Defined 5,6,8,9,10,11 BENCHMARK ELECTRS INC. . . . COM 08160H101 93 4,500 SH Defined 5.13 BENCHMARK ELECTRS INC. . . . COM 08160H101 20 981 SH Defined 5,6,16 BENEFICIAL MUTUAL BANCORP IN COM 08173R104 2 219 SH Defined 5,6,8,9,10,11 BENIHANA INC . . . . . . . . COM 082047101 10 1,444 SH Defined 5,6,8,9,10,11 BERKLEY W R CORP . . . . . . COM 084423102 246 9,448 SH Defined 5.6 BERKLEY W R CORP . . . . . . COM 084423102 4,939 189,300 SH Defined 5,6,14,15 BERKLEY W R CORP . . . . . . COM 084423102 146 5,600 SH Defined 5,6,14,15 BERKLEY W R CORP . . . . . . COM 084423102 93 3,575 SH Defined 1 BERKSHIRE HATHAWAY INC DEL . CL B NEW 084670702 9,275 114,121 SH Defined 5.6 BERKSHIRE HATHAWAY INC DEL . CL B NEW 084670702 1,057 13,000 SH Defined 5.6 BERKSHIRE HATHAWAY INC DEL . CL B NEW 084670702 818 10,070 SH Defined 1.4 BERKSHIRE HATHAWAY INC DEL . CL A 084670108 4,635 38 SH Defined 5,6,8,9,10,11 BERKSHIRE HATHAWAY INC DEL . CL B NEW 084670702 6,908 85,000 SH Defined 5.7 BERKSHIRE HATHAWAY INC DEL . CL B NEW 084670702 1,703 20,950 SH Defined 5.7 BERKSHIRE HATHAWAY INC DEL . CL B NEW 084670702 658 8,100 SH Defined 5.7 BERKSHIRE HATHAWAY INC DEL . CL B NEW 084670702 217 2,675 SH Defined 5.7 BERKSHIRE HATHAWAY INC DEL . CL B NEW 084670702 28 350 SH Defined 5.12 BERKSHIRE HATHAWAY INC DEL . CL A 084670108 13,173 108 SH Defined 5.12 BERKSHIRE HATHAWAY INC DEL . CL B NEW 084670702 864 10,637 SH Defined 1 BERRY PETE CO. . . . . . . . CL A 085789105 26 937 SH Defined 5,6,8,9,10,11 BERRY PETE CO. . . . . . . . CL A 085789105 20 700 SH Defined 5.13 BERRY PETE CO. . . . . . . . CL A 085789105 56 2,000 SH Defined 5,6,16 BEST BUY INC . . . . . . . . COM 086516101 36,247 852,076 SH Defined 5.6 BEST BUY INC . . . . . . . . COM 086516101 114 2,675 SH Defined 1.4 BEST BUY INC . . . . . . . . COM 086516101 336 7,900 SH Defined 5,6,8,9,10,11 BEST BUY INC . . . . . . . . COM 086516101 219 5,140 SH Defined 5,6,8,9,10,11 BEST BUY INC . . . . . . . . COM 086516101 171 4,030 SH Defined 5,6,8,9,10,11 BEST BUY INC . . . . . . . . COM 086516101 88 2,063 SH Defined 5,6,8,9,10,11 BEST BUY INC . . . . . . . . COM 086516101 32 760 SH Defined 5,6,8,9,10,11 BEST BUY INC . . . . . . . . SDCV 2.250% 1/1 086516AF8 679 610,000 PRN Defined 5,6,8,9,10,11 BEST BUY INC . . . . . . . . COM 086516101 4,254 100,000 SH Defined 5.7 BEST BUY INC . . . . . . . . COM 086516101 1,276 30,000 SH Defined 5.7 BEST BUY INC . . . . . . . . COM 086516101 476 11,200 SH Defined 5.7 BEST BUY INC . . . . . . . . COM 086516101 154 3,620 SH Defined 5.7 BEST BUY INC . . . . . . . . COM 086516101 128 3,000 SH Defined 5.7 BEST BUY INC . . . . . . . . COM 086516101 17,175 403,740 SH Defined 5.12 BEST BUY INC . . . . . . . . COM 086516101 2,212 52,000 SH Defined 5.12 BEST BUY INC . . . . . . . . COM 086516101 1,251 29,400 SH Defined 5.12 BEST BUY INC . . . . . . . . COM 086516101 10,865 255,400 SH Defined 5,6,14,15 BEST BUY INC . . . . . . . . COM 086516101 255 6,000 SH Defined 5,6,14,15 BEST BUY INC . . . . . . . . COM 086516101 255 5,993 SH Defined 1 BHP BILLITON LTD . . . . . . SPONSORED ADR 088606108 2,024 25,200 SH Defined 5.6 BHP BILLITON LTD . . . . . . SPONSORED ADR 088606108 62 768 SH Defined 1.4 BHP BILLITON LTD . . . . . . SPONSORED ADR 088606108 122 1,520 SH Defined 1 BIG LOTS INC . . . . . . . . COM 089302103 275 7,556 SH Defined 5.6 BIG LOTS INC . . . . . . . . COM 089302103 2,477 68,000 SH Defined 1.2 BIG LOTS INC . . . . . . . . COM 089302103 73 2,000 SH Defined BIG LOTS INC . . . . . . . . COM 089302103 61 1,667 SH Defined 1 BIGBAND NETWORKS INC . . . . COM 089750509 14 3,930 SH Defined 5,6,8,9,10,11 BIOCRYST PHARMACEUTICALS . . COM 09058V103 83 12,580 SH Defined 1.4 BIOGEN IDEC INC. . . . . . . COM 09062X103 1,760 30,685 SH Defined 5.6 BIOGEN IDEC INC. . . . . . . COM 09062X103 107 1,873 SH Defined 1.4 BIOGEN IDEC INC. . . . . . . COM 09062X103 33 580 SH Defined 5,6,8,9,10,11 BIOGEN IDEC INC. . . . . . . COM 09062X103 502 8,752 SH Defined 5.12 BIOGEN IDEC INC. . . . . . . COM 09062X103 14,455 252,000 SH Defined 5,6,14,15 BIOGEN IDEC INC. . . . . . . COM 09062X103 327 5,700 SH Defined 5,6,14,15 BIOGEN IDEC INC. . . . . . . COM 09062X103 865 15,082 SH Defined 1 BIOMARIN PHARMACEUTICAL INC. COM 09061G101 55 2,358 SH Defined 5,6,8,9,10,11 BIOMED REALTY TRUST INC. . . COM 09063H107 3,651 220,757 SH Defined 5.6 BIOMED REALTY TRUST INC. . . COM 09063H107 466 28,200 SH Defined 5.6 BIOMED REALTY TRUST INC. . . COM 09063H107 625 37,800 SH Defined 5,6,16 BIO-REFERENCE LABS INC . . . COM $.01 NEW 09057G602 30 680 SH Defined 5,6,8,9,10,11 BIOTECH HOLDERS TR . . . . . DEPOSTRY RCPTS 09067D201 170 1,650 SH Defined 1 BIOVAIL CORP . . . . . . . . COM 09067J109 142 8,518 SH Defined 5.6 BIOVAIL CORP . . . . . . . . COM 09067J109 49 2,930 SH Defined 5,6,8,9,10,11 BIOVAIL CORP . . . . . . . . COM 09067J109 207 12,390 SH Defined 5,6,8,9,10,11 BIOVAIL CORP . . . . . . . . COM 09067J109 9,114 546,777 SH Defined 5,6,14,15 BIOVAIL CORP . . . . . . . . COM 09067J109 293 17,600 SH Defined 5,6,14,15 BJ SVCS CO . . . . . . . . . COM 055482103 658 30,741 SH Defined 5.6 BJ SVCS CO . . . . . . . . . COM 055482103 6,796 317,563 SH Defined 5,6,8,9,10,11 BJ SVCS CO . . . . . . . . . COM 055482103 1,074 50,194 SH Defined 5,6,8,9,10,11 BJ SVCS CO . . . . . . . . . COM 055482103 858 40,107 SH Defined 5,6,8,9,10,11 BJ SVCS CO . . . . . . . . . COM 055482103 339 15,861 SH Defined 1 BJS RESTAURANTS INC. . . . . COM 09180C106 59 2,530 SH Defined 5,6,16 BJS WHOLESALE CLUB INC . . . COM 05548J106 41 1,110 SH Defined 5,6,8,9,10,11 BLACKBOARD INC . . . . . . . COM 091935502 37 900 SH Defined 1.4 BLACKROCK INC. . . . . . . . COM 09247X101 7,431 34,124 SH Defined 5.6 BLACKROCK INC. . . . . . . . COM 09247X101 196 900 SH Defined 1.4 BLACKROCK INC. . . . . . . . COM 09247X101 75 344 SH Defined 5,6,8,9,10,11 BLACKROCK INC. . . . . . . . COM 09247X101 27 125 SH Defined 5.7 BLACKROCK INC. . . . . . . . COM 09247X101 109 500 SH Defined 5.13 BLACKROCK INC. . . . . . . . DBCV 2.625% 2/1 09247XAB7 11 5,000 PRN Defined 5.12 BLACKROCK INC. . . . . . . . COM 09247X101 124 568 SH Defined 1 BLACKSTONE GROUP L P . . . . COM UNIT LTD 09253U108 212 15,120 SH Defined 1.4 BLACKSTONE GROUP L P . . . . COM UNIT LTD 09253U108 30 2,158 SH Defined 5,6,8,9,10,11 BLOCK H & R INC. . . . . . . COM 093671105 21,000 1,179,778 SH Defined 5.6 BLOCK H & R INC. . . . . . . COM 093671105 21 1,200 SH Defined 1.4 BLOCK H & R INC. . . . . . . COM 093671105 10,281 577,570 SH Defined 5.12 BLOCK H & R INC. . . . . . . COM 093671105 48 2,700 SH Defined 5,6,14,15 BLOCKBUSTER INC. . . . . . . CL A 093679108 1 4,983 SH Defined 1.4 BLOUNT INTL INC NEW. . . . . COM 095180105 6,005 579,641 SH Defined 5.12 BLUE COAT SYSTEMS INC. . . . COM NEW 09534T508 4 117 SH Defined 5,6,8,9,10,11 BMC SOFTWARE INC . . . . . . COM 055921100 665 17,506 SH Defined 5.6 BMC SOFTWARE INC . . . . . . COM 055921100 60 1,583 SH Defined 5,6,8,9,10,11 BMC SOFTWARE INC . . . . . . COM 055921100 36 936 SH Defined 5,6,8,9,10,11 BMC SOFTWARE INC . . . . . . COM 055921100 3,800 100,000 SH Defined 5.7 BMC SOFTWARE INC . . . . . . COM 055921100 304 8,000 SH Defined 5.7 BMC SOFTWARE INC . . . . . . COM 055921100 102 2,675 SH Defined 5.7 BMC SOFTWARE INC . . . . . . COM 055921100 91 2,394 SH Defined 1 BOEING CO. . . . . . . . . . COM 097023105 42,521 585,611 SH Defined 5.6 BOEING CO. . . . . . . . . . COM 097023105 31,417 432,676 SH Defined 1.3 BOEING CO. . . . . . . . . . COM 097023105 476 6,551 SH Defined 5,6,8,9,10,11 BOEING CO. . . . . . . . . . COM 097023105 6 77 SH Defined 5,6,8,9,10,11 BOEING CO. . . . . . . . . . COM 097023105 8,350 115,000 SH Defined 5.7 BOEING CO. . . . . . . . . . COM 097023105 850 11,700 SH Defined 5.7 BOEING CO. . . . . . . . . . COM 097023105 363 5,000 SH Defined 5.7 BOEING CO. . . . . . . . . . COM 097023105 276 3,800 SH Defined 5.7 BOEING CO. . . . . . . . . . COM 097023105 23,504 323,700 SH Defined 5,6,14,15 BOEING CO. . . . . . . . . . COM 097023105 486 6,700 SH Defined 5,6,14,15 BOEING CO. . . . . . . . . . COM 097023105 1,266 17,437 SH Defined 1 BOISE INC. . . . . . . . . . COM 09746Y105 49 8,000 SH Defined 5,6,8,9,10,11 BOISE INC. . . . . . . . . . COM 09746Y105 26 4,323 SH Defined 5,6,8,9,10,11 BOK FINL CORP. . . . . . . . COM NEW 05561Q201 38 721 SH Defined 5,6,8,9,10,11 BOLT TECHNOLOGY CORP . . . . COM 097698104 260 23,000 SH Defined 5.6 BORG WARNER INC. . . . . . . COM 099724106 874 22,901 SH Defined 5.6 BORG WARNER INC. . . . . . . COM 099724106 1,100 28,800 SH Defined 1 BORG WARNER INC. . . . . . . COM 099724106 44 1,150 SH Defined 5.12 BORG WARNER INC. . . . . . . COM 099724106 108 2,832 SH Defined 1 BORGWARNER INC . . . . . . . NOTE 3.500% 4/1 099724AF3 701 535,000 PRN Defined 5,6,8,9,10,11 BOSTON PPTYS LTD PARTNERSHIP NOTE 2.875% 2/1 10112RAK0 1,245 1,250,000 PRN Defined 5,6,8,9,10,11 BOSTON PROPERTIES INC. . . . COM 101121101 23,225 307,865 SH Defined 5.6 BOSTON PROPERTIES INC. . . . COM 101121101 4,753 63,006 SH Defined 5.6 BOSTON PROPERTIES INC. . . . COM 101121101 214 2,838 SH Defined 5,6,8,9,10,11 BOSTON PROPERTIES INC. . . . COM 101121101 66 878 SH Defined 5,6,8,9,10,11 BOSTON PROPERTIES INC. . . . COM 101121101 5 66 SH Defined 5,6,8,9,10,11 BOSTON PROPERTIES INC. . . . COM 101121101 3,834 50,822 SH Defined 5,6,16 BOSTON PROPERTIES INC. . . . COM 101121101 150 1,992 SH Defined 1 BOSTON SCIENTIFIC CORP . . . COM 101137107 12,220 1,692,537 SH Defined 5.6 BOSTON SCIENTIFIC CORP . . . COM 101137107 314 43,470 SH Defined 1.4 BOSTON SCIENTIFIC CORP . . . COM 101137107 456 63,190 SH Defined 5,6,8,9,10,11 BOSTON SCIENTIFIC CORP . . . COM 101137107 26 3,545 SH Defined 5,6,8,9,10,11 BOSTON SCIENTIFIC CORP . . . COM 101137107 355 49,200 SH Defined 5.13 BOSTON SCIENTIFIC CORP . . . COM 101137107 217 30,000 SH Defined 5.12 BOSTON SCIENTIFIC CORP . . . COM 101137107 9,673 1,339,800 SH Defined 5.12 BOTTOMLINE TECH DEL INC. . . COM 101388106 4 265 SH Defined 5,6,16 BOWNE & CO INC . . . . . . . COM 103043105 9 815 SH Defined 5,6,8,9,10,11 BP PLC . . . . . . . . . . . SPONSORED ADR 055622104 2 36 SH Defined 5,6,8,9,10,11 BPW ACQUISITION CORP . . . . *W EXP 02/26/201 055637110 30 17,145 SH CALL Defined 5,6,8,9,10,11 BPW ACQUISITION CORP . . . . COM 055637102 1,452 120,124 SH Defined 5,6,8,9,10,11 BPW ACQUISITION CORP . . . . COM 055637102 661 54,657 SH Defined 5,6,8,9,10,11 BPW ACQUISITION CORP . . . . COM 055637102 6 480 SH Defined 5,6,8,9,10,11 BPZ RESOURCES INC. . . . . . COM 055639108 15 2,000 SH Defined 1.4 BPZ RESOURCES INC. . . . . . COM 055639108 23 3,069 SH Defined 5,6,8,9,10,11 BPZ RESOURCES INC. . . . . . COM 055639108 0 9 SH Defined 5,6,8,9 BPZ RESOURCES INC. . . . . . COM 055639108 0 2 SH Defined 5,6,8,9 BRADY CORP . . . . . . . . . CL A 104674106 4 140 SH Defined 1.4 BRADY CORP . . . . . . . . . CL A 104674106 51 1,650 SH Defined 5,6,16 BRANDYWINE RLTY TR . . . . . SH BEN INT NEW 105368203 3,488 285,708 SH Defined 5.6 BRANDYWINE RLTY TR . . . . . SH BEN INT NEW 105368203 470 38,500 SH Defined 5.6 BRASIL TELECOM SA. . . . . . SPONS ADR PFD 10553M101 19,199 1,005,714 SH Defined 5.6 BRASIL TELECOM SA. . . . . . SPONS ADR PFD 10553M101 6,565 343,922 SH Defined 5.6 BRASIL TELECOM SA. . . . . . SPON ADR COM 10553M200 531 62,680 SH Defined 5.6 BRASIL TELECOM SA. . . . . . SPON ADR COM 10553M200 96 11,352 SH Defined 5.6 BRASKEM S A. . . . . . . . . SP ADR PFD A 105532105 414 28,600 SH Defined 5.6 BRASKEM S A. . . . . . . . . SP ADR PFD A 105532105 106 7,300 SH Defined 5.6 BRE PROPERTIES INC . . . . . CL A 05564E106 4,380 122,530 SH Defined 5.6 BRE PROPERTIES INC . . . . . CL A 05564E106 568 15,900 SH Defined 5.6 BRE PROPERTIES INC . . . . . CL A 05564E106 17 477 SH Defined 5,6,8,9,10,11 BRF-BRASIL FOODS S A . . . . SPONSORED ADR 10552T107 18,795 342,100 SH Defined 5.6 BRF-BRASIL FOODS S A . . . . SPONSORED ADR 10552T107 560 10,200 SH Defined 5.6 BRIDGEPOINT ED INC . . . . . COM 10807M105 131 5,335 SH Defined 5,6,16 BRIGGS & STRATTON CORP . . . COM 109043109 151 7,725 SH Defined 5,6,16 BRIGHAM EXPLORATION CO . . . COM 109178103 4 250 SH Defined 1.4 BRIGHAM EXPLORATION CO . . . COM 109178103 16 1,003 SH Defined 5,6,8,9,10,11 BRINKER INTL INC . . . . . . COM 109641100 27 1,379 SH Defined 5,6,8,9,10,11 BRINKS CO. . . . . . . . . . COM 109696104 51 1,800 SH Defined 5,6,16 BRINKS HOME SEC HLDGS INC. . COM 109699108 5,500 129,256 SH Defined 5,6,8,9,10,11 BRINKS HOME SEC HLDGS INC. . COM 109699108 1,116 26,220 SH Defined 5,6,8,9,10,11 BRINKS HOME SEC HLDGS INC. . COM 109699108 679 15,965 SH Defined 5,6,8,9,10,11 BRINKS HOME SEC HLDGS INC. . COM 109699108 399 9,383 SH Defined 5,6,8,9,10,11 BRINKS HOME SEC HLDGS INC. . COM 109699108 85 2,000 SH Defined 5,6,8,9,10,11 BRISTOL MYERS SQUIBB CO. . . COM 110122108 58,260 2,182,010 SH Defined 5.6 BRISTOL MYERS SQUIBB CO. . . COM 110122108 58 2,170 SH Defined 1.4 BRISTOL MYERS SQUIBB CO. . . COM 110122108 831 31,134 SH Defined 1.2 BRISTOL MYERS SQUIBB CO. . . COM 110122108 244 9,150 SH Defined 5,6,8,9,10,11 BRISTOL MYERS SQUIBB CO. . . COM 110122108 26 971 SH Defined 5,6,8,9,10,11 BRISTOL MYERS SQUIBB CO. . . COM 110122108 267 10,000 SH Defined 5.7 BRISTOL MYERS SQUIBB CO. . . COM 110122108 465 17,400 SH Defined 5.13 BRISTOL MYERS SQUIBB CO. . . COM 110122108 7 250 SH Defined BRISTOL MYERS SQUIBB CO. . . COM 110122108 470 17,600 SH Defined 5,6,16 BRISTOL MYERS SQUIBB CO. . . COM 110122108 653 24,455 SH Defined 5.12 BRISTOL MYERS SQUIBB CO. . . COM 110122108 18,944 709,500 SH Defined 5.12 BRISTOL MYERS SQUIBB CO. . . COM 110122108 4,171 156,200 SH Defined 5,6,14,15 BRISTOL MYERS SQUIBB CO. . . COM 110122108 430 16,110 SH Defined 5,6,14,15 BRISTOL MYERS SQUIBB CO. . . COM 110122108 4,796 179,622 SH Defined 1 BROADCOM CORP. . . . . . . . CL A 111320107 1,849 55,723 SH Defined 5.6 BROADCOM CORP. . . . . . . . CL A 111320107 849 25,600 SH Defined 5.6 BROADCOM CORP. . . . . . . . CL A 111320107 75 2,273 SH Defined 1.4 BROADCOM CORP. . . . . . . . CL A 111320107 209 6,310 SH Defined 5,6,8,9,10,11 BROADCOM CORP. . . . . . . . CL A 111320107 1,725 52,000 SH Defined 5.7 BROADCOM CORP. . . . . . . . CL A 111320107 66 2,000 SH Defined 5.7 BROADCOM CORP. . . . . . . . CL A 111320107 519 15,640 SH Defined 5.13 BROADCOM CORP. . . . . . . . CL A 111320107 5,262 158,600 SH Defined 5,6,14,15 BROADCOM CORP. . . . . . . . CL A 111320107 100 3,000 SH Defined 5,6,14,15 BROADCOM CORP. . . . . . . . CL A 111320107 1,050 31,647 SH Defined 1 BROADPOINT GLEACHER SECS GRO COM 11134A103 114 28,400 SH Defined 5,6,8,9,10,11 BROADRIDGE FINL SOLUTIONS IN COM 11133T103 31 1,451 SH Defined 1.4 BROADRIDGE FINL SOLUTIONS IN COM 11133T103 80 3,719 SH Defined 5,6,8,9,10,11 BROADWIND ENERGY INC . . . . COM 11161T108 19 4,160 SH Defined 5,6,8,9,10,11 BROCADE COMMUNICATIONS SYS I COM NEW 111621306 419 73,300 SH Defined 1.4 BROCADE COMMUNICATIONS SYS I COM NEW 111621306 0 9 SH Defined 1.3 BROCADE COMMUNICATIONS SYS I COM NEW 111621306 94 16,454 SH Defined 5,6,8,9,10,11 BROCADE COMMUNICATIONS SYS I COM NEW 111621306 35 6,082 SH Defined 5,6,8,9,10,11 BROCADE COMMUNICATIONS SYS I COM NEW 111621306 182 31,900 SH Defined 5.12 BROOKDALE SR LIVING INC. . . COM 112463104 73 3,500 SH Defined 1.4 BROOKDALE SR LIVING INC. . . COM 112463104 1,951 93,678 SH Defined 5,6,16 BROOKFIELD ASSET MGMT INC. . CL A LTD VT SH 112585104 1,079 42,546 SH Defined 5.6 BROOKFIELD ASSET MGMT INC. . CL A LTD VT SH 112585104 381 15,040 SH Defined 1.2 BROOKFIELD ASSET MGMT INC. . CL A LTD VT SH 112585104 1,995 78,645 SH Defined 5,6,8,9,10,11 BROOKFIELD ASSET MGMT INC. . CL A LTD VT SH 112585104 26 1,010 SH Defined 1 BROOKFIELD PPTYS CORP. . . . COM 112900105 12,957 843,849 SH Defined 5.6 BROOKFIELD PPTYS CORP. . . . COM 112900105 591 38,509 SH Defined 5.6 BROOKFIELD PPTYS CORP. . . . COM 112900105 941 61,277 SH Defined 5,6,16 BROOKLINE BANCORP INC DEL. . COM 11373M107 27 2,500 SH Defined 5,6,16 BROOKS AUTOMATION INC. . . . COM 114340102 224 25,400 SH Defined 5.12 BROWN & BROWN INC. . . . . . COM 115236101 7 370 SH Defined 5,6,8,9,10,11 BROWN & BROWN INC. . . . . . COM 115236101 116 6,475 SH Defined 5,6,16 BROWN FORMAN CORP. . . . . . CL B 115637209 598 10,059 SH Defined 5.6 BROWN FORMAN CORP. . . . . . CL B 115637209 153 2,579 SH Defined 1 BUCKEYE TECHNOLOGIES INC . . COM 118255108 145 11,100 SH Defined 5.12 BUCKLE INC . . . . . . . . . COM 118440106 22 600 SH Defined 1.4 BUCKLE INC . . . . . . . . . COM 118440106 3 80 SH Defined 5,6,8,9,10,11 BUCYRUS INTL INC NEW . . . . COM 118759109 3 43 SH Defined 5,6,8,9,10,11 BUCYRUS INTL INC NEW . . . . COM 118759109 64 967 SH Defined 5,6,8,9,10,11 BUCYRUS INTL INC NEW . . . . COM 118759109 40 600 SH Defined 5,6,16 BUNGE LIMITED. . . . . . . . COM G16962105 38,710 628,108 SH Defined 5.6 BUNGE LIMITED. . . . . . . . COM G16962105 1,054 17,100 SH Defined 5.6 BUNGE LIMITED. . . . . . . . COM G16962105 31 500 SH Defined 1.4 BUNGE LIMITED. . . . . . . . COM G16962105 8 124 SH Defined 5,6,8,9,10,11 BUNGE LIMITED. . . . . . . . COM G16962105 407 6,602 SH Defined 1 BURGER KING HLDGS INC. . . . COM 121208201 324 15,262 SH Defined 1.4 BWAY HOLDING COMPANY . . . . COM 12429T104 13 628 SH Defined 5,6,8,9,10,11 BWAY HOLDING COMPANY . . . . COM 12429T104 22 1,083 SH Defined 5,6,8,9,10,11 BWAY HOLDING COMPANY . . . . COM 12429T104 35 1,750 SH Defined 5,6,8,9,10,11 C H ROBINSON WORLDWIDE INC . COM NEW 12541W209 3,497 62,613 SH Defined 5.6 C H ROBINSON WORLDWIDE INC . COM NEW 12541W209 1,134 20,299 SH Defined 5,6,8,9,10,11 C H ROBINSON WORLDWIDE INC . COM NEW 12541W209 3,104 55,575 SH Defined 5.12 C H ROBINSON WORLDWIDE INC . COM NEW 12541W209 410 7,336 SH Defined 1 CA INC . . . . . . . . . . . COM 12673P105 21,735 926,083 SH Defined 5.6 CA INC . . . . . . . . . . . COM 12673P105 19 800 SH Defined 1.4 CA INC . . . . . . . . . . . COM 12673P105 15 635 SH Defined 5,6,8,9,10,11 CA INC . . . . . . . . . . . COM 12673P105 235 10,000 SH Defined 5.12 CA INC . . . . . . . . . . . COM 12673P105 12,585 536,200 SH Defined 5.12 CA INC . . . . . . . . . . . COM 12673P105 204 8,671 SH Defined 1 CABELAS INC. . . . . . . . . COM 126804301 261 14,931 SH Defined 5,6,8,9,10,11 CABLEVISION SYS CORP . . . . CL A NY CABLVS 12686C109 10,502 435,063 SH Defined 5.6 CABLEVISION SYS CORP . . . . CL A NY CABLVS 12686C109 2,517 104,258 SH Defined 1.4 CABLEVISION SYS CORP . . . . CL A NY CABLVS 12686C109 29 1,187 SH Defined 5,6,8,9,10,11 CABLEVISION SYS CORP . . . . CL A NY CABLVS 12686C109 159 6,566 SH Defined 1 CABOT OIL & GAS CORP . . . . COM 127097103 5,153 140,017 SH Defined 5.6 CABOT OIL & GAS CORP . . . . COM 127097103 124 3,380 SH Defined 5,6,8,9,10,11 CABOT OIL & GAS CORP . . . . COM 127097103 185 5,021 SH Defined 5,6,8,9,10,11 CABOT OIL & GAS CORP . . . . COM 127097103 144 3,926 SH Defined 1 CADENCE DESIGN SYSTEM INC. . COM 127387108 60 9,039 SH Defined 1.4 CADENCE DESIGN SYSTEM INC. . COM 127387108 85 12,800 SH Defined 5.12 CADIZ INC. . . . . . . . . . COM NEW 127537207 1,603 125,504 SH Defined 1.4 CAE INC. . . . . . . . . . . COM 124765108 110 11,336 SH Defined 5.6 CAE INC. . . . . . . . . . . COM 124765108 17 1,736 SH Defined 5,6,8,9,10,11 CAL DIVE INTL INC. . . . . . NOTE 3.250%12/1 127914AB5 4 4,000 PRN Defined 5.12 CAL DIVE INTL INC DEL. . . . COM 12802T101 22 3,000 SH Defined 5,6,8,9,10,11 CAL MAINE FOODS INC. . . . . COM NEW 128030202 5,244 154,750 SH Defined 5.6 CALAMOS ASSET MGMT INC . . . CL A 12811R104 8 533 SH Defined 5,6,16 CALGON CARBON CORP . . . . . COM 129603106 1,929 112,700 SH Defined 5.6 CALGON CARBON CORP . . . . . COM 129603106 2,634 153,828 SH Defined 1 CALIFORNIA PIZZA KITCHEN INC COM 13054D109 208 12,400 SH Defined 5.12 CALIFORNIA WTR SVC GROUP . . COM 130788102 314 8,357 SH Defined 5.6 CALLAWAY GOLF CO . . . . . . COM 131193104 39 4,469 SH Defined 1.4 CALLAWAY GOLF CO . . . . . . COM 131193104 27 3,106 SH Defined 5,6,8,9,10,11 CALLAWAY GOLF CO . . . . . . COM 131193104 1,270 144,000 SH Defined 5.12 CALLAWAY GOLF CO . . . . . . COM 131193104 578 65,527 SH Defined 5.12 CALLAWAY GOLF CO . . . . . . COM 131193104 66 7,530 SH Defined 5.12 CALLAWAY GOLF CO . . . . . . COM 131193104 29 3,300 SH Defined 5,6,14,15 CALPINE CORP . . . . . . . . COM NEW 131347304 1,965 165,227 SH Defined 5.6 CALPINE CORP . . . . . . . . COM NEW 131347304 44 3,662 SH Defined 5,6,8,9,10,11 CALPINE CORP . . . . . . . . COM NEW 131347304 102 8,584 SH Defined 1 CAMDEN PPTY TR . . . . . . . SH BEN INT 133131102 5,932 142,499 SH Defined 5.6 CAMDEN PPTY TR . . . . . . . SH BEN INT 133131102 778 18,700 SH Defined 5.6 CAMDEN PPTY TR . . . . . . . SH BEN INT 133131102 1,268 30,460 SH Defined 5,6,16 CAMECO CORP. . . . . . . . . COM 13321L108 898 32,927 SH Defined 5.6 CAMECO CORP. . . . . . . . . COM 13321L108 55 2,005 SH Defined 1.4 CAMECO CORP. . . . . . . . . COM 13321L108 364 13,325 SH Defined 1.2 CAMECO CORP. . . . . . . . . COM 13321L108 136 5,000 SH Defined 5.7 CAMECO CORP. . . . . . . . . COM 13321L108 1,231 45,128 SH Defined 5.13 CAMECO CORP. . . . . . . . . COM 13321L108 2,384 87,357 SH Defined 5.12 CAMECO CORP. . . . . . . . . COM 13321L108 805 29,492 SH Defined 5.12 CAMECO CORP. . . . . . . . . COM 13321L108 41 1,511 SH Defined 1 CAMERON INTERNATIONAL CORP . COM 13342B105 1,458 34,013 SH Defined 5.6 CAMERON INTERNATIONAL CORP . NOTE 2.500% 6/1 13342BAB1 30,817 23,318,000 PRN Defined 5.6 CAMERON INTERNATIONAL CORP . COM 13342B105 141 3,285 SH Defined 5,6,8,9,10,11 CAMERON INTERNATIONAL CORP . COM 13342B105 15 361 SH Defined 5,6,8,9,10,11 CAMERON INTERNATIONAL CORP . COM 13342B105 519 12,100 SH Defined 5.13 CAMERON INTERNATIONAL CORP . COM 13342B105 561 13,100 SH Defined 5,6,16 CAMERON INTERNATIONAL CORP . COM 13342B105 214 5,000 SH Defined 5.12 CAMERON INTERNATIONAL CORP . COM 13342B105 480 11,200 SH Defined 5.12 CAMERON INTERNATIONAL CORP . COM 13342B105 474 11,057 SH Defined 1 CAMPBELL SOUP CO . . . . . . COM 134429109 5,370 151,914 SH Defined 5.6 CAMPBELL SOUP CO . . . . . . COM 134429109 43 1,225 SH Defined 1.4 CAMPBELL SOUP CO . . . . . . COM 134429109 4,419 125,000 SH Defined 5.7 CAMPBELL SOUP CO . . . . . . COM 134429109 315 8,900 SH Defined 5.7 CAMPBELL SOUP CO . . . . . . COM 134429109 104 2,940 SH Defined 5.7 CAMPBELL SOUP CO . . . . . . COM 134429109 18,750 530,400 SH Defined 5,6,14,15 CAMPBELL SOUP CO . . . . . . COM 134429109 375 10,600 SH Defined 5,6,14,15 CAMPBELL SOUP CO . . . . . . COM 134429109 27 773 SH Defined 1 CANADIAN NAT RES LTD . . . . COM 136385101 15,406 208,898 SH Defined 5.6 CANADIAN NAT RES LTD . . . . COM 136385101 28 373 SH Defined 1.4 CANADIAN NAT RES LTD . . . . COM 136385101 1,999 27,110 SH Defined 1.2 CANADIAN NAT RES LTD . . . . COM 136385101 26 349 SH Defined 5,6,8,9,10,11 CANADIAN NAT RES LTD . . . . COM 136385101 10,624 144,047 SH Defined 5.12 CANADIAN NAT RES LTD . . . . COM 136385101 1,136 15,400 SH Defined 5.12 CANADIAN NAT RES LTD . . . . COM 136385101 413 5,600 SH Defined 5.12 CANADIAN NAT RES LTD . . . . COM 136385101 14,145 191,800 SH Defined 5,6,14,15 CANADIAN NAT RES LTD . . . . COM 136385101 152 2,055 SH Defined 1 CANADIAN NATL RY CO. . . . . COM 136375102 2,318 38,335 SH Defined 5.6 CANADIAN NATL RY CO. . . . . COM 136375102 1,566 25,900 SH Defined 1.2 CANADIAN NATL RY CO. . . . . COM 136375102 22 368 SH Defined 1 CANADIAN PAC RY LTD. . . . . COM 13645T100 552 9,821 SH Defined 5.6 CANADIAN PAC RY LTD. . . . . COM 13645T100 1,021 18,175 SH Defined 1.2 CANADIAN PAC RY LTD. . . . . COM 13645T100 20 356 SH Defined 1 CANADIAN SOLAR INC . . . . . COM 136635109 540 22,200 SH Defined 5.6 CANADIAN SOLAR INC . . . . . COM 136635109 324 13,320 SH Defined 1.4 CANADIAN SOLAR INC . . . . . COM 136635109 197 8,100 SH Defined 5,6,8,9,10,11 CANADIAN SOLAR INC . . . . . COM 136635109 16 671 SH Defined 5,6,8,9,10,11 CANO PETE INC. . . . . . . . COM 137801106 25 21,694 SH Defined 5,6,8,9,10,11 CAPELLA EDUCATION COMPANY. . COM 139594105 826 8,900 SH Defined 5.12 CAPITAL ONE FINL CORP. . . . COM 14040H105 4,095 98,879 SH Defined 5.6 CAPITAL ONE FINL CORP. . . . COM 14040H105 55 1,335 SH Defined 1.4 CAPITAL ONE FINL CORP. . . . COM 14040H105 3,313 80,000 SH Defined 5.7 CAPITAL ONE FINL CORP. . . . COM 14040H105 3,023 73,000 SH Defined 5.7 CAPITAL ONE FINL CORP. . . . COM 14040H105 663 16,000 SH Defined 5.7 CAPITAL ONE FINL CORP. . . . COM 14040H105 362 8,730 SH Defined 5.7 CAPITAL ONE FINL CORP. . . . COM 14040H105 327 7,900 SH Defined 5.7 CAPITAL ONE FINL CORP. . . . COM 14040H105 228 5,500 SH Defined 5.7 CAPITAL ONE FINL CORP. . . . COM 14040H105 155 3,750 SH Defined 5.7 CAPITAL ONE FINL CORP. . . . COM 14040H105 107 2,590 SH Defined 5.7 CAPITAL ONE FINL CORP. . . . COM 14040H105 398 9,600 SH Defined 5.13 CAPITAL ONE FINL CORP. . . . COM 14040H105 600 14,500 SH Defined 5.12 CAPITAL ONE FINL CORP. . . . COM 14040H105 11,421 275,800 SH Defined 5,6,14,15 CAPITAL ONE FINL CORP. . . . COM 14040H105 236 5,700 SH Defined 5,6,14,15 CAPITAL ONE FINL CORP. . . . COM 14040H105 532 12,840 SH Defined 1 CAPITALSOURCE INC. . . . . . COM 14055X102 11 2,000 SH Defined 1.4 CAPITALSOURCE INC. . . . . . COM 14055X102 640 114,454 SH Defined 5,6,8,9,10,11 CAPITALSOURCE INC. . . . . . COM 14055X102 58 10,335 SH Defined 5,6,8,9,10,11 CAPITALSOURCE INC. . . . . . SDCV 4.000% 7/1 14055XAE2 75 80,000 PRN Defined 5,6,8,9,10,11 CAPITALSOURCE INC. . . . . . NOTE 7.250% 7/1 14055XAG7 209 220,000 PRN Defined 5,6,8,9,10,11 CAPITOL FED FINL . . . . . . COM 14057C106 11 300 SH Defined 1.4 CAPLEASE INC . . . . . . . . COM 140288101 65 11,700 SH Defined 5.6 CAPSTEAD MTG CORP. . . . . . COM NO PAR 14067E506 13 1,065 SH Defined 5,6,16 CAPSTONE TURBINE CORP. . . . COM 14067D102 13 10,173 SH Defined 5,6,8,9,10,11 CARACO PHARMACEUTICAL LABS L COM 14075T107 1,198 200,000 SH Defined 1.4 CARDINAL HEALTH INC. . . . . COM 14149Y108 6,099 169,286 SH Defined 5.6 CARDINAL HEALTH INC. . . . . COM 14149Y108 53 1,470 SH Defined 5,6,8,9,10,11 CARDINAL HEALTH INC. . . . . COM 14149Y108 259 7,200 SH Defined 5.13 CARDINAL HEALTH INC. . . . . COM 14149Y108 1,002 27,804 SH Defined 1 CARDIONET INC. . . . . . . . COM 14159L103 425 55,500 SH Defined 5.6 CARDIONET INC. . . . . . . . COM 14159L103 11 1,425 SH Defined 5,6,8,9,10,11 CARDTRONICS INC. . . . . . . COM 14161H108 21 1,654 SH Defined 5,6,8,9,10,11 CARE INVESTMENT TRUST INC. . COM 141657106 83 9,311 SH Defined 5,6,8,9,10,11 CAREFUSION CORP. . . . . . . COM 14170T101 461 17,455 SH Defined 5.6 CAREFUSION CORP. . . . . . . COM 14170T101 56 2,100 SH Defined 1.4 CAREFUSION CORP. . . . . . . COM 14170T101 58 2,200 SH Defined 5,6,8,9,10,11 CARLISLE COS INC . . . . . . COM 142339100 579 15,200 SH Defined 5,6,8,9,10,11 CARLISLE COS INC . . . . . . COM 142339100 8 200 SH Defined 5,6,16 CARMAX INC . . . . . . . . . COM 143130102 481 19,159 SH Defined 5.6 CARMAX INC . . . . . . . . . COM 143130102 9 359 SH Defined 5,6,8,9,10,11 CARMAX INC . . . . . . . . . COM 143130102 135 5,380 SH Defined 1 CARNIVAL CORP. . . . . . . . PAIRED CTF 143658300 1,911 49,141 SH Defined 5.6 CARNIVAL CORP. . . . . . . . DBCV 2.000% 4/1 143658AN2 13,479 12,606,000 PRN Defined 5.6 CARNIVAL CORP. . . . . . . . PAIRED CTF 143658300 189 4,855 SH Defined 5,6,8,9,10,11 CARNIVAL CORP. . . . . . . . DBCV 2.000% 4/1 143658AN2 13 12,000 PRN Defined 5.12 CARNIVAL CORP. . . . . . . . PAIRED CTF 143658300 417 10,734 SH Defined 1 CARPENTER TECHNOLOGY CORP. . COM 144285103 50 1,360 SH Defined 5,6,8,9,10,11 CARRIZO OIL & CO INC . . . . COM 144577103 102 4,460 SH Defined 5,6,16 CARTER INC . . . . . . . . . COM 146229109 815 27,025 SH Defined 5,6,8,9,10,11 CARTER INC . . . . . . . . . COM 146229109 33 1,096 SH Defined 5,6,16 CASH AMER INTL INC . . . . . COM 14754D100 876 22,200 SH Defined 1.2 CASH AMER INTL INC . . . . . COM 14754D100 35 895 SH Defined 5,6,8,9,10,11 CASH AMER INTL INC . . . . . COM 14754D100 15 372 SH Defined 5,6,8,9,10,11 CASH AMER INTL INC . . . . . COM 14754D100 16 400 SH Defined 5,6,16 CATALYST HEALTH SOLUTIONS IN COM 14888B103 72 1,745 SH Defined 5,6,16 CATALYST HEALTH SOLUTIONS IN COM 14888B103 137 3,300 SH Defined 5.12 CATERPILLAR INC DEL. . . . . COM 149123101 5,092 81,016 SH Defined 5.6 CATERPILLAR INC DEL. . . . . COM 149123101 1,314 20,900 SH Defined 5.6 CATERPILLAR INC DEL. . . . . COM 149123101 5,342 85,000 SH Defined 5.7 CATERPILLAR INC DEL. . . . . COM 149123101 1,842 29,300 SH Defined 5.7 CATERPILLAR INC DEL. . . . . COM 149123101 509 8,100 SH Defined 5.7 CATERPILLAR INC DEL. . . . . COM 149123101 168 2,680 SH Defined 5.7 CATERPILLAR INC DEL. . . . . COM 149123101 316 5,020 SH Defined 5.13 CATERPILLAR INC DEL. . . . . COM 149123101 847 13,478 SH Defined 5,6,16 CATERPILLAR INC DEL. . . . . COM 149123101 49,705 790,848 SH Defined 5.12 CATERPILLAR INC DEL. . . . . COM 149123101 1,747 27,793 SH Defined 1 CAVIUM NETWORKS INC. . . . . COM 14965A101 2,267 91,200 SH Defined 5.6 CAVIUM NETWORKS INC. . . . . COM 14965A101 609 24,500 SH Defined 5.6 CAVIUM NETWORKS INC. . . . . COM 14965A101 880 35,387 SH Defined 5.12 CB RICHARD ELLIS GROUP INC . CL A 12497T101 208 13,120 SH Defined 5.6 CB RICHARD ELLIS GROUP INC . CL A 12497T101 287 18,115 SH Defined 5,6,8,9,10,11 CBL & ASSOC PPTYS INC. . . . COM 124830100 4,196 306,301 SH Defined 5.6 CBL & ASSOC PPTYS INC. . . . COM 124830100 561 40,974 SH Defined 5.6 CBL & ASSOC PPTYS INC. . . . COM 124830100 87 6,332 SH Defined 5,6,8,9,10,11 CBL & ASSOC PPTYS INC. . . . COM 124830100 1,130 82,471 SH Defined 5,6,16 CBS CORP NEW . . . . . . . . CL A 124857103 67 4,837 SH Defined 5.6 CBS CORP NEW . . . . . . . . CL B 124857202 12,055 864,786 SH Defined 5.6 CBS CORP NEW . . . . . . . . CL B 124857202 208 14,910 SH Defined 5,6,8,9,10,11 CBS CORP NEW . . . . . . . . CL B 124857202 5,576 400,000 SH Defined 5.7 CBS CORP NEW . . . . . . . . CL B 124857202 277 19,900 SH Defined 5.7 CBS CORP NEW . . . . . . . . CL B 124857202 89 6,400 SH Defined 5.7 CBS CORP NEW . . . . . . . . CL B 124857202 251 18,000 SH Defined 5.13 CBS CORP NEW . . . . . . . . CL B 124857202 55 3,950 SH Defined 5.12 CBS CORP NEW . . . . . . . . CL B 124857202 73 5,207 SH Defined 5,6,14,15 CBS CORP NEW . . . . . . . . CL B 124857202 767 55,030 SH Defined 1 CDC CORP . . . . . . . . . . SHS A G2022L106 15 5,000 SH Defined 1.4 CDN IMPERIAL BK OF COMMERCE. COM 136069101 14,887 204,495 SH Defined 5.6 CDN IMPERIAL BK OF COMMERCE. COM 136069101 963 13,225 SH Defined 1.2 CDN IMPERIAL BK OF COMMERCE. COM 136069101 349 4,800 SH Defined 5.7 CDN IMPERIAL BK OF COMMERCE. COM 136069101 11,073 152,100 SH Defined 5,6,14,15 CDN IMPERIAL BK OF COMMERCE. COM 136069101 2,759 37,900 SH Defined 5,6,14,15 CDN IMPERIAL BK OF COMMERCE. COM 136069101 32 437 SH Defined 1 CEDAR SHOPPING CTRS INC. . . COM NEW 150602209 1,049 132,604 SH Defined 5.6 CEDAR SHOPPING CTRS INC. . . COM NEW 150602209 93 11,700 SH Defined 5.6 CELANESE CORP DEL. . . . . . COM SER A 150870103 344 10,801 SH Defined 5.6 CELANESE CORP DEL. . . . . . COM SER A 150870103 14 436 SH Defined 1.4 CELANESE CORP DEL. . . . . . COM SER A 150870103 111 3,483 SH Defined 1 CELGENE CORP . . . . . . . . COM 151020104 12,460 201,098 SH Defined 5.6 CELGENE CORP . . . . . . . . COM 151020104 1,004 16,200 SH Defined 5.6 CELGENE CORP . . . . . . . . COM 151020104 12 190 SH Defined 1.4 CELGENE CORP . . . . . . . . COM 151020104 3,875 62,537 SH Defined 1.3 CELGENE CORP . . . . . . . . COM 151020104 1,442 23,281 SH Defined 1.2 CELGENE CORP . . . . . . . . COM 151020104 6 92 SH Defined 5,6,8,9,10,11 CELGENE CORP . . . . . . . . COM 151020104 3,408 55,000 SH Defined 5.7 CELGENE CORP . . . . . . . . COM 151020104 3,408 55,000 SH Defined 5.7 CELGENE CORP . . . . . . . . COM 151020104 378 6,100 SH Defined 5.7 CELGENE CORP . . . . . . . . COM 151020104 71 1,150 SH Defined 5.7 CELGENE CORP . . . . . . . . COM 151020104 198 3,200 SH Defined 5.13 CELGENE CORP . . . . . . . . COM 151020104 285 4,600 SH Defined 5,6,16 CELGENE CORP . . . . . . . . COM 151020104 6,091 98,300 SH Defined 5.12 CELGENE CORP . . . . . . . . COM 151020104 403 6,500 SH Defined 5.12 CELGENE CORP . . . . . . . . COM 151020104 1,130 18,245 SH Defined 1 CELL THERAPEUTICS INC. . . . COM NO PAR 150934503 13 23,700 SH Defined 1.4 CEMEX SAB DE CV. . . . . . . SPON ADR NEW 151290889 1,336 130,878 SH Defined 1.4 CEMEX SAB DE CV. . . . . . . SPON ADR NEW 151290889 1,132 110,900 SH Defined 5.12 CEMEX SAB DE CV. . . . . . . SPON ADR NEW 151290889 584 57,190 SH Defined 1 CENOVUS ENERGY INC . . . . . COM 15135U109 1,870 71,825 SH Defined 5.6 CENOVUS ENERGY INC . . . . . COM 15135U109 6 220 SH Defined 1.4 CENOVUS ENERGY INC . . . . . COM 15135U109 498 19,125 SH Defined 1.2 CENOVUS ENERGY INC . . . . . COM 15135U109 796 30,584 SH Defined 5.13 CENOVUS ENERGY INC . . . . . COM 15135U109 1,586 60,938 SH Defined 5.12 CENOVUS ENERGY INC . . . . . COM 15135U109 535 20,554 SH Defined 5.12 CENOVUS ENERGY INC . . . . . COM 15135U109 31 1,200 SH Defined 5,6,14,15 CENOVUS ENERGY INC . . . . . COM 15135U109 26 1,000 SH Defined 1 CENTENE CORP DEL . . . . . . COM 15135B101 3 111 SH Defined 5,6,8,9,10,11 CENTERPOINT ENERGY INC . . . COM 15189T107 16,107 1,121,652 SH Defined 5.6 CENTERPOINT ENERGY INC . . . COM 15189T107 52 3,595 SH Defined 1 CENTERSTATE BKS FLA INC. . . COM 15201P109 6 503 SH Defined 5,6,8,9,10,11 CENTRAIS ELETRICAS BRASILEIR SPONSORED ADR 15234Q207 1,695 113,000 SH Defined 5.6 CENTRAIS ELETRICAS BRASILEIR SPONSORED ADR 15234Q207 126 8,400 SH Defined 5.6 CENTRAL EUROPEAN DIST CORP . COM 153435102 2,209 63,100 SH Defined 5.6 CENTRAL EUROPEAN DIST CORP . COM 153435102 14 400 SH Defined 5.6 CENTRAL EUROPEAN DIST CORP . NOTE 3.000% 3/1 153435AA0 1,049 1,172,000 PRN Defined 5,6,8,9,10,11 CENTRAL EUROPEAN DIST CORP . COM 153435102 42 1,205 SH Defined 5,6,16 CENTRAL EUROPEAN DIST CORP . COM 153435102 2,407 68,744 SH Defined 5.12 CENTRAL EUROPEAN MEDIA ENTRP CL A NEW G20045202 217 7,400 SH Defined 1.4 CENTRAL EUROPEAN MEDIA ENTRP CL A NEW G20045202 208 7,095 SH Defined 5,6,8,9,10,11 CENTRAL EUROPEAN MEDIA ENTRP CL A NEW G20045202 5 166 SH Defined 5,6,8,9,10,11 CENTRAL EUROPEAN MEDIA ENTRP CL A NEW G20045202 1 51 SH Defined 5,6,8,9 CENTRAL EUROPEAN MEDIA ENTRP CL A NEW G20045202 1 30 SH Defined 5,6,8,9 CENTRAL EUROPEAN MEDIA ENTRP CL A NEW G20045202 1,799 61,387 SH Defined 5.7 CENTRAL EUROPEAN MEDIA ENTRP CL A NEW G20045202 37 1,250 SH Defined 5.7 CENTRAL EUROPEAN MEDIA ENTRP CL A NEW G20045202 586 20,000 SH Defined 5.6 CENTRAL EUROPEAN MEDIA ENTRP CL A NEW G20045202 182 6,210 SH Defined 1 CENTRAL GARDEN & PET CO. . . COM 153527106 13 1,352 SH Defined 5,6,8,9,10,11 CENTRAL GARDEN & PET CO. . . CL A NON-VTG 153527205 15 1,642 SH Defined 5,6,8,9,10,11 CENTURY ALUM CO. . . . . . . COM 156431108 104 7,561 SH Defined 1.4 CENTURYTEL INC . . . . . . . COM 156700106 15,487 436,757 SH Defined 5.6 CENTURYTEL INC . . . . . . . COM 156700106 18 500 SH Defined 1.4 CENTURYTEL INC . . . . . . . COM 156700106 22 613 SH Defined 5,6,8,9,10,11 CENTURYTEL INC . . . . . . . COM 156700106 387 10,900 SH Defined 5.13 CENTURYTEL INC . . . . . . . COM 156700106 443 12,500 SH Defined 5.12 CENTURYTEL INC . . . . . . . COM 156700106 87 2,466 SH Defined 5,6,14,15 CEPHALON INC . . . . . . . . COM 156708109 13,079 192,966 SH Defined 5.6 CEPHALON INC . . . . . . . . COM 156708109 22 320 SH Defined 1.4 CEPHALON INC . . . . . . . . COM 156708109 42 627 SH Defined 5,6,8,9,10,11 CEPHALON INC . . . . . . . . NOTE 2.500% 5/0 156708AR0 276 240,000 PRN Defined 5,6,8,9,10,11 CEPHALON INC . . . . . . . . NOTE 2.500% 5/0 156708AR0 747 649,000 PRN Defined 5,6,8,9,10,11 CEPHALON INC . . . . . . . . NOTE 2.000% 6/0 156708AP4 4 3,000 PRN Defined 5.12 CEPHALON INC . . . . . . . . COM 156708109 168 2,475 SH Defined 1 CEPHEID. . . . . . . . . . . COM 15670R107 14 800 SH Defined 1.4 CERADYNE INC . . . . . . . . COM 156710105 9 390 SH Defined 5,6,8,9,10,11 CERAGON NETWORKS LTD . . . . ORD M22013102 8 705 SH Defined 1.4 CERNER CORP. . . . . . . . . COM 156782104 31,819 374,081 SH Defined 5.6 CERNER CORP. . . . . . . . . COM 156782104 1,846 21,700 SH Defined 5.6 CERNER CORP. . . . . . . . . COM 156782104 20 230 SH Defined 1.4 CERNER CORP. . . . . . . . . COM 156782104 259 3,050 SH Defined 5.13 CERNER CORP. . . . . . . . . COM 156782104 1,485 17,455 SH Defined 5.12 CERNER CORP. . . . . . . . . COM 156782104 157 1,844 SH Defined 1 CF INDS HLDGS INC. . . . . . COM 125269100 6,475 71,012 SH Defined 5.6 CF INDS HLDGS INC. . . . . . COM 125269100 111 1,220 SH Defined 1.4 CF INDS HLDGS INC. . . . . . COM 125269100 58 637 SH Defined 5,6,8,9,10,11 CF INDS HLDGS INC. . . . . . COM 125269100 137 1,500 SH Defined 5,6,16 CF INDS HLDGS INC. . . . . . COM 125269100 597 6,550 SH Defined 5.12 CF INDS HLDGS INC. . . . . . COM 125269100 285 3,130 SH Defined 1 CHANGYOU COM LTD . . . . . . ADS REP CL A 15911M107 2 54 SH Defined 5,6,8,9,10,11 CHARLES RIV LABS INTL INC. . COM 159864107 221 5,617 SH Defined 5.6 CHARLES RIV LABS INTL INC. . COM 159864107 14 360 SH Defined 1.4 CHARLES RIV LABS INTL INC. . COM 159864107 25 627 SH Defined 5,6,8,9,10,11 CHARLES RIV LABS INTL INC. . COM 159864107 197 5,000 SH Defined 5.7 CHARLES RIV LABS INTL INC. . COM 159864107 255 6,480 SH Defined 5.13 CHARLES RIV LABS INTL INC. . COM 159864107 63 1,598 SH Defined 1 CHART INDS INC . . . . . . . COM PAR $0.01 16115Q308 20 1,000 SH Defined 1.4 CHART INDS INC . . . . . . . COM PAR $0.01 16115Q308 22 1,098 SH Defined 5,6,8,9,10,11 CHECK POINT SOFTWARE TECH LT ORD M22465104 6,244 178,100 SH Defined 5.6 CHECK POINT SOFTWARE TECH LT ORD M22465104 88 2,500 SH Defined 1.4 CHEMED CORP NEW. . . . . . . COM 16359R103 26 482 SH Defined 5,6,8,9,10,11 CHEMICAL FINL CORP . . . . . COM 163731102 6 260 SH Defined 5,6,8,9,10,11 CHENIERE ENERGY INC. . . . . COM NEW 16411R208 25 8,200 SH Defined 1.4 CHENIERE ENERGY INC. . . . . COM NEW 16411R208 182 58,877 SH Defined 5,6,8,9,10,11 CHEROKEE INC DEL NEW . . . . COM 16444H102 12 690 SH Defined 5,6,8,9,10,11 CHESAPEAKE ENERGY CORP . . . COM 165167107 17,560 742,800 SH Defined 5.6 CHESAPEAKE ENERGY CORP . . . COM 165167107 59 2,500 SH Defined 1 CHESAPEAKE ENERGY CORP . . . COM 165167107 143 6,043 SH Defined 1.4 CHESAPEAKE ENERGY CORP . . . COM 165167107 4,137 175,000 SH Defined 5.7 CHESAPEAKE ENERGY CORP . . . COM 165167107 463 19,600 SH Defined 5.7 CHESAPEAKE ENERGY CORP . . . COM 165167107 154 6,500 SH Defined 5.7 CHESAPEAKE ENERGY CORP . . . COM 165167107 2,205 93,273 SH Defined 5.12 CHESAPEAKE ENERGY CORP . . . COM 165167107 236 10,000 SH Defined 5.12 CHESAPEAKE ENERGY CORP . . . COM 165167107 748 31,655 SH Defined 1 CHESAPEAKE LODGING TR. . . . SH BEN INT 165240102 6 311 SH Defined 5,6,8,9,10,11 CHEVRON CORP NEW . . . . . . COM 166764100 142,108 1,874,036 SH Defined 5.6 CHEVRON CORP NEW . . . . . . COM 166764100 393 5,187 SH Defined 1.4 CHEVRON CORP NEW . . . . . . COM 166764100 5,376 70,892 SH Defined 1.2 CHEVRON CORP NEW . . . . . . COM 166764100 15 200 SH Defined 1 CHEVRON CORP NEW . . . . . . COM 166764100 16,683 220,000 SH Defined 5.7 CHEVRON CORP NEW . . . . . . COM 166764100 3,792 50,000 SH Defined 5.7 CHEVRON CORP NEW . . . . . . COM 166764100 1,721 22,700 SH Defined 5.7 CHEVRON CORP NEW . . . . . . COM 166764100 569 7,500 SH Defined 5.7 CHEVRON CORP NEW . . . . . . COM 166764100 531 7,000 SH Defined 5.7 CHEVRON CORP NEW . . . . . . COM 166764100 64 850 SH Defined 5.7 CHEVRON CORP NEW . . . . . . COM 166764100 1,471 19,400 SH Defined 5.13 CHEVRON CORP NEW . . . . . . COM 166764100 937 12,350 SH Defined 5,6,16 CHEVRON CORP NEW . . . . . . COM 166764100 22,566 297,584 SH Defined 5.12 CHEVRON CORP NEW . . . . . . COM 166764100 5,293 69,795 SH Defined 5.12 CHEVRON CORP NEW . . . . . . COM 166764100 28,365 374,060 SH Defined 5.12 CHEVRON CORP NEW . . . . . . COM 166764100 26,980 355,800 SH Defined 5,6,14,15 CHEVRON CORP NEW . . . . . . COM 166764100 554 7,300 SH Defined 5,6,14,15 CHEVRON CORP NEW . . . . . . COM 166764100 6,311 83,221 SH Defined 1 CHICAGO BRIDGE & IRON CO N V N Y REGISTRY SH 167250109 351 15,100 SH Defined 5.7 CHICAGO BRIDGE & IRON CO N V N Y REGISTRY SH 167250109 116 5,000 SH Defined 5.7 CHICAGO BRIDGE & IRON CO N V N Y REGISTRY SH 167250109 108 4,655 SH Defined 5,6,16 CHILDRENS PL RETAIL STORES I COM 168905107 65 1,460 SH Defined 5,6,8,9,10,11 CHIMERA INVT CORP. . . . . . COM 16934Q109 6 1,657 SH Defined 5,6,8,9,10,11 CHIMERA INVT CORP. . . . . . COM 16934Q109 19 5,000 SH Defined 5,6,16 CHINA ARMCO METALS INC . . . COM 16936C108 17 1,800 SH Defined 1.4 CHINA BAK BATTERY INC. . . . COM 16936Y100 7 2,880 SH Defined 5,6,8,9,10,11 CHINA DIGITAL TV HLDG CO LTD SPONSORED ADR 16938G107 28 3,818 SH Defined 1.4 CHINA GERUI ADV MAT GR LTD . SHS G21101103 15 2,000 SH Defined 1.4 CHINA HYDROELECTRIC CORP . . SPONSORED ADR 16949D101 139 15,000 SH Defined 1 CHINA INTEGRATED ENERGY INC. COM 16948P105 42 4,000 SH Defined 1.4 CHINA LIFE INS CO LTD. . . . SPON ADR REP H 16939P106 19 270 SH Defined 1.4 CHINA LIFE INS CO LTD. . . . SPON ADR REP H 16939P106 0 1 SH Defined 1 CHINA MED TECHNOLOGIES INC . SPONSORED ADR 169483104 15 1,089 SH Defined 1.4 CHINA MED TECHNOLOGIES INC . NOTE 3.500%11/1 169483AB0 48 62,000 PRN Defined 5,6,8,9,10,11 CHINA MED TECHNOLOGIES INC . NOTE 4.000% 8/1 169483AC8 515 851,000 PRN Defined 5,6,8,9,10,11 CHINA MED TECHNOLOGIES INC . SPONSORED ADR 169483104 3 223 SH Defined 1 CHINA MOBILE LIMITED . . . . SPONSORED ADR 16941M109 604 12,556 SH Defined 1.4 CHINA MOBILE LIMITED . . . . SPONSORED ADR 16941M109 4 73 SH Defined 5,6,8,9,10,11 CHINA MOBILE LIMITED . . . . SPONSORED ADR 16941M109 19 391 SH Defined 1 CHINA NEPSTAR CHAIN DRUGSTOR SPONSORED ADR 16943C109 3 349 SH Defined 5,6,8,9,10,11 CHINA NEPSTAR CHAIN DRUGSTOR SPONSORED ADR 16943C109 5 700 SH Defined 5,6,8,9,10,11 CHINA NORTH EAST PETE HLDG L COM 16941G102 61 6,890 SH Defined 5,6,8,9,10,11 CHINA PETE & CHEM CORP . . . SPON ADR H SHS 16941R108 58 700 SH Defined 1.4 CHINA PETE & CHEM CORP . . . SPON ADR H SHS 16941R108 2 23 SH Defined 5,6,8,9,10,11 CHINA PETE & CHEM CORP . . . SPON ADR H SHS 16941R108 166 2,024 SH Defined 5.12 CHINA PETE & CHEM CORP . . . SPON ADR H SHS 16941R108 4 48 SH Defined 1 CHINA REAL ESTATE INFO CORP. ADR 16948Q103 646 64,500 SH Defined 5.12 CHINA SEC & SURVE TECH INC . COM 16942J105 7,349 955,700 SH Defined 5.6 CHINA SEC & SURVE TECH INC . COM 16942J105 5,653 735,100 SH Defined 5.6 CHINA SKY ONE MED INC. . . . COM 16941P102 11 691 SH Defined 5,6,8,9,10,11 CHINA SUNERGY CO LTD . . . . SPON ADR 16942X104 8 1,957 SH Defined 1.4 CHINA UNICOM LTD . . . . . . SPONSORED ADR 16945R104 29 2,600 SH Defined 1.4 CHINA VALVES TECHNOLOGY INC. COM NEW 169476207 212 16,300 SH Defined 1 CHINA YUCHAI INTL LTD. . . . COM G21082105 472 26,903 SH Defined 5,6,8,9,10,11 CHIPOTLE MEXICAN GRILL INC . CL A 169656105 45 400 SH Defined 1.4 CHIPOTLE MEXICAN GRILL INC . CL A 169656105 63 557 SH Defined 5,6,8,9,10,11 CHIPOTLE MEXICAN GRILL INC . CL A 169656105 19 170 SH Defined 5,6,8,9,10,11 CHIPOTLE MEXICAN GRILL INC . CL A 169656105 151 1,340 SH Defined 5,6,16 CHIQUITA BRANDS INTL INC . . COM 170032809 6,092 387,300 SH Defined 5.6 CHIQUITA BRANDS INTL INC . . COM 170032809 2,988 189,947 SH Defined 1.4 CHIQUITA BRANDS INTL INC . . COM 170032809 211 13,400 SH Defined 5,6,8,9,10,11 CHIQUITA BRANDS INTL INC . . COM 170032809 204 12,996 SH Defined 5,6,8,9,10,11 CHIQUITA BRANDS INTL INC . . COM 170032809 20 1,301 SH Defined 5,6,8,9,10,11 CHIQUITA BRANDS INTL INC . . COM 170032809 118 7,500 SH Defined 1 CHORDIANT SOFTWARE INC . . . COM NEW 170404305 15 3,009 SH Defined 5,6,8,9,10,11 CHORDIANT SOFTWARE INC . . . COM NEW 170404305 391 77,161 SH Defined 5,6,8,9,10,11 CHORDIANT SOFTWARE INC . . . COM NEW 170404305 898 177,088 SH Defined 5,6,8,9,10,11 CHUBB CORP . . . . . . . . . COM 171232101 6,618 127,639 SH Defined 5.6 CHUBB CORP . . . . . . . . . COM 171232101 21 400 SH Defined 1.4 CHUBB CORP . . . . . . . . . COM 171232101 924 17,830 SH Defined 5,6,8,9,10,11 CHUBB CORP . . . . . . . . . COM 171232101 7 129 SH Defined 5,6,8,9,10,11 CHUBB CORP . . . . . . . . . COM 171232101 4,148 80,000 SH Defined 5.7 CHUBB CORP . . . . . . . . . COM 171232101 1,001 19,306 SH Defined 5.7 CHUBB CORP . . . . . . . . . COM 171232101 477 9,200 SH Defined 5.7 CHUBB CORP . . . . . . . . . COM 171232101 157 3,020 SH Defined 5.7 CHUBB CORP . . . . . . . . . COM 171232101 17,836 344,000 SH Defined 5,6,14,15 CHUBB CORP . . . . . . . . . COM 171232101 368 7,100 SH Defined 5,6,14,15 CHUBB CORP . . . . . . . . . COM 171232101 163 3,144 SH Defined 1 CHUNGHWA TELECOM CO LTD. . . SPON ADR NEW10 17133Q106 4,966 255,609 SH Defined 5.6 CHUNGHWA TELECOM CO LTD. . . SPON ADR NEW10 17133Q106 4,384 225,640 SH Defined 5.6 CHUNGHWA TELECOM CO LTD. . . SPON ADR NEW10 17133Q106 5,793 298,142 SH Defined 1.2 CHURCH & DWIGHT INC. . . . . COM 171340102 1,125 16,799 SH Defined 5.6 CHURCH & DWIGHT INC. . . . . COM 171340102 14 215 SH Defined 1.4 CHURCH & DWIGHT INC. . . . . COM 171340102 641 9,575 SH Defined 5,6,8,9,10,11 CHURCH & DWIGHT INC. . . . . COM 171340102 7 106 SH Defined 5,6,8,9,10,11 CHURCH & DWIGHT INC. . . . . COM 171340102 114 1,708 SH Defined 1 CHURCHILL DOWNS INC. . . . . COM 171484108 30 800 SH Defined 5,6,16 CIENA CORP . . . . . . . . . COM NEW 171779309 120 7,882 SH Defined 1.4 CIENA CORP . . . . . . . . . COM NEW 171779309 10 660 SH Defined 5,6,8,9,10,11 CIENA CORP . . . . . . . . . NOTE 0.250% 5/0 171779AB7 728 872,000 PRN Defined 5,6,8,9,10,11 CIENA CORP . . . . . . . . . NOTE 0.250% 5/0 171779AB7 229 274,000 PRN Defined 5,6,8,9,10,11 CIENA CORP . . . . . . . . . NOTE 0.250% 5/0 171779AB7 12 14,000 PRN Defined 5.12 CIGNA CORP . . . . . . . . . COM 125509109 24,221 662,132 SH Defined 5.6 CIGNA CORP . . . . . . . . . COM 125509109 46 1,253 SH Defined 1.4 CIGNA CORP . . . . . . . . . COM 125509109 454 12,400 SH Defined 5,6,8,9,10,11 CIGNA CORP . . . . . . . . . COM 125509109 124 3,400 SH Defined 5,6,8,9,10,11 CIGNA CORP . . . . . . . . . COM 125509109 11 304 SH Defined 5,6,8,9,10,11 CIGNA CORP . . . . . . . . . COM 125509109 18 501 SH Defined 5,6,16 CIGNA CORP . . . . . . . . . COM 125509109 16,541 452,200 SH Defined 5,6,14,15 CIGNA CORP . . . . . . . . . COM 125509109 201 5,500 SH Defined 5,6,14,15 CIGNA CORP . . . . . . . . . COM 125509109 498 13,618 SH Defined 1 CIMAREX ENERGY CO. . . . . . COM 171798101 6,179 104,065 SH Defined 5.6 CIMAREX ENERGY CO. . . . . . COM 171798101 194 3,264 SH Defined 5,6,8,9,10,11 CIMAREX ENERGY CO. . . . . . COM 171798101 89 1,500 SH Defined 5.7 CIMAREX ENERGY CO. . . . . . COM 171798101 127 2,137 SH Defined 1 CINCINNATI BELL INC NEW. . . COM 171871106 15 4,420 SH Defined 5,6,8,9,10,11 CINCINNATI BELL INC NEW. . . COM 171871106 193 56,700 SH Defined 5.12 CINCINNATI FINL CORP . . . . COM 172062101 442 15,280 SH Defined 5.6 CINCINNATI FINL CORP . . . . COM 172062101 20 677 SH Defined 1.4 CINCINNATI FINL CORP . . . . COM 172062101 8 263 SH Defined 5,6,8,9,10,11 CINCINNATI FINL CORP . . . . COM 172062101 7,947 274,987 SH Defined 5.12 CINCINNATI FINL CORP . . . . COM 172062101 133 4,597 SH Defined 1 CINEMARK HOLDINGS INC. . . . COM 17243V102 35 1,905 SH Defined 5,6,8,9,10,11 CINTAS CORP. . . . . . . . . COM 172908105 3,398 120,971 SH Defined 5.6 CINTAS CORP. . . . . . . . . COM 172908105 48 1,700 SH Defined 1.4 CINTAS CORP. . . . . . . . . COM 172908105 12,816 456,260 SH Defined 5.12 CINTAS CORP. . . . . . . . . COM 172908105 80 2,842 SH Defined 1 CIRRUS LOGIC INC . . . . . . COM 172755100 36 4,300 SH Defined 5,6,16 CISCO SYS INC. . . . . . . . COM 17275R102 98,974 3,802,289 SH Defined 5.6 CISCO SYS INC. . . . . . . . COM 17275R102 5,341 205,200 SH Defined 5.6 CISCO SYS INC. . . . . . . . COM 17275R102 822 31,566 SH Defined 1.4 CISCO SYS INC. . . . . . . . COM 17275R102 2,363 90,788 SH Defined 1.2 CISCO SYS INC. . . . . . . . COM 17275R102 1,722 66,147 SH Defined 5,6,8,9,10,11 CISCO SYS INC. . . . . . . . COM 17275R102 175 6,720 SH Defined 5,6,8,9,10,11 CISCO SYS INC. . . . . . . . COM 17275R102 106 4,060 SH Defined 5,6,8,9,10,11 CISCO SYS INC. . . . . . . . COM 17275R102 35 1,355 SH Defined 5,6,8,9,10,11 CISCO SYS INC. . . . . . . . COM 17275R102 19,523 750,000 SH Defined 5.7 CISCO SYS INC. . . . . . . . COM 17275R102 3,384 130,000 SH Defined 5.7 CISCO SYS INC. . . . . . . . COM 17275R102 1,848 71,000 SH Defined 5.7 CISCO SYS INC. . . . . . . . COM 17275R102 781 30,000 SH Defined 5.7 CISCO SYS INC. . . . . . . . COM 17275R102 607 23,330 SH Defined 5.7 CISCO SYS INC. . . . . . . . COM 17275R102 86 3,300 SH Defined 5.7 CISCO SYS INC. . . . . . . . COM 17275R102 1,332 51,180 SH Defined 5.13 CISCO SYS INC. . . . . . . . COM 17275R102 108 4,150 SH Defined CISCO SYS INC. . . . . . . . COM 17275R102 50 1,920 SH Defined CISCO SYS INC. . . . . . . . COM 17275R102 23 900 SH Defined CISCO SYS INC. . . . . . . . COM 17275R102 1,394 53,549 SH Defined 5,6,16 CISCO SYS INC. . . . . . . . COM 17275R102 390 15,000 SH Defined 5.12 CISCO SYS INC. . . . . . . . COM 17275R102 47 1,800 SH Defined 5.12 CISCO SYS INC. . . . . . . . COM 17275R102 6,374 244,861 SH Defined 5.12 CISCO SYS INC. . . . . . . . COM 17275R102 34,855 1,339,020 SH Defined 5,6,14,15 CISCO SYS INC. . . . . . . . COM 17275R102 724 27,800 SH Defined 5,6,14,15 CISCO SYS INC. . . . . . . . COM 17275R102 2,176 83,607 SH Defined 1 CIT GROUP INC. . . . . . . . COM NEW 125581801 1,339 34,368 SH Defined 5,6,8,9,10,11 CIT GROUP INC. . . . . . . . COM NEW 125581801 822 21,109 SH Defined 5,6,8,9,10,11 CIT GROUP INC. . . . . . . . COM NEW 125581801 368 9,439 SH Defined 5,6,8,9,10,11 CIT GROUP INC. . . . . . . . COM NEW 125581801 168 4,323 SH Defined 5,6,8,9,10,11 CIT GROUP INC. . . . . . . . COM NEW 125581801 111 2,849 SH Defined 5,6,8,9,10,11 CIT GROUP INC. . . . . . . . COM NEW 125581801 72 1,842 SH Defined 5,6,8,9,10,11 CITIGROUP INC. . . . . . . . COM 172967101 53,663 13,250,003 SH Defined 5.6 CITIGROUP INC. . . . . . . . COM 172967101 267 66,000 SH Defined 1 CITIGROUP INC. . . . . . . . COM 172967101 18,629 4,599,693 SH Defined 1.4 CITIGROUP INC. . . . . . . . COM 172967101 59,745 14,751,868 SH Defined 1.3 CITIGROUP INC. . . . . . . . COM 172967101 14,446 3,566,864 SH Defined 1.2 CITIGROUP INC. . . . . . . . COM 172967101 410 101,348 SH Defined 5,6,8,9,10,11 CITIGROUP INC. . . . . . . . COM 172967101 103 25,549 SH Defined 5,6,8,9,10,11 CITIGROUP INC. . . . . . . . COM 172967101 47 11,643 SH Defined 5,6,8,9,10,11 CITIGROUP INC. . . . . . . . COM 172967101 29 7,170 SH Defined 5,6,8,9,10,11 CITIGROUP INC. . . . . . . . COM 172967101 6 1,444 SH Defined 5,6,8,9,10,11 CITIGROUP INC. . . . . . . . UNIT 99/99/9999 172967416 892 7,318 SH Defined 5,6,8,9,10,11 CITIGROUP INC. . . . . . . . COM 172967101 10,125 2,500,000 SH Defined 5.7 CITIGROUP INC. . . . . . . . COM 172967101 1,242 306,672 SH Defined 5.7 CITIGROUP INC. . . . . . . . COM 172967101 1,005 248,200 SH Defined 5.7 CITIGROUP INC. . . . . . . . COM 172967101 330 81,400 SH Defined 5.7 CITIGROUP INC. . . . . . . . COM 172967101 324 80,000 SH Defined 5.7 CITIGROUP INC. . . . . . . . COM 172967101 263 65,000 SH Defined 5.7 CITIGROUP INC. . . . . . . . COM 172967101 170 42,000 SH Defined 5.7 CITIGROUP INC. . . . . . . . COM 172967101 316 78,100 SH Defined 5.13 CITIGROUP INC. . . . . . . . COM 172967101 12 3,000 SH Defined CITIGROUP INC. . . . . . . . COM 172967101 6 1,510 SH Defined CITIGROUP INC. . . . . . . . COM 172967101 457 112,900 SH Defined 5,6,16 CITIGROUP INC. . . . . . . . COM 172967101 4 1,090 SH Defined 5.12 CITIGROUP INC. . . . . . . . COM 172967101 13,387 3,305,400 SH Defined 5,6,14,15 CITIGROUP INC. . . . . . . . COM 172967101 15,185 3,749,324 SH Defined 1 CITIZENS REPUBLIC BANCORP IN COM 174420109 4 3,333 SH Defined 5,6,8,9,10,11 CITRIX SYS INC . . . . . . . COM 177376100 4,024 84,761 SH Defined 5.6 CITRIX SYS INC . . . . . . . COM 177376100 74 1,560 SH Defined 1.4 CITRIX SYS INC . . . . . . . COM 177376100 164 3,458 SH Defined 1 CITY HLDG CO . . . . . . . . COM 177835105 30 883 SH Defined 5,6,8,9,10,11 CITY NATL CORP . . . . . . . COM 178566105 22 409 SH Defined 5,6,8,9,10,11 CITY NATL CORP . . . . . . . COM 178566105 35 650 SH Defined 5,6,16 CKE RESTAURANTS INC. . . . . COM 12561E105 980 88,557 SH Defined 5,6,8,9,10,11 CKE RESTAURANTS INC. . . . . COM 12561E105 480 43,350 SH Defined 5,6,8,9,10,11 CKE RESTAURANTS INC. . . . . COM 12561E105 78 7,002 SH Defined 5,6,8,9,10,11 CKE RESTAURANTS INC. . . . . COM 12561E105 25 2,253 SH Defined 5,6,8,9,10,11 CKE RESTAURANTS INC. . . . . COM 12561E105 24 2,191 SH Defined 5,6,8,9,10,11 CKX INC. . . . . . . . . . . COM 12562M106 16 2,543 SH Defined 5,6,8,9,10,11 CLARCOR INC. . . . . . . . . COM 179895107 81 2,350 SH Defined 5,6,16 CLAYMORE ETF TRUST 2 . . . . CHINA SML CAP 18383Q853 138 5,000 SH Defined 1.4 CLAYMORE EXCHANGE TRADED FD. BNY BRI&C PTF 18383M100 13 300 SH Defined 1.4 CLEAN ENERGY FUELS CORP. . . COM 184499101 5 200 SH Defined 1.4 CLEAN ENERGY FUELS CORP. . . COM 184499101 7 297 SH Defined 5,6,8,9,10,11 CLEAN HARBORS INC. . . . . . COM 184496107 839 15,100 SH Defined 5.12 CLEAR CHANNEL OUTDOOR HLDGS. CL A 18451C109 84 7,936 SH Defined 5,6,8,9,10,11 CLEARWIRE CORP NEW . . . . . CL A 18538Q105 313 43,805 SH Defined 1.4 CLEARWIRE CORP NEW . . . . . RIGHT 06/21/2010 18538Q139 1 5,605 SH Defined 1.4 CLIFFS NATURAL RESOURCES INC COM 18683K101 25,558 360,222 SH Defined 5.6 CLIFFS NATURAL RESOURCES INC COM 18683K101 66 932 SH Defined 1.4 CLIFFS NATURAL RESOURCES INC COM 18683K101 417 5,881 SH Defined 5,6,8,9,10,11 CLIFFS NATURAL RESOURCES INC COM 18683K101 6 81 SH Defined 5,6,8,9,10,11 CLIFFS NATURAL RESOURCES INC COM 18683K101 189 2,664 SH Defined 1 CLOROX CO DEL. . . . . . . . COM 189054109 964 15,033 SH Defined 5.6 CLOROX CO DEL. . . . . . . . COM 189054109 7 115 SH Defined 5,6,8,9,10,11 CLOROX CO DEL. . . . . . . . COM 189054109 378 5,900 SH Defined 5.7 CLOROX CO DEL. . . . . . . . COM 189054109 122 1,900 SH Defined 5.7 CLOROX CO DEL. . . . . . . . COM 189054109 50 776 SH Defined 1 CLOUD PEAK ENERGY INC. . . . COM 18911Q102 3 183 SH Defined 5,6,8,9,10,11 CME GROUP INC. . . . . . . . COM 12572Q105 4,313 13,645 SH Defined 5.6 CME GROUP INC. . . . . . . . COM 12572Q105 20,893 66,093 SH Defined 1 CME GROUP INC. . . . . . . . COM 12572Q105 1,264 4,000 SH Defined 1 CME GROUP INC. . . . . . . . COM 12572Q105 3,793 12,000 SH Defined 1 CME GROUP INC. . . . . . . . COM 12572Q105 7,587 24,000 SH Defined 1 CME GROUP INC. . . . . . . . COM 12572Q105 22 70 SH Defined 1.4 CME GROUP INC. . . . . . . . COM 12572Q105 4,236 13,400 SH Defined 5,6,14,15 CME GROUP INC. . . . . . . . COM 12572Q105 126 400 SH Defined 5,6,14,15 CME GROUP INC. . . . . . . . COM 12572Q105 887 2,805 SH Defined 1 CMS ENERGY CORP. . . . . . . COM 125896100 88 5,664 SH Defined 5.6 CMS ENERGY CORP. . . . . . . COM 125896100 10 617 SH Defined 5,6,8,9,10,11 CNA FINL CORP. . . . . . . . COM 126117100 53 2,000 SH Defined 5.7 CNA FINL CORP. . . . . . . . COM 126117100 40 1,500 SH Defined 5.7 CNH GLOBAL N V . . . . . . . SHS NEW N20935206 2,383 77,500 SH Defined 5.6 CNH GLOBAL N V . . . . . . . SHS NEW N20935206 461 15,000 SH Defined 5.12 CNOOC LTD. . . . . . . . . . SPONSORED ADR 126132109 81 488 SH Defined 1.4 CNX GAS CORP . . . . . . . . COM 12618H309 69 1,805 SH Defined 5,6,8,9,10,11 CNX GAS CORP . . . . . . . . COM 12618H309 1,476 38,787 SH Defined 5,6,8,9,10,11 COACH INC. . . . . . . . . . COM 189754104 2,746 69,484 SH Defined 5.6 COACH INC. . . . . . . . . . COM 189754104 3,162 80,000 SH Defined 5.7 COACH INC. . . . . . . . . . COM 189754104 316 8,000 SH Defined 5.7 COACH INC. . . . . . . . . . COM 189754104 102 2,590 SH Defined 5.7 COACH INC. . . . . . . . . . COM 189754104 79 2,000 SH Defined 5.7 COACH INC. . . . . . . . . . COM 189754104 343 8,680 SH Defined 5.13 COACH INC. . . . . . . . . . COM 189754104 13,646 345,305 SH Defined 5.12 COACH INC. . . . . . . . . . COM 189754104 6,457 163,375 SH Defined 5.12 COACH INC. . . . . . . . . . COM 189754104 401 10,144 SH Defined 5,6,14,15 COACH INC. . . . . . . . . . COM 189754104 219 5,530 SH Defined 1 COBALT INTL ENERGY INC . . . COM 19075F106 58 4,231 SH Defined 5,6,8,9,10,11 COCA COLA CO . . . . . . . . COM 191216100 30,135 547,907 SH Defined 5.6 COCA COLA CO . . . . . . . . COM 191216100 1,491 27,100 SH Defined 5.6 COCA COLA CO . . . . . . . . COM 191216100 871 15,839 SH Defined 1.4 COCA COLA CO . . . . . . . . COM 191216100 46 828 SH Defined 5,6,8,9,10,11 COCA COLA CO . . . . . . . . COM 191216100 37 680 SH Defined 5,6,8,9,10,11 COCA COLA CO . . . . . . . . COM 191216100 11 200 SH Defined 1 COCA COLA CO . . . . . . . . COM 191216100 13,750 250,000 SH Defined 5.7 COCA COLA CO . . . . . . . . COM 191216100 2,668 48,500 SH Defined 5.7 COCA COLA CO . . . . . . . . COM 191216100 2,200 40,000 SH Defined 5.7 COCA COLA CO . . . . . . . . COM 191216100 1,210 22,000 SH Defined 5.7 COCA COLA CO . . . . . . . . COM 191216100 396 7,200 SH Defined 5.7 COCA COLA CO . . . . . . . . COM 191216100 336 6,100 SH Defined 5.7 COCA COLA CO . . . . . . . . COM 191216100 138 2,500 SH Defined 5.7 COCA COLA CO . . . . . . . . COM 191216100 770 14,000 SH Defined 5.13 COCA COLA CO . . . . . . . . COM 191216100 1,351 24,572 SH Defined 5,6,16 COCA COLA CO . . . . . . . . COM 191216100 102 1,850 SH Defined 5.12 COCA COLA CO . . . . . . . . COM 191216100 545 9,900 SH Defined 5.12 COCA COLA CO . . . . . . . . COM 191216100 26,796 487,200 SH Defined 5,6,14,15 COCA COLA CO . . . . . . . . COM 191216100 528 9,600 SH Defined 5,6,14,15 COCA COLA CO . . . . . . . . COM 191216100 1,403 25,513 SH Defined 1 COCA COLA ENTERPRISES INC. . COM 191219104 1,321 47,752 SH Defined 5.6 COCA COLA ENTERPRISES INC. . COM 191219104 42 1,520 SH Defined 1.4 COCA COLA ENTERPRISES INC. . COM 191219104 1,799 65,022 SH Defined 5,6,8,9,10,11 COCA COLA ENTERPRISES INC. . COM 191219104 329 11,881 SH Defined 5,6,8,9,10,11 COCA COLA ENTERPRISES INC. . COM 191219104 70 2,528 SH Defined 5,6,8,9,10,11 COCA COLA ENTERPRISES INC. . COM 191219104 64 2,322 SH Defined 5,6,8,9,10,11 COCA COLA ENTERPRISES INC. . COM 191219104 10,370 374,900 SH Defined 5,6,14,15 COCA COLA ENTERPRISES INC. . COM 191219104 202 7,300 SH Defined 5,6,14,15 COEUR D ALENE MINES CORP IDA COM NEW 192108504 206 13,724 SH Defined 1.4 COEUR D ALENE MINES CORP IDA NOTE 3.250% 3/1 192108AR9 682 719,000 PRN Defined 5,6,8,9,10,11 COEUR D ALENE MINES CORP IDA COM NEW 192108504 1,401 93,504 SH Defined 5.12 COEUR D ALENE MINES CORP IDA COM NEW 192108504 62 4,157 SH Defined 5.12 COGDELL SPENCER INC. . . . . COM 19238U107 699 94,421 SH Defined 5.6 COGDELL SPENCER INC. . . . . COM 19238U107 58 7,900 SH Defined 5.6 COGENT INC . . . . . . . . . COM 19239Y108 15 1,500 SH Defined 1.4 COGNEX CORP. . . . . . . . . COM 192422103 42 2,250 SH Defined 5,6,16 COGNIZANT TECHNOLOGY SOLUTIO CL A 192446102 1,520 29,810 SH Defined 5.6 COGNIZANT TECHNOLOGY SOLUTIO CL A 192446102 178 3,500 SH Defined 5.6 COGNIZANT TECHNOLOGY SOLUTIO CL A 192446102 803 15,750 SH Defined 1.4 COGNIZANT TECHNOLOGY SOLUTIO CL A 192446102 23 443 SH Defined 5,6,8,9,10,11 COGNIZANT TECHNOLOGY SOLUTIO CL A 192446102 115 2,250 SH Defined 5.7 COGNIZANT TECHNOLOGY SOLUTIO CL A 192446102 212 4,160 SH Defined 5.13 COGNIZANT TECHNOLOGY SOLUTIO CL A 192446102 1,840 36,100 SH Defined 5.12 COGNIZANT TECHNOLOGY SOLUTIO CL A 192446102 783 15,365 SH Defined 1 COHEN & STEERS INC . . . . . COM 19247A100 161 6,450 SH Defined 5.12 COHEN & STEERS QUALITY RLTY. COM 19247L106 0 18 SH Defined 5,6,8,9,10,11 COHERENT INC . . . . . . . . COM 192479103 52 1,626 SH Defined 5,6,16 COHU INC . . . . . . . . . . COM 192576106 45 3,300 SH Defined 5,6,16 COINSTAR INC . . . . . . . . COM 19259P300 9 274 SH Defined 5,6,8,9,10,11 COINSTAR INC . . . . . . . . NOTE 4.000% 9/0 19259PAF9 481 450,000 PRN Defined 5,6,8,9,10,11 COINSTAR INC . . . . . . . . COM 19259P300 181 5,555 SH Defined 5,6,16 COINSTAR INC . . . . . . . . COM 19259P300 7,807 240,200 SH Defined 5,6,14,15 COINSTAR INC . . . . . . . . COM 19259P300 150 4,600 SH Defined 5,6,14,15 COLDWATER CREEK INC. . . . . COM 193068103 84 12,038 SH Defined 1.4 COLGATE PALMOLIVE CO . . . . COM 194162103 6,501 76,253 SH Defined 5.6 COLGATE PALMOLIVE CO . . . . COM 194162103 247 2,900 SH Defined 5.6 COLGATE PALMOLIVE CO . . . . COM 194162103 51 599 SH Defined 1.4 COLGATE PALMOLIVE CO . . . . COM 194162103 563 6,602 SH Defined 5,6,8,9 COLGATE PALMOLIVE CO . . . . COM 194162103 92 1,082 SH Defined 5,6,8,9 COLGATE PALMOLIVE CO . . . . COM 194162103 4,135 48,500 SH Defined 5.7 COLGATE PALMOLIVE CO . . . . COM 194162103 3,410 40,000 SH Defined 5.7 COLGATE PALMOLIVE CO . . . . COM 194162103 484 5,675 SH Defined 5.7 COLGATE PALMOLIVE CO . . . . COM 194162103 452 5,300 SH Defined 5.7 COLGATE PALMOLIVE CO . . . . COM 194162103 175 2,050 SH Defined 5.7 COLGATE PALMOLIVE CO . . . . COM 194162103 145 1,700 SH Defined 5.7 COLGATE PALMOLIVE CO . . . . COM 194162103 991 11,620 SH Defined 5.13 COLGATE PALMOLIVE CO . . . . COM 194162103 17 200 SH Defined COLGATE PALMOLIVE CO . . . . COM 194162103 699 8,200 SH Defined 5,6,16 COLGATE PALMOLIVE CO . . . . COM 194162103 34 400 SH Defined 5.12 COLGATE PALMOLIVE CO . . . . COM 194162103 1,051 12,324 SH Defined 1 COLLECTIVE BRANDS INC. . . . COM 19421W100 24 1,054 SH Defined 5,6,8,9,10,11 COLONIAL PPTYS TR. . . . . . COM SH BEN INT 195872106 1,897 147,321 SH Defined 5.6 COLONIAL PPTYS TR. . . . . . COM SH BEN INT 195872106 252 19,600 SH Defined 5.6 COLONIAL PPTYS TR. . . . . . COM SH BEN INT 195872106 608 47,209 SH Defined 5,6,16 COLUMBIA BKG SYS INC . . . . COM 197236102 26 1,302 SH Defined 5,6,8,9,10,11 COMCAST CORP NEW . . . . . . CL A 20030N101 56,628 3,008,934 SH Defined 5.6 COMCAST CORP NEW . . . . . . CL A 20030N101 26 1,400 SH Defined 5.6 COMCAST CORP NEW . . . . . . CL A SPL 20030N200 1,686 93,805 SH Defined 5.6 COMCAST CORP NEW . . . . . . CL A 20030N101 89 4,753 SH Defined 1.3 COMCAST CORP NEW . . . . . . CL A 20030N101 12,584 668,650 SH Defined 5,6,8,9,10,11 COMCAST CORP NEW . . . . . . CL A 20030N101 8,469 450,000 SH Defined 5.7 COMCAST CORP NEW . . . . . . CL A 20030N101 666 35,400 SH Defined 5.7 COMCAST CORP NEW . . . . . . CL A 20030N101 263 14,000 SH Defined 5.7 COMCAST CORP NEW . . . . . . CL A 20030N101 218 11,600 SH Defined 5.7 COMCAST CORP NEW . . . . . . CL A 20030N101 169 9,000 SH Defined 5.7 COMCAST CORP NEW . . . . . . CL A 20030N101 506 26,900 SH Defined 5.13 COMCAST CORP NEW . . . . . . CL A 20030N101 24,284 1,290,350 SH Defined 5.12 COMCAST CORP NEW . . . . . . CL A SPL 20030N200 10,410 579,288 SH Defined 5.12 COMCAST CORP NEW . . . . . . CL A 20030N101 541 28,725 SH Defined 1 COMCAST CORP NEW . . . . . . CL A SPL 20030N200 374 20,822 SH Defined 1 COMERICA INC . . . . . . . . COM 200340107 1,889 49,663 SH Defined 5.6 COMERICA INC . . . . . . . . COM 200340107 437 11,500 SH Defined 5.13 COMERICA INC . . . . . . . . COM 200340107 519 13,632 SH Defined 1 COMFORT SYS USA INC. . . . . COM 199908104 69 5,527 SH Defined 5,6,8,9,10,11 COMMERCE BANCSHARES INC. . . COM 200525103 185 4,500 SH Defined 5.13 COMMERCIAL METALS CO . . . . COM 201723103 54 3,600 SH Defined 5,6,8,9,10,11 COMMERCIAL METALS CO . . . . COM 201723103 51 3,400 SH Defined 5,6,16 COMMERCIAL METALS CO . . . . COM 201723103 67 4,450 SH Defined 5.12 COMMSCOPE INC. . . . . . . . COM 203372107 1 50 SH Defined 1.4 COMMSCOPE INC. . . . . . . . NOTE 3.250% 7/0 203372AG2 463 381,000 PRN Defined 5,6,8,9,10,11 COMMUNICATIONS SYS INC . . . COM 203900105 9 721 SH Defined 5,6,8,9,10,11 COMMUNITY HEALTH SYS INC NEW COM 203668108 809 21,900 SH Defined 1.2 COMMUNITY HEALTH SYS INC NEW COM 203668108 10 271 SH Defined 5,6,8,9,10,11 COMPANHIA BRASILEIRA DE DIST SPN ADR PFD CL A 20440T201 19,001 282,626 SH Defined 5.6 COMPANHIA BRASILEIRA DE DIST SPN ADR PFD CL A 20440T201 13,264 197,300 SH Defined 5.6 COMPANHIA BRASILEIRA DE DIST SPN ADR PFD CL A 20440T201 19,948 296,720 SH Defined 5.6 COMPANHIA BRASILEIRA DE DIST SPN ADR PFD CL A 20440T201 34 502 SH Defined 5,6,8,9,10,11 COMPANHIA DE BEBIDAS DAS AME SPONSORED ADR 20441W104 3,291 42,100 SH Defined 5.6 COMPANHIA DE BEBIDAS DAS AME SPONSORED ADR 20441W104 1,977 25,300 SH Defined 5.6 COMPANHIA DE BEBIDAS DAS AME SPON ADR PFD 20441W203 26,439 288,450 SH Defined 5.6 COMPANHIA DE BEBIDAS DAS AME SPON ADR PFD 20441W203 2,860 31,200 SH Defined 5.6 COMPANHIA DE BEBIDAS DAS AME SPON ADR PFD 20441W203 5,566 60,727 SH Defined 5.6 COMPANHIA DE BEBIDAS DAS AME SPON ADR PFD 20441W203 66 725 SH Defined 1.4 COMPANHIA DE BEBIDAS DAS AME SPON ADR PFD 20441W203 10 110 SH Defined 5,6,8,9,10,11 COMPANHIA DE BEBIDAS DAS AME SPONSORED ADR 20441W104 105 1,338 SH Defined 1 COMPANHIA DE BEBIDAS DAS AME SPON ADR PFD 20441W203 251 2,741 SH Defined 1 COMPANHIA DE SANEAMENTO BASI SPONSORED ADR 20441A102 1,351 36,700 SH Defined 5.6 COMPANHIA DE SANEAMENTO BASI SPONSORED ADR 20441A102 323 8,775 SH Defined 5,6,8,9,10,11 COMPANHIA ENERGETICA DE MINA SP ADR N-V PFD 204409601 5,539 332,849 SH Defined 5.6 COMPANHIA ENERGETICA DE MINA SP ADR N-V PFD 204409601 632 38,000 SH Defined 5.6 COMPANHIA ENERGETICA DE MINA SP ADR N-V PFD 204409601 18,768 1,127,862 SH Defined 5.6 COMPANHIA ENERGETICA DE MINA SP ADR N-V PFD 204409601 11 638 SH Defined 5,6,8,9,10,11 COMPANHIA ENERGETICA DE MINA SP ADR N-V PFD 204409601 83 5,000 SH Defined 1 COMPANHIA PARANAENSE ENERG C SPON ADR PFD 20441B407 10,928 533,600 SH Defined 5.6 COMPANHIA PARANAENSE ENERG C SPON ADR PFD 20441B407 1,522 74,300 SH Defined 5.6 COMPANHIA PARANAENSE ENERG C SPON ADR PFD 20441B407 9,738 475,500 SH Defined 5.6 COMPANHIA PARANAENSE ENERG C SPON ADR PFD 20441B407 41 2,000 SH Defined 1.4 COMPANHIA SIDERURGICA NACION SPONSORED ADR 20440W105 39,738 995,200 SH Defined 5.6 COMPANHIA SIDERURGICA NACION SPONSORED ADR 20440W105 19,334 484,200 SH Defined 5.6 COMPANHIA SIDERURGICA NACION SPONSORED ADR 20440W105 1,094 27,404 SH Defined 1.2 COMPANHIA SIDERURGICA NACION SPONSORED ADR 20440W105 45 1,135 SH Defined 5,6,8,9,10,11 COMPANHIA SIDERURGICA NACION SPONSORED ADR 20440W105 385 9,650 SH Defined 5,6,8,9,10,11 COMPANHIA SIDERURGICA NACION SPONSORED ADR 20440W105 722 18,083 SH Defined 1 COMPANIA CERVECERIAS UNIDAS. SPONSORED ADR 204429104 8,372 223,200 SH Defined 5.6 COMPANIA CERVECERIAS UNIDAS. SPONSORED ADR 204429104 728 19,400 SH Defined 5.6 COMPANIA DE MINAS BUENAVENTU SPONSORED ADR 204448104 57,059 1,842,400 SH Defined 5.6 COMPANIA DE MINAS BUENAVENTU SPONSORED ADR 204448104 10,166 328,246 SH Defined 5.6 COMPANIA DE MINAS BUENAVENTU SPONSORED ADR 204448104 3,834 123,800 SH Defined 5.6 COMPANIA DE MINAS BUENAVENTU SPONSORED ADR 204448104 46 1,493 SH Defined 5,6,8,9,10,11 COMPANIA DE MINAS BUENAVENTU SPONSORED ADR 204448104 8,311 268,371 SH Defined 5.12 COMPANIA DE MINAS BUENAVENTU SPONSORED ADR 204448104 484 15,635 SH Defined 5.12 COMPANIA DE MINAS BUENAVENTU SPONSORED ADR 204448104 0 2 SH Defined 1 COMPASS MINERALS INTL INC. . COM 20451N101 58 726 SH Defined 1.4 COMPLETE PRODUCTION SERVICES COM 20453E109 24,016 2,079,294 SH Defined 1.4 COMPLETE PRODUCTION SERVICES COM 20453E109 55 4,775 SH Defined 5,6,8,9,10,11 COMPUTER SCIENCES CORP . . . COM 205363104 25,876 474,873 SH Defined 5.6 COMPUTER SCIENCES CORP . . . COM 205363104 10 190 SH Defined 1.4 COMPUTER SCIENCES CORP . . . COM 205363104 1,580 29,000 SH Defined 5.7 COMPUTER SCIENCES CORP . . . COM 205363104 880 16,149 SH Defined 5.7 COMPUTER SCIENCES CORP . . . COM 205363104 365 6,700 SH Defined 5.7 COMPUTER SCIENCES CORP . . . COM 205363104 190 3,490 SH Defined 5.7 COMPUTER SCIENCES CORP . . . COM 205363104 150 2,750 SH Defined 5.7 COMPUTER SCIENCES CORP . . . COM 205363104 118 2,160 SH Defined 5.7 COMPUTER SCIENCES CORP . . . COM 205363104 98 1,800 SH Defined 5.7 COMPUTER SCIENCES CORP . . . COM 205363104 381 7,000 SH Defined 5.13 COMPUTER SCIENCES CORP . . . COM 205363104 15,094 277,000 SH Defined 5,6,14,15 COMPUTER SCIENCES CORP . . . COM 205363104 238 4,369 SH Defined 1 COMPUTER TASK GROUP INC. . . COM 205477102 8 1,157 SH Defined 5,6,8,9,10,11 COMPUWARE CORP . . . . . . . COM 205638109 74 8,840 SH Defined 5.6 COMPUWARE CORP . . . . . . . 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COM 20605P101 27 538 SH Defined 5,6,8,9,10,11 CONCUR TECHNOLOGIES INC. . . COM 206708109 10 249 SH Defined 5,6,8,9,10,11 CONCUR TECHNOLOGIES INC. . . COM 206708109 122 2,980 SH Defined 5,6,16 CONEXANT SYSTEMS INC . . . . COM NEW 207142308 0 15 SH Defined 5.12 CONOCOPHILLIPS . . . . . . . COM 20825C104 80,244 1,568,180 SH Defined 5.6 CONOCOPHILLIPS . . . . . . . COM 20825C104 212 4,150 SH Defined 1.4 CONOCOPHILLIPS . . . . . . . COM 20825C104 35 677 SH Defined 5,6,8,9,10,11 CONOCOPHILLIPS . . . . . . . COM 20825C104 7,676 150,000 SH Defined 5.7 CONOCOPHILLIPS . . . . . . . COM 20825C104 1,893 37,000 SH Defined 5.7 CONOCOPHILLIPS . . . . . . . COM 20825C104 757 14,800 SH Defined 5.7 CONOCOPHILLIPS . . . . . . . COM 20825C104 588 11,500 SH Defined 5.7 CONOCOPHILLIPS . . . . . . . COM 20825C104 248 4,840 SH Defined 5.7 CONOCOPHILLIPS . . . . . . . COM 20825C104 906 17,700 SH Defined 5.13 CONOCOPHILLIPS . . . . . . . COM 20825C104 599 11,700 SH Defined 5,6,16 CONOCOPHILLIPS . . . . . . . COM 20825C104 5,028 98,257 SH Defined 5.12 CONOCOPHILLIPS . . . . . . . COM 20825C104 205 4,000 SH Defined 5.12 CONOCOPHILLIPS . . . . . . . COM 20825C104 7,884 154,080 SH Defined 5.12 CONOCOPHILLIPS . . . . . . . COM 20825C104 10,278 200,861 SH Defined 1 CONSECO INC. . . . . . . . . COM NEW 208464883 80 12,850 SH Defined 1.4 CONSECO INC. . . . . . . . . COM NEW 208464883 136 21,899 SH Defined 5,6,8,9,10,11 CONSECO INC. . . . . . . . . COM NEW 208464883 64 10,272 SH Defined 5,6,8,9,10,11 CONSOL ENERGY INC. . . . . . COM 20854P109 4,366 102,335 SH Defined 5.6 CONSOL ENERGY INC. . . . . . COM 20854P109 690 16,180 SH Defined 1.4 CONSOL ENERGY INC. . . . . . COM 20854P109 224 5,260 SH Defined 5,6,8,9,10,11 CONSOL ENERGY INC. . . . . . COM 20854P109 205 4,812 SH Defined 5,6,8,9,10,11 CONSOL ENERGY INC. . . . . . COM 20854P109 60 1,400 SH Defined 5,6,8,9,10,11 CONSOL ENERGY INC. . . . . . COM 20854P109 368 8,621 SH Defined 5,6,8,9 CONSOL ENERGY INC. . . . . . COM 20854P109 61 1,423 SH Defined 5,6,8,9 CONSOL ENERGY INC. . . . . . COM 20854P109 28 658 SH Defined 5,6,8,9 CONSOL ENERGY INC. . . . . . COM 20854P109 4,266 100,000 SH Defined 5.7 CONSOL ENERGY INC. . . . . . COM 20854P109 427 10,000 SH Defined 5.7 CONSOL ENERGY INC. . . . . . COM 20854P109 129 3,025 SH Defined 5.7 CONSOL ENERGY INC. . . . . . COM 20854P109 5,104 119,650 SH Defined 1 CONSOLIDATED EDISON INC. . . COM 209115104 1,546 34,710 SH Defined 5.6 CONSOLIDATED EDISON INC. . . COM 209115104 9 200 SH Defined 1.4 CONSOLIDATED EDISON INC. . . COM 209115104 312 7,000 SH Defined 5.7 CONSOLIDATED EDISON INC. . . COM 209115104 3,722 83,566 SH Defined 5,6,14,15 CONSOLIDATED EDISON INC. . . COM 209115104 1,180 26,500 SH Defined 5,6,14,15 CONSOLIDATED EDISON INC. . . COM 209115104 1,073 24,095 SH Defined 1 CONSOLIDATED GRAPHICS INC. . COM 209341106 24 574 SH Defined 5,6,16 CONSOLIDATED WATER CO INC. . ORD G23773107 489 36,013 SH Defined 5.6 CONSTELLATION BRANDS INC . . CL A 21036P108 3,077 187,161 SH Defined 5.6 CONSTELLATION BRANDS INC . . CL A 21036P108 18 1,100 SH Defined 1.4 CONSTELLATION BRANDS INC . . CL A 21036P108 15 939 SH Defined 5,6,8,9,10,11 CONSTELLATION BRANDS INC . . CL A 21036P108 140 8,500 SH Defined 5.13 CONSTELLATION BRANDS INC . . CL A 21036P108 258 15,669 SH Defined 1 CONSTELLATION ENERGY GROUP I COM 210371100 1,014 28,878 SH Defined 5.6 CONSTELLATION ENERGY GROUP I COM 210371100 1,267 36,100 SH Defined 5.7 CONSTELLATION ENERGY GROUP I COM 210371100 144 4,100 SH Defined 5.13 CONSTELLATION ENERGY GROUP I COM 210371100 239 6,818 SH Defined 1 CONTANGO OIL & GAS COMPANY . COM NEW 21075N204 27 525 SH Defined 5,6,8,9,10,11 CONTANGO OIL & GAS COMPANY . COM NEW 21075N204 596 11,650 SH Defined 5.12 CONTINENTAL AIRLS INC. . . . CL B 210795308 131 5,970 SH Defined 5,6,8,9,10,11 CONTINENTAL AIRLS INC. . . . CL B 210795308 55 2,500 SH Defined 5.12 CONTINENTAL RESOURCES INC. . COM 212015101 10 225 SH Defined 1.4 CONTINENTAL RESOURCES INC. . COM 212015101 300 7,051 SH Defined 5,6,8,9,10,11 CONTINUCARE CORP . . . . . . COM 212172100 50 13,477 SH Defined 5,6,8,9,10,11 CONVERGYS CORP . . . . . . . COM 212485106 14 1,156 SH Defined 5,6,8,9,10,11 CON-WAY INC. . . . . . . . . COM 205944101 32 923 SH Defined 5,6,8,9,10,11 CON-WAY INC. . . . . . . . . COM 205944101 112 3,180 SH Defined 5,6,16 CON-WAY INC. . . . . . . . . COM 205944101 237 6,750 SH Defined 5.12 COOPER INDUSTRIES PLC. . . . SHS G24140108 10,404 217,028 SH Defined 5.6 COOPER INDUSTRIES PLC. . . . SHS G24140108 839 17,500 SH Defined 5.6 COOPER INDUSTRIES PLC. . . . SHS G24140108 7,848 163,700 SH Defined 5.12 COOPER INDUSTRIES PLC. . . . SHS G24140108 3,370 70,300 SH Defined 5.12 COOPER INDUSTRIES PLC. . . . SHS G24140108 407 8,500 SH Defined 5.12 COOPER INDUSTRIES PLC. . . . SHS G24140108 213 4,435 SH Defined 1 COOPER TIRE & RUBR CO. . . . COM 216831107 17 878 SH Defined 5,6,8,9,10,11 COOPER TIRE & RUBR CO. . . . COM 216831107 78 4,095 SH Defined 5,6,16 COPA HOLDINGS SA . . . . . . CL A P31076105 444 7,300 SH Defined 5.6 COPA HOLDINGS SA . . . . . . CL A P31076105 3,172 52,178 SH Defined 5.6 COPA HOLDINGS SA . . . . . . CL A P31076105 3 42 SH Defined 5,6,8,9,10,11 COPART INC . . . . . . . . . COM 217204106 23 653 SH Defined 5,6,8,9,10,11 CORE LABORATORIES N V. . . . COM N22717107 1,046 8,000 SH Defined 5.12 CORINTHIAN COLLEGES INC. . . COM 218868107 32 1,830 SH Defined 1.4 CORINTHIAN COLLEGES INC. . . COM 218868107 8 436 SH Defined 5,6,8,9,10,11 CORINTHIAN COLLEGES INC. . . COM 218868107 14 772 SH Defined 5,6,16 CORN PRODS INTL INC. . . . . COM 219023108 6,228 179,700 SH Defined 5.6 CORNELLPANIES INC. . . . . . COM 219141108 13 689 SH Defined 5,6,8,9,10,11 CORNING INC. . . . . . . . . COM 219350105 16,524 817,601 SH Defined 5.6 CORNING INC. . . . . . . . . COM 219350105 790 39,100 SH Defined 5.6 CORNING INC. . . . . . . . . COM 219350105 90 4,461 SH Defined 1.4 CORNING INC. . . . . . . . . COM 219350105 48 2,375 SH Defined 5,6,8,9,10,11 CORNING INC. . . . . . . . . COM 219350105 21 1,030 SH Defined 5,6,8,9,10,11 CORNING INC. . . . . . . . . COM 219350105 5,053 250,000 SH Defined 5.7 CORNING INC. . . . . . . . . COM 219350105 2,419 119,700 SH Defined 5.7 CORNING INC. . . . . . . . . COM 219350105 2,223 110,000 SH Defined 5.7 CORNING INC. . . . . . . . . COM 219350105 394 19,500 SH Defined 5.7 CORNING INC. . . . . . . . . COM 219350105 129 6,400 SH Defined 5.7 CORNING INC. . . . . . . . . COM 219350105 115 5,700 SH Defined 5,6,16 CORNING INC. . . . . . . . . COM 219350105 793 39,254 SH Defined 5.12 CORNING INC. . . . . . . . . COM 219350105 17,723 876,920 SH Defined 5,6,14,15 CORNING INC. . . . . . . . . COM 219350105 319 15,800 SH Defined 5,6,14,15 CORNING INC. . . . . . . . . COM 219350105 627 31,035 SH Defined 1 CORPORATE EXECUTIVE BRD CO . COM 21988R102 72 2,700 SH Defined 5,6,16 CORPORATE OFFICE PPTYS TR. . SH BEN INT 22002T108 5,174 128,929 SH Defined 5.6 CORPORATE OFFICE PPTYS TR. . SH BEN INT 22002T108 682 17,000 SH Defined 5.6 CORRECTIONS CORP AMER NEW. . COM NEW 22025Y407 5,083 255,929 SH Defined 5.6 CORRECTIONS CORP AMER NEW. . COM NEW 22025Y407 38 1,910 SH Defined 1.4 CORRECTIONS CORP AMER NEW. . COM NEW 22025Y407 54 2,714 SH Defined 5,6,8,9,10,11 CORRECTIONS CORP AMER NEW. . COM NEW 22025Y407 93 4,700 SH Defined 5.12 CORRIENTE RES INC. . . . . . COM NEW 22027E409 73 9,031 SH Defined 5,6,8,9,10,11 COSAN LTD. . . . . . . . . . SHS A G25343107 25,602 2,714,970 SH Defined 5.6 COSAN LTD. . . . . . . . . . SHS A G25343107 7,007 743,100 SH Defined 5.6 COSAN LTD. . . . . . . . . . SHS A G25343107 42 4,500 SH Defined 1.4 COSAN LTD. . . . . . . . . . SHS A G25343107 16 1,703 SH Defined 5,6,8,9,10,11 COSTCO COMPANIES INC . . . . NOTE 8/1 22160QAC6 11 8,000 PRN Defined 5.12 COSTCO WHSL CORP NEW . . . . COM 22160K105 5,315 89,020 SH Defined 5.6 COSTCO WHSL CORP NEW . . . . 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DBCV 1.000% 2/0 22282EAA0 1,088 1,158,000 PRN Defined 5,6,8,9,10,11 COVENTRY HEALTH CARE INC . . COM 222862104 824 33,336 SH Defined 5.6 COVENTRY HEALTH CARE INC . . COM 222862104 1,666 67,400 SH Defined 1.2 COVENTRY HEALTH CARE INC . . COM 222862104 344 13,900 SH Defined 5.13 COVENTRY HEALTH CARE INC . . COM 222862104 38 1,528 SH Defined 5,6,16 COVENTRY HEALTH CARE INC . . COM 222862104 428 17,317 SH Defined 1 COVIDIEN PLC . . . . . . . . SHS G2554F105 7,149 142,188 SH Defined 5.6 COVIDIEN PLC . . . . . . . . SHS G2554F105 0 7 SH Defined 1.4 COVIDIEN PLC . . . . . . . . SHS G2554F105 48 955 SH Defined 5,6,8,9,10,11 COVIDIEN PLC . . . . . . . . SHS G2554F105 4,022 80,000 SH Defined 5.7 COVIDIEN PLC . . . . . . . . SHS G2554F105 1,182 23,500 SH Defined 5.7 COVIDIEN PLC . . . . . . . . SHS G2554F105 453 9,000 SH Defined 5.7 COVIDIEN PLC . . . . . . . . SHS G2554F105 147 2,925 SH Defined 5.7 COVIDIEN PLC . . . . . . . . SHS G2554F105 25 500 SH Defined COVIDIEN PLC . . . . . . . . SHS G2554F105 670 13,316 SH Defined 5,6,16 COVIDIEN PLC . . . . . . . . SHS G2554F105 304 6,040 SH Defined 5.12 COVIDIEN PLC . . . . . . . . SHS G2554F105 36,679 729,500 SH Defined 5,6,14,15 COVIDIEN PLC . . . . . . . . SHS G2554F105 681 13,541 SH Defined 1 CRACKER BARREL OLD CTRY STOR COM 22410J106 8 165 SH Defined 5,6,8,9,10,11 CRAWFORD & CO. . . . . . . . CL B 224633107 9 2,240 SH Defined 5,6,8,9,10,11 CRAY INC . . . . . . . . . . COM NEW 225223304 177 29,700 SH Defined 5.12 CREDICORP LTD. . . . . . . . COM G2519Y108 15,744 178,300 SH Defined 5.6 CREDICORP LTD. . . . . . . . COM G2519Y108 4,265 48,300 SH Defined 5.6 CREDICORP LTD. . . . . . . . COM G2519Y108 66,225 750,000 SH Defined 1 CREDIT ACCEP CORP MICH . . . COM 225310101 27 655 SH Defined 5,6,8,9,10,11 CREE INC . . . . . . . . . . COM 225447101 1,317 18,752 SH Defined 5.6 CREE INC . . . . . . . . . . COM 225447101 81 1,150 SH Defined 1.4 CREE INC . . . . . . . . . . COM 225447101 208 2,960 SH Defined 5.13 CREE INC . . . . . . . . . . COM 225447101 71 1,015 SH Defined 5,6,16 CREE INC . . . . . . . . . . COM 225447101 8 108 SH Defined 5.12 CREE INC . . . . . . . . . . COM 225447101 55 790 SH Defined 5.12 CREE INC . . . . . . . . . . COM 225447101 188 2,682 SH Defined 1 CREXUS INVT CORP . . . . . . COM 226553105 13 987 SH Defined 5,6,8,9,10,11 CROCS INC. . . . . . . . . . COM 227046109 7 800 SH Defined 1.4 CROWN CASTLE INTL CORP . . . COM 228227104 909 23,766 SH Defined 5.6 CROWN CASTLE INTL CORP . . . COM 228227104 1,164 30,440 SH Defined 5,6,8,9,10,11 CROWN CASTLE INTL CORP . . . COM 228227104 99 2,590 SH Defined 5.7 CROWN CASTLE INTL CORP . . . COM 228227104 285 7,452 SH Defined 1 CROWN HOLDINGS INC . . . . . COM 228368106 361 13,388 SH Defined 5.6 CROWN HOLDINGS INC . . . . . COM 228368106 180 6,690 SH Defined 5,6,8,9,10,11 CROWN HOLDINGS INC . . . . . COM 228368106 792 29,360 SH Defined 5.12 CROWN HOLDINGS INC . . . . . COM 228368106 105 3,897 SH Defined 1 CRUCELL N V. . . . . . . . . SPONSORED ADR 228769105 3 146 SH Defined 1.4 CRYSTALLEX INTL CORP . . . . COM 22942F101 5 14,600 SH Defined 1.4 CSG SYS INTL INC . . . . . . COM 126349109 18 868 SH Defined 5,6,8,9,10,11 CSG SYS INTL INC . . . . . . COM 126349109 67 3,200 SH Defined 5.13 CSG SYS INTL INC . . . . . . COM 126349109 29 1,395 SH Defined 5,6,16 CSG SYS INTL INC . . . . . . NOTE 2.500% 6/1 126349AB5 6 6,000 PRN Defined 5.12 CSX CORP . . . . . . . . . . COM 126408103 2,041 40,097 SH Defined 5.6 CSX CORP . . . . . . . . . . COM 126408103 20 400 SH Defined 5.6 CSX CORP . . . . . . . . . . COM 126408103 6,873 135,039 SH Defined 1.4 CSX CORP . . . . . . . . . . COM 126408103 158 3,110 SH Defined 5,6,8,9,10,11 CSX CORP . . . . . . . . . . COM 126408103 6,363 125,000 SH Defined 5.7 CSX CORP . . . . . . . . . . COM 126408103 524 10,300 SH Defined 5.7 CSX CORP . . . . . . . . . . COM 126408103 172 3,370 SH Defined 5.7 CSX CORP . . . . . . . . . . COM 126408103 855 16,796 SH Defined 5,6,16 CSX CORP . . . . . . . . . . COM 126408103 4,393 86,300 SH Defined 5.12 CSX CORP . . . . . . . . . . COM 126408103 255 5,000 SH Defined 5.12 CSX CORP . . . . . . . . . . DBCV 10/3 126408GA5 18 10,000 PRN Defined 5.12 CSX CORP . . . . . . . . . . COM 126408103 15,407 302,700 SH Defined 5,6,14,15 CSX CORP . . . . . . . . . . COM 126408103 219 4,300 SH Defined 5,6,14,15 CSX CORP . . . . . . . . . . COM 126408103 840 16,499 SH Defined 1 CTC MEDIA INC. . . . . . . . COM 12642X106 4,038 234,500 SH Defined 5.6 CTC MEDIA INC. . . . . . . . COM 12642X106 3,382 196,400 SH Defined 5.6 CTRIP COM INTL LTD . . . . . ADR 22943F100 3,779 96,400 SH Defined 5.6 CTRIP COM INTL LTD . . . . . ADR 22943F100 3,250 82,900 SH Defined 5.6 CTRIP COM INTL LTD . . . . . ADR 22943F100 6,190 157,914 SH Defined 5.6 CTRIP COM INTL LTD . . . . . ADR 22943F100 66 1,696 SH Defined 1.4 CTRIP COM INTL LTD . . . . . ADR 22943F100 318 8,119 SH Defined 5.7 CTRIP COM INTL LTD . . . . . ADR 22943F100 65 1,662 SH Defined 5.7 CTRIP COM INTL LTD . . . . . ADR 22943F100 396 10,100 SH Defined 5.12 CUBIC CORP . . . . . . . . . COM 229669106 24 661 SH Defined 5,6,16 CUBIST PHARMACEUTICALS INC . COM 229678107 38 1,703 SH Defined 1.4 CUBIST PHARMACEUTICALS INC . NOTE 2.250% 6/1 229678AC1 368 371,000 PRN Defined 5,6,8,9,10,11 CULLEN FROST BANKERS INC . . COM 229899109 50 900 SH Defined 5.13 CUMMINS INC. . . . . . . . . COM 231021106 5,593 90,278 SH Defined 5.6 CUMMINS INC. . . . . . . . . COM 231021106 2,751 44,400 SH Defined 1.2 CUMMINS INC. . . . . . . . . COM 231021106 138 2,230 SH Defined 5,6,8,9,10,11 CUMMINS INC. . . . . . . . . COM 231021106 115 1,850 SH Defined 5,6,8,9,10,11 CUMMINS INC. . . . . . . . . COM 231021106 11 182 SH Defined 5,6,8,9,10,11 CUMMINS INC. . . . . . . . . COM 231021106 274 4,430 SH Defined 5.13 CUMMINS INC. . . . . . . . . COM 231021106 477 7,698 SH Defined 5,6,16 CUMMINS INC. . . . . . . . . COM 231021106 1,456 23,500 SH Defined 5.12 CUMMINS INC. . . . . . . . . COM 231021106 215 3,470 SH Defined 1 CURRENCY SHARES EURO TR. . . EURO SHS 23130C108 12 88 SH Defined 5,6,8,9,10,11 CURRENCYSHARES AUSTRALIAN DL AUSTRALIAN DOL 23129U101 18 198 SH Defined 1.4 CURTISS WRIGHT CORP. . . . . COM 231561101 94 2,700 SH Defined 5.13 CURTISS WRIGHT CORP. . . . . COM 231561101 73 2,100 SH Defined 5,6,16 CVB FINL CORP. . . . . . . . COM 126600105 20 2,022 SH Defined 5,6,8,9,10,11 CVB FINL CORP. . . . . . . . COM 126600105 28 2,800 SH Defined 5,6,16 CVR ENERGY INC . . . . . . . COM 12662P108 29 3,338 SH Defined 5,6,8,9,10,11 CVS CAREMARK CORPORATION . . COM 126650100 36,886 1,008,904 SH Defined 5.6 CVS CAREMARK CORPORATION . . COM 126650100 1,320 36,100 SH Defined 5.6 CVS CAREMARK CORPORATION . . COM 126650100 5,811 158,942 SH Defined 1.2 CVS CAREMARK CORPORATION . . COM 126650100 4 113 SH Defined 5,6,8,9,10,11 CVS CAREMARK CORPORATION . . COM 126650100 6,215 170,000 SH Defined 5.7 CVS CAREMARK CORPORATION . . COM 126650100 1,280 35,000 SH Defined 5.7 CVS CAREMARK CORPORATION . . COM 126650100 523 14,300 SH Defined 5.7 CVS CAREMARK CORPORATION . . COM 126650100 170 4,650 SH Defined 5.7 CVS CAREMARK CORPORATION . . COM 126650100 527 14,420 SH Defined 5.13 CVS CAREMARK CORPORATION . . COM 126650100 238 6,500 SH Defined 5,6,16 CVS CAREMARK CORPORATION . . COM 126650100 16,195 442,980 SH Defined 5.12 CVS CAREMARK CORPORATION . . COM 126650100 40,629 1,111,300 SH Defined 5,6,14,15 CVS CAREMARK CORPORATION . . COM 126650100 179 4,900 SH Defined 5,6,14,15 CYBERSOURCE CORP . . . . . . COM 23251J106 16,700 946,700 SH Defined 5.6 CYBERSOURCE CORP . . . . . . COM 23251J106 1,498 84,900 SH Defined 5.6 CYBERSOURCE CORP . . . . . . COM 23251J106 13 728 SH Defined 5,6,8,9,10,11 CYCLACEL PHARMACEUTICALS INC COM 23254L108 415 192,805 SH Defined 5.12 CYPRESS SEMICONDUCTOR CORP . COM 232806109 45 3,910 SH Defined 5,6,8,9,10,11 CYPRESS SEMICONDUCTOR CORP . COM 232806109 48 4,175 SH Defined 5,6,16 CYTEC INDS INC . . . . . . . COM 232820100 220 4,700 SH Defined 5.13 D R HORTON INC . . . . . . . COM 23331A109 401 31,829 SH Defined 5.6 D R HORTON INC . . . . . . . COM 23331A109 64 5,047 SH Defined 1.4 D R HORTON INC . . . . . . . COM 23331A109 132 10,444 SH Defined 5,6,8,9,10,11 D R HORTON INC . . . . . . . COM 23331A109 9 697 SH Defined 5,6,8,9,10,11 DAIMLER AG . . . . . . . . . REG SHS D1668R123 615,406 13,079,821 SH Defined 5.6 DAIMLER AG . . . . . . . . . REG SHS D1668R123 3,441 73,140 SH Defined 5.6 DAIMLER AG . . . . . . . . . REG SHS D1668R123 612 13,000 SH Defined 5.6 DAIMLER AG . . . . . . . . . REG SHS D1668R123 612 13,000 SH Defined 5.6 DAIMLER AG . . . . . . . . . REG SHS D1668R123 419 8,900 SH Defined 5.6 DAIMLER AG . . . . . . . . . REG SHS D1668R123 334 7,100 SH Defined 5.6 DAIMLER AG . . . . . . . . . REG SHS D1668R123 278 5,900 SH Defined 5.6 DAIMLER AG . . . . . . . . . REG SHS D1668R123 278 5,900 SH Defined 5.6 DAIMLER AG . . . . . . . . . REG SHS D1668R123 278 5,900 SH Defined 5.6 DAIMLER AG . . . . . . . . . REG SHS D1668R123 278 5,900 SH Defined 5.6 DAIMLER AG . . . . . . . . . REG SHS D1668R123 249 5,300 SH Defined 5.6 DAIMLER AG . . . . . . . . . REG SHS D1668R123 221 4,700 SH Defined 5.6 DAIMLER AG . . . . . . . . . REG SHS D1668R123 221 4,700 SH Defined 5.6 DAIMLER AG . . . . . . . . . REG SHS D1668R123 198 4,200 SH Defined 5.6 DAIMLER AG . . . . . . . . . REG SHS D1668R123 169 3,600 SH Defined 5.6 DAIMLER AG . . . . . . . . . REG SHS D1668R123 113 2,400 SH Defined 5.6 DAIMLER AG . . . . . . . . . REG SHS D1668R123 113 2,400 SH Defined 5.6 DAIMLER AG . . . . . . . . . REG SHS D1668R123 113 2,400 SH Defined 5.6 DAIMLER AG . . . . . . . . . REG SHS D1668R123 113 2,400 SH Defined 5.6 DAIMLER AG . . . . . . . . . REG SHS D1668R123 113 2,400 SH Defined 5.6 DAIMLER AG . . . . . . . . . REG SHS D1668R123 113 2,400 SH Defined 5.6 DAIMLER AG . . . . . . . . . REG SHS D1668R123 85 1,800 SH Defined 5.6 DAIMLER AG . . . . . . . . . REG SHS D1668R123 80 1,700 SH Defined 5.6 DAIMLER AG . . . . . . . . . REG SHS D1668R123 1,846 39,235 SH Defined DAIMLER AG . . . . . . . . . REG SHS D1668R123 471 10,000 SH Defined DAIMLER AG . . . . . . . . . REG SHS D1668R123 24 500 SH Defined 1 DAIMLER AG . . . . . . . . . REG SHS D1668R123 94 2,000 SH Defined 1.4 DAIMLER AG . . . . . . . . . REG SHS D1668R123 3,381 71,856 SH Defined 5.7 DAIMLER AG . . . . . . . . . REG SHS D1668R123 3,177 67,523 SH Defined 5.7 DAIMLER AG . . . . . . . . . REG SHS D1668R123 3,034 64,484 SH Defined 5.7 DAIMLER AG . . . . . . . . . REG SHS D1668R123 2,913 61,906 SH Defined 5.7 DAIMLER AG . . . . . . . . . REG SHS D1668R123 2,546 54,106 SH Defined 5.7 DAIMLER AG . . . . . . . . . REG SHS D1668R123 2,196 46,684 SH Defined 5.7 DAIMLER AG . . . . . . . . . REG SHS D1668R123 1,827 38,832 SH Defined 5.7 DAIMLER AG . . . . . . . . . REG SHS D1668R123 1,781 37,854 SH Defined 5.7 DAIMLER AG . . . . . . . . . REG SHS D1668R123 1,500 31,878 SH Defined 5.7 DAIMLER AG . . . . . . . . . REG SHS D1668R123 1,422 30,228 SH Defined 5.7 DAIMLER AG . . . . . . . . . REG SHS D1668R123 1,164 24,740 SH Defined 5.7 DAIMLER AG . . . . . . . . . REG SHS D1668R123 1,134 24,097 SH Defined 5.7 DAIMLER AG . . . . . . . . . REG SHS D1668R123 998 21,218 SH Defined 5.7 DAIMLER AG . . . . . . . . . REG SHS D1668R123 987 20,984 SH Defined 5.7 DAIMLER AG . . . . . . . . . REG SHS D1668R123 654 13,898 SH Defined 5.7 DAIMLER AG . . . . . . . . . REG SHS D1668R123 649 13,792 SH Defined 5.7 DAIMLER AG . . . . . . . . . REG SHS D1668R123 625 13,279 SH Defined 5.7 DAIMLER AG . . . . . . . . . REG SHS D1668R123 392 8,332 SH Defined 5.7 DAIMLER AG . . . . . . . . . REG SHS D1668R123 346 7,346 SH Defined 5.7 DAIMLER AG . . . . . . . . . REG SHS D1668R123 333 7,080 SH Defined 5.7 DAIMLER AG . . . . . . . . . REG SHS D1668R123 234 4,977 SH Defined 5.7 DAIMLER AG . . . . . . . . . REG SHS D1668R123 123 2,613 SH Defined 5.7 DAIMLER AG . . . . . . . . . REG SHS D1668R123 16,811 357,300 SH Defined 5.13 DAIMLER AG . . . . . . . . . REG SHS D1668R123 1,730 36,762 SH Defined 5.13 DAIMLER AG . . . . . . . . . REG SHS D1668R123 10,427 221,612 SH Defined DAIMLER AG . . . . . . . . . REG SHS D1668R123 2,998 63,726 SH Defined DAIMLER AG . . . . . . . . . REG SHS D1668R123 2,776 59,000 SH Defined 5.6 DAIMLER AG . . . . . . . . . REG SHS D1668R123 1,927 40,950 SH Defined 5.6 DAIMLER AG . . . . . . . . . REG SHS D1668R123 226 4,800 SH Defined 5.6 DAIMLER AG . . . . . . . . . REG SHS D1668R123 141,150 3,000,000 SH Defined 5.6 DAIMLER AG . . . . . . . . . REG SHS D1668R123 26,819 570,000 SH Defined 5.6 DAIMLER AG . . . . . . . . . REG SHS D1668R123 1,756 37,318 SH Defined 5.6 DAIMLER AG . . . . . . . . . REG SHS D1668R123 16,339 347,273 SH Defined 5,6,16 DAIMLER AG . . . . . . . . . REG SHS D1668R123 109,584 2,329,093 SH Defined 5.12 DAIMLER AG . . . . . . . . . REG SHS D1668R123 1,250 26,563 SH Defined 5.12 DAIMLER AG . . . . . . . . . REG SHS D1668R123 7 143 SH Defined 5.12 DAIMLER AG . . . . . . . . . REG SHS D1668R123 7,584 161,198 SH Defined 5.12 DAIMLER AG . . . . . . . . . REG SHS D1668R123 926 19,690 SH Defined 5,6,14,15 DAIMLER AG . . . . . . . . . REG SHS D1668R123 212 4,502 SH Defined 5,6,14,15 DAIMLER AG . . . . . . . . . REG SHS D1668R123 18,590 395,114 SH Defined 1 DANA HOLDING CORP. . . . . . COM 235825205 1,765 148,551 SH Defined 5,6,8,9,10,11 DANA HOLDING CORP. . . . . . COM 235825205 141 11,895 SH Defined 5,6,8,9,10,11 DANA HOLDING CORP. . . . . . COM 235825205 139 11,740 SH Defined 5,6,8,9,10,11 DANAHER CORP DEL . . . . . . COM 235851102 3,269 40,905 SH Defined 5.6 DANAHER CORP DEL . . . . . . COM 235851102 919 11,500 SH Defined 5.6 DANAHER CORP DEL . . . . . . NOTE 1/2 235851AF9 33,842 29,158,000 PRN Defined 5.6 DANAHER CORP DEL . . . . . . COM 235851102 16 200 SH Defined 1.4 DANAHER CORP DEL . . . . . . COM 235851102 120 1,500 SH Defined 1.3 DANAHER CORP DEL . . . . . . COM 235851102 568 7,105 SH Defined 5.12 DANAHER CORP DEL . . . . . . NOTE 1/2 235851AF9 6 5,000 PRN Defined 5.12 DANAHER CORP DEL . . . . . . COM 235851102 858 10,743 SH Defined 1 DARDEN RESTAURANTS INC . . . COM 237194105 26,982 605,785 SH Defined 5.6 DARDEN RESTAURANTS INC . . . COM 237194105 18 400 SH Defined 5,6,16 DARDEN RESTAURANTS INC . . . COM 237194105 9 200 SH Defined 5,6,14,15 DARDEN RESTAURANTS INC . . . COM 237194105 39 885 SH Defined 1 DARLING INTL INC . . . . . . COM 237266101 4,520 504,500 SH Defined 5.6 DARLING INTL INC . . . . . . COM 237266101 32 3,523 SH Defined 5,6,8,9,10,11 DARLING INTL INC . . . . . . COM 237266101 17 1,905 SH Defined 5,6,8,9,10,11 DARLING INTL INC . . . . . . COM 237266101 10 1,170 SH Defined 5,6,8,9,10,11 DAVITA INC . . . . . . . . . COM 23918K108 729 11,496 SH Defined 5.6 DAVITA INC . . . . . . . . . COM 23918K108 317 5,000 SH Defined 5.7 DAVITA INC . . . . . . . . . COM 23918K108 156 2,458 SH Defined 1 DAWSON GEOPHYSICAL CO. . . . COM 239359102 14 469 SH Defined 5,6,8,9,10,11 DCT INDUSTRIAL TRUST INC . . COM 233153105 2,410 460,711 SH Defined 5.6 DCT INDUSTRIAL TRUST INC . . COM 233153105 331 63,300 SH Defined 5.6 DCT INDUSTRIAL TRUST INC . . COM 233153105 757 144,800 SH Defined 5,6,16 DEAN FOODS CO NEW. . . . . . COM 242370104 4,259 271,452 SH Defined 5.6 DEAN FOODS CO NEW. . . . . . COM 242370104 39 2,500 SH Defined 1.4 DEAN FOODS CO NEW. . . . . . COM 242370104 16 1,032 SH Defined 5,6,8,9,10,11 DEAN FOODS CO NEW. . . . . . COM 242370104 58 3,670 SH Defined 5,6,8,9,10,11 DEAN FOODS CO NEW. . . . . . COM 242370104 12,254 781,000 SH Defined 5.12 DEAN FOODS CO NEW. . . . . . COM 242370104 1 54 SH Defined 1 DECKERS OUTDOOR CORP . . . . COM 243537107 13 96 SH Defined 1.4 DEERE & CO . . . . . . . . . COM 244199105 13,636 229,338 SH Defined 5.6 DEERE & CO . . . . . . . . . COM 244199105 112 1,879 SH Defined 1.4 DEERE & CO . . . . . . . . . COM 244199105 1,326 22,300 SH Defined 5.7 DEERE & CO . . . . . . . . . COM 244199105 3,009 50,600 SH Defined 5,6,14,15 DEERE & CO . . . . . . . . . COM 244199105 916 15,410 SH Defined 1 DEL MONTE FOODS CO . . . . . COM 24522P103 28 1,946 SH Defined 1.4 DEL MONTE FOODS CO . . . . . COM 24522P103 18 1,235 SH Defined 5,6,8,9,10,11 DEL MONTE FOODS CO . . . . . COM 24522P103 71 4,895 SH Defined 5,6,16 DELL INC . . . . . . . . . . COM 24702R101 49,779 3,316,381 SH Defined 5.6 DELL INC . . . . . . . . . . COM 24702R101 724 48,218 SH Defined 1.4 DELL INC . . . . . . . . . . COM 24702R101 222 14,800 SH Defined 5.13 DELL INC . . . . . . . . . . COM 24702R101 75 5,000 SH Defined DELL INC . . . . . . . . . . COM 24702R101 9 600 SH Defined DELL INC . . . . . . . . . . COM 24702R101 316 21,055 SH Defined 5,6,16 DELL INC . . . . . . . . . . COM 24702R101 20,574 1,370,696 SH Defined 5.12 DELL INC . . . . . . . . . . COM 24702R101 1,000 66,630 SH Defined 1 DELPHI FINL GROUP INC. . . . CL A 247131105 47 1,850 SH Defined 5,6,16 DELTA AIR LINES INC DEL. . . COM NEW 247361702 8,321 570,342 SH Defined 5.6 DELTA AIR LINES INC DEL. . . COM NEW 247361702 134 9,170 SH Defined 5,6,8,9,10,11 DELTA AIR LINES INC DEL. . . COM NEW 247361702 138 9,490 SH Defined 5,6,8,9,10,11 DELTA AIR LINES INC DEL. . . COM NEW 247361702 69 4,727 SH Defined 1 DELTA PETE CORP. . . . . . . COM NEW 247907207 52 36,907 SH Defined 1.4 DELTEK INC . . . . . . . . . COM 24784L105 12 1,629 SH Defined 5,6,8,9,10,11 DELTIC TIMBER CORP . . . . . COM 247850100 1,702 38,630 SH Defined 5.12 DENBURY RES INC. . . . . . . COM NEW 247916208 591 35,019 SH Defined 5.6 DENBURY RES INC. . . . . . . COM NEW 247916208 29 1,698 SH Defined 5,6,8,9,10,11 DENBURY RES INC. . . . . . . COM NEW 247916208 0 20 SH Defined 5,6,8,9,10,11 DENBURY RES INC. . . . . . . COM NEW 247916208 155 9,200 SH Defined 5.12 DENDREON CORP. . . . . . . . COM 24823Q107 311 8,530 SH Defined 1.4 DENDREON CORP. . . . . . . . COM 24823Q107 7 201 SH Defined 5,6,8,9,10,11 DENISON MINES CORP . . . . . COM 248356107 49 33,500 SH Defined 1.4 DENTSPLY INTL INC NEW. . . . COM 249030107 2,916 83,678 SH Defined 5.6 DENTSPLY INTL INC NEW. . . . COM 249030107 33 950 SH Defined 1.4 DENTSPLY INTL INC NEW. . . . COM 249030107 940 26,975 SH Defined 5,6,8,9,10,11 DENTSPLY INTL INC NEW. . . . COM 249030107 55 1,573 SH Defined 1 DESARROLLADORA HOMEX S A DE. SPONSORED ADR 25030W100 4,762 168,400 SH Defined 5.6 DESARROLLADORA HOMEX S A DE. SPONSORED ADR 25030W100 707 25,000 SH Defined 5.6 DESARROLLADORA HOMEX S A DE. SPONSORED ADR 25030W100 35 1,242 SH Defined 5,6,8,9,10,11 DEUTSCHE BANK AG . . . . . . NAMEN AKT D18190898 343,218 4,460,859 SH Defined 5.6 DEUTSCHE BANK AG . . . . . . NAMEN AKT D18190898 3,202 41,617 SH Defined 5.6 DEUTSCHE BANK AG . . . . . . NAMEN AKT D18190898 692 9,000 SH Defined DEUTSCHE BANK AG . . . . . . NAMEN AKT D18190898 333 4,333 SH Defined DEUTSCHE BANK AG . . . . . . NAMEN AKT D18190898 237 3,084 SH Defined DEUTSCHE BANK AG . . . . . . NAMEN AKT D18190898 339 4,400 SH Defined 1.4 DEUTSCHE BANK AG . . . . . . NAMEN AKT D18190898 6,853 89,070 SH Defined 1.2 DEUTSCHE BANK AG . . . . . . NAMEN AKT D18190898 407 5,294 SH Defined 5,6,8,9,10,11 DEUTSCHE BANK AG . . . . . . NAMEN AKT D18190898 12 152 SH Defined 5,6,8,9 DEUTSCHE BANK AG . . . . . . NAMEN AKT D18190898 6,708 87,187 SH Defined 5.7 DEUTSCHE BANK AG . . . . . . NAMEN AKT D18190898 5,411 70,325 SH Defined 5.7 DEUTSCHE BANK AG . . . . . . NAMEN AKT D18190898 5,391 70,071 SH Defined 5.7 DEUTSCHE BANK AG . . . . . . NAMEN AKT D18190898 4,260 55,364 SH Defined 5.7 DEUTSCHE BANK AG . . . . . . NAMEN AKT D18190898 3,831 49,790 SH Defined 5.7 DEUTSCHE BANK AG . . . . . . NAMEN AKT D18190898 3,314 43,074 SH Defined 5.7 DEUTSCHE BANK AG . . . . . . NAMEN AKT D18190898 3,163 41,106 SH Defined 5.7 DEUTSCHE BANK AG . . . . . . NAMEN AKT D18190898 2,338 30,392 SH Defined 5.7 DEUTSCHE BANK AG . . . . . . NAMEN AKT D18190898 2,040 26,511 SH Defined 5.7 DEUTSCHE BANK AG . . . . . . NAMEN AKT D18190898 1,819 23,636 SH Defined 5.7 DEUTSCHE BANK AG . . . . . . NAMEN AKT D18190898 1,782 23,155 SH Defined 5.7 DEUTSCHE BANK AG . . . . . . NAMEN AKT D18190898 1,650 21,447 SH Defined 5.7 DEUTSCHE BANK AG . . . . . . NAMEN AKT D18190898 1,617 21,020 SH Defined 5.7 DEUTSCHE BANK AG . . . . . . NAMEN AKT D18190898 1,142 14,845 SH Defined 5.7 DEUTSCHE BANK AG . . . . . . NAMEN AKT D18190898 1,130 14,684 SH Defined 5.7 DEUTSCHE BANK AG . . . . . . NAMEN AKT D18190898 1,083 14,079 SH Defined 5.7 DEUTSCHE BANK AG . . . . . . NAMEN AKT D18190898 719 9,343 SH Defined 5.7 DEUTSCHE BANK AG . . . . . . NAMEN AKT D18190898 612 7,958 SH Defined 5.7 DEUTSCHE BANK AG . . . . . . NAMEN AKT D18190898 379 4,921 SH Defined 5.7 DEUTSCHE BANK AG . . . . . . NAMEN AKT D18190898 360 4,683 SH Defined 5.7 DEUTSCHE BANK AG . . . . . . NAMEN AKT D18190898 333 4,326 SH Defined 5.7 DEUTSCHE BANK AG . . . . . . NAMEN AKT D18190898 192 2,501 SH Defined 5.7 DEUTSCHE BANK AG . . . . . . NAMEN AKT D18190898 5,748 74,710 SH Defined 5.13 DEUTSCHE BANK AG . . . . . . NAMEN AKT D18190898 6,312 82,041 SH Defined 5.13 DEUTSCHE BANK AG . . . . . . NAMEN AKT D18190898 5,739 74,596 SH Defined DEUTSCHE BANK AG . . . . . . NAMEN AKT D18190898 2,861 37,191 SH Defined DEUTSCHE BANK AG . . . . . . NAMEN AKT D18190898 2,490 32,361 SH Defined 5.6 DEUTSCHE BANK AG . . . . . . NAMEN AKT D18190898 2,087 27,125 SH Defined 5.6 DEUTSCHE BANK AG . . . . . . NAMEN AKT D18190898 225 2,927 SH Defined 5.6 DEUTSCHE BANK AG . . . . . . NAMEN AKT D18190898 17,178 223,269 SH Defined 5,6,16 DEUTSCHE BANK AG . . . . . . NAMEN AKT D18190898 137,507 1,787,202 SH Defined 5.12 DEUTSCHE BANK AG . . . . . . NAMEN AKT D18190898 18,659 242,520 SH Defined 5.12 DEUTSCHE BANK AG . . . . . . NAMEN AKT D18190898 20 257 SH Defined 5.12 DEUTSCHE BANK AG . . . . . . NAMEN AKT D18190898 758 9,855 SH Defined 5.12 DEUTSCHE BANK AG . . . . . . NAMEN AKT D18190898 11,556 150,190 SH Defined 5,6,14,15 DEUTSCHE BANK AG . . . . . . NAMEN AKT D18190898 242 3,150 SH Defined 5,6,14,15 DEUTSCHE BANK AG . . . . . . NAMEN AKT D18190898 140,951 1,831,954 SH Defined 1 DEUTSCHE BK AG LONDON BRH. . PS CRD OIL ETN 25154K809 210 3,500 SH Defined 1.4 DEUTSCHE TELEKOM AG. . . . . SPONSORED ADR 251566105 7,451 551,914 SH Defined 1.4 DEVELOPERS DIVERSIFIED RLTY. COM 251591103 6,752 554,780 SH Defined 5.6 DEVELOPERS DIVERSIFIED RLTY. COM 251591103 672 55,180 SH Defined 5.6 DEVELOPERS DIVERSIFIED RLTY. COM 251591103 26 2,169 SH Defined 1.4 DEVELOPERS DIVERSIFIED RLTY. NOTE 3.000% 3/1 251591AS2 551 572,000 PRN Defined 5,6,8,9,10,11 DEVELOPERS DIVERSIFIED RLTY. COM 251591103 1,209 99,303 SH Defined 5,6,16 DEVELOPERS DIVERSIFIED RLTY. NOTE 3.000% 3/1 251591AS2 4,335 4,500,000 PRN Defined 1 DEVON ENERGY CORP NEW. . . . COM 25179M103 29,676 460,593 SH Defined 5.6 DEVON ENERGY CORP NEW. . . . COM 25179M103 19 300 SH Defined 5.6 DEVON ENERGY CORP NEW. . . . COM 25179M103 448 6,950 SH Defined 1.4 DEVON ENERGY CORP NEW. . . . COM 25179M103 147 2,280 SH Defined 5,6,8,9,10,11 DEVON ENERGY CORP NEW. . . . COM 25179M103 113 1,758 SH Defined 5,6,8,9,10,11 DEVON ENERGY CORP NEW. . . . COM 25179M103 101 1,568 SH Defined 1 DEVON ENERGY CORP NEW. . . . COM 25179M103 5,477 85,000 SH Defined 5.7 DEVON ENERGY CORP NEW. . . . COM 25179M103 625 9,700 SH Defined 5.7 DEVON ENERGY CORP NEW. . . . COM 25179M103 206 3,200 SH Defined 5.7 DEVON ENERGY CORP NEW. . . . COM 25179M103 6,213 96,428 SH Defined 5.12 DEVON ENERGY CORP NEW. . . . COM 25179M103 451 7,000 SH Defined 5.12 DEVON ENERGY CORP NEW. . . . COM 25179M103 18,591 288,550 SH Defined 5.12 DEVON ENERGY CORP NEW. . . . COM 25179M103 15,263 236,900 SH Defined 5,6,14,15 DEVON ENERGY CORP NEW. . . . COM 25179M103 354 5,500 SH Defined 5,6,14,15 DEVON ENERGY CORP NEW. . . . COM 25179M103 7 106 SH Defined 1 DEVRY INC DEL. . . . . . . . COM 251893103 448 6,876 SH Defined 5.6 DEVRY INC DEL. . . . . . . . COM 251893103 7 100 SH Defined 1.4 DEVRY INC DEL. . . . . . . . COM 251893103 40 607 SH Defined 5,6,16 DEVRY INC DEL. . . . . . . . COM 251893103 321 4,921 SH Defined 1 DEX ONE CORP . . . . . . . . COM 25212W100 911 32,642 SH Defined 5,6,16 DEXCOM INC . . . . . . . . . COM 252131107 6 583 SH Defined 5,6,8,9,10,11 DG FASTCHANNEL INC . . . . . COM 23326R109 133 4,175 SH Defined 5,6,16 DIAMOND FOODS INC. . . . . . COM 252603105 963 22,900 SH Defined 5.6 DIAMOND OFFSHORE DRILLING IN COM 25271C102 46,358 521,991 SH Defined 5.6 DIAMOND OFFSHORE DRILLING IN COM 25271C102 52 584 SH Defined 1.4 DIAMOND OFFSHORE DRILLING IN COM 25271C102 10 113 SH Defined 5,6,8,9,10,11 DIAMOND OFFSHORE DRILLING IN COM 25271C102 8,499 95,700 SH Defined 5.12 DIAMOND OFFSHORE DRILLING IN COM 25271C102 2,274 25,600 SH Defined 5.12 DIAMOND OFFSHORE DRILLING IN COM 25271C102 533 6,000 SH Defined 5.12 DIAMOND OFFSHORE DRILLING IN COM 25271C102 111 1,250 SH Defined 1 DIAMONDROCK HOSPITALITY CO . COM 252784301 2,790 276,010 SH Defined 5.6 DIAMONDROCK HOSPITALITY CO . COM 252784301 286 28,267 SH Defined 5.6 DIAMONDROCK HOSPITALITY CO . COM 252784301 46 4,545 SH Defined 5,6,8,9,10,11 DIAMONDROCK HOSPITALITY CO . COM 252784301 53 5,229 SH Defined 5,6,16 DIANA SHIPPING INC . . . . . COM Y2066G104 62 4,100 SH Defined 1.4 DIANA SHIPPING INC . . . . . COM Y2066G104 110 7,300 SH Defined 5,6,8,9,10,11 DICKS SPORTING GOODS INC . . COM 253393102 12 475 SH Defined 5,6,8,9,10,11 DIGIMARC CORP NEW. . . . . . COM 25381B101 11 611 SH Defined 5,6,8,9,10,11 DIGITAL RIV INC. . . . . . . COM 25388B104 42 1,399 SH Defined 1.4 DIGITAL RIV INC. . . . . . . COM 25388B104 589 19,450 SH Defined 5.12 DIGITAL RLTY TR INC. . . . . COM 253868103 9,140 168,637 SH Defined 5.6 DIGITAL RLTY TR INC. . . . . COM 253868103 1,404 25,900 SH Defined 5.6 DIGITAL RLTY TR INC. . . . . COM 253868103 2,983 55,030 SH Defined 5,6,16 DIGITALGLOBE INC . . . . . . COM NEW 25389M877 7 268 SH Defined 5,6,8,9,10,11 DIGITALGLOBE INC . . . . . . COM NEW 25389M877 515 18,418 SH Defined 5.12 DILLARDS INC . . . . . . . . CL A 254067101 26 1,100 SH Defined 1.4 DILLARDS INC . . . . . . . . CL A 254067101 63 2,670 SH Defined 5,6,16 DIME CMNTY BANCSHARES. . . . COM 253922108 15 1,150 SH Defined 5,6,16 DIRECTV. . . . . . . . . . . COM CL A 25490A101 5,250 155,268 SH Defined 5.6 DIRECTV. . . . . . . . . . . COM CL A 25490A101 11 322 SH Defined 1.4 DIRECTV. . . . . . . . . . . COM CL A 25490A101 159 4,710 SH Defined 5,6,8,9,10,11 DIRECTV. . . . . . . . . . . COM CL A 25490A101 4,226 125,000 SH Defined 5.7 DIRECTV. . . . . . . . . . . COM CL A 25490A101 507 15,000 SH Defined 5.7 DIRECTV. . . . . . . . . . . COM CL A 25490A101 145 4,300 SH Defined 5.7 DIRECTV. . . . . . . . . . . COM CL A 25490A101 853 25,224 SH Defined 1 DIREXION SHS ETF TR. . . . . DLY EMRGMKT BULL 25459W300 147 1,110 SH Defined 1.4 DIREXION SHS ETF TR. . . . . DLY FIN BEAR NEW 25459W490 660 48,975 SH Defined 1.4 DIREXION SHS ETF TR. . . . . DLY FIN BULL NEW 25459W516 83 863 SH Defined 1.4 DIREXION SHS ETF TR. . . . . 30YR BEAR ETF 25459W532 13 200 SH Defined 1.4 DIREXION SHS ETF TR. . . . . SM CAP BEAR 3X 25459W839 129 18,000 SH Defined 1.4 DIREXION SHS ETF TR. . . . . DLY LRG CAP BULL 25459W862 18 300 SH Defined 1.4 DISCOVER FINL SVCS . . . . . COM 254709108 3,866 259,444 SH Defined 5.6 DISCOVER FINL SVCS . . . . . COM 254709108 49 3,300 SH Defined 1.4 DISCOVER FINL SVCS . . . . . COM 254709108 65 4,365 SH Defined 5,6,8,9,10,11 DISCOVER FINL SVCS . . . . . COM 254709108 111 7,450 SH Defined 5,6,8,9,10,11 DISCOVER FINL SVCS . . . . . COM 254709108 37 2,500 SH Defined 5.7 DISCOVER FINL SVCS . . . . . COM 254709108 399 26,800 SH Defined 5.13 DISCOVER FINL SVCS . . . . . COM 254709108 127 8,557 SH Defined 1 DISCOVERY COMMUNICATNS NEW . COM SER A 25470F104 759 22,469 SH Defined 5.6 DISCOVERY COMMUNICATNS NEW . COM SER C 25470F302 357 12,140 SH Defined 5.6 DISCOVERY COMMUNICATNS NEW . COM SER A 25470F104 1 24 SH Defined 5,6,8,9,10,11 DISCOVERY COMMUNICATNS NEW . COM SER A 25470F104 97 2,870 SH Defined 5.12 DISCOVERY COMMUNICATNS NEW . COM SER C 25470F302 101 3,437 SH Defined 1 DISCOVERY COMMUNICATNS NEW . COM SER A 25470F104 153 4,524 SH Defined 1 DISH NETWORK CORP. . . . . . CL A 25470M109 23,033 1,106,286 SH Defined 5.6 DISH NETWORK CORP. . . . . . CL A 25470M109 4 200 SH Defined 1.4 DISH NETWORK CORP. . . . . . CL A 25470M109 105 5,057 SH Defined 1 DISNEY WALT CO . . . . . . . COM DISNEY 254687106 15,213 435,782 SH Defined 5.6 DISNEY WALT CO . . . . . . . COM DISNEY 254687106 2,377 68,100 SH Defined 5.6 DISNEY WALT CO . . . . . . . COM DISNEY 254687106 53 1,513 SH Defined 5,6,8,9,10,11 DISNEY WALT CO . . . . . . . COM DISNEY 254687106 2,444 70,000 SH Defined 5.7 DISNEY WALT CO . . . . . . . COM DISNEY 254687106 244 7,000 SH Defined 5.7 DISNEY WALT CO . . . . . . . COM DISNEY 254687106 75 2,150 SH Defined 5.7 DISNEY WALT CO . . . . . . . COM DISNEY 254687106 883 25,300 SH Defined 5.13 DISNEY WALT CO . . . . . . . COM DISNEY 254687106 1,068 30,600 SH Defined 5,6,16 DISNEY WALT CO . . . . . . . COM DISNEY 254687106 524 15,000 SH Defined 5.12 DISNEY WALT CO . . . . . . . COM DISNEY 254687106 20,646 591,400 SH Defined 5,6,14,15 DISNEY WALT CO . . . . . . . COM DISNEY 254687106 517 14,800 SH Defined 5,6,14,15 DITECH NETWORKS INC. . . . . COM 25500T108 9 5,467 SH Defined 5,6,8,9,10,11 DOLBY LABORATORIES INC . . . COM 25659T107 5,040 85,897 SH Defined 5.6 DOLBY LABORATORIES INC . . . COM 25659T107 1,015 17,300 SH Defined 5.6 DOLBY LABORATORIES INC . . . COM 25659T107 12 200 SH Defined 1.4 DOLBY LABORATORIES INC . . . COM 25659T107 86 1,460 SH Defined 5,6,8,9,10,11 DOLBY LABORATORIES INC . . . COM 25659T107 55 932 SH Defined 5,6,8,9,10,11 DOLBY LABORATORIES INC . . . COM 25659T107 76 1,302 SH Defined 1 DOLLAR THRIFTY AUTOMOTIVE GP COM 256743105 9 293 SH Defined 5,6,8,9,10,11 DOLLAR TREE INC. . . . . . . COM 256746108 334 5,647 SH Defined 5.6 DOLLAR TREE INC. . . . . . . COM 256746108 29 495 SH Defined 5,6,8,9,10,11 DOLLAR TREE INC. . . . . . . COM 256746108 63 1,060 SH Defined 5,6,16 DOLLAR TREE INC. . . . . . . COM 256746108 127 2,141 SH Defined 1 DOMINION RES INC VA NEW. . . COM 25746U109 2,574 62,611 SH Defined 5.6 DOMINION RES INC VA NEW. . . COM 25746U109 90 2,197 SH Defined 5,6,8,9,10,11 DOMINION RES INC VA NEW. . . COM 25746U109 1,443 35,100 SH Defined 5.7 DOMINION RES INC VA NEW. . . COM 25746U109 37 900 SH Defined 5,6,14,15 DOMINION RES INC VA NEW. . . COM 25746U109 506 12,310 SH Defined 1 DOMINOS PIZZA INC. . . . . . COM 25754A201 30 2,200 SH Defined 5,6,16 DOMTAR CORP. . . . . . . . . COM NEW 257559203 28 429 SH Defined 5,6,8,9,10,11 DONEGAL GROUP INC. . . . . . CL A 257701201 156 10,760 SH Defined 5.12 DONNELLEY R R & SONS CO. . . COM 257867101 4,819 225,707 SH Defined 5.6 DONNELLEY R R & SONS CO. . . COM 257867101 27 1,264 SH Defined 5,6,8,9,10,11 DONNELLEY R R & SONS CO. . . COM 257867101 171 8,000 SH Defined 5.7 DONNELLEY R R & SONS CO. . . COM 257867101 62 2,900 SH Defined 5,6,16 DOT HILL SYS CORP. . . . . . COM 25848T109 86 57,500 SH Defined 5.12 DOUGLAS EMMETT INC . . . . . COM 25960P109 3,107 202,143 SH Defined 5.6 DOUGLAS EMMETT INC . . . . . COM 25960P109 520 33,800 SH Defined 5.6 DOUGLAS EMMETT INC . . . . . COM 25960P109 1,503 97,810 SH Defined 5,6,16 DOVER CORP . . . . . . . . . COM 260003108 1,016 21,730 SH Defined 5.6 DOVER CORP . . . . . . . . . COM 260003108 606 12,961 SH Defined 1 DOW CHEM CO. . . . . . . . . COM 260543103 31,176 1,054,295 SH Defined 5.6 DOW CHEM CO. . . . . . . . . COM 260543103 1 38 SH Defined 5,6,8,9,10,11 DOW CHEM CO. . . . . . . . . COM 260543103 50 1,674 SH Defined 1 DOW CHEM CO. . . . . . . . . COM 260543103 5,914 200,000 SH Defined 5.7 DOW CHEM CO. . . . . . . . . COM 260543103 2,037 68,900 SH Defined 5.7 DOW CHEM CO. . . . . . . . . COM 260543103 1,186 40,094 SH Defined 5.7 DOW CHEM CO. . . . . . . . . COM 260543103 668 22,600 SH Defined 5.7 DOW CHEM CO. . . . . . . . . COM 260543103 219 7,400 SH Defined 5.7 DOW CHEM CO. . . . . . . . . COM 260543103 305 10,300 SH Defined 5.13 DOW CHEM CO. . . . . . . . . COM 260543103 441 14,900 SH Defined 5,6,16 DOW CHEM CO. . . . . . . . . COM 260543103 11,999 405,770 SH Defined 5,6,14,15 DOW CHEM CO. . . . . . . . . COM 260543103 231 7,800 SH Defined 5,6,14,15 DOW CHEM CO. . . . . . . . . COM 260543103 5,173 174,928 SH Defined 1 DPL INC. . . . . . . . . . . COM 233293109 16 571 SH Defined 5,6,8,9,10,11 DPL INC. . . . . . . . . . . COM 233293109 41 1,510 SH Defined 5,6,16 DR HORTON INC. . . . . . . . NOTE 2.000% 5/1 23331ABB4 877 750,000 PRN Defined 5,6,8,9,10,11 DR PEPPER SNAPPLE GROUP INC. COM 26138E109 9,312 264,778 SH Defined 5.6 DR PEPPER SNAPPLE GROUP INC. COM 26138E109 35 1,000 SH Defined 1.4 DR PEPPER SNAPPLE GROUP INC. COM 26138E109 3 90 SH Defined 5,6,8,9,10,11 DR PEPPER SNAPPLE GROUP INC. COM 26138E109 334 9,500 SH Defined 5.7 DR PEPPER SNAPPLE GROUP INC. COM 26138E109 281 8,000 SH Defined 5.7 DR PEPPER SNAPPLE GROUP INC. COM 26138E109 109 3,100 SH Defined 5.7 DR PEPPER SNAPPLE GROUP INC. COM 26138E109 471 13,396 SH Defined 1 DR REDDYS LABS LTD . . . . . ADR 256135203 8,283 293,400 SH Defined 5.6 DR REDDYS LABS LTD . . . . . ADR 256135203 6,521 231,000 SH Defined 5.6 DR REDDYS LABS LTD . . . . . ADR 256135203 274 9,700 SH Defined 1.4 DR REDDYS LABS LTD . . . . . ADR 256135203 254 9,000 SH Defined 5.7 DR REDDYS LABS LTD . . . . . ADR 256135203 239 8,462 SH Defined 5.7 DR REDDYS LABS LTD . . . . . ADR 256135203 50 1,786 SH Defined 5.7 DR REDDYS LABS LTD . . . . . ADR 256135203 339 12,000 SH Defined 5.12 DR REDDYS LABS LTD . . . . . ADR 256135203 10 342 SH Defined 1 DRDGOLD LIMITED. . . . . . . SPON ADR NEW 26152H301 50 10,283 SH Defined 1.4 DREAMWORKS ANIMATION SKG INC CL A 26153C103 134 3,400 SH Defined 1.4 DREAMWORKS ANIMATION SKG INC CL A 26153C103 17 429 SH Defined 5,6,8,9,10,11 DREAMWORKS ANIMATION SKG INC CL A 26153C103 418 10,600 SH Defined 5.12 DRESS BARN INC . . . . . . . COM 261570105 36 1,390 SH Defined 1.4 DRESS BARN INC . . . . . . . COM 261570105 448 17,138 SH Defined 5,6,8,9,10,11 DRESSER-RAND GROUP INC . . . COM 261608103 22 715 SH Defined 5,6,8,9,10,11 DRIL-QUIP INC. . . . . . . . COM 262037104 9 146 SH Defined 1.4 DRIL-QUIP INC. . . . . . . . COM 262037104 6 102 SH Defined 5,6,8,9,10,11 DRYSHIPS INC . . . . . . . . SHS Y2109Q101 818 140,142 SH Defined 1.4 DRYSHIPS INC . . . . . . . . SHS Y2109Q101 19 3,313 SH Defined 5,6,8,9,10,11 DST SYS INC DEL. . . . . . . COM 233326107 1,273 30,710 SH Defined 5.6 DST SYS INC DEL. . . . . . . COM 233326107 18 443 SH Defined 1.4 DST SYS INC DEL. . . . . . . COM 233326107 36 864 SH Defined 5,6,8,9,10,11 DST SYS INC DEL. . . . . . . COM 233326107 21 500 SH Defined 5,6,14,15 DST SYS INC DEL. . . . . . . COM 233326107 40 965 SH Defined 1 DSW INC. . . . . . . . . . . CL A 23334L102 42 1,637 SH Defined 5,6,8,9,10,11 DSW INC. . . . . . . . . . . CL A 23334L102 23 916 SH Defined 5,6,16 DTE ENERGY CO. . . . . . . . COM 233331107 10,420 233,625 SH Defined 5.6 DTE ENERGY CO. . . . . . . . COM 233331107 45 1,000 SH Defined 1.4 DTE ENERGY CO. . . . . . . . COM 233331107 2,386 53,500 SH Defined 5.7 DTE ENERGY CO. . . . . . . . COM 233331107 2,230 50,000 SH Defined 5.7 DTE ENERGY CO. . . . . . . . COM 233331107 273 6,110 SH Defined 5.7 DTE ENERGY CO. . . . . . . . COM 233331107 223 5,000 SH Defined 5.7 DTE ENERGY CO. . . . . . . . COM 233331107 58 1,295 SH Defined 5.7 DTE ENERGY CO. . . . . . . . COM 233331107 3,220 72,200 SH Defined 5,6,14,15 DTE ENERGY CO. . . . . . . . COM 233331107 146 3,282 SH Defined 1 DU PONT E I DE NEMOURS & CO. COM 263534109 52,210 1,401,996 SH Defined 5.6 DU PONT E I DE NEMOURS & CO. COM 263534109 391 10,500 SH Defined 5.6 DU PONT E I DE NEMOURS & CO. COM 263534109 49 1,310 SH Defined 1.4 DU PONT E I DE NEMOURS & CO. COM 263534109 4,655 125,000 SH Defined 5.7 DU PONT E I DE NEMOURS & CO. COM 263534109 2,197 59,000 SH Defined 5.7 DU PONT E I DE NEMOURS & CO. COM 263534109 1,292 34,707 SH Defined 5.7 DU PONT E I DE NEMOURS & CO. COM 263534109 555 14,900 SH Defined 5.7 DU PONT E I DE NEMOURS & CO. COM 263534109 183 4,925 SH Defined 5.7 DU PONT E I DE NEMOURS & CO. COM 263534109 6 150 SH Defined DU PONT E I DE NEMOURS & CO. COM 263534109 261 7,000 SH Defined 5.12 DU PONT E I DE NEMOURS & CO. COM 263534109 9,269 248,900 SH Defined 5,6,14,15 DU PONT E I DE NEMOURS & CO. COM 263534109 331 8,900 SH Defined 5,6,14,15 DU PONT E I DE NEMOURS & CO. COM 263534109 1,188 31,900 SH Defined 1 DUFF & PHELPS CORP NEW . . . CL A 26433B107 20 1,182 SH Defined 5,6,8,9,10,11 DUFF & PHELPS CORP NEW . . . CL A 26433B107 77 4,600 SH Defined 5,6,16 DUKE ENERGY CORP NEW . . . . COM 26441C105 10,420 638,487 SH Defined 5.6 DUKE ENERGY CORP NEW . . . . COM 26441C105 6,528 400,000 SH Defined 5.7 DUKE ENERGY CORP NEW . . . . COM 26441C105 648 39,700 SH Defined 5.7 DUKE ENERGY CORP NEW . . . . COM 26441C105 213 13,050 SH Defined 5.7 DUKE ENERGY CORP NEW . . . . COM 26441C105 6 360 SH Defined 5.12 DUKE ENERGY CORP NEW . . . . COM 26441C105 152 9,285 SH Defined 1 DUKE REALTY CORP . . . . . . COM NEW 264411505 6,168 497,414 SH Defined 5.6 DUKE REALTY CORP . . . . . . COM NEW 264411505 951 76,659 SH Defined 5.6 DUKE REALTY CORP . . . . . . COM NEW 264411505 186 15,000 SH Defined 5.7 DUKE REALTY CORP . . . . . . COM NEW 264411505 69 5,536 SH Defined 1 DUN & BRADSTREET CORP DEL NE COM 26483E100 499 6,699 SH Defined 5.6 DUN & BRADSTREET CORP DEL NE COM 26483E100 45 600 SH Defined 1.4 DUN & BRADSTREET CORP DEL NE COM 26483E100 36 479 SH Defined 5,6,8,9,10,11 DUN & BRADSTREET CORP DEL NE COM 26483E100 167 2,241 SH Defined 1 DUOYUAN GLOBAL WTR INC . . . SPONSORED ADR 266043108 44 1,600 SH Defined 5,6,8,9,10,11 DUOYUAN GLOBAL WTR INC . . . SPONSORED ADR 266043108 2,346 84,478 SH Defined 1 DUPONT FABROS TECHNOLOGY INC COM 26613Q106 2,035 94,273 SH Defined 5.6 DUPONT FABROS TECHNOLOGY INC COM 26613Q106 199 9,200 SH Defined 5.6 DUPONT FABROS TECHNOLOGY INC COM 26613Q106 1,956 90,579 SH Defined 5,6,16 DYAX CORP. . . . . . . . . . COM 26746E103 108 31,600 SH Defined 1.4 DYAX CORP. . . . . . . . . . COM 26746E103 22 6,578 SH Defined 5,6,8,9,10,11 DYCOM INDS INC . . . . . . . COM 267475101 79 9,000 SH Defined 5,6,16 DYNAVAX TECHNOLOGIES CORP. . COM 268158102 39 29,900 SH Defined 1.4 DYNAVAX TECHNOLOGIES CORP. . COM 268158102 125 96,055 SH Defined 5.12 DYNCORP INTL INC . . . . . . CL A 26817C101 11 1,000 SH Defined 1.4 DYNCORP INTL INC . . . . . . CL A 26817C101 43 3,777 SH Defined 5,6,8,9,10,11 DYNEGY INC DEL . . . . . . . CL A 26817G102 4 3,002 SH Defined 1.4 DYNEGY INC DEL . . . . . . . CL A 26817G102 55 43,400 SH Defined 5.13 DYNEGY INC DEL . . . . . . . CL A 26817G102 66 52,500 SH Defined 5.12 E HOUSE CHINA HLDGS LTD. . . ADR 26852W103 53 2,800 SH Defined 5.7 E M C CORP MASS. . . . . . . COM 268648102 24,819 1,375,754 SH Defined 5.6 E M C CORP MASS. . . . . . . COM 268648102 888 49,200 SH Defined 5.6 E M C CORP MASS. . . . . . . COM 268648102 206 11,432 SH Defined 1.4 E M C CORP MASS. . . . . . . COM 268648102 5,464 302,870 SH Defined 1.3 E M C CORP MASS. . . . . . . COM 268648102 2,938 162,883 SH Defined 1.2 E M C CORP MASS. . . . . . . COM 268648102 128 7,120 SH Defined 5,6,8,9,10,11 E M C CORP MASS. . . . . . . COM 268648102 3,608 200,000 SH Defined 5.7 E M C CORP MASS. . . . . . . COM 268648102 1,526 84,600 SH Defined 5.7 E M C CORP MASS. . . . . . . COM 268648102 1,196 66,282 SH Defined 5.7 E M C CORP MASS. . . . . . . COM 268648102 498 27,600 SH Defined 5.7 E M C CORP MASS. . . . . . . COM 268648102 164 9,100 SH Defined 5.7 E M C CORP MASS. . . . . . . COM 268648102 265 14,700 SH Defined 5.13 E M C CORP MASS. . . . . . . COM 268648102 216 12,000 SH Defined 5.12 E M C CORP MASS. . . . . . . COM 268648102 81 4,500 SH Defined 5,6,14,15 E M C CORP MASS. . . . . . . COM 268648102 1,020 56,562 SH Defined 1 E TRADE FINANCIAL CORP . . . COM 269246104 134 81,369 SH Defined 5.6 E TRADE FINANCIAL CORP . . . COM 269246104 63 38,011 SH Defined 1.4 E TRADE FINANCIAL CORP . . . COM 269246104 9 5,160 SH Defined 5,6,8,9,10,11 E TRADE FINANCIAL CORP . . . COM 269246104 8 4,987 SH Defined 5,6,8,9,10,11 E TRADE FINANCIAL CORP . . . COM 269246104 130 78,836 SH Defined 1 EAGLE BULK SHIPPING INC. . . COM Y2187A101 31 5,780 SH Defined 1.4 EAGLE BULK SHIPPING INC. . . COM Y2187A101 182 34,250 SH Defined 5.12 EAGLE MATERIALS INC. . . . . COM 26969P108 16 600 SH Defined 1.4 EAGLE MATERIALS INC. . . . . COM 26969P108 186 7,014 SH Defined 5,6,8,9 EAGLE MATERIALS INC. . . . . COM 26969P108 20 766 SH Defined 5,6,8,9 EAGLE MATERIALS INC. . . . . COM 26969P108 44 1,650 SH Defined 5,6,16 EAGLE ROCK ENERGY PARTNERS L UNIT 26985R104 619 98,935 SH Defined 1.4 EARTHLINK INC. . . . . . . . COM 270321102 10 1,200 SH Defined 1.4 EARTHLINK INC. . . . . . . . COM 270321102 83 9,768 SH Defined 5,6,8,9,10,11 EARTHLINK INC. . . . . . . . COM 270321102 64 7,442 SH Defined 5,6,8,9,10,11 EARTHLINK INC. . . . . . . . COM 270321102 48 5,626 SH Defined 5,6,16 EAST WEST BANCORP INC. . . . COM 27579R104 82 4,710 SH Defined 5,6,16 EASTGROUP PPTY INC . . . . . COM 277276101 2,249 59,598 SH Defined 5.6 EASTGROUP PPTY INC . . . . . COM 277276101 298 7,900 SH Defined 5.6 EASTGROUP PPTY INC . . . . . COM 277276101 37 973 SH Defined 5,6,8,9,10,11 EASTMAN CHEM CO. . . . . . . COM 277432100 17,865 280,546 SH Defined 5.6 EASTMAN CHEM CO. . . . . . . COM 277432100 47 743 SH Defined 5,6,8,9,10,11 EASTMAN CHEM CO. . . . . . . COM 277432100 227 3,557 SH Defined 1 EASTMAN KODAK CO . . . . . . COM 277461109 153 26,499 SH Defined 1.4 EASTMAN KODAK CO . . . . . . COM 277461109 51 8,784 SH Defined 1 EATON CORP . . . . . . . . . COM 278058102 6,268 82,718 SH Defined 5.6 EATON CORP . . . . . . . . . COM 278058102 1,440 19,000 SH Defined 5.6 EATON CORP . . . . . . . . . COM 278058102 25 329 SH Defined 1.4 EATON CORP . . . . . . . . . COM 278058102 4,061 53,600 SH Defined 1.2 EATON CORP . . . . . . . . . COM 278058102 169 2,230 SH Defined 5,6,8,9,10,11 EATON CORP . . . . . . . . . COM 278058102 76 997 SH Defined 1 EATON CORP . . . . . . . . . COM 278058102 1,212 16,000 SH Defined 1 EATON CORP . . . . . . . . . COM 278058102 3,789 50,000 SH Defined 5.7 EATON CORP . . . . . . . . . COM 278058102 424 5,600 SH Defined 5.7 EATON CORP . . . . . . . . . COM 278058102 138 1,815 SH Defined 5.7 EATON CORP . . . . . . . . . COM 278058102 235 3,100 SH Defined 5.13 EATON CORP . . . . . . . . . COM 278058102 114 1,500 SH Defined 5,6,14,15 EATON CORP . . . . . . . . . COM 278058102 726 9,582 SH Defined 1 EATON VANCE CORP . . . . . . COM NON VTG 278265103 392 11,702 SH Defined 5.6 EATON VANCE CORP . . . . . . COM NON VTG 278265103 92 2,747 SH Defined 1 EBAY INC . . . . . . . . . . COM 278642103 27,330 1,014,108 SH Defined 5.6 EBAY INC . . . . . . . . . . COM 278642103 553 20,519 SH Defined 1.4 EBAY INC . . . . . . . . . . COM 278642103 3 110 SH Defined 5,6,8,9,10,11 EBAY INC . . . . . . . . . . COM 278642103 23 860 SH Defined 5,6,8,9,10,11 EBAY INC . . . . . . . . . . COM 278642103 6,738 250,000 SH Defined 5.7 EBAY INC . . . . . . . . . . COM 278642103 558 20,700 SH Defined 5.7 EBAY INC . . . . . . . . . . COM 278642103 189 7,000 SH Defined 5.7 EBAY INC . . . . . . . . . . COM 278642103 183 6,800 SH Defined 5.7 EBAY INC . . . . . . . . . . COM 278642103 222 8,235 SH Defined 5,6,16 EBAY INC . . . . . . . . . . COM 278642103 1,194 44,294 SH Defined 1 ECHO GLOBAL LOGISTICS INC. . COM 27875T101 3 221 SH Defined 5,6,8,9,10,11 ECLIPSYS CORP. . . . . . . . COM 278856109 146 7,350 SH Defined 5.12 ECOLAB INC . . . . . . . . . COM 278865100 15,414 350,715 SH Defined 5.6 ECOLAB INC . . . . . . . . . COM 278865100 1,187 27,000 SH Defined 5.6 ECOLAB INC . . . . . . . . . COM 278865100 496 11,280 SH Defined 5,6,8,9,10,11 ECOLAB INC . . . . . . . . . COM 278865100 319 7,254 SH Defined 5.12 ECOLAB INC . . . . . . . . . COM 278865100 45,712 1,040,100 SH Defined 5,6,14,15 ECOLAB INC . . . . . . . . . COM 278865100 53 1,204 SH Defined 1 ECOPETROL S A. . . . . . . . SPONSORED ADS 279158109 8,700 307,100 SH Defined 5.6 EDISON INTL. . . . . . . . . COM 281020107 15,617 457,026 SH Defined 5.6 EDISON INTL. . . . . . . . . COM 281020107 10 300 SH Defined 1.4 EDISON INTL. . . . . . . . . COM 281020107 3,417 100,000 SH Defined 5.7 EDISON INTL. . . . . . . . . COM 281020107 1,196 35,000 SH Defined 5.7 EDISON INTL. . . . . . . . . COM 281020107 465 13,600 SH Defined 5.7 EDISON INTL. . . . . . . . . COM 281020107 154 4,500 SH Defined 5.7 EDISON INTL. . . . . . . . . COM 281020107 393 11,500 SH Defined 5.13 EDISON INTL. . . . . . . . . COM 281020107 10,801 316,100 SH Defined 5,6,14,15 EDISON INTL. . . . . . . . . COM 281020107 112 3,276 SH Defined 1 EDUCATION MGMT CORP NEW. . . COM 28140M103 23 1,068 SH Defined 5,6,8,9,10,11 EDUCATION MGMT CORP NEW. . . COM 28140M103 604 27,600 SH Defined 5.12 EDUCATION RLTY TR INC. . . . COM 28140H104 676 117,833 SH Defined 5.6 EDUCATION RLTY TR INC. . . . COM 28140H104 75 13,000 SH Defined 5.6 EDUCATION RLTY TR INC. . . . COM 28140H104 316 55,040 SH Defined 5,6,16 EDWARDS LIFESCIENCES CORP. . COM 28176E108 462 4,677 SH Defined 5.6 EDWARDS LIFESCIENCES CORP. . COM 28176E108 666 6,736 SH Defined 5,6,8,9,10,11 EDWARDS LIFESCIENCES CORP. . COM 28176E108 132 1,340 SH Defined 5.13 EDWARDS LIFESCIENCES CORP. . COM 28176E108 136 1,372 SH Defined 1 EL PASO CORP . . . . . . . . COM 28336L109 15,682 1,446,700 SH Defined 5.6 EL PASO CORP . . . . . . . . COM 28336L109 9,523 878,500 SH Defined 5,6,14,15 EL PASO CORP . . . . . . . . COM 28336L109 183 16,900 SH Defined 5,6,14,15 EL PASO CORP . . . . . . . . COM 28336L109 556 51,309 SH Defined 1 ELDORADO GOLD CORP NEW . . . COM 284902103 32,798 2,711,229 SH Defined 5.6 ELDORADO GOLD CORP NEW . . . COM 284902103 156 12,878 SH Defined 1.4 ELDORADO GOLD CORP NEW . . . COM 284902103 31 2,567 SH Defined 5,6,8,9,10,11 ELDORADO GOLD CORP NEW . . . COM 284902103 1,676 138,524 SH Defined 5.13 ELDORADO GOLD CORP NEW . . . COM 284902103 9,403 777,260 SH Defined 5.12 ELDORADO GOLD CORP NEW . . . COM 284902103 1,493 123,380 SH Defined 5.12 ELECTRONIC ARTS INC. . . . . COM 285512109 590 31,599 SH Defined 5.6 ELECTRONIC ARTS INC. . . . . COM 285512109 150 8,042 SH Defined 1.4 ELECTRONIC ARTS INC. . . . . COM 285512109 39 2,110 SH Defined 5,6,8,9,10,11 ELECTRONIC ARTS INC. . . . . COM 285512109 448 24,000 SH Defined 5.12 ELECTRONIC ARTS INC. . . . . COM 285512109 26 1,400 SH Defined 5.12 ELECTRONICS FOR IMAGING INC. COM 286082102 8 715 SH Defined 5.13 ELLIS PERRY INTL INC . . . . COM 288853104 2 76 SH Defined 5,6,8,9,10,11 EM C CORP MASS . . . . . . . NOTE 1.750%12/0 268648AM4 675 540,000 PRN Defined 5,6,8,9,10,11 EM C CORP MASS . . . . . . . NOTE 1.750%12/0 268648AK8 8 7,000 PRN Defined 5.12 EM C CORP MASS . . . . . . . NOTE 1.750%12/0 268648AM4 9 7,000 PRN Defined 5.12 EMBOTELLADORA ANDINA S A . . SPON ADR B 29081P303 2,947 144,300 SH Defined 5.6 EMBOTELLADORA ANDINA S A . . SPON ADR B 29081P303 1,736 85,000 SH Defined 5.6 EMBOTELLADORA ANDINA S A . . SPON ADR A 29081P204 280 16,000 SH Defined 5.12 EMBOTELLADORA ANDINA S A . . SPON ADR B 29081P303 327 16,000 SH Defined 5.12 EMBRAER-EMPRESA BRASILEIRA D COM 29081M102 2,269 94,700 SH Defined 5.6 EMBRAER-EMPRESA BRASILEIRA D COM 29081M102 1,744 72,800 SH Defined 5.6 EMCOR GROUP INC. . . . . . . COM 29084Q100 31 1,248 SH Defined 5,6,8,9,10,11 EMERGENCY MEDICAL SVCS CORP. CL A 29100P102 48 852 SH Defined 5,6,8,9,10,11 EMERGENCY MEDICAL SVCS CORP. CL A 29100P102 161 2,850 SH Defined 5,6,8,9,10,11 EMERGENT BIOSOLUTIONS INC. . COM 29089Q105 21 1,266 SH Defined 5,6,8,9,10,11 EMERSON ELEC CO. . . . . . . COM 291011104 60,869 1,209,166 SH Defined 5.6 EMERSON ELEC CO. . . . . . . COM 291011104 1,057 21,000 SH Defined 5.6 EMERSON ELEC CO. . . . . . . COM 291011104 26 510 SH Defined 1.4 EMERSON ELEC CO. . . . . . . COM 291011104 5,537 110,000 SH Defined 5.7 EMERSON ELEC CO. . . . . . . COM 291011104 1,425 28,300 SH Defined 5.7 EMERSON ELEC CO. . . . . . . COM 291011104 1,007 20,000 SH Defined 5.7 EMERSON ELEC CO. . . . . . . COM 291011104 614 12,200 SH Defined 5.7 EMERSON ELEC CO. . . . . . . COM 291011104 200 3,975 SH Defined 5.7 EMERSON ELEC CO. . . . . . . COM 291011104 398 7,900 SH Defined 5.13 EMERSON ELEC CO. . . . . . . COM 291011104 433 8,600 SH Defined 5,6,16 EMERSON ELEC CO. . . . . . . COM 291011104 1,001 19,880 SH Defined 5,6,14,15 EMERSON ELEC CO. . . . . . . COM 291011104 135 2,680 SH Defined 5,6,14,15 EMERSON ELEC CO. . . . . . . COM 291011104 201 4,001 SH Defined 1 EMPIRE RESORTS INC . . . . . COM 292052107 16 9,000 SH Defined 1.4 EMPRESA NACIONAL DE ELCTRCID SPONSORED ADR 29244T101 3,671 78,120 SH Defined 5.6 EMPRESA NACIONAL DE ELCTRCID SPONSORED ADR 29244T101 61 1,308 SH Defined 5,6,8,9,10,11 EMPRESAS ICA S A DE CV . . . SPONS ADR NEW 292448206 2,863 281,500 SH Defined 5.6 EMPRESAS ICA S A DE CV . . . SPONS ADR NEW 292448206 1,347 132,400 SH Defined 5.6 ENBRIDGE INC . . . . . . . . COM 29250N105 1,286 27,060 SH Defined 5.6 ENBRIDGE INC . . . . . . . . COM 29250N105 1,167 24,550 SH Defined 1.2 ENBRIDGE INC . . . . . . . . COM 29250N105 64 1,353 SH Defined 1 ENCANA CORP. . . . . . . . . COM 292505104 3,003 96,868 SH Defined 5.6 ENCANA CORP. . . . . . . . . COM 292505104 7 220 SH Defined 1.4 ENCANA CORP. . . . . . . . . COM 292505104 980 31,600 SH Defined 1.2 ENCANA CORP. . . . . . . . . COM 292505104 24 760 SH Defined 5,6,8,9,10,11 ENCANA CORP. . . . . . . . . COM 292505104 93 3,000 SH Defined 5.7 ENCANA CORP. . . . . . . . . COM 292505104 948 30,584 SH Defined 5.13 ENCANA CORP. . . . . . . . . COM 292505104 2,080 67,099 SH Defined 5.12 ENCANA CORP. . . . . . . . . COM 292505104 637 20,554 SH Defined 5.12 ENCANA CORP. . . . . . . . . COM 292505104 37 1,200 SH Defined 5,6,14,15 ENCANA CORP. . . . . . . . . COM 292505104 31 1,000 SH Defined 1 ENDO PHARMACEUTICALS HLDGS I COM 29264F205 32 1,346 SH Defined 5,6,8,9,10,11 ENDURANCE SPECIALTY HLDGS LT SHS G30397106 279 7,500 SH Defined 5.13 ENER1 INC. . . . . . . . . . COM NEW 29267A203 19 4,060 SH Defined 5.12 ENERGEN CORP . . . . . . . . COM 29265N108 117 2,506 SH Defined 5.6 ENERGEN CORP . . . . . . . . COM 29265N108 11 243 SH Defined 5,6,8,9,10,11 ENERGEN CORP . . . . . . . . COM 29265N108 223 4,800 SH Defined 5.13 ENERGEN CORP . . . . . . . . COM 29265N108 77 1,654 SH Defined 1 ENERGIZER HLDGS INC. . . . . COM 29266R108 554 8,835 SH Defined 5.6 ENERGIZER HLDGS INC. . . . . COM 29266R108 8,228 131,100 SH Defined 5.12 ENERGIZER HLDGS INC. . . . . COM 29266R108 3,609 57,500 SH Defined 5.12 ENERGIZER HLDGS INC. . . . . COM 29266R108 477 7,600 SH Defined 5.12 ENERGIZER HLDGS INC. . . . . COM 29266R108 101 1,608 SH Defined 1 ENERGY CONVERSION DEVICES IN COM 292659109 94 12,000 SH Defined 1.4 ENERGY RECOVERY INC. . . . . COM 29270J100 1,441 228,800 SH Defined 5.6 ENERGY XXI (BERMUDA) LTD . . USD UNRS SHS G10082140 244 13,639 SH Defined 1.4 ENERGYSOLUTIONS INC. . . . . DEPOSITARY SH 292756202 696 108,300 SH Defined 5.6 ENERGYSOLUTIONS INC. . . . . DEPOSITARY SH 292756202 1 233 SH Defined 5,6,8,9,10,11 ENERGYSOLUTIONS INC. . . . . DEPOSITARY SH 292756202 514 80,000 SH Defined 1 ENERNOC INC. . . . . . . . . COM 292764107 558 18,800 SH Defined 5.6 ENERNOC INC. . . . . . . . . COM 292764107 18 600 SH Defined 5.12 ENERPLUS RES FD. . . . . . . UNIT TR G NEW 29274D604 268 11,347 SH Defined 5.6 ENERSIS S A. . . . . . . . . SPONSORED ADR 29274F104 6,283 314,300 SH Defined 5.6 ENERSIS S A. . . . . . . . . SPONSORED ADR 29274F104 1,067 53,400 SH Defined 5.6 ENERSIS S A. . . . . . . . . SPONSORED ADR 29274F104 52 2,587 SH Defined 5,6,8,9,10,11 ENERSIS S A. . . . . . . . . SPONSORED ADR 29274F104 48 2,409 SH Defined 5,6,8,9 ENERSIS S A. . . . . . . . . SPONSORED ADR 29274F104 5 272 SH Defined 5,6,8,9 ENERSYS. . . . . . . . . . . COM 29275Y102 17 700 SH Defined 1.4 ENERSYS. . . . . . . . . . . COM 29275Y102 15 594 SH Defined 5,6,8,9,10,11 ENGLOBAL CORP. . . . . . . . COM 293306106 11 4,090 SH Defined 5,6,8,9,10,11 ENI S P A. . . . . . . . . . SPONSORED ADR 26874R108 2 40 SH Defined 5,6,8,9,10,11 ENOVA SYSTEMS INC. . . . . . COM NEW 29355M200 74 49,000 SH Defined 1.4 ENSCO INTL PLC . . . . . . . SPONSORED ADR 29358Q109 2,071 46,256 SH Defined 5.6 ENSCO INTL PLC . . . . . . . SPONSORED ADR 29358Q109 27 610 SH Defined 1.4 ENSCO INTL PLC . . . . . . . SPONSORED ADR 29358Q109 40 892 SH Defined 5,6,8,9,10,11 ENSCO INTL PLC . . . . . . . SPONSORED ADR 29358Q109 18,221 406,900 SH Defined 5.12 ENTERGY CORP NEW . . . . . . COM 29364G103 1,942 23,876 SH Defined 5.6 ENTERGY CORP NEW . . . . . . COM 29364G103 456 5,600 SH Defined 5.13 ENTERGY CORP NEW . . . . . . COM 29364G103 68 837 SH Defined 1 ENTERTAINMENT PPTYS TR . . . COM SH BEN INT 29380T105 3,910 95,071 SH Defined 5.6 ENTERTAINMENT PPTYS TR . . . COM SH BEN INT 29380T105 580 14,100 SH Defined 5.6 ENTERTAINMENT PPTYS TR . . . PFD C CNV 5.75% 29380T402 40 2,165 SH Defined 5,6,8,9,10,11 ENTERTAINMENT PPTYS TR . . . COM SH BEN INT 29380T105 489 11,900 SH Defined 5,6,16 ENTREE GOLD INC. . . . . . . COM 29383G100 34 12,000 SH Defined 1.4 ENTROPIC COMMUNICATIONS INC. COM 29384R105 27 5,286 SH Defined 5,6,8,9,10,11 EOG RES INC. . . . . . . . . COM 26875P101 4,794 51,585 SH Defined 5.6 EOG RES INC. . . . . . . . . COM 26875P101 139 1,500 SH Defined 1.4 EOG RES INC. . . . . . . . . COM 26875P101 28 301 SH Defined 5,6,8,9,10,11 EOG RES INC. . . . . . . . . COM 26875P101 2,277 24,500 SH Defined 5.7 EOG RES INC. . . . . . . . . COM 26875P101 1,589 17,096 SH Defined 5.7 EOG RES INC. . . . . . . . . COM 26875P101 283 3,050 SH Defined 5.7 EOG RES INC. . . . . . . . . COM 26875P101 60 650 SH Defined 5.7 EOG RES INC. . . . . . . . . COM 26875P101 62 662 SH Defined 1 EPICEPT CORP . . . . . . . . COM NEW 294264304 0 7 SH Defined 1.3 EPIQ SYS INC . . . . . . . . COM 26882D109 5 437 SH Defined 5,6,8,9,10,11 EQT CORP . . . . . . . . . . COM 26884L109 12,635 308,173 SH Defined 5.6 EQT CORP . . . . . . . . . . COM 26884L109 841 20,500 SH Defined 5.6 EQT CORP . . . . . . . . . . COM 26884L109 49 1,205 SH Defined 1 EQUIFAX INC. . . . . . . . . COM 294429105 3,528 98,543 SH Defined 5.6 EQUINIX INC. . . . . . . . . COM NEW 29444U502 118 1,210 SH Defined 1.4 EQUINIX INC. . . . . . . . . COM NEW 29444U502 2,327 23,905 SH Defined 5,6,8,9,10,11 EQUINIX INC. . . . . . . . . COM NEW 29444U502 199 2,040 SH Defined 5,6,8,9,10,11 EQUINIX INC. . . . . . . . . COM NEW 29444U502 23 233 SH Defined 5,6,8,9,10,11 EQUINIX INC. . . . . . . . . COM NEW 29444U502 7 73 SH Defined 5,6,8,9,10,11 EQUINIX INC. . . . . . . . . NOTE 3.000%10/1 29444UAG1 504 480,000 PRN Defined 5,6,8,9,10,11 EQUINIX INC. . . . . . . . . NOTE 2.500% 4/1 29444UAF3 1,135 1,065,000 PRN Defined 5,6,8,9,10,11 EQUINIX INC. . . . . . . . . COM NEW 29444U502 132 1,357 SH Defined 5,6,16 EQUINIX INC. . . . . . . . . NOTE 4.750% 6/1 29444UAH9 5 4,000 PRN Defined 5.12 EQUITY LIFESTYLE PPTYS INC . COM 29472R108 3,630 67,371 SH Defined 5.6 EQUITY LIFESTYLE PPTYS INC . COM 29472R108 356 6,600 SH Defined 5.6 EQUITY LIFESTYLE PPTYS INC . COM 29472R108 103 1,908 SH Defined 5,6,8,9,10,11 EQUITY LIFESTYLE PPTYS INC . COM 29472R108 937 17,394 SH Defined 5,6,16 EQUITY ONE . . . . . . . . . COM 294752100 1,807 95,660 SH Defined 5.6 EQUITY ONE . . . . . . . . . COM 294752100 185 9,800 SH Defined 5.6 EQUITY ONE . . . . . . . . . COM 294752100 9 500 SH Defined 5,6,16 EQUITY RESIDENTIAL . . . . . SH BEN INT 29476L107 24,525 626,434 SH Defined 5.6 EQUITY RESIDENTIAL . . . . . SH BEN INT 29476L107 4,671 119,305 SH Defined 5.6 EQUITY RESIDENTIAL . . . . . SH BEN INT 29476L107 6 165 SH Defined 5,6,8,9,10,11 EQUITY RESIDENTIAL . . . . . SH BEN INT 29476L107 3,849 98,310 SH Defined 5,6,16 EQUITY RESIDENTIAL . . . . . SH BEN INT 29476L107 308 7,878 SH Defined 1 ERESEARCHTECHNOLOGY INC. . . COM 29481V108 19 2,740 SH Defined 5,6,8,9,10,11 ERICSSON L M TEL CO. . . . . ADR B SEK 10 294821608 20 1,900 SH Defined 1.4 ESSEX PPTY TR INC. . . . . . COM 297178105 5,820 64,708 SH Defined 5.6 ESSEX PPTY TR INC. . . . . . COM 297178105 908 10,100 SH Defined 5.6 ESSEX PPTY TR INC. . . . . . COM 297178105 621 6,900 SH Defined 5,6,16 ESTERLINE TECHNOLOGIES CORP. COM 297425100 0 1 SH Defined ETFS PLATINUM TR . . . . . . SH BEN INT 26922V101 8 51 SH Defined 5,6,8,9,10,11 EURONET WORLDWIDE INC. . . . NOTE 3.500%10/1 298736AF6 12 13,000 PRN Defined 5.12 EV3 INC. . . . . . . . . . . COM 26928A200 51 3,219 SH Defined 5,6,8,9,10,11 EVEREST RE GROUP LTD . . . . COM G3223R108 271 3,344 SH Defined 5.6 EVEREST RE GROUP LTD . . . . COM G3223R108 77 950 SH Defined 1.4 EVEREST RE GROUP LTD . . . . COM G3223R108 267 3,300 SH Defined 5.13 EVEREST RE GROUP LTD . . . . COM G3223R108 121 1,492 SH Defined 1 EVERGREEN SOLAR INC. . . . . COM 30033R108 14 12,143 SH Defined 1.4 EXACT SCIENCES CORP. . . . . COM 30063P105 19 4,250 SH Defined 5.12 EXCEL MARITIME CARRIERS LTD. COM V3267N107 199 32,934 SH Defined 1.4 EXCEL MARITIME CARRIERS LTD. COM V3267N107 54 8,900 SH Defined 5,6,8,9,10,11 EXCEL MARITIME CARRIERS LTD. COM V3267N107 0 21 SH Defined 5,6,8,9 EXCEL MARITIME CARRIERS LTD. COM V3267N107 0 17 SH Defined 5,6,8,9 EXCO RESOURCES INC . . . . . COM 269279402 127 6,900 SH Defined 5.12 EXELON CORP. . . . . . . . . COM 30161N101 10,920 249,261 SH Defined 5.6 EXELON CORP. . . . . . . . . COM 30161N101 136 3,100 SH Defined 1.4 EXELON CORP. . . . . . . . . COM 30161N101 180 4,101 SH Defined 5,6,8,9,10,11 EXELON CORP. . . . . . . . . COM 30161N101 4,381 100,000 SH Defined 5.7 EXELON CORP. . . . . . . . . COM 30161N101 1,402 32,000 SH Defined 5.7 EXELON CORP. . . . . . . . . COM 30161N101 600 13,700 SH Defined 5.7 EXELON CORP. . . . . . . . . COM 30161N101 201 4,580 SH Defined 5.7 EXELON CORP. . . . . . . . . COM 30161N101 4,937 112,700 SH Defined 5,6,14,15 EXELON CORP. . . . . . . . . COM 30161N101 96 2,200 SH Defined 5,6,14,15 EXELON CORP. . . . . . . . . COM 30161N101 1,447 33,027 SH Defined 1 EXIDE TECHNOLOGIES . . . . . COM NEW 302051206 32 5,525 SH Defined 1.4 EXIDE TECHNOLOGIES . . . . . COM NEW 302051206 7 1,250 SH Defined 5,6,8,9,10,11 EXIDE TECHNOLOGIES . . . . . COM NEW 302051206 1 188 SH Defined 5.12 EXLSERVICE HOLDINGS INC. . . COM 302081104 50 3,020 SH Defined 5,6,16 EXPEDIA INC DEL. . . . . . . COM 30212P105 7,201 288,490 SH Defined 5.6 EXPEDIA INC DEL. . . . . . . COM 30212P105 51 2,050 SH Defined 1.4 EXPEDIA INC DEL. . . . . . . COM 30212P105 30 1,198 SH Defined 5,6,8,9,10,11 EXPEDIA INC DEL. . . . . . . COM 30212P105 58 2,328 SH Defined 1 EXPEDITORS INTL WASH INC . . COM 302130109 1,598 43,274 SH Defined 5.6 EXPEDITORS INTL WASH INC . . COM 302130109 49 1,322 SH Defined 5,6,8,9,10,11 EXPEDITORS INTL WASH INC . . COM 302130109 1,855 50,250 SH Defined 5.12 EXPEDITORS INTL WASH INC . . COM 302130109 991 26,855 SH Defined 1 EXPRESS SCRIPTS INC. . . . . COM 302182100 3,033 29,810 SH Defined 5.6 EXPRESS SCRIPTS INC. . . . . COM 302182100 43 419 SH Defined 1.4 EXPRESS SCRIPTS INC. . . . . COM 302182100 393 3,860 SH Defined 5,6,8,9,10,11 EXPRESS SCRIPTS INC. . . . . COM 302182100 74 730 SH Defined 5,6,8,9,10,11 EXPRESS SCRIPTS INC. . . . . COM 302182100 5,597 55,000 SH Defined 5.7 EXPRESS SCRIPTS INC. . . . . COM 302182100 3,714 36,500 SH Defined 5.7 EXPRESS SCRIPTS INC. . . . . COM 302182100 600 5,900 SH Defined 5.7 EXPRESS SCRIPTS INC. . . . . COM 302182100 444 4,365 SH Defined 5.7 EXPRESS SCRIPTS INC. . . . . COM 302182100 407 4,000 SH Defined 5.7 EXPRESS SCRIPTS INC. . . . . COM 302182100 193 1,900 SH Defined 5.7 EXPRESS SCRIPTS INC. . . . . COM 302182100 183 1,800 SH Defined 5.7 EXPRESS SCRIPTS INC. . . . . COM 302182100 291 2,860 SH Defined 5.13 EXPRESS SCRIPTS INC. . . . . COM 302182100 1,918 18,850 SH Defined 5.12 EXPRESS SCRIPTS INC. . . . . COM 302182100 24,524 241,000 SH Defined 5,6,14,15 EXPRESS SCRIPTS INC. . . . . COM 302182100 509 5,000 SH Defined 5,6,14,15 EXPRESS SCRIPTS INC. . . . . COM 302182100 122 1,195 SH Defined 1 EXTERRAN HLDGS INC . . . . . COM 30225X103 7 308 SH Defined 5,6,8,9,10,11 EXTRA SPACE STORAGE INC. . . COM 30225T102 2,434 191,969 SH Defined 5.6 EXTRA SPACE STORAGE INC. . . COM 30225T102 301 23,700 SH Defined 5.6 EXTRA SPACE STORAGE INC. . . COM 30225T102 1,449 114,275 SH Defined 5,6,16 EXXON MOBIL CORP . . . . . . COM 30231G102 244,889 3,656,147 SH Defined 5.6 EXXON MOBIL CORP . . . . . . COM 30231G102 1,134 16,924 SH Defined 5.6 EXXON MOBIL CORP . . . . . . COM 30231G102 4,271 63,760 SH Defined 1.4 EXXON MOBIL CORP . . . . . . COM 30231G102 2,544 37,984 SH Defined 1.2 EXXON MOBIL CORP . . . . . . COM 30231G102 465 6,936 SH Defined 5,6,8,9,10,11 EXXON MOBIL CORP . . . . . . COM 30231G102 78 1,163 SH Defined 5,6,8,9,10,11 EXXON MOBIL CORP . . . . . . COM 30231G102 10 152 SH Defined 5,6,8,9,10,11 EXXON MOBIL CORP . . . . . . COM 30231G102 80 1,200 SH Defined 1 EXXON MOBIL CORP . . . . . . COM 30231G102 33,825 505,000 SH Defined 5.7 EXXON MOBIL CORP . . . . . . COM 30231G102 7,300 108,983 SH Defined 5.7 EXXON MOBIL CORP . . . . . . COM 30231G102 3,302 49,300 SH Defined 5.7 EXXON MOBIL CORP . . . . . . COM 30231G102 1,088 16,250 SH Defined 5.7 EXXON MOBIL CORP . . . . . . COM 30231G102 904 13,500 SH Defined 5.7 EXXON MOBIL CORP . . . . . . COM 30231G102 137 2,050 SH Defined 5.7 EXXON MOBIL CORP . . . . . . COM 30231G102 3,011 44,955 SH Defined 5.13 EXXON MOBIL CORP . . . . . . COM 30231G102 1,025 15,300 SH Defined 5.13 EXXON MOBIL CORP . . . . . . COM 30231G102 17 250 SH Defined 5.6 EXXON MOBIL CORP . . . . . . COM 30231G102 3 40 SH Defined EXXON MOBIL CORP . . . . . . COM 30231G102 12,667 189,118 SH Defined 5.12 EXXON MOBIL CORP . . . . . . COM 30231G102 3,597 53,702 SH Defined 5.12 EXXON MOBIL CORP . . . . . . COM 30231G102 186 2,770 SH Defined 5.12 EXXON MOBIL CORP . . . . . . COM 30231G102 59,167 883,346 SH Defined 5,6,14,15 EXXON MOBIL CORP . . . . . . COM 30231G102 1,161 17,340 SH Defined 5,6,14,15 EXXON MOBIL CORP . . . . . . COM 30231G102 13,623 203,389 SH Defined 1 EZCORP INC . . . . . . . . . CL A NON VTG 302301106 95 4,631 SH Defined 5,6,16 F M C CORP . . . . . . . . . COM NEW 302491303 553 9,139 SH Defined 5.6 F M C CORP . . . . . . . . . COM NEW 302491303 88 1,450 SH Defined 1.4 F M C CORP . . . . . . . . . COM NEW 302491303 156 2,575 SH Defined 1 F5 NETWORKS INC. . . . . . . COM 315616102 260 4,230 SH Defined 5.13 F5 NETWORKS INC. . . . . . . COM 315616102 142 2,315 SH Defined 5,6,16 FACET BIOTECH CORP . . . . . SHS 30303Q103 74 2,753 SH Defined 5,6,8,9,10,11 FACTSET RESH SYS INC . . . . COM 303075105 152 2,073 SH Defined 5,6,16 FAIR ISAAC CORP. . . . . . . COM 303250104 18 719 SH Defined 5,6,8,9,10,11 FAIRCHILD SEMICONDUCTOR INTL COM 303726103 198 18,600 SH Defined 5.12 FAMILY DLR STORES INC. . . . COM 307000109 454 12,399 SH Defined 5.6 FAMILY DLR STORES INC. . . . COM 307000109 6,120 167,163 SH Defined 5,6,8,9,10,11 FAMILY DLR STORES INC. . . . COM 307000109 78 2,138 SH Defined 5,6,8,9,10,11 FAMILY DLR STORES INC. . . . COM 307000109 16 443 SH Defined 5,6,8,9,10,11 FAMILY DLR STORES INC. . . . COM 307000109 15 408 SH Defined 1 FASTENAL CO. . . . . . . . . COM 311900104 541 11,275 SH Defined 5.6 FASTENAL CO. . . . . . . . . COM 311900104 29 600 SH Defined 5.6 FASTENAL CO. . . . . . . . . COM 311900104 38 800 SH Defined 1.4 FASTENAL CO. . . . . . . . . COM 311900104 297 6,190 SH Defined 1 FEDERAL HOME LN MTG CORP . . COM 313400301 299 235,361 SH Defined 1.4 FEDERAL HOME LN MTG CORP . . COM 313400301 37 29,200 SH Defined 5,6,8,9,10,11 FEDERAL NATL MTG ASSN. . . . COM 313586109 271 258,350 SH Defined 1.4 FEDERAL NATL MTG ASSN. . . . COM 313586109 28 27,020 SH Defined 5,6,8,9,10,11 FEDERAL NATL MTG ASSN. . . . COM 313586109 6 5,502 SH Defined 1 FEDERAL NATL MTG ASSN. . . . CONV PFD SR 08-1 313586745 8 5,000 SH Defined 1 FEDERAL REALTY INVT TR . . . SH BEN INT NEW 313747206 9,856 135,370 SH Defined 5.6 FEDERAL REALTY INVT TR . . . SH BEN INT NEW 313747206 1,962 26,940 SH Defined 5.6 FEDERAL REALTY INVT TR . . . SH BEN INT NEW 313747206 7 103 SH Defined 5,6,8,9,10,11 FEDERAL REALTY INVT TR . . . SH BEN INT NEW 313747206 58 791 SH Defined 5,6,8,9,10,11 FEDERAL REALTY INVT TR . . . SH BEN INT NEW 313747206 1,281 17,600 SH Defined 5,6,16 FEDERAL REALTY INVT TR . . . SH BEN INT NEW 313747206 110 1,513 SH Defined 1 FEDERAL SIGNAL CORP. . . . . COM 313855108 184 20,450 SH Defined 5.12 FEDERATED INVS INC PA. . . . CL B 314211103 36 1,355 SH Defined 5.6 FEDERATED INVS INC PA. . . . CL B 314211103 7 263 SH Defined 5,6,8,9,10,11 FEDEX CORP . . . . . . . . . COM 31428X106 15,556 166,553 SH Defined 5.6 FEDEX CORP . . . . . . . . . COM 31428X106 1,298 13,900 SH Defined 5.6 FEDEX CORP . . . . . . . . . COM 31428X106 726 7,770 SH Defined 1.4 FEDEX CORP . . . . . . . . . COM 31428X106 7,939 85,000 SH Defined 5.7 FEDEX CORP . . . . . . . . . COM 31428X106 691 7,400 SH Defined 5.7 FEDEX CORP . . . . . . . . . COM 31428X106 226 2,420 SH Defined 5.7 FEDEX CORP . . . . . . . . . COM 31428X106 635 6,800 SH Defined 5.13 FEDEX CORP . . . . . . . . . COM 31428X106 8,826 94,500 SH Defined 5,6,14,15 FEDEX CORP . . . . . . . . . COM 31428X106 418 4,472 SH Defined 1 FELCOR LODGING TR INC. . . . COM 31430F101 819 143,761 SH Defined 5.6 FELCOR LODGING TR INC. . . . COM 31430F101 84 14,750 SH Defined 5.6 FELCOR LODGING TR INC. . . . COM 31430F101 28 4,900 SH Defined 1.4 FELCOR LODGING TR INC. . . . PFD CV A $1.95 31430F200 56 3,094 SH Defined 5,6,8,9,10,11 FERRO CORP . . . . . . . . . NOTE 6.500% 8/1 315405AL4 314 328,000 PRN Defined 5,6,8,9,10,11 FIBRIA CELULOSE S A. . . . . SP ADR REP COM 31573A109 19,665 898,774 SH Defined 5.6 FIBRIA CELULOSE S A. . . . . SP ADR REP COM 31573A109 5,369 245,400 SH Defined 5.6 FIBRIA CELULOSE S A. . . . . SP ADR REP COM 31573A109 349 15,970 SH Defined 5,6,8,9,10,11 FIBRIA CELULOSE S A. . . . . SP ADR REP COM 31573A109 78 3,548 SH Defined 5,6,8,9,10,11 FIDELITY NATIONAL FINANCIAL. CL A 31620R105 325 21,948 SH Defined 5.6 FIDELITY NATIONAL FINANCIAL. CL A 31620R105 11 760 SH Defined 1.4 FIDELITY NATIONAL FINANCIAL. CL A 31620R105 21 1,435 SH Defined 5,6,8,9,10,11 FIDELITY NATIONAL FINANCIAL. CL A 31620R105 80 5,407 SH Defined 1 FIDELITY NATL INFORMATION SV COM 31620M106 13,219 563,934 SH Defined 5.6 FIDELITY NATL INFORMATION SV COM 31620M106 359 15,320 SH Defined 5,6,8,9,10,11 FIDELITY NATL INFORMATION SV COM 31620M106 9 363 SH Defined 5,6,8,9,10,11 FIFTH STREET FINANCE CORP. . COM 31678A103 2 181 SH Defined 5,6,8,9,10,11 FIFTH THIRD BANCORP. . . . . COM 316773100 1,207 88,826 SH Defined 5.6 FIFTH THIRD BANCORP. . . . . COM 316773100 222 16,320 SH Defined 5,6,8,9,10,11 FIFTH THIRD BANCORP. . . . . COM 316773100 18 1,350 SH Defined 5,6,8,9,10,11 FIFTH THIRD BANCORP. . . . . CNV PFD DEP1/250 316773209 1,417 10,409 SH Defined 5,6,8,9,10,11 FIFTH THIRD BANCORP. . . . . COM 316773100 204 15,000 SH Defined 5.7 FIFTH THIRD BANCORP. . . . . COM 316773100 102 7,500 SH Defined 5.7 FIFTH THIRD BANCORP. . . . . COM 316773100 68 5,000 SH Defined 5.7 FIFTH THIRD BANCORP. . . . . COM 316773100 504 37,070 SH Defined 5.13 FIFTH THIRD BANCORP. . . . . COM 316773100 916 67,378 SH Defined 1 FINISH LINE INC. . . . . . . CL A 317923100 19 1,193 SH Defined 5,6,8,9,10,11 FINISH LINE INC. . . . . . . CL A 317923100 17 1,062 SH Defined 5,6,16 FIRST AMERN CORP CALIF . . . COM 318522307 186 5,489 SH Defined 5.6 FIRST AMERN CORP CALIF . . . COM 318522307 871 25,750 SH Defined 5,6,8,9,10,11 FIRST AMERN CORP CALIF . . . COM 318522307 24 701 SH Defined 5,6,8,9,10,11 FIRST AMERN CORP CALIF . . . COM 318522307 76 2,237 SH Defined 1 FIRST CASH FINL SVCS INC . . COM 31942D107 86 4,000 SH Defined 1.4 FIRST CASH FINL SVCS INC . . COM 31942D107 9 407 SH Defined 5,6,8,9,10,11 FIRST CASH FINL SVCS INC . . COM 31942D107 17 800 SH Defined 5,6,16 FIRST CHESTER CNTY CORP. . . COM 31947W100 181 17,843 SH Defined 5,6,8,9,10,11 FIRST FINL HLDGS INC . . . . COM 320239106 7 450 SH Defined 5,6,8,9,10,11 FIRST HORIZON NATL CORP. . . COM 320517105 79 5,608 SH Defined 5.6 FIRST HORIZON NATL CORP. . . COM 320517105 2,795 198,948 SH Defined 1.4 FIRST HORIZON NATL CORP. . . COM 320517105 104 7,409 SH Defined 5,6,16 FIRST HORIZON NATL CORP. . . COM 320517105 282 20,077 SH Defined 1 FIRST INDUSTRIAL REALTY TRUS COM 32054K103 1,062 136,898 SH Defined 5.6 FIRST INDUSTRIAL REALTY TRUS COM 32054K103 97 12,500 SH Defined 5.6 FIRST INDUSTRIAL REALTY TRUS COM 32054K103 16 2,000 SH Defined 1.4 FIRST KEYSTONE FINL INC. . . COM 320655103 150 11,327 SH Defined 5,6,8,9,10,11 FIRST MERCURY FINANCIAL CORP COM 320841109 7 547 SH Defined 5,6,8,9,10,11 FIRST MIDWEST BANCORP DEL. . COM 320867104 17 1,245 SH Defined 5,6,8,9,10,11 FIRST NIAGARA FINL GP INC. . COM 33582V108 390 27,410 SH Defined 5,6,8,9,10,11 FIRST NIAGARA FINL GP INC. . COM 33582V108 29 2,067 SH Defined 5,6,8,9,10,11 FIRST NIAGARA FINL GP INC. . COM 33582V108 58 4,050 SH Defined 5,6,16 FIRST POTOMAC RLTY TR. . . . COM 33610F109 1,004 66,773 SH Defined 5.6 FIRST POTOMAC RLTY TR. . . . COM 33610F109 164 10,900 SH Defined 5.6 FIRST POTOMAC RLTY TR. . . . COM 33610F109 88 5,848 SH Defined 5,6,8,9,10,11 FIRST POTOMAC RLTY TR. . . . COM 33610F109 427 28,400 SH Defined 5,6,16 FIRST POTOMAC RLTY TR. . . . COM 33610F109 318 21,125 SH Defined 1 FIRST SOLAR INC. . . . . . . COM 336433107 8,768 71,488 SH Defined 5.6 FIRST SOLAR INC. . . . . . . COM 336433107 981 8,000 SH Defined 5.6 FIRST SOLAR INC. . . . . . . COM 336433107 10 78 SH Defined 5,6,8,9,10,11 FIRST SOLAR INC. . . . . . . COM 336433107 146 1,190 SH Defined 5,6,8,9,10,11 FIRST SOLAR INC. . . . . . . COM 336433107 1 7 SH Defined 5,6,8,9 FIRST SOLAR INC. . . . . . . COM 336433107 331 2,700 SH Defined 5.7 FIRST SOLAR INC. . . . . . . COM 336433107 1 7 SH Defined 5.12 FIRSTENERGY CORP . . . . . . COM 337932107 22,245 569,078 SH Defined 5.6 FIRSTENERGY CORP . . . . . . COM 337932107 108 2,760 SH Defined 5.12 FIRSTENERGY CORP . . . . . . COM 337932107 5,516 141,100 SH Defined 5,6,14,15 FIRSTENERGY CORP . . . . . . COM 337932107 102 2,600 SH Defined 5,6,14,15 FIRSTENERGY CORP . . . . . . COM 337932107 509 13,024 SH Defined 1 FIRSTMERIT CORP. . . . . . . COM 337915102 43 2,014 SH Defined 5,6,8,9,10,11 FIRSTSERVICE CORP. . . . . . SUB VTG SH 33761N109 40 1,750 SH Defined 5.12 FISERV INC . . . . . . . . . COM 337738108 794 15,639 SH Defined 5.6 FISERV INC . . . . . . . . . COM 337738108 7 146 SH Defined 5,6,8,9,10,11 FISHER SCIENTIFIC INTL INC . NOTE 3.250% 3/0 338032AX3 21,482 16,015,000 PRN Defined 5.6 FISHER SCIENTIFIC INTL INC . NOTE 3.250% 3/0 338032AX3 3 2,000 PRN Defined 5.12 FLEXTRONICS INTL LTD . . . . ORD Y2573F102 18,830 2,401,780 SH Defined 5.6 FLEXTRONICS INTL LTD . . . . ORD Y2573F102 56 7,100 SH Defined 1.4 FLEXTRONICS INTL LTD . . . . ORD Y2573F102 58 7,430 SH Defined 5,6,8,9,10,11 FLEXTRONICS INTL LTD . . . . ORD Y2573F102 11 1,454 SH Defined 5,6,8,9,10,11 FLEXTRONICS INTL LTD . . . . ORD Y2573F102 21,548 2,748,488 SH Defined 5.12 FLEXTRONICS INTL LTD . . . . ORD Y2573F102 169 21,597 SH Defined 1 FLIR SYS INC . . . . . . . . COM 302445101 349 12,361 SH Defined 5.6 FLIR SYS INC . . . . . . . . COM 302445101 102 3,606 SH Defined 1.4 FLIR SYS INC . . . . . . . . COM 302445101 28 996 SH Defined 5,6,8,9,10,11 FLOWSERVE CORP . . . . . . . COM 34354P105 7,755 70,330 SH Defined 5.6 FLOWSERVE CORP . . . . . . . COM 34354P105 55 500 SH Defined 1.4 FLOWSERVE CORP . . . . . . . COM 34354P105 819 7,431 SH Defined 5,6,8,9,10,11 FLOWSERVE CORP . . . . . . . COM 34354P105 42 385 SH Defined 5,6,8,9,10,11 FLOWSERVE CORP . . . . . . . COM 34354P105 29 266 SH Defined 5,6,16 FLOWSERVE CORP . . . . . . . COM 34354P105 2,106 19,095 SH Defined 5.12 FLOWSERVE CORP . . . . . . . COM 34354P105 34 311 SH Defined 1 FLUOR CORP NEW . . . . . . . COM 343412102 13,334 286,701 SH Defined 5.6 FLUOR CORP NEW . . . . . . . COM 343412102 37 800 SH Defined 5.6 FLUOR CORP NEW . . . . . . . COM 343412102 58 1,255 SH Defined 1.4 FLUOR CORP NEW . . . . . . . COM 343412102 1,033 22,200 SH Defined 1.2 FLUOR CORP NEW . . . . . . . COM 343412102 21 460 SH Defined 5,6,8,9,10,11 FLUOR CORP NEW . . . . . . . COM 343412102 1,037 22,300 SH Defined 5.7 FLUOR CORP NEW . . . . . . . COM 343412102 446 9,600 SH Defined 5.13 FLUOR CORP NEW . . . . . . . COM 343412102 479 10,300 SH Defined 5,6,16 FMC TECHNOLOGIES INC . . . . COM 30249U101 10,204 157,885 SH Defined 5.6 FMC TECHNOLOGIES INC . . . . COM 30249U101 19 300 SH Defined 1.4 FMC TECHNOLOGIES INC . . . . COM 30249U101 25 381 SH Defined 5,6,8,9,10,11 FMC TECHNOLOGIES INC . . . . COM 30249U101 2 25 SH Defined 5,6,8,9,10,11 FMC TECHNOLOGIES INC . . . . COM 30249U101 1,973 30,528 SH Defined 5.12 FMC TECHNOLOGIES INC . . . . COM 30249U101 55 846 SH Defined 1 FNB CORP PA. . . . . . . . . COM 302520101 20 2,500 SH Defined 1.4 FOCUS MEDIA HLDG LTD . . . . SPONSORED ADR 34415V109 14 743 SH Defined 1.4 FOMENTO ECONOMICO MEXICANO S SPON ADR UNITS 344419106 45,404 955,277 SH Defined 5.6 FOMENTO ECONOMICO MEXICANO S SPON ADR UNITS 344419106 7,476 157,300 SH Defined 5.6 FOMENTO ECONOMICO MEXICANO S SPON ADR UNITS 344419106 60 1,269 SH Defined 5,6,8,9,10,11 FOOT LOCKER INC. . . . . . . COM 344849104 17 1,135 SH Defined 1.4 FOOT LOCKER INC. . . . . . . COM 344849104 1 97 SH Defined 5,6,8,9,10,11 FORCE PROTECTION INC . . . . COM NEW 345203202 17 2,890 SH Defined 5,6,8,9,10,11 FORD MTR CO CAP TR II. . . . PFD TR CV6.5% 345395206 1,392 30,006 SH Defined 5,6,8,9,10,11 FORD MTR CO CAP TR II. . . . PFD TR CV6.5% 345395206 71 1,534 SH Defined 5,6,8,9,10,11 FORD MTR CO DEL. . . . . . . COM PAR $0.01 345370860 38,816 3,088,005 SH Defined 5.6 FORD MTR CO DEL. . . . . . . COM PAR $0.01 345370860 197 15,655 SH Defined 1.4 FORD MTR CO DEL. . . . . . . COM PAR $0.01 345370860 3,472 276,215 SH Defined 1.3 FORD MTR CO DEL. . . . . . . COM PAR $0.01 345370860 1,424 113,250 SH Defined 1.2 FORD MTR CO DEL. . . . . . . COM PAR $0.01 345370860 757 60,187 SH Defined 5,6,8,9,10,11 FORD MTR CO DEL. . . . . . . COM PAR $0.01 345370860 377 30,004 SH Defined 5,6,8,9,10,11 FORD MTR CO DEL. . . . . . . COM PAR $0.01 345370860 184 14,607 SH Defined 5,6,8,9,10,11 FORD MTR CO DEL. . . . . . . COM PAR $0.01 345370860 1 65 SH Defined 5,6,8,9,10,11 FORD MTR CO DEL. . . . . . . NOTE 4.250%12/1 345370CF5 141 93,000 PRN Defined 5,6,8,9,10,11 FORD MTR CO DEL. . . . . . . COM PAR $0.01 345370860 5,028 400,000 SH Defined 5.7 FORD MTR CO DEL. . . . . . . COM PAR $0.01 345370860 685 54,500 SH Defined 5.7 FORD MTR CO DEL. . . . . . . COM PAR $0.01 345370860 251 20,000 SH Defined 5.7 FORD MTR CO DEL. . . . . . . COM PAR $0.01 345370860 225 17,900 SH Defined 5.7 FORD MTR CO DEL. . . . . . . COM PAR $0.01 345370860 3,886 309,162 SH Defined 1 FOREST CITY ENTERPRISES INC. CL A 345550107 4,282 297,189 SH Defined 5.6 FOREST CITY ENTERPRISES INC. CL A 345550107 1,138 78,977 SH Defined 5,6,16 FOREST LABS INC. . . . . . . COM 345838106 16,471 525,217 SH Defined 5.6 FOREST LABS INC. . . . . . . COM 345838106 37 1,168 SH Defined 5,6,8,9,10,11 FOREST LABS INC. . . . . . . COM 345838106 3,920 125,000 SH Defined 5.7 FOREST LABS INC. . . . . . . COM 345838106 317 10,100 SH Defined 5.7 FOREST LABS INC. . . . . . . COM 345838106 103 3,280 SH Defined 5.7 FOREST LABS INC. . . . . . . COM 345838106 405 12,900 SH Defined 5.13 FOREST LABS INC. . . . . . . COM 345838106 81 2,580 SH Defined 1 FOREST OIL CORP. . . . . . . COM PAR $0.01 346091705 47 1,806 SH Defined 5,6,8,9,10,11 FORESTAR GROUP INC . . . . . COM 346233109 72 3,800 SH Defined 5,6,8,9,10,11 FORMFACTOR INC . . . . . . . COM 346375108 52 2,910 SH Defined 1.4 FORMFACTOR INC . . . . . . . COM 346375108 5 289 SH Defined 5,6,8,9,10,11 FORTINET INC . . . . . . . . COM 34959E109 43 2,445 SH Defined 5,6,16 FORTUNE BRANDS INC . . . . . COM 349631101 1,399 28,840 SH Defined 5.6 FORTUNE BRANDS INC . . . . . COM 349631101 419 8,639 SH Defined 1 FOSSIL INC . . . . . . . . . COM 349882100 17 449 SH Defined 5,6,8,9,10,11 FOSSIL INC . . . . . . . . . COM 349882100 42 1,100 SH Defined 5,6,16 FOSTER WHEELER AG. . . . . . COM H27178104 7,346 270,663 SH Defined 5.6 FOSTER WHEELER AG. . . . . . COM H27178104 94 3,460 SH Defined 1.4 FOSTER WHEELER AG. . . . . . COM H27178104 399 14,700 SH Defined 5,6,8,9,10,11 FOSTER WHEELER AG. . . . . . COM H27178104 55 2,011 SH Defined 5,6,8,9,10,11 FOSTER WHEELER AG. . . . . . COM H27178104 182 6,696 SH Defined 1 FPL GROUP INC. . . . . . . . COM 302571104 10,374 214,658 SH Defined 5.6 FPL GROUP INC. . . . . . . . COM 302571104 947 19,600 SH Defined 5.6 FPL GROUP INC. . . . . . . . COM 302571104 29 600 SH Defined 1.4 FPL GROUP INC. . . . . . . . COM 302571104 16 331 SH Defined 5,6,8,9,10,11 FPL GROUP INC. . . . . . . . COM 302571104 1,315 27,200 SH Defined 5.7 FPL GROUP INC. . . . . . . . COM 302571104 242 5,000 SH Defined 5.7 FPL GROUP INC. . . . . . . . COM 302571104 459 9,500 SH Defined 5.13 FPL GROUP INC. . . . . . . . COM 302571104 6 130 SH Defined 5.12 FPL GROUP INC. . . . . . . . COM 302571104 6,152 127,300 SH Defined 5,6,14,15 FPL GROUP INC. . . . . . . . COM 302571104 361 7,469 SH Defined 1 FRANKLIN ELEC INC. . . . . . COM 353514102 1,074 35,800 SH Defined 5.6 FRANKLIN ELEC INC. . . . . . COM 353514102 7 248 SH Defined 5,6,8,9,10,11 FRANKLIN ELEC INC. . . . . . COM 353514102 63 2,100 SH Defined 5,6,16 FRANKLIN RES INC . . . . . . COM 354613101 9,442 85,141 SH Defined 5.6 FRANKLIN RES INC . . . . . . COM 354613101 11 99 SH Defined 1.4 FRANKLIN RES INC . . . . . . COM 354613101 4,436 40,000 SH Defined 5.7 FRANKLIN RES INC . . . . . . COM 354613101 1,192 10,752 SH Defined 5.7 FRANKLIN RES INC . . . . . . COM 354613101 477 4,300 SH Defined 5.7 FRANKLIN RES INC . . . . . . COM 354613101 153 1,380 SH Defined 5.7 FRANKLIN RES INC . . . . . . COM 354613101 594 5,355 SH Defined 1 FRANKLIN STREET PPTYS CORP . COM 35471R106 2,555 177,075 SH Defined 5.6 FRANKLIN STREET PPTYS CORP . COM 35471R106 291 20,200 SH Defined 5.6 FREDERICKS HOLLYWOOD GROUP I COM 35582T108 0 200 SH Defined 1.4 FREDS INC. . . . . . . . . . CL A 356108100 96 8,040 SH Defined 5,6,16 FREEPORT-MCMORAN COPPER & GO COM 35671D857 100,164 1,198,999 SH Defined 5.6 FREEPORT-MCMORAN COPPER & GO COM 35671D857 640 7,660 SH Defined 5,6,8,9,10,11 FREEPORT-MCMORAN COPPER & GO COM 35671D857 359 4,300 SH Defined 5,6,8,9,10,11 FREEPORT-MCMORAN COPPER & GO COM 35671D857 58 693 SH Defined 5,6,8,9,10,11 FREEPORT-MCMORAN COPPER & GO COM 35671D857 51 607 SH Defined 5,6,8,9,10,11 FREEPORT-MCMORAN COPPER & GO COM 35671D857 36 430 SH Defined 5,6,8,9,10,11 FREEPORT-MCMORAN COPPER & GO PFD CONV 35671D782 594 5,124 SH Defined 5,6,8,9,10,11 FREEPORT-MCMORAN COPPER & GO COM 35671D857 143 1,716 SH Defined 5,6,8,9 FREEPORT-MCMORAN COPPER & GO COM 35671D857 5,012 60,000 SH Defined 5.7 FREEPORT-MCMORAN COPPER & GO COM 35671D857 3,258 39,000 SH Defined 5.7 FREEPORT-MCMORAN COPPER & GO COM 35671D857 2,506 30,000 SH Defined 5.7 FREEPORT-MCMORAN COPPER & GO COM 35671D857 560 6,700 SH Defined 5.7 FREEPORT-MCMORAN COPPER & GO COM 35671D857 365 4,365 SH Defined 5.7 FREEPORT-MCMORAN COPPER & GO COM 35671D857 180 2,160 SH Defined 5.7 FREEPORT-MCMORAN COPPER & GO COM 35671D857 71 850 SH Defined 5.7 FREEPORT-MCMORAN COPPER & GO COM 35671D857 586 7,020 SH Defined 5.13 FREEPORT-MCMORAN COPPER & GO COM 35671D857 461 5,521 SH Defined 5,6,16 FREEPORT-MCMORAN COPPER & GO COM 35671D857 251 3,000 SH Defined 5.12 FREEPORT-MCMORAN COPPER & GO PFD CONV 35671D782 12 101 SH Defined 5.12 FREEPORT-MCMORAN COPPER & GO COM 35671D857 17,903 214,300 SH Defined 5,6,14,15 FREEPORT-MCMORAN COPPER & GO COM 35671D857 359 4,300 SH Defined 5,6,14,15 FREEPORT-MCMORAN COPPER & GO COM 35671D857 228 2,724 SH Defined 1 FRESENIUS KABI PHARMACEUTHLD RIGHT 06/30/2011 35802M115 0 2,000 SH Defined 1.4 FRESH DEL MONTE PRODUCE INC. ORD G36738105 3,827 189,000 SH Defined 5.6 FRESH DEL MONTE PRODUCE INC. ORD G36738105 65 3,225 SH Defined 5,6,16 FRONTEER DEV GROUP INC . . . COM 35903Q106 5 1,070 SH Defined 1.4 FRONTEER DEV GROUP INC . . . COM 35903Q106 813 159,078 SH Defined 5.13 FRONTEER DEV GROUP INC . . . COM 35903Q106 1,387 271,270 SH Defined 5.12 FRONTEER DEV GROUP INC . . . COM 35903Q106 508 99,458 SH Defined 5.12 FRONTIER COMMUNICATIONS CORP COM 35906A108 102 13,723 SH Defined 5.6 FRONTIER COMMUNICATIONS CORP COM 35906A108 493 66,305 SH Defined 1 FRONTIER OIL CORP. . . . . . COM 35914P105 24 1,800 SH Defined 1.4 FRONTIER OIL CORP. . . . . . COM 35914P105 72 5,300 SH Defined 5,6,16 FRONTLINE LTD. . . . . . . . SHS G3682E127 55 1,800 SH Defined 1.4 FRONTLINE LTD. . . . . . . . SHS G3682E127 1 38 SH Defined 5,6,8,9 FRONTLINE LTD. . . . . . . . SHS G3682E127 62 2,039 SH Defined 5.7 FRONTLINE LTD. . . . . . . . SHS G3682E127 3 100 SH Defined 1 FTI CONSULTING INC . . . . . COM 302941109 9 241 SH Defined 1.4 FTI CONSULTING INC . . . . . COM 302941109 44 1,119 SH Defined 5,6,8,9,10,11 FUEL SYS SOLUTIONS INC . . . COM 35952W103 684 21,400 SH Defined 5.6 FUEL SYS SOLUTIONS INC . . . COM 35952W103 25 779 SH Defined 1.4 FUELCELL ENERGY INC. . . . . COM 35952H106 32 11,500 SH Defined 1.4 FUELCELL ENERGY INC. . . . . COM 35952H106 150 53,200 SH Defined 5.12 FULLER H B CO. . . . . . . . COM 359694106 26 1,100 SH Defined 5,6,16 FULLER H B CO. . . . . . . . COM 359694106 125 5,400 SH Defined 5.12 FUQI INTERNATIONAL INC . . . COM NEW 36102A207 26 2,350 SH Defined 1.4 G & K SVCS INC . . . . . . . CL A 361268105 51 1,980 SH Defined 5,6,16 GAFISA S A . . . . . . . . . SPONS ADR 362607301 15,885 1,156,100 SH Defined 5.6 GAFISA S A . . . . . . . . . SPONS ADR 362607301 525 38,200 SH Defined 5.6 GAFISA S A . . . . . . . . . SPONS ADR 362607301 50 3,660 SH Defined 1.4 GALLAGHER ARTHUR J & CO. . . COM 363576109 11 446 SH Defined 5,6,8,9,10,11 GAMESTOP CORP NEW. . . . . . CL A 36467W109 11,078 505,607 SH Defined 5.6 GAMESTOP CORP NEW. . . . . . CL A 36467W109 310 14,168 SH Defined 1.4 GAMESTOP CORP NEW. . . . . . CL A 36467W109 74 3,357 SH Defined 5,6,8,9,10,11 GAMESTOP CORP NEW. . . . . . CL A 36467W109 110 5,000 SH Defined 5.7 GAMESTOP CORP NEW. . . . . . CL A 36467W109 55 2,520 SH Defined 5,6,16 GAMESTOP CORP NEW. . . . . . CL A 36467W109 78 3,550 SH Defined 5.12 GAMESTOP CORP NEW. . . . . . CL A 36467W109 183 8,363 SH Defined 1 GAMMON GOLD INC. . . . . . . COM 36467T106 43 6,047 SH Defined 1.4 GAMMON GOLD INC. . . . . . . COM 36467T106 1,520 213,128 SH Defined 5.12 GAMMON GOLD INC. . . . . . . COM 36467T106 108 15,187 SH Defined 5.12 GANNETT INC. . . . . . . . . COM 364730101 165 10,000 SH Defined 5.6 GANNETT INC. . . . . . . . . COM 364730101 38 2,300 SH Defined 5,6,8,9,10,11 GANNETT INC. . . . . . . . . COM 364730101 58 3,500 SH Defined 5.7 GANNETT INC. . . . . . . . . COM 364730101 115 6,932 SH Defined 1 GAP INC DEL. . . . . . . . . COM 364760108 19,737 854,037 SH Defined 5.6 GAP INC DEL. . . . . . . . . COM 364760108 52 2,236 SH Defined 1.4 GAP INC DEL. . . . . . . . . COM 364760108 603 26,090 SH Defined 5,6,8,9,10,11 GAP INC DEL. . . . . . . . . COM 364760108 5 223 SH Defined 5,6,8,9,10,11 GAP INC DEL. . . . . . . . . COM 364760108 23,949 1,036,300 SH Defined 5.12 GAP INC DEL. . . . . . . . . COM 364760108 125 5,397 SH Defined 1 GARDNER DENVER INC . . . . . COM 365558105 99 2,250 SH Defined 5.12 GARMIN LTD . . . . . . . . . ORD G37260109 8,768 227,869 SH Defined 5.6 GARMIN LTD . . . . . . . . . ORD G37260109 71 1,835 SH Defined 1.4 GARMIN LTD . . . . . . . . . ORD G37260109 12 301 SH Defined 5,6,8,9,10,11 GARMIN LTD . . . . . . . . . ORD G37260109 21 548 SH Defined 5,6,8,9 GARMIN LTD . . . . . . . . . ORD G37260109 112 2,922 SH Defined 1 GARTNER INC. . . . . . . . . COM 366651107 14 642 SH Defined 5,6,8,9,10,11 GASTAR EXPL LTD. . . . . . . COM NEW 367299203 20 4,060 SH Defined 1.4 GASTAR EXPL LTD. . . . . . . COM NEW 367299203 9 1,949 SH Defined 5,6,8,9,10,11 GAYLORD ENTMT CO NEW . . . . COM 367905106 101 3,433 SH Defined 5,6,8,9,10,11 GENCO SHIPPING & TRADING LTD SHS Y2685T107 40 1,888 SH Defined 1.4 GENCO SHIPPING & TRADING LTD SHS Y2685T107 48 2,259 SH Defined 5,6,8,9,10,11 GENERAC HLDGS INC. . . . . . COM 368736104 21 1,469 SH Defined 5,6,8,9,10,11 GENERAL CABLE CORP DEL NEW . COM 369300108 10 364 SH Defined 1.4 GENERAL CABLE CORP DEL NEW . NOTE 0.875%11/1 369300AD0 758 879,000 PRN Defined 5,6,8,9,10,11 GENERAL CABLE CORP DEL NEW . NOTE 0.875%11/1 369300AD0 155 180,000 PRN Defined 5,6,8,9,10,11 GENERAL CABLE CORP DEL NEW . COM 369300108 22 800 SH Defined 5.7 GENERAL DYNAMICS CORP. . . . COM 369550108 2,793 36,181 SH Defined 5.6 GENERAL DYNAMICS CORP. . . . COM 369550108 164 2,120 SH Defined 1.4 GENERAL DYNAMICS CORP. . . . COM 369550108 525 6,800 SH Defined 5.13 GENERAL DYNAMICS CORP. . . . COM 369550108 125 1,618 SH Defined 1 GENERAL ELECTRIC CO. . . . . COM 369604103 89,235 4,903,003 SH Defined 5.6 GENERAL ELECTRIC CO. . . . . COM 369604103 1,238 68,000 SH Defined 5.6 GENERAL ELECTRIC CO. . . . . COM 369604103 9 512 SH Defined 1 GENERAL ELECTRIC CO. . . . . COM 369604103 2,150 118,108 SH Defined 1.4 GENERAL ELECTRIC CO. . . . . COM 369604103 8,580 471,445 SH Defined 1.2 GENERAL ELECTRIC CO. . . . . COM 369604103 51 2,776 SH Defined 5,6,8,9,10,11 GENERAL ELECTRIC CO. . . . . COM 369604103 2,643 145,200 SH Defined 1 GENERAL ELECTRIC CO. . . . . COM 369604103 20,930 1,150,000 SH Defined 5.7 GENERAL ELECTRIC CO. . . . . COM 369604103 3,731 205,000 SH Defined 5.7 GENERAL ELECTRIC CO. . . . . COM 369604103 2,486 136,600 SH Defined 5.7 GENERAL ELECTRIC CO. . . . . COM 369604103 1,987 109,200 SH Defined 5.7 GENERAL ELECTRIC CO. . . . . COM 369604103 819 45,000 SH Defined 5.7 GENERAL ELECTRIC CO. . . . . COM 369604103 643 35,350 SH Defined 5.7 GENERAL ELECTRIC CO. . . . . COM 369604103 437 24,000 SH Defined 5.7 GENERAL ELECTRIC CO. . . . . COM 369604103 207 11,400 SH Defined 5.7 GENERAL ELECTRIC CO. . . . . COM 369604103 919 50,500 SH Defined 5.13 GENERAL ELECTRIC CO. . . . . COM 369604103 28 1,529 SH Defined GENERAL ELECTRIC CO. . . . . COM 369604103 472 25,914 SH Defined 5,6,16 GENERAL ELECTRIC CO. . . . . COM 369604103 499 27,391 SH Defined 5.12 GENERAL ELECTRIC CO. . . . . COM 369604103 922 50,666 SH Defined 5.12 GENERAL ELECTRIC CO. . . . . COM 369604103 20,041 1,101,140 SH Defined 5.12 GENERAL ELECTRIC CO. . . . . COM 369604103 27,984 1,537,593 SH Defined 5,6,14,15 GENERAL ELECTRIC CO. . . . . COM 369604103 511 28,060 SH Defined 5,6,14,15 GENERAL ELECTRIC CO. . . . . COM 369604103 12,912 709,467 SH Defined 1 GENERAL GROWTH PPTYS INC . . COM 370021107 6 369 SH Defined 1.4 GENERAL GROWTH PPTYS INC . . COM 370021107 123 7,657 SH Defined 5,6,8,9,10,11 GENERAL MARITIME CORP NEW. . SHS Y2693R101 1 200 SH Defined 1.4 GENERAL MARITIME CORP NEW. . SHS Y2693R101 12 1,660 SH Defined 5,6,8,9,10,11 GENERAL MLS INC. . . . . . . COM 370334104 6,631 93,675 SH Defined 5.6 GENERAL MLS INC. . . . . . . COM 370334104 368 5,200 SH Defined 5.6 GENERAL MLS INC. . . . . . . COM 370334104 368 5,196 SH Defined 1.4 GENERAL MLS INC. . . . . . . COM 370334104 8 116 SH Defined 5,6,8,9,10,11 GENERAL MLS INC. . . . . . . COM 370334104 70 995 SH Defined 1 GENERAL MLS INC. . . . . . . COM 370334104 736 10,400 SH Defined 5,6,14,15 GENERAL MLS INC. . . . . . . COM 370334104 99 1,400 SH Defined 5,6,14,15 GENERAL MLS INC. . . . . . . COM 370334104 1,593 22,505 SH Defined 1 GENESCO INC. . . . . . . . . COM 371532102 6 200 SH Defined 1.4 GENOPTIX INC . . . . . . . . COM 37243V100 3 74 SH Defined 5,6,8,9,10,11 GENOPTIX INC . . . . . . . . COM 37243V100 69 1,958 SH Defined 5,6,16 GENPACT LIMITED. . . . . . . SHS G3922B107 27 1,625 SH Defined 5,6,8,9,10,11 GENTEX CORP. . . . . . . . . COM 371901109 33 1,700 SH Defined 1.4 GENTEX CORP. . . . . . . . . COM 371901109 91 4,695 SH Defined 5,6,16 GENUINE PARTS CO . . . . . . COM 372460105 10,124 239,674 SH Defined 5.6 GENUINE PARTS CO . . . . . . COM 372460105 25 600 SH Defined 5,6,14,15 GENUINE PARTS CO . . . . . . COM 372460105 601 14,217 SH Defined 1 GENVEC INC . . . . . . . . . COM 37246C109 14 18,000 SH Defined 1.4 GENWORTH FINL INC. . . . . . COM CL A 37247D106 2,180 118,862 SH Defined 5.6 GENWORTH FINL INC. . . . . . COM CL A 37247D106 87 4,745 SH Defined 1.4 GENWORTH FINL INC. . . . . . COM CL A 37247D106 781 42,590 SH Defined 5,6,8,9,10,11 GENWORTH FINL INC. . . . . . COM CL A 37247D106 85 4,644 SH Defined 5,6,8,9,10,11 GENWORTH FINL INC. . . . . . COM CL A 37247D106 1,972 107,500 SH Defined 5.7 GENWORTH FINL INC. . . . . . COM CL A 37247D106 1,323 72,164 SH Defined 5.7 GENWORTH FINL INC. . . . . . COM CL A 37247D106 240 13,100 SH Defined 5.7 GENWORTH FINL INC. . . . . . COM CL A 37247D106 92 5,000 SH Defined 5.7 GENWORTH FINL INC. . . . . . COM CL A 37247D106 64 3,500 SH Defined 5.7 GENWORTH FINL INC. . . . . . COM CL A 37247D106 66 3,620 SH Defined 1 GENZYME CORP . . . . . . . . COM 372917104 2,926 56,453 SH Defined 5.6 GENZYME CORP . . . . . . . . COM 372917104 387 7,466 SH Defined 1.4 GENZYME CORP . . . . . . . . COM 372917104 761 14,689 SH Defined 1.3 GENZYME CORP . . . . . . . . COM 372917104 91 1,757 SH Defined 5,6,8,9,10,11 GENZYME CORP . . . . . . . . COM 372917104 48 935 SH Defined 5,6,8,9,10,11 GENZYME CORP . . . . . . . . COM 372917104 181 3,500 SH Defined 5.7 GENZYME CORP . . . . . . . . COM 372917104 1,213 23,405 SH Defined 5.12 GENZYME CORP . . . . . . . . COM 372917104 43,042 830,450 SH Defined 5,6,14,15 GENZYME CORP . . . . . . . . COM 372917104 73 1,400 SH Defined 5,6,14,15 GENZYME CORP . . . . . . . . COM 372917104 880 16,972 SH Defined 1 GEO GROUP INC. . . . . . . . COM 36159R103 17 871 SH Defined 5,6,8,9,10,11 GEOGLOBAL RESOURCES INC. . . COM 37249T109 38 23,750 SH Defined 1.4 GEOKINETICS INC. . . . . . . COM PAR $0.01 372910307 303 42,000 SH Defined 5.6 GEOMET INC DEL . . . . . . . COM 37250U201 456 511,000 SH Defined 5.6 GERDAU AMERISTEEL CORP . . . COM 37373P105 381 48,524 SH Defined 5.6 GERDAU S A . . . . . . . . . SPONSORED ADR 373737105 27,529 1,688,900 SH Defined 5.6 GERDAU S A . . . . . . . . . SPONSORED ADR 373737105 3,945 242,000 SH Defined 5.6 GERDAU S A . . . . . . . . . SPONSORED ADR 373737105 67 4,102 SH Defined 5,6,8,9,10,11 GERDAU S A . . . . . . . . . SPONSORED ADR 373737105 5,893 361,522 SH Defined 1 GERON CORP . . . . . . . . . COM 374163103 57 10,081 SH Defined 1.4 GETTY RLTY CORP NEW. . . . . COM 374297109 962 41,094 SH Defined 5.6 GETTY RLTY CORP NEW. . . . . COM 374297109 211 9,000 SH Defined 5.6 GFI GROUP INC. . . . . . . . COM 361652209 93 16,100 SH Defined 1.4 GIANT INTERACTIVE GROUP INC. ADR 374511103 13 1,699 SH Defined 1.4 GIGAMEDIA LTD. . . . . . . . ORD Y2711Y104 17 5,466 SH Defined 1.4 GIGAMEDIA LTD. . . . . . . . ORD Y2711Y104 0 12 SH Defined 5,6,8,9 GILAT SATELLITE NETWORKS LTD SHS NEW M51474118 0 1 SH Defined 1.3 GILDAN ACTIVEWEAR INC. . . . COM 375916103 350 13,365 SH Defined 5.6 GILDAN ACTIVEWEAR INC. . . . COM 375916103 27 1,040 SH Defined 1.4 GILEAD SCIENCES INC. . . . . COM 375558103 4,982 109,538 SH Defined 5.6 GILEAD SCIENCES INC. . . . . COM 375558103 455 10,000 SH Defined 5.6 GILEAD SCIENCES INC. . . . . COM 375558103 248 5,460 SH Defined 1.4 GILEAD SCIENCES INC. . . . . COM 375558103 795 17,481 SH Defined 1.3 GILEAD SCIENCES INC. . . . . COM 375558103 47 1,043 SH Defined 5,6,8,9,10,11 GILEAD SCIENCES INC. . . . . NOTE 0.500% 5/0 375558AG8 1,373 1,140,000 PRN Defined 5,6,8,9,10,11 GILEAD SCIENCES INC. . . . . COM 375558103 6,822 150,000 SH Defined 5.7 GILEAD SCIENCES INC. . . . . COM 375558103 1,819 40,000 SH Defined 5.7 GILEAD SCIENCES INC. . . . . COM 375558103 1,774 39,000 SH Defined 5.7 GILEAD SCIENCES INC. . . . . COM 375558103 641 14,100 SH Defined 5.7 GILEAD SCIENCES INC. . . . . COM 375558103 208 4,570 SH Defined 5.7 GILEAD SCIENCES INC. . . . . COM 375558103 199 4,365 SH Defined 5.7 GILEAD SCIENCES INC. . . . . COM 375558103 82 1,800 SH Defined 5.7 GILEAD SCIENCES INC. . . . . COM 375558103 1,126 24,760 SH Defined 5.13 GILEAD SCIENCES INC. . . . . COM 375558103 55 1,200 SH Defined GILEAD SCIENCES INC. . . . . COM 375558103 950 20,887 SH Defined 5,6,16 GILEAD SCIENCES INC. . . . . COM 375558103 3,538 77,800 SH Defined 5.12 GILEAD SCIENCES INC. . . . . COM 375558103 1,237 27,200 SH Defined 5.12 GILEAD SCIENCES INC. . . . . COM 375558103 1,856 40,800 SH Defined 5.12 GILEAD SCIENCES INC. . . . . COM 375558103 2,323 51,075 SH Defined 1 GLACIER BANCORP INC NEW. . . COM 37637Q105 132 8,664 SH Defined 5,6,8,9,10,11 GLACIER BANCORP INC NEW. . . COM 37637Q105 49 3,250 SH Defined 5,6,16 GLADSTONE COML CORP. . . . . COM 376536108 29 2,000 SH Defined 5.6 GLATFELTER . . . . . . . . . COM 377316104 2 145 SH Defined 5,6,8,9,10,11 GLATFELTER . . . . . . . . . COM 377316104 75 5,150 SH Defined 5.12 GLAXOSMITHKLINE PLC. . . . . SPONSORED ADR 37733W105 77 2,000 SH Defined 1.4 GLG PARTNERS INC . . . . . . COM 37929X107 99 32,300 SH Defined 1.4 GLG PARTNERS INC . . . . . . COM 37929X107 9 2,929 SH Defined 5,6,8,9,10,11 GLIMCHER RLTY TR . . . . . . SH BEN INT 379302102 774 152,690 SH Defined 5.6 GLIMCHER RLTY TR . . . . . . SH BEN INT 379302102 180 35,600 SH Defined 5.6 GLIMCHER RLTY TR . . . . . . SH BEN INT 379302102 7 1,300 SH Defined 5,6,8,9,10,11 GLOBAL PMTS INC. . . . . . . COM 37940X102 100 2,193 SH Defined 1.4 GLOBAL PMTS INC. . . . . . . COM 37940X102 12 266 SH Defined 5,6,8,9,10,11 GLOBAL PMTS INC. . . . . . . COM 37940X102 195 4,286 SH Defined 5,6,8,9,10,11 GLOBE SPECIALTY METALS INC . COM 37954N206 1,521 135,931 SH Defined 1.4 GMX RES INC. . . . . . . . . COM 38011M108 419 51,000 SH Defined 5.6 GOL LINHAS AEREAS INTLG S A. SP ADR REP PFD 38045R107 6,088 491,400 SH Defined 5.6 GOL LINHAS AEREAS INTLG S A. SP ADR REP PFD 38045R107 1,984 160,100 SH Defined 5.6 GOL LINHAS AEREAS INTLG S A. SP ADR REP PFD 38045R107 916 73,919 SH Defined 1 GOLAR LNG LTD BERMUDA. . . . SHS G9456A100 54 4,660 SH Defined 5,6,8,9,10,11 GOLD FIELDS LTD NEW. . . . . SPONSORED ADR 38059T106 296 23,439 SH Defined 1.4 GOLD FIELDS LTD NEW. . . . . SPONSORED ADR 38059T106 180 14,255 SH Defined 5,6,8,9,10,11 GOLD FIELDS LTD NEW. . . . . SPONSORED ADR 38059T106 0 5 SH Defined 5,6,8,9 GOLD FIELDS LTD NEW. . . . . SPONSORED ADR 38059T106 7,975 631,907 SH Defined 5.12 GOLD FIELDS LTD NEW. . . . . SPONSORED ADR 38059T106 665 52,722 SH Defined 5.12 GOLD FIELDS LTD NEW. . . . . SPONSORED ADR 38059T106 10,026 794,453 SH Defined 5.12 GOLDCORP INC NEW . . . . . . COM 380956409 82,435 2,214,004 SH Defined 5.6 GOLDCORP INC NEW . . . . . . COM 380956409 382 10,262 SH Defined 1.4 GOLDCORP INC NEW . . . . . . COM 380956409 1,619 43,489 SH Defined 1.2 GOLDCORP INC NEW . . . . . . COM 380956409 180 4,840 SH Defined 5,6,8,9,10,11 GOLDCORP INC NEW . . . . . . COM 380956409 2 46 SH Defined 5,6,8,9,10,11 GOLDCORP INC NEW . . . . . . COM 380956409 218 5,861 SH Defined 5,6,8,9 GOLDCORP INC NEW . . . . . . COM 380956409 14 388 SH Defined 5,6,8,9 GOLDCORP INC NEW . . . . . . COM 380956409 1,806 48,500 SH Defined 5.7 GOLDCORP INC NEW . . . . . . COM 380956409 195 5,240 SH Defined 5.7 GOLDCORP INC NEW . . . . . . COM 380956409 82 2,200 SH Defined 5.7 GOLDCORP INC NEW . . . . . . COM 380956409 6,994 187,841 SH Defined 5.13 GOLDCORP INC NEW . . . . . . COM 380956409 32,556 874,385 SH Defined 5.12 GOLDCORP INC NEW . . . . . . COM 380956409 4,660 125,160 SH Defined 5.12 GOLDCORP INC NEW . . . . . . COM 380956409 166 4,454 SH Defined 1 GOLDEN STAR RES LTD CDA. . . COM 38119T104 2,514 649,700 SH Defined 5.6 GOLDEN STAR RES LTD CDA. . . COM 38119T104 10 2,500 SH Defined 1.4 GOLDEN STAR RES LTD CDA. . . COM 38119T104 2 500 SH Defined 5,6,8,9,10,11 GOLDEN STAR RES LTD CDA. . . COM 38119T104 3 900 SH Defined 5,6,8,9,10,11 GOLDEN STAR RES LTD CDA. . . COM 38119T104 1,271 328,438 SH Defined 5.12 GOLDEN STAR RES LTD CDA. . . COM 38119T104 92 23,803 SH Defined 5.12 GOLDMAN SACHS GROUP INC. . . COM 38141G104 58,434 342,461 SH Defined 5.6 GOLDMAN SACHS GROUP INC. . . COM 38141G104 1,160 6,800 SH Defined 5.6 GOLDMAN SACHS GROUP INC. . . COM 38141G104 7,088 41,540 SH Defined 1.4 GOLDMAN SACHS GROUP INC. . . COM 38141G104 5,112 29,960 SH Defined 1.2 GOLDMAN SACHS GROUP INC. . . COM 38141G104 842 4,936 SH Defined 5,6,8,9,10,11 GOLDMAN SACHS GROUP INC. . . COM 38141G104 355 2,080 SH Defined 5,6,8,9,10,11 GOLDMAN SACHS GROUP INC. . . COM 38141G104 30 173 SH Defined 5,6,8,9,10,11 GOLDMAN SACHS GROUP INC. . . COM 38141G104 136 795 SH Defined 1 GOLDMAN SACHS GROUP INC. . . COM 38141G104 13,650 80,000 SH Defined 5.7 GOLDMAN SACHS GROUP INC. . . COM 38141G104 2,389 14,000 SH Defined 5.7 GOLDMAN SACHS GROUP INC. . . COM 38141G104 1,177 6,900 SH Defined 5.7 GOLDMAN SACHS GROUP INC. . . COM 38141G104 384 2,250 SH Defined 5.7 GOLDMAN SACHS GROUP INC. . . COM 38141G104 256 1,500 SH Defined 5.7 GOLDMAN SACHS GROUP INC. . . COM 38141G104 68 400 SH Defined 5.7 GOLDMAN SACHS GROUP INC. . . COM 38141G104 869 5,090 SH Defined 5.13 GOLDMAN SACHS GROUP INC. . . COM 38141G104 196 1,149 SH Defined 5,6,16 GOLDMAN SACHS GROUP INC. . . COM 38141G104 28,347 166,130 SH Defined 5,6,14,15 GOLDMAN SACHS GROUP INC. . . COM 38141G104 563 3,300 SH Defined 5,6,14,15 GOLDMAN SACHS GROUP INC. . . COM 38141G104 5,994 35,126 SH Defined 1 GOODRICH CORP. . . . . . . . COM 382388106 2,521 35,742 SH Defined 5.6 GOODRICH CORP. . . . . . . . COM 382388106 35 500 SH Defined 1.4 GOODRICH CORP. . . . . . . . COM 382388106 241 3,420 SH Defined 5,6,8,9,10,11 GOODRICH CORP. . . . . . . . COM 382388106 317 4,500 SH Defined 5.13 GOODRICH CORP. . . . . . . . COM 382388106 472 6,700 SH Defined 5,6,16 GOODRICH CORP. . . . . . . . COM 382388106 225 3,195 SH Defined 1 GOODRICH PETE CORP . . . . . NOTE 5.000%10/0 382410AC2 122 140,000 PRN Defined 5,6,8,9,10,11 GOODRICH PETE CORP . . . . . COM NEW 382410405 31 2,012 SH Defined 5,6,16 GOODYEAR TIRE & RUBR CO. . . COM 382550101 2,960 234,142 SH Defined 5.6 GOODYEAR TIRE & RUBR CO. . . COM 382550101 122 9,662 SH Defined 1.4 GOODYEAR TIRE & RUBR CO. . . COM 382550101 315 24,950 SH Defined 5,6,8,9,10,11 GOODYEAR TIRE & RUBR CO. . . COM 382550101 35 2,807 SH Defined 5,6,8,9,10,11 GOODYEAR TIRE & RUBR CO. . . COM 382550101 181 14,329 SH Defined 1 GOOGLE INC . . . . . . . . . CL A 38259P508 102,836 181,366 SH Defined 5.6 GOOGLE INC . . . . . . . . . CL A 38259P508 5,954 10,500 SH Defined 5.6 GOOGLE INC . . . . . . . . . CL A 38259P508 23 40 SH Defined 1 GOOGLE INC . . . . . . . . . CL A 38259P508 8,756 15,442 SH Defined 1.4 GOOGLE INC . . . . . . . . . CL A 38259P508 607 1,071 SH Defined 5,6,8,9,10,11 GOOGLE INC . . . . . . . . . CL A 38259P508 196 346 SH Defined 5,6,8,9,10,11 GOOGLE INC . . . . . . . . . CL A 38259P508 6 10 SH Defined 5,6,8,9,10,11 GOOGLE INC . . . . . . . . . CL A 38259P508 14 25 SH Defined 1 GOOGLE INC . . . . . . . . . CL A 38259P508 16,160 28,500 SH Defined 5.7 GOOGLE INC . . . . . . . . . CL A 38259P508 4,451 7,850 SH Defined 5.7 GOOGLE INC . . . . . . . . . CL A 38259P508 1,474 2,600 SH Defined 5.7 GOOGLE INC . . . . . . . . . CL A 38259P508 737 1,300 SH Defined 5.7 GOOGLE INC . . . . . . . . . CL A 38259P508 493 870 SH Defined 5.7 GOOGLE INC . . . . . . . . . CL A 38259P508 439 775 SH Defined 5.7 GOOGLE INC . . . . . . . . . CL A 38259P508 125 220 SH Defined 5.7 GOOGLE INC . . . . . . . . . CL A 38259P508 48 85 SH Defined 5.7 GOOGLE INC . . . . . . . . . CL A 38259P508 1,982 3,495 SH Defined 5.13 GOOGLE INC . . . . . . . . . CL A 38259P508 7 13 SH Defined GOOGLE INC . . . . . . . . . CL A 38259P508 17 30 SH Defined GOOGLE INC . . . . . . . . . CL A 38259P508 1,557 2,746 SH Defined 5,6,16 GOOGLE INC . . . . . . . . . CL A 38259P508 4,990 8,801 SH Defined 5.12 GOOGLE INC . . . . . . . . . CL A 38259P508 406 716 SH Defined 1 GOVERNMENT PPTYS INCOME TR . COM SHS BEN INT 38376A103 1,355 52,096 SH Defined 5.6 GRACE W R & CO DEL NEW . . . COM 38388F108 9 336 SH Defined 5,6,8,9,10,11 GRACE W R & CO DEL NEW . . . COM 38388F108 0 5 SH Defined GRACE W R & CO DEL NEW . . . COM 38388F108 32 1,153 SH Defined 5,6,16 GRACO INC. . . . . . . . . . COM 384109104 522 16,322 SH Defined 5,6,8,9,10,11 GRACO INC. . . . . . . . . . COM 384109104 55 1,716 SH Defined 5,6,8,9,10,11 GRAFTECH INTL LTD. . . . . . COM 384313102 21 1,500 SH Defined 1.4 GRAFTECH INTL LTD. . . . . . COM 384313102 116 8,500 SH Defined 5.12 GRAHAM CORP. . . . . . . . . COM 384556106 53 2,940 SH Defined 5,6,8,9,10,11 GRAINGER W W INC . . . . . . COM 384802104 1,013 9,372 SH Defined 5.6 GRAINGER W W INC . . . . . . COM 384802104 7,741 71,600 SH Defined 5,6,14,15 GRAINGER W W INC . . . . . . COM 384802104 251 2,320 SH Defined 1 GRAN TIERRA ENERGY INC . . . COM 38500T101 3,404 577,000 SH Defined 5.6 GRAN TIERRA ENERGY INC . . . COM 38500T101 1 200 SH Defined 1.4 GRAN TIERRA ENERGY INC . . . COM 38500T101 20 3,355 SH Defined 5,6,8,9,10,11 GRAND CANYON ED INC. . . . . COM 38526M106 62 2,390 SH Defined 5,6,16 GRANITE CONSTR INC . . . . . COM 387328107 35 1,173 SH Defined 5,6,8,9,10,11 GRAPHIC PACKAGING HLDG CO. . COM 388689101 65 17,928 SH Defined 5,6,8,9,10,11 GREAT ATLANTIC & PAC TEA INC COM 390064103 5 690 SH Defined 5,6,8,9,10,11 GREAT BASIN GOLD LTD . . . . COM 390124105 6 3,812 SH Defined 5,6,8,9,10,11 GREAT BASIN GOLD LTD . . . . COM 390124105 48 28,204 SH Defined 5.12 GREAT PLAINS ENERGY INC. . . COM 391164100 10 563 SH Defined 1.4 GREAT PLAINS ENERGY INC. . . COM 391164100 1,777 95,690 SH Defined 5,6,14,15 GREATER CHINA FD INC . . . . COM 39167B102 4 332 SH Defined 1.4 GREEN MTN COFFEE ROASTERS IN COM 393122106 290 3,000 SH Defined 5.6 GREEN MTN COFFEE ROASTERS IN COM 393122106 73 753 SH Defined 1.4 GREEN MTN COFFEE ROASTERS IN COM 393122106 102 1,050 SH Defined 5,6,16 GREEN PLAINS RENEWABLE ENERG COM 393222104 29 2,000 SH Defined 1.4 GREEN PLAINS RENEWABLE ENERG COM 393222104 9 600 SH Defined 5,6,16 GREENHILL & CO INC . . . . . COM 395259104 23,724 289,000 SH Defined 5.6 GREENHILL & CO INC . . . . . COM 395259104 1,724 21,000 SH Defined 5.6 GROUP 1 AUTOMOTIVE INC . . . COM 398905109 25 772 SH Defined 5,6,16 GROUPE CGI INC . . . . . . . CL A SUB VTG 39945C109 2,958 198,374 SH Defined 5.6 GROUPE CGI INC . . . . . . . CL A SUB VTG 39945C109 6,425 430,825 SH Defined 1.2 GROUPE CGI INC . . . . . . . CL A SUB VTG 39945C109 11,394 764,000 SH Defined 5,6,14,15 GROUPE CGI INC . . . . . . . CL A SUB VTG 39945C109 344 23,100 SH Defined 5,6,14,15 GRUPO AEROPORTUARIO DEL PAC. SPON ADR B 400506101 21 554 SH Defined 5,6,8,9,10,11 GRUPO RADIO CENTRO S A B DE. SPONSORED ADR 40049C102 263 32,000 SH Defined 5.12 GRUPO TELEVISA SA DE CV. . . SP ADR REP ORD 40049J206 60,540 2,880,093 SH Defined 5.6 GRUPO TELEVISA SA DE CV. . . SP ADR REP ORD 40049J206 18,275 869,397 SH Defined 5.6 GRUPO TELEVISA SA DE CV. . . SP ADR REP ORD 40049J206 27 1,281 SH Defined 5,6,8,9,10,11 GRUPO TELEVISA SA DE CV. . . SP ADR REP ORD 40049J206 1,009 48,000 SH Defined 5.12 GRUPO TELEVISA SA DE CV. . . SP ADR REP ORD 40049J206 6,053 287,962 SH Defined 5.12 GRUPO TELEVISA SA DE CV. . . SP ADR REP ORD 40049J206 7 318 SH Defined 1 GSIMERCE INC . . . . . . . . COM 36238G102 91 3,272 SH Defined 5,6,8,9,10,11 GT SOLAR INTL INC. . . . . . COM 3623E0209 464 88,700 SH Defined 5.6 GT SOLAR INTL INC. . . . . . COM 3623E0209 49 9,321 SH Defined 5,6,8,9,10,11 GUANGSHEN RY LTD . . . . . . SPONSORED ADR 40065W107 0 1 SH Defined 1 GUESS INC. . . . . . . . . . COM 401617105 39 822 SH Defined 1.4 GUESS INC. . . . . . . . . . COM 401617105 221 4,700 SH Defined 5.13 GUESS INC. . . . . . . . . . COM 401617105 700 14,900 SH Defined 5.12 GULF ISLAND FABRICATION INC. COM 402307102 8 354 SH Defined 5,6,8,9,10,11 GULF RESOURCES INC . . . . . COM PAR $0.0005 40251W309 24 2,049 SH Defined 5,6,8,9,10,11 GUSHAN ENVIRONMENTAL ENRGY L SPON ADR 40330W106 6 5,500 SH Defined 1.4 HAIN CELESTIAL GROUP INC . . COM 405217100 55 3,150 SH Defined 5.12 HALLIBURTON CO . . . . . . . COM 406216101 17,120 568,190 SH Defined 5.6 HALLIBURTON CO . . . . . . . COM 406216101 2,030 67,361 SH Defined 1.4 HALLIBURTON CO . . . . . . . COM 406216101 275 9,130 SH Defined 5,6,8,9,10,11 HALLIBURTON CO . . . . . . . COM 406216101 201 6,670 SH Defined 5,6,8,9,10,11 HALLIBURTON CO . . . . . . . COM 406216101 92 3,057 SH Defined 5,6,8,9,10,11 HALLIBURTON CO . . . . . . . COM 406216101 1,742 57,800 SH Defined 5.7 HALLIBURTON CO . . . . . . . COM 406216101 1,379 45,764 SH Defined 5.13 HALLIBURTON CO . . . . . . . COM 406216101 159 5,270 SH Defined 5.13 HALLIBURTON CO . . . . . . . COM 406216101 628 20,850 SH Defined 5,6,16 HALLIBURTON CO . . . . . . . COM 406216101 10,038 333,171 SH Defined 5.12 HALLIBURTON CO . . . . . . . COM 406216101 475 15,758 SH Defined 5.12 HALLIBURTON CO . . . . . . . COM 406216101 328 10,875 SH Defined 5.12 HALLIBURTON CO . . . . . . . COM 406216101 41,805 1,387,500 SH Defined 5,6,14,15 HALLIBURTON CO . . . . . . . COM 406216101 1,204 39,952 SH Defined 1 HANCOCK HLDG CO. . . . . . . COM 410120109 38 906 SH Defined 5,6,8,9,10,11 HANCOCK HLDG CO. . . . . . . COM 410120109 59 1,400 SH Defined 5,6,16 HANESBRANDS INC. . . . . . . COM 410345102 10 359 SH Defined 5,6,8,9,10,11 HANSEN NAT CORP. . . . . . . COM 411310105 9,989 230,260 SH Defined 5.6 HANSEN NAT CORP. . . . . . . COM 411310105 1,280 29,500 SH Defined 5.6 HANSEN NAT CORP. . . . . . . COM 411310105 22 509 SH Defined 5,6,8,9,10,11 HANSEN NAT CORP. . . . . . . COM 411310105 7 170 SH Defined 5,6,8,9,10,11 HANSEN NAT CORP. . . . . . . COM 411310105 622 14,337 SH Defined 5,6,8,9 HANSEN NAT CORP. . . . . . . COM 411310105 76 1,753 SH Defined 5,6,8,9 HANSEN NAT CORP. . . . . . . COM 411310105 213 4,900 SH Defined 5.13 HANSEN NAT CORP. . . . . . . COM 411310105 959 22,104 SH Defined 5.12 HANSEN NAT CORP. . . . . . . COM 411310105 80 1,836 SH Defined 1 HARBIN ELECTRIC INC. . . . . COM 41145W109 4 193 SH Defined 5,6,8,9,10,11 HARDINGE INC . . . . . . . . COM 412324303 23 2,527 SH Defined 5,6,8,9,10,11 HARLEY DAVIDSON INC. . . . . COM 412822108 598 21,295 SH Defined 5.6 HARLEY DAVIDSON INC. . . . . COM 412822108 15 552 SH Defined 5,6,8,9,10,11 HARLEY DAVIDSON INC. . . . . COM 412822108 235 8,370 SH Defined 5.13 HARLEY DAVIDSON INC. . . . . COM 412822108 285 10,166 SH Defined 1 HARLEYSVILLE NATL CORP PA. . COM 412850109 18 2,608 SH Defined 5,6,8,9,10,11 HARMAN INTL INDS INC . . . . COM 413086109 140 3,000 SH Defined 5.6 HARMAN INTL INDS INC . . . . COM 413086109 96 2,045 SH Defined 1.4 HARMAN INTL INDS INC . . . . COM 413086109 374 8,000 SH Defined 5.13 HARMAN INTL INDS INC . . . . COM 413086109 58 1,250 SH Defined 5.12 HARMONY GOLD MNG LTD . . . . SPONSORED ADR 413216300 11,040 1,164,600 SH Defined 5.6 HARMONY GOLD MNG LTD . . . . SPONSORED ADR 413216300 53 5,600 SH Defined 1.4 HARMONY GOLD MNG LTD . . . . SPONSORED ADR 413216300 2,888 304,648 SH Defined 5.12 HARRIS CORP DEL. . . . . . . COM 413875105 7,736 162,903 SH Defined 5.6 HARRIS CORP DEL. . . . . . . COM 413875105 33 702 SH Defined 5,6,8,9,10,11 HARRIS CORP DEL. . . . . . . COM 413875105 285 5,992 SH Defined 1 HARRY WINSTON DIAMOND CORP . COM 41587B100 46 4,700 SH Defined 1.4 HARRY WINSTON DIAMOND CORP . COM 41587B100 98 10,000 SH Defined 5.12 HARSCO CORP. . . . . . . . . COM 415864107 985 30,826 SH Defined 5.6 HARSCO CORP. . . . . . . . . COM 415864107 147 4,600 SH Defined 5.13 HARSCO CORP. . . . . . . . . COM 415864107 40 1,260 SH Defined 5,6,16 HARSCO CORP. . . . . . . . . COM 415864107 70 2,200 SH Defined 5.12 HARSCO CORP. . . . . . . . . COM 415864107 62 1,948 SH Defined 1 HARTFORD FINL SVCS GROUP INC COM 416515104 14,742 518,727 SH Defined 5.6 HARTFORD FINL SVCS GROUP INC COM 416515104 2,561 90,100 SH Defined 5.6 HARTFORD FINL SVCS GROUP INC COM 416515104 1,705 60,000 SH Defined 5.6 HARTFORD FINL SVCS GROUP INC COM 416515104 53 1,857 SH Defined 1.4 HARTFORD FINL SVCS GROUP INC COM 416515104 99 3,475 SH Defined 5,6,8,9,10,11 HARTFORD FINL SVCS GROUP INC COM 416515104 4,263 150,000 SH Defined 5.7 HARTFORD FINL SVCS GROUP INC COM 416515104 1,805 63,500 SH Defined 5.7 HARTFORD FINL SVCS GROUP INC COM 416515104 395 13,900 SH Defined 5.7 HARTFORD FINL SVCS GROUP INC COM 416515104 211 7,420 SH Defined 5.7 HARTFORD FINL SVCS GROUP INC COM 416515104 142 5,000 SH Defined 5.7 HARTFORD FINL SVCS GROUP INC COM 416515104 142 5,000 SH Defined 5.7 HARTFORD FINL SVCS GROUP INC COM 416515104 128 4,500 SH Defined 5.7 HARTFORD FINL SVCS GROUP INC COM 416515104 85 3,000 SH Defined 5.7 HARTFORD FINL SVCS GROUP INC COM 416515104 43 1,500 SH Defined 5.7 HARTFORD FINL SVCS GROUP INC COM 416515104 293 10,300 SH Defined 5.13 HARTFORD FINL SVCS GROUP INC COM 416515104 5 163 SH Defined HARTFORD FINL SVCS GROUP INC COM 416515104 6,468 227,600 SH Defined 5.12 HARTFORD FINL SVCS GROUP INC COM 416515104 531 18,700 SH Defined 5.12 HARTFORD FINL SVCS GROUP INC COM 416515104 1,140 40,100 SH Defined 5,6,14,15 HARTFORD FINL SVCS GROUP INC COM 416515104 176 6,200 SH Defined 5,6,14,15 HARTFORD FINL SVCS GROUP INC COM 416515104 665 23,397 SH Defined 1 HASBRO INC . . . . . . . . . COM 418056107 9,953 260,000 SH Defined 5.6 HASBRO INC . . . . . . . . . COM 418056107 421 11,000 SH Defined 5.6 HASBRO INC . . . . . . . . . COM 418056107 345 9,000 SH Defined 5.6 HASBRO INC . . . . . . . . . COM 418056107 1,647 43,027 SH Defined 5.6 HASBRO INC . . . . . . . . . DBCV 2.750%12/0 418056AN7 11,171 6,275,000 PRN Defined 5.6 HASBRO INC . . . . . . . . . COM 418056107 120 3,126 SH Defined 1.4 HASBRO INC . . . . . . . . . COM 418056107 6,082 158,881 SH Defined 1.3 HASBRO INC . . . . . . . . . COM 418056107 4,389 114,662 SH Defined 1.2 HASBRO INC . . . . . . . . . COM 418056107 127 3,330 SH Defined 1 HATTERAS FINL CORP . . . . . COM 41902R103 49 1,900 SH Defined 5.12 HAWAIIAN ELEC INDUSTRIES . . COM 419870100 2 98 SH Defined 5,6,8,9,10,11 HAWAIIAN ELEC INDUSTRIES . . COM 419870100 43 1,900 SH Defined 5,6,16 HAWAIIAN HOLDINGS INC. . . . COM 419879101 22 3,000 SH Defined 5,6,8,9,10,11 HAWAIIAN HOLDINGS INC. . . . COM 419879101 32 4,360 SH Defined 5,6,8,9,10,11 HAWK CORP. . . . . . . . . . CL A 420089104 22 1,107 SH Defined 5,6,8,9,10,11 HAWKINS INC. . . . . . . . . COM 420261109 8 312 SH Defined 5,6,8,9,10,11 HCC INS HLDGS INC. . . . . . COM 404132102 301 10,894 SH Defined 5,6,8,9,10,11 HCC INS HLDGS INC. . . . . . COM 404132102 101 3,655 SH Defined 5,6,16 HCP INC. . . . . . . . . . . COM 40414L109 21,495 651,354 SH Defined 5.6 HCP INC. . . . . . . . . . . COM 40414L109 4,444 134,663 SH Defined 5.6 HCP INC. . . . . . . . . . . COM 40414L109 4,172 126,417 SH Defined 5,6,16 HCP INC. . . . . . . . . . . COM 40414L109 705 21,355 SH Defined 1 HDFC BANK LTD. . . . . . . . ADR REPS 3 SHS 40415F101 14,963 107,349 SH Defined 5.6 HDFC BANK LTD. . . . . . . . ADR REPS 3 SHS 40415F101 42 300 SH Defined 5.6 HDFC BANK LTD. . . . . . . . ADR REPS 3 SHS 40415F101 77 550 SH Defined 1.4 HDFC BANK LTD. . . . . . . . ADR REPS 3 SHS 40415F101 1,227 8,800 SH Defined 1.2 HDFC BANK LTD. . . . . . . . ADR REPS 3 SHS 40415F101 49 350 SH Defined 5.7 HDFC BANK LTD. . . . . . . . ADR REPS 3 SHS 40415F101 191 1,369 SH Defined 1 HEADWATERS INC . . . . . . . COM 42210P102 77 16,730 SH Defined 5,6,8,9,10,11 HEALTH CARE REIT INC . . . . COM 42217K106 12,365 273,370 SH Defined 5.6 HEALTH CARE REIT INC . . . . COM 42217K106 2,616 57,845 SH Defined 5.6 HEALTH CARE REIT INC . . . . COM 42217K106 5 120 SH Defined 1.4 HEALTH CARE REIT INC . . . . COM 42217K106 2,262 50,000 SH Defined 5.7 HEALTH CARE REIT INC . . . . COM 42217K106 176 3,900 SH Defined 5.7 HEALTH CARE REIT INC . . . . COM 42217K106 59 1,300 SH Defined 5.7 HEALTH CARE REIT INC . . . . COM 42217K106 1,212 26,807 SH Defined 5,6,16 HEALTH CARE REIT INC . . . . COM 42217K106 253 5,598 SH Defined 1 HEALTH MGMT ASSOC INC NEW. . CL A 421933102 22 2,527 SH Defined 1.4 HEALTH MGMT ASSOC INC NEW. . CL A 421933102 5 598 SH Defined 5,6,8,9,10,11 HEALTH NET INC . . . . . . . COM 42222G108 29 1,158 SH Defined 1.4 HEALTH NET INC . . . . . . . COM 42222G108 65 2,620 SH Defined 5,6,8,9,10,11 HEALTH NET INC . . . . . . . COM 42222G108 50 2,000 SH Defined 5,6,14,15 HEALTHCARE RLTY TR . . . . . COM 421946104 3,177 136,429 SH Defined 5.6 HEALTHCARE RLTY TR . . . . . COM 421946104 456 19,600 SH Defined 5.6 HEALTHSPRING INC . . . . . . COM 42224N101 47 2,690 SH Defined 5,6,8,9,10,11 HEALTHSPRING INC . . . . . . COM 42224N101 84 4,800 SH Defined 5.13 HEALTHSPRING INC . . . . . . COM 42224N101 66 3,741 SH Defined 5,6,16 HEARTWARE INTL INC . . . . . COM 422368100 24 550 SH Defined 5.12 HECKMANN CORP. . . . . . . . *W EXP 11/09/201 422680116 6 7,320 SH CALL Defined 5,6,8,9,10,11 HECKMANN CORP. . . . . . . . COM 422680108 158 27,197 SH Defined 5,6,8,9,10,11 HECLA MNG CO . . . . . . . . COM 422704106 251 45,864 SH Defined 1.4 HECLA MNG CO . . . . . . . . COM 422704106 1,325 242,248 SH Defined 5.12 HEICO CORP NEW . . . . . . . COM 422806109 28 536 SH Defined 5,6,8,9,10,11 HEINZ H J CO . . . . . . . . COM 423074103 7,014 153,783 SH Defined 5.6 HEINZ H J CO . . . . . . . . COM 423074103 107 2,340 SH Defined 1.4 HEINZ H J CO . . . . . . . . COM 423074103 3,877 85,000 SH Defined 5.7 HEINZ H J CO . . . . . . . . COM 423074103 456 10,000 SH Defined 5.7 HEINZ H J CO . . . . . . . . COM 423074103 296 6,500 SH Defined 5.7 HEINZ H J CO . . . . . . . . COM 423074103 99 2,160 SH Defined 5.7 HEINZ H J CO . . . . . . . . COM 423074103 1,506 33,023 SH Defined 1 HELIX ENERGY SOLUTIONS GRP I COM 42330P107 78 6,011 SH Defined 5,6,8,9,10,11 HELIX ENERGY SOLUTIONS GRP I COM 42330P107 98 7,500 SH Defined 5.7 HELIX ENERGY SOLUTIONS GRP I COM 42330P107 72 5,500 SH Defined 5.7 HELLENIC TELECOM ORGANIZATN. SPONSORED ADR 423325307 75 12,000 SH Defined 1.4 HELMERICH & PAYNE INC. . . . COM 423452101 465 12,209 SH Defined 5.6 HELMERICH & PAYNE INC. . . . COM 423452101 7 190 SH Defined 1.4 HELMERICH & PAYNE INC. . . . COM 423452101 1,652 43,385 SH Defined 1.2 HELMERICH & PAYNE INC. . . . COM 423452101 67 1,754 SH Defined 5,6,8,9,10,11 HELMERICH & PAYNE INC. . . . COM 423452101 137 3,600 SH Defined 5.13 HELMERICH & PAYNE INC. . . . COM 423452101 3,297 86,580 SH Defined 5.12 HELMERICH & PAYNE INC. . . . COM 423452101 15 383 SH Defined 1 HEMISPHERX BIOPHARMA INC . . COM 42366C103 9 12,000 SH Defined 1.4 HENRY JACK & ASSOC INC . . . COM 426281101 5 194 SH Defined 5,6,8,9,10,11 HERBALIFE LTD. . . . . . . . COM USD SHS G4412G101 24 512 SH Defined 5,6,16 HERCULES OFFSHORE INC. . . . COM 427093109 24 5,492 SH Defined 1.4 HERCULES OFFSHORE INC. . . . COM 427093109 78 18,150 SH Defined 5.12 HERSHA HOSPITALITY TR. . . . SH BEN INT A 427825104 1,260 243,193 SH Defined 5.6 HERSHA HOSPITALITY TR. . . . SH BEN INT A 427825104 103 19,800 SH Defined 5.6 HERSHA HOSPITALITY TR. . . . SH BEN INT A 427825104 20 3,906 SH Defined 5,6,8,9,10,11 HERSHA HOSPITALITY TR. . . . SH BEN INT A 427825104 172 33,225 SH Defined 5,6,16 HERSHEY CO . . . . . . . . . COM 427866108 583 13,629 SH Defined 5.6 HERSHEY CO . . . . . . . . . COM 427866108 46 1,080 SH Defined 1.4 HERSHEY CO . . . . . . . . . COM 427866108 8 177 SH Defined 5,6,8,9,10,11 HERSHEY CO . . . . . . . . . COM 427866108 231 5,389 SH Defined 1 HERTZ GLOBAL HOLDINGS INC. . COM 42805T105 4 387 SH Defined 5,6,8,9,10,11 HERTZ GLOBAL HOLDINGS INC. . COM 42805T105 51 5,100 SH Defined 5,6,8,9,10,11 HESS CORP. . . . . . . . . . COM 42809H107 21,952 350,958 SH Defined 5.6 HESS CORP. . . . . . . . . . COM 42809H107 26 416 SH Defined 1.4 HESS CORP. . . . . . . . . . COM 42809H107 116 1,854 SH Defined 5,6,8,9 HESS CORP. . . . . . . . . . COM 42809H107 16 251 SH Defined 5,6,8,9 HESS CORP. . . . . . . . . . COM 42809H107 344 5,500 SH Defined 5.7 HESS CORP. . . . . . . . . . COM 42809H107 1,234 19,725 SH Defined 5.13 HESS CORP. . . . . . . . . . COM 42809H107 319 5,100 SH Defined 5.13 HESS CORP. . . . . . . . . . COM 42809H107 457 7,300 SH Defined 5,6,16 HESS CORP. . . . . . . . . . COM 42809H107 3,132 50,079 SH Defined 5.12 HESS CORP. . . . . . . . . . COM 42809H107 768 12,271 SH Defined 5.12 HESS CORP. . . . . . . . . . COM 42809H107 4,529 72,411 SH Defined 1 HEWITT ASSOCS INC. . . . . . COM 42822Q100 7 177 SH Defined 5,6,8,9,10,11 HEWITT ASSOCS INC. . . . . . COM 42822Q100 61 1,538 SH Defined 5,6,16 HEWLETT PACKARD CO . . . . . COM 428236103 32,847 618,000 SH Defined 5.6 HEWLETT PACKARD CO . . . . . COM 428236103 17,008 320,000 SH Defined 5.6 HEWLETT PACKARD CO . . . . . COM 428236103 3,295 62,000 SH Defined 5.6 HEWLETT PACKARD CO . . . . . COM 428236103 150,203 2,826,016 SH Defined 5.6 HEWLETT PACKARD CO . . . . . COM 428236103 3,466 65,220 SH Defined 5.6 HEWLETT PACKARD CO . . . . . COM 428236103 325 6,115 SH Defined 1.4 HEWLETT PACKARD CO . . . . . COM 428236103 20,129 378,723 SH Defined 1.3 HEWLETT PACKARD CO . . . . . COM 428236103 15,316 288,158 SH Defined 1.2 HEWLETT PACKARD CO . . . . . COM 428236103 410 7,720 SH Defined 5,6,8,9,10,11 HEWLETT PACKARD CO . . . . . COM 428236103 48 910 SH Defined 5,6,8,9,10,11 HEWLETT PACKARD CO . . . . . COM 428236103 26 495 SH Defined 5,6,8,9,10,11 HEWLETT PACKARD CO . . . . . COM 428236103 14,616 275,000 SH Defined 5.7 HEWLETT PACKARD CO . . . . . COM 428236103 2,546 47,900 SH Defined 5.7 HEWLETT PACKARD CO . . . . . COM 428236103 2,392 45,000 SH Defined 5.7 HEWLETT PACKARD CO . . . . . COM 428236103 1,361 25,600 SH Defined 5.7 HEWLETT PACKARD CO . . . . . COM 428236103 850 16,000 SH Defined 5.7 HEWLETT PACKARD CO . . . . . COM 428236103 446 8,400 SH Defined 5.7 HEWLETT PACKARD CO . . . . . COM 428236103 80 1,500 SH Defined 5.7 HEWLETT PACKARD CO . . . . . COM 428236103 1,658 31,190 SH Defined 5.13 HEWLETT PACKARD CO . . . . . COM 428236103 64 1,200 SH Defined HEWLETT PACKARD CO . . . . . COM 428236103 189 3,550 SH Defined HEWLETT PACKARD CO . . . . . COM 428236103 16 300 SH Defined HEWLETT PACKARD CO . . . . . COM 428236103 2,496 46,964 SH Defined 5,6,16 HEWLETT PACKARD CO . . . . . COM 428236103 27,127 510,390 SH Defined 5.12 HEWLETT PACKARD CO . . . . . COM 428236103 6,112 115,000 SH Defined 5.12 HEWLETT PACKARD CO . . . . . COM 428236103 14,053 264,409 SH Defined 5.12 HEWLETT PACKARD CO . . . . . COM 428236103 31,826 598,800 SH Defined 5,6,14,15 HEWLETT PACKARD CO . . . . . COM 428236103 686 12,900 SH Defined 5,6,14,15 HEWLETT PACKARD CO . . . . . COM 428236103 44 825 SH Defined 1 HEXCEL CORP NEW. . . . . . . COM 428291108 1,837 127,189 SH Defined 5.6 HHGREGG INC. . . . . . . . . COM 42833L108 20 805 SH Defined 5,6,8,9,10,11 HHGREGG INC. . . . . . . . . COM 42833L108 180 7,120 SH Defined 5,6,16 HIGHWOODS PPTYS INC. . . . . COM 431284108 4,995 157,420 SH Defined 5.6 HIGHWOODS PPTYS INC. . . . . COM 431284108 670 21,100 SH Defined 5.6 HIGHWOODS PPTYS INC. . . . . COM 431284108 13 400 SH Defined 1.4 HILL ROM HLDGS INC . . . . . COM 431475102 12 430 SH Defined 1.4 HILL ROM HLDGS INC . . . . . COM 431475102 114 4,200 SH Defined 5.13 HILLENBRAND INC. . . . . . . COM 431571108 42 1,908 SH Defined 5,6,8,9,10,11 HILLENBRAND INC. . . . . . . COM 431571108 53 2,407 SH Defined 5,6,16 HILLTOP HOLDINGS INC . . . . COM 432748101 1,104 93,923 SH Defined 5.6 HILLTOP HOLDINGS INC . . . . COM 432748101 143 12,192 SH Defined 5.12 HITACHI LIMITED. . . . . . . ADR 10 COM 433578507 123 3,320 SH Defined 1.4 HITTITE MICROWAVE CORP . . . COM 43365Y104 10 226 SH Defined 5,6,8,9,10,11 HITTITE MICROWAVE CORP . . . COM 43365Y104 147 3,345 SH Defined 5,6,16 HMS HLDGS CORP . . . . . . . COM 40425J101 73 1,425 SH Defined 5,6,16 HOLLY CORP . . . . . . . . . COM PAR $0.01 435758305 42 1,496 SH Defined 5,6,8,9,10,11 HOLLYSYS AUTOMATION TECHNOLO SHS G45667105 375 32,600 SH Defined 5.6 HOLLYSYS AUTOMATION TECHNOLO SHS G45667105 103 8,933 SH Defined 1 HOLOGIC INC. . . . . . . . . COM 436440101 7,254 391,237 SH Defined 5.6 HOLOGIC INC. . . . . . . . . COM 436440101 5 250 SH Defined 1.4 HOLOGIC INC. . . . . . . . . COM 436440101 17 932 SH Defined 5,6,8,9,10,11 HOLOGIC INC. . . . . . . . . FRNT 2.000%12/1 436440AA9 359 400,000 PRN Defined 5,6,8,9,10,11 HOLOGIC INC. . . . . . . . . FRNT 2.000%12/1 436440AA9 1,819 2,026,000 PRN Defined 5,6,8,9,10,11 HOLOGIC INC. . . . . . . . . COM 436440101 2,280 123,000 SH Defined 5.7 HOLOGIC INC. . . . . . . . . COM 436440101 275 14,840 SH Defined 5.7 HOLOGIC INC. . . . . . . . . COM 436440101 50 2,700 SH Defined 5.7 HOLOGIC INC. . . . . . . . . COM 436440101 20,313 1,095,651 SH Defined 5.12 HOLOGIC INC. . . . . . . . . COM 436440101 116 6,258 SH Defined 1 HOME DEPOT INC . . . . . . . COM 437076102 42,229 1,305,392 SH Defined 5.6 HOME DEPOT INC . . . . . . . COM 437076102 877 27,100 SH Defined 5.6 HOME DEPOT INC . . . . . . . COM 437076102 392 12,120 SH Defined 5,6,8,9,10,11 HOME DEPOT INC . . . . . . . COM 437076102 6,470 200,000 SH Defined 5.7 HOME DEPOT INC . . . . . . . COM 437076102 1,456 45,000 SH Defined 5.7 HOME DEPOT INC . . . . . . . COM 437076102 556 17,200 SH Defined 5.7 HOME DEPOT INC . . . . . . . COM 437076102 181 5,600 SH Defined 5.7 HOME DEPOT INC . . . . . . . COM 437076102 33,393 1,032,235 SH Defined 5.12 HOME DEPOT INC . . . . . . . COM 437076102 1,862 57,558 SH Defined 1 HOME INNS & HOTELS MGMT INC. SPON ADR 43713W107 113 3,441 SH Defined 1.4 HOME PROPERTIES INC. . . . . COM 437306103 3,637 77,707 SH Defined 5.6 HOME PROPERTIES INC. . . . . COM 437306103 482 10,300 SH Defined 5.6 HOME PROPERTIES INC. . . . . COM 437306103 1,563 33,387 SH Defined 5,6,16 HONDA MOTOR LTD. . . . . . . AMERN SHS 438128308 3 84 SH Defined 1.4 HONEYWELL INTL INC . . . . . COM 438516106 46,538 1,028,009 SH Defined 5.6 HONEYWELL INTL INC . . . . . COM 438516106 45 1,000 SH Defined 1.4 HONEYWELL INTL INC . . . . . COM 438516106 10 210 SH Defined 5,6,8,9,10,11 HONEYWELL INTL INC . . . . . COM 438516106 321 7,100 SH Defined 5.13 HONEYWELL INTL INC . . . . . COM 438516106 1,342 29,639 SH Defined 5,6,16 HONEYWELL INTL INC . . . . . COM 438516106 26,563 586,765 SH Defined 5.12 HONEYWELL INTL INC . . . . . COM 438516106 53,885 1,190,300 SH Defined 5,6,14,15 HONEYWELL INTL INC . . . . . COM 438516106 108 2,394 SH Defined 1 HORACE MANN EDUCATORS CORP N COM 440327104 36 2,400 SH Defined 5,6,16 HORMEL FOODS CORP. . . . . . COM 440452100 275 6,557 SH Defined 5.6 HORMEL FOODS CORP. . . . . . COM 440452100 10 246 SH Defined 1.4 HORNBECK OFFSHORE SVCS INC N COM 440543106 13 700 SH Defined 1.4 HOSPIRA INC. . . . . . . . . COM 441060100 3,457 61,017 SH Defined 5.6 HOSPIRA INC. . . . . . . . . COM 441060100 39 689 SH Defined 1.4 HOSPIRA INC. . . . . . . . . COM 441060100 397 7,000 SH Defined 5.7 HOSPIRA INC. . . . . . . . . COM 441060100 283 5,000 SH Defined 5.13 HOSPIRA INC. . . . . . . . . COM 441060100 408 7,200 SH Defined 5,6,16 HOSPIRA INC. . . . . . . . . COM 441060100 330 5,829 SH Defined 1 HOSPITALITY PPTYS TR . . . . COM SH BEN INT 44106M102 6,567 274,189 SH Defined 5.6 HOSPITALITY PPTYS TR . . . . COM SH BEN INT 44106M102 865 36,100 SH Defined 5.6 HOSPITALITY PPTYS TR . . . . COM SH BEN INT 44106M102 38 1,566 SH Defined 5,6,8,9,10,11 HOSPITALITY PPTYS TR . . . . COM SH BEN INT 44106M102 725 30,256 SH Defined 5,6,16 HOST HOTELS & RESORTS INC. . COM 44107P104 21,266 1,451,571 SH Defined 5.6 HOST HOTELS & RESORTS INC. . COM 44107P104 4,419 301,650 SH Defined 5.6 HOST HOTELS & RESORTS INC. . COM 44107P104 13 867 SH Defined 1.4 HOST HOTELS & RESORTS INC. . COM 44107P104 6 384 SH Defined HOST HOTELS & RESORTS INC. . COM 44107P104 4,547 310,406 SH Defined 5,6,16 HOVNANIAN ENTERPRISES INC. . CL A 442487203 34 7,739 SH Defined 1.4 HOVNANIAN ENTERPRISES INC. . CL A 442487203 73 16,880 SH Defined 5,6,8,9,10,11 HOVNANIAN ENTERPRISES INC. . CL A 442487203 8 1,930 SH Defined 5,6,8,9,10,11 HRPT PPTYS TR. . . . . . . . COM SH BEN INT 40426W101 3,867 497,092 SH Defined 5.6 HRPT PPTYS TR. . . . . . . . COM SH BEN INT 40426W101 579 74,400 SH Defined 5.6 HRPT PPTYS TR. . . . . . . . PFD CONV D 40426W507 9 438 SH Defined 5,6,8,9,10,11 HUDSON CITY BANCORP. . . . . COM 443683107 7,548 533,067 SH Defined 5.6 HUDSON CITY BANCORP. . . . . COM 443683107 21 1,500 SH Defined 5.6 HUDSON CITY BANCORP. . . . . COM 443683107 187 13,200 SH Defined 1.3 HUDSON CITY BANCORP. . . . . COM 443683107 18,581 1,312,200 SH Defined 5.12 HUDSON CITY BANCORP. . . . . COM 443683107 5,437 384,000 SH Defined 5.12 HUDSON CITY BANCORP. . . . . COM 443683107 1,362 96,200 SH Defined 5.12 HUDSON CITY BANCORP. . . . . COM 443683107 4,499 317,700 SH Defined 5,6,14,15 HUDSON CITY BANCORP. . . . . COM 443683107 95 6,700 SH Defined 5,6,14,15 HUDSON CITY BANCORP. . . . . COM 443683107 149 10,495 SH Defined 1 HUDSON HIGHLAND GROUP INC. . COM 443792106 11 2,499 SH Defined 5,6,8,9,10,11 HUDSON VALLEY HOLDING CORP . COM 444172100 77 3,188 SH Defined 5,6,8,9,10,11 HUMAN GENOME SCIENCES INC. . COM 444903108 39 1,300 SH Defined 1.4 HUMAN GENOME SCIENCES INC. . COM 444903108 9 299 SH Defined 5,6,8,9,10,11 HUMAN GENOME SCIENCES INC. . COM 444903108 610 20,200 SH Defined 5.12 HUMANA INC . . . . . . . . . COM 444859102 22,511 481,306 SH Defined 5.6 HUMANA INC . . . . . . . . . COM 444859102 47 1,015 SH Defined 1.4 HUMANA INC . . . . . . . . . COM 444859102 27 576 SH Defined 5,6,8,9,10,11 HUMANA INC . . . . . . . . . COM 444859102 3 60 SH Defined 5,6,8,9,10,11 HUMANA INC . . . . . . . . . COM 444859102 164 3,500 SH Defined 5.7 HUMANA INC . . . . . . . . . COM 444859102 444 9,500 SH Defined 5.13 HUMANA INC . . . . . . . . . COM 444859102 38 809 SH Defined 5,6,16 HUMANA INC . . . . . . . . . COM 444859102 4,574 97,798 SH Defined 5.12 HUMANA INC . . . . . . . . . COM 444859102 1,148 24,556 SH Defined 5.12 HUMANA INC . . . . . . . . . COM 444859102 365 7,800 SH Defined 5.12 HUMANA INC . . . . . . . . . COM 444859102 5,140 109,900 SH Defined 5,6,14,15 HUMANA INC . . . . . . . . . COM 444859102 98 2,100 SH Defined 5,6,14,15 HUMANA INC . . . . . . . . . COM 444859102 648 13,861 SH Defined 1 HUNT J B TRANS SVCS INC. . . COM 445658107 271 7,547 SH Defined 5.6 HUNT J B TRANS SVCS INC. . . COM 445658107 25 687 SH Defined 5,6,8,9,10,11 HUNT J B TRANS SVCS INC. . . COM 445658107 143 3,985 SH Defined 5,6,16 HUNT J B TRANS SVCS INC. . . COM 445658107 405 11,300 SH Defined 5.12 HUNT J B TRANS SVCS INC. . . COM 445658107 77 2,159 SH Defined 1 HUNTINGTON BANCSHARES INC. . COM 446150104 181 33,768 SH Defined 5.6 HUNTINGTON BANCSHARES INC. . COM 446150104 17 3,200 SH Defined 1.4 HUNTINGTON BANCSHARES INC. . COM 446150104 10 1,798 SH Defined 5,6,8,9,10,11 HUNTINGTON BANCSHARES INC. . COM 446150104 234 43,590 SH Defined 1 HUNTSMAN CORP. . . . . . . . COM 447011107 65 5,400 SH Defined 5.13 HUTCHINSON TECHNOLOGY INC. . COM 448407106 20 3,230 SH Defined 5,6,8,9,10,11 HUTCHINSON TECHNOLOGY INC. . NOTE 3.250% 1/1 448407AF3 948 1,137,000 PRN Defined 5,6,8,9,10,11 HYATT HOTELS CORP. . . . . . COM CL A 448579102 6 154 SH Defined 5,6,8,9,10,11 HYATT HOTELS CORP. . . . . . COM CL A 448579102 699 17,934 SH Defined 5,6,16 IAC INTERACTIVECORP. . . . . COM PAR $.001 44919P508 14 610 SH Defined 1.4 IAC INTERACTIVECORP. . . . . COM PAR $.001 44919P508 55 2,400 SH Defined 5.13 IAMGOLD CORP . . . . . . . . COM 450913108 24,477 1,847,983 SH Defined 5.6 IAMGOLD CORP . . . . . . . . COM 450913108 121 9,106 SH Defined 1.4 IAMGOLD CORP . . . . . . . . COM 450913108 11 854 SH Defined 5,6,8,9,10,11 IAMGOLD CORP . . . . . . . . COM 450913108 456 34,424 SH Defined 5,6,8,9 IAMGOLD CORP . . . . . . . . COM 450913108 456 34,424 SH Defined 5,6,8,9 IAMGOLD CORP . . . . . . . . COM 450913108 39 2,918 SH Defined 5,6,8,9 IAMGOLD CORP . . . . . . . . COM 450913108 39 2,918 SH Defined 5,6,8,9 IAMGOLD CORP . . . . . . . . COM 450913108 8,750 660,636 SH Defined 5.12 IAMGOLD CORP . . . . . . . . COM 450913108 493 37,254 SH Defined 5.12 IAMGOLD CORP . . . . . . . . COM 450913108 0 14 SH Defined 1 IBERIABANK CORP. . . . . . . COM 450828108 223 3,715 SH Defined 5,6,8,9,10,11 IBERIABANK CORP. . . . . . . COM 450828108 84 1,400 SH Defined 5,6,8,9,10,11 IBERIABANK CORP. . . . . . . COM 450828108 70 1,160 SH Defined 5,6,8,9,10,11 IBERIABANK CORP. . . . . . . COM 450828108 65 1,075 SH Defined 5,6,16 ICAGEN INC . . . . . . . . . COM 45104P104 156 216,318 SH Defined ICICI BK LTD . . . . . . . . ADR 45104G104 25,445 595,900 SH Defined 5.6 ICICI BK LTD . . . . . . . . ADR 45104G104 10,026 234,792 SH Defined 5.6 ICICI BK LTD . . . . . . . . ADR 45104G104 11,653 272,900 SH Defined 5.6 ICICI BK LTD . . . . . . . . ADR 45104G104 138 3,240 SH Defined ICICI BK LTD . . . . . . . . ADR 45104G104 91 2,141 SH Defined 1.4 ICICI BK LTD . . . . . . . . ADR 45104G104 1,448 33,900 SH Defined 1.2 ICICI BK LTD . . . . . . . . ADR 45104G104 3,177 74,400 SH Defined 5.12 ICICI BK LTD . . . . . . . . ADR 45104G104 769 18,000 SH Defined 5.12 ICICI BK LTD . . . . . . . . ADR 45104G104 264 6,171 SH Defined 1 ICO GLOBAL COMM HLDGS LTD DE CL A 44930K108 0 87 SH Defined 1.3 ICO INC NEW. . . . . . . . . COM 449293109 271 33,563 SH Defined 5,6,8,9,10,11 ICO INC NEW. . . . . . . . . COM 449293109 2,210 273,554 SH Defined 5,6,8,9,10,11 ICON PUB LTD CO. . . . . . . SPONSORED ADR 45103T107 2,175 82,401 SH Defined 1.4 ICON PUB LTD CO. . . . . . . SPONSORED ADR 45103T107 6 215 SH Defined 5,6,8,9,10,11 IDACORP INC. . . . . . . . . COM 451107106 1,201 34,700 SH Defined 5.6 IDACORP INC. . . . . . . . . COM 451107106 2 59 SH Defined 5,6,8,9,10,11 IDEX CORP. . . . . . . . . . COM 45167R104 11 343 SH Defined 1.4 IDEXX LABS INC . . . . . . . COM 45168D104 775 13,473 SH Defined 5,6,8,9,10,11 IESI BFC LTD . . . . . . . . COM 44951D108 14 826 SH Defined 5,6,8,9,10,11 IGATE CORP . . . . . . . . . COM 45169U105 6 641 SH Defined 5,6,8,9,10,11 IHS INC. . . . . . . . . . . CL A 451734107 109 2,030 SH Defined 5.6 IHS INC. . . . . . . . . . . CL A 451734107 1,026 19,195 SH Defined 5,6,8,9,10,11 IHS INC. . . . . . . . . . . CL A 451734107 53 997 SH Defined 1 ILLINOIS TOOL WKS INC. . . . COM 452308109 34,934 737,624 SH Defined 5.6 ILLINOIS TOOL WKS INC. . . . COM 452308109 232 4,900 SH Defined 5.6 ILLINOIS TOOL WKS INC. . . . COM 452308109 5 100 SH Defined 1.4 ILLINOIS TOOL WKS INC. . . . COM 452308109 441 9,320 SH Defined 5,6,8,9,10,11 ILLINOIS TOOL WKS INC. . . . COM 452308109 324 6,850 SH Defined 5,6,8,9,10,11 ILLINOIS TOOL WKS INC. . . . COM 452308109 31 646 SH Defined 5,6,8,9,10,11 ILLINOIS TOOL WKS INC. . . . COM 452308109 30 633 SH Defined 5,6,8,9,10,11 ILLINOIS TOOL WKS INC. . . . COM 452308109 194 4,100 SH Defined 5.13 ILLINOIS TOOL WKS INC. . . . COM 452308109 275 5,800 SH Defined 5,6,16 ILLINOIS TOOL WKS INC. . . . COM 452308109 417 8,800 SH Defined 5.12 ILLINOIS TOOL WKS INC. . . . COM 452308109 131 2,772 SH Defined 1 ILLUMINA INC . . . . . . . . COM 452327109 313 8,041 SH Defined 5.6 ILLUMINA INC . . . . . . . . COM 452327109 40 1,030 SH Defined 1.4 ILLUMINA INC . . . . . . . . COM 452327109 29 750 SH Defined 5.7 ILLUMINA INC . . . . . . . . COM 452327109 143 3,676 SH Defined 5,6,16 ILLUMINA INC . . . . . . . . COM 452327109 118 3,034 SH Defined 1 IMAX CORP. . . . . . . . . . COM 45245E109 14 800 SH Defined 1.4 IMPAX LABORATORIES INC . . . COM 45256B101 14 800 SH Defined 5,6,16 IMPERIAL OIL LTD . . . . . . COM NEW 453038408 911 23,663 SH Defined 5.6 IMPERIAL OIL LTD . . . . . . COM NEW 453038408 58 1,500 SH Defined 5,6,14,15 IMPERIAL OIL LTD . . . . . . COM NEW 453038408 43 1,124 SH Defined 1 IMPERIAL SUGAR CO NEW. . . . COM NEW 453096208 388 25,000 SH Defined 5.6 INCYTE CORP. . . . . . . . . COM 45337C102 30 2,155 SH Defined 5,6,8,9,10,11 INDEPENDENT BANK CORP MASS . COM 453836108 22 900 SH Defined 5,6,16 INFINERA CORPORATION . . . . COM 45667G103 8 920 SH Defined 5,6,8,9,10,11 INFINITY PPTY & CAS CORP . . COM 45665Q103 8 173 SH Defined 5,6,8,9,10,11 INFOGROUP INC. . . . . . . . COM 45670G108 1,557 199,676 SH Defined 5,6,8,9,10,11 INFOGROUP INC. . . . . . . . COM 45670G108 29 3,690 SH Defined 5,6,8,9,10,11 INFOGROUP INC. . . . . . . . COM 45670G108 10 1,230 SH Defined 5,6,8,9,10,11 INFORMATICA CORP . . . . . . COM 45666Q102 8 300 SH Defined 1.4 INFOSPACE INC. . . . . . . . COM PAR $.0001 45678T300 0 2 SH Defined 1.3 INFOSYS TECHNOLOGIES LTD . . SPONSORED ADR 456788108 3,354 57,000 SH Defined 5.6 INFOSYS TECHNOLOGIES LTD . . SPONSORED ADR 456788108 565 9,600 SH Defined 5.6 INFOSYS TECHNOLOGIES LTD . . SPONSORED ADR 456788108 153 2,595 SH Defined 1.4 INFOSYS TECHNOLOGIES LTD . . SPONSORED ADR 456788108 2,247 38,183 SH Defined 5.7 INFOSYS TECHNOLOGIES LTD . . SPONSORED ADR 456788108 499 8,483 SH Defined 5.7 INFOSYS TECHNOLOGIES LTD . . SPONSORED ADR 456788108 492 8,358 SH Defined 5.7 INFOSYS TECHNOLOGIES LTD . . SPONSORED ADR 456788108 562 9,558 SH Defined 1 INGERSOLL-RAND GLOBAL HLDG C NOTE 4.500% 4/1 45687AAD4 634 316,000 PRN Defined 5,6,8,9,10,11 INGERSOLL-RAND PLC . . . . . SHS G47791101 1,669 47,862 SH Defined 5.6 INGERSOLL-RAND PLC . . . . . SHS G47791101 3,044 87,300 SH Defined 1.2 INGERSOLL-RAND PLC . . . . . SHS G47791101 16 471 SH Defined 5,6,8,9,10,11 INGERSOLL-RAND PLC . . . . . SHS G47791101 311 8,920 SH Defined 5,6,8,9,10,11 INGERSOLL-RAND PLC . . . . . SHS G47791101 286 8,191 SH Defined 1 INGRAM MICRO INC . . . . . . CL A 457153104 74 4,200 SH Defined 5.13 INGRAM MICRO INC . . . . . . CL A 457153104 109 6,222 SH Defined 5,6,16 INLAND REAL ESTATE CORP. . . COM NEW 457461200 1,737 189,845 SH Defined 5.6 INLAND REAL ESTATE CORP. . . COM NEW 457461200 220 24,000 SH Defined 5.6 INNODATA ISOGEN INC. . . . . COM NEW 457642205 10 2,470 SH Defined 5,6,8,9,10,11 INNOPHOS HOLDINGS INC. . . . COM 45774N108 2 82 SH Defined 5,6,8,9,10,11 INNOPHOS HOLDINGS INC. . . . COM 45774N108 57 2,058 SH Defined 5,6,8,9,10,11 INSITUFORM TECHNOLOGIES INC. CL A 457667103 516 19,390 SH Defined 5.6 INTEGRATED DEVICE TECHNOLOGY COM 458118106 39 6,360 SH Defined 5,6,8,9,10,11 INTEGRATED DEVICE TECHNOLOGY COM 458118106 134 21,800 SH Defined 5.13 INTEGRYS ENERGY GROUP INC. . COM 45822P105 3,347 70,633 SH Defined 5.6 INTEGRYS ENERGY GROUP INC. . COM 45822P105 3,677 77,600 SH Defined 5,6,14,15 INTEGRYS ENERGY GROUP INC. . COM 45822P105 24 508 SH Defined 1 INTEL CORP . . . . . . . . . COM 458140100 119,976 5,389,775 SH Defined 5.6 INTEL CORP . . . . . . . . . COM 458140100 3,501 157,300 SH Defined 5.6 INTEL CORP . . . . . . . . . SDCV 2.950%12/1 458140AD2 49,355 50,061,000 PRN Defined 5.6 INTEL CORP . . . . . . . . . COM 458140100 679 30,520 SH Defined 1.4 INTEL CORP . . . . . . . . . COM 458140100 23,484 1,054,979 SH Defined 1.3 INTEL CORP . . . . . . . . . COM 458140100 10,276 461,615 SH Defined 1.2 INTEL CORP . . . . . . . . . COM 458140100 2,311 103,835 SH Defined 5,6,8,9,10,11 INTEL CORP . . . . . . . . . COM 458140100 384 17,240 SH Defined 5,6,8,9,10,11 INTEL CORP . . . . . . . . . COM 458140100 351 15,790 SH Defined 5,6,8,9,10,11 INTEL CORP . . . . . . . . . COM 458140100 325 14,600 SH Defined 5,6,8,9,10,11 INTEL CORP . . . . . . . . . COM 458140100 96 4,316 SH Defined 5,6,8,9,10,11 INTEL CORP . . . . . . . . . COM 458140100 14 638 SH Defined 5,6,8,9,10,11 INTEL CORP . . . . . . . . . COM 458140100 18,921 850,000 SH Defined 5.7 INTEL CORP . . . . . . . . . COM 458140100 2,651 119,100 SH Defined 5.7 INTEL CORP . . . . . . . . . COM 458140100 2,627 118,000 SH Defined 5.7 INTEL CORP . . . . . . . . . COM 458140100 2,560 115,000 SH Defined 5.7 INTEL CORP . . . . . . . . . COM 458140100 1,670 75,000 SH Defined 5.7 INTEL CORP . . . . . . . . . COM 458140100 557 25,000 SH Defined 5.7 INTEL CORP . . . . . . . . . COM 458140100 530 23,800 SH Defined 5.7 INTEL CORP . . . . . . . . . COM 458140100 292 13,100 SH Defined 5.7 INTEL CORP . . . . . . . . . COM 458140100 78 3,500 SH Defined 5.7 INTEL CORP . . . . . . . . . COM 458140100 336 15,100 SH Defined 5.13 INTEL CORP . . . . . . . . . COM 458140100 69 3,100 SH Defined INTEL CORP . . . . . . . . . COM 458140100 38 1,700 SH Defined 5.6 INTEL CORP . . . . . . . . . COM 458140100 18 800 SH Defined INTEL CORP . . . . . . . . . COM 458140100 693 31,141 SH Defined 5,6,16 INTEL CORP . . . . . . . . . COM 458140100 476 21,400 SH Defined 5.12 INTEL CORP . . . . . . . . . COM 458140100 80 3,602 SH Defined 5.12 INTEL CORP . . . . . . . . . COM 458140100 30,000 1,347,729 SH Defined 5.12 INTEL CORP . . . . . . . . . SDCV 2.950%12/1 458140AD2 7 7,000 PRN Defined 5.12 INTEL CORP . . . . . . . . . COM 458140100 18,777 843,546 SH Defined 5,6,14,15 INTEL CORP . . . . . . . . . COM 458140100 342 15,350 SH Defined 5,6,14,15 INTEL CORP . . . . . . . . . COM 458140100 2,607 117,098 SH Defined 1 INTER PARFUMS INC. . . . . . COM 458334109 40 2,700 SH Defined 5,6,8,9,10,11 INTERACTIVE BROKERS GROUP IN COM 45841N107 4 245 SH Defined 1.4 INTERACTIVE DATA CORP. . . . COM 45840J107 855 26,711 SH Defined 5,6,8,9,10,11 INTERACTIVE DATA CORP. . . . COM 45840J107 77 2,402 SH Defined 5,6,8,9,10,11 INTERACTIVE DATA CORP. . . . COM 45840J107 61 1,894 SH Defined 5,6,8,9,10,11 INTERCLICK INC . . . . . . . COM NEW 458483203 17 4,446 SH Defined 5,6,8,9,10,11 INTERCONTINENTALEXCHANGE INC COM 45865V100 771 6,877 SH Defined 5.6 INTERCONTINENTALEXCHANGE INC COM 45865V100 34,509 307,620 SH Defined 1 INTERCONTINENTALEXCHANGE INC COM 45865V100 7,685 68,508 SH Defined 1 INTERCONTINENTALEXCHANGE INC COM 45865V100 518 4,620 SH Defined 1.4 INTERCONTINENTALEXCHANGE INC COM 45865V100 23 202 SH Defined 5,6,8,9 INTERCONTINENTALEXCHANGE INC COM 45865V100 1,789 15,950 SH Defined 5.12 INTERCONTINENTALEXCHANGE INC COM 45865V100 285 2,537 SH Defined 1 INTERDIGITAL INC . . . . . . COM 45867G101 14 516 SH Defined 1.4 INTERDIGITAL INC . . . . . . COM 45867G101 12 428 SH Defined 5,6,8,9,10,11 INTERDIGITAL INC . . . . . . COM 45867G101 26 943 SH Defined 5,6,8,9,10,11 INTERMUNE INC. . . . . . . . COM 45884X103 443 9,930 SH Defined 1.4 INTERMUNE INC. . . . . . . . COM 45884X103 46 1,027 SH Defined 5,6,8,9,10,11 INTERMUNE INC. . . . . . . . COM 45884X103 419 9,400 SH Defined 5.12 INTERNAP NETWORK SVCS CORP . COM PAR $.001 45885A300 14 2,488 SH Defined 5,6,8,9,10,11 INTERNAP NETWORK SVCS CORP . COM PAR $.001 45885A300 12 2,200 SH Defined 5,6,16 INTERNATIONAL ABSORBENTS INC COM NO PAR 45885E203 63 13,571 SH Defined 5,6,8,9,10,11 INTERNATIONAL BANCSHARES COR COM 459044103 14 600 SH Defined 5,6,16 INTERNATIONAL BUSINESS MACHS COM 459200101 152,907 1,192,261 SH Defined 5.6 INTERNATIONAL BUSINESS MACHS COM 459200101 6,220 48,500 SH Defined 5.6 INTERNATIONAL BUSINESS MACHS COM 459200101 601 4,686 SH Defined 1.4 INTERNATIONAL BUSINESS MACHS COM 459200101 18,842 146,916 SH Defined 1.3 INTERNATIONAL BUSINESS MACHS COM 459200101 11,975 93,375 SH Defined 1.2 INTERNATIONAL BUSINESS MACHS COM 459200101 63 494 SH Defined 5,6,8,9,10,11 INTERNATIONAL BUSINESS MACHS COM 459200101 9 73 SH Defined 5,6,8,9,10,11 INTERNATIONAL BUSINESS MACHS COM 459200101 112 875 SH Defined 1 INTERNATIONAL BUSINESS MACHS COM 459200101 22,444 175,000 SH Defined 5.7 INTERNATIONAL BUSINESS MACHS COM 459200101 4,040 31,500 SH Defined 5.7 INTERNATIONAL BUSINESS MACHS COM 459200101 3,335 26,000 SH Defined 5.7 INTERNATIONAL BUSINESS MACHS COM 459200101 2,437 19,000 SH Defined 5.7 INTERNATIONAL BUSINESS MACHS COM 459200101 1,937 15,100 SH Defined 5.7 INTERNATIONAL BUSINESS MACHS COM 459200101 632 4,925 SH Defined 5.7 INTERNATIONAL BUSINESS MACHS COM 459200101 609 4,750 SH Defined 5.7 INTERNATIONAL BUSINESS MACHS COM 459200101 481 3,750 SH Defined 5.7 INTERNATIONAL BUSINESS MACHS COM 459200101 173 1,350 SH Defined 5.7 INTERNATIONAL BUSINESS MACHS COM 459200101 369 2,881 SH Defined INTERNATIONAL BUSINESS MACHS COM 459200101 9 74 SH Defined INTERNATIONAL BUSINESS MACHS COM 459200101 189 1,474 SH Defined 5,6,16 INTERNATIONAL BUSINESS MACHS COM 459200101 385 3,000 SH Defined 5.12 INTERNATIONAL BUSINESS MACHS COM 459200101 530 4,133 SH Defined 5.12 INTERNATIONAL BUSINESS MACHS COM 459200101 35,111 273,772 SH Defined 5.12 INTERNATIONAL BUSINESS MACHS COM 459200101 23,879 186,190 SH Defined 5,6,14,15 INTERNATIONAL BUSINESS MACHS COM 459200101 486 3,790 SH Defined 5,6,14,15 INTERNATIONAL BUSINESS MACHS COM 459200101 3,194 24,908 SH Defined 1 INTERNATIONAL COAL GRP INC N COM 45928H106 41 8,905 SH Defined 5,6,8,9,10,11 INTERNATIONAL FLAVORS&FRAGRA COM 459506101 334 7,009 SH Defined 5.6 INTERNATIONAL FLAVORS&FRAGRA COM 459506101 358 7,500 SH Defined 5.13 INTERNATIONAL FLAVORS&FRAGRA COM 459506101 38 788 SH Defined 1 INTERNATIONAL GAME TECHNOLOG COM 459902102 576 31,203 SH Defined 5.6 INTERNATIONAL GAME TECHNOLOG COM 459902102 32 1,757 SH Defined 1.4 INTERNATIONAL GAME TECHNOLOG COM 459902102 84 4,531 SH Defined 5,6,8,9,10,11 INTERNATIONAL GAME TECHNOLOG COM 459902102 32 1,718 SH Defined 5,6,8,9,10,11 INTERNATIONAL GAME TECHNOLOG COM 459902102 188 10,197 SH Defined 1 INTERNATIONAL RECTIFIER CORP COM 460254105 109 4,750 SH Defined 5.12 INTERNATIONAL SPEEDWAY CORP. CL A 460335201 178 6,895 SH Defined 5,6,8,9,10,11 INTERNATIONAL SPEEDWAY CORP. CL A 460335201 8 294 SH Defined 5,6,8,9,10,11 INTERNATIONAL SPEEDWAY CORP. CL A 460335201 49 1,900 SH Defined 5.13 INTEROIL CORP. . . . . . . . COM 460951106 5,703 88,003 SH Defined 1.4 INTEROIL CORP. . . . . . . . COM 460951106 1,567 24,176 SH Defined 5,6,8,9,10,11 INTEROIL CORP. . . . . . . . COM 460951106 475 7,325 SH Defined 5.12 INTERPUBLIC GROUP COS INC. . COM 460690100 499 59,938 SH Defined 5.6 INTERPUBLIC GROUP COS INC. . COM 460690100 12 1,491 SH Defined 1.4 INTERPUBLIC GROUP COS INC. . COM 460690100 936 112,494 SH Defined 5,6,8,9,10,11 INTERPUBLIC GROUP COS INC. . COM 460690100 45 5,361 SH Defined 5,6,8,9,10,11 INTERPUBLIC GROUP COS INC. . NOTE 4.250% 3/1 460690BA7 1,419 1,356,000 PRN Defined 5,6,8,9,10,11 INTERPUBLIC GROUP COS INC. . COM 460690100 937 112,570 SH Defined 5.12 INTERPUBLIC GROUP COS INC. . COM 460690100 23 2,750 SH Defined 5.12 INTERPUBLIC GROUP COS INC. . COM 460690100 581 69,827 SH Defined 1 INTERSIL CORP. . . . . . . . CL A 46069S109 58 3,900 SH Defined 5,6,16 INTEVAC INC. . . . . . . . . COM 461148108 134 9,700 SH Defined 5.12 INTL PAPER CO. . . . . . . . COM 460146103 12,691 515,683 SH Defined 5.6 INTL PAPER CO. . . . . . . . COM 460146103 275 11,189 SH Defined 1.4 INTL PAPER CO. . . . . . . . COM 460146103 628 25,506 SH Defined 5,6,8,9,10,11 INTL PAPER CO. . . . . . . . COM 460146103 151 6,150 SH Defined 5,6,8,9,10,11 INTL PAPER CO. . . . . . . . COM 460146103 357 14,500 SH Defined 5.7 INTL PAPER CO. . . . . . . . COM 460146103 117 4,750 SH Defined 5.7 INTL PAPER CO. . . . . . . . COM 460146103 298 12,100 SH Defined 5.13 INTL PAPER CO. . . . . . . . COM 460146103 197 8,000 SH Defined 5.12 INTL PAPER CO. . . . . . . . COM 460146103 1,191 48,400 SH Defined 5,6,14,15 INTL PAPER CO. . . . . . . . COM 460146103 165 6,700 SH Defined 5,6,14,15 INTL PAPER CO. . . . . . . . COM 460146103 1,095 44,511 SH Defined 1 INTREPID POTASH INC. . . . . COM 46121Y102 1 43 SH Defined 1.4 INTREPID POTASH INC. . . . . COM 46121Y102 417 13,753 SH Defined 5.13 INTREPID POTASH INC. . . . . COM 46121Y102 934 30,794 SH Defined 5.12 INTREPID POTASH INC. . . . . COM 46121Y102 280 9,216 SH Defined 5.12 INTUIT . . . . . . . . . . . COM 461202103 989 28,812 SH Defined 5.6 INTUIT . . . . . . . . . . . COM 461202103 22 650 SH Defined 1.4 INTUIT . . . . . . . . . . . COM 461202103 14 422 SH Defined 5,6,8,9,10,11 INTUIT . . . . . . . . . . . COM 461202103 25 715 SH Defined 5,6,8,9,10,11 INTUIT . . . . . . . . . . . COM 461202103 74 2,151 SH Defined 1 INTUIT . . . . . . . . . . . COM 461202103 454 13,209 SH Defined 1 INTUITIVE SURGICAL INC . . . COM NEW 46120E602 28,028 80,510 SH Defined 5.6 INTUITIVE SURGICAL INC . . . COM NEW 46120E602 1,636 4,700 SH Defined 5.6 INTUITIVE SURGICAL INC . . . COM NEW 46120E602 245 703 SH Defined 1.4 INTUITIVE SURGICAL INC . . . COM NEW 46120E602 10 28 SH Defined 5,6,8,9,10,11 INTUITIVE SURGICAL INC . . . COM NEW 46120E602 4,352 12,500 SH Defined 5.7 INTUITIVE SURGICAL INC . . . COM NEW 46120E602 1,168 3,354 SH Defined 5.7 INTUITIVE SURGICAL INC . . . COM NEW 46120E602 230 660 SH Defined 5.13 INTUITIVE SURGICAL INC . . . COM NEW 46120E602 2,663 7,650 SH Defined 5.12 INTUITIVE SURGICAL INC . . . COM NEW 46120E602 607 1,745 SH Defined 1 INVACARE CORP. . . . . . . . COM 461203101 2 81 SH Defined 5,6,8,9,10,11 INVACARE CORP. . . . . . . . COM 461203101 170 6,400 SH Defined 5.12 INVENTIV HEALTH INC. . . . . COM 46122E105 58 2,600 SH Defined 5,6,8,9,10,11 INVERNESS MED INNOVATIONS IN COM 46126P106 2,084 53,500 SH Defined 5.7 INVERNESS MED INNOVATIONS IN COM 46126P106 255 6,550 SH Defined 5.7 INVERNESS MED INNOVATIONS IN COM 46126P106 49 1,250 SH Defined 5.7 INVESCO LTD. . . . . . . . . SHS G491BT108 3,422 156,169 SH Defined 5.6 INVESCO LTD. . . . . . . . . SHS G491BT108 94 4,300 SH Defined 1.4 INVESCO LTD. . . . . . . . . SHS G491BT108 55 2,520 SH Defined 5,6,8,9,10,11 INVESCO LTD. . . . . . . . . SHS G491BT108 268 12,210 SH Defined 5,6,8,9,10,11 INVESTMENT TECHNOLOGY GRP NE COM 46145F105 5 310 SH Defined 5,6,8,9,10,11 INVESTORS BANCORP INC. . . . COM 46146P102 2 168 SH Defined 5,6,8,9,10,11 INVESTORS REAL ESTATE TR . . SH BEN INT 461730103 1,472 163,235 SH Defined 5.6 INVESTORS REAL ESTATE TR . . SH BEN INT 461730103 143 15,900 SH Defined 5.6 INVITROGEN CORP. . . . . . . NOTE 2.000% 8/0 46185RAJ9 17 11,000 PRN Defined 5.12 IOWA TELECOMM SERVICES INC . COM 462594201 1,634 97,871 SH Defined 5,6,8,9,10,11 IRELAND BK . . . . . . . . . SPONSORED ADR 46267Q103 1,896 213,024 SH Defined 1.4 IRIDIUM COMMUNICATIONS INC . COM 46269C102 30 3,713 SH Defined 1 IRON MTN INC . . . . . . . . COM 462846106 574 20,953 SH Defined 5.6 IRON MTN INC . . . . . . . . COM 462846106 61 2,230 SH Defined 5,6,8,9,10,11 IRON MTN INC . . . . . . . . COM 462846106 70 2,544 SH Defined 1 ISHARES GSCI COMMODITY INDEX UNIT BEN INT 46428R107 12 391 SH Defined 1.4 ISHARES INC. . . . . . . . . MSCI BRAZIL 464286400 103 1,400 SH Defined 5.6 ISHARES INC. . . . . . . . . MSCI CDA INDEX 464286509 12,903 462,124 SH Defined 5.6 ISHARES INC. . . . . . . . . MSCI PAC J IDX 464286665 172 4,000 SH Defined 5.6 ISHARES INC. . . . . . . . . MSCI JAPAN 464286848 882 84,500 SH Defined 5.6 ISHARES INC. . . . . . . . . MSCI PAC J IDX 464286665 1,384 32,200 SH Defined ISHARES INC. . . . . . . . . MSCI EMU INDEX 464286608 1 36 SH Defined ISHARES INC. . . . . . . . . MSCI JAPAN 464286848 0 10 SH Defined ISHARES INC. . . . . . . . . MSCI AUSTRALIA 464286103 50 2,103 SH Defined 1.4 ISHARES INC. . . . . . . . . MSCI BRAZIL 464286400 169 2,297 SH Defined 1.4 ISHARES INC. . . . . . . . . MSCI TURKEY FD 464286715 20 350 SH Defined 1.4 ISHARES INC. . . . . . . . . MSCI TAIWAN 464286731 15 1,200 SH Defined 1.4 ISHARES INC. . . . . . . . . MSCI JAPAN 464286848 711 68,075 SH Defined 1.4 ISHARES INC. . . . . . . . . MSCI HONG KONG 464286871 36 2,225 SH Defined 1.4 ISHARES INC. . . . . . . . . MSCI BRAZIL 464286400 793 10,772 SH Defined 5,6,8,9,10,11 ISHARES INC. . . . . . . . . MSCI CHILE INVES 464286640 66 1,200 SH Defined 5,6,8,9,10,11 ISHARES INC. . . . . . . . . MSCI MEXICO 464286822 1,665 31,161 SH Defined 1 ISHARES INC. . . . . . . . . MSCI MALAYSIA 464286830 16 1,400 SH Defined 1 ISHARES INC. . . . . . . . . MSCI JAPAN 464286848 244 23,335 SH Defined 1 ISHARES SILVER TRUST . . . . ISHARES 46428Q109 176 10,250 SH Defined 1.4 ISHARES TR . . . . . . . . . FTSE CHINA ETF 464288190 220 4,500 SH Defined 5.6 ISHARES TR . . . . . . . . . GS CORP BD FD 464287242 688 6,500 SH Defined 1.4 ISHARES TR . . . . . . . . . COHEN&ST RLTY 464287564 39 687 SH Defined 1.4 ISHARES TR . . . . . . . . . JPMORGAN USD 464288281 94 900 SH Defined 1.4 ISHARES TR . . . . . . . . . HIGH YLD CORP 464288513 345 3,900 SH Defined 1.4 ISHARES TR . . . . . . . . . BARCLYS 1-3YR CR 464288646 105 1,000 SH Defined 1.4 ISHARES TR . . . . . . . . . US PFD STK IDX 464288687 77 2,000 SH Defined 1.4 ISHARES TR . . . . . . . . . DJ HOME CONSTN 464288752 145 10,700 SH Defined 1.4 ISHARES TR . . . . . . . . . DJ BROKER-DEAL 464288794 0 1 SH Defined 5,6,8,9 ISHARES TR INDEX . . . . . . S&P 100 IDX FD 464287101 404 7,540 SH Defined 5.6 ISHARES TR INDEX . . . . . . S&P 500 INDEX 464287200 8,038 68,486 SH Defined 5.6 ISHARES TR INDEX . . . . . . MSCI EAFE IDX 464287465 549 9,800 SH Defined 5.6 ISHARES TR INDEX . . . . . . RUSSELL 2000 464287655 2,062 30,404 SH Defined 5.6 ISHARES TR INDEX . . . . . . DJ US REAL EST 464287739 2,200 44,210 SH Defined 5.6 ISHARES TR INDEX . . . . . . US TIPS BD FD 464287176 246 2,370 SH Defined 1.4 ISHARES TR INDEX . . . . . . FTSE XNHUA IDX 464287184 121 2,867 SH Defined 1.4 ISHARES TR INDEX . . . . . . S&P 500 INDEX 464287200 234 1,990 SH Defined 1.4 ISHARES TR INDEX . . . . . . MSCI EMERG MKT 464287234 261 6,198 SH Defined 1.4 ISHARES TR INDEX . . . . . . S&P LTN AM 40 464287390 24 500 SH Defined 1.4 ISHARES TR INDEX . . . . . . 7-10 YR TRS BD 464287440 36 400 SH Defined 1.4 ISHARES TR INDEX . . . . . . RUSSELL 2000 464287655 7 100 SH Defined 1.4 ISHARES TR INDEX . . . . . . DJ US REAL EST 464287739 67 1,338 SH Defined 1.4 ISHARES TR INDEX . . . . . . DJ US HEALTHCR 464287762 27 400 SH Defined 1.4 ISHARES TR INDEX . . . . . . MSCI EMERG MKT 464287234 3,536 83,930 SH Defined 5,6,8,9,10,11 ISHARES TR INDEX . . . . . . RUSSELL 2000 464287655 3,079 45,405 SH Defined 5,6,8,9,10,11 ISHARES TR INDEX . . . . . . RUSSELL 2000 464287655 226 3,336 SH Defined 5,6,8,9,10,11 ISHARES TR INDEX . . . . . . FTSE XNHUA IDX 464287184 485 11,510 SH Defined 5,6,8,9,10,11 ISHARES TR INDEX . . . . . . S&P500/BAR GRW 464287309 6,406 106,862 SH Defined 5.12 ISHARES TR INDEX . . . . . . MSCI EMERG MKT 464287234 3,502 83,117 SH Defined 1 ISHARES TR INDEX . . . . . . S&P EURO PLUS 464287861 631 16,459 SH Defined 1 ISHARES TR INDEX . . . . . . DJ US REAL EST 464287739 741 14,888 SH Defined 1 ISHARES TR INDEX . . . . . . FTSE XNHUA IDX 464287184 337 8,014 SH Defined 1 ISHARES TR INDEX . . . . . . S&P 100 IDX FD 464287101 25 475 SH Defined 1 ISHARES TR INDEX . . . . . . S&P LTN AM 40 464287390 18 380 SH Defined 1 ISHARES TR INDEX . . . . . . DJ SEL DIV INX 464287168 3,893 84,585 SH Defined 1 ISIS PHARMACEUTICALS INC . . COM 464330109 37 3,400 SH Defined 1.4 ISIS PHARMACEUTICALS INC . . COM 464330109 251 22,974 SH Defined 5,6,8,9,10,11 ITAU UNIBANCO BANCO MULTIPL. SPONS ADR 465562106 101,630 4,621,635 SH Defined 5.6 ITAU UNIBANCO BANCO MULTIPL. SPONS ADR 465562106 17,763 807,765 SH Defined 5.6 ITAU UNIBANCO BANCO MULTIPL. SPONS ADR 465562106 47,853 2,176,135 SH Defined 5.6 ITAU UNIBANCO BANCO MULTIPL. SPONS ADR 465562106 4 200 SH Defined 1.4 ITAU UNIBANCO BANCO MULTIPL. SPONS ADR 465562106 56 2,559 SH Defined 5,6,8,9,10,11 ITAU UNIBANCO BANCO MULTIPL. SPONS ADR 465562106 2,297 104,478 SH Defined 5.12 ITAU UNIBANCO BANCO MULTIPL. SPONS ADR 465562106 851 38,718 SH Defined 1 ITC HLDGS CORP . . . . . . . COM 465685105 1,309 23,800 SH Defined 5.6 ITC HLDGS CORP . . . . . . . COM 465685105 16 299 SH Defined 1.3 ITRON INC. . . . . . . . . . COM 465741106 1,938 26,700 SH Defined 5.6 ITRON INC. . . . . . . . . . COM 465741106 2,177 30,000 SH Defined 5.6 ITRON INC. . . . . . . . . . COM 465741106 1,451 20,000 SH Defined 5.6 ITRON INC. . . . . . . . . . COM 465741106 12 160 SH Defined 1.4 ITRON INC. . . . . . . . . . COM 465741106 37 512 SH Defined 5,6,8,9,10,11 ITRON INC. . . . . . . . . . COM 465741106 16 219 SH Defined 5.12 ITT CORP NEW . . . . . . . . COM 450911102 15,902 296,615 SH Defined 5.6 ITT CORP NEW . . . . . . . . COM 450911102 16 300 SH Defined 1.4 ITT CORP NEW . . . . . . . . COM 450911102 2,681 50,000 SH Defined 5.7 ITT CORP NEW . . . . . . . . COM 450911102 375 7,000 SH Defined 5.7 ITT CORP NEW . . . . . . . . COM 450911102 322 6,000 SH Defined 5.7 ITT CORP NEW . . . . . . . . COM 450911102 107 2,000 SH Defined 5.7 ITT CORP NEW . . . . . . . . COM 450911102 634 11,828 SH Defined 1 ITT EDUCATIONAL SERVICES INC COM 45068B109 367 3,264 SH Defined 5.6 ITT EDUCATIONAL SERVICES INC COM 45068B109 21 190 SH Defined 1.4 ITT EDUCATIONAL SERVICES INC COM 45068B109 73 648 SH Defined 5,6,8,9,10,11 ITT EDUCATIONAL SERVICES INC COM 45068B109 2 20 SH Defined 5,6,8,9,10,11 ITT EDUCATIONAL SERVICES INC COM 45068B109 101 896 SH Defined 1 IVANHOE ENERGY INC . . . . . COM 465790103 51 15,770 SH Defined 1.4 IVANHOE MINES LTD. . . . . . COM 46579N103 959 55,068 SH Defined 5.6 IVANHOE MINES LTD. . . . . . COM 46579N103 737 42,327 SH Defined 1.4 IXIA . . . . . . . . . . . . COM 45071R109 176 18,950 SH Defined 5.12 J & J SNACK FOODS CORP . . . COM 466032109 9 198 SH Defined 5,6,8,9,10,11 J2 GLOBAL COMMUNICATIONS INC COM NEW 46626E205 7 312 SH Defined 5,6,8,9,10,11 JA SOLAR HOLDINGS CO LTD . . SPON ADR 466090107 135 24,121 SH Defined 1.4 JA SOLAR HOLDINGS CO LTD . . SPON ADR 466090107 12 2,150 SH Defined 5,6,8,9,10,11 JA SOLAR HOLDINGS CO LTD . . SPON ADR 466090107 12 2,211 SH Defined 5,6,8,9,10,11 JA SOLAR HOLDINGS CO LTD . . SPON ADR 466090107 112 20,000 SH Defined 5.7 JA SOLAR HOLDINGS CO LTD . . SPON ADR 466090107 36 6,448 SH Defined 5.7 JA SOLAR HOLDINGS CO LTD . . NOTE 4.500% 5/1 466090AA5 12 14,000 PRN Defined 5.12 JABIL CIRCUIT INC. . . . . . COM 466313103 113 6,961 SH Defined 5.6 JABIL CIRCUIT INC. . . . . . COM 466313103 94 5,790 SH Defined 1.4 JABIL CIRCUIT INC. . . . . . COM 466313103 19 1,143 SH Defined 5,6,8,9,10,11 JABIL CIRCUIT INC. . . . . . COM 466313103 1,130 69,783 SH Defined 5.7 JABIL CIRCUIT INC. . . . . . COM 466313103 286 17,687 SH Defined 1 JACOBS ENGR GROUP INC DEL. . COM 469814107 1,810 40,061 SH Defined 5.6 JACOBS ENGR GROUP INC DEL. . COM 469814107 50 1,100 SH Defined 1.4 JACOBS ENGR GROUP INC DEL. . COM 469814107 63 1,400 SH Defined 5.12 JAGUAR MNG INC . . . . . . . COM 47009M103 184 20,000 SH Defined 1.4 JAGUAR MNG INC . . . . . . . COM 47009M103 2,260 245,353 SH Defined 5.12 JAGUAR MNG INC . . . . . . . COM 47009M103 71 7,699 SH Defined 5.12 JAMES RIVER COAL CO. . . . . COM NEW 470355207 331 20,834 SH Defined 5,6,8,9,10,11 JAMES RIVER COAL CO. . . . . COM NEW 470355207 9 565 SH Defined 5,6,8,9,10,11 JANUS CAP GROUP INC. . . . . COM 47102X105 142 9,952 SH Defined 5.6 JANUS CAP GROUP INC. . . . . COM 47102X105 2 165 SH Defined 5,6,8,9,10,11 JANUS CAP GROUP INC. . . . . NOTE 3.250% 7/1 47102XAG0 10 8,000 PRN Defined 5.12 JARDEN CORP. . . . . . . . . COM 471109108 80 2,400 SH Defined 5.13 JAVELIN PHARMACEUTICALS INC. COM 471894105 27 20,820 SH Defined 5,6,8,9,10,11 JAVELIN PHARMACEUTICALS INC. COM 471894105 31 23,926 SH Defined 5,6,8,9,10,11 JDA SOFTWARE GROUP INC . . . COM 46612K108 5 183 SH Defined 5,6,8,9,10,11 JDA SOFTWARE GROUP INC . . . COM 46612K108 39 1,387 SH Defined 5,6,8,9,10,11 JDS UNIPHASE CORP. . . . . . COM PAR $0.001 46612J507 188 15,000 SH Defined 5.6 JDS UNIPHASE CORP. . . . . . COM PAR $0.001 46612J507 77 6,165 SH Defined 1.4 JDS UNIPHASE CORP. . . . . . COM PAR $0.001 46612J507 15 1,166 SH Defined 5,6,8,9,10,11 JEFFERIES GROUP INC NEW. . . COM 472319102 286 12,063 SH Defined 5.6 JEFFERIES GROUP INC NEW. . . COM 472319102 17 700 SH Defined 5,6,8,9,10,11 JEFFERIES GROUP INC NEW. . . DBCV 3.875%11/0 472319AG7 8 8,000 PRN Defined 5.12 JEFFERIES GROUP INC NEW. . . COM 472319102 59 2,492 SH Defined 1 JETBLUE AWYS CORP. . . . . . COM 477143101 3 625 SH Defined 1.4 JETBLUE AWYS CORP. . . . . . COM 477143101 80 14,405 SH Defined 5,6,8,9,10,11 JO-ANN STORES INC. . . . . . COM 47758P307 2 45 SH Defined 5,6,8,9,10,11 JO-ANN STORES INC. . . . . . COM 47758P307 38 900 SH Defined 5,6,16 JOES JEANS INC . . . . . . . COM 47777N101 11 4,000 SH Defined 1 JOHNSON & JOHNSON. . . . . . COM 478160104 153,508 2,354,422 SH Defined 5.6 JOHNSON & JOHNSON. . . . . . COM 478160104 1,793 27,500 SH Defined 5.6 JOHNSON & JOHNSON. . . . . . COM 478160104 896 13,743 SH Defined 1.4 JOHNSON & JOHNSON. . . . . . COM 478160104 13,486 206,833 SH Defined 1.3 JOHNSON & JOHNSON. . . . . . COM 478160104 14 218 SH Defined 5,6,8,9,10,11 JOHNSON & JOHNSON. . . . . . COM 478160104 20 300 SH Defined 1 JOHNSON & JOHNSON. . . . . . COM 478160104 16,300 250,000 SH Defined 5.7 JOHNSON & JOHNSON. . . . . . COM 478160104 3,390 52,000 SH Defined 5.7 JOHNSON & JOHNSON. . . . . . COM 478160104 3,195 49,000 SH Defined 5.7 JOHNSON & JOHNSON. . . . . . COM 478160104 1,428 21,900 SH Defined 5.7 JOHNSON & JOHNSON. . . . . . COM 478160104 469 7,200 SH Defined 5.7 JOHNSON & JOHNSON. . . . . . COM 478160104 341 5,235 SH Defined 5.7 JOHNSON & JOHNSON. . . . . . COM 478160104 127 1,950 SH Defined 5.7 JOHNSON & JOHNSON. . . . . . COM 478160104 287 4,400 SH Defined 5.13 JOHNSON & JOHNSON. . . . . . COM 478160104 22 340 SH Defined 5.6 JOHNSON & JOHNSON. . . . . . COM 478160104 456 7,000 SH Defined 5,6,16 JOHNSON & JOHNSON. . . . . . COM 478160104 196 3,000 SH Defined 5.12 JOHNSON & JOHNSON. . . . . . COM 478160104 188 2,890 SH Defined 5.12 JOHNSON & JOHNSON. . . . . . COM 478160104 1,994 30,580 SH Defined 5.12 JOHNSON & JOHNSON. . . . . . COM 478160104 24,059 369,010 SH Defined 5,6,14,15 JOHNSON & JOHNSON. . . . . . COM 478160104 613 9,400 SH Defined 5,6,14,15 JOHNSON & JOHNSON. . . . . . COM 478160104 3,139 48,148 SH Defined 1 JOHNSON CTLS INC . . . . . . COM 478366107 15,935 483,036 SH Defined 5.6 JOHNSON CTLS INC . . . . . . COM 478366107 25 766 SH Defined 1.4 JOHNSON CTLS INC . . . . . . COM 478366107 208 6,304 SH Defined 5,6,8,9,10,11 JOHNSON CTLS INC . . . . . . COM 478366107 68 2,066 SH Defined 5,6,8,9,10,11 JOHNSON CTLS INC . . . . . . COM 478366107 122 3,695 SH Defined 1 JOHNSON CTLS INC . . . . . . COM 478366107 624 18,902 SH Defined 5,6,16 JOHNSON CTLS INC . . . . . . COM 478366107 870 26,368 SH Defined 1 JONES APPAREL GROUP INC. . . COM 480074103 27 1,444 SH Defined 5,6,16 JONES LANG LASALLE INC . . . COM 48020Q107 552 7,570 SH Defined 5,6,8,9,10,11 JONES LANG LASALLE INC . . . COM 48020Q107 98 1,350 SH Defined 5.12 JOY GLOBAL INC . . . . . . . COM 481165108 464 8,194 SH Defined 5.6 JOY GLOBAL INC . . . . . . . COM 481165108 65 1,152 SH Defined 1.4 JOY GLOBAL INC . . . . . . . COM 481165108 2,038 36,000 SH Defined 1.2 JOY GLOBAL INC . . . . . . . COM 481165108 47 830 SH Defined 5,6,8,9,10,11 JOY GLOBAL INC . . . . . . . COM 481165108 134 2,370 SH Defined 5,6,16 JOY GLOBAL INC . . . . . . . COM 481165108 154 2,720 SH Defined 1 JP MORGAN CHASE & CO . . . . COM 46625H100 158,564 3,543,321 SH Defined 5.6 JP MORGAN CHASE & CO . . . . COM 46625H100 3,088 68,999 SH Defined 5.6 JP MORGAN CHASE & CO . . . . COM 46625H100 930 20,784 SH Defined 1.4 JP MORGAN CHASE & CO . . . . COM 46625H100 18,788 419,849 SH Defined 1.3 JP MORGAN CHASE & CO . . . . COM 46625H100 9,738 217,607 SH Defined 1.2 JP MORGAN CHASE & CO . . . . COM 46625H100 1,892 42,284 SH Defined 5,6,8,9,10,11 JP MORGAN CHASE & CO . . . . COM 46625H100 86 1,925 SH Defined 5,6,8,9,10,11 JP MORGAN CHASE & CO . . . . COM 46625H100 61 1,354 SH Defined 5,6,8,9,10,11 JP MORGAN CHASE & CO . . . . COM 46625H100 125 2,791 SH Defined 1 JP MORGAN CHASE & CO . . . . COM 46625H100 17,900 400,000 SH Defined 5.7 JP MORGAN CHASE & CO . . . . COM 46625H100 3,593 80,295 SH Defined 5.7 JP MORGAN CHASE & CO . . . . COM 46625H100 1,790 40,000 SH Defined 5.7 JP MORGAN CHASE & CO . . . . COM 46625H100 586 13,100 SH Defined 5.7 JP MORGAN CHASE & CO . . . . COM 46625H100 380 8,500 SH Defined 5.7 JP MORGAN CHASE & CO . . . . COM 46625H100 1,631 36,450 SH Defined 5.13 JP MORGAN CHASE & CO . . . . COM 46625H100 2,234 49,926 SH Defined 5,6,16 JP MORGAN CHASE & CO . . . . COM 46625H100 38,257 854,901 SH Defined 5.12 JP MORGAN CHASE & CO . . . . COM 46625H100 87,518 1,955,700 SH Defined 5,6,14,15 JP MORGAN CHASE & CO . . . . COM 46625H100 837 18,700 SH Defined 5,6,14,15 JP MORGAN CHASE & CO . . . . COM 46625H100 16,920 378,090 SH Defined 1 JPMORGAN CHASE & CO. . . . . *W EXP 10/28/201 46634E114 85 5,554 SH CALL Defined 5,6,8,9,10,11 JPMORGAN CHASE & CO. . . . . *W EXP 10/28/201 46634E114 972 63,270 SH CALL Defined 5,6,8,9,10,11 JPMORGAN CHASE & CO. . . . . *W EXP 10/28/201 46634E114 1,022 66,474 SH CALL Defined 5.12 JUNIPER NETWORKS INC . . . . COM 48203R104 1,814 59,140 SH Defined 5.6 JUNIPER NETWORKS INC . . . . COM 48203R104 22 715 SH Defined 5,6,8,9,10,11 JUNIPER NETWORKS INC . . . . COM 48203R104 951 31,000 SH Defined 5.7 JUNIPER NETWORKS INC . . . . COM 48203R104 430 14,000 SH Defined 5.13 JUNIPER NETWORKS INC . . . . COM 48203R104 466 15,200 SH Defined 5,6,16 JUNIPER NETWORKS INC . . . . COM 48203R104 487 15,889 SH Defined 1 K TRON INTL INC. . . . . . . COM 482730108 982 6,550 SH Defined 5,6,8,9,10,11 K TRON INTL INC. . . . . . . COM 482730108 746 4,974 SH Defined 5,6,8,9,10,11 K TRON INTL INC. . . . . . . COM 482730108 36 242 SH Defined 5,6,8,9,10,11 K V PHARMACEUTICAL CO. . . . CL A 482740206 60 33,867 SH Defined 5,6,8,9,10,11 KAISER ALUMINUM CORP . . . . COM PAR $0.01 483007704 52 1,350 SH Defined 5,6,16 KANSAS CITY SOUTHERN . . . . COM NEW 485170302 148 4,100 SH Defined 5,6,8,9,10,11 KANSAS CITY SOUTHERN . . . . COM NEW 485170302 69 1,903 SH Defined 5,6,8,9,10,11 KAYDON CORP. . . . . . . . . COM 486587108 56 1,500 SH Defined 5,6,16 KB HOME. . . . . . . . . . . COM 48666K109 55 3,300 SH Defined 1.4 KB HOME. . . . . . . . . . . COM 48666K109 7 421 SH Defined 5,6,8,9,10,11 KB HOME. . . . . . . . . . . COM 48666K109 75 4,500 SH Defined 5.12 KBR INC. . . . . . . . . . . COM 48242W106 2,209 99,680 SH Defined 5.6 KBR INC. . . . . . . . . . . COM 48242W106 49 2,192 SH Defined 5,6,8,9,10,11 KBR INC. . . . . . . . . . . COM 48242W106 304 13,700 SH Defined 5.13 KBR INC. . . . . . . . . . . COM 48242W106 86 3,891 SH Defined 1 KELLOGG CO . . . . . . . . . COM 487836108 4,415 82,639 SH Defined 5.6 KELLOGG CO . . . . . . . . . COM 487836108 72 1,339 SH Defined 1.4 KELLOGG CO . . . . . . . . . COM 487836108 9,947 186,161 SH Defined 1.3 KELLOGG CO . . . . . . . . . COM 487836108 3,978 74,451 SH Defined 1.2 KELLOGG CO . . . . . . . . . COM 487836108 9,083 170,000 SH Defined 5.7 KELLOGG CO . . . . . . . . . COM 487836108 438 8,200 SH Defined 5.7 KELLOGG CO . . . . . . . . . COM 487836108 267 5,000 SH Defined 5.7 KELLOGG CO . . . . . . . . . COM 487836108 143 2,680 SH Defined 5.7 KELLOGG CO . . . . . . . . . COM 487836108 454 8,500 SH Defined 5.12 KELLOGG CO . . . . . . . . . COM 487836108 1,816 33,990 SH Defined 1 KENNAMETAL INC . . . . . . . COM 489170100 111 3,939 SH Defined 5,6,8,9,10,11 KENNAMETAL INC . . . . . . . COM 489170100 138 4,900 SH Defined 5,6,16 KENNAMETAL INC . . . . . . . COM 489170100 837 29,750 SH Defined 5.12 KENSEY NASH CORP . . . . . . COM 490057106 28 1,171 SH Defined 5,6,8,9,10,11 KEY ENERGY SVCS INC. . . . . COM 492914106 57 6,017 SH Defined 5,6,8,9,10,11 KEY ENERGY SVCS INC. . . . . COM 492914106 160 16,750 SH Defined 5.12 KEYCORP NEW. . . . . . . . . COM 493267108 597 76,971 SH Defined 5.6 KEYCORP NEW. . . . . . . . . COM 493267108 12 1,500 SH Defined 1.4 KEYCORP NEW. . . . . . . . . COM 493267108 55 7,079 SH Defined 5,6,8,9,10,11 KEYCORP NEW. . . . . . . . . PFD 7.75% SR A 493267405 1,701 17,967 SH Defined 5,6,8,9,10,11 KEYCORP NEW. . . . . . . . . COM 493267108 2,248 290,000 SH Defined 5.7 KEYCORP NEW. . . . . . . . . COM 493267108 271 34,925 SH Defined 5.7 KEYCORP NEW. . . . . . . . . COM 493267108 116 15,000 SH Defined 5.7 KEYCORP NEW. . . . . . . . . COM 493267108 85 11,000 SH Defined 5.7 KEYCORP NEW. . . . . . . . . COM 493267108 6 807 SH Defined 1 KFORCE INC . . . . . . . . . COM 493732101 29 1,910 SH Defined 5,6,8,9,10,11 KILROY RLTY CORP . . . . . . COM 49427F108 2,957 95,879 SH Defined 5.6 KILROY RLTY CORP . . . . . . COM 49427F108 386 12,500 SH Defined 5.6 KILROY RLTY CORP . . . . . . COM 49427F108 950 30,800 SH Defined 5,6,16 KIMBERLY CLARK CORP. . . . . COM 494368103 66,934 1,064,474 SH Defined 5.6 KIMBERLY CLARK CORP. . . . . COM 494368103 296 4,700 SH Defined 5.6 KIMBERLY CLARK CORP. . . . . COM 494368103 65 1,030 SH Defined 1.4 KIMBERLY CLARK CORP. . . . . COM 494368103 638 10,150 SH Defined 1.3 KIMBERLY CLARK CORP. . . . . COM 494368103 132 2,100 SH Defined 1.2 KIMBERLY CLARK CORP. . . . . COM 494368103 39 623 SH Defined 5,6,8,9,10,11 KIMBERLY CLARK CORP. . . . . COM 494368103 402 6,400 SH Defined 5.7 KIMBERLY CLARK CORP. . . . . COM 494368103 346 5,500 SH Defined 5.7 KIMBERLY CLARK CORP. . . . . COM 494368103 136 2,160 SH Defined 5.7 KIMBERLY CLARK CORP. . . . . COM 494368103 94 1,500 SH Defined 5.7 KIMBERLY CLARK CORP. . . . . COM 494368103 23,146 368,100 SH Defined 5.12 KIMBERLY CLARK CORP. . . . . COM 494368103 2,012 32,000 SH Defined 5.12 KIMBERLY CLARK CORP. . . . . COM 494368103 26,284 418,000 SH Defined 5.12 KIMBERLY CLARK CORP. . . . . COM 494368103 6,931 110,220 SH Defined 5,6,14,15 KIMBERLY CLARK CORP. . . . . COM 494368103 297 4,730 SH Defined 5,6,14,15 KIMBERLY CLARK CORP. . . . . COM 494368103 647 10,292 SH Defined 1 KIMCO REALTY CORP. . . . . . COM 49446R109 13,964 892,813 SH Defined 5.6 KIMCO REALTY CORP. . . . . . COM 49446R109 2,554 163,326 SH Defined 5.6 KIMCO REALTY CORP. . . . . . COM 49446R109 4,153 265,539 SH Defined 5,6,16 KINDER MORGAN MANAGEMENT LLC SHS 49455U100 9,043 154,268 SH Defined 5.6 KINDER MORGAN MANAGEMENT LLC SHS 49455U100 115 1,964 SH Defined 1 KINDRED HEALTHCARE INC . . . COM 494580103 209 11,600 SH Defined 5.12 KING PHARMACEUTICALS INC . . COM 495582108 73 6,171 SH Defined 5.6 KING PHARMACEUTICALS INC . . NOTE 1.250% 4/0 495582AJ7 2,014 2,190,000 PRN Defined 5,6,8,9,10,11 KING PHARMACEUTICALS INC . . NOTE 1.250% 4/0 495582AJ7 212 230,000 PRN Defined 5,6,8,9,10,11 KING PHARMACEUTICALS INC . . COM 495582108 3,469 295,000 SH Defined 5.7 KING PHARMACEUTICALS INC . . COM 495582108 308 26,190 SH Defined 5.7 KING PHARMACEUTICALS INC . . COM 495582108 118 10,000 SH Defined 5.7 KING PHARMACEUTICALS INC . . COM 495582108 71 6,000 SH Defined 5.7 KING PHARMACEUTICALS INC . . COM 495582108 162 13,800 SH Defined 5.13 KING PHARMACEUTICALS INC . . COM 495582108 113 9,602 SH Defined 1 KINROSS GOLD CORP. . . . . . COM NO PAR 496902404 30,014 1,761,152 SH Defined 5.6 KINROSS GOLD CORP. . . . . . COM NO PAR 496902404 34 2,000 SH Defined 1 KINROSS GOLD CORP. . . . . . COM NO PAR 496902404 368 21,587 SH Defined 1.4 KINROSS GOLD CORP. . . . . . COM NO PAR 496902404 510 29,914 SH Defined 1.2 KINROSS GOLD CORP. . . . . . NOTE 1.750% 3/1 496902AD9 533 533,000 PRN Defined 5,6,8,9,10,11 KINROSS GOLD CORP. . . . . . NOTE 1.750% 3/1 496902AD9 590 590,000 PRN Defined 5,6,8,9,10,11 KINROSS GOLD CORP. . . . . . COM NO PAR 496902404 2 121 SH Defined 5,6,8,9 KINROSS GOLD CORP. . . . . . COM NO PAR 496902404 43 2,500 SH Defined 5.7 KINROSS GOLD CORP. . . . . . COM NO PAR 496902404 3,772 221,352 SH Defined 5.13 KINROSS GOLD CORP. . . . . . COM NO PAR 496902404 21,428 1,257,362 SH Defined 5.12 KINROSS GOLD CORP. . . . . . COM NO PAR 496902404 3,186 186,950 SH Defined 5.12 KINROSS GOLD CORP. . . . . . COM NO PAR 496902404 3,310 194,200 SH Defined 5,6,14,15 KINROSS GOLD CORP. . . . . . COM NO PAR 496902404 24 1,415 SH Defined 1 KIRBY CORP . . . . . . . . . COM 497266106 1,057 27,705 SH Defined 5,6,8,9,10,11 KIRBY CORP . . . . . . . . . COM 497266106 13 344 SH Defined 5,6,8,9,10,11 KIRBY CORP . . . . . . . . . COM 497266106 143 3,750 SH Defined 5.12 KITE RLTY GROUP TR . . . . . COM 49803T102 662 139,915 SH Defined 5.6 KITE RLTY GROUP TR . . . . . COM 49803T102 65 13,700 SH Defined 5.6 KKR FINANCIAL HLDGS LLC. . . COM 48248A306 713 86,800 SH Defined 5.6 KKR FINANCIAL HLDGS LLC. . . COM 48248A306 27 3,335 SH Defined 5,6,8,9,10,11 KKR FINANCIAL HLDGS LLC. . . COM 48248A306 1 68 SH Defined 1 KLA-TENCOR CORP. . . . . . . COM 482480100 12,938 418,435 SH Defined 5.6 KLA-TENCOR CORP. . . . . . . COM 482480100 29 940 SH Defined 1.4 KLA-TENCOR CORP. . . . . . . COM 482480100 170 5,500 SH Defined 5,6,8,9,10,11 KLA-TENCOR CORP. . . . . . . COM 482480100 296 9,583 SH Defined 1 KMG CHEMICALS INC. . . . . . COM 482564101 8 474 SH Defined 5,6,8,9,10,11 KNIGHT CAPITAL GROUP INC . . CL A 499005106 11 706 SH Defined 5,6,8,9,10,11 KNIGHT CAPITAL GROUP INC . . CL A 499005106 7 475 SH Defined 5,6,8,9,10,11 KNIGHT TRANSN INC. . . . . . COM 499064103 6 282 SH Defined 5,6,8,9,10,11 KNIGHT TRANSN INC. . . . . . COM 499064103 55 2,630 SH Defined 5,6,16 KNOLL INC. . . . . . . . . . COM NEW 498904200 36 3,190 SH Defined 5,6,8,9,10,11 KOHLS CORP . . . . . . . . . COM 500255104 2,192 40,006 SH Defined 5.6 KOHLS CORP . . . . . . . . . COM 500255104 43 794 SH Defined 1.4 KOHLS CORP . . . . . . . . . COM 500255104 442 8,070 SH Defined 5,6,8,9,10,11 KOHLS CORP . . . . . . . . . COM 500255104 2 30 SH Defined 5,6,8,9,10,11 KOHLS CORP . . . . . . . . . COM 500255104 1,370 25,000 SH Defined 5.7 KOHLS CORP . . . . . . . . . COM 500255104 877 16,009 SH Defined 5.12 KOHLS CORP . . . . . . . . . COM 500255104 29,066 530,600 SH Defined 5,6,14,15 KOHLS CORP . . . . . . . . . COM 500255104 322 5,882 SH Defined 1 KONGZHONG CORP . . . . . . . SPONSORED ADR 50047P104 22 2,700 SH Defined 1.4 KOPIN CORP . . . . . . . . . COM 500600101 96 26,000 SH Defined 1.4 KOPPERS HOLDINGS INC . . . . COM 50060P106 51 1,800 SH Defined 5,6,16 KOREA FD . . . . . . . . . . COM NEW 500634209 158 4,285 SH Defined 5.12 KRAFT FOODS INC. . . . . . . CL A 50075N104 71,456 2,362,966 SH Defined 5.6 KRAFT FOODS INC. . . . . . . CL A 50075N104 353 11,675 SH Defined 1.4 KRAFT FOODS INC. . . . . . . CL A 50075N104 2,894 95,717 SH Defined 1.3 KRAFT FOODS INC. . . . . . . CL A 50075N104 444 14,675 SH Defined 1.2 KRAFT FOODS INC. . . . . . . CL A 50075N104 1 30 SH Defined 5,6,8,9,10,11 KRAFT FOODS INC. . . . . . . CL A 50075N104 3,475 114,925 SH Defined 5.7 KRAFT FOODS INC. . . . . . . CL A 50075N104 387 12,800 SH Defined 5.7 KRAFT FOODS INC. . . . . . . CL A 50075N104 125 4,150 SH Defined 5.7 KRAFT FOODS INC. . . . . . . CL A 50075N104 128 4,240 SH Defined KRAFT FOODS INC. . . . . . . CL A 50075N104 47 1,550 SH Defined 5.6 KRAFT FOODS INC. . . . . . . CL A 50075N104 2 69 SH Defined KRAFT FOODS INC. . . . . . . CL A 50075N104 30,158 997,290 SH Defined 5.12 KRAFT FOODS INC. . . . . . . CL A 50075N104 3,242 107,200 SH Defined 5,6,14,15 KRAFT FOODS INC. . . . . . . CL A 50075N104 2,413 79,808 SH Defined 1 KRATON PERFORMANCE POLYMERS. COM 50077C106 375 21,000 SH Defined 1.4 KRATON PERFORMANCE POLYMERS. COM 50077C106 1 83 SH Defined 5,6,8,9,10,11 KROGER CO. . . . . . . . . . COM 501044101 34,202 1,579,025 SH Defined 5.6 KROGER CO. . . . . . . . . . COM 501044101 11 520 SH Defined 1.4 KROGER CO. . . . . . . . . . COM 501044101 117 5,390 SH Defined 5,6,8,9,10,11 KROGER CO. . . . . . . . . . COM 501044101 4,332 200,000 SH Defined 5.7 KROGER CO. . . . . . . . . . COM 501044101 2,004 92,500 SH Defined 5.7 KROGER CO. . . . . . . . . . COM 501044101 652 30,100 SH Defined 5.7 KROGER CO. . . . . . . . . . COM 501044101 357 16,500 SH Defined 5.7 KROGER CO. . . . . . . . . . COM 501044101 284 13,100 SH Defined 5.7 KROGER CO. . . . . . . . . . COM 501044101 217 10,000 SH Defined 5.7 KROGER CO. . . . . . . . . . COM 501044101 173 8,000 SH Defined 5.7 KROGER CO. . . . . . . . . . COM 501044101 119 5,500 SH Defined 5.7 KROGER CO. . . . . . . . . . COM 501044101 433 20,000 SH Defined 5.12 KROGER CO. . . . . . . . . . COM 501044101 3,602 166,300 SH Defined 5,6,14,15 KROGER CO. . . . . . . . . . COM 501044101 121 5,600 SH Defined 5,6,14,15 KROGER CO. . . . . . . . . . COM 501044101 623 28,767 SH Defined 1 KT CORP. . . . . . . . . . . SPONSORED ADR 48268K101 2,082 100,300 SH Defined 5.6 KT CORP. . . . . . . . . . . SPONSORED ADR 48268K101 1,534 73,900 SH Defined 5.6 KULICKE & SOFFA INDS INC . . NOTE 0.875% 6/0 501242AT8 541 586,000 PRN Defined 5,6,8,9,10,11 L-1 IDENTITY SOLUTIONS INC . COM 50212A106 46 5,137 SH Defined 5,6,8,9,10,11 L-3 COMMUNICATIONS HLDGS INC COM 502424104 1,254 13,681 SH Defined 5.6 L-3 COMMUNICATIONS HLDGS INC COM 502424104 2 26 SH Defined 1.4 L-3 COMMUNICATIONS HLDGS INC COM 502424104 4,582 50,000 SH Defined 5.7 L-3 COMMUNICATIONS HLDGS INC COM 502424104 541 5,900 SH Defined 5.7 L-3 COMMUNICATIONS HLDGS INC COM 502424104 182 1,985 SH Defined 5.7 L-3 COMMUNICATIONS HLDGS INC COM 502424104 431 4,700 SH Defined 5.13 L-3 COMMUNICATIONS HLDGS INC COM 502424104 1,191 13,000 SH Defined 5.12 L-3 COMMUNICATIONS HLDGS INC COM 502424104 421 4,600 SH Defined 5.12 L-3 COMMUNICATIONS HLDGS INC COM 502424104 250 2,732 SH Defined 1 LABORATORY CORP AMER HLDGS . COM NEW 50540R409 789 10,416 SH Defined 5.6 LABORATORY CORP AMER HLDGS . COM NEW 50540R409 26 350 SH Defined 1.4 LABORATORY CORP AMER HLDGS . COM NEW 50540R409 2,996 39,569 SH Defined 1.3 LABORATORY CORP AMER HLDGS . COM NEW 50540R409 1,142 15,085 SH Defined 1.2 LABORATORY CORP AMER HLDGS . COM NEW 50540R409 1,376 18,175 SH Defined 5,6,8,9,10,11 LABORATORY CORP AMER HLDGS . NOTE 9/1 50540RAG7 6 6,000 PRN Defined 5.12 LAM RESEARCH CORP. . . . . . COM 512807108 293 7,858 SH Defined 5.6 LAM RESEARCH CORP. . . . . . COM 512807108 92 2,452 SH Defined 1.4 LAM RESEARCH CORP. . . . . . COM 512807108 24 650 SH Defined 5,6,8,9,10,11 LAM RESEARCH CORP. . . . . . COM 512807108 374 10,010 SH Defined 5.13 LAM RESEARCH CORP. . . . . . COM 512807108 657 17,600 SH Defined 5,6,14,15 LAM RESEARCH CORP. . . . . . COM 512807108 86 2,300 SH Defined 5,6,14,15 LAM RESEARCH CORP. . . . . . COM 512807108 115 3,086 SH Defined 1 LAMAR ADVERTISING CO . . . . CL A 512815101 86 2,503 SH Defined 5,6,8,9,10,11 LAN AIRLINES S A . . . . . . SPONSORED ADR 501723100 2,713 153,700 SH Defined 5.6 LAN AIRLINES S A . . . . . . SPONSORED ADR 501723100 667 37,800 SH Defined 5.6 LAN AIRLINES S A . . . . . . SPONSORED ADR 501723100 94 5,346 SH Defined 5,6,8,9,10,11 LANCASTER COLONY CORP. . . . COM 513847103 8 131 SH Defined 5,6,8,9,10,11 LANDSTAR SYS INC . . . . . . COM 515098101 46 1,105 SH Defined 5,6,16 LAS VEGAS SANDS CORP . . . . COM 517834107 475 22,441 SH Defined 5.6 LAS VEGAS SANDS CORP . . . . COM 517834107 475 22,457 SH Defined 1.4 LAS VEGAS SANDS CORP . . . . COM 517834107 5,398 255,207 SH Defined 1.3 LAS VEGAS SANDS CORP . . . . COM 517834107 1,192 56,353 SH Defined 1.2 LAS VEGAS SANDS CORP . . . . COM 517834107 7 332 SH Defined 5,6,8,9,10,11 LAS VEGAS SANDS CORP . . . . COM 517834107 42 2,000 SH Defined 5.7 LAS VEGAS SANDS CORP . . . . COM 517834107 411 19,440 SH Defined 5.13 LAS VEGAS SANDS CORP . . . . COM 517834107 186 8,779 SH Defined 1 LASALLE HOTEL PPTYS. . . . . COM SH BEN INT 517942108 3,573 153,341 SH Defined 5.6 LASALLE HOTEL PPTYS. . . . . COM SH BEN INT 517942108 396 17,000 SH Defined 5.6 LASALLE HOTEL PPTYS. . . . . COM SH BEN INT 517942108 373 16,009 SH Defined 5,6,16 LATTICE SEMICONDUCTOR CORP . COM 518415104 5 1,259 SH Defined 5,6,8,9,10,11 LATTICE SEMICONDUCTOR CORP . COM 518415104 226 61,550 SH Defined 5.12 LAUDER ESTEE COS INC . . . . CL A 518439104 2,355 36,308 SH Defined 5.6 LAUDER ESTEE COS INC . . . . CL A 518439104 9 136 SH Defined 1.4 LAUDER ESTEE COS INC . . . . CL A 518439104 8 117 SH Defined 5,6,8,9,10,11 LAUDER ESTEE COS INC . . . . CL A 518439104 84 1,298 SH Defined 1 LAUDER ESTEE COS INC . . . . CL A 518439104 1,103 17,000 SH Defined 5.7 LAUDER ESTEE COS INC . . . . CL A 518439104 130 2,000 SH Defined LAWSON SOFTWARE INC NEW. . . COM 52078P102 6 860 SH Defined 1.4 LAZARD LTD . . . . . . . . . SHS A G54050102 57 1,608 SH Defined 5,6,8,9,10,11 LAZARD LTD . . . . . . . . . SHS A G54050102 143 4,000 SH Defined 5.12 LDK SOLAR CO LTD . . . . . . SPONSORED ADR 50183L107 41 6,250 SH Defined 1.4 LDK SOLAR CO LTD . . . . . . SPONSORED ADR 50183L107 5 762 SH Defined 5,6,8,9,10,11 LDK SOLAR CO LTD . . . . . . SPONSORED ADR 50183L107 10 1,516 SH Defined 5,6,8,9 LDK SOLAR CO LTD . . . . . . SPONSORED ADR 50183L107 1 192 SH Defined 5,6,8,9 LEAP WIRELESS INTL INC . . . COM NEW 521863308 88 5,350 SH Defined 1.4 LEAP WIRELESS INTL INC . . . NOTE 4.500% 7/1 521863AL4 623 720,000 PRN Defined 5,6,8,9,10,11 LEAR CORP. . . . . . . . . . COM NEW 521865204 2,410 30,368 SH Defined 5,6,8,9,10,11 LEAR CORP. . . . . . . . . . COM NEW 521865204 491 6,187 SH Defined 5,6,8,9,10,11 LEAR CORP. . . . . . . . . . COM NEW 521865204 381 4,800 SH Defined 5,6,8,9,10,11 LEAR CORP. . . . . . . . . . COM NEW 521865204 221 2,783 SH Defined 5,6,8,9,10,11 LEAR CORP. . . . . . . . . . COM NEW 521865204 105 1,317 SH Defined 5,6,8,9,10,11 LEAR CORP. . . . . . . . . . COM NEW 521865204 5 69 SH Defined 5,6,8,9,10,11 LEAR CORP. . . . . . . . . . COM NEW 521865204 175 2,200 SH Defined 5.13 LEGG MASON INC . . . . . . . COM 524901105 502 17,522 SH Defined 5.6 LEGG MASON INC . . . . . . . COM 524901105 11 400 SH Defined 1.4 LEGG MASON INC . . . . . . . COM 524901105 22 750 SH Defined 5.7 LEGG MASON INC . . . . . . . COM 524901105 14 500 SH Defined 5.7 LEGG MASON INC . . . . . . . COM 524901105 297 10,342 SH Defined 1 LEGGETT & PLATT INC. . . . . COM 524660107 693 32,029 SH Defined 5.6 LEGGETT & PLATT INC. . . . . COM 524660107 59 2,716 SH Defined 5,6,8,9,10,11 LEGGETT & PLATT INC. . . . . COM 524660107 220 10,176 SH Defined 1 LENDER PROCESSING SVCS INC . COM 52602E102 3,378 89,494 SH Defined 5.6 LENDER PROCESSING SVCS INC . COM 52602E102 20 542 SH Defined 5,6,8,9,10,11 LENDER PROCESSING SVCS INC . COM 52602E102 7 190 SH Defined 5,6,8,9,10,11 LENDER PROCESSING SVCS INC . COM 52602E102 88 2,324 SH Defined 1 LENNAR CORP. . . . . . . . . CL A 526057104 70 4,088 SH Defined 5.6 LENNAR CORP. . . . . . . . . CL A 526057104 197 11,462 SH Defined 1.4 LENNAR CORP. . . . . . . . . CL A 526057104 47 2,708 SH Defined 5,6,8,9,10,11 LENNAR CORP. . . . . . . . . CL A 526057104 45 2,590 SH Defined 5,6,8,9,10,11 LENNAR CORP. . . . . . . . . CL B 526057302 56 3,993 SH Defined 5,6,8,9,10,11 LENNAR CORP. . . . . . . . . CL A 526057104 19 1,108 SH Defined 5,6,8,9 LENNAR CORP. . . . . . . . . CL A 526057104 1,721 100,000 SH Defined 5.7 LENNAR CORP. . . . . . . . . CL A 526057104 153 8,900 SH Defined 5.7 LENNAR CORP. . . . . . . . . CL A 526057104 60 3,500 SH Defined 5.7 LENNAR CORP. . . . . . . . . CL A 526057104 49 2,850 SH Defined 5.7 LENNAR CORP. . . . . . . . . CL A 526057104 43 2,500 SH Defined 5.7 LENNAR CORP. . . . . . . . . CL A 526057104 17,357 1,008,556 SH Defined 5.12 LENNOX INTL INC. . . . . . . COM 526107107 11 251 SH Defined 1.4 LEUCADIA NATL CORP . . . . . COM 527288104 3,549 143,028 SH Defined 5.6 LEUCADIA NATL CORP . . . . . COM 527288104 124 5,000 SH Defined 1.4 LEUCADIA NATL CORP . . . . . COM 527288104 361 14,550 SH Defined 1 LEVEL 3 COMMUNICATIONS INC . COM 52729N100 272 167,757 SH Defined 5.6 LEVEL 3 COMMUNICATIONS INC . COM 52729N100 9 5,400 SH Defined 1.4 LEVEL 3 COMMUNICATIONS INC . COM 52729N100 12 7,240 SH Defined 5,6,8,9,10,11 LEVEL 3 COMMUNICATIONS INC . COM 52729N100 64 39,773 SH Defined 1 LEXICON PHARMACEUTICALS INC. COM 528872104 19 13,000 SH Defined 1.4 LEXINGTON REALTY TRUST . . . COM 529043101 1,762 270,728 SH Defined 5.6 LEXINGTON REALTY TRUST . . . COM 529043101 234 35,875 SH Defined 5.6 LEXINGTON REALTY TRUST . . . COM 529043101 13 2,000 SH Defined 1.4 LEXMARK INTL . . . . . . . . NEW CL A 529771107 132 3,655 SH Defined 5.6 LEXMARK INTL . . . . . . . . NEW CL A 529771107 9 257 SH Defined 1.4 LEXMARK INTL . . . . . . . . NEW CL A 529771107 3,434 95,180 SH Defined 1.2 LEXMARK INTL . . . . . . . . NEW CL A 529771107 316 8,760 SH Defined 5,6,8,9,10,11 LEXMARK INTL . . . . . . . . NEW CL A 529771107 372 10,300 SH Defined 5.13 LEXMARK INTL . . . . . . . . NEW CL A 529771107 36 1,000 SH Defined 5.12 LG DISPLAY CO LTD. . . . . . SPONS ADR REP 50186V102 7,908 447,300 SH Defined 5.6 LG DISPLAY CO LTD. . . . . . SPONS ADR REP 50186V102 5,875 332,300 SH Defined 5.6 LG DISPLAY CO LTD. . . . . . SPONS ADR REP 50186V102 2,332 131,900 SH Defined 5.12 LIBERTY ACQUISITION HLDGS CO COM 53015Y107 6,341 641,137 SH Defined 5,6,8,9,10,11 LIBERTY ACQUISITION HLDGS CO COM 53015Y107 2,531 255,951 SH Defined 5,6,8,9,10,11 LIBERTY ACQUISITION HLDGS CO COM 53015Y107 580 58,608 SH Defined 5,6,8,9,10,11 LIBERTY ACQUISITION HLDGS CO COM 53015Y107 230 23,304 SH Defined 5,6,8,9,10,11 LIBERTY ACQUISITION HLDGS CO COM 53015Y107 36 3,643 SH Defined 5,6,8,9,10,11 LIBERTY ACQUISITION HLDGS CO UNIT 99/99/9999 53015Y206 1,334 127,991 SH Defined 5,6,8,9 LIBERTY ACQUISITION HLDGS CO UNIT 99/99/9999 53015Y206 183 17,577 SH Defined 5,6,8,9 LIBERTY GLOBAL INC . . . . . COM SER A 530555101 211 7,244 SH Defined 5.6 LIBERTY GLOBAL INC . . . . . COM SER C 530555309 395 13,661 SH Defined 5.6 LIBERTY GLOBAL INC . . . . . COM SER A 530555101 15 500 SH Defined 1.4 LIBERTY GLOBAL INC . . . . . COM SER A 530555101 50 1,700 SH Defined 5.7 LIBERTY GLOBAL INC . . . . . COM SER A 530555101 92 3,150 SH Defined 1 LIBERTY GLOBAL INC . . . . . COM SER C 530555309 84 2,891 SH Defined 1 LIBERTY MEDIA CORP . . . . . DEB 3.250% 3/1 530715AR2 8 13,000 PRN Defined 5.12 LIBERTY MEDIA CORP NEW . . . INT COM SER A 53071M104 455 29,746 SH Defined 5.6 LIBERTY MEDIA CORP NEW . . . INT COM SER A 53071M104 35 2,289 SH Defined 1.4 LIBERTY MEDIA CORP NEW . . . CAP COM SER A 53071M302 22 600 SH Defined 1.4 LIBERTY MEDIA CORP NEW . . . INT COM SER A 53071M104 7 488 SH Defined 5,6,8,9,10,11 LIBERTY MEDIA CORP NEW . . . LIB STAR COM A 53071M708 570 10,422 SH Defined 5,6,8,9,10,11 LIBERTY MEDIA CORP NEW . . . LIB STAR COM A 53071M708 112 2,047 SH Defined 5,6,8,9,10,11 LIBERTY MEDIA CORP NEW . . . LIB STAR COM A 53071M708 17 312 SH Defined 5,6,8,9,10,11 LIBERTY MEDIA CORP NEW . . . DEB 3.125% 3/3 530718AF2 18 17,000 PRN Defined 5.12 LIBERTY MEDIA CORP NEW . . . INT COM SER A 53071M104 115,958 7,573,989 SH Defined 1 LIBERTY PPTY TR. . . . . . . SH BEN INT 531172104 8,704 256,447 SH Defined 5.6 LIBERTY PPTY TR. . . . . . . SH BEN INT 531172104 8,506 250,611 SH Defined 5.6 LIBERTY PPTY TR. . . . . . . SH BEN INT 531172104 2,448 72,113 SH Defined 5,6,16 LIBERTY PPTY TR. . . . . . . SH BEN INT 531172104 94 2,782 SH Defined 1 LIFE PARTNERS HOLDINGS INC . COM 53215T106 95 4,299 SH Defined 5,6,8,9,10,11 LIFE PARTNERS HOLDINGS INC . COM 53215T106 52 2,340 SH Defined 5,6,8,9,10,11 LIFE TECHNOLOGIES CORP . . . COM 53217V109 3,150 60,258 SH Defined 5.6 LIFE TECHNOLOGIES CORP . . . COM 53217V109 34 658 SH Defined 5,6,8,9,10,11 LIFE TECHNOLOGIES CORP . . . COM 53217V109 314 6,000 SH Defined 5.7 LIFE TECHNOLOGIES CORP . . . COM 53217V109 1,545 29,550 SH Defined 5.12 LIFE TECHNOLOGIES CORP . . . COM 53217V109 764 14,616 SH Defined 1 LIFEPOINT HOSPITALS INC. . . NOTE 3.500% 5/1 53219LAH2 1,051 1,050,000 PRN Defined 5,6,8,9,10,11 LIHIR GOLD LTD . . . . . . . SPONSORED ADR 532349107 301 10,697 SH Defined 1.4 LILLY ELI & CO . . . . . . . COM 532457108 47,295 1,305,762 SH Defined 5.6 LILLY ELI & CO . . . . . . . COM 532457108 138 3,817 SH Defined 1.4 LILLY ELI & CO . . . . . . . COM 532457108 4,528 125,000 SH Defined 5.7 LILLY ELI & CO . . . . . . . COM 532457108 978 27,000 SH Defined 5.7 LILLY ELI & CO . . . . . . . COM 532457108 583 16,100 SH Defined 5.7 LILLY ELI & CO . . . . . . . COM 532457108 272 7,500 SH Defined 5.7 LILLY ELI & CO . . . . . . . COM 532457108 191 5,270 SH Defined 5.7 LILLY ELI & CO . . . . . . . COM 532457108 464 12,800 SH Defined 5.13 LILLY ELI & CO . . . . . . . COM 532457108 1 23 SH Defined LILLY ELI & CO . . . . . . . COM 532457108 41 1,120 SH Defined 5.12 LILLY ELI & CO . . . . . . . COM 532457108 3,633 100,310 SH Defined 5,6,14,15 LILLY ELI & CO . . . . . . . COM 532457108 2,641 72,904 SH Defined 5,6,14,15 LILLY ELI & CO . . . . . . . COM 532457108 3,102 85,641 SH Defined 1 LIMITED BRANDS INC . . . . . COM 532716107 3,288 133,548 SH Defined 5.6 LIMITED BRANDS INC . . . . . COM 532716107 325 13,200 SH Defined 5.7 LIMITED BRANDS INC . . . . . COM 532716107 103 4,200 SH Defined 5.7 LIMITED BRANDS INC . . . . . COM 532716107 1,534 62,300 SH Defined 5,6,14,15 LIMITED BRANDS INC . . . . . COM 532716107 217 8,800 SH Defined 5,6,14,15 LINCARE HLDGS INC. . . . . . COM 532791100 15 340 SH Defined 1.4 LINCARE HLDGS INC. . . . . . COM 532791100 112 2,490 SH Defined 5,6,8,9,10,11 LINCARE HLDGS INC. . . . . . DBCV 2.750%11/0 532791AE0 438 380,000 PRN Defined 5,6,8,9,10,11 LINCARE HLDGS INC. . . . . . COM 532791100 90 2,000 SH Defined LINCOLN EDL SVCS CORP. . . . COM 533535100 22 860 SH Defined 5,6,8,9,10,11 LINCOLN ELEC HLDGS INC . . . COM 533900106 103 1,900 SH Defined 5.13 LINCOLN NATL CORP IND. . . . COM 534187109 1,113 36,238 SH Defined 5.6 LINCOLN NATL CORP IND. . . . COM 534187109 234 7,620 SH Defined 5,6,8,9,10,11 LINCOLN NATL CORP IND. . . . COM 534187109 71 2,300 SH Defined 5,6,8,9,10,11 LINCOLN NATL CORP IND. . . . COM 534187109 13 425 SH Defined 5,6,8,9,10,11 LINCOLN NATL CORP IND. . . . COM 534187109 457 14,900 SH Defined 5.13 LINCOLN NATL CORP IND. . . . COM 534187109 411 13,400 SH Defined 5,6,16 LINDSAY CORP . . . . . . . . COM 535555106 5,363 129,500 SH Defined 5.6 LINDSAY CORP . . . . . . . . COM 535555106 1,242 30,000 SH Defined 5.6 LINDSAY CORP . . . . . . . . COM 535555106 1,035 25,000 SH Defined 5.6 LINEAR TECHNOLOGY CORP . . . COM 535678106 591 20,913 SH Defined 5.6 LINEAR TECHNOLOGY CORP . . . COM 535678106 33 1,159 SH Defined 1.4 LINEAR TECHNOLOGY CORP . . . COM 535678106 5,858 207,137 SH Defined 5.12 LINEAR TECHNOLOGY CORP . . . COM 535678106 475 16,785 SH Defined 1 LINN ENERGY LLC. . . . . . . UNIT LTD LIAB 536020100 43 1,664 SH Defined 5,6,8,9,10,11 LIONS GATE ENTMNT CORP . . . COM NEW 535919203 49 7,806 SH Defined 1.4 LIONS GATE ENTMNT CORP . . . COM NEW 535919203 7 1,083 SH Defined 5,6,8,9,10,11 LIONS GATE ENTMNT CORP . . . NOTE 2.938%10/1 535919AF1 297 310,000 PRN Defined 5,6,8,9,10,11 LIONS GATE ENTMNT CORP . . . COM NEW 535919203 58 9,350 SH Defined 5.12 LITTELFUSE INC . . . . . . . COM 537008104 11 300 SH Defined 5,6,16 LIVE NATION INC. . . . . . . COM 538034109 109 7,500 SH Defined 1.4 LIVE NATION INC. . . . . . . COM 538034109 18 1,223 SH Defined 5,6,8,9,10,11 LIVE NATION INC. . . . . . . NOTE 2.875% 7/1 538034AB5 474 536,000 PRN Defined 5,6,8,9,10,11 LIVE NATION INC. . . . . . . COM 538034109 24 1,685 SH Defined 5,6,16 LIVEPERSON INC . . . . . . . COM 538146101 307 40,000 SH Defined 1.4 LIZ CLAIBORNE INC. . . . . . COM 539320101 76 10,191 SH Defined 5,6,8,9,10,11 LIZ CLAIBORNE INC. . . . . . COM 539320101 142 19,150 SH Defined 5.12 LLOYDS TSB GROUP PLC . . . . SPONSORED ADR 539439109 30 7,710 SH Defined 5,6,8,9,10,11 LOCKHEED MARTIN CORP . . . . COM 539830109 2,695 32,383 SH Defined 5.6 LOCKHEED MARTIN CORP . . . . COM 539830109 30 361 SH Defined 1.4 LOCKHEED MARTIN CORP . . . . COM 539830109 29 350 SH Defined 5,6,14,15 LOCKHEED MARTIN CORP . . . . COM 539830109 244 2,935 SH Defined 1 LODGIAN INC. . . . . . . . . COM PAR $.01 54021P403 9 3,706 SH Defined 5,6,8,9,10,11 LODGIAN INC. . . . . . . . . COM PAR $.01 54021P403 9 3,741 SH Defined 5,6,8,9,10,11 LOEWS CORP . . . . . . . . . COM 540424108 1,401 37,571 SH Defined 5.6 LOEWS CORP . . . . . . . . . COM 540424108 3 73 SH Defined 1.4 LOEWS CORP . . . . . . . . . COM 540424108 266 7,142 SH Defined 1 LOGITECH INTL S A. . . . . . SHS H50430232 2,603 159,325 SH Defined 5.6 LOGITECH INTL S A. . . . . . SHS H50430232 3,234 197,913 SH Defined 1.4 LOGITECH INTL S A. . . . . . SHS H50430232 77 4,730 SH Defined 1.2 LOGITECH INTL S A. . . . . . SHS H50430232 1,366 83,600 SH Defined 5.7 LOGITECH INTL S A. . . . . . SHS H50430232 46 2,803 SH Defined 5.13 LOGITECH INTL S A. . . . . . SHS H50430232 326 19,933 SH Defined 5.13 LOGITECH INTL S A. . . . . . SHS H50430232 490 30,000 SH Defined LOGITECH INTL S A. . . . . . SHS H50430232 33 2,020 SH Defined 5.12 LOGITECH INTL S A. . . . . . SHS H50430232 547 33,456 SH Defined 1 LOGMEIN INC. . . . . . . . . COM 54142L109 1,603 77,489 SH Defined 5.6 LONGTOP FINL TECHNOLOGIES LT ADR 54318P108 39 1,200 SH Defined 1.4 LONGTOP FINL TECHNOLOGIES LT ADR 54318P108 544 16,900 SH Defined 5.12 LOOPNET INC. . . . . . . . . COM 543524300 25 2,263 SH Defined 5,6,8,9,10,11 LORILLARD INC. . . . . . . . COM 544147101 30,334 403,157 SH Defined 5.6 LORILLARD INC. . . . . . . . COM 544147101 163 2,160 SH Defined 1.4 LORILLARD INC. . . . . . . . COM 544147101 66 879 SH Defined 5,6,8,9,10,11 LORILLARD INC. . . . . . . . COM 544147101 622 8,267 SH Defined 5,6,8,9 LORILLARD INC. . . . . . . . COM 544147101 82 1,090 SH Defined 5,6,8,9 LORILLARD INC. . . . . . . . COM 544147101 3,762 50,000 SH Defined 5.7 LORILLARD INC. . . . . . . . COM 544147101 845 11,233 SH Defined 1 LOUISIANA PAC CORP . . . . . COM 546347105 81 8,962 SH Defined 5,6,8,9,10,11 LOUISIANA PAC CORP . . . . . COM 546347105 18 2,030 SH Defined 5,6,8,9,10,11 LOWES COS INC. . . . . . . . COM 548661107 20,330 838,709 SH Defined 5.6 LOWES COS INC. . . . . . . . COM 548661107 10 415 SH Defined 1.4 LOWES COS INC. . . . . . . . COM 548661107 78 3,212 SH Defined 5,6,8,9,10,11 LOWES COS INC. . . . . . . . COM 548661107 4,121 170,000 SH Defined 5.7 LOWES COS INC. . . . . . . . COM 548661107 482 19,890 SH Defined 5.13 LOWES COS INC. . . . . . . . COM 548661107 1,317 54,349 SH Defined 5,6,16 LOWES COS INC. . . . . . . . COM 548661107 268 11,070 SH Defined 5.12 LOWES COS INC. . . . . . . . COM 548661107 2,727 112,515 SH Defined 1 LSB INDS INC . . . . . . . . COM 502160104 15 1,000 SH Defined 1.4 LSI CORPORATION. . . . . . . COM 502161102 1,430 233,628 SH Defined 5.6 LSI CORPORATION. . . . . . . COM 502161102 151 24,700 SH Defined 5.13 LSI CORPORATION. . . . . . . COM 502161102 52 8,550 SH Defined 5.12 LSI CORPORATION. . . . . . . NOTE 4.000% 5/1 502161AJ1 12 12,000 PRN Defined 5.12 LSI CORPORATION. . . . . . . COM 502161102 2,417 395,000 SH Defined 5,6,14,15 LSI CORPORATION. . . . . . . COM 502161102 45 7,300 SH Defined 5,6,14,15 LSI CORPORATION. . . . . . . COM 502161102 244 39,874 SH Defined 1 LTC PPTYS INC. . . . . . . . COM 502175102 1,394 51,499 SH Defined 5.6 LTC PPTYS INC. . . . . . . . COM 502175102 192 7,100 SH Defined 5.6 LTX-CREDENCE CORP. . . . . . COM 502403108 5 1,718 SH Defined 5,6,8,9,10,11 LUBRIZOL CORP. . . . . . . . COM 549271104 29,006 316,242 SH Defined 5.6 LUBRIZOL CORP. . . . . . . . COM 549271104 81 880 SH Defined 5,6,8,9,10,11 LUBRIZOL CORP. . . . . . . . COM 549271104 166 1,815 SH Defined 1 LUBYS INC. . . . . . . . . . COM 549282101 69 17,400 SH Defined 5.12 LUCENT TECHNOLOGIES INC. . . DBCV 2.750% 6/1 549463AH0 277 320,000 PRN Defined 5,6,8,9,10,11 LUFKIN INDS INC. . . . . . . COM 549764108 7 87 SH Defined 5,6,16 LULULEMON ATHLETICA INC. . . COM 550021109 10 230 SH Defined 1.4 LULULEMON ATHLETICA INC. . . COM 550021109 80 1,925 SH Defined 5,6,16 M & F WORLDWIDE CORP . . . . COM 552541104 12 400 SH Defined 5,6,16 M & T BK CORP. . . . . . . . COM 55261F104 2,272 28,626 SH Defined 5.6 M & T BK CORP. . . . . . . . COM 55261F104 601 7,571 SH Defined 1 MACERICH CO. . . . . . . . . COM 554382101 8,359 218,184 SH Defined 5.6 MACERICH CO. . . . . . . . . COM 554382101 1,036 27,049 SH Defined 5.6 MACERICH CO. . . . . . . . . COM 554382101 1,784 46,561 SH Defined 5,6,16 MACK CALI RLTY CORP. . . . . COM 554489104 6,204 175,986 SH Defined 5.6 MACK CALI RLTY CORP. . . . . COM 554489104 828 23,500 SH Defined 5.6 MACK CALI RLTY CORP. . . . . COM 554489104 395 11,200 SH Defined 5,6,16 MACYS INC. . . . . . . . . . COM 55616P104 27,368 1,257,139 SH Defined 5.6 MACYS INC. . . . . . . . . . COM 55616P104 3 128 SH Defined 1.4 MACYS INC. . . . . . . . . . COM 55616P104 3,359 154,300 SH Defined 1.2 MACYS INC. . . . . . . . . . COM 55616P104 216 9,940 SH Defined 5,6,8,9,10,11 MACYS INC. . . . . . . . . . COM 55616P104 3,266 150,000 SH Defined 5.7 MACYS INC. . . . . . . . . . COM 55616P104 420 19,300 SH Defined 5.7 MACYS INC. . . . . . . . . . COM 55616P104 218 10,000 SH Defined 5.7 MACYS INC. . . . . . . . . . COM 55616P104 142 6,500 SH Defined 5.7 MACYS INC. . . . . . . . . . COM 55616P104 139 6,400 SH Defined 5.7 MACYS INC. . . . . . . . . . COM 55616P104 512 23,516 SH Defined 1 MADDEN STEVEN LTD. . . . . . COM 556269108 27 555 SH Defined 5,6,8,9,10,11 MADDEN STEVEN LTD. . . . . . COM 556269108 20 401 SH Defined 5,6,16 MADISON SQUARE GARDEN INC. . CL A 55826P100 2 91 SH Defined 1.4 MADISON SQUARE GARDEN INC. . CL A 55826P100 42 1,922 SH Defined 5,6,8,9,10,11 MADISON SQUARE GARDEN INC. . CL A 55826P100 4 200 SH Defined 5,6,8,9,10,11 MAGNA INTL INC . . . . . . . CL A 559222401 994 16,113 SH Defined 5.6 MAGUIRE PPTYS INC. . . . . . COM 559775101 1 447 SH Defined 5,6,8,9,10,11 MAIDENFORM BRANDS INC. . . . COM 560305104 5 213 SH Defined 5,6,8,9,10,11 MANITOWOC INC. . . . . . . . COM 563571108 36 2,801 SH Defined 5,6,8,9,10,11 MANITOWOC INC. . . . . . . . COM 563571108 55 4,237 SH Defined 5,6,8,9 MANITOWOC INC. . . . . . . . COM 563571108 6 488 SH Defined 5,6,8,9 MANNKIND CORP. . . . . . . . COM 56400P201 3 500 SH Defined 1.4 MANNKIND CORP. . . . . . . . COM 56400P201 3 518 SH Defined 5,6,8,9,10,11 MANNKIND CORP. . . . . . . . NOTE 3.750%12/1 56400PAA0 212 328,000 PRN Defined 5,6,8,9,10,11 MANNKIND CORP. . . . . . . . COM 56400P201 131 19,900 SH Defined 5.12 MANPOWER INC . . . . . . . . COM 56418H100 390 6,821 SH Defined 5.6 MANPOWER INC . . . . . . . . COM 56418H100 371 6,495 SH Defined 1.4 MANPOWER INC . . . . . . . . COM 56418H100 69 1,210 SH Defined 5,6,8,9,10,11 MANPOWER INC . . . . . . . . COM 56418H100 726 12,710 SH Defined 5.13 MANPOWER INC . . . . . . . . COM 56418H100 6,820 119,400 SH Defined 5,6,14,15 MANPOWER INC . . . . . . . . COM 56418H100 114 2,000 SH Defined 5,6,14,15 MANPOWER INC . . . . . . . . COM 56418H100 109 1,902 SH Defined 1 MANTECH INTL CORP. . . . . . CL A 564563104 34 695 SH Defined 5,6,8,9,10,11 MANULIFE FINL CORP . . . . . COM 56501R106 17,040 866,646 SH Defined 5.6 MANULIFE FINL CORP . . . . . COM 56501R106 1,001 50,925 SH Defined 1.2 MANULIFE FINL CORP . . . . . COM 56501R106 39 1,987 SH Defined 1 MAP PHARMACEUTICALS INC. . . COM 56509R108 70 4,400 SH Defined 5,6,8,9,10,11 MARATHON OIL CORP. . . . . . COM 565849106 21,733 686,888 SH Defined 5.6 MARATHON OIL CORP. . . . . . COM 565849106 18 569 SH Defined 1.4 MARATHON OIL CORP. . . . . . COM 565849106 31 979 SH Defined 5,6,8,9,10,11 MARATHON OIL CORP. . . . . . COM 565849106 14 443 SH Defined 5,6,8,9,10,11 MARATHON OIL CORP. . . . . . COM 565849106 2,152 68,000 SH Defined 5.7 MARATHON OIL CORP. . . . . . COM 565849106 276 8,730 SH Defined 5.7 MARATHON OIL CORP. . . . . . COM 565849106 206 6,500 SH Defined 5.7 MARATHON OIL CORP. . . . . . COM 565849106 1,122 35,468 SH Defined 5.13 MARATHON OIL CORP. . . . . . COM 565849106 503 15,900 SH Defined 5.13 MARATHON OIL CORP. . . . . . COM 565849106 853 26,970 SH Defined 5,6,16 MARATHON OIL CORP. . . . . . COM 565849106 5,793 183,087 SH Defined 5.12 MARATHON OIL CORP. . . . . . COM 565849106 1,238 39,135 SH Defined 5.12 MARATHON OIL CORP. . . . . . COM 565849106 14,113 446,045 SH Defined 5.12 MARATHON OIL CORP. . . . . . COM 565849106 1,604 50,700 SH Defined 5,6,14,15 MARATHON OIL CORP. . . . . . COM 565849106 221 7,000 SH Defined 5,6,14,15 MARATHON OIL CORP. . . . . . COM 565849106 1,632 51,596 SH Defined 1 MARINEMAX INC. . . . . . . . COM 567908108 14 1,300 SH Defined 5,6,16 MARKEL CORP. . . . . . . . . COM 570535104 1 4 SH Defined 5,6,8,9,10,11 MARKET VECTORS ETF TR. . . . RUSSIA ETF 57060U506 1,015 29,577 SH Defined 5.6 MARKET VECTORS ETF TR. . . . AGRIBUS ETF 57060U605 111 2,450 SH Defined 5.6 MARKET VECTORS ETF TR. . . . GOLD MINER ETF 57060U100 20,198 455,627 SH Defined MARKET VECTORS ETF TR. . . . GOLD MINER ETF 57060U100 4,126 93,070 SH Defined 1.4 MARKET VECTORS ETF TR. . . . RUSSIA ETF 57060U506 221 6,450 SH Defined 1.4 MARKET VECTORS ETF TR. . . . JR GOLD MINERS E 57060U589 130 5,050 SH Defined 1.4 MARKET VECTORS ETF TR. . . . AGRIBUS ETF 57060U605 192 4,250 SH Defined 1.4 MARKET VECTORS ETF TR. . . . INDONESIA ETF 57060U753 20 281 SH Defined 1.4 MARKET VECTORS ETF TR. . . . COAL ETF 57060U837 15 388 SH Defined 1.4 MARKET VECTORS ETF TR. . . . GOLD MINER ETF 57060U100 46 1,040 SH Defined 5,6,8,9,10,11 MARKET VECTORS ETF TR. . . . COAL ETF 57060U837 0 5 SH Defined 5,6,8,9 MARKWEST ENERGY PARTNERS L P UNIT LTD PARTN 570759100 15 500 SH Defined 5,6,8,9,10,11 MARRIOTT INTL INC NEW. . . . CL A 571903202 1,953 61,959 SH Defined 5.6 MARRIOTT INTL INC NEW. . . . CL A 571903202 14 443 SH Defined 1.4 MARRIOTT INTL INC NEW. . . . CL A 571903202 36 1,134 SH Defined 5,6,8,9,10,11 MARSH & MCLENNAN COS INC . . COM 571748102 10,625 435,083 SH Defined 5.6 MARSH & MCLENNAN COS INC . . COM 571748102 75 3,075 SH Defined 1 MARSHALL & ILSLEY CORP NEW . COM 571837103 401 49,789 SH Defined 5.6 MARSHALL & ILSLEY CORP NEW . COM 571837103 4 503 SH Defined 1.4 MARSHALL & ILSLEY CORP NEW . COM 571837103 52 6,416 SH Defined 1 MARTIN MARIETTA MATLS INC. . COM 573284106 217 2,600 SH Defined 5.6 MARTIN MARIETTA MATLS INC. . COM 573284106 401 4,800 SH Defined 1.4 MARTIN MARIETTA MATLS INC. . COM 573284106 493 5,900 SH Defined 5,6,8,9,10,11 MARTIN MARIETTA MATLS INC. . COM 573284106 90 1,081 SH Defined 1 MARVELL TECHNOLOGY GROUP LTD ORD G5876H105 1,125 55,184 SH Defined 5.6 MARVELL TECHNOLOGY GROUP LTD ORD G5876H105 864 42,400 SH Defined 5.6 MARVELL TECHNOLOGY GROUP LTD ORD G5876H105 151 7,415 SH Defined 1.4 MARVELL TECHNOLOGY GROUP LTD ORD G5876H105 39 1,935 SH Defined 5,6,8,9,10,11 MARVELL TECHNOLOGY GROUP LTD ORD G5876H105 202 9,910 SH Defined 5,6,8,9,10,11 MARVELL TECHNOLOGY GROUP LTD ORD G5876H105 1,080 53,016 SH Defined 5,6,8,9,10,11 MARVELL TECHNOLOGY GROUP LTD ORD G5876H105 5 233 SH Defined 5,6,8,9 MARVELL TECHNOLOGY GROUP LTD ORD G5876H105 1,451 71,200 SH Defined 5.7 MARVELL TECHNOLOGY GROUP LTD ORD G5876H105 278 13,640 SH Defined 5.13 MARVELL TECHNOLOGY GROUP LTD ORD G5876H105 876 43,000 SH Defined 5.12 MARVELL TECHNOLOGY GROUP LTD ORD G5876H105 276 13,546 SH Defined 1 MASCO CORP . . . . . . . . . COM 574599106 501 32,288 SH Defined 5.6 MASCO CORP . . . . . . . . . COM 574599106 233 15,000 SH Defined 5.7 MASCO CORP . . . . . . . . . COM 574599106 397 25,600 SH Defined 5,6,16 MASCO CORP . . . . . . . . . COM 574599106 395 25,423 SH Defined 1 MASIMO CORP. . . . . . . . . COM 574795100 609 22,950 SH Defined 5.12 MASSEY ENERGY CORP . . . . . COM 576206106 6,105 116,744 SH Defined 5.6 MASSEY ENERGY CORP . . . . . COM 576206106 2,468 47,200 SH Defined 1.2 MASSEY ENERGY CORP . . . . . COM 576206106 127 2,423 SH Defined 5,6,8,9,10,11 MASSEY ENERGY CORP . . . . . COM 576206106 22 423 SH Defined 5,6,8,9,10,11 MASSEY ENERGY CORP . . . . . COM 576206106 2,615 50,000 SH Defined 5.7 MASSEY ENERGY CORP . . . . . COM 576206106 261 5,000 SH Defined 5.7 MASSEY ENERGY CORP . . . . . COM 576206106 90 1,730 SH Defined 5.7 MASSEY ENERGY CORP . . . . . COM 576206106 274 5,244 SH Defined 1 MASTEC INC . . . . . . . . . COM 576323109 50 4,000 SH Defined 5,6,8,9,10,11 MASTERCARD INC . . . . . . . CL A 57636Q104 4,515 17,776 SH Defined 5.6 MASTERCARD INC . . . . . . . CL A 57636Q104 1,194 4,700 SH Defined 5.6 MASTERCARD INC . . . . . . . CL A 57636Q104 821 3,234 SH Defined 1.4 MASTERCARD INC . . . . . . . CL A 57636Q104 1,220 4,802 SH Defined 5,6,8,9,10,11 MASTERCARD INC . . . . . . . CL A 57636Q104 102 400 SH Defined 5,6,8,9,10,11 MASTERCARD INC . . . . . . . CL A 57636Q104 37 146 SH Defined 5,6,8,9,10,11 MASTERCARD INC . . . . . . . CL A 57636Q104 35 137 SH Defined 5,6,8,9,10,11 MASTERCARD INC . . . . . . . CL A 57636Q104 3,810 15,000 SH Defined 5.7 MASTERCARD INC . . . . . . . CL A 57636Q104 2,032 8,000 SH Defined 5.7 MASTERCARD INC . . . . . . . CL A 57636Q104 533 2,100 SH Defined 5.7 MASTERCARD INC . . . . . . . CL A 57636Q104 175 690 SH Defined 5.7 MASTERCARD INC . . . . . . . CL A 57636Q104 3,829 15,073 SH Defined MASTERCARD INC . . . . . . . CL A 57636Q104 330 1,300 SH Defined 5.13 MASTERCARD INC . . . . . . . CL A 57636Q104 656 2,584 SH Defined 5,6,16 MASTERCARD INC . . . . . . . CL A 57636Q104 1,421 5,595 SH Defined 5.12 MASTERCARD INC . . . . . . . CL A 57636Q104 40,564 159,700 SH Defined 5,6,14,15 MASTERCARD INC . . . . . . . CL A 57636Q104 331 1,303 SH Defined 1 MATRIX SVC CO. . . . . . . . COM 576853105 32 2,950 SH Defined 5,6,8,9,10,11 MATRIXX INITIATIVES INC. . . COM 57685L105 4 845 SH Defined 5,6,8,9,10,11 MATTEL INC . . . . . . . . . COM 577081102 8,812 387,503 SH Defined 5.6 MATTEL INC . . . . . . . . . COM 577081102 18 800 SH Defined 1.4 MATTEL INC . . . . . . . . . COM 577081102 341 15,000 SH Defined 5.7 MATTEL INC . . . . . . . . . COM 577081102 305 13,400 SH Defined 5.7 MATTEL INC . . . . . . . . . COM 577081102 98 4,320 SH Defined 5.7 MATTEL INC . . . . . . . . . COM 577081102 640 28,157 SH Defined 1 MATTSON TECHNOLOGY INC . . . COM 577223100 267 57,900 SH Defined 5.12 MAXIM INTEGRATED PRODS INC . COM 57772K101 479 24,719 SH Defined 5.6 MAXIM INTEGRATED PRODS INC . COM 57772K101 42 2,170 SH Defined 5,6,8,9,10,11 MAXIM INTEGRATED PRODS INC . COM 57772K101 17 858 SH Defined 5,6,8,9,10,11 MAXIM INTEGRATED PRODS INC . COM 57772K101 314 16,200 SH Defined 5.13 MAXIM INTEGRATED PRODS INC . COM 57772K101 433 22,341 SH Defined 5,6,16 MAXIM INTEGRATED PRODS INC . COM 57772K101 157 8,116 SH Defined 1 MAXIMUS INC. . . . . . . . . COM 577933104 11 175 SH Defined 5,6,8,9,10,11 MAXWELL TECHNOLOGIES INC . . COM 577767106 11 910 SH Defined 5.12 MAXYGEN INC. . . . . . . . . COM 577776107 161 24,522 SH Defined 5,6,8,9,10,11 MB FINANCIAL INC NEW . . . . COM 55264U108 15 653 SH Defined 5,6,8,9,10,11 MBIA INC . . . . . . . . . . COM 55262C100 17 2,700 SH Defined 1.4 MBIA INC . . . . . . . . . . COM 55262C100 11,169 1,781,350 SH Defined 5.12 MCAFEE INC . . . . . . . . . COM 579064106 1,186 29,560 SH Defined 5.6 MCAFEE INC . . . . . . . . . COM 579064106 36 894 SH Defined 5,6,8,9,10,11 MCAFEE INC . . . . . . . . . COM 579064106 317 7,900 SH Defined 1 MCCLATCHY CO . . . . . . . . CL A 579489105 15 3,000 SH Defined 1.4 MCCORMICK & CO INC . . . . . COM NON VTG 579780206 396 10,328 SH Defined 5.6 MCCORMICK & CO INC . . . . . COM NON VTG 579780206 58 1,520 SH Defined 1.4 MCCORMICK & CO INC . . . . . COM NON VTG 579780206 494 12,877 SH Defined 1 MCDERMOTT INTL INC . . . . . COM 580037109 469 17,407 SH Defined 5.6 MCDERMOTT INTL INC . . . . . COM 580037109 786 29,210 SH Defined 1.3 MCDERMOTT INTL INC . . . . . COM 580037109 16 598 SH Defined 5,6,8,9,10,11 MCDERMOTT INTL INC . . . . . COM 580037109 206 7,645 SH Defined 5,6,8,9,10,11 MCDERMOTT INTL INC . . . . . COM 580037109 312 11,600 SH Defined 5.13 MCDERMOTT INTL INC . . . . . COM 580037109 165 6,120 SH Defined 1 MCDONALDS CORP . . . . . . . COM 580135101 41,031 614,980 SH Defined 5.6 MCDONALDS CORP . . . . . . . COM 580135101 240 3,600 SH Defined 5.6 MCDONALDS CORP . . . . . . . COM 580135101 7 104 SH Defined 1 MCDONALDS CORP . . . . . . . COM 580135101 424 6,352 SH Defined 1.4 MCDONALDS CORP . . . . . . . COM 580135101 40 593 SH Defined 5,6,8,9,10,11 MCDONALDS CORP . . . . . . . COM 580135101 11,676 175,000 SH Defined 5.7 MCDONALDS CORP . . . . . . . COM 580135101 1,394 20,900 SH Defined 5.7 MCDONALDS CORP . . . . . . . COM 580135101 794 11,900 SH Defined 5.7 MCDONALDS CORP . . . . . . . COM 580135101 434 6,500 SH Defined 5.7 MCDONALDS CORP . . . . . . . COM 580135101 260 3,900 SH Defined 5.7 MCDONALDS CORP . . . . . . . COM 580135101 807 12,100 SH Defined 5.13 MCDONALDS CORP . . . . . . . COM 580135101 93 1,400 SH Defined MCDONALDS CORP . . . . . . . COM 580135101 867 13,000 SH Defined 5,6,16 MCDONALDS CORP . . . . . . . COM 580135101 18,970 284,325 SH Defined 5.12 MCDONALDS CORP . . . . . . . COM 580135101 15,759 236,200 SH Defined 5,6,14,15 MCDONALDS CORP . . . . . . . COM 580135101 314 4,700 SH Defined 5,6,14,15 MCDONALDS CORP . . . . . . . COM 580135101 747 11,203 SH Defined 1 MCG CAPITAL CORP . . . . . . COM 58047P107 7 1,300 SH Defined 5,6,16 MCGRAW HILL COS INC. . . . . COM 580645109 19,794 555,227 SH Defined 5.6 MCGRAW HILL COS INC. . . . . COM 580645109 48 1,360 SH Defined 5,6,8,9,10,11 MCGRAW HILL COS INC. . . . . COM 580645109 267 7,500 SH Defined 5.7 MCGRAW HILL COS INC. . . . . COM 580645109 973 27,300 SH Defined 5,6,14,15 MCGRAW HILL COS INC. . . . . COM 580645109 135 3,800 SH Defined 5,6,14,15 MCGRAW HILL COS INC. . . . . COM 580645109 995 27,924 SH Defined 1 MCKESSON CORP. . . . . . . . COM 58155Q103 28,620 435,482 SH Defined 5.6 MCKESSON CORP. . . . . . . . COM 58155Q103 41 620 SH Defined 1.4 MCKESSON CORP. . . . . . . . COM 58155Q103 21 324 SH Defined 5,6,8,9,10,11 MCKESSON CORP. . . . . . . . COM 58155Q103 175 2,660 SH Defined 5.13 MCKESSON CORP. . . . . . . . COM 58155Q103 435 6,614 SH Defined 1 MDS INC. . . . . . . . . . . COM 55269P302 8 990 SH Defined 5,6,8,9,10,11 MDU RES GROUP INC. . . . . . COM 552690109 233 10,795 SH Defined 5.6 MDU RES GROUP INC. . . . . . COM 552690109 222 10,300 SH Defined 5.13 MDU RES GROUP INC. . . . . . COM 552690109 93 4,326 SH Defined 1 MEAD JOHNSON NUTRITION CO. . COM CL A 582839106 17,237 331,287 SH Defined 5.6 MEAD JOHNSON NUTRITION CO. . COM CL A 582839106 94 1,800 SH Defined 1.4 MEAD JOHNSON NUTRITION CO. . COM CL A 582839106 1,046 20,108 SH Defined 1.2 MEAD JOHNSON NUTRITION CO. . COM CL A 582839106 220 4,230 SH Defined 5,6,8,9,10,11 MEAD JOHNSON NUTRITION CO. . COM CL A 582839106 27 524 SH Defined 5,6,8,9,10,11 MEAD JOHNSON NUTRITION CO. . COM CL A 582839106 26 498 SH Defined 5,6,8,9,10,11 MEAD JOHNSON NUTRITION CO. . COM CL A 582839106 213 4,090 SH Defined 5.13 MEAD JOHNSON NUTRITION CO. . COM CL A 582839106 1,900 36,513 SH Defined 5.12 MEAD JOHNSON NUTRITION CO. . COM CL A 582839106 827 15,889 SH Defined 5.12 MEAD JOHNSON NUTRITION CO. . COM CL A 582839106 153 2,943 SH Defined 1 MEADOWBROOK INS GROUP INC. . COM 58319P108 24 3,030 SH Defined 5,6,8,9,10,11 MEADWESTVACO CORP. . . . . . COM 583334107 8,602 336,685 SH Defined 5.6 MEADWESTVACO CORP. . . . . . COM 583334107 47 1,856 SH Defined 5,6,8,9,10,11 MEADWESTVACO CORP. . . . . . COM 583334107 24 922 SH Defined 5,6,8,9,10,11 MEADWESTVACO CORP. . . . . . COM 583334107 243 9,500 SH Defined 5.13 MEADWESTVACO CORP. . . . . . COM 583334107 22,362 875,210 SH Defined 5.12 MEADWESTVACO CORP. . . . . . COM 583334107 7,192 281,500 SH Defined 5,6,14,15 MEADWESTVACO CORP. . . . . . COM 583334107 65 2,528 SH Defined 1 MECHEL OAO . . . . . . . . . SPONSORED ADR 583840103 12,789 450,000 SH Defined 5.6 MECHEL OAO . . . . . . . . . SPONSORED ADR 583840103 11,649 409,900 SH Defined 5.6 MECHEL OAO . . . . . . . . . SPONSORED ADR 583840103 409 14,406 SH Defined 1.4 MECHEL OAO . . . . . . . . . SPONSORED ADR 583840103 4 147 SH Defined 5,6,8,9,10,11 MECHEL OAO . . . . . . . . . SPONSORED ADR 583840103 1,975 69,500 SH Defined 5.12 MEDASSETS INC. . . . . . . . COM 584045108 672 32,000 SH Defined 5.6 MEDCO HEALTH SOLUTIONS INC . COM 58405U102 22,133 342,829 SH Defined 5.6 MEDCO HEALTH SOLUTIONS INC . COM 58405U102 1,814 28,100 SH Defined 5.6 MEDCO HEALTH SOLUTIONS INC . COM 58405U102 26 400 SH Defined 1.4 MEDCO HEALTH SOLUTIONS INC . COM 58405U102 2,649 41,032 SH Defined 1.2 MEDCO HEALTH SOLUTIONS INC . COM 58405U102 371 5,745 SH Defined 5,6,8,9,10,11 MEDCO HEALTH SOLUTIONS INC . COM 58405U102 300 4,640 SH Defined 5,6,8,9,10,11 MEDCO HEALTH SOLUTIONS INC . COM 58405U102 36 556 SH Defined 5,6,8,9,10,11 MEDCO HEALTH SOLUTIONS INC . COM 58405U102 1 8 SH Defined MEDCO HEALTH SOLUTIONS INC . COM 58405U102 6 96 SH Defined 5.12 MEDCO HEALTH SOLUTIONS INC . COM 58405U102 1,110 17,200 SH Defined 5.12 MEDCO HEALTH SOLUTIONS INC . COM 58405U102 396 6,135 SH Defined 1 MEDIACOM COMMUNICATIONS CORP CL A 58446K105 54 9,150 SH Defined 5.12 MEDICAL PPTYS TRUST INC. . . COM 58463J304 1,867 178,105 SH Defined 5.6 MEDICAL PPTYS TRUST INC. . . COM 58463J304 367 35,000 SH Defined 5.6 MEDICAL PPTYS TRUST INC. . . COM 58463J304 42 3,976 SH Defined 5,6,16 MEDICAL PPTYS TRUST INC. . . COM 58463J304 115 11,000 SH Defined 5.12 MEDICIS PHARMACEUTICAL CORP. CL A NEW 584690309 11 439 SH Defined 1.4 MEDICIS PHARMACEUTICAL CORP. NOTE 2.500% 6/0 58470KAA2 617 598,000 PRN Defined 5,6,8,9,10,11 MEDIDATA SOLUTIONS INC . . . COM 58471A105 5 339 SH Defined 5,6,8,9,10,11 MEDIFAST INC . . . . . . . . COM 58470H101 18 700 SH Defined 5,6,8,9,10,11 MEDIFAST INC . . . . . . . . COM 58470H101 5 194 SH Defined 5,6,8,9,10,11 MEDIVATION INC . . . . . . . COM 58501N101 16 1,550 SH Defined 1.4 MEDIVATION INC . . . . . . . COM 58501N101 7 694 SH Defined 5,6,8,9,10,11 MEDTRONIC INC. . . . . . . . COM 585055106 34,457 765,197 SH Defined 5.6 MEDTRONIC INC. . . . . . . . COM 585055106 50 1,100 SH Defined 5.6 MEDTRONIC INC. . . . . . . . COM 585055106 12 266 SH Defined 1.4 MEDTRONIC INC. . . . . . . . COM 585055106 7,579 168,320 SH Defined 1.3 MEDTRONIC INC. . . . . . . . COM 585055106 11 239 SH Defined 5,6,8,9,10,11 MEDTRONIC INC. . . . . . . . COM 585055106 13,509 300,000 SH Defined 5.7 MEDTRONIC INC. . . . . . . . COM 585055106 1,684 37,400 SH Defined 5.7 MEDTRONIC INC. . . . . . . . COM 585055106 1,164 25,859 SH Defined 5.7 MEDTRONIC INC. . . . . . . . COM 585055106 1,090 24,200 SH Defined 5.7 MEDTRONIC INC. . . . . . . . COM 585055106 360 8,000 SH Defined 5.7 MEDTRONIC INC. . . . . . . . COM 585055106 90 2,000 SH Defined MEDTRONIC INC. . . . . . . . COM 585055106 7,682 170,600 SH Defined 5,6,14,15 MEDTRONIC INC. . . . . . . . COM 585055106 2,404 53,387 SH Defined 1 MELCO PBL ENTMNT LTD . . . . ADR 585464100 62 12,910 SH Defined 1.4 MEMC ELECTR MATLS INC. . . . COM 552715104 1,738 113,345 SH Defined 5.6 MEMC ELECTR MATLS INC. . . . COM 552715104 138 8,978 SH Defined 1.4 MEMC ELECTR MATLS INC. . . . COM 552715104 646 42,131 SH Defined 5,6,8,9,10,11 MEMC ELECTR MATLS INC. . . . COM 552715104 280 18,250 SH Defined 5,6,8,9,10,11 MEMC ELECTR MATLS INC. . . . COM 552715104 135 8,823 SH Defined 5,6,8,9,10,11 MEMC ELECTR MATLS INC. . . . COM 552715104 18 1,171 SH Defined 5,6,8,9,10,11 MEMC ELECTR MATLS INC. . . . COM 552715104 656 42,800 SH Defined 1 MEMC ELECTR MATLS INC. . . . COM 552715104 4 256 SH Defined 5.12 MEMC ELECTR MATLS INC. . . . COM 552715104 126 8,222 SH Defined 1 MENS WEARHOUSE INC . . . . . COM 587118100 36 1,500 SH Defined 5,6,16 MENTOR GRAPHICS CORP . . . . COM 587200106 67 8,300 SH Defined 5.13 MERCADOLIBRE INC . . . . . . COM 58733R102 102 2,120 SH Defined 1.4 MERCADOLIBRE INC . . . . . . COM 58733R102 377 7,830 SH Defined 5.12 MERCER INTL INC. . . . . . . SH BEN INT 588056101 16 3,122 SH Defined 5,6,8,9,10,11 MERCK & CO INC NEW . . . . . COM 58933Y105 106,282 2,845,557 SH Defined 5.6 MERCK & CO INC NEW . . . . . COM 58933Y105 240 6,427 SH Defined 1.4 MERCK & CO INC NEW . . . . . COM 58933Y105 12,535 335,619 SH Defined 1.3 MERCK & CO INC NEW . . . . . COM 58933Y105 3,020 80,847 SH Defined 1.2 MERCK & CO INC NEW . . . . . COM 58933Y105 155 4,140 SH Defined 5,6,8,9,10,11 MERCK & CO INC NEW . . . . . COM 58933Y105 36 960 SH Defined 5,6,8,9,10,11 MERCK & CO INC NEW . . . . . COM 58933Y105 47 1,254 SH Defined 1 MERCK & CO INC NEW . . . . . COM 58933Y105 10,271 275,000 SH Defined 5.7 MERCK & CO INC NEW . . . . . COM 58933Y105 2,998 80,278 SH Defined 5.7 MERCK & CO INC NEW . . . . . COM 58933Y105 1,027 27,500 SH Defined 5.7 MERCK & CO INC NEW . . . . . COM 58933Y105 486 13,000 SH Defined 5.7 MERCK & CO INC NEW . . . . . COM 58933Y105 340 9,100 SH Defined 5.7 MERCK & CO INC NEW . . . . . COM 58933Y105 131 3,500 SH Defined 5.7 MERCK & CO INC NEW . . . . . COM 58933Y105 852 22,800 SH Defined 5.13 MERCK & CO INC NEW . . . . . COM 58933Y105 28 750 SH Defined 5.6 MERCK & CO INC NEW . . . . . COM 58933Y105 40 1,080 SH Defined MERCK & CO INC NEW . . . . . COM 58933Y105 1,963 52,550 SH Defined 5,6,16 MERCK & CO INC NEW . . . . . COM 58933Y105 394 10,548 SH Defined 5.12 MERCK & CO INC NEW . . . . . COM 58933Y105 158 4,223 SH Defined 5.12 MERCK & CO INC NEW . . . . . COM 58933Y105 723 19,355 SH Defined 5.12 MERCK & CO INC NEW . . . . . COM 58933Y105 21,879 585,780 SH Defined 5,6,14,15 MERCK & CO INC NEW . . . . . COM 58933Y105 5,488 146,933 SH Defined 5,6,14,15 MERCK & CO INC NEW . . . . . COM 58933Y105 7,391 197,890 SH Defined 1 MEREDITH CORP. . . . . . . . COM 589433101 760 22,090 SH Defined 5,6,8,9,10,11 MEREDITH CORP. . . . . . . . COM 589433101 58 1,700 SH Defined 5,6,16 MEREDITH CORP. . . . . . . . COM 589433101 99 2,867 SH Defined 1 MERIDIAN BIOSCIENCE INC. . . COM 589584101 64 3,125 SH Defined 5,6,16 MERIDIAN RESOURCE CORP . . . COM 58977Q109 14 50,288 SH Defined 5,6,8,9,10,11 MERIT MED SYS INC. . . . . . COM 589889104 4 250 SH Defined 1.4 MERITAGE HOMES CORP. . . . . COM 59001A102 42 2,015 SH Defined 5,6,8,9,10,11 METHANEX CORP. . . . . . . . COM 59151K108 9,618 398,481 SH Defined 5.6 METHANEX CORP. . . . . . . . COM 59151K108 11 452 SH Defined 5,6,8,9,10,11 METHODE ELECTRS INC. . . . . COM 591520200 13 1,300 SH Defined 1.4 METHODE ELECTRS INC. . . . . COM 591520200 12 1,200 SH Defined 5,6,16 METLIFE INC. . . . . . . . . COM 59156R108 36,319 837,992 SH Defined 5.6 METLIFE INC. . . . . . . . . COM 59156R108 7,751 178,852 SH Defined 1.3 METLIFE INC. . . . . . . . . COM 59156R108 5,636 130,044 SH Defined 1.2 METLIFE INC. . . . . . . . . COM 59156R108 77 1,782 SH Defined 5,6,8,9,10,11 METLIFE INC. . . . . . . . . COM 59156R108 413 9,520 SH Defined 5,6,8,9,10,11 METLIFE INC. . . . . . . . . COM 59156R108 5,418 125,000 SH Defined 5.7 METLIFE INC. . . . . . . . . COM 59156R108 711 16,400 SH Defined 5.7 METLIFE INC. . . . . . . . . COM 59156R108 325 7,500 SH Defined 5.7 METLIFE INC. . . . . . . . . COM 59156R108 232 5,350 SH Defined 5.7 METLIFE INC. . . . . . . . . COM 59156R108 329 7,600 SH Defined 5.13 METLIFE INC. . . . . . . . . COM 59156R108 481 11,100 SH Defined 5,6,16 METLIFE INC. . . . . . . . . COM 59156R108 11,242 259,390 SH Defined 5.12 METLIFE INC. . . . . . . . . COM 59156R108 2,600 60,000 SH Defined 5.12 METLIFE INC. . . . . . . . . COM 59156R108 737 17,000 SH Defined 5.12 METLIFE INC. . . . . . . . . COM 59156R108 4,178 96,400 SH Defined 5,6,14,15 METLIFE INC. . . . . . . . . COM 59156R108 65 1,500 SH Defined 5,6,14,15 METLIFE INC. . . . . . . . . COM 59156R108 767 17,708 SH Defined 1 METROPCS COMMUNICATIONS INC. COM 591708102 800 112,983 SH Defined 5.6 METROPCS COMMUNICATIONS INC. COM 591708102 178 25,090 SH Defined 1.4 METROPCS COMMUNICATIONS INC. COM 591708102 38 5,312 SH Defined 5,6,8,9,10,11 METROPCS COMMUNICATIONS INC. COM 591708102 23 3,200 SH Defined 5,6,8,9,10,11 METROPOLITAN HEALTH NETWORKS COM 592142103 21 6,490 SH Defined 5,6,8,9,10,11 MF GLOBAL HLDGS LTD. . . . . COM 55277J108 84 10,406 SH Defined 1.4 MF GLOBAL LTD. . . . . . . . NOTE 9.000% 6/2 55276YAB2 1,338 1,156,000 PRN Defined 5,6,8,9,10,11 MFA FINANCIAL INC. . . . . . COM 55272X102 34 4,579 SH Defined 5,6,8,9,10,11 MFA FINANCIAL INC. . . . . . COM 55272X102 45 6,100 SH Defined 5,6,8,9,10,11 MFA FINANCIAL INC. . . . . . COM 55272X102 34 4,600 SH Defined 5,6,16 MFA FINANCIAL INC. . . . . . COM 55272X102 21 2,900 SH Defined 5.12 MGIC INVT CORP WIS . . . . . COM 552848103 16 1,439 SH Defined 5,6,8,9,10,11 MGM MIRAGE . . . . . . . . . COM 552953101 61 5,060 SH Defined 5.6 MGM MIRAGE . . . . . . . . . COM 552953101 168 14,033 SH Defined 1.4 MGM MIRAGE . . . . . . . . . COM 552953101 23 1,940 SH Defined 5,6,8,9,10,11 MGM MIRAGE . . . . . . . . . COM 552953101 101 8,400 SH Defined 5.7 MGM MIRAGE . . . . . . . . . COM 552953101 11 900 SH Defined 5.7 MGM MIRAGE . . . . . . . . . COM 552953101 151 12,600 SH Defined 5.12 MGM MIRAGE . . . . . . . . . COM 552953101 77 6,421 SH Defined 1 MICREL INC . . . . . . . . . COM 594793101 2 181 SH Defined 5,6,8,9,10,11 MICREL INC . . . . . . . . . COM 594793101 50 4,662 SH Defined 5,6,16 MICROCHIP TECHNOLOGY INC . . COM 595017104 463 16,454 SH Defined 5.6 MICROCHIP TECHNOLOGY INC . . SDCV 2.125%12/1 595017AB0 8 8,000 PRN Defined 5.12 MICROCHIP TECHNOLOGY INC . . COM 595017104 282 9,997 SH Defined 1 MICRON TECHNOLOGY INC. . . . COM 595112103 23,728 2,283,744 SH Defined 5.6 MICRON TECHNOLOGY INC. . . . COM 595112103 685 65,968 SH Defined 1.4 MICRON TECHNOLOGY INC. . . . COM 595112103 1,393 134,045 SH Defined 5,6,8,9,10,11 MICRON TECHNOLOGY INC. . . . COM 595112103 85 8,174 SH Defined 5,6,8,9,10,11 MICRON TECHNOLOGY INC. . . . COM 595112103 77 7,430 SH Defined 5,6,8,9,10,11 MICRON TECHNOLOGY INC. . . . COM 595112103 68 6,550 SH Defined 5,6,8,9,10,11 MICRON TECHNOLOGY INC. . . . COM 595112103 51 4,863 SH Defined 5,6,8,9,10,11 MICRON TECHNOLOGY INC. . . . NOTE 1.875% 6/0 595112AH6 1,737 1,817,000 PRN Defined 5,6,8,9,10,11 MICRON TECHNOLOGY INC. . . . COM 595112103 2,598 250,000 SH Defined 5.7 MICRON TECHNOLOGY INC. . . . COM 595112103 260 25,000 SH Defined 5.7 MICRON TECHNOLOGY INC. . . . COM 595112103 104 10,000 SH Defined 5.7 MICRON TECHNOLOGY INC. . . . COM 595112103 182 17,550 SH Defined 5.13 MICRON TECHNOLOGY INC. . . . COM 595112103 6,366 612,700 SH Defined 5,6,14,15 MICRON TECHNOLOGY INC. . . . COM 595112103 127 12,200 SH Defined 5,6,14,15 MICRON TECHNOLOGY INC. . . . COM 595112103 155 14,900 SH Defined 1 MICROS SYS INC . . . . . . . COM 594901100 8 235 SH Defined 5,6,8,9,10,11 MICROSEMI CORP . . . . . . . COM 595137100 16 912 SH Defined 5,6,8,9,10,11 MICROSOFT CORP . . . . . . . COM 594918104 181,971 6,216,994 SH Defined 5.6 MICROSOFT CORP . . . . . . . COM 594918104 2,684 91,700 SH Defined 5.6 MICROSOFT CORP . . . . . . . COM 594918104 1,054 35,993 SH Defined 1.4 MICROSOFT CORP . . . . . . . COM 594918104 12,488 426,660 SH Defined 1.3 MICROSOFT CORP . . . . . . . COM 594918104 4,719 161,238 SH Defined 1.2 MICROSOFT CORP . . . . . . . COM 594918104 785 26,832 SH Defined 5,6,8,9,10,11 MICROSOFT CORP . . . . . . . COM 594918104 405 13,840 SH Defined 5,6,8,9,10,11 MICROSOFT CORP . . . . . . . COM 594918104 134 4,585 SH Defined 5,6,8,9,10,11 MICROSOFT CORP . . . . . . . COM 594918104 121 4,140 SH Defined 5,6,8,9,10,11 MICROSOFT CORP . . . . . . . COM 594918104 82 2,793 SH Defined 5,6,8,9,10,11 MICROSOFT CORP . . . . . . . COM 594918104 15 500 SH Defined 1 MICROSOFT CORP . . . . . . . COM 594918104 19,026 650,000 SH Defined 5.7 MICROSOFT CORP . . . . . . . COM 594918104 5,854 200,000 SH Defined 5.7 MICROSOFT CORP . . . . . . . COM 594918104 2,898 99,000 SH Defined 5.7 MICROSOFT CORP . . . . . . . COM 594918104 2,017 68,900 SH Defined 5.7 MICROSOFT CORP . . . . . . . COM 594918104 653 22,300 SH Defined 5.7 MICROSOFT CORP . . . . . . . COM 594918104 424 14,500 SH Defined 5.7 MICROSOFT CORP . . . . . . . COM 594918104 332 11,350 SH Defined 5.7 MICROSOFT CORP . . . . . . . COM 594918104 196 6,700 SH Defined 5.7 MICROSOFT CORP . . . . . . . COM 594918104 299 10,200 SH Defined 5.13 MICROSOFT CORP . . . . . . . COM 594918104 145 4,940 SH Defined MICROSOFT CORP . . . . . . . COM 594918104 430 14,700 SH Defined 5,6,16 MICROSOFT CORP . . . . . . . COM 594918104 12,077 412,623 SH Defined 5.12 MICROSOFT CORP . . . . . . . COM 594918104 43,452 1,484,530 SH Defined 5,6,14,15 MICROSOFT CORP . . . . . . . COM 594918104 840 28,700 SH Defined 5,6,14,15 MICROSOFT CORP . . . . . . . COM 594918104 4,510 154,088 SH Defined 1 MID-AMER APT CMNTYS INC. . . COM 59522J103 3,321 64,131 SH Defined 5.6 MID-AMER APT CMNTYS INC. . . COM 59522J103 440 8,500 SH Defined 5.6 MILLER HERMAN INC. . . . . . COM 600544100 13 700 SH Defined 1.4 MILLICOM INTL CELLULAR S A . SHS NEW L6388F110 401 4,500 SH Defined 5.6 MILLICOM INTL CELLULAR S A . SHS NEW L6388F110 6 70 SH Defined 1.4 MILLICOM INTL CELLULAR S A . SHS NEW L6388F110 17 186 SH Defined 5,6,8,9,10,11 MILLICOM INTL CELLULAR S A . SHS NEW L6388F110 799 8,967 SH Defined 5.12 MILLIPORE CORP . . . . . . . COM 601073109 702 6,646 SH Defined 5.6 MILLIPORE CORP . . . . . . . COM 601073109 397 3,755 SH Defined 1.4 MILLIPORE CORP . . . . . . . COM 601073109 3,701 35,052 SH Defined 5,6,8,9,10,11 MILLIPORE CORP . . . . . . . COM 601073109 2,629 24,892 SH Defined 5,6,8,9,10,11 MILLIPORE CORP . . . . . . . COM 601073109 1,817 17,207 SH Defined 5,6,8,9,10,11 MILLIPORE CORP . . . . . . . COM 601073109 877 8,302 SH Defined 5,6,8,9,10,11 MILLIPORE CORP . . . . . . . COM 601073109 322 3,051 SH Defined 5,6,8,9,10,11 MILLIPORE CORP . . . . . . . COM 601073109 1,135 10,752 SH Defined 1 MINDRAY MEDICAL INTL LTD . . SPON ADR 602675100 26,951 740,000 SH Defined 5.6 MINDRAY MEDICAL INTL LTD . . SPON ADR 602675100 3,686 101,200 SH Defined 5.6 MINDRAY MEDICAL INTL LTD . . SPON ADR 602675100 19,601 538,200 SH Defined 5.6 MINDRAY MEDICAL INTL LTD . . SPON ADR 602675100 195 5,362 SH Defined 1.4 MINDRAY MEDICAL INTL LTD . . SPON ADR 602675100 543 14,900 SH Defined 1.2 MINDRAY MEDICAL INTL LTD . . SPON ADR 602675100 292 8,018 SH Defined 5.7 MINDRAY MEDICAL INTL LTD . . SPON ADR 602675100 30 821 SH Defined 5.7 MINDSPEED TECHNOLOGIES INC . COM NEW 602682205 26 3,291 SH Defined 5,6,8,9,10,11 MIRANT CORP NEW. . . . . . . COM 60467R100 35 3,179 SH Defined 5.6 MIRANT CORP NEW. . . . . . . COM 60467R100 103 9,500 SH Defined 1.4 MIRANT CORP NEW. . . . . . . COM 60467R100 1,237 113,862 SH Defined 5,6,8,9,10,11 MIRANT CORP NEW. . . . . . . COM 60467R100 65 5,989 SH Defined 5,6,8,9,10,11 MIRANT CORP NEW. . . . . . . COM 60467R100 29 2,670 SH Defined 5,6,8,9,10,11 MIRANT CORP NEW. . . . . . . COM 60467R100 20 1,800 SH Defined 5.13 MIRANT CORP NEW. . . . . . . COM 60467R100 38 3,520 SH Defined 1 MIRANT CORP NEW. . . . . . . *W EXP 01/03/201 60467R118 0 9 SH CALL Defined 1 MISSION WEST PPTYS INC . . . COM 605203108 30 4,300 SH Defined 5.6 MIZUHO FINL GROUP INC. . . . SPONSORED ADR 60687Y109 1 200 SH Defined 1.4 MOBILE MINI INC. . . . . . . COM 60740F105 47 3,048 SH Defined 5,6,8,9,10,11 MOBILE TELESYSTEMS OJSC. . . SPONSORED ADR 607409109 7,781 140,200 SH Defined 5.6 MOBILE TELESYSTEMS OJSC. . . SPONSORED ADR 607409109 5,755 103,700 SH Defined 5.6 MOBILE TELESYSTEMS OJSC. . . SPONSORED ADR 607409109 18 320 SH Defined 1.4 MOBILE TELESYSTEMS OJSC. . . SPONSORED ADR 607409109 44 790 SH Defined 5,6,8,9 MOBILE TELESYSTEMS OJSC. . . SPONSORED ADR 607409109 1 10 SH Defined 5,6,8,9 MOBILE TELESYSTEMS OJSC. . . SPONSORED ADR 607409109 432 7,779 SH Defined 5.7 MOBILE TELESYSTEMS OJSC. . . SPONSORED ADR 607409109 88 1,590 SH Defined 5.7 MOBILE TELESYSTEMS OJSC. . . SPONSORED ADR 607409109 4,279 77,100 SH Defined 5.6 MOBILE TELESYSTEMS OJSC. . . SPONSORED ADR 607409109 8,874 159,900 SH Defined 5.12 MOBILE TELESYSTEMS OJSC. . . SPONSORED ADR 607409109 405 7,305 SH Defined 1 MODUSLINK GLOBAL SOLUTIONS I COM 60786L107 0 25 SH Defined 1.3 MOHAWK INDS INC. . . . . . . COM 608190104 183 3,362 SH Defined 5.6 MOHAWK INDS INC. . . . . . . COM 608190104 28 512 SH Defined 5,6,8,9,10,11 MOHAWK INDS INC. . . . . . . COM 608190104 239 4,400 SH Defined 5,6,8,9,10,11 MOHAWK INDS INC. . . . . . . COM 608190104 77 1,412 SH Defined 1 MOLEX INC. . . . . . . . . . COM 608554101 131 6,260 SH Defined 5.6 MOLEX INC. . . . . . . . . . COM 608554101 58 2,800 SH Defined 1.4 MOLEX INC. . . . . . . . . . COM 608554101 340 16,300 SH Defined 5.13 MOLEX INC. . . . . . . . . . COM 608554101 74 3,547 SH Defined 1 MOLSON COORS BREWING CO. . . CL B 60871R209 5,544 131,807 SH Defined 5.6 MOLSON COORS BREWING CO. . . CL B 60871R209 411 9,772 SH Defined 5,6,8,9 MOLSON COORS BREWING CO. . . CL B 60871R209 64 1,521 SH Defined 5,6,8,9 MOLSON COORS BREWING CO. . . CL B 60871R209 60 1,424 SH Defined 5,6,8,9 MOLSON COORS BREWING CO. . . CL B 60871R209 523 12,424 SH Defined 1 MONMOUTH REAL ESTATE INVT CO CL A 609720107 52 6,200 SH Defined 5.6 MONSANTO CO NEW. . . . . . . COM 61166W101 14,366 201,146 SH Defined 5.6 MONSANTO CO NEW. . . . . . . COM 61166W101 1,439 20,151 SH Defined 1.4 MONSANTO CO NEW. . . . . . . COM 61166W101 21 300 SH Defined 5,6,8,9,10,11 MONSANTO CO NEW. . . . . . . COM 61166W101 14 193 SH Defined 5,6,8,9,10,11 MONSANTO CO NEW. . . . . . . COM 61166W101 4,285 60,000 SH Defined 5.7 MONSANTO CO NEW. . . . . . . COM 61166W101 379 5,300 SH Defined 5.7 MONSANTO CO NEW. . . . . . . COM 61166W101 123 1,725 SH Defined 5.7 MONSANTO CO NEW. . . . . . . COM 61166W101 641 8,970 SH Defined 5.13 MONSANTO CO NEW. . . . . . . COM 61166W101 493 6,900 SH Defined 5,6,16 MONSANTO CO NEW. . . . . . . COM 61166W101 607 8,500 SH Defined 5.12 MONSANTO CO NEW. . . . . . . COM 61166W101 1,973 27,625 SH Defined 5.12 MONSANTO CO NEW. . . . . . . COM 61166W101 2,029 28,412 SH Defined 1 MONSTER WORLDWIDE INC. . . . COM 611742107 99 5,965 SH Defined 5.6 MONSTER WORLDWIDE INC. . . . COM 611742107 139 8,361 SH Defined 1.4 MONSTER WORLDWIDE INC. . . . COM 611742107 23 1,392 SH Defined 1 MONTPELIER RE HOLDINGS LTD . SHS G62185106 10 588 SH Defined 1.4 MONTPELIER RE HOLDINGS LTD . SHS G62185106 2 102 SH Defined 5,6,8,9,10,11 MOODYS CORP. . . . . . . . . COM 615369105 549 18,438 SH Defined 5.6 MORGAN STANLEY . . . . . . . COM NEW 617446448 42,229 1,441,760 SH Defined 5.6 MORGAN STANLEY . . . . . . . COM NEW 617446448 634 21,655 SH Defined 1.4 MORGAN STANLEY . . . . . . . COM NEW 617446448 395 13,477 SH Defined 5,6,8,9,10,11 MORGAN STANLEY . . . . . . . COM NEW 617446448 78 2,680 SH Defined 5,6,8,9,10,11 MORGAN STANLEY . . . . . . . COM NEW 617446448 22 748 SH Defined 5,6,8,9,10,11 MORGAN STANLEY . . . . . . . COM NEW 617446448 7,323 250,000 SH Defined 5.7 MORGAN STANLEY . . . . . . . COM NEW 617446448 2,285 78,000 SH Defined 5.7 MORGAN STANLEY . . . . . . . COM NEW 617446448 827 28,225 SH Defined 5.7 MORGAN STANLEY . . . . . . . COM NEW 617446448 694 23,700 SH Defined 5.7 MORGAN STANLEY . . . . . . . COM NEW 617446448 293 10,000 SH Defined 5.7 MORGAN STANLEY . . . . . . . COM NEW 617446448 256 8,730 SH Defined 5.7 MORGAN STANLEY . . . . . . . COM NEW 617446448 228 7,800 SH Defined 5.7 MORGAN STANLEY . . . . . . . COM NEW 617446448 296 10,100 SH Defined 5.13 MORGAN STANLEY . . . . . . . COM NEW 617446448 426 14,544 SH Defined 5,6,16 MORGAN STANLEY . . . . . . . COM NEW 617446448 17,946 612,695 SH Defined 5.12 MORGAN STANLEY . . . . . . . COM NEW 617446448 19,712 673,000 SH Defined 5,6,14,15 MORGAN STANLEY . . . . . . . COM NEW 617446448 395 13,500 SH Defined 5,6,14,15 MORGAN STANLEY . . . . . . . COM NEW 617446448 1,536 52,452 SH Defined 1 MORGAN STANLEY CHINA A SH FD COM 617468103 28 950 SH Defined 1.4 MORGAN STANLEY EMERG MKT DOM COM 617477104 8 538 SH Defined 1.4 MORGANS HOTEL GROUP CO . . . COM 61748W108 3 439 SH Defined 5,6,8,9,10,11 MORGANS HOTEL GROUP CO . . . COM 61748W108 69 10,730 SH Defined 5,6,8,9,10,11 MOSAIC CO. . . . . . . . . . COM 61945A107 22,790 375,024 SH Defined 5.6 MOSAIC CO. . . . . . . . . . COM 61945A107 303 4,994 SH Defined 1.4 MOSAIC CO. . . . . . . . . . COM 61945A107 284 4,670 SH Defined 5,6,8,9,10,11 MOSAIC CO. . . . . . . . . . COM 61945A107 83 1,371 SH Defined 5,6,8,9,10,11 MOSAIC CO. . . . . . . . . . COM 61945A107 1,136 18,700 SH Defined 1 MOSAIC CO. . . . . . . . . . COM 61945A107 734 12,075 SH Defined 5.13 MOSAIC CO. . . . . . . . . . COM 61945A107 1,641 27,011 SH Defined 5.12 MOSAIC CO. . . . . . . . . . COM 61945A107 848 13,955 SH Defined 5.12 MOSAIC CO. . . . . . . . . . COM 61945A107 1,143 18,807 SH Defined 1 MOTOROLA INC . . . . . . . . COM 620076109 8,973 1,278,139 SH Defined 5.6 MOTOROLA INC . . . . . . . . COM 620076109 240 34,137 SH Defined 1.4 MOTOROLA INC . . . . . . . . COM 620076109 63 9,023 SH Defined 5,6,8,9,10,11 MOTOROLA INC . . . . . . . . COM 620076109 446 63,500 SH Defined 5.13 MOTOROLA INC . . . . . . . . COM 620076109 15,200 2,165,245 SH Defined 5.12 MOTOROLA INC . . . . . . . . COM 620076109 739 105,246 SH Defined 1 MOUNTAIN PROV DIAMONDS INC . COM NEW 62426E402 21 10,000 SH Defined 1.4 MOVE INC COM . . . . . . . . COM 62458M108 3 1,289 SH Defined 5,6,8,9,10,11 MSC INDL DIRECT INC. . . . . CL A 553530106 82 1,615 SH Defined 5,6,8,9,10,11 MSCI INC . . . . . . . . . . CL A 55354G100 52 1,449 SH Defined 5,6,8,9,10,11 MSCI INC . . . . . . . . . . CL A 55354G100 78 2,153 SH Defined 5,6,8,9,10,11 MSCI INC . . . . . . . . . . CL A 55354G100 296 8,203 SH Defined 5,6,8,9,10,11 MSCI INC . . . . . . . . . . CL A 55354G100 623 17,265 SH Defined 5.12 MUELLER WTR PRODS INC. . . . COM SER A 624758108 1,607 336,100 SH Defined 5.6 MUELLER WTR PRODS INC. . . . COM SER A 624758108 796 166,520 SH Defined 1 MUELLER WTR PRODS INC. . . . COM SER A 624758108 30 6,200 SH Defined 5,6,16 MURPHY OIL CORP. . . . . . . COM 626717102 11,598 206,402 SH Defined 5.6 MURPHY OIL CORP. . . . . . . COM 626717102 8 148 SH Defined 5,6,8,9,10,11 MURPHY OIL CORP. . . . . . . COM 626717102 28 500 SH Defined 5.7 MURPHY OIL CORP. . . . . . . COM 626717102 421 7,500 SH Defined 5.13 MURPHY OIL CORP. . . . . . . COM 626717102 15,879 282,600 SH Defined 5.12 MURPHY OIL CORP. . . . . . . COM 626717102 4,776 85,000 SH Defined 5.12 MURPHY OIL CORP. . . . . . . COM 626717102 3,033 53,970 SH Defined 5.12 MURPHY OIL CORP. . . . . . . COM 626717102 11,654 207,400 SH Defined 5,6,14,15 MURPHY OIL CORP. . . . . . . COM 626717102 180 3,200 SH Defined 5,6,14,15 MURPHY OIL CORP. . . . . . . COM 626717102 393 6,992 SH Defined 1 MYLAN INC . . . . . . . . . NOTE 1.250% 3/1 628530AG2 1,076 961,000 PRN Defined 5,6,8,9,10,11 MYLAN INC. . . . . . . . . . COM 628530107 810 35,676 SH Defined 5.6 MYLAN INC. . . . . . . . . . COM 628530107 3,257 143,400 SH Defined 1.2 MYLAN INC. . . . . . . . . . COM 628530107 7,238 318,713 SH Defined 5,6,8,9,10,11 MYLAN INC. . . . . . . . . . COM 628530107 79 3,500 SH Defined 5.7 MYLAN INC. . . . . . . . . . COM 628530107 1,122 49,400 SH Defined 5.12 MYLAN INC. . . . . . . . . . PFD CONV 628530206 12 9 SH Defined 5.12 MYRIAD GENETICS INC. . . . . COM 62855J104 109 4,528 SH Defined 5.6 MYRIAD GENETICS INC. . . . . COM 62855J104 56 2,346 SH Defined 1.4 MYRIAD GENETICS INC. . . . . COM 62855J104 31 1,286 SH Defined 5,6,8,9,10,11 MYRIAD GENETICS INC. . . . . COM 62855J104 135 5,610 SH Defined 5,6,8,9,10,11 MYRIAD GENETICS INC. . . . . COM 62855J104 56 2,333 SH Defined 1 MYRIAD PHARMACEUTICALS INC . COM 62856H107 0 16 SH Defined 1.4 NABORS INDUSTRIES LTD. . . . SHS G6359F103 1,181 60,187 SH Defined 5.6 NABORS INDUSTRIES LTD. . . . SHS G6359F103 26 1,348 SH Defined 1.4 NABORS INDUSTRIES LTD. . . . SHS G6359F103 303 15,450 SH Defined 5,6,8,9,10,11 NABORS INDUSTRIES LTD. . . . SHS G6359F103 161 8,200 SH Defined 5.13 NABORS INDUSTRIES LTD. . . . SHS G6359F103 177 9,000 SH Defined 5.12 NABORS INDUSTRIES LTD. . . . SHS G6359F103 2,316 118,000 SH Defined 5,6,14,15 NABORS INDUSTRIES LTD. . . . SHS G6359F103 504 25,673 SH Defined 1 NALCO HOLDING COMPANY. . . . COM 62985Q101 3,474 142,801 SH Defined 5.6 NALCO HOLDING COMPANY. . . . COM 62985Q101 0 8 SH Defined 1.4 NALCO HOLDING COMPANY. . . . COM 62985Q101 5 200 SH Defined 5.12 NANOSPHERE INC . . . . . . . COM 63009F105 1 150 SH Defined 5,6,8,9,10,11 NANOSPHERE INC . . . . . . . COM 63009F105 17 3,600 SH Defined 5,6,8,9,10,11 NARA BANCORP INC . . . . . . COM 63080P105 17 1,891 SH Defined 5,6,8,9,10,11 NASDAQ OMX GROUP INC . . . . COM 631103108 372 17,632 SH Defined 5.6 NASDAQ OMX GROUP INC . . . . COM 631103108 6 300 SH Defined 1 NASDAQ OMX GROUP INC . . . . NOTE 2.500% 8/1 631103AA6 21 22,000 PRN Defined 5.12 NATIONAL BEVERAGE CORP . . . COM 635017106 6 500 SH Defined 1.4 NATIONAL BK GREECE S A . . . SPONSORED ADR 633643408 134 32,987 SH Defined 1.4 NATIONAL FINL PARTNERS CORP. COM 63607P208 12 878 SH Defined 5,6,8,9,10,11 NATIONAL FUEL GAS CO N J . . COM 636180101 33 662 SH Defined 5,6,8,9,10,11 NATIONAL HEALTH INVS INC . . COM 63633D104 2,391 61,695 SH Defined 5.6 NATIONAL HEALTH INVS INC . . COM 63633D104 329 8,500 SH Defined 5.6 NATIONAL HEALTHCARE CORP . . COM 635906100 805 22,746 SH Defined 5.6 NATIONAL OILWELL VARCO INC . COM 637071101 41,066 1,011,982 SH Defined 5.6 NATIONAL OILWELL VARCO INC . COM 637071101 1,088 26,800 SH Defined 5.6 NATIONAL OILWELL VARCO INC . COM 637071101 221 5,435 SH Defined 1.4 NATIONAL OILWELL VARCO INC . COM 637071101 9,004 221,872 SH Defined 1.3 NATIONAL OILWELL VARCO INC . COM 637071101 6,092 150,121 SH Defined 1.2 NATIONAL OILWELL VARCO INC . COM 637071101 20 500 SH Defined 5,6,8,9,10,11 NATIONAL OILWELL VARCO INC . COM 637071101 13 321 SH Defined 5,6,8,9,10,11 NATIONAL OILWELL VARCO INC . COM 637071101 848 20,900 SH Defined 5.7 NATIONAL OILWELL VARCO INC . COM 637071101 142 3,500 SH Defined 5.13 NATIONAL OILWELL VARCO INC . COM 637071101 1,400 34,512 SH Defined 5.12 NATIONAL OILWELL VARCO INC . COM 637071101 846 20,850 SH Defined 5.12 NATIONAL OILWELL VARCO INC . COM 637071101 1,041 25,642 SH Defined 1 NATIONAL PENN BANCSHARES INC COM 637138108 3 497 SH Defined 5,6,8,9,10,11 NATIONAL RETAIL PROPERTIES I COM 637417106 4,180 183,113 SH Defined 5.6 NATIONAL RETAIL PROPERTIES I COM 637417106 603 26,400 SH Defined 5.6 NATIONAL RETAIL PROPERTIES I COM 637417106 534 23,400 SH Defined 5,6,16 NATIONAL SEMICONDUCTOR CORP. COM 637640103 285 19,750 SH Defined 5.6 NATIONAL SEMICONDUCTOR CORP. COM 637640103 47 3,226 SH Defined 1.4 NATIONAL SEMICONDUCTOR CORP. COM 637640103 8 543 SH Defined 5,6,8,9,10,11 NATIONAL SEMICONDUCTOR CORP. COM 637640103 218 15,100 SH Defined 5.7 NATIONAL SEMICONDUCTOR CORP. COM 637640103 72 5,000 SH Defined 5.7 NATIONAL SEMICONDUCTOR CORP. COM 637640103 254 17,568 SH Defined 1 NATIONALCINEMEDIA INC. . . . COM 635309107 666 38,575 SH Defined 1.4 NATIONWIDE HEALTH PPTYS INC. COM 638620104 8,767 249,407 SH Defined 5.6 NATIONWIDE HEALTH PPTYS INC. COM 638620104 1,199 34,100 SH Defined 5.6 NATIONWIDE HEALTH PPTYS INC. COM 638620104 21 610 SH Defined 1.4 NATIONWIDE HEALTH PPTYS INC. COM 638620104 1,269 36,100 SH Defined 5,6,16 NATURAL GAS SERVICES GROUP . COM 63886Q109 20 1,270 SH Defined 5,6,8,9,10,11 NAVIGANT CONSULTING INC. . . COM 63935N107 37 3,042 SH Defined 5,6,8,9,10,11 NAVIGATORS GROUP INC . . . . COM 638904102 3 76 SH Defined 5,6,8,9,10,11 NAVIOS MARITIME HOLDINGS INC COM Y62196103 55 8,283 SH Defined 1.4 NAVIOS MARITIME HOLDINGS INC COM Y62196103 30 4,461 SH Defined 5,6,8,9,10,11 NAVISTAR INTL CORP NEW . . . COM 63934E108 73 1,630 SH Defined 5,6,8,9,10,11 NAVISTAR INTL CORP NEW . . . COM 63934E108 59 1,313 SH Defined 5,6,8,9,10,11 NAVISTAR INTL CORP NEW . . . NOTE 3.000%10/1 63934EAL2 212 190,000 PRN Defined 5,6,8,9,10,11 NAVISTAR INTL CORP NEW . . . NOTE 3.000%10/1 63934EAL2 1,606 1,441,000 PRN Defined 5,6,8,9,10,11 NBT BANCORP INC. . . . . . . COM 628778102 14 600 SH Defined 5,6,16 NBTY INC . . . . . . . . . . COM 628782104 2 50 SH Defined 1.4 NBTY INC . . . . . . . . . . COM 628782104 3,512 73,200 SH Defined 1.2 NBTY INC . . . . . . . . . . COM 628782104 29 613 SH Defined 5,6,8,9,10,11 NBTY INC . . . . . . . . . . COM 628782104 18 365 SH Defined 5,6,8,9,10,11 NBTY INC . . . . . . . . . . COM 628782104 14 300 SH Defined 5,6,16 NCR CORP NEW . . . . . . . . COM 62886E108 4 306 SH Defined 1.4 NEENAH PAPER INC . . . . . . COM 640079109 3 181 SH Defined 1 NEKTAR THERAPEUTICS. . . . . COM 640268108 33 2,158 SH Defined 5,6,8,9,10,11 NELNET INC . . . . . . . . . CL A 64031N108 19 1,007 SH Defined 5,6,16 NET SERVICOS DE COMUNICACAO. SPONSD ADR NEW 64109T201 11 850 SH Defined 1.4 NETAPP INC . . . . . . . . . COM 64110D104 1,116 34,265 SH Defined 5.6 NETAPP INC . . . . . . . . . COM 64110D104 10 300 SH Defined 1.4 NETAPP INC . . . . . . . . . NOTE 1.750% 6/0 64110DAB0 517 440,000 PRN Defined 5,6,8,9,10,11 NETAPP INC . . . . . . . . . NOTE 1.750% 6/0 64110DAB0 20 17,000 PRN Defined 5.12 NETAPP INC . . . . . . . . . COM 64110D104 440 13,528 SH Defined 1 NETEASE COM INC. . . . . . . SPONSORED ADR 64110W102 8,421 237,400 SH Defined 5.6 NETEASE COM INC. . . . . . . SPONSORED ADR 64110W102 5,409 152,500 SH Defined 5.6 NETEASE COM INC. . . . . . . SPONSORED ADR 64110W102 41 1,161 SH Defined 1.4 NETFLIX INC. . . . . . . . . COM 64110L106 29 400 SH Defined 1.4 NETFLIX INC. . . . . . . . . COM 64110L106 31 421 SH Defined 5,6,8,9,10,11 NETFLIX INC. . . . . . . . . COM 64110L106 263 3,560 SH Defined 5,6,8,9,10,11 NETFLIX INC. . . . . . . . . COM 64110L106 76 1,030 SH Defined 5,6,16 NETGEAR INC. . . . . . . . . COM 64111Q104 18 700 SH Defined 1.4 NETGEAR INC. . . . . . . . . COM 64111Q104 2 79 SH Defined 5,6,8,9,10,11 NETLOGIC MICROSYSTEMS INC. . COM 64118B100 1,236 42,009 SH Defined 1.4 NETLOGIC MICROSYSTEMS INC. . COM 64118B100 63 2,138 SH Defined 5,6,8,9,10,11 NETLOGIC MICROSYSTEMS INC. . COM 64118B100 50 1,690 SH Defined 5,6,16 NETSCOUT SYS INC . . . . . . COM 64115T104 1 83 SH Defined 5,6,8,9,10,11 NETSCOUT SYS INC . . . . . . COM 64115T104 35 2,350 SH Defined 5,6,16 NETWORK EQUIP TECHNOLOGIES . COM 641208103 53 9,700 SH Defined 5,6,8,9,10,11 NEUSTAR INC. . . . . . . . . CL A 64126X201 28 1,107 SH Defined 5,6,8,9,10,11 NEUTRAL TANDEM INC . . . . . COM 64128B108 35 2,177 SH Defined 5,6,8,9,10,11 NEUTRAL TANDEM INC . . . . . COM 64128B108 10 657 SH Defined 5,6,8,9,10,11 NEW GOLD INC CDA . . . . . . COM 644535106 364 85,000 SH Defined 5.13 NEW GOLD INC CDA . . . . . . COM 644535106 1,939 452,295 SH Defined 5.12 NEW GOLD INC CDA . . . . . . COM 644535106 87 20,381 SH Defined 5.12 NEW ORIENTAL ED & TECH GRP I SPON ADR 647581107 18,263 213,583 SH Defined 5.6 NEW ORIENTAL ED & TECH GRP I SPON ADR 647581107 983 11,500 SH Defined 1.2 NEW ORIENTAL ED & TECH GRP I SPON ADR 647581107 157 1,839 SH Defined 5.7 NEW ORIENTAL ED & TECH GRP I SPON ADR 647581107 26 301 SH Defined 5.7 NEW YORK CMNTY BANCORP INC . COM 649445103 980 59,225 SH Defined 5.6 NEW YORK CMNTY BANCORP INC . COM 649445103 9,125 551,719 SH Defined 1.3 NEW YORK CMNTY BANCORP INC . COM 649445103 3,256 196,875 SH Defined 1.2 NEW YORK CMNTY BANCORP INC . COM 649445103 177 10,695 SH Defined 5,6,8,9,10,11 NEW YORK CMNTY BANCORP INC . COM 649445103 28 1,690 SH Defined 5,6,8,9,10,11 NEW YORK CMNTY BANCORP INC . COM 649445103 139 8,388 SH Defined 5,6,16 NEW YORK CMNTY BANCORP INC . COM 649445103 10,925 660,500 SH Defined 5,6,14,15 NEW YORK CMNTY BANCORP INC . COM 649445103 332 20,100 SH Defined 5,6,14,15 NEW YORK CMNTY BANCORP INC . COM 649445103 180 10,877 SH Defined 1 NEW YORK TIMES CO. . . . . . CL A 650111107 8 700 SH Defined 1.4 NEW YORK TIMES CO. . . . . . CL A 650111107 236 21,239 SH Defined 1 NEWALLIANCE BANCSHARES INC . COM 650203102 53 4,200 SH Defined 5,6,16 NEWELL RUBBERMAID INC. . . . COM 651229106 10,760 707,871 SH Defined 5.6 NEWELL RUBBERMAID INC. . . . COM 651229106 2 146 SH Defined 5,6,8,9,10,11 NEWELL RUBBERMAID INC. . . . NOTE 5.500% 3/1 651229AH9 399 211,000 PRN Defined 5,6,8,9,10,11 NEWELL RUBBERMAID INC. . . . COM 651229106 406 26,731 SH Defined 1 NEWFIELD EXPL CO . . . . . . COM 651290108 11,241 215,970 SH Defined 5.6 NEWFIELD EXPL CO . . . . . . COM 651290108 200 3,840 SH Defined 5,6,8,9,10,11 NEWFIELD EXPL CO . . . . . . COM 651290108 107 2,060 SH Defined 5,6,8,9,10,11 NEWFIELD EXPL CO . . . . . . COM 651290108 1,751 33,650 SH Defined 5.7 NEWFIELD EXPL CO . . . . . . COM 651290108 4,727 90,809 SH Defined 5.12 NEWFIELD EXPL CO . . . . . . COM 651290108 416 8,000 SH Defined 5.12 NEWFIELD EXPL CO . . . . . . COM 651290108 191 3,677 SH Defined 1 NEWMARKET CORP . . . . . . . COM 651587107 46 450 SH Defined 5,6,8,9,10,11 NEWMONT MINING CORP. . . . . COM 651639106 63,123 1,239,409 SH Defined 5.6 NEWMONT MINING CORP. . . . . COM 651639106 20 400 SH Defined 5.6 NEWMONT MINING CORP. . . . . COM 651639106 1,019 20,005 SH Defined 1.4 NEWMONT MINING CORP. . . . . COM 651639106 773 15,170 SH Defined 5,6,8,9,10,11 NEWMONT MINING CORP. . . . . COM 651639106 22 432 SH Defined 5,6,8,9,10,11 NEWMONT MINING CORP. . . . . NOTE 1.250% 7/1 651639AH9 1,422 1,106,000 PRN Defined 5,6,8,9,10,11 NEWMONT MINING CORP. . . . . COM 651639106 382 7,508 SH Defined 5,6,8,9 NEWMONT MINING CORP. . . . . COM 651639106 37 732 SH Defined 5,6,8,9 NEWMONT MINING CORP. . . . . COM 651639106 3,820 75,000 SH Defined 5.7 NEWMONT MINING CORP. . . . . COM 651639106 244 4,800 SH Defined 5.7 NEWMONT MINING CORP. . . . . COM 651639106 79 1,555 SH Defined 5.7 NEWMONT MINING CORP. . . . . COM 651639106 6,216 122,043 SH Defined 5.13 NEWMONT MINING CORP. . . . . COM 651639106 822 16,135 SH Defined 5,6,16 NEWMONT MINING CORP. . . . . COM 651639106 31,928 626,904 SH Defined 5.12 NEWMONT MINING CORP. . . . . COM 651639106 5,816 114,205 SH Defined 5.12 NEWMONT MINING CORP. . . . . COM 651639106 4,665 91,587 SH Defined 5.12 NEWMONT MINING CORP. . . . . NOTE 1.250% 7/1 651639AH9 9 7,000 PRN Defined 5.12 NEWMONT MINING CORP. . . . . COM 651639106 5,882 115,500 SH Defined 5,6,14,15 NEWMONT MINING CORP. . . . . COM 651639106 56 1,100 SH Defined 5,6,14,15 NEWPARK RES INC. . . . . . . COM PAR $.01NEW 651718504 191 36,300 SH Defined 5.12 NEWS CORP. . . . . . . . . . CL A 65248E104 13,864 962,108 SH Defined 5.6 NEWS CORP. . . . . . . . . . CL B 65248E203 627 36,863 SH Defined 5.6 NEWS CORP. . . . . . . . . . CL A 65248E104 4 300 SH Defined 1.4 NEWS CORP. . . . . . . . . . CL B 65248E203 9 500 SH Defined 1.4 NEWS CORP. . . . . . . . . . CL A 65248E104 489 33,969 SH Defined 5,6,8,9,10,11 NEWS CORP. . . . . . . . . . CL B 65248E203 29 1,700 SH Defined 5,6,8,9,10,11 NEWS CORP. . . . . . . . . . CL A 65248E104 7,205 500,000 SH Defined 5.7 NEWS CORP. . . . . . . . . . CL A 65248E104 692 48,000 SH Defined 5.7 NEWS CORP. . . . . . . . . . CL A 65248E104 228 15,800 SH Defined 5.7 NEWS CORP. . . . . . . . . . CL B 65248E203 22,467 1,320,800 SH Defined 5,6,14,15 NEWS CORP. . . . . . . . . . CL B 65248E203 500 29,400 SH Defined 5,6,14,15 NEWS CORP. . . . . . . . . . CL A 65248E104 915 63,510 SH Defined 1 NEWS CORP. . . . . . . . . . CL B 65248E203 199 11,676 SH Defined 1 NEXEN INC. . . . . . . . . . COM 65334H102 2,145 86,998 SH Defined 5.6 NEXEN INC. . . . . . . . . . COM 65334H102 935 37,925 SH Defined 1.2 NEXEN INC. . . . . . . . . . COM 65334H102 25 1,032 SH Defined 5,6,8,9,10,11 NEXEN INC. . . . . . . . . . COM 65334H102 321 13,000 SH Defined 5.7 NEXEN INC. . . . . . . . . . COM 65334H102 2,269 92,037 SH Defined 5.13 NEXEN INC. . . . . . . . . . COM 65334H102 8,426 341,753 SH Defined 5.12 NEXEN INC. . . . . . . . . . COM 65334H102 1,417 57,461 SH Defined 5.12 NEXEN INC. . . . . . . . . . COM 65334H102 8,866 359,600 SH Defined 5,6,14,15 NEXEN INC. . . . . . . . . . COM 65334H102 187 7,600 SH Defined 5,6,14,15 NEXEN INC. . . . . . . . . . COM 65334H102 369 14,978 SH Defined 1 NGP CAP RES CO . . . . . . . COM 62912R107 30 3,510 SH Defined 5,6,8,9,10,11 NICE SYS LTD . . . . . . . . SPONSORED ADR 653656108 384 12,100 SH Defined 5.6 NICOR INC. . . . . . . . . . COM 654086107 105 2,500 SH Defined 5.6 NII HLDGS INC. . . . . . . . CL B NEW 62913F201 441 10,592 SH Defined 5.6 NII HLDGS INC. . . . . . . . CL B NEW 62913F201 128 3,077 SH Defined 1.4 NII HLDGS INC. . . . . . . . CL B NEW 62913F201 4,045 97,100 SH Defined 1.2 NII HLDGS INC. . . . . . . . NOTE 3.125% 6/1 62913FAJ1 1,072 1,128,000 PRN Defined 5,6,8,9,10,11 NII HLDGS INC. . . . . . . . CL B NEW 62913F201 4,166 100,000 SH Defined 5.7 NII HLDGS INC. . . . . . . . CL B NEW 62913F201 2,833 68,000 SH Defined 5.7 NII HLDGS INC. . . . . . . . CL B NEW 62913F201 1,639 39,333 SH Defined 5.7 NII HLDGS INC. . . . . . . . CL B NEW 62913F201 309 7,420 SH Defined 5.7 NII HLDGS INC. . . . . . . . CL B NEW 62913F201 62 1,500 SH Defined 5.7 NII HLDGS INC. . . . . . . . CL B NEW 62913F201 726 17,435 SH Defined 5.12 NII HLDGS INC. . . . . . . . CL B NEW 62913F201 21,192 508,700 SH Defined 5,6,14,15 NII HLDGS INC. . . . . . . . CL B NEW 62913F201 421 10,100 SH Defined 5,6,14,15 NII HLDGS INC. . . . . . . . CL B NEW 62913F201 184 4,418 SH Defined 1 NIKE INC . . . . . . . . . . CL B 654106103 29,756 404,842 SH Defined 5.6 NIKE INC . . . . . . . . . . CL B 654106103 3,087 42,000 SH Defined 5.6 NIKE INC . . . . . . . . . . CL B 654106103 61 830 SH Defined 1.4 NIKE INC . . . . . . . . . . CL B 654106103 12 161 SH Defined 5,6,8,9,10,11 NIKE INC . . . . . . . . . . CL B 654106103 3,675 50,000 SH Defined 5.7 NIKE INC . . . . . . . . . . CL B 654106103 338 4,600 SH Defined 5.7 NIKE INC . . . . . . . . . . CL B 654106103 108 1,470 SH Defined 5.7 NIKE INC . . . . . . . . . . CL B 654106103 801 10,900 SH Defined 5.13 NIKE INC . . . . . . . . . . CL B 654106103 956 13,000 SH Defined 5,6,16 NIKE INC . . . . . . . . . . CL B 654106103 15,950 217,000 SH Defined 5.12 NIKE INC . . . . . . . . . . CL B 654106103 6,778 92,216 SH Defined 5.12 NIKE INC . . . . . . . . . . CL B 654106103 453 6,163 SH Defined 5,6,14,15 NIKE INC . . . . . . . . . . CL B 654106103 1,416 19,266 SH Defined 1 NISOURCE INC . . . . . . . . COM 65473P105 411 25,988 SH Defined 5.6 NISOURCE INC . . . . . . . . COM 65473P105 4,740 300,000 SH Defined 5.7 NISOURCE INC . . . . . . . . COM 65473P105 3,002 190,000 SH Defined 5.7 NISOURCE INC . . . . . . . . COM 65473P105 476 30,100 SH Defined 5.7 NISOURCE INC . . . . . . . . COM 65473P105 276 17,460 SH Defined 5.7 NISOURCE INC . . . . . . . . COM 65473P105 261 16,500 SH Defined 5.7 NISOURCE INC . . . . . . . . COM 65473P105 179 11,350 SH Defined 5.7 NISOURCE INC . . . . . . . . COM 65473P105 156 9,900 SH Defined 5.7 NISOURCE INC . . . . . . . . COM 65473P105 103 6,500 SH Defined 5.7 NISOURCE INC . . . . . . . . COM 65473P105 416 26,300 SH Defined 5.13 NISOURCE INC . . . . . . . . COM 65473P105 26,887 1,701,737 SH Defined 5,6,14,15 NISOURCE INC . . . . . . . . COM 65473P105 534 33,800 SH Defined 5,6,14,15 NOBLE CORPORATION BAAR . . . NAMEN -AKT H5833N103 23,280 556,677 SH Defined 5.6 NOBLE CORPORATION BAAR . . . NAMEN -AKT H5833N103 1,449 34,638 SH Defined 1.4 NOBLE CORPORATION BAAR . . . NAMEN -AKT H5833N103 3,303 78,993 SH Defined 1.2 NOBLE CORPORATION BAAR . . . NAMEN -AKT H5833N103 309 7,400 SH Defined 5,6,8,9,10,11 NOBLE CORPORATION BAAR . . . NAMEN -AKT H5833N103 102 2,430 SH Defined 5,6,8,9,10,11 NOBLE CORPORATION BAAR . . . NAMEN -AKT H5833N103 1,350 32,279 SH Defined 5.7 NOBLE CORPORATION BAAR . . . NAMEN -AKT H5833N103 209 5,000 SH Defined 5.7 NOBLE CORPORATION BAAR . . . NAMEN -AKT H5833N103 4,103 98,100 SH Defined 5,6,14,15 NOBLE CORPORATION BAAR . . . NAMEN -AKT H5833N103 184 4,400 SH Defined 5,6,14,15 NOBLE CORPORATION BAAR . . . NAMEN -AKT H5833N103 303 7,238 SH Defined 1 NOBLE ENERGY INC . . . . . . COM 655044105 8,934 122,389 SH Defined 5.6 NOBLE ENERGY INC . . . . . . COM 655044105 75 1,027 SH Defined 5,6,8,9,10,11 NOBLE ENERGY INC . . . . . . COM 655044105 563 7,716 SH Defined 1 NOKIA CORP . . . . . . . . . SPONSORED ADR 654902204 51 3,300 SH Defined 5.6 NOKIA CORP . . . . . . . . . SPONSORED ADR 654902204 7,379 474,820 SH Defined 1.4 NOKIA CORP . . . . . . . . . SPONSORED ADR 654902204 2,495 160,529 SH Defined 1 NOMURA HLDGS INC . . . . . . SPONSORED ADR 65535H208 4 600 SH Defined 1.4 NORDSTROM INC. . . . . . . . COM 655664100 4,373 107,042 SH Defined 5.6 NORDSTROM INC. . . . . . . . COM 655664100 234 5,720 SH Defined 5,6,8,9,10,11 NORDSTROM INC. . . . . . . . COM 655664100 7 172 SH Defined 5,6,8,9,10,11 NORFOLK SOUTHERN CORP. . . . COM 655844108 28,365 507,510 SH Defined 5.6 NORFOLK SOUTHERN CORP. . . . COM 655844108 41 741 SH Defined 1.4 NORFOLK SOUTHERN CORP. . . . COM 655844108 101 1,800 SH Defined 5,6,14,15 NORFOLK SOUTHERN CORP. . . . COM 655844108 445 7,971 SH Defined 1 NORTEL INVERSORA S A . . . . SPON ADR PFD B 656567401 10,499 524,966 SH Defined 5.6 NORTEL INVERSORA S A . . . . SPON ADR PFD B 656567401 2,614 130,700 SH Defined 5.6 NORTH AMERN PALLADIUM LTD. . COM 656912102 41 10,130 SH Defined 1.4 NORTH AMERN PALLADIUM LTD. . COM 656912102 23 5,579 SH Defined 5,6,8,9,10,11 NORTH AMERN PALLADIUM LTD. . COM 656912102 8 2,067 SH Defined 5,6,8,9,10,11 NORTHEAST UTILS. . . . . . . COM 664397106 703 25,436 SH Defined 5.6 NORTHEAST UTILS. . . . . . . COM 664397106 3,786 136,993 SH Defined 1.3 NORTHEAST UTILS. . . . . . . COM 664397106 1,142 41,301 SH Defined 1.2 NORTHEAST UTILS. . . . . . . COM 664397106 35 1,268 SH Defined 1 NORTHERN DYNASTY MINERALS LT COM NEW 66510M204 30 3,200 SH Defined 1.4 NORTHERN DYNASTY MINERALS LT COM NEW 66510M204 331 34,898 SH Defined 5.13 NORTHERN DYNASTY MINERALS LT COM NEW 66510M204 200 21,073 SH Defined 5.12 NORTHERN DYNASTY MINERALS LT COM NEW 66510M204 63 6,592 SH Defined 5.12 NORTHERN TR CORP . . . . . . COM 665859104 11,149 201,764 SH Defined 5.6 NORTHERN TR CORP . . . . . . COM 665859104 318 5,755 SH Defined 1.4 NORTHERN TR CORP . . . . . . COM 665859104 5 91 SH Defined 5,6,8,9,10,11 NORTHERN TR CORP . . . . . . COM 665859104 111 2,000 SH Defined 5.7 NORTHERN TR CORP . . . . . . COM 665859104 125 2,258 SH Defined 1 NORTHROP GRUMMAN CORP. . . . COM 666807102 38,126 581,454 SH Defined 5.6 NORTHROP GRUMMAN CORP. . . . COM 666807102 3,647 55,625 SH Defined 1.2 NORTHROP GRUMMAN CORP. . . . COM 666807102 616 9,400 SH Defined 5.7 NORTHROP GRUMMAN CORP. . . . COM 666807102 198 3,025 SH Defined 5.7 NORTHROP GRUMMAN CORP. . . . COM 666807102 525 8,000 SH Defined 5.13 NORTHROP GRUMMAN CORP. . . . COM 666807102 204 3,116 SH Defined 5,6,16 NORTHROP GRUMMAN CORP. . . . COM 666807102 7,914 120,700 SH Defined 5,6,14,15 NORTHROP GRUMMAN CORP. . . . COM 666807102 437 6,668 SH Defined 1 NORTHWEST BANCSHARES INC MD. COM 667340103 2 154 SH Defined 5,6,8,9,10,11 NORTHWEST BANCSHARES INC MD. COM 667340103 414 35,300 SH Defined 5.12 NORTHWEST NAT GAS CO . . . . COM 667655104 23 500 SH Defined 5,6,16 NORTHWESTERN CORP. . . . . . COM NEW 668074305 2 78 SH Defined 5,6,8,9,10,11 NORTHWESTERN CORP. . . . . . COM NEW 668074305 161 6,000 SH Defined 5.12 NOVAGOLD RES INC . . . . . . COM NEW 66987E206 49 6,900 SH Defined 1.4 NOVAGOLD RES INC . . . . . . COM NEW 66987E206 3,468 486,836 SH Defined 5,6,8,9,10,11 NOVATEL WIRELESS INC . . . . COM NEW 66987M604 14 2,080 SH Defined 5,6,8,9,10,11 NOVAVAX INC. . . . . . . . . COM 670002104 54 23,500 SH Defined 1.4 NOVAVAX INC. . . . . . . . . COM 670002104 8 3,584 SH Defined 5,6,8,9,10,11 NOVELL INC . . . . . . . . . COM 670006105 120 20,000 SH Defined 5.6 NOVELL INC . . . . . . . . . COM 670006105 293 48,936 SH Defined 1.4 NOVELL INC . . . . . . . . . COM 670006105 4,172 696,511 SH Defined 5,6,8,9,10,11 NOVELL INC . . . . . . . . . COM 670006105 621 103,603 SH Defined 5,6,8,9,10,11 NOVELL INC . . . . . . . . . COM 670006105 76 12,654 SH Defined 5,6,8,9,10,11 NOVELL INC . . . . . . . . . COM 670006105 43 7,139 SH Defined 5,6,8,9,10,11 NOVELL INC . . . . . . . . . COM 670006105 8 1,341 SH Defined 5,6,8,9,10,11 NOVELL INC . . . . . . . . . COM 670006105 185 30,850 SH Defined 5.12 NOVELL INC . . . . . . . . . COM 670006105 31 5,164 SH Defined 1 NOVELLUS SYS INC . . . . . . COM 670008101 113 4,506 SH Defined 5.6 NOVELLUS SYS INC . . . . . . COM 670008101 1,382 55,292 SH Defined 5,6,8,9,10,11 NOVELLUS SYS INC . . . . . . COM 670008101 33 1,300 SH Defined 5,6,16 NOVELLUS SYS INC . . . . . . COM 670008101 195 7,800 SH Defined 5.12 NOVELLUS SYS INC . . . . . . COM 670008101 290 11,600 SH Defined 5,6,14,15 NOVELLUS SYS INC . . . . . . COM 670008101 33 1,300 SH Defined 5,6,14,15 NPS PHARMACEUTICALS INC. . . COM 62936P103 12 2,416 SH Defined 5,6,8,9,10,11 NRG ENERGY INC . . . . . . . COM NEW 629377508 3,056 146,229 SH Defined 5.6 NRG ENERGY INC . . . . . . . COM NEW 629377508 266 12,734 SH Defined 1 NRG ENERGY INC . . . . . . . COM NEW 629377508 123 5,908 SH Defined 1.4 NRG ENERGY INC . . . . . . . COM NEW 629377508 24 1,149 SH Defined 5,6,8,9,10,11 NRG ENERGY INC . . . . . . . COM NEW 629377508 42 2,000 SH Defined 5.7 NRG ENERGY INC . . . . . . . COM NEW 629377508 31 1,500 SH Defined 5.7 NRG ENERGY INC . . . . . . . COM NEW 629377508 697 33,345 SH Defined 1 NSTAR. . . . . . . . . . . . COM 67019E107 341 9,633 SH Defined 5.6 NSTAR. . . . . . . . . . . . COM 67019E107 92 2,591 SH Defined 1 NU SKIN ENTERPRISES INC. . . CL A 67018T105 12 407 SH Defined 1.4 NU SKIN ENTERPRISES INC. . . CL A 67018T105 55 1,879 SH Defined 5,6,8,9,10,11 NU SKIN ENTERPRISES INC. . . CL A 67018T105 12 400 SH Defined 5,6,16 NUANCE COMMUNICATIONS INC. . COM 67020Y100 225 13,529 SH Defined 5.6 NUANCE COMMUNICATIONS INC. . COM 67020Y100 1,997 120,000 SH Defined 5.6 NUANCE COMMUNICATIONS INC. . COM 67020Y100 1,331 80,000 SH Defined 5.6 NUANCE COMMUNICATIONS INC. . COM 67020Y100 82 4,950 SH Defined 5.7 NUANCE COMMUNICATIONS INC. . COM 67020Y100 84 5,070 SH Defined 1 NUCOR CORP . . . . . . . . . COM 670346105 4,267 94,035 SH Defined 5.6 NUCOR CORP . . . . . . . . . COM 670346105 285 6,280 SH Defined 1.4 NUCOR CORP . . . . . . . . . COM 670346105 12 259 SH Defined 5,6,8,9 NUCOR CORP . . . . . . . . . COM 670346105 1,543 34,000 SH Defined 5.7 NUCOR CORP . . . . . . . . . COM 670346105 178 3,930 SH Defined 5.7 NUCOR CORP . . . . . . . . . COM 670346105 45 1,000 SH Defined 5.7 NUCOR CORP . . . . . . . . . COM 670346105 39 850 SH Defined 5.7 NUCOR CORP . . . . . . . . . COM 670346105 6,644 146,400 SH Defined 5,6,14,15 NUCOR CORP . . . . . . . . . COM 670346105 52 1,154 SH Defined 1 NUTRACEUTICAL INTL CORP. . . COM 67060Y101 10 682 SH Defined 5,6,8,9,10,11 NUTRI SYS INC NEW. . . . . . COM 67069D108 1,959 110,000 SH Defined 5.6 NUTRI SYS INC NEW. . . . . . COM 67069D108 13 750 SH Defined 1.4 NUTRI SYS INC NEW. . . . . . COM 67069D108 21 1,190 SH Defined 5,6,8,9,10,11 NUVASIVE INC . . . . . . . . COM 670704105 26 578 SH Defined 5,6,8,9,10,11 NUVASIVE INC . . . . . . . . COM 670704105 92 2,030 SH Defined 5,6,16 NV ENERGY INC. . . . . . . . COM 67073Y106 307 24,900 SH Defined 5.13 NVIDIA CORP. . . . . . . . . COM 67066G104 1,020 58,695 SH Defined 5.6 NVIDIA CORP. . . . . . . . . COM 67066G104 112 6,461 SH Defined 1.4 NVIDIA CORP. . . . . . . . . COM 67066G104 1,436 82,600 SH Defined 5.7 NVIDIA CORP. . . . . . . . . COM 67066G104 621 35,709 SH Defined 1 NVR INC. . . . . . . . . . . COM 62944T105 41 56 SH Defined 5,6,8,9,10,11 NXSTAGE MEDICAL INC. . . . . COM 67072V103 15 1,316 SH Defined 5,6,8,9,10,11 NYSE EURONEXT. . . . . . . . COM 629491101 24,720 834,850 SH Defined 5.6 NYSE EURONEXT. . . . . . . . COM 629491101 58 1,950 SH Defined 1.4 NYSE EURONEXT. . . . . . . . COM 629491101 400 13,500 SH Defined 5.13 NYSE EURONEXT. . . . . . . . COM 629491101 1 43 SH Defined 5.12 NYSE EURONEXT. . . . . . . . COM 629491101 1,664 56,200 SH Defined 5,6,14,15 NYSE EURONEXT. . . . . . . . COM 629491101 28 956 SH Defined 1 O REILLY AUTOMOTIVE INC. . . COM 686091109 627 15,029 SH Defined 5.6 O REILLY AUTOMOTIVE INC. . . COM 686091109 2,043 48,985 SH Defined 5,6,8,9,10,11 O REILLY AUTOMOTIVE INC. . . COM 686091109 8 195 SH Defined 5,6,8,9,10,11 O REILLY AUTOMOTIVE INC. . . COM 686091109 65 1,559 SH Defined 1 OCCIDENTAL PETE CORP DEL . . COM 674599105 77,215 913,357 SH Defined 5.6 OCCIDENTAL PETE CORP DEL . . COM 674599105 1,547 18,300 SH Defined 5.6 OCCIDENTAL PETE CORP DEL . . COM 674599105 32,265 381,649 SH Defined 1.3 OCCIDENTAL PETE CORP DEL . . COM 674599105 9,314 110,170 SH Defined 1.2 OCCIDENTAL PETE CORP DEL . . COM 674599105 363 4,290 SH Defined 5,6,8,9,10,11 OCCIDENTAL PETE CORP DEL . . COM 674599105 66 778 SH Defined 1 OCCIDENTAL PETE CORP DEL . . COM 674599105 9,299 110,000 SH Defined 5.7 OCCIDENTAL PETE CORP DEL . . COM 674599105 820 9,700 SH Defined 5.7 OCCIDENTAL PETE CORP DEL . . COM 674599105 271 3,200 SH Defined 5.7 OCCIDENTAL PETE CORP DEL . . COM 674599105 254 3,000 SH Defined 5.7 OCCIDENTAL PETE CORP DEL . . COM 674599105 1,627 19,240 SH Defined 5.13 OCCIDENTAL PETE CORP DEL . . COM 674599105 1,950 23,071 SH Defined 5,6,16 OCCIDENTAL PETE CORP DEL . . COM 674599105 2,716 32,125 SH Defined 5.12 OCCIDENTAL PETE CORP DEL . . COM 674599105 1,863 22,040 SH Defined 5.12 OCCIDENTAL PETE CORP DEL . . COM 674599105 2,095 24,778 SH Defined 1 OCEANEERING INTL INC . . . . COM 675232102 2,648 41,700 SH Defined 5.12 OCH ZIFF CAP MGMT GROUP. . . CL A 67551U105 80 5,000 SH Defined 1.4 OCH ZIFF CAP MGMT GROUP. . . CL A 67551U105 7 416 SH Defined 5,6,8,9,10,11 OCLARO INC . . . . . . . . . COM 67555N107 17 6,351 SH Defined 1.4 OCWEN FINL CORP. . . . . . . COM NEW 675746309 9 820 SH Defined 5,6,8,9,10,11 ODYSSEY HEALTHCARE INC . . . COM 67611V101 9 480 SH Defined 5,6,8,9,10,11 ODYSSEY HEALTHCARE INC . . . COM 67611V101 2 100 SH Defined 5,6,8,9,10,11 ODYSSEY HEALTHCARE INC . . . COM 67611V101 37 2,019 SH Defined 5,6,16 ODYSSEY MARINE EXPLORATION I COM 676118102 1 650 SH Defined 1.4 ODYSSEY MARINE EXPLORATION I COM 676118102 41 30,984 SH Defined 5,6,8,9 ODYSSEY MARINE EXPLORATION I COM 676118102 10 7,688 SH Defined 5,6,8,9 OFFICE DEPOT INC . . . . . . COM 676220106 112 14,000 SH Defined 5.6 OFFICE DEPOT INC . . . . . . COM 676220106 8 1,000 SH Defined 1.4 OFFICE DEPOT INC . . . . . . COM 676220106 127 15,950 SH Defined 5.12 OFFICEMAX INC DEL. . . . . . COM 67622P101 41 2,470 SH Defined 5,6,8,9,10,11 OIL STS INTL INC . . . . . . COM 678026105 52 1,155 SH Defined 5,6,8,9,10,11 OIL STS INTL INC . . . . . . COM 678026105 50 1,100 SH Defined 5,6,16 OIL SVC HOLDRS TR. . . . . . DEPOSTRY RCPT 678002106 159 1,300 SH Defined 1.4 OIL SVC HOLDRS TR. . . . . . DEPOSTRY RCPT 678002106 1,217 9,930 SH Defined 5,6,8,9,10,11 OILSANDS QUEST INC . . . . . COM 678046103 6 8,000 SH Defined 1.4 OLD NATL BANCORP IND . . . . COM 680033107 19 1,625 SH Defined 5,6,8,9,10,11 OLD NATL BANCORP IND . . . . COM 680033107 73 6,100 SH Defined 5,6,16 OLD REP INTL CORP. . . . . . COM 680223104 93 7,347 SH Defined 5.6 OLD REP INTL CORP. . . . . . COM 680223104 246 19,372 SH Defined 5,6,8,9,10,11 OLD REP INTL CORP. . . . . . NOTE 8.000% 5/1 680223AF1 447 362,000 PRN Defined 5,6,8,9,10,11 OLD REP INTL CORP. . . . . . COM 680223104 50 3,950 SH Defined 5.12 OLD REP INTL CORP. . . . . . COM 680223104 75 5,946 SH Defined 1 OLIN CORP. . . . . . . . . . COM PAR $1 680665205 90 4,590 SH Defined 5,6,8,9,10,11 OM GROUP INC . . . . . . . . COM 670872100 16 470 SH Defined 1.4 OMEGA HEALTHCARE INVS INC. . COM 681936100 3,844 197,212 SH Defined 5.6 OMEGA HEALTHCARE INVS INC. . COM 681936100 544 27,900 SH Defined 5.6 OMEGA HEALTHCARE INVS INC. . COM 681936100 33 1,709 SH Defined 5,6,8,9,10,11 OMEGA HEALTHCARE INVS INC. . COM 681936100 858 44,000 SH Defined 5,6,16 OMEGA PROTEIN CORP . . . . . COM 68210P107 316 55,000 SH Defined 5.6 OMEGA PROTEIN CORP . . . . . COM 68210P107 11 1,832 SH Defined 5,6,8,9,10,11 OMNIAMERICAN BANCORP INC . . COM 68216R107 26 2,253 SH Defined 5,6,8,9,10,11 OMNICARE CAP TR II . . . . . PFD B TR 4.00% 68214Q200 381 9,205 SH Defined 5,6,8,9,10,11 OMNICARE CAP TR II . . . . . PFD B TR 4.00% 68214Q200 2 49 SH Defined 5.12 OMNICARE INC . . . . . . . . COM 681904108 124 4,392 SH Defined 5.6 OMNICARE INC . . . . . . . . DBCV 3.250%12/1 681904AL2 661 773,000 PRN Defined 5,6,8,9,10,11 OMNICARE INC . . . . . . . . COM 681904108 31 1,100 SH Defined 5.13 OMNICARE INC . . . . . . . . COM 681904108 22 774 SH Defined 5,6,16 OMNICARE INC . . . . . . . . DBCV 3.250%12/1 681904AL2 18 21,000 PRN Defined 5.12 OMNICARE INC . . . . . . . . COM 681904108 82 2,894 SH Defined 1 OMNICOM GROUP INC. . . . . . COM 681919106 1,564 40,307 SH Defined 5.6 OMNICOM GROUP INC. . . . . . NOTE 7/0 681919AT3 61,723 62,270,000 PRN Defined 5.6 OMNICOM GROUP INC. . . . . . NOTE 7/3 681919AV8 19,717 20,000,000 PRN Defined 5.6 OMNICOM GROUP INC. . . . . . COM 681919106 7,820 201,500 SH Defined 5.12 OMNICOM GROUP INC. . . . . . COM 681919106 12 300 SH Defined 5,6,14,15 OMNICOM GROUP INC. . . . . . COM 681919106 570 14,696 SH Defined 1 ON ASSIGNMENT INC. . . . . . COM 682159108 153 21,500 SH Defined 5.12 ON SEMICONDUCTOR CORP. . . . COM 682189105 226 28,218 SH Defined 5.6 ON SEMICONDUCTOR CORP. . . . COM 682189105 63 7,877 SH Defined 1.4 ON SEMICONDUCTOR CORP. . . . COM 682189105 11 1,398 SH Defined 5,6,8,9,10,11 ON SEMICONDUCTOR CORP. . . . COM 682189105 74 9,300 SH Defined 5,6,16 ON TRACK INNOVATION LTD. . . SHS M8791A109 81 37,054 SH Defined 5,6,8,9,10,11 ONEOK INC NEW. . . . . . . . COM 682680103 573 12,546 SH Defined 5.6 ONEOK INC NEW. . . . . . . . COM 682680103 283 6,200 SH Defined 5.13 ONEOK INC NEW. . . . . . . . COM 682680103 282 6,183 SH Defined 1 ONYX PHARMACEUTICALS INC . . COM 683399109 612 20,200 SH Defined 5.6 ONYX PHARMACEUTICALS INC . . COM 683399109 23 750 SH Defined 1.4 ONYX PHARMACEUTICALS INC . . COM 683399109 48 1,572 SH Defined 5,6,8,9,10,11 OPEN JT STK CO-VIMPEL COMMUN SPONSORED ADR 68370R109 16,768 910,800 SH Defined 5.6 OPEN JT STK CO-VIMPEL COMMUN SPONSORED ADR 68370R109 12,003 652,000 SH Defined 5.6 OPEN JT STK CO-VIMPEL COMMUN SPONSORED ADR 68370R109 262 14,249 SH Defined 1.4 OPEN JT STK CO-VIMPEL COMMUN SPONSORED ADR 68370R109 66 3,600 SH Defined 5,6,8,9,10,11 OPEN JT STK CO-VIMPEL COMMUN SPONSORED ADR 68370R109 2,062 112,000 SH Defined 5.12 OPEN JT STK CO-VIMPEL COMMUN SPONSORED ADR 68370R109 4,492 244,000 SH Defined 5.12 OPEN JT STK CO-VIMPEL COMMUN SPONSORED ADR 68370R109 111 6,013 SH Defined 1 OPEN TEXT CORP . . . . . . . COM 683715106 164 3,441 SH Defined 5.6 OPEN TEXT CORP . . . . . . . COM 683715106 3 70 SH Defined 5,6,8,9,10,11 OPEN TEXT CORP . . . . . . . COM 683715106 1,140 24,000 SH Defined 5.12 OPLINK COMMUNICATIONS INC. . COM NEW 68375Q403 20 1,065 SH Defined 5,6,16 OPTIMAL GROUP INC. . . . . . CL A SHS NEW 68388R307 4 1,525 SH Defined 5,6,8,9,10,11 ORACLE CORP. . . . . . . . . COM 68389X105 79,911 3,110,587 SH Defined 5.6 ORACLE CORP. . . . . . . . . COM 68389X105 2,785 108,400 SH Defined 5.6 ORACLE CORP. . . . . . . . . COM 68389X105 249 9,710 SH Defined 1.4 ORACLE CORP. . . . . . . . . COM 68389X105 8,864 345,056 SH Defined 1.3 ORACLE CORP. . . . . . . . . COM 68389X105 2,934 114,215 SH Defined 1.2 ORACLE CORP. . . . . . . . . COM 68389X105 70 2,712 SH Defined 5,6,8,9,10,11 ORACLE CORP. . . . . . . . . COM 68389X105 85 3,310 SH Defined 5,6,8,9,10,11 ORACLE CORP. . . . . . . . . COM 68389X105 94 3,677 SH Defined 1 ORACLE CORP. . . . . . . . . COM 68389X105 14,130 550,000 SH Defined 5.7 ORACLE CORP. . . . . . . . . COM 68389X105 2,954 115,000 SH Defined 5.7 ORACLE CORP. . . . . . . . . COM 68389X105 1,413 55,000 SH Defined 5.7 ORACLE CORP. . . . . . . . . COM 68389X105 642 25,000 SH Defined 5.7 ORACLE CORP. . . . . . . . . COM 68389X105 444 17,300 SH Defined 5.7 ORACLE CORP. . . . . . . . . COM 68389X105 128 5,000 SH Defined 5.7 ORACLE CORP. . . . . . . . . COM 68389X105 316 12,300 SH Defined 5.13 ORACLE CORP. . . . . . . . . COM 68389X105 656 25,524 SH Defined 5,6,16 ORACLE CORP. . . . . . . . . COM 68389X105 514 20,000 SH Defined 5.12 ORACLE CORP. . . . . . . . . COM 68389X105 364 14,186 SH Defined 5.12 ORACLE CORP. . . . . . . . . COM 68389X105 30,050 1,169,700 SH Defined 5,6,14,15 ORACLE CORP. . . . . . . . . COM 68389X105 591 23,000 SH Defined 5,6,14,15 ORACLE CORP. . . . . . . . . COM 68389X105 58 2,248 SH Defined 1 ORBCOMM INC. . . . . . . . . COM 68555P100 26 12,200 SH Defined 5,6,8,9,10,11 ORCHARD ENTERPRISES INC. . . COM NEW 68562L100 42 21,175 SH Defined 5,6,8,9,10,11 ORCHIDS PAPER PRODS CO DEL . COM 68572N104 7 416 SH Defined 5,6,8,9,10,11 ORIENT PAPER INC . . . . . . COM NEW 68619F205 24 2,823 SH Defined 5,6,8,9,10,11 ORIENTAL FINL GROUP INC. . . COM 68618W100 25 1,861 SH Defined 5,6,8,9,10,11 ORIENTAL FINL GROUP INC. . . COM 68618W100 39 2,880 SH Defined 5,6,8,9,10,11 ORIENTAL FINL GROUP INC. . . COM 68618W100 9 673 SH Defined 5,6,16 ORIENT-EXPRESS HOTELS LTD. . CL A G67743107 2,856 201,436 SH Defined 5.6 ORIENT-EXPRESS HOTELS LTD. . CL A G67743107 10 675 SH Defined 5,6,8,9 ORIENT-EXPRESS HOTELS LTD. . CL A G67743107 3 233 SH Defined 5,6,8,9 ORION MARINE GROUP INC . . . COM 68628V308 1 73 SH Defined 5,6,8,9,10,11 ORION MARINE GROUP INC . . . COM 68628V308 181 10,050 SH Defined 5.12 ORMAT TECHNOLOGIES INC . . . COM 686688102 712 25,300 SH Defined 5.6 ORMAT TECHNOLOGIES INC . . . COM 686688102 7 260 SH Defined 1.4 ORMAT TECHNOLOGIES INC . . . COM 686688102 4 140 SH Defined 5.12 OSHKOSH CORP . . . . . . . . COM 688239201 201 4,989 SH Defined 5,6,8,9,10,11 OSHKOSH CORP . . . . . . . . COM 688239201 72 1,797 SH Defined 5,6,8,9,10,11 OSHKOSH CORP . . . . . . . . COM 688239201 56 1,400 SH Defined 5,6,16 OSI PHARMACEUTICALS INC. . . COM 671040103 264 4,425 SH Defined 1.4 OSI PHARMACEUTICALS INC. . . COM 671040103 3,527 59,233 SH Defined 5,6,8,9,10,11 OSI PHARMACEUTICALS INC. . . COM 671040103 163 2,740 SH Defined 5,6,8,9,10,11 OSI PHARMACEUTICALS INC. . . COM 671040103 125 2,101 SH Defined 5,6,8,9,10,11 OSI PHARMACEUTICALS INC. . . COM 671040103 6 96 SH Defined 5,6,8,9,10,11 OSI PHARMACEUTICALS INC. . . NOTE 3.000% 1/1 671040AH6 584 507,000 PRN Defined 5,6,8,9,10,11 OSI SYSTEMS INC. . . . . . . COM 671044105 15 533 SH Defined 1.4 OTTER TAIL CORP. . . . . . . COM 689648103 31 1,400 SH Defined 5,6,16 OVERHILL FARMS INC . . . . . COM 690212105 22 3,810 SH Defined 5,6,8,9,10,11 OVERSEAS SHIPHOLDING GROUP I COM 690368105 110 2,800 SH Defined 1.4 OVERSEAS SHIPHOLDING GROUP I COM 690368105 22 567 SH Defined 5,6,8,9,10,11 OWENS CORNING NEW. . . . . . COM 690742101 37 1,468 SH Defined 5,6,8,9,10,11 OWENS CORNING NEW. . . . . . COM 690742101 36 1,412 SH Defined 5,6,8,9,10,11 OWENS ILL INC. . . . . . . . COM NEW 690768403 9,996 281,257 SH Defined 5.6 OWENS ILL INC. . . . . . . . COM NEW 690768403 18 500 SH Defined 5.6 OWENS ILL INC. . . . . . . . COM NEW 690768403 23 660 SH Defined 1.4 OWENS ILL INC. . . . . . . . COM NEW 690768403 515 14,500 SH Defined 5,6,16 OWENS ILL INC. . . . . . . . COM NEW 690768403 309 8,689 SH Defined 1 OXFORD INDS INC. . . . . . . COM 691497309 5 250 SH Defined 5,6,8,9,10,11 PACCAR INC . . . . . . . . . COM 693718108 4,409 101,722 SH Defined 5.6 PACCAR INC . . . . . . . . . COM 693718108 94 2,173 SH Defined 5,6,8,9,10,11 PACCAR INC . . . . . . . . . COM 693718108 37 846 SH Defined 1 PACKAGING CORP AMER. . . . . COM 695156109 43 1,750 SH Defined 5.12 PACTIV CORP. . . . . . . . . COM 695257105 250 9,924 SH Defined 5.6 PACTIV CORP. . . . . . . . . COM 695257105 8 300 SH Defined 1.4 PACTIV CORP. . . . . . . . . COM 695257105 55 2,190 SH Defined 5,6,8,9,10,11 PACTIV CORP. . . . . . . . . COM 695257105 17 687 SH Defined 5,6,8,9,10,11 PACTIV CORP. . . . . . . . . COM 695257105 25 1,000 SH Defined 5.12 PACTIV CORP. . . . . . . . . COM 695257105 43 1,702 SH Defined 1 PACWEST BANCORP DEL. . . . . COM 695263103 24 1,071 SH Defined 5,6,8,9,10,11 PAIN THERAPEUTICS INC. . . . COM 69562K100 68 10,861 SH Defined 5,6,8,9,10,11 PALL CORP. . . . . . . . . . COM 696429307 506 12,486 SH Defined 5.6 PALL CORP. . . . . . . . . . COM 696429307 36 896 SH Defined 5,6,8,9,10,11 PALM INC NEW . . . . . . . . COM 696643105 229 60,865 SH Defined 1.4 PALM INC NEW . . . . . . . . COM 696643105 63 16,720 SH Defined 5,6,8,9,10,11 PAMRAPO BANCORP INC. . . . . COM 697738102 42 5,203 SH Defined 5,6,8,9,10,11 PAN AMERICAN SILVER CORP . . COM 697900108 120 5,226 SH Defined 5.6 PAN AMERICAN SILVER CORP . . COM 697900108 152 6,639 SH Defined 1.4 PAN AMERICAN SILVER CORP . . COM 697900108 1,457 63,520 SH Defined 5.12 PAPA JOHNS INTL INC. . . . . COM 698813102 7 290 SH Defined 5,6,8,9,10,11 PAPA JOHNS INTL INC. . . . . COM 698813102 11 443 SH Defined 5,6,16 PAR PHARMACEUTICAL COS INC . COM 69888P106 11 433 SH Defined 1.4 PAR PHARMACEUTICAL COS INC . COM 69888P106 1,208 48,700 SH Defined 1.2 PAR PHARMACEUTICAL COS INC . COM 69888P106 74 3,000 SH Defined 5,6,16 PAR PHARMACEUTICAL COS INC . COM 69888P106 970 39,100 SH Defined 5,6,14,15 PAR PHARMACEUTICAL COS INC . COM 69888P106 149 6,000 SH Defined 5,6,14,15 PARKER HANNIFIN CORP . . . . COM 701094104 2,449 37,833 SH Defined 5.6 PARKER HANNIFIN CORP . . . . COM 701094104 57 875 SH Defined 1 PARKER HANNIFIN CORP . . . . COM 701094104 7,445 115,000 SH Defined 5.7 PARKER HANNIFIN CORP . . . . COM 701094104 1,230 19,000 SH Defined 5.7 PARKER HANNIFIN CORP . . . . COM 701094104 641 9,900 SH Defined 5.7 PARKER HANNIFIN CORP . . . . COM 701094104 207 3,200 SH Defined 5.7 PARKER HANNIFIN CORP . . . . COM 701094104 911 14,072 SH Defined 1 PARKWAY PPTYS INC. . . . . . COM 70159Q104 902 48,046 SH Defined 5.6 PARKWAY PPTYS INC. . . . . . COM 70159Q104 100 5,300 SH Defined 5.6 PARTNERRE LTD. . . . . . . . COM G6852T105 346 4,345 SH Defined 5.6 PARTNERRE LTD. . . . . . . . COM G6852T105 383 4,800 SH Defined 5.13 PARTNERRE LTD. . . . . . . . COM G6852T105 132 1,659 SH Defined 1 PATNI COMPUTER SYS . . . . . SPONS ADR 703248203 1,619 68,100 SH Defined 1.2 PATRIOT COAL CORP. . . . . . COM 70336T104 2,060 100,700 SH Defined 5.6 PATRIOT COAL CORP. . . . . . COM 70336T104 52 2,550 SH Defined 1.4 PATRIOT COAL CORP. . . . . . COM 70336T104 2 81 SH Defined 5,6,8,9,10,11 PATTERSON COMPANIES INC. . . COM 703395103 208 6,689 SH Defined 5.6 PATTERSON COMPANIES INC. . . COM 703395103 23 734 SH Defined 1.4 PATTERSON COMPANIES INC. . . COM 703395103 43 1,388 SH Defined 5,6,8,9,10,11 PATTERSON COMPANIES INC. . . COM 703395103 68 2,190 SH Defined 5,6,8,9,10,11 PATTERSON COMPANIES INC. . . COM 703395103 1,112 35,820 SH Defined 5,6,8,9,10,11 PATTERSON COMPANIES INC. . . COM 703395103 92 2,955 SH Defined 1 PATTERSON UTI ENERGY INC . . COM 703481101 171 12,243 SH Defined 5.6 PATTERSON UTI ENERGY INC . . COM 703481101 3 250 SH Defined 1.4 PATTERSON UTI ENERGY INC . . COM 703481101 941 67,366 SH Defined 5.13 PATTERSON UTI ENERGY INC . . COM 703481101 1,393 99,746 SH Defined 5.12 PATTERSON UTI ENERGY INC . . COM 703481101 298 21,362 SH Defined 5.12 PATTERSON UTI ENERGY INC . . COM 703481101 36 2,600 SH Defined 5.12 PATTERSON UTI ENERGY INC . . COM 703481101 53 3,800 SH Defined 5,6,14,15 PATTERSON UTI ENERGY INC . . COM 703481101 55 3,934 SH Defined 1 PAYCHEX INC. . . . . . . . . COM 704326107 1,962 63,901 SH Defined 5.6 PAYCHEX INC. . . . . . . . . COM 704326107 57 1,850 SH Defined 1.4 PAYCHEX INC. . . . . . . . . COM 704326107 181 5,901 SH Defined 1 PDF SOLUTIONS INC. . . . . . COM 693282105 578 132,482 SH Defined 5.12 PDL BIOPHARMA INC. . . . . . COM 69329Y104 1,385 222,972 SH Defined 1.4 PDL BIOPHARMA INC. . . . . . COM 69329Y104 102 16,488 SH Defined 5,6,8,9,10,11 PEABODY ENERGY CORP. . . . . COM 704549104 20,725 453,499 SH Defined 5.6 PEABODY ENERGY CORP. . . . . COM 704549104 946 20,700 SH Defined 5.6 PEABODY ENERGY CORP. . . . . COM 704549104 165 3,600 SH Defined 5,6,8,9,10,11 PEABODY ENERGY CORP. . . . . COM 704549104 17 364 SH Defined 5,6,8,9,10,11 PEABODY ENERGY CORP. . . . . COM 704549104 99 2,159 SH Defined 5,6,8,9 PEABODY ENERGY CORP. . . . . COM 704549104 24 519 SH Defined 5,6,8,9 PEABODY ENERGY CORP. . . . . COM 704549104 4 83 SH Defined 5,6,8,9 PEABODY ENERGY CORP. . . . . COM 704549104 1,496 32,743 SH Defined 5.13 PEABODY ENERGY CORP. . . . . COM 704549104 1,816 39,739 SH Defined 5.12 PEABODY ENERGY CORP. . . . . COM 704549104 1,394 30,494 SH Defined 5.12 PEABODY ENERGY CORP. . . . . COM 704549104 821 17,974 SH Defined 1 PEBBLEBROOK HOTEL TR . . . . COM 70509V100 5 237 SH Defined 5,6,8,9,10,11 PEBBLEBROOK HOTEL TR . . . . COM 70509V100 257 12,200 SH Defined 5,6,16 PECO II INC. . . . . . . . . COM NEW 705221208 21 3,638 SH Defined 5,6,8,9,10,11 PEGASYSTEMS INC. . . . . . . COM 705573103 100 2,690 SH Defined 5,6,16 PENN VA CORP . . . . . . . . NOTE 4.500%11/1 707882AA4 1,100 1,164,000 PRN Defined 5,6,8,9,10,11 PENN VA CORP . . . . . . . . COM 707882106 45 1,835 SH Defined 5,6,16 PENN WEST ENERGY TR. . . . . TR UNIT 707885109 10,236 485,007 SH Defined 5.6 PENN WEST ENERGY TR. . . . . TR UNIT 707885109 8 400 SH Defined 1.4 PENN WEST ENERGY TR. . . . . TR UNIT 707885109 6 308 SH Defined 5,6,8,9,10,11 PENN WEST ENERGY TR. . . . . TR UNIT 707885109 93 4,400 SH Defined 5.12 PENN WEST ENERGY TR. . . . . TR UNIT 707885109 320 15,182 SH Defined 1 PENNEY J C INC . . . . . . . COM 708160106 1,986 61,730 SH Defined 5.6 PENNEY J C INC . . . . . . . COM 708160106 19 600 SH Defined 5.6 PENNEY J C INC . . . . . . . COM 708160106 64 2,000 SH Defined 1.4 PENNEY J C INC . . . . . . . COM 708160106 32 987 SH Defined 5,6,8,9,10,11 PENNEY J C INC . . . . . . . COM 708160106 161 5,000 SH Defined 5.7 PENNEY J C INC . . . . . . . COM 708160106 42 1,300 SH Defined 5,6,14,15 PENNEY J C INC . . . . . . . COM 708160106 30 941 SH Defined 1 PENNSYLVANIA RL ESTATE INVT. SH BEN INT 709102107 1,235 99,058 SH Defined 5.6 PENNSYLVANIA RL ESTATE INVT. SH BEN INT 709102107 217 17,400 SH Defined 5.6 PENSKE AUTOMOTIVE GRP INC. . COM 70959W103 22 1,520 SH Defined 5,6,8,9,10,11 PENSON WORLDWIDE INC . . . . COM 709600100 10 970 SH Defined 1.4 PENTAIR INC. . . . . . . . . COM 709631105 1,549 43,490 SH Defined 5.6 PENTAIR INC. . . . . . . . . COM 709631105 81 2,266 SH Defined 1 PEOPLES UNITED FINANCIAL INC COM 712704105 1,034 66,091 SH Defined 5.6 PEOPLES UNITED FINANCIAL INC COM 712704105 48 3,100 SH Defined 1.4 PEOPLES UNITED FINANCIAL INC COM 712704105 43 2,744 SH Defined 5,6,8,9,10,11 PEOPLES UNITED FINANCIAL INC COM 712704105 252 16,100 SH Defined 5.13 PEOPLES UNITED FINANCIAL INC COM 712704105 880 56,250 SH Defined 5.12 PEOPLES UNITED FINANCIAL INC COM 712704105 84 5,352 SH Defined 1 PEPCO HOLDINGS INC . . . . . COM 713291102 2,815 164,151 SH Defined 5.6 PEPCO HOLDINGS INC . . . . . COM 713291102 16 947 SH Defined 5,6,8,9,10,11 PEPCO HOLDINGS INC . . . . . COM 713291102 8,215 479,000 SH Defined 5,6,14,15 PEPCO HOLDINGS INC . . . . . COM 713291102 3,883 226,434 SH Defined 5,6,14,15 PEPCO HOLDINGS INC . . . . . COM 713291102 148 8,617 SH Defined 1 PEPSICO INC. . . . . . . . . COM 713448108 54,110 817,865 SH Defined 5.6 PEPSICO INC. . . . . . . . . COM 713448108 2,355 35,600 SH Defined 5.6 PEPSICO INC. . . . . . . . . COM 713448108 303 4,584 SH Defined 1.4 PEPSICO INC. . . . . . . . . COM 713448108 489 7,390 SH Defined 5,6,8,9,10,11 PEPSICO INC. . . . . . . . . COM 713448108 63 946 SH Defined 5,6,8,9,10,11 PEPSICO INC. . . . . . . . . COM 713448108 13 200 SH Defined 1 PEPSICO INC. . . . . . . . . COM 713448108 14,224 215,000 SH Defined 5.7 PEPSICO INC. . . . . . . . . COM 713448108 1,184 17,900 SH Defined 5.7 PEPSICO INC. . . . . . . . . COM 713448108 463 7,000 SH Defined 5.7 PEPSICO INC. . . . . . . . . COM 713448108 389 5,875 SH Defined 5.7 PEPSICO INC. . . . . . . . . COM 713448108 79 1,200 SH Defined 5.7 PEPSICO INC. . . . . . . . . COM 713448108 1,569 23,710 SH Defined 5.13 PEPSICO INC. . . . . . . . . COM 713448108 2,395 36,194 SH Defined 5,6,16 PEPSICO INC. . . . . . . . . COM 713448108 29,442 445,015 SH Defined 5,6,14,15 PEPSICO INC. . . . . . . . . COM 713448108 301 4,550 SH Defined 5,6,14,15 PEPSICO INC. . . . . . . . . COM 713448108 3,967 59,968 SH Defined 1 PERFECT WORLD CO LTD . . . . SPON ADR REP B 71372U104 5,898 157,500 SH Defined 5.6 PERFECT WORLD CO LTD . . . . SPON ADR REP B 71372U104 4,176 111,500 SH Defined 5.6 PERFECT WORLD CO LTD . . . . SPON ADR REP B 71372U104 67 1,800 SH Defined 1.4 PERFECT WORLD CO LTD . . . . SPON ADR REP B 71372U104 21 560 SH Defined 5,6,8,9,10,11 PERFECT WORLD CO LTD . . . . SPON ADR REP B 71372U104 397 10,600 SH Defined 5.12 PERKINELMER INC. . . . . . . COM 714046109 71 2,957 SH Defined 5.6 PERKINELMER INC. . . . . . . COM 714046109 905 37,860 SH Defined 5,6,8,9,10,11 PERKINELMER INC. . . . . . . COM 714046109 37 1,562 SH Defined 5,6,8,9,10,11 PERKINELMER INC. . . . . . . COM 714046109 2,390 100,000 SH Defined 5.7 PERKINELMER INC. . . . . . . COM 714046109 239 10,000 SH Defined 5.7 PERKINELMER INC. . . . . . . COM 714046109 103 4,320 SH Defined 5.7 PERKINELMER INC. . . . . . . COM 714046109 55 2,293 SH Defined 5,6,16 PERRIGO CO . . . . . . . . . COM 714290103 622 10,585 SH Defined 5.6 PERRIGO CO . . . . . . . . . COM 714290103 1 15 SH Defined 1.4 PERRIGO CO . . . . . . . . . COM 714290103 10 166 SH Defined 5,6,8,9,10,11 PERRIGO CO . . . . . . . . . COM 714290103 111 1,883 SH Defined 1 PETROBRAS ENERGIA S A. . . . SPONS ADR 71646J109 40 2,400 SH Defined 1.4 PETROCHINA CO LTD. . . . . . SPONSORED ADR 71646E100 23 200 SH Defined 1.4 PETROHAWK ENERGY CORP. . . . COM 716495106 4,225 208,350 SH Defined 5.6 PETROHAWK ENERGY CORP. . . . COM 716495106 47 2,318 SH Defined 1.4 PETROHAWK ENERGY CORP. . . . COM 716495106 220 10,856 SH Defined 5,6,8,9,10,11 PETROHAWK ENERGY CORP. . . . COM 716495106 101 4,961 SH Defined 5,6,8,9,10,11 PETROHAWK ENERGY CORP. . . . COM 716495106 156 7,700 SH Defined 1 PETROLEO BRASILEIRO SA PETRO SP ADR NON VTG 71654V101 88,255 2,229,222 SH Defined 5.6 PETROLEO BRASILEIRO SA PETRO SP ADR NON VTG 71654V101 50,894 1,285,518 SH Defined 5.6 PETROLEO BRASILEIRO SA PETRO SPONSORED ADR 71654V408 98,332 2,210,200 SH Defined 5.6 PETROLEO BRASILEIRO SA PETRO SPONSORED ADR 71654V408 50,403 1,132,900 SH Defined 5.6 PETROLEO BRASILEIRO SA PETRO SP ADR NON VTG 71654V101 93,247 2,355,321 SH Defined 5.6 PETROLEO BRASILEIRO SA PETRO SPONSORED ADR 71654V408 235 5,288 SH Defined 1.4 PETROLEO BRASILEIRO SA PETRO SP ADR NON VTG 71654V101 12 291 SH Defined 5,6,8,9,10,11 PETROLEO BRASILEIRO SA PETRO SPONSORED ADR 71654V408 56 1,250 SH Defined 5,6,8,9,10,11 PETROLEO BRASILEIRO SA PETRO SPONSORED ADR 71654V408 27 603 SH Defined 5,6,8,9 PETROLEO BRASILEIRO SA PETRO SPONSORED ADR 71654V408 67 1,500 SH Defined 5.7 PETROLEO BRASILEIRO SA PETRO SP ADR NON VTG 71654V101 238 6,000 SH Defined 5.12 PETROLEO BRASILEIRO SA PETRO SPONSORED ADR 71654V408 1,424 32,000 SH Defined 5.12 PETROLEO BRASILEIRO SA PETRO SP ADR NON VTG 71654V101 4,514 114,030 SH Defined 5.12 PETROLEO BRASILEIRO SA PETRO SPONSORED ADR 71654V408 45,369 1,019,760 SH Defined 1 PETROLEUM DEV CORP . . . . . COM 716578109 40 1,744 SH Defined 5,6,8,9,10,11 PETROLEUM DEV CORP . . . . . COM 716578109 42 1,820 SH Defined 5,6,8,9,10,11 PETROQUEST ENERGY INC. . . . COM 716748108 4 720 SH Defined 1.4 PETSMART INC . . . . . . . . COM 716768106 379 11,861 SH Defined 5.6 PETSMART INC . . . . . . . . COM 716768106 17 540 SH Defined 1.4 PETSMART INC . . . . . . . . COM 716768106 96 2,998 SH Defined 1 PFIZER INC . . . . . . . . . COM 717081103 148,945 8,684,855 SH Defined 5.6 PFIZER INC . . . . . . . . . COM 717081103 214 12,500 SH Defined 5.6 PFIZER INC . . . . . . . . . COM 717081103 2,267 132,184 SH Defined 1.4 PFIZER INC . . . . . . . . . COM 717081103 347 20,240 SH Defined 5,6,8,9,10,11 PFIZER INC . . . . . . . . . COM 717081103 91 5,321 SH Defined 5,6,8,9,10,11 PFIZER INC . . . . . . . . . COM 717081103 62 3,600 SH Defined 5,6,8,9,10,11 PFIZER INC . . . . . . . . . COM 717081103 14,578 850,000 SH Defined 5.7 PFIZER INC . . . . . . . . . COM 717081103 3,344 195,000 SH Defined 5.7 PFIZER INC . . . . . . . . . COM 717081103 1,556 90,700 SH Defined 5.7 PFIZER INC . . . . . . . . . COM 717081103 511 29,800 SH Defined 5.7 PFIZER INC . . . . . . . . . COM 717081103 309 18,000 SH Defined 5.7 PFIZER INC . . . . . . . . . COM 717081103 696 40,600 SH Defined 5.13 PFIZER INC . . . . . . . . . COM 717081103 4 246 SH Defined PFIZER INC . . . . . . . . . COM 717081103 48 2,800 SH Defined 5.6 PFIZER INC . . . . . . . . . COM 717081103 13 772 SH Defined PFIZER INC . . . . . . . . . COM 717081103 7 400 SH Defined PFIZER INC . . . . . . . . . COM 717081103 1,158 67,495 SH Defined 5,6,16 PFIZER INC . . . . . . . . . COM 717081103 19,572 1,141,197 SH Defined 5.12 PFIZER INC . . . . . . . . . COM 717081103 5,213 303,982 SH Defined 5.12 PFIZER INC . . . . . . . . . COM 717081103 208 12,155 SH Defined 5.12 PFIZER INC . . . . . . . . . COM 717081103 27,808 1,621,431 SH Defined 5.12 PFIZER INC . . . . . . . . . COM 717081103 24,845 1,448,708 SH Defined 5,6,14,15 PFIZER INC . . . . . . . . . COM 717081103 7,051 411,150 SH Defined 5,6,14,15 PFIZER INC . . . . . . . . . COM 717081103 9,491 553,412 SH Defined 1 PG&E CORP. . . . . . . . . . COM 69331C108 13,389 315,619 SH Defined 5.6 PG&E CORP. . . . . . . . . . COM 69331C108 27 629 SH Defined 5,6,8,9,10,11 PG&E CORP. . . . . . . . . . COM 69331C108 382 9,000 SH Defined 5.7 PG&E CORP. . . . . . . . . . COM 69331C108 433 10,200 SH Defined 5.13 PG&E CORP. . . . . . . . . . COM 69331C108 17,329 408,506 SH Defined 5.12 PG&E CORP. . . . . . . . . . COM 69331C108 1,469 34,632 SH Defined 5.12 PG&E CORP. . . . . . . . . . COM 69331C108 330 7,785 SH Defined 1 PHARMACEUTICAL HLDRS TR. . . DEPOSITRY RCPT 71712A206 27 411 SH Defined 5.6 PHARMACEUTICAL HLDRS TR. . . DEPOSITRY RCPT 71712A206 186 2,800 SH Defined 1.2 PHARMACEUTICAL HLDRS TR. . . DEPOSITRY RCPT 71712A206 269 4,060 SH Defined 5,6,8,9,10,11 PHARMACEUTICAL PROD DEV INC. COM 717124101 91 3,836 SH Defined 5.6 PHARMACEUTICAL PROD DEV INC. COM 717124101 15 634 SH Defined 5,6,8,9,10,11 PHARMACEUTICAL PROD DEV INC. COM 717124101 61 2,580 SH Defined 1 PHARMERICA CORP. . . . . . . COM 71714F104 117 6,439 SH Defined 5.12 PHILIP MORRIS INTL INC . . . COM 718172109 19,195 368,006 SH Defined 5.6 PHILIP MORRIS INTL INC . . . COM 718172109 431 8,260 SH Defined 1.4 PHILIP MORRIS INTL INC . . . COM 718172109 7,891 151,281 SH Defined 1.3 PHILIP MORRIS INTL INC . . . COM 718172109 638 12,240 SH Defined 5,6,8,9,10,11 PHILIP MORRIS INTL INC . . . COM 718172109 71 1,360 SH Defined 5,6,8,9,10,11 PHILIP MORRIS INTL INC . . . COM 718172109 51 973 SH Defined 5,6,8,9,10,11 PHILIP MORRIS INTL INC . . . COM 718172109 13,562 260,000 SH Defined 5.7 PHILIP MORRIS INTL INC . . . COM 718172109 4,436 85,048 SH Defined 5.7 PHILIP MORRIS INTL INC . . . COM 718172109 1,252 24,000 SH Defined 5.7 PHILIP MORRIS INTL INC . . . COM 718172109 1,148 22,000 SH Defined 5.7 PHILIP MORRIS INTL INC . . . COM 718172109 374 7,170 SH Defined 5.7 PHILIP MORRIS INTL INC . . . COM 718172109 114 2,180 SH Defined 5.7 PHILIP MORRIS INTL INC . . . COM 718172109 76 1,450 SH Defined 5.7 PHILIP MORRIS INTL INC . . . COM 718172109 320 6,130 SH Defined PHILIP MORRIS INTL INC . . . COM 718172109 5 100 SH Defined PHILIP MORRIS INTL INC . . . COM 718172109 63 1,200 SH Defined 5.12 PHILIP MORRIS INTL INC . . . COM 718172109 1,103 21,145 SH Defined 5.12 PHILIP MORRIS INTL INC . . . COM 718172109 4,924 94,401 SH Defined 5,6,14,15 PHILIP MORRIS INTL INC . . . COM 718172109 104 1,995 SH Defined 5,6,14,15 PHILIP MORRIS INTL INC . . . COM 718172109 4,776 91,564 SH Defined 1 PHILIPPINE LONG DISTANCE TEL SPONSORED ADR 718252604 107 2,000 SH Defined 5.6 PHILIPPINE LONG DISTANCE TEL SPONSORED ADR 718252604 5 100 SH Defined 5.6 PHILIPPINE LONG DISTANCE TEL SPONSORED ADR 718252604 125,341 2,352,494 SH Defined 1 PHILLIPS VAN HEUSEN CORP . . COM 718592108 36 629 SH Defined 5,6,8,9,10,11 PHILLIPS VAN HEUSEN CORP . . COM 718592108 34 600 SH Defined 5,6,16 PHILLIPS VAN HEUSEN CORP . . COM 718592108 1,997 34,812 SH Defined 5.12 PHILLIPS VAN HEUSEN CORP . . COM 718592108 1,150 20,043 SH Defined 5.12 PHILLIPS VAN HEUSEN CORP . . COM 718592108 63 1,100 SH Defined 5,6,14,15 PHOENIX COS INC NEW. . . . . COM 71902E109 2 920 SH Defined 1.4 PICO HLDGS INC . . . . . . . COM NEW 693366205 7 200 SH Defined 5.6 PIEDMONT NAT GAS INC . . . . COM 720186105 50 1,800 SH Defined 5,6,16 PIEDMONT OFFICE REALTY TR IN COM CL A 720190206 685 34,487 SH Defined 5.6 PIEDMONT OFFICE REALTY TR IN COM CL A 720190206 409 20,600 SH Defined 5,6,16 PILGRIMS PRIDE CORP NEW. . . COM 72147K108 88 8,247 SH Defined 5,6,8,9,10,11 PINNACLE GAS RESOURCES INC . COM 723464301 3 9,466 SH Defined 5,6,8,9,10,11 PINNACLE WEST CAP CORP . . . COM 723484101 7,427 196,850 SH Defined 5.6 PINNACLE WEST CAP CORP . . . COM 723484101 3,773 100,000 SH Defined 5.7 PINNACLE WEST CAP CORP . . . COM 723484101 2,452 65,000 SH Defined 5.7 PINNACLE WEST CAP CORP . . . COM 723484101 321 8,500 SH Defined 5.7 PINNACLE WEST CAP CORP . . . COM 723484101 189 5,000 SH Defined 5.7 PINNACLE WEST CAP CORP . . . COM 723484101 65 1,720 SH Defined 5.7 PINNACLE WEST CAP CORP . . . COM 723484101 238 6,300 SH Defined 5.13 PINNACLE WEST CAP CORP . . . COM 723484101 132 3,500 SH Defined 5.12 PINNACLE WEST CAP CORP . . . COM 723484101 3,948 104,645 SH Defined 5,6,14,15 PINNACLE WEST CAP CORP . . . COM 723484101 3,916 103,800 SH Defined 5,6,14,15 PIONEER DRILLING CO. . . . . COM 723655106 11 1,500 SH Defined 1.4 PIONEER DRILLING CO. . . . . COM 723655106 28 3,950 SH Defined 5.12 PIONEER NAT RES CO . . . . . COM 723787107 786 13,959 SH Defined 5.6 PIONEER NAT RES CO . . . . . COM 723787107 38 668 SH Defined 5,6,8,9,10,11 PIPER JAFFRAY COS. . . . . . COM 724078100 16 385 SH Defined 5,6,8,9,10,11 PIPER JAFFRAY COS. . . . . . COM 724078100 216 5,350 SH Defined 5.12 PITNEY BOWES INC . . . . . . COM 724479100 15,602 638,125 SH Defined 5.6 PITNEY BOWES INC . . . . . . COM 724479100 6 250 SH Defined 1.4 PITNEY BOWES INC . . . . . . COM 724479100 125 5,110 SH Defined 5,6,8,9,10,11 PITNEY BOWES INC . . . . . . COM 724479100 2 93 SH Defined 5,6,8,9,10,11 PITNEY BOWES INC . . . . . . COM 724479100 469 19,200 SH Defined 5.12 PITNEY BOWES INC . . . . . . COM 724479100 303 12,393 SH Defined 1 PLAINS EXPL& PRODTN CO . . . COM 726505100 305 10,186 SH Defined 5.6 PLAINS EXPL& PRODTN CO . . . COM 726505100 131 4,382 SH Defined 5,6,8,9,10,11 PLAINS EXPL& PRODTN CO . . . COM 726505100 107 3,566 SH Defined 1 PLATO LEARNING INC . . . . . COM 72764Y100 389 69,942 SH Defined 5,6,8,9,10,11 PLATO LEARNING INC . . . . . COM 72764Y100 137 24,669 SH Defined 5,6,8,9,10,11 PLATO LEARNING INC . . . . . COM 72764Y100 8 1,444 SH Defined 5,6,8,9,10,11 PLUM CREEK TIMBER CO INC . . COM 729251108 1,627 41,818 SH Defined 5.6 PLUM CREEK TIMBER CO INC . . COM 729251108 12 305 SH Defined 1.4 PLUM CREEK TIMBER CO INC . . COM 729251108 2 53 SH Defined 5,6,8,9,10,11 PLUM CREEK TIMBER CO INC . . COM 729251108 5,684 146,092 SH Defined 5.12 PLUM CREEK TIMBER CO INC . . COM 729251108 4,187 107,600 SH Defined 5,6,14,15 PLUM CREEK TIMBER CO INC . . COM 729251108 272 6,985 SH Defined 1 PLX TECHNOLOGY INC . . . . . COM 693417107 17 3,230 SH Defined 5,6,8,9,10,11 PMI GROUP INC. . . . . . . . COM 69344M101 11 2,113 SH Defined 1.4 PMI GROUP INC. . . . . . . . COM 69344M101 54 9,989 SH Defined 5,6,8,9,10,11 PNC FINL SVCS GROUP INC. . . COM 693475105 18,750 314,075 SH Defined 5.6 PNC FINL SVCS GROUP INC. . . COM 693475105 15 256 SH Defined 5,6,8,9,10,11 PNC FINL SVCS GROUP INC. . . COM 693475105 6,567 110,000 SH Defined 5.7 PNC FINL SVCS GROUP INC. . . COM 693475105 1,313 22,000 SH Defined 5.7 PNC FINL SVCS GROUP INC. . . COM 693475105 657 11,000 SH Defined 5.7 PNC FINL SVCS GROUP INC. . . COM 693475105 299 5,000 SH Defined 5.7 PNC FINL SVCS GROUP INC. . . COM 693475105 216 3,620 SH Defined 5.7 PNC FINL SVCS GROUP INC. . . COM 693475105 555 9,300 SH Defined 5.13 PNC FINL SVCS GROUP INC. . . COM 693475105 16,376 274,300 SH Defined 5,6,14,15 PNC FINL SVCS GROUP INC. . . COM 693475105 245 4,100 SH Defined 5,6,14,15 PNC FINL SVCS GROUP INC. . . COM 693475105 1,116 18,693 SH Defined 1 PNM RES INC. . . . . . . . . COM 69349H107 99 7,900 SH Defined 5.13 POLO RALPH LAUREN CORP . . . CL A 731572103 602 7,082 SH Defined 5.6 POLO RALPH LAUREN CORP . . . CL A 731572103 1,136 13,355 SH Defined 5,6,8,9,10,11 POLO RALPH LAUREN CORP . . . CL A 731572103 26 311 SH Defined 5,6,8,9,10,11 POLO RALPH LAUREN CORP . . . CL A 731572103 15 173 SH Defined 5,6,8,9,10,11 POLO RALPH LAUREN CORP . . . CL A 731572103 5,041 59,283 SH Defined 5.12 POLO RALPH LAUREN CORP . . . CL A 731572103 2,673 31,437 SH Defined 5.12 POLO RALPH LAUREN CORP . . . CL A 731572103 154 1,815 SH Defined 5,6,14,15 POLO RALPH LAUREN CORP . . . CL A 731572103 41 483 SH Defined 1 POLYCOM INC. . . . . . . . . COM 73172K104 19 605 SH Defined 5,6,8,9,10,11 POLYONE CORP . . . . . . . . COM 73179P106 220 21,450 SH Defined 5.12 POLYPORE INTL INC. . . . . . COM 73179V103 112 6,400 SH Defined 5.6 POLYPORE INTL INC. . . . . . COM 73179V103 35 1,995 SH Defined 5,6,8,9,10,11 POOL CORPORATION . . . . . . COM 73278L105 22 970 SH Defined 1.4 POOL CORPORATION . . . . . . COM 73278L105 38 1,700 SH Defined 5.12 POPULAR INC. . . . . . . . . COM 733174106 23 7,833 SH Defined 5,6,8,9,10,11 POPULAR INC. . . . . . . . . COM 733174106 587 201,565 SH Defined 5,6,8,9,10,11 PORTEC RAIL PRODS INC. . . . COM 736212101 456 39,244 SH Defined 5,6,8,9,10,11 PORTEC RAIL PRODS INC. . . . COM 736212101 1 102 SH Defined 5,6,8,9,10,11 PORTLAND GEN ELEC CO . . . . COM NEW 736508847 187 9,700 SH Defined 5.13 PORTLAND GEN ELEC CO . . . . COM NEW 736508847 17 900 SH Defined 5,6,16 POSCO. . . . . . . . . . . . SPONSORED ADR 693483109 214 1,830 SH Defined 5.6 POSCO. . . . . . . . . . . . SPONSORED ADR 693483109 39 336 SH Defined 1.4 POSCO. . . . . . . . . . . . SPONSORED ADR 693483109 3,756 32,100 SH Defined 5.12 POST PPTYS INC . . . . . . . COM 737464107 2,380 108,063 SH Defined 5.6 POST PPTYS INC . . . . . . . COM 737464107 315 14,300 SH Defined 5.6 POST PPTYS INC . . . . . . . COM 737464107 1,561 70,878 SH Defined 5,6,16 POTASH CORP SASK INC . . . . COM 73755L107 52,046 437,400 SH Defined 5.6 POTASH CORP SASK INC . . . . COM 73755L107 1,321 11,100 SH Defined 5.6 POTASH CORP SASK INC . . . . COM 73755L107 4,165 35,000 SH Defined 5.6 POTASH CORP SASK INC . . . . COM 73755L107 3,570 30,000 SH Defined 5.6 POTASH CORP SASK INC . . . . COM 73755L107 638 5,362 SH Defined 1.4 POTASH CORP SASK INC . . . . COM 73755L107 12,932 108,681 SH Defined 1.3 POTASH CORP SASK INC . . . . COM 73755L107 5,191 43,625 SH Defined 1.2 POTASH CORP SASK INC . . . . COM 73755L107 416 3,500 SH Defined 5,6,8,9,10,11 POTASH CORP SASK INC . . . . COM 73755L107 21 178 SH Defined 5,6,8,9,10,11 POTASH CORP SASK INC . . . . COM 73755L107 708 5,949 SH Defined 5,6,8,9 POTASH CORP SASK INC . . . . COM 73755L107 53 444 SH Defined 5,6,8,9 POTASH CORP SASK INC . . . . COM 73755L107 833 7,000 SH Defined 1 POTASH CORP SASK INC . . . . COM 73755L107 1,190 10,000 SH Defined 5.7 POTASH CORP SASK INC . . . . COM 73755L107 143 1,200 SH Defined 5.7 POTASH CORP SASK INC . . . . COM 73755L107 49 410 SH Defined 5.7 POTASH CORP SASK INC . . . . COM 73755L107 1,224 10,288 SH Defined 5.13 POTASH CORP SASK INC . . . . COM 73755L107 2,421 20,347 SH Defined 5.12 POTASH CORP SASK INC . . . . COM 73755L107 1,050 8,821 SH Defined 5.12 POTASH CORP SASK INC . . . . COM 73755L107 6 50 SH Defined 5.12 POTASH CORP SASK INC . . . . COM 73755L107 19 157 SH Defined 1 POWER-ONE INC. . . . . . . . COM 739308104 114 27,000 SH Defined 1.4 POWERSHARES DB CMDTY IDX TRA UNIT BEN INT 73935S105 62 2,650 SH Defined 1.4 POWERSHARES ETF TRUST. . . . WNDRHLL CLN EN 73935X500 136 13,700 SH Defined 1.4 POWERSHARES ETF TRUST. . . . WATER RESOURCE 73935X575 455 26,148 SH Defined 1 POWERSHARES GLOBAL ETF TRUST GBL WTR PORT 73936T623 36 2,000 SH Defined 5.6 POWERSHARES GLOBAL ETF TRUST SOVEREIGN DEBT 73936T573 39 1,500 SH Defined 1.4 POWERSHARES GLOBAL ETF TRUST GBL WTR PORT 73936T623 5 300 SH Defined 1.4 POWERSHARES QQQ TRUST. . . . UNIT SER 1 73935A104 1,360 28,223 SH Defined 5.6 POWERSHARES QQQ TRUST. . . . UNIT SER 1 73935A104 482 10,000 SH Defined 1.4 POWERSHARES QQQ TRUST. . . . UNIT SER 1 73935A104 885 18,373 SH Defined 5,6,8,9,10,11 POWERSHARES QQQ TRUST. . . . UNIT SER 1 73935A104 917 19,023 SH Defined 5.6 POWERSHS DB MULTI SECT COMM. DB OIL FUND 73936B507 745 26,500 SH Defined 5.6 POWERSHS DB MULTI SECT COMM. DB AGRICULT FD 73936B408 167 6,900 SH Defined 1.4 POWERSHS DB MULTI SECT COMM. DB AGRICULT FD 73936B408 86 3,540 SH Defined 5,6,8,9,10,11 POWERSHS DB US DOLLAR INDEX. DOLL INDX BULL 73936D107 79 3,300 SH Defined 1.4 POWERSHS DB US DOLLAR INDEX. DOLL INDX BULL 73936D107 79 3,299 SH Defined 5,6,8,9,10,11 PPG INDS INC . . . . . . . . COM 693506107 6,695 102,366 SH Defined 5.6 PPG INDS INC . . . . . . . . COM 693506107 5 84 SH Defined 5,6,8,9,10,11 PPG INDS INC . . . . . . . . COM 693506107 419 6,400 SH Defined 5.13 PPG INDS INC . . . . . . . . COM 693506107 214 3,273 SH Defined 1 PPL CORP . . . . . . . . . . COM 69351T106 11,411 411,805 SH Defined 5.6 PPL CORP . . . . . . . . . . COM 69351T106 1,386 50,000 SH Defined 5.7 PPL CORP . . . . . . . . . . COM 69351T106 430 15,500 SH Defined 5.7 PPL CORP . . . . . . . . . . COM 69351T106 141 5,100 SH Defined 5.7 PPL CORP . . . . . . . . . . COM 69351T106 476 17,169 SH Defined 1 PRAXAIR INC. . . . . . . . . COM 74005P104 19,235 231,751 SH Defined 5.6 PRAXAIR INC. . . . . . . . . COM 74005P104 132 1,590 SH Defined 5,6,8,9,10,11 PRAXAIR INC. . . . . . . . . COM 74005P104 1,726 20,800 SH Defined 5.7 PRAXAIR INC. . . . . . . . . COM 74005P104 291 3,500 SH Defined 5.7 PRAXAIR INC. . . . . . . . . COM 74005P104 1,471 17,725 SH Defined 5.12 PRAXAIR INC. . . . . . . . . COM 74005P104 58 700 SH Defined 5,6,14,15 PRAXAIR INC. . . . . . . . . COM 74005P104 836 10,067 SH Defined 1 PRE PAID LEGAL SVCS INC. . . COM 740065107 38 1,009 SH Defined 5,6,8,9,10,11 PRECISION CASTPARTS CORP . . COM 740189105 1,881 14,847 SH Defined 5.6 PRECISION CASTPARTS CORP . . COM 740189105 51 400 SH Defined 1.4 PRECISION CASTPARTS CORP . . COM 740189105 1,258 9,929 SH Defined 5,6,8,9,10,11 PRECISION CASTPARTS CORP . . COM 740189105 43 340 SH Defined 5,6,8,9,10,11 PRECISION CASTPARTS CORP . . COM 740189105 1,385 10,934 SH Defined 5.7 PRECISION CASTPARTS CORP . . COM 740189105 532 4,200 SH Defined 5.12 PRECISION CASTPARTS CORP . . COM 740189105 412 3,251 SH Defined 1 PRECISION DRILLING TR. . . . TR UNIT 740215108 13 1,644 SH Defined 5,6,8,9,10,11 PRECISION DRILLING TR. . . . TR UNIT 740215108 58 7,500 SH Defined 5.7 PRECISION DRILLING TR. . . . TR UNIT 740215108 38 5,000 SH Defined 5.7 PREMIERE GLOBAL SVCS INC . . COM 740585104 61 7,360 SH Defined 5,6,16 PRG-SCHULTZ INTERNATIONAL IN COM NEW 69357C503 15 2,620 SH Defined 5,6,8,9,10,11 PRICE T ROWE GROUP INC . . . COM 74144T108 1,712 31,172 SH Defined 5.6 PRICE T ROWE GROUP INC . . . COM 74144T108 4 77 SH Defined 5,6,8,9,10,11 PRICE T ROWE GROUP INC . . . COM 74144T108 249 4,524 SH Defined 5.13 PRICE T ROWE GROUP INC . . . COM 74144T108 68 1,247 SH Defined 1 PRICELINE COM INC. . . . . . COM NEW 741503403 2,013 7,894 SH Defined 5.6 PRICELINE COM INC. . . . . . COM NEW 741503403 1,836 7,200 SH Defined 5.6 PRICELINE COM INC. . . . . . COM NEW 741503403 196 768 SH Defined 1.4 PRICELINE COM INC. . . . . . COM NEW 741503403 1 2 SH Defined 5,6,8,9,10,11 PRICELINE COM INC. . . . . . COM NEW 741503403 9,129 35,800 SH Defined 5,6,14,15 PRICELINE COM INC. . . . . . COM NEW 741503403 179 700 SH Defined 5,6,14,15 PRICELINE COM INC. . . . . . COM NEW 741503403 190 747 SH Defined 1 PRICESMART INC . . . . . . . COM 741511109 23 1,000 SH Defined 5,6,16 PRIDE INTL INC DEL . . . . . COM 74153Q102 341 11,319 SH Defined 5.6 PRIDE INTL INC DEL . . . . . COM 74153Q102 46 1,540 SH Defined 1.4 PRIDE INTL INC DEL . . . . . COM 74153Q102 11 365 SH Defined 5,6,8,9,10,11 PRIDE INTL INC DEL . . . . . COM 74153Q102 172 5,700 SH Defined 5.13 PRIDE INTL INC DEL . . . . . COM 74153Q102 452 15,000 SH Defined 5.12 PRIDE INTL INC DEL . . . . . COM 74153Q102 135 4,467 SH Defined 1 PRINCIPAL FINANCIAL GROUP IN COM 74251V102 13,919 476,500 SH Defined 5.6 PRINCIPAL FINANCIAL GROUP IN COM 74251V102 11 380 SH Defined 1.4 PRINCIPAL FINANCIAL GROUP IN COM 74251V102 5 184 SH Defined 5,6,8,9,10,11 PRIVATEBANCORP INC . . . . . COM 742962103 14 1,000 SH Defined 1.4 PROASSURANCE CORP. . . . . . COM 74267C106 68 1,166 SH Defined 5,6,8,9,10,11 PROCTER & GAMBLE CO. . . . . COM 742718109 100,402 1,586,886 SH Defined 5.6 PROCTER & GAMBLE CO. . . . . COM 742718109 380 6,000 SH Defined 5.6 PROCTER & GAMBLE CO. . . . . COM 742718109 429 6,785 SH Defined 1.4 PROCTER & GAMBLE CO. . . . . COM 742718109 10,649 168,307 SH Defined 1.3 PROCTER & GAMBLE CO. . . . . COM 742718109 16,450 260,000 SH Defined 5.7 PROCTER & GAMBLE CO. . . . . COM 742718109 4,011 63,402 SH Defined 5.7 PROCTER & GAMBLE CO. . . . . COM 742718109 3,986 63,000 SH Defined 5.7 PROCTER & GAMBLE CO. . . . . COM 742718109 1,810 28,600 SH Defined 5.7 PROCTER & GAMBLE CO. . . . . COM 742718109 595 9,400 SH Defined 5.7 PROCTER & GAMBLE CO. . . . . COM 742718109 332 5,240 SH Defined 5.7 PROCTER & GAMBLE CO. . . . . COM 742718109 136 2,150 SH Defined 5.7 PROCTER & GAMBLE CO. . . . . COM 742718109 411 6,500 SH Defined 5.13 PROCTER & GAMBLE CO. . . . . COM 742718109 15 230 SH Defined PROCTER & GAMBLE CO. . . . . COM 742718109 51 800 SH Defined PROCTER & GAMBLE CO. . . . . COM 742718109 443 7,000 SH Defined 5,6,16 PROCTER & GAMBLE CO. . . . . COM 742718109 1,433 22,650 SH Defined 5.12 PROCTER & GAMBLE CO. . . . . COM 742718109 27,861 440,352 SH Defined 5,6,14,15 PROCTER & GAMBLE CO. . . . . COM 742718109 550 8,700 SH Defined 5,6,14,15 PROCTER & GAMBLE CO. . . . . COM 742718109 11,470 181,288 SH Defined 1 PROGENICS PHARMACEUTICALS IN COM 743187106 23 4,300 SH Defined 5,6,8,9,10,11 PROGENICS PHARMACEUTICALS IN COM 743187106 79 14,780 SH Defined 5,6,8,9,10,11 PROGRESS ENERGY INC. . . . . COM 743263105 5,519 140,212 SH Defined 5.6 PROGRESS ENERGY INC. . . . . COM 743263105 73 1,862 SH Defined 5,6,8,9,10,11 PROGRESS ENERGY INC. . . . . COM 743263105 3,936 100,000 SH Defined 5.7 PROGRESS ENERGY INC. . . . . COM 743263105 543 13,800 SH Defined 5.7 PROGRESS ENERGY INC. . . . . COM 743263105 180 4,580 SH Defined 5.7 PROGRESS ENERGY INC. . . . . COM 743263105 3,528 89,632 SH Defined 5,6,14,15 PROGRESS ENERGY INC. . . . . COM 743263105 67 1,699 SH Defined 1 PROGRESSIVE CORP OHIO. . . . COM 743315103 1,615 84,589 SH Defined 5.6 PROGRESSIVE CORP OHIO. . . . COM 743315103 16 817 SH Defined 5,6,8,9,10,11 PROGRESSIVE CORP OHIO. . . . COM 743315103 260 13,635 SH Defined 1 PROLOGIS . . . . . . . . . . SH BEN INT 743410102 13,881 1,051,603 SH Defined 5.6 PROLOGIS . . . . . . . . . . SH BEN INT 743410102 2,555 193,580 SH Defined 5.6 PROLOGIS . . . . . . . . . . SH BEN INT 743410102 26 1,983 SH Defined 1.4 PROLOGIS . . . . . . . . . . SH BEN INT 743410102 3 262 SH Defined 5,6,8,9,10,11 PROLOGIS . . . . . . . . . . NOTE 3.250% 3/1 743410AY8 476 470,000 PRN Defined 5,6,8,9,10,11 PROLOGIS . . . . . . . . . . SH BEN INT 743410102 330 25,000 SH Defined 5.7 PROLOGIS . . . . . . . . . . SH BEN INT 743410102 2,930 221,952 SH Defined 5,6,16 PROLOGIS . . . . . . . . . . SH BEN INT 743410102 349 26,403 SH Defined 1 PROLOGIS . . . . . . . . . . NOTE 1.875%11/1 743410AR3 3,723 4,000,000 PRN Defined 1 PROS HOLDINGS INC. . . . . . COM 74346Y103 26 2,620 SH Defined 5,6,8,9,10,11 PROSHARES TR . . . . . . . . ULTRSHRT 20YRS 74347R297 341 7,000 SH Defined 5.6 PROSHARES TR . . . . . . . . ULTRA FINL PRO 74347R743 246 36,280 SH Defined 5.6 PROSHARES TR . . . . . . . . PSHS ULTRA QQQ 74347R206 66 1,013 SH Defined 1.4 PROSHARES TR . . . . . . . . SHRT FINLS ETF 74347R230 187 4,708 SH Defined 1.4 PROSHARES TR . . . . . . . . ULTRSHRT 20YRS 74347R297 385 7,909 SH Defined 1.4 PROSHARES TR . . . . . . . . ULTRA XIN CH25 74347R321 267 33,950 SH Defined 1.4 PROSHARES TR . . . . . . . . ULTR SHRT MSCI 74347R354 26 2,605 SH Defined 1.4 PROSHARES TR . . . . . . . . SHORT S&P 500 74347R503 79 1,602 SH Defined 1.4 PROSHARES TR . . . . . . . . REAL EST PRO 74347R552 234 38,755 SH Defined 1.4 PROSHARES TR . . . . . . . . ULTRASHRT FINL 74347R628 163 8,466 SH Defined 1.4 PROSHARES TR . . . . . . . . BASIC MTRL PRO 74347R651 7 1,000 SH Defined 1.4 PROSHARES TR . . . . . . . . ULTRA FINL PRO 74347R743 587 86,396 SH Defined 1.4 PROSHARES TR . . . . . . . . ULTRA BAS MATR 74347R776 43 1,200 SH Defined 1.4 PROSHARES TR . . . . . . . . ULTSHR RU20000 74347R834 191 9,275 SH Defined 1.4 PROSHARES TR . . . . . . . . PSHS ULTASH DW30 74347R867 34 1,300 SH Defined 1.4 PROSHARES TR . . . . . . . . ULTRASHORT QQQ 74347R875 29 1,700 SH Defined 1.4 PROSHARES TR . . . . . . . . ULTRASHT SP500 74347R883 3,251 104,840 SH Defined 1.4 PROSHARES TR . . . . . . . . ULTRSHRT 20YRS 74347R297 15 300 SH Defined 5,6,8,9,10,11 PROSHARES TR . . . . . . . . REAL EST PRO 74347R552 132 21,900 SH Defined 5,6,8,9,10,11 PROSHARES TR . . . . . . . . BASIC MTRL PRO 74347R651 157 22,303 SH Defined 5,6,8,9,10,11 PROSHARES TR . . . . . . . . ULTRASHT SP500 74347R883 553 17,842 SH Defined 5,6,8,9,10,11 PROSHARES TR . . . . . . . . ULTRA XIN CH25 74347R321 0 1 SH Defined 5,6,8,9 PROSHARES TR . . . . . . . . ULTRA XIN CH25 74347R321 0 1 SH Defined 5,6,8,9 PROSHARES TR . . . . . . . . ULTRASHRT O&G 74347R586 1 104 SH Defined 5,6,8,9 PROSHARES TR . . . . . . . . ULTRASHRT O&G 74347R586 0 22 SH Defined 5,6,8,9 PROSHARES TR . . . . . . . . BASIC MTRL PRO 74347R651 0 38 SH Defined 5,6,8,9 PROSHARES TR . . . . . . . . BASIC MTRL PRO 74347R651 0 4 SH Defined 5,6,8,9 PROSHARES TR . . . . . . . . ULTR SHRT MSCI 74347R354 200 20,000 SH Defined 1 PROSHARES TR II. . . . . . . ULSHT DJAIG CR 74347W809 47 3,800 SH Defined 1.4 PROSHARES TR II. . . . . . . ULSHT DJAIG CR 74347W809 160 13,010 SH Defined 5,6,8,9,10,11 PROSPERITY BANCSHARES INC. . COM 743606105 40 964 SH Defined 5,6,8,9,10,11 PROSPERITY BANCSHARES INC. . COM 743606105 115 2,800 SH Defined 5.13 PROSPERITY BANCSHARES INC. . COM 743606105 33 800 SH Defined 5,6,16 PROTECTION ONE INC . . . . . COM NEW 743663403 109 9,522 SH Defined 5,6,8,9,10,11 PROTEIN DESIGN LABS INC. . . NOTE 2.750% 8/1 74369LAD5 908 779,000 PRN Defined 5,6,8,9,10,11 PROVIDENT FINL SVCS INC. . . COM 74386T105 17 1,400 SH Defined 5,6,16 PRUDENTIAL FINL INC. . . . . COM 744320102 32,512 537,388 SH Defined 5.6 PRUDENTIAL FINL INC. . . . . COM 744320102 61 1,014 SH Defined 1.4 PRUDENTIAL FINL INC. . . . . COM 744320102 335 5,530 SH Defined 5,6,8,9,10,11 PRUDENTIAL FINL INC. . . . . COM 744320102 118 1,950 SH Defined 5,6,8,9,10,11 PRUDENTIAL FINL INC. . . . . COM 744320102 26 435 SH Defined 5,6,8,9,10,11 PRUDENTIAL FINL INC. . . . . COM 744320102 6,050 100,000 SH Defined 5.7 PRUDENTIAL FINL INC. . . . . COM 744320102 2,351 38,852 SH Defined 5.7 PRUDENTIAL FINL INC. . . . . COM 744320102 672 11,100 SH Defined 5.7 PRUDENTIAL FINL INC. . . . . COM 744320102 220 3,630 SH Defined 5.7 PRUDENTIAL FINL INC. . . . . COM 744320102 823 13,600 SH Defined 5.13 PRUDENTIAL FINL INC. . . . . COM 744320102 480 7,930 SH Defined 5,6,16 PRUDENTIAL FINL INC. . . . . COM 744320102 641 10,600 SH Defined 5.12 PRUDENTIAL FINL INC. . . . . COM 744320102 94 1,550 SH Defined 5,6,14,15 PRUDENTIAL FINL INC. . . . . COM 744320102 226 3,735 SH Defined 1 PS BUSINESS PKS INC CALIF. . COM 69360J107 2,170 40,645 SH Defined 5.6 PS BUSINESS PKS INC CALIF. . COM 69360J107 283 5,300 SH Defined 5.6 PS BUSINESS PKS INC CALIF. . COM 69360J107 1,178 22,051 SH Defined 5,6,16 PSS WORLD MED INC. . . . . . COM 69366A100 623 26,500 SH Defined 5.6 PSYCHIATRIC SOLUTIONS INC. . COM 74439H108 62 2,085 SH Defined 5,6,8,9,10,11 PSYCHIATRIC SOLUTIONS INC. . COM 74439H108 7 222 SH Defined 5,6,8,9,10,11 PUBLIC STORAGE . . . . . . . COM 74460D109 26,110 283,834 SH Defined 5.6 PUBLIC STORAGE . . . . . . . COM 74460D109 7,077 76,933 SH Defined 5.6 PUBLIC STORAGE . . . . . . . COM 74460D109 1,748 19,000 SH Defined 5.7 PUBLIC STORAGE . . . . . . . COM 74460D109 4,996 54,306 SH Defined 5,6,16 PUBLIC STORAGE . . . . . . . COM 74460D109 74 801 SH Defined 1 PUBLIC SVC ENTERPRISE GROUP. COM 744573106 17,530 593,850 SH Defined 5.6 PUBLIC SVC ENTERPRISE GROUP. COM 744573106 59 2,000 SH Defined 1.4 PUBLIC SVC ENTERPRISE GROUP. COM 744573106 52 1,768 SH Defined 5,6,8,9,10,11 PUBLIC SVC ENTERPRISE GROUP. COM 744573106 251 8,500 SH Defined 5.7 PUBLIC SVC ENTERPRISE GROUP. COM 744573106 576 19,521 SH Defined 1 PULTE HOMES INC. . . . . . . COM 745867101 1,482 131,728 SH Defined 5.6 PULTE HOMES INC. . . . . . . COM 745867101 11 1,000 SH Defined 1.4 PULTE HOMES INC. . . . . . . COM 745867101 20 1,790 SH Defined 5,6,8,9,10,11 PULTE HOMES INC. . . . . . . COM 745867101 254 22,570 SH Defined 5.13 PULTE HOMES INC. . . . . . . COM 745867101 45 3,993 SH Defined 5.12 PULTE HOMES INC. . . . . . . COM 745867101 14 1,271 SH Defined 1 QC HLDGS INC . . . . . . . . COM 74729T101 20 3,860 SH Defined 5,6,8,9,10,11 QIAGEN N V . . . . . . . . . ORD N72482107 35,835 1,556,007 SH Defined 5.6 QIAGEN N V . . . . . . . . . ORD N72482107 1,533 66,573 SH Defined 5.6 QIAGEN N V . . . . . . . . . ORD N72482107 173 7,500 SH Defined QIAGEN N V . . . . . . . . . ORD N72482107 871 37,829 SH Defined 5.7 QIAGEN N V . . . . . . . . . ORD N72482107 863 37,474 SH Defined 5.7 QIAGEN N V . . . . . . . . . ORD N72482107 751 32,629 SH Defined 5.7 QIAGEN N V . . . . . . . . . ORD N72482107 706 30,661 SH Defined 5.7 QIAGEN N V . . . . . . . . . ORD N72482107 382 16,596 SH Defined 5.7 QIAGEN N V . . . . . . . . . ORD N72482107 288 12,500 SH Defined 5.7 QIAGEN N V . . . . . . . . . ORD N72482107 261 11,348 SH Defined 5.7 QIAGEN N V . . . . . . . . . ORD N72482107 232 10,095 SH Defined 5.7 QIAGEN N V . . . . . . . . . ORD N72482107 183 7,928 SH Defined 5.7 QIAGEN N V . . . . . . . . . ORD N72482107 4,733 205,500 SH Defined 5.13 QIAGEN N V . . . . . . . . . ORD N72482107 818 35,500 SH Defined QIAGEN N V . . . . . . . . . ORD N72482107 52,409 2,275,666 SH Defined 5.6 QIAGEN N V . . . . . . . . . ORD N72482107 14,404 625,427 SH Defined 5.6 QIAGEN N V . . . . . . . . . ORD N72482107 13,901 603,619 SH Defined 5.12 QIAGEN N V . . . . . . . . . ORD N72482107 11,515 500,000 SH Defined 5.12 QLOGIC CORP. . . . . . . . . COM 747277101 108 5,307 SH Defined 5.6 QLOGIC CORP. . . . . . . . . COM 747277101 29 1,452 SH Defined 1.4 QLOGIC CORP. . . . . . . . . COM 747277101 23 1,133 SH Defined 5,6,8,9,10,11 QLOGIC CORP. . . . . . . . . COM 747277101 41 2,012 SH Defined 1 QUALCOMM INC . . . . . . . . COM 747525103 16,143 384,438 SH Defined 5.6 QUALCOMM INC . . . . . . . . COM 747525103 305 7,268 SH Defined 1.4 QUALCOMM INC . . . . . . . . COM 747525103 341 8,110 SH Defined 5,6,8,9,10,11 QUALCOMM INC . . . . . . . . COM 747525103 307 7,300 SH Defined 5,6,8,9,10,11 QUALCOMM INC . . . . . . . . COM 747525103 65 1,550 SH Defined 5,6,8,9,10,11 QUALCOMM INC . . . . . . . . COM 747525103 30 724 SH Defined 5,6,8,9,10,11 QUALCOMM INC . . . . . . . . COM 747525103 7,138 170,000 SH Defined 5.7 QUALCOMM INC . . . . . . . . COM 747525103 2,263 53,900 SH Defined 5.7 QUALCOMM INC . . . . . . . . COM 747525103 2,037 48,500 SH Defined 5.7 QUALCOMM INC . . . . . . . . COM 747525103 432 10,300 SH Defined 5.7 QUALCOMM INC . . . . . . . . COM 747525103 257 6,110 SH Defined 5.7 QUALCOMM INC . . . . . . . . COM 747525103 142 3,370 SH Defined 5.7 QUALCOMM INC . . . . . . . . COM 747525103 50 1,200 SH Defined 5.7 QUALCOMM INC . . . . . . . . COM 747525103 42 1,000 SH Defined 5.7 QUALCOMM INC . . . . . . . . COM 747525103 1,653 39,370 SH Defined 5.13 QUALCOMM INC . . . . . . . . COM 747525103 8 200 SH Defined QUALCOMM INC . . . . . . . . COM 747525103 2,289 54,510 SH Defined 5,6,16 QUALCOMM INC . . . . . . . . COM 747525103 4,014 95,599 SH Defined 5.12 QUALCOMM INC . . . . . . . . COM 747525103 564 13,420 SH Defined 1 QUALITY SYS INC. . . . . . . COM 747582104 63 1,030 SH Defined 5,6,16 QUANEX BUILDING PRODUCTS COR COM 747619104 23 1,390 SH Defined 5,6,8,9,10,11 QUANTA SVCS INC. . . . . . . COM 74762E102 778 40,626 SH Defined 5.6 QUANTA SVCS INC. . . . . . . COM 74762E102 389 20,304 SH Defined 5,6,8,9,10,11 QUANTA SVCS INC. . . . . . . COM 74762E102 145 7,593 SH Defined 5,6,8,9,10,11 QUANTA SVCS INC. . . . . . . COM 74762E102 25 1,301 SH Defined 5,6,8,9,10,11 QUANTA SVCS INC. . . . . . . COM 74762E102 1,344 70,150 SH Defined 5.12 QUANTA SVCS INC. . . . . . . COM 74762E102 285 14,870 SH Defined 1 QUEST CAP CORP NEW . . . . . COM 74835U109 0 3 SH Defined 1.4 QUEST DIAGNOSTICS INC. . . . COM 74834L100 1,013 17,380 SH Defined 5.6 QUEST DIAGNOSTICS INC. . . . COM 74834L100 43 744 SH Defined 5,6,8,9,10,11 QUEST DIAGNOSTICS INC. . . . COM 74834L100 8 132 SH Defined 5,6,8,9,10,11 QUEST DIAGNOSTICS INC. . . . COM 74834L100 296 5,070 SH Defined 5.12 QUEST DIAGNOSTICS INC. . . . COM 74834L100 6,060 103,960 SH Defined 5,6,14,15 QUEST DIAGNOSTICS INC. . . . COM 74834L100 128 2,200 SH Defined 5,6,14,15 QUESTAR CORP . . . . . . . . COM 748356102 21,956 508,239 SH Defined 5.6 QUESTAR CORP . . . . . . . . COM 748356102 739 17,100 SH Defined 5.6 QUESTAR CORP . . . . . . . . COM 748356102 10 237 SH Defined 1.4 QUESTAR CORP . . . . . . . . COM 748356102 90 2,091 SH Defined 5,6,8,9,10,11 QUESTAR CORP . . . . . . . . COM 748356102 145 3,361 SH Defined 1 QUESTCOR PHARMACEUTICALS INC COM 74835Y101 25 3,000 SH Defined 1.4 QUIDEL CORP. . . . . . . . . COM 74838J101 7 460 SH Defined 5,6,8,9,10,11 QUINSTREET INC . . . . . . . COM 74874Q100 43 2,502 SH Defined 5,6,8,9,10,11 QWEST COMMUNICATIONS INTL IN COM 749121109 20,943 4,012,079 SH Defined 5.6 QWEST COMMUNICATIONS INTL IN COM 749121109 48 9,231 SH Defined 1.4 QWEST COMMUNICATIONS INTL IN COM 749121109 23 4,393 SH Defined 5,6,8,9,10,11 QWEST COMMUNICATIONS INTL IN NOTE 3.500%11/1 749121BY4 535 476,000 PRN Defined 5,6,8,9,10,11 QWEST COMMUNICATIONS INTL IN COM 749121109 26,076 4,995,393 SH Defined 5.12 RACKSPACE HOSTING INC. . . . COM 750086100 12 650 SH Defined 1.4 RACKSPACE HOSTING INC. . . . COM 750086100 3 164 SH Defined 5,6,8,9,10,11 RACKSPACE HOSTING INC. . . . COM 750086100 99 5,260 SH Defined 5,6,16 RADIAN GROUP INC . . . . . . COM 750236101 128 8,165 SH Defined 1.4 RADIAN GROUP INC . . . . . . COM 750236101 51 3,292 SH Defined 5,6,8,9,10,11 RADIOSHACK CORP. . . . . . . COM 750438103 136 6,000 SH Defined 5.6 RADIOSHACK CORP. . . . . . . COM 750438103 1 50 SH Defined 1.4 RADIOSHACK CORP. . . . . . . COM 750438103 109 4,838 SH Defined 5,6,8,9,10,11 RADIOSHACK CORP. . . . . . . COM 750438103 104 4,594 SH Defined 5,6,8,9,10,11 RADIOSHACK CORP. . . . . . . COM 750438103 101 4,461 SH Defined 5,6,8,9,10,11 RADIOSHACK CORP. . . . . . . COM 750438103 37 1,650 SH Defined 5,6,16 RADIOSHACK CORP. . . . . . . COM 750438103 226 10,000 SH Defined 5.12 RADVISION LTD. . . . . . . . ORD M81869105 8 1,219 SH Defined 1.4 RADWARE LTD. . . . . . . . . ORD M81873107 16 740 SH Defined 5,6,8,9,10,11 RALCORP HLDGS INC NEW. . . . COM 751028101 237 3,497 SH Defined 5.6 RALCORP HLDGS INC NEW. . . . COM 751028101 47 690 SH Defined 5,6,8,9,10,11 RALCORP HLDGS INC NEW. . . . COM 751028101 93 1,373 SH Defined 1 RAMCO-GERSHENSON PPTYS TR. . COM SH BEN INT 751452202 770 68,415 SH Defined 5.6 RAMCO-GERSHENSON PPTYS TR. . COM SH BEN INT 751452202 128 11,400 SH Defined 5.6 RAMCO-GERSHENSON PPTYS TR. . COM SH BEN INT 751452202 35 3,100 SH Defined 5,6,16 RANDGOLD RES LTD . . . . . . ADR 752344309 277 3,600 SH Defined 5.6 RANDGOLD RES LTD . . . . . . ADR 752344309 3,251 42,309 SH Defined 5.13 RANDGOLD RES LTD . . . . . . ADR 752344309 16,237 211,332 SH Defined 5.12 RANDGOLD RES LTD . . . . . . ADR 752344309 2,460 32,016 SH Defined 5.12 RANGE RES CORP . . . . . . . COM 75281A109 784 16,732 SH Defined 5.6 RANGE RES CORP . . . . . . . COM 75281A109 5 100 SH Defined 1.4 RANGE RES CORP . . . . . . . COM 75281A109 73 1,550 SH Defined 1 RASER TECHNOLOGIES INC . . . COM 754055101 3 3,472 SH Defined 1.4 RAYMOND JAMES FINANCIAL INC. COM 754730109 39 1,465 SH Defined 5,6,8,9,10,11 RAYMOND JAMES FINANCIAL INC. COM 754730109 135 5,030 SH Defined 5,6,16 RAYONIER INC . . . . . . . . COM 754907103 1,148 25,260 SH Defined 5.6 RAYONIER INC . . . . . . . . COM 754907103 8,091 178,096 SH Defined 5.12 RAYONIER INC . . . . . . . . COM 754907103 89 1,962 SH Defined 1 RAYTHEON CO. . . . . . . . . COM NEW 755111507 36,428 637,737 SH Defined 5.6 RAYTHEON CO. . . . . . . . . COM NEW 755111507 28 482 SH Defined 1.4 RAYTHEON CO. . . . . . . . . COM NEW 755111507 107 1,869 SH Defined 5,6,8,9,10,11 RAYTHEON CO. . . . . . . . . COM NEW 755111507 14 251 SH Defined 5,6,8,9,10,11 RAYTHEON CO. . . . . . . . . COM NEW 755111507 16,245 284,400 SH Defined 5,6,14,15 RAYTHEON CO. . . . . . . . . COM NEW 755111507 354 6,200 SH Defined 5,6,14,15 RAYTHEON CO. . . . . . . . . COM NEW 755111507 664 11,622 SH Defined 1 RCN CORP . . . . . . . . . . COM NEW 749361200 1,802 119,519 SH Defined 5,6,8,9,10,11 RCN CORP . . . . . . . . . . COM NEW 749361200 370 24,510 SH Defined 5,6,8,9,10,11 RCN CORP . . . . . . . . . . COM NEW 749361200 19 1,228 SH Defined 5,6,8,9,10,11 RCN CORP . . . . . . . . . . COM NEW 749361200 16 1,043 SH Defined 5,6,8,9,10,11 REALNETWORKS INC . . . . . . COM 75605L104 32 6,570 SH Defined 5,6,16 REALTY INCOME CORP . . . . . COM 756109104 7,111 231,715 SH Defined 5.6 REALTY INCOME CORP . . . . . COM 756109104 958 31,200 SH Defined 5.6 REALTY INCOME CORP . . . . . COM 756109104 169 5,500 SH Defined 5,6,16 RED HAT INC. . . . . . . . . COM 756577102 680 23,225 SH Defined 5.6 RED HAT INC. . . . . . . . . COM 756577102 69 2,355 SH Defined 1.4 RED HAT INC. . . . . . . . . COM 756577102 314 10,730 SH Defined 5,6,8,9,10,11 RED HAT INC. . . . . . . . . COM 756577102 44 1,500 SH Defined 5,6,8,9,10,11 RED HAT INC. . . . . . . . . COM 756577102 44 1,500 SH Defined 5.7 RED HAT INC. . . . . . . . . COM 756577102 305 10,412 SH Defined 1 RED ROBIN GOURMET BURGERS IN COM 75689M101 5 205 SH Defined 5,6,8,9,10,11 REDDY ICE HLDGS INC. . . . . COM 75734R105 17 3,583 SH Defined 5,6,8,9,10,11 REDWOOD TR INC . . . . . . . COM 758075402 48 3,098 SH Defined 5,6,8,9,10,11 REDWOOD TR INC . . . . . . . COM 758075402 133 8,600 SH Defined 5.12 REGAL BELOIT CORP. . . . . . COM 758750103 125 2,100 SH Defined 5.13 REGENCY CTRS CORP. . . . . . COM 758849103 6,792 181,255 SH Defined 5.6 REGENCY CTRS CORP. . . . . . COM 758849103 990 26,431 SH Defined 5.6 REGENCY CTRS CORP. . . . . . COM 758849103 244 6,500 SH Defined 5.7 REGENCY CTRS CORP. . . . . . COM 758849103 1,957 52,238 SH Defined 5,6,16 REGENCY CTRS CORP. . . . . . COM 758849103 82 2,182 SH Defined 1 REGIONAL BK HOLDRS TR. . . . DEPOSITRY RCPT 75902E100 3 38 SH Defined 5,6,8,9 REGIONS FINANCIAL CORP NEW . COM 7591EP100 1,729 220,268 SH Defined 5.6 REGIONS FINANCIAL CORP NEW . COM 7591EP100 27 3,503 SH Defined 1.4 REGIONS FINANCIAL CORP NEW . COM 7591EP100 26 3,290 SH Defined 5,6,8,9,10,11 REGIONS FINANCIAL CORP NEW . COM 7591EP100 2,748 350,000 SH Defined 5.7 REGIONS FINANCIAL CORP NEW . COM 7591EP100 707 90,000 SH Defined 5.7 REGIONS FINANCIAL CORP NEW . COM 7591EP100 233 29,700 SH Defined 5.7 REGIONS FINANCIAL CORP NEW . COM 7591EP100 157 20,000 SH Defined 5.7 REGIONS FINANCIAL CORP NEW . COM 7591EP100 90 11,500 SH Defined 5.7 REGIONS FINANCIAL CORP NEW . COM 7591EP100 75 9,600 SH Defined 5.7 REGIONS FINANCIAL CORP NEW . COM 7591EP100 524 66,729 SH Defined 1 REGIS CORP MINN. . . . . . . COM 758932107 17 929 SH Defined 5,6,16 REHABCARE GROUP INC. . . . . COM 759148109 3 100 SH Defined 1.4 REHABCARE GROUP INC. . . . . COM 759148109 9 346 SH Defined 5,6,8,9,10,11 REHABCARE GROUP INC. . . . . COM 759148109 16 600 SH Defined 5,6,16 REINSURANCE GROUP AMER INC . COM NEW 759351604 46 870 SH Defined 5,6,8,9,10,11 REINSURANCE GROUP AMER INC . COM NEW 759351604 100 1,900 SH Defined 5.12 RELIANCE STEEL & ALUMINUM CO COM 759509102 128 2,594 SH Defined 5,6,8,9,10,11 RELIANCE STEEL & ALUMINUM CO COM 759509102 79 1,600 SH Defined 5,6,16 RENAISSANCERE HOLDINGS LTD . COM G7496G103 206 3,638 SH Defined 5.6 RENAISSANCERE HOLDINGS LTD . COM G7496G103 8 134 SH Defined 5,6,8,9,10,11 RENAISSANCERE HOLDINGS LTD . COM G7496G103 116 2,040 SH Defined 5,6,8,9,10,11 RENAISSANCERE HOLDINGS LTD . COM G7496G103 2,679 47,200 SH Defined 5,6,14,15 RENAISSANCERE HOLDINGS LTD . COM G7496G103 88 1,542 SH Defined 1 RENASANT CORP. . . . . . . . COM 75970E107 6 357 SH Defined 5,6,8,9,10,11 RENESOLA LTD . . . . . . . . SPONS ADS 75971T103 52 8,812 SH Defined 1.4 RENESOLA LTD . . . . . . . . SPONS ADS 75971T103 418 70,600 SH Defined 1 RENT A CTR INC NEW . . . . . COM 76009N100 281 11,900 SH Defined 5.13 RENT A CTR INC NEW . . . . . COM 76009N100 56 2,374 SH Defined 5,6,16 RENTECH INC. . . . . . . . . COM 760112102 33 31,800 SH Defined 1.4 REPUBLIC SVCS INC. . . . . . COM 760759100 1,056 36,389 SH Defined 5.6 REPUBLIC SVCS INC. . . . . . COM 760759100 37 1,290 SH Defined 1.4 REPUBLIC SVCS INC. . . . . . COM 760759100 200 6,880 SH Defined 5,6,8,9,10,11 REPUBLIC SVCS INC. . . . . . COM 760759100 4,933 170,000 SH Defined 5.7 REPUBLIC SVCS INC. . . . . . COM 760759100 543 18,700 SH Defined 5.7 REPUBLIC SVCS INC. . . . . . COM 760759100 177 6,100 SH Defined 5.7 REPUBLIC SVCS INC. . . . . . COM 760759100 65 2,235 SH Defined 5,6,16 RESEARCH IN MOTION LTD . . . COM 760975102 35,995 487,549 SH Defined 5.6 RESEARCH IN MOTION LTD . . . COM 760975102 1,875 25,400 SH Defined 5.6 RESEARCH IN MOTION LTD . . . COM 760975102 4,430 60,000 SH Defined 5.6 RESEARCH IN MOTION LTD . . . COM 760975102 2,953 40,000 SH Defined 5.6 RESEARCH IN MOTION LTD . . . COM 760975102 55 750 SH Defined 1 RESEARCH IN MOTION LTD . . . COM 760975102 4,183 56,663 SH Defined 1.4 RESEARCH IN MOTION LTD . . . COM 760975102 1,233 16,700 SH Defined 1.2 RESEARCH IN MOTION LTD . . . COM 760975102 22 300 SH Defined 5,6,8,9,10,11 RESEARCH IN MOTION LTD . . . COM 760975102 3,950 53,500 SH Defined 5.7 RESEARCH IN MOTION LTD . . . COM 760975102 1,418 19,200 SH Defined 5.7 RESEARCH IN MOTION LTD . . . COM 760975102 387 5,240 SH Defined 5.7 RESEARCH IN MOTION LTD . . . COM 760975102 114 1,540 SH Defined 5.7 RESEARCH IN MOTION LTD . . . COM 760975102 731 9,900 SH Defined 5.13 RESEARCH IN MOTION LTD . . . COM 760975102 790 10,700 SH Defined 5,6,16 RESEARCH IN MOTION LTD . . . COM 760975102 1,840 24,923 SH Defined 5.12 RESEARCH IN MOTION LTD . . . COM 760975102 59 800 SH Defined 5,6,14,15 RESEARCH IN MOTION LTD . . . COM 760975102 9 128 SH Defined 1 RESOURCE CAP CORP. . . . . . COM 76120W302 39 5,828 SH Defined 5,6,16 RESOURCES CONNECTION INC . . COM 76122Q105 36 1,898 SH Defined 5,6,8,9,10,11 RESOURCES CONNECTION INC . . COM 76122Q105 804 41,950 SH Defined 5.12 RETAIL OPPORTUNITY INVTS COR *W EXP 10/23/201 76131N119 11 10,293 SH CALL Defined 5,6,8,9,10,11 RETAIL OPPORTUNITY INVTS COR COM 76131N101 7 718 SH Defined 5,6,8,9,10,11 RETAIL OPPORTUNITY INVTS COR COM 76131N101 244 24,100 SH Defined 5,6,16 REXAHN PHARMACEUTICALS INC . COM 761640101 0 294 SH Defined 5,6,8,9,10,11 REYNOLDS AMERICAN INC. . . . COM 761713106 29,997 555,707 SH Defined 5.6 REYNOLDS AMERICAN INC. . . . COM 761713106 114 2,103 SH Defined 1.4 REYNOLDS AMERICAN INC. . . . COM 761713106 30 558 SH Defined 5,6,8,9,10,11 REYNOLDS AMERICAN INC. . . . COM 761713106 308 5,700 SH Defined 5.13 REYNOLDS AMERICAN INC. . . . COM 761713106 1,136 21,046 SH Defined 1 RF MICRODEVICES INC. . . . . COM 749941100 13 2,700 SH Defined 1.4 RICKS CABARET INTL INC . . . COM NEW 765641303 71 5,556 SH Defined 5,6,8,9,10,11 RINO INTERNATIONAL CORPORATI COM 766883102 81 3,432 SH Defined 5,6,8,9,10,11 RINO INTERNATIONAL CORPORATI COM 766883102 1,290 54,356 SH Defined 1 RIO TINTO PLC. . . . . . . . SPONSORED ADR 767204100 258 1,091 SH Defined 5,6,8,9 RIO TINTO PLC. . . . . . . . SPONSORED ADR 767204100 39 164 SH Defined 5,6,8,9 RIO TINTO PLC. . . . . . . . SPONSORED ADR 767204100 47 200 SH Defined 5.13 RIO TINTO PLC. . . . . . . . SPONSORED ADR 767204100 71 300 SH Defined 5,6,16 RITCHIE BROS AUCTIONEERS . . COM 767744105 124 5,748 SH Defined 5.6 RITCHIE BROS AUCTIONEERS . . COM 767744105 16 725 SH Defined 5,6,8,9,10,11 RITE AID CORP. . . . . . . . COM 767754104 9 6,000 SH Defined 1.4 RITE AID CORP. . . . . . . . COM 767754104 52 34,770 SH Defined 5,6,8,9,10,11 RITE AID CORP. . . . . . . . NOTE 8.500% 5/1 767754BU7 379 373,000 PRN Defined 5,6,8,9,10,11 RIVERBED TECHNOLOGY INC. . . COM 768573107 1 30 SH Defined 1.4 ROBBINS & MYERS INC. . . . . COM 770196103 9 374 SH Defined 5,6,8,9,10,11 ROBERT HALF INTL INC . . . . COM 770323103 2,360 77,565 SH Defined 5.6 ROBERT HALF INTL INC . . . . COM 770323103 19 621 SH Defined 5,6,8,9,10,11 ROBERT HALF INTL INC . . . . COM 770323103 1,357 44,600 SH Defined 5.12 ROBERT HALF INTL INC . . . . COM 770323103 354 11,645 SH Defined 1 ROCK-TENN CO . . . . . . . . CL A 772739207 75 1,652 SH Defined 5,6,8,9,10,11 ROCKWELL AUTOMATION INC. . . COM 773903109 2,652 47,047 SH Defined 5.6 ROCKWELL AUTOMATION INC. . . COM 773903109 298 5,290 SH Defined 5,6,8,9,10,11 ROCKWELL AUTOMATION INC. . . COM 773903109 2,984 52,940 SH Defined 5.12 ROCKWELL AUTOMATION INC. . . COM 773903109 60,880 1,080,200 SH Defined 5,6,14,15 ROCKWELL AUTOMATION INC. . . COM 773903109 746 13,242 SH Defined 1 ROCKWELL COLLINS INC . . . . COM 774341101 1,111 17,758 SH Defined 5.6 ROCKWELL COLLINS INC . . . . COM 774341101 434 6,932 SH Defined 5,6,8,9,10,11 ROCKWELL COLLINS INC . . . . COM 774341101 5,320 85,000 SH Defined 5.7 ROCKWELL COLLINS INC . . . . COM 774341101 3,755 60,000 SH Defined 5.7 ROCKWELL COLLINS INC . . . . COM 774341101 814 13,000 SH Defined 5.7 ROCKWELL COLLINS INC . . . . COM 774341101 476 7,600 SH Defined 5.7 ROCKWELL COLLINS INC . . . . COM 774341101 438 7,000 SH Defined 5.7 ROCKWELL COLLINS INC . . . . COM 774341101 437 6,985 SH Defined 5.7 ROCKWELL COLLINS INC . . . . COM 774341101 156 2,500 SH Defined 5.7 ROCKWELL COLLINS INC . . . . COM 774341101 147 2,350 SH Defined 5.7 ROCKWELL COLLINS INC . . . . COM 774341101 11,416 182,400 SH Defined 5,6,14,15 ROCKWELL COLLINS INC . . . . COM 774341101 332 5,300 SH Defined 5,6,14,15 ROCKWELL COLLINS INC . . . . COM 774341101 54 856 SH Defined 1 ROCKWOOD HLDGS INC . . . . . COM 774415103 44 1,652 SH Defined 1.4 ROGERS COMMUNICATIONS INC. . CL B 775109200 5,900 173,347 SH Defined 5.6 ROGERS COMMUNICATIONS INC. . CL B 775109200 736 21,625 SH Defined 1.2 ROGERS COMMUNICATIONS INC. . CL B 775109200 10,013 294,200 SH Defined 5.12 ROGERS COMMUNICATIONS INC. . CL B 775109200 1,572 46,200 SH Defined 5.12 ROGERS COMMUNICATIONS INC. . CL B 775109200 705 20,700 SH Defined 5.12 ROGERS COMMUNICATIONS INC. . CL B 775109200 1,099 32,300 SH Defined 5,6,14,15 ROGERS COMMUNICATIONS INC. . CL B 775109200 33 979 SH Defined 1 ROPER INDS INC NEW . . . . . COM 776696106 14,112 243,984 SH Defined 5.6 ROPER INDS INC NEW . . . . . COM 776696106 353 6,100 SH Defined 5.6 ROPER INDS INC NEW . . . . . COM 776696106 11 195 SH Defined 1.4 ROPER INDS INC NEW . . . . . COM 776696106 33 579 SH Defined 5,6,8,9,10,11 ROPER INDS INC NEW . . . . . NOTE 1/1 776696AA4 9 13,000 PRN Defined 5.12 ROPER INDS INC NEW . . . . . COM 776696106 607 10,497 SH Defined 1 ROSETTA RESOURCES INC. . . . COM 777779307 16 668 SH Defined 5,6,8,9,10,11 ROSS STORES INC. . . . . . . COM 778296103 16,491 308,411 SH Defined 5.6 ROSS STORES INC. . . . . . . COM 778296103 1,481 27,700 SH Defined 5.6 ROSS STORES INC. . . . . . . COM 778296103 3 50 SH Defined 1.4 ROSS STORES INC. . . . . . . COM 778296103 50 938 SH Defined 5,6,8,9,10,11 ROSS STORES INC. . . . . . . COM 778296103 16 300 SH Defined 5,6,16 ROSS STORES INC. . . . . . . COM 778296103 127 2,370 SH Defined 1 ROVI CORP. . . . . . . . . . COM 779376102 56 1,500 SH Defined 5,6,8,9,10,11 ROVI CORP. . . . . . . . . . COM 779376102 3 80 SH Defined 5,6,8,9,10,11 ROWAN COS INC. . . . . . . . COM 779382100 336 11,559 SH Defined 5.6 ROWAN COS INC. . . . . . . . COM 779382100 52 1,771 SH Defined 1.4 ROWAN COS INC. . . . . . . . COM 779382100 16 533 SH Defined 5,6,8,9,10,11 ROWAN COS INC. . . . . . . . COM 779382100 5,822 200,000 SH Defined 5.7 ROWAN COS INC. . . . . . . . COM 779382100 2,838 97,500 SH Defined 5.7 ROWAN COS INC. . . . . . . . COM 779382100 1,077 37,000 SH Defined 5.7 ROWAN COS INC. . . . . . . . COM 779382100 582 20,000 SH Defined 5.7 ROWAN COS INC. . . . . . . . COM 779382100 343 11,785 SH Defined 5.7 ROWAN COS INC. . . . . . . . COM 779382100 189 6,500 SH Defined 5.7 ROWAN COS INC. . . . . . . . COM 779382100 146 5,000 SH Defined 5.7 ROWAN COS INC. . . . . . . . COM 779382100 102 3,500 SH Defined 5.7 ROWAN COS INC. . . . . . . . COM 779382100 172 5,900 SH Defined 5.13 ROWAN COS INC. . . . . . . . COM 779382100 2,040 70,074 SH Defined 5.12 ROWAN COS INC. . . . . . . . COM 779382100 899 30,900 SH Defined 5,6,14,15 ROWAN COS INC. . . . . . . . COM 779382100 125 4,300 SH Defined 5,6,14,15 ROYAL BK CDA MONTREAL QUE. . COM 780087102 24,444 419,151 SH Defined 5.6 ROYAL BK CDA MONTREAL QUE. . COM 780087102 2,797 47,960 SH Defined 1.2 ROYAL BK CDA MONTREAL QUE. . COM 780087102 16 267 SH Defined 5,6,8,9,10,11 ROYAL BK CDA MONTREAL QUE. . COM 780087102 262 4,500 SH Defined 5.7 ROYAL BK CDA MONTREAL QUE. . COM 780087102 64 1,100 SH Defined ROYAL BK CDA MONTREAL QUE. . COM 780087102 15,049 258,060 SH Defined 5,6,14,15 ROYAL BK CDA MONTREAL QUE. . COM 780087102 290 4,980 SH Defined 5,6,14,15 ROYAL BK CDA MONTREAL QUE. . COM 780087102 93 1,592 SH Defined 1 ROYAL CARIBBEAN CRUISES LTD. COM V7780T103 262 7,936 SH Defined 5.6 ROYAL CARIBBEAN CRUISES LTD. COM V7780T103 67 2,035 SH Defined 5,6,8,9,10,11 ROYAL CARIBBEAN CRUISES LTD. COM V7780T103 162 4,900 SH Defined 5.13 ROYAL CARIBBEAN CRUISES LTD. COM V7780T103 234 7,100 SH Defined 5,6,16 ROYAL CARIBBEAN CRUISES LTD. COM V7780T103 111 3,372 SH Defined 1 ROYAL DUTCH SHELL PLC. . . . SPONS ADR A 780259206 2 36 SH Defined 5,6,8,9,10,11 ROYAL GOLD INC . . . . . . . COM 780287108 1,483 32,100 SH Defined 5.6 ROYAL GOLD INC . . . . . . . COM 780287108 59 1,283 SH Defined 1.4 RPC INC. . . . . . . . . . . COM 749660106 33 3,000 SH Defined 5,6,16 RPM INTL INC . . . . . . . . COM 749685103 42 1,960 SH Defined 5,6,16 RRI ENERGY INC . . . . . . . COM 74971X107 16 4,251 SH Defined 1.4 RRI ENERGY INC . . . . . . . COM 74971X107 31 8,349 SH Defined 5,6,8,9,10,11 RSC HOLDINGS INC . . . . . . COM 74972L102 25 3,078 SH Defined 5,6,8,9,10,11 RTI BIOLOGICS INC. . . . . . COM 74975N105 5 1,111 SH Defined 5,6,8,9,10,11 RTI INTL METALS INC. . . . . COM 74973W107 51 1,670 SH Defined 5,6,8,9,10,11 RTI INTL METALS INC. . . . . COM 74973W107 22 719 SH Defined 5,6,8,9,10,11 RUBICON MINERALS CORP. . . . COM 780911103 190 50,000 SH Defined 5.13 RUBICON TECHNOLOGY INC . . . COM 78112T107 97 4,800 SH Defined 5.6 RUBICON TECHNOLOGY INC . . . COM 78112T107 46 2,263 SH Defined 5.12 RUBIOS RESTAURANTS INC . . . COM 78116B102 92 11,604 SH Defined 5,6,8,9,10,11 RUBY TUESDAY INC . . . . . . COM 781182100 11 1,000 SH Defined 1.4 RUDDICK CORP . . . . . . . . COM 781258108 32 1,000 SH Defined 5,6,16 RUE21 INC. . . . . . . . . . COM 781295100 383 11,050 SH Defined 5.12 RURAL / METRO CORP . . . . . COM 781748108 10 1,311 SH Defined 5,6,8,9,10,11 RYANAIR HLDGS PLC. . . . . . SPONSORED ADR 783513104 962 35,400 SH Defined 1.4 RYANAIR HLDGS PLC. . . . . . SPONSORED ADR 783513104 283 10,410 SH Defined 5,6,8,9,10,11 RYANAIR HLDGS PLC. . . . . . SPONSORED ADR 783513104 230 8,483 SH Defined 5,6,8,9,10,11 RYANAIR HLDGS PLC. . . . . . SPONSORED ADR 783513104 14 518 SH Defined 5,6,8,9,10,11 RYANAIR HLDGS PLC. . . . . . SPONSORED ADR 783513104 2,214 81,485 SH Defined 5.12 RYDER SYS INC. . . . . . . . COM 783549108 4,027 103,901 SH Defined 5.6 RYDER SYS INC. . . . . . . . COM 783549108 168 4,330 SH Defined 5,6,8,9,10,11 RYDER SYS INC. . . . . . . . COM 783549108 124 3,199 SH Defined 5,6,8,9,10,11 RYDER SYS INC. . . . . . . . COM 783549108 116 3,000 SH Defined 5.7 RYDER SYS INC. . . . . . . . COM 783549108 58 1,500 SH Defined 5.7 RYDER SYS INC. . . . . . . . COM 783549108 283 7,300 SH Defined 5.13 RYDER SYS INC. . . . . . . . COM 783549108 3 69 SH Defined 1 RYLAND GROUP INC . . . . . . COM 783764103 19,218 856,400 SH Defined 5.6 RYLAND GROUP INC . . . . . . COM 783764103 1,634 72,800 SH Defined 5.6 S1 CORPORATION . . . . . . . COM 78463B101 27 4,590 SH Defined 5,6,8,9,10,11 SAFE BULKERS INC . . . . . . COM Y7388L103 16 2,000 SH Defined 1.4 SAFE BULKERS INC . . . . . . COM Y7388L103 45 5,795 SH Defined 5,6,8,9,10,11 SAFEWAY INC. . . . . . . . . COM NEW 786514208 22,803 917,276 SH Defined 5.6 SAFEWAY INC. . . . . . . . . COM NEW 786514208 2,486 100,000 SH Defined 5.7 SAFEWAY INC. . . . . . . . . COM NEW 786514208 348 14,000 SH Defined 5.7 SAFEWAY INC. . . . . . . . . COM NEW 786514208 273 11,000 SH Defined 5.7 SAFEWAY INC. . . . . . . . . COM NEW 786514208 174 7,000 SH Defined 5.7 SAFEWAY INC. . . . . . . . . COM NEW 786514208 112 4,500 SH Defined 5.7 SAFEWAY INC. . . . . . . . . COM NEW 786514208 90 3,625 SH Defined 5.7 SAFEWAY INC. . . . . . . . . COM NEW 786514208 465 18,700 SH Defined 5.13 SAFEWAY INC. . . . . . . . . COM NEW 786514208 3,505 141,000 SH Defined 5.12 SAFEWAY INC. . . . . . . . . COM NEW 786514208 420 16,900 SH Defined 5.12 SAFEWAY INC. . . . . . . . . COM NEW 786514208 8,216 330,500 SH Defined 5,6,14,15 SAIA INC . . . . . . . . . . COM 78709Y105 135 9,700 SH Defined 5.12 SAIC INC . . . . . . . . . . COM 78390X101 621 35,100 SH Defined 5.6 SAIC INC . . . . . . . . . . COM 78390X101 42 2,370 SH Defined 5,6,8,9,10,11 SAIC INC . . . . . . . . . . COM 78390X101 371 20,956 SH Defined 1 SAKS INC . . . . . . . . . . COM 79377W108 418 48,548 SH Defined 5,6,8,9,10,11 SAKS INC . . . . . . . . . . NOTE 2.000% 3/1 79377WAL2 1,185 1,254,000 PRN Defined 5,6,8,9,10,11 SALESFORCE COM INC . . . . . COM 79466L302 24,730 332,169 SH Defined 5.6 SALESFORCE COM INC . . . . . COM 79466L302 1,601 21,500 SH Defined 5.6 SALESFORCE COM INC . . . . . COM 79466L302 125 1,682 SH Defined 1.4 SALESFORCE COM INC . . . . . COM 79466L302 77 1,034 SH Defined 5,6,8,9,10,11 SALESFORCE COM INC . . . . . COM 79466L302 93 1,250 SH Defined 5.7 SALESFORCE COM INC . . . . . COM 79466L302 206 2,770 SH Defined 5.13 SALESFORCE COM INC . . . . . COM 79466L302 149 2,005 SH Defined 5,6,16 SALESFORCE COM INC . . . . . COM 79466L302 2,416 32,450 SH Defined 5.12 SALESFORCE COM INC . . . . . COM 79466L302 455 6,107 SH Defined 1 SALIX PHARMACEUTICALS INC. . COM 795435106 1,061 28,487 SH Defined 5,6,8,9,10,11 SALIX PHARMACEUTICALS INC. . COM 795435106 725 19,459 SH Defined 5,6,8,9,10,11 SALIX PHARMACEUTICALS INC. . COM 795435106 51 1,363 SH Defined 5,6,8,9,10,11 SALIX PHARMACEUTICALS INC. . COM 795435106 120 3,215 SH Defined 5,6,16 SALIX PHARMACEUTICALS INC. . COM 795435106 10,419 279,700 SH Defined 5,6,14,15 SALIX PHARMACEUTICALS INC. . COM 795435106 365 9,800 SH Defined 5,6,14,15 SAN JUAN BASIN RTY TR. . . . UNIT BEN INT 798241105 80 3,844 SH Defined 1.4 SAN JUAN BASIN RTY TR. . . . UNIT BEN INT 798241105 3,082 147,872 SH Defined 5.12 SANDERSON FARMS INC. . . . . COM 800013104 6,305 117,600 SH Defined 5.6 SANDERSON FARMS INC. . . . . COM 800013104 11 212 SH Defined 1.4 SANDISK CORP . . . . . . . . COM 80004C101 634 18,295 SH Defined 5.6 SANDISK CORP . . . . . . . . COM 80004C101 10 297 SH Defined 5,6,8,9,10,11 SANDISK CORP . . . . . . . . NOTE 1.000% 5/1 80004CAC5 2,644 3,001,000 PRN Defined 5,6,8,9,10,11 SANDISK CORP . . . . . . . . COM 80004C101 3,463 100,000 SH Defined 5.7 SANDISK CORP . . . . . . . . COM 80004C101 315 9,100 SH Defined 5.7 SANDISK CORP . . . . . . . . COM 80004C101 102 2,935 SH Defined 5.7 SANDISK CORP . . . . . . . . NOTE 1.000% 5/1 80004CAC5 9 10,000 PRN Defined 5.12 SANDISK CORP . . . . . . . . COM 80004C101 9,714 280,500 SH Defined 5,6,14,15 SANDISK CORP . . . . . . . . COM 80004C101 208 6,000 SH Defined 5,6,14,15 SANDISK CORP . . . . . . . . COM 80004C101 478 13,810 SH Defined 1 SANDRIDGE ENERGY INC . . . . COM 80007P307 40 5,200 SH Defined 1.4 SANDRIDGE ENERGY INC . . . . COM 80007P307 145 18,863 SH Defined 5,6,8,9,10,11 SANDRIDGE ENERGY INC . . . . COM 80007P307 27 3,542 SH Defined 5,6,8,9,10,11 SANDRIDGE ENERGY INC . . . . COM 80007P307 86 11,150 SH Defined 5.12 SANGAMO BIOSCIENCES INC. . . COM 800677106 5 900 SH Defined 1.4 SANMINA SCI CORP . . . . . . COM NEW 800907206 17 1,000 SH Defined 1.4 SANMINA SCI CORP . . . . . . COM NEW 800907206 25 1,514 SH Defined 5,6,8,9,10,11 SANMINA SCI CORP . . . . . . COM NEW 800907206 10 623 SH Defined 5,6,8,9,10,11 SANOFI AVENTIS . . . . . . . SPONSORED ADR 80105N105 1,035 27,700 SH Defined 5,6,16 SAP AG . . . . . . . . . . . SPONSORED ADR 803054204 4 79 SH Defined 5,6,8,9,10,11 SAP AG . . . . . . . . . . . SPONSORED ADR 803054204 107 2,230 SH Defined 5,6,8,9,10,11 SARA LEE CORP. . . . . . . . COM 803111103 24,264 1,741,883 SH Defined 5.6 SARA LEE CORP. . . . . . . . COM 803111103 293 21,000 SH Defined 5.7 SARA LEE CORP. . . . . . . . COM 803111103 12,029 863,500 SH Defined 5.12 SARA LEE CORP. . . . . . . . COM 803111103 13,011 934,000 SH Defined 5,6,14,15 SARA LEE CORP. . . . . . . . COM 803111103 372 26,700 SH Defined 5,6,14,15 SARA LEE CORP. . . . . . . . COM 803111103 985 70,710 SH Defined 1 SASOL LTD. . . . . . . . . . SPONSORED ADR 803866300 1,692 41,000 SH Defined 5.6 SATCON TECHNOLOGY CORP . . . COM 803893106 11 4,586 SH Defined 5,6,8,9,10,11 SATYAM COMPUTER SERVICES LTD ADR 804098101 6 1,100 SH Defined 1.4 SATYAM COMPUTER SERVICES LTD ADR 804098101 1,388 265,900 SH Defined 1.2 SATYAM COMPUTER SERVICES LTD ADR 804098101 19 3,594 SH Defined 1 SAUER-DANFOSS INC. . . . . . COM 804137107 39 2,920 SH Defined 5,6,8,9,10,11 SAUER-DANFOSS INC. . . . . . COM 804137107 4 284 SH Defined 5,6,8,9,10,11 SAUL CTRS INC. . . . . . . . COM 804395101 1,231 29,736 SH Defined 5.6 SAUL CTRS INC. . . . . . . . COM 804395101 145 3,500 SH Defined 5.6 SAVIENT PHARMACEUTICALS INC. COM 80517Q100 17 1,183 SH Defined 5,6,8,9,10,11 SAVIENT PHARMACEUTICALS INC. COM 80517Q100 66 4,533 SH Defined 5,6,8,9,10,11 SAVIENT PHARMACEUTICALS INC. COM 80517Q100 889 61,523 SH Defined 5,6,8,9,10,11 SAVVIS INC . . . . . . . . . COM NEW 805423308 12 700 SH Defined 1 SBAMUNICATIONS CORP. . . . . COM 78388J106 246 6,808 SH Defined 5.6 SBAMUNICATIONS CORP. . . . . COM 78388J106 145 4,010 SH Defined 5,6,8,9,10,11 SBAMUNICATIONS CORP. . . . . COM 78388J106 26 707 SH Defined 5,6,8,9,10,11 SBAMUNICATIONS CORP. . . . . COM 78388J106 92 2,551 SH Defined 1 SCANA CORP NEW . . . . . . . COM 80589M102 358 9,513 SH Defined 5.6 SCBT FINANCIAL CORP. . . . . COM 78401V102 5 147 SH Defined 5,6,8,9,10,11 SCHEIN HENRY INC . . . . . . COM 806407102 307 5,213 SH Defined 5.6 SCHEIN HENRY INC . . . . . . COM 806407102 82 1,400 SH Defined 1.4 SCHEIN HENRY INC . . . . . . COM 806407102 129 2,194 SH Defined 1 SCHLUMBERGER LTD . . . . . . COM 806857108 29,297 461,666 SH Defined 5.6 SCHLUMBERGER LTD . . . . . . DBCV 2.125% 6/0 806857AD0 19,138 12,059,000 PRN Defined 5.6 SCHLUMBERGER LTD . . . . . . COM 806857108 159 2,499 SH Defined 1.4 SCHLUMBERGER LTD . . . . . . COM 806857108 7 105 SH Defined 5,6,8,9,10,11 SCHLUMBERGER LTD . . . . . . COM 806857108 2,005 31,600 SH Defined 5.7 SCHLUMBERGER LTD . . . . . . COM 806857108 1,904 30,000 SH Defined 5.7 SCHLUMBERGER LTD . . . . . . COM 806857108 1,237 19,500 SH Defined 5.7 SCHLUMBERGER LTD . . . . . . COM 806857108 138 2,180 SH Defined 5.7 SCHLUMBERGER LTD . . . . . . COM 806857108 38 600 SH Defined 5.7 SCHLUMBERGER LTD . . . . . . COM 806857108 571 9,000 SH Defined 5.13 SCHLUMBERGER LTD . . . . . . COM 806857108 1,083 17,060 SH Defined 5.13 SCHLUMBERGER LTD . . . . . . COM 806857108 261 4,112 SH Defined SCHLUMBERGER LTD . . . . . . COM 806857108 181 2,847 SH Defined SCHLUMBERGER LTD . . . . . . COM 806857108 901 14,200 SH Defined 5,6,16 SCHLUMBERGER LTD . . . . . . COM 806857108 7,330 115,500 SH Defined 5.12 SCHLUMBERGER LTD . . . . . . COM 806857108 808 12,739 SH Defined 5.12 SCHLUMBERGER LTD . . . . . . COM 806857108 1,513 23,834 SH Defined 5.12 SCHLUMBERGER LTD . . . . . . DBCV 2.125% 6/0 806857AD0 17 11,000 PRN Defined 5.12 SCHLUMBERGER LTD . . . . . . COM 806857108 45,989 724,700 SH Defined 5,6,14,15 SCHLUMBERGER LTD . . . . . . COM 806857108 6,775 106,762 SH Defined 1 SCHNITZER STL INDS . . . . . CL A 806882106 48 905 SH Defined 5,6,8,9,10,11 SCHOLASTIC CORP. . . . . . . COM 807066105 71 2,520 SH Defined 5,6,16 SCHULMAN A INC . . . . . . . COM 808194104 6 235 SH Defined 5,6,8,9,10,11 SCHULMAN A INC . . . . . . . COM 808194104 34 1,400 SH Defined 5,6,16 SCHWAB CHARLES CORP NEW. . . COM 808513105 11,403 610,105 SH Defined 5.6 SCHWAB CHARLES CORP NEW. . . COM 808513105 827 44,230 SH Defined 5.13 SCHWAB CHARLES CORP NEW. . . COM 808513105 632 33,800 SH Defined 5,6,16 SCHWAB CHARLES CORP NEW. . . COM 808513105 1,001 53,550 SH Defined 5.12 SCHWAB CHARLES CORP NEW. . . COM 808513105 102 5,455 SH Defined 1 SCHWEITZER-MAUDUIT INTL INC. COM 808541106 17 349 SH Defined 5,6,8,9,10,11 SCHWEITZER-MAUDUIT INTL INC. COM 808541106 20 427 SH Defined 5,6,8,9,10,11 SCHWEITZER-MAUDUIT INTL INC. COM 808541106 155 3,259 SH Defined 5,6,8,9,10,11 SCIENTIFIC GAMES CORP. . . . CL A 80874P109 6 400 SH Defined 1.4 SCRIPPS NETWORKS INTERACT IN CL A COM 811065101 249 5,621 SH Defined 5.6 SCRIPPS NETWORKS INTERACT IN CL A COM 811065101 13 300 SH Defined 1.4 SCRIPPS NETWORKS INTERACT IN CL A COM 811065101 20 440 SH Defined 5,6,8,9,10,11 SEABRIDGE GOLD INC . . . . . COM 811916105 147 6,100 SH Defined 1.4 SEABRIGHT INSURANCE HLDGS IN COM 811656107 34 3,077 SH Defined 5,6,8,9,10,11 SEAGATE TECHNOLOGY . . . . . SHS G7945J104 20,341 1,113,961 SH Defined 5.6 SEAGATE TECHNOLOGY . . . . . SHS G7945J104 345 18,902 SH Defined 1.4 SEAGATE TECHNOLOGY . . . . . SHS G7945J104 3 160 SH Defined 5,6,8,9,10,11 SEAGATE TECHNOLOGY . . . . . SHS G7945J104 274 15,000 SH Defined 5.7 SEAGATE TECHNOLOGY . . . . . SHS G7945J104 341 18,700 SH Defined 5.13 SEAGATE TECHNOLOGY . . . . . SHS G7945J104 10,357 567,200 SH Defined 5,6,14,15 SEAGATE TECHNOLOGY . . . . . SHS G7945J104 305 16,700 SH Defined 5,6,14,15 SEAGATE TECHNOLOGY . . . . . SHS G7945J104 242 13,241 SH Defined 1 SEAHAWK DRILLING INC . . . . COM 81201R107 0 1 SH Defined 5.6 SEAHAWK DRILLING INC . . . . COM 81201R107 1 60 SH Defined 1.4 SEAHAWK DRILLING INC . . . . COM 81201R107 3 140 SH Defined 1 SEALED AIR CORP NEW. . . . . COM 81211K100 296 14,065 SH Defined 5.6 SEALED AIR CORP NEW. . . . . COM 81211K100 65 3,100 SH Defined 5.13 SEALED AIR CORP NEW. . . . . COM 81211K100 210 9,981 SH Defined 1 SEANERGY MARITIME CORP . . . SHS Y73760103 104 90,000 SH Defined 1.4 SEARS HLDGS CORP . . . . . . COM 812350106 3,611 33,304 SH Defined 5.6 SEARS HLDGS CORP . . . . . . COM 812350106 60 550 SH Defined 1.4 SEARS HLDGS CORP . . . . . . COM 812350106 12 107 SH Defined 5,6,8,9,10,11 SEARS HLDGS CORP . . . . . . COM 812350106 221 2,038 SH Defined 1 SEI INVESTMENTS CO . . . . . COM 784117103 114 5,207 SH Defined 5.6 SEI INVESTMENTS CO . . . . . COM 784117103 271 12,340 SH Defined 5,6,8,9,10,11 SEI INVESTMENTS CO . . . . . COM 784117103 18 799 SH Defined 5,6,8,9,10,11 SEI INVESTMENTS CO . . . . . COM 784117103 832 37,873 SH Defined 5.12 SEI INVESTMENTS CO . . . . . COM 784117103 72 3,295 SH Defined 1 SELECT SECTOR SPDR TR. . . . SBI INT-ENERGY 81369Y506 1,737 30,199 SH Defined 5.6 SELECT SECTOR SPDR TR. . . . SBI INT-FINL 81369Y605 264 16,561 SH Defined 1.4 SELECT SECTOR SPDR TR. . . . SBI INT-INDS 81369Y704 625 20,000 SH Defined 1.4 SELECT SECTOR SPDR TR. . . . SBI INT-UTILS 81369Y886 56 1,898 SH Defined 1.4 SELECT SECTOR SPDR TR. . . . SBI HEALTHCARE 81369Y209 1,006 31,300 SH Defined 5,6,8,9,10,11 SELECT SECTOR SPDR TR. . . . SBI HEALTHCARE 81369Y209 77 2,400 SH Defined 5,6,8,9,10,11 SELECT SECTOR SPDR TR. . . . SBI INT-ENERGY 81369Y506 43 740 SH Defined 5,6,8,9,10,11 SELECT SECTOR SPDR TR. . . . SBI INT-FINL 81369Y605 74 4,656 SH Defined 5,6,8,9,10,11 SELECT SECTOR SPDR TR. . . . SBI INT-INDS 81369Y704 861 27,559 SH Defined 5,6,8,9,10,11 SELECT SECTOR SPDR TR. . . . SBI INT-FINL 81369Y605 6,343 397,670 SH Defined 1 SELECTIVE INS GROUP INC. . . COM 816300107 40 2,400 SH Defined 5,6,16 SEMICONDUCTOR HLDRS TR . . . DEP RCPT 816636203 1 25 SH Defined 1.3 SEMICONDUCTOR HLDRS TR . . . DEP RCPT 816636203 8 298 SH Defined 5,6,8,9,10,11 SEMPRA ENERGY. . . . . . . . COM 816851109 1,228 24,607 SH Defined 5.6 SEMPRA ENERGY. . . . . . . . COM 816851109 50 1,010 SH Defined 5,6,8,9,10,11 SEMPRA ENERGY. . . . . . . . COM 816851109 93 1,871 SH Defined 1 SEMPRA ENERGY. . . . . . . . COM 816851109 211 4,235 SH Defined 1 SENECA FOODS CORP NEW. . . . CL A 817070501 26 906 SH Defined 5,6,8,9,10,11 SENIOR HSG PPTYS TR. . . . . SH BEN INT 81721M109 6,250 282,153 SH Defined 5.6 SENIOR HSG PPTYS TR. . . . . SH BEN INT 81721M109 882 39,800 SH Defined 5.6 SENSATA TECHNOLOGIES HLDG BV SHS N7902X106 135 7,536 SH Defined 5,6,8,9,10,11 SENSATA TECHNOLOGIES HLDG BV SHS N7902X106 77 4,300 SH Defined 5,6,8,9,10,11 SENSATA TECHNOLOGIES HLDG BV SHS N7902X106 77 4,300 SH Defined 5.12 SEQUENOM INC . . . . . . . . COM NEW 817337405 13 2,118 SH Defined 1.4 SERVICE CORP INTL. . . . . . COM 817565104 19 2,100 SH Defined 5,6,16 SHANDA GAMES LTD . . . . . . SP ADR REPTG A 81941U105 785 109,000 SH Defined 5.6 SHANDA GAMES LTD . . . . . . SP ADR REPTG A 81941U105 81 11,300 SH Defined 1.2 SHANDA INTERACTIVE ENTMT LTD SPONSORED ADR 81941Q203 289 6,625 SH Defined 1.4 SHANDA INTERACTIVE ENTMT LTD SPONSORED ADR 81941Q203 4 82 SH Defined 5,6,8,9,10,11 SHARPS COMPLIANCE CORP . . . COM 820017101 15 2,229 SH Defined 5,6,8,9,10,11 SHAW COMMUNICATIONS INC. . . CL B CONV 82028K200 1,538 77,958 SH Defined 5.6 SHAW COMMUNICATIONS INC. . . CL B CONV 82028K200 461 23,350 SH Defined 1.2 SHAW COMMUNICATIONS INC. . . CL B CONV 82028K200 2,123 107,600 SH Defined 5,6,14,15 SHAW GROUP INC . . . . . . . COM 820280105 196 5,700 SH Defined 5.6 SHAW GROUP INC . . . . . . . COM 820280105 285 8,283 SH Defined 5,6,8,9,10,11 SHAW GROUP INC . . . . . . . COM 820280105 120 3,481 SH Defined 5,6,8,9,10,11 SHAW GROUP INC . . . . . . . COM 820280105 28 818 SH Defined 5,6,16 SHAW GROUP INC . . . . . . . COM 820280105 126 3,650 SH Defined 5.12 SHENGDA TECH INC . . . . . . COM 823213103 13 1,670 SH Defined 1.4 SHERWIN WILLIAMS CO. . . . . COM 824348106 590 8,711 SH Defined 5.6 SHERWIN WILLIAMS CO. . . . . COM 824348106 1,355 20,016 SH Defined 5,6,8,9,10,11 SHERWIN WILLIAMS CO. . . . . COM 824348106 101 1,485 SH Defined 1 SHINHAN FINANCIAL GROUP CO L SPN ADR RESTRD 824596100 3,434 43,200 SH Defined 5.12 SHIP FINANCE INTERNATIONAL L SHS G81075106 12 700 SH Defined 1.4 SHIP FINANCE INTERNATIONAL L SHS G81075106 0 10 SH Defined 1.4 SHIP FINANCE INTERNATIONAL L SHS G81075106 1,154 65,000 SH Defined 5,6,14,15 SIFY TECHNOLOGIES LIMITED. . SPONSORED ADR 82655M107 2,524 1,493,303 SH Defined 1 SIGMA ALDRICH CORP . . . . . COM 826552101 3,630 67,649 SH Defined 5.6 SIGMA ALDRICH CORP . . . . . COM 826552101 14 266 SH Defined 5,6,8,9,10,11 SIGMA ALDRICH CORP . . . . . COM 826552101 255 4,760 SH Defined 1 SIGMA DESIGNS INC. . . . . . COM 826565103 3 228 SH Defined 5,6,8,9,10,11 SIGNATURE BK NEW YORK N Y. . COM 82669G104 630 17,003 SH Defined 5.12 SIGNET JEWELERS LIMITED. . . SHS G81276100 1,427 44,119 SH Defined 5,6,8,9,10,11 SIGNET JEWELERS LIMITED. . . SHS G81276100 965 29,838 SH Defined 5,6,16 SILICON GRAPHICS INTL CORP . COM 82706L108 39 3,650 SH Defined 5,6,8,9,10,11 SILICON GRAPHICS INTL CORP . COM 82706L108 101 9,450 SH Defined 5.12 SILICON LABORATORIES INC . . COM 826919102 141 2,950 SH Defined 5,6,16 SILICON MOTION TECHNOLOGY CO SPONSORED ADR 82706C108 64 14,338 SH Defined 1.4 SILICON STORAGE TECHNOLOGY I COM 827057100 96 31,487 SH Defined 5,6,8,9,10,11 SILICONWARE PRECISION INDS L SPONSD ADR SPL 827084864 3,038 505,453 SH Defined 5.12 SILVER STD RES INC . . . . . COM 82823L106 227 12,883 SH Defined 1.4 SILVER STD RES INC . . . . . COM 82823L106 1,055 59,854 SH Defined 5.13 SILVER STD RES INC . . . . . COM 82823L106 6,170 350,140 SH Defined 5.12 SILVER STD RES INC . . . . . COM 82823L106 743 42,153 SH Defined 5.12 SILVER WHEATON CORP. . . . . COM 828336107 388 24,822 SH Defined 5.6 SILVER WHEATON CORP. . . . . COM 828336107 356 22,747 SH Defined 1.4 SILVER WHEATON CORP. . . . . COM 828336107 48 3,067 SH Defined 5,6,8,9,10,11 SILVER WHEATON CORP. . . . . COM 828336107 235 15,000 SH Defined 5.13 SILVER WHEATON CORP. . . . . COM 828336107 8,146 520,523 SH Defined 5.12 SILVER WHEATON CORP. . . . . COM 828336107 1,073 68,572 SH Defined 5.12 SILVERCORP METALS INC. . . . COM 82835P103 178 26,100 SH Defined 1.4 SIMON PPTY GROUP INC NEW . . COM 828806109 54,067 644,416 SH Defined 5.6 SIMON PPTY GROUP INC NEW . . COM 828806109 24,727 294,722 SH Defined 5.6 SIMON PPTY GROUP INC NEW . . COM 828806109 74 882 SH Defined 5,6,8,9,10,11 SIMON PPTY GROUP INC NEW . . COM 828806109 8,390 100,000 SH Defined 5.7 SIMON PPTY GROUP INC NEW . . COM 828806109 2,434 29,011 SH Defined 5.7 SIMON PPTY GROUP INC NEW . . COM 828806109 2,081 24,800 SH Defined 5.7 SIMON PPTY GROUP INC NEW . . COM 828806109 503 6,000 SH Defined 5.7 SIMON PPTY GROUP INC NEW . . COM 828806109 167 1,985 SH Defined 5.7 SIMON PPTY GROUP INC NEW . . COM 828806109 11,215 133,671 SH Defined 5,6,16 SIMON PPTY GROUP INC NEW . . COM 828806109 96 1,140 SH Defined 5.12 SIMON PPTY GROUP INC NEW . . COM 828806109 567 6,764 SH Defined 1 SIMPSON MANUFACTURING CO INC COM 829073105 53 1,900 SH Defined 5,6,16 SINA CORP. . . . . . . . . . ORD G81477104 33 875 SH Defined 1.4 SINA CORP. . . . . . . . . . ORD G81477104 8 223 SH Defined 5,6,8,9,10,11 SINA CORP. . . . . . . . . . ORD G81477104 135 3,579 SH Defined 5,6,8,9 SINA CORP. . . . . . . . . . ORD G81477104 71 1,874 SH Defined 5,6,8,9 SINA CORP. . . . . . . . . . ORD G81477104 282 7,492 SH Defined 5.7 SINA CORP. . . . . . . . . . ORD G81477104 29 766 SH Defined 5.7 SINA CORP. . . . . . . . . . ORD G81477104 264 7,000 SH Defined 5,6,16 SINCLAIR BROADCAST GROUP INC CL A 829226109 11 2,200 SH Defined 5,6,16 SINOENERGY CORPORATION . . . COM NEW 82935B202 30 18,683 SH Defined 5,6,8,9,10,11 SINOPEC SHANGHAI PETROCHEMIC SPON ADR H 82935M109 30 750 SH Defined 1.4 SIRIUS XM RADIO INC. . . . . COM 82967N108 199 229,100 SH Defined 1.4 SIRIUS XM RADIO INC. . . . . COM 82967N108 3 3,300 SH Defined 5.12 SIRONA DENTAL SYSTEMS INC. . COM 82966C103 4 100 SH Defined 1.4 SK TELECOM LTD . . . . . . . SPONSORED ADR 78440P108 2,634 152,600 SH Defined 5.6 SK TELECOM LTD . . . . . . . SPONSORED ADR 78440P108 1,222 70,800 SH Defined 5.6 SK TELECOM LTD . . . . . . . SPONSORED ADR 78440P108 8,877 514,306 SH Defined 5.6 SK TELECOM LTD . . . . . . . SPONSORED ADR 78440P108 157 9,100 SH Defined 5,6,16 SKECHERS U S A INC . . . . . CL A 830566105 112 3,080 SH Defined 5,6,8,9,10,11 SKECHERS U S A INC . . . . . CL A 830566105 33 900 SH Defined 5,6,16 SKILLSOFT PLC. . . . . . . . SPONSORED ADR 830928107 83 8,023 SH Defined 5,6,8,9,10,11 SKILLSOFT PLC. . . . . . . . SPONSORED ADR 830928107 121 11,751 SH Defined 5,6,8,9,10,11 SKILLSOFT PLC. . . . . . . . SPONSORED ADR 830928107 542 52,521 SH Defined 5,6,8,9,10,11 SKILLSOFT PLC. . . . . . . . SPONSORED ADR 830928107 3,905 378,398 SH Defined 5,6,8,9,10,11 SKYWEST INC. . . . . . . . . COM 830879102 59 4,150 SH Defined 5,6,16 SKYWORKS SOLUTIONS INC . . . COM 83088M102 8 500 SH Defined 1.4 SL GREEN RLTY CORP . . . . . COM 78440X101 9,905 172,958 SH Defined 5.6 SL GREEN RLTY CORP . . . . . COM 78440X101 1,201 20,963 SH Defined 5.6 SL GREEN RLTY CORP . . . . . COM 78440X101 23 400 SH Defined 1.4 SL GREEN RLTY CORP . . . . . COM 78440X101 12 205 SH Defined 5,6,8,9,10,11 SL GREEN RLTY CORP . . . . . COM 78440X101 1,489 26,005 SH Defined 5,6,16 SLM CORP . . . . . . . . . . COM 78442P106 1,571 125,482 SH Defined 5.6 SMART BALANCE INC. . . . . . COM 83169Y108 6 908 SH Defined 5,6,8,9,10,11 SMART MODULAR TECHNOLOGIES I ORD SHS G82245104 6 763 SH Defined 5,6,8,9,10,11 SMITH A O. . . . . . . . . . COM 831865209 126 2,400 SH Defined 5.13 SMITH INTL INC . . . . . . . COM 832110100 1,236 28,854 SH Defined 5.6 SMITH INTL INC . . . . . . . COM 832110100 2,908 67,921 SH Defined 1.4 SMITH INTL INC . . . . . . . COM 832110100 6,327 147,753 SH Defined 5,6,8,9,10,11 SMITH INTL INC . . . . . . . COM 832110100 2,386 55,721 SH Defined 5,6,8,9,10,11 SMITH INTL INC . . . . . . . COM 832110100 2,309 53,935 SH Defined 5,6,8,9,10,11 SMITH INTL INC . . . . . . . COM 832110100 962 22,464 SH Defined 5,6,8,9,10,11 SMITH INTL INC . . . . . . . COM 832110100 792 18,485 SH Defined 5,6,8,9,10,11 SMITH INTL INC . . . . . . . COM 832110100 107 2,500 SH Defined 5,6,8,9,10,11 SMITH INTL INC . . . . . . . COM 832110100 58 1,364 SH Defined 5,6,8,9,10,11 SMITH INTL INC . . . . . . . COM 832110100 137 3,190 SH Defined 1 SMITH MICRO SOFTWARE INC . . COM 832154108 7 835 SH Defined 5,6,8,9,10,11 SMITHFIELD FOODS INC . . . . NOTE 4.000% 6/3 832248AR9 542 472,000 PRN Defined 5,6,8,9,10,11 SMUCKER J M CO . . . . . . . COM NEW 832696405 727 12,067 SH Defined 5.6 SMUCKER J M CO . . . . . . . COM NEW 832696405 12 200 SH Defined 1.4 SMUCKER J M CO . . . . . . . COM NEW 832696405 0 2 SH Defined 1.3 SMUCKER J M CO . . . . . . . COM NEW 832696405 25 413 SH Defined 5.13 SMUCKER J M CO . . . . . . . COM NEW 832696405 233 3,867 SH Defined 1 SNAP ON INC. . . . . . . . . COM 833034101 2,129 49,116 SH Defined 5.6 SNAP ON INC. . . . . . . . . COM 833034101 11 250 SH Defined 5,6,8,9,10,11 SNAP ON INC. . . . . . . . . COM 833034101 65 1,490 SH Defined 5,6,16 SNAP ON INC. . . . . . . . . COM 833034101 207 4,770 SH Defined 1 SOCIEDAD QUIMICA MINERA DE C SPON ADR SER B 833635105 10,787 288,500 SH Defined 5.6 SOCIEDAD QUIMICA MINERA DE C SPON ADR SER B 833635105 2,299 61,500 SH Defined 5.6 SOCIEDAD QUIMICA MINERA DE C SPON ADR SER B 833635105 13 353 SH Defined 5,6,8,9,10,11 SOHU COM INC . . . . . . . . COM 83408W103 221 4,050 SH Defined 1.4 SOHU COM INC . . . . . . . . COM 83408W103 710 13,000 SH Defined 1.2 SOHU COM INC . . . . . . . . COM 83408W103 4 73 SH Defined 5,6,8,9,10,11 SOHU COM INC . . . . . . . . COM 83408W103 309 5,655 SH Defined 5.7 SOHU COM INC . . . . . . . . COM 83408W103 25 463 SH Defined 5.7 SOLARFUN POWER HOLDINGS CO L SPONSORED ADR 83415U108 37 4,738 SH Defined 1.4 SOLARWINDS INC . . . . . . . COM 83416B109 30 1,401 SH Defined 5,6,8,9,10,11 SOLITARIO EXPL & RTY CORP. . COM 8342EP107 155 75,247 SH Defined 5,6,8,9,10,11 SONIC AUTOMOTIVE INC . . . . NOTE 5.000%10/0 83545GAQ5 847 750,000 PRN Defined 5,6,8,9,10,11 SONIC CORP . . . . . . . . . COM 835451105 78 7,075 SH Defined 5,6,16 SONICWALL INC. . . . . . . . COM 835470105 9 1,000 SH Defined 5,6,16 SONOCO PRODS CO. . . . . . . COM 835495102 160 5,200 SH Defined 5.13 SONUS NETWORKS INC . . . . . COM 835916107 10 4,000 SH Defined 1.4 SONY CORP. . . . . . . . . . ADR NEW 835699307 48 1,250 SH Defined 1.4 SOTHEBYS . . . . . . . . . . COM 835898107 884 28,427 SH Defined 1.4 SOTHEBYS . . . . . . . . . . NOTE 3.125% 6/1 835898AC1 1,593 1,418,000 PRN Defined 5,6,8,9,10,11 SOUTH FINL GROUP INC . . . . COM 837841105 4 6,000 SH Defined 1.4 SOUTH JERSEY INDS INC. . . . COM 838518108 25 606 SH Defined 5,6,8,9,10,11 SOUTHERN CO. . . . . . . . . COM 842587107 4,041 121,876 SH Defined 5.6 SOUTHERN CO. . . . . . . . . COM 842587107 202 6,100 SH Defined 1.4 SOUTHERN CO. . . . . . . . . COM 842587107 371 11,177 SH Defined 5,6,8,9 SOUTHERN CO. . . . . . . . . COM 842587107 1,343 40,500 SH Defined 5.7 SOUTHERN CO. . . . . . . . . COM 842587107 1,996 60,201 SH Defined 1 SOUTHERN COPPER CORP . . . . COM 84265V105 67 2,100 SH Defined 5.6 SOUTHERN COPPER CORP . . . . COM 84265V105 2,863 90,400 SH Defined 5.6 SOUTHERN COPPER CORP . . . . COM 84265V105 19 600 SH Defined 1.4 SOUTHERN COPPER CORP . . . . COM 84265V105 22 703 SH Defined 5,6,8,9,10,11 SOUTHERN COPPER CORP . . . . COM 84265V105 41 1,282 SH Defined 1 SOUTHERN UN CO NEW . . . . . COM 844030106 30 1,200 SH Defined 5,6,16 SOUTHWEST AIRLS CO . . . . . COM 844741108 1,513 114,475 SH Defined 5.6 SOUTHWEST AIRLS CO . . . . . COM 844741108 0 20 SH Defined 1.4 SOUTHWEST AIRLS CO . . . . . COM 844741108 64 4,837 SH Defined 1 SOUTHWEST GAS CORP . . . . . COM 844895102 36 1,214 SH Defined 5,6,16 SOUTHWEST WTR CO . . . . . . COM 845331107 7 695 SH Defined 5,6,8,9,10,11 SOUTHWESTERN ENERGY CO . . . COM 845467109 49,459 1,214,614 SH Defined 5.6 SOUTHWESTERN ENERGY CO . . . COM 845467109 2,903 71,300 SH Defined 5.6 SOUTHWESTERN ENERGY CO . . . COM 845467109 54 1,334 SH Defined 1.4 SOUTHWESTERN ENERGY CO . . . COM 845467109 169 4,150 SH Defined 5,6,8,9,10,11 SOUTHWESTERN ENERGY CO . . . COM 845467109 104 2,560 SH Defined 5,6,8,9,10,11 SOUTHWESTERN ENERGY CO . . . COM 845467109 1,222 30,000 SH Defined 5.7 SOUTHWESTERN ENERGY CO . . . COM 845467109 318 7,800 SH Defined 5.7 SOUTHWESTERN ENERGY CO . . . COM 845467109 105 2,590 SH Defined 5.7 SOUTHWESTERN ENERGY CO . . . COM 845467109 553 13,570 SH Defined 5.13 SOUTHWESTERN ENERGY CO . . . COM 845467109 407 10,000 SH Defined 5,6,16 SOUTHWESTERN ENERGY CO . . . COM 845467109 784 19,261 SH Defined 5.12 SOUTHWESTERN ENERGY CO . . . COM 845467109 1,023 25,118 SH Defined 1 SOVRAN SELF STORAGE INC. . . COM 84610H108 2,130 61,096 SH Defined 5.6 SOVRAN SELF STORAGE INC. . . COM 84610H108 279 8,000 SH Defined 5.6 SOVRAN SELF STORAGE INC. . . COM 84610H108 21 604 SH Defined 5,6,8,9,10,11 SOVRAN SELF STORAGE INC. . . COM 84610H108 605 17,369 SH Defined 5,6,16 SPARK NETWORKS INC . . . . . COM 84651P100 17 4,729 SH Defined 5,6,8,9,10,11 SPARTAN MTRS INC . . . . . . COM 846819100 9 1,567 SH Defined 5,6,8,9,10,11 SPDR DOW JONES INDL AVRG ETF UT SER 1 78467X109 7 68 SH Defined 5,6,8,9,10,11 SPDR DOW JONES INDL AVRG ETF UT SER 1 78467X109 326 3,000 SH Defined 5.6 SPDR GOLD TRUST. . . . . . . SHS GOLD 78463V107 68 620 SH Defined 5.6 SPDR GOLD TRUST. . . . . . . SHS GOLD 78463V107 1,259 11,555 SH Defined 1.4 SPDR GOLD TRUST. . . . . . . SHS GOLD 78463V107 50,999 468,136 SH Defined 5.12 SPDR INDEX SHS FDS . . . . . ASIA PACIF ETF 78463X301 2,977 39,454 SH Defined 5.6 SPDR INDEX SHS FDS . . . . . S&P CHINA ETF 78463X400 102 1,410 SH Defined 5.6 SPDR INDEX SHS FDS . . . . . EUROPE ETF 78463X608 1,151 25,255 SH Defined 5.6 SPDR INDEX SHS FDS . . . . . LATIN AMER ETF 78463X707 2,375 29,446 SH Defined 5.6 SPDR INDEX SHS FDS . . . . . S&P BRIC 40ETF 78463X798 8 300 SH Defined 1.4 SPDR S&P MIDCAP 400 ETF TR . UTSER1 S&PDCRP 78467Y107 29 200 SH Defined 5,6,8,9,10,11 SPDR SERIES TRUST. . . . . . S&P METALS MNG 78464A755 795 14,000 SH Defined 5.6 SPDR SERIES TRUST. . . . . . BRCLYS YLD ETF 78464A417 205 5,150 SH Defined 1.4 SPDR SERIES TRUST. . . . . . KBW REGL BKG 78464A698 25 957 SH Defined 1.4 SPDR SERIES TRUST. . . . . . S&P METALS MNG 78464A755 17 300 SH Defined 1.4 SPDR SERIES TRUST. . . . . . KBW BK ETF 78464A797 69 2,680 SH Defined 1.4 SPDR SERIES TRUST. . . . . . S&P BIOTECH 78464A870 1,448 24,150 SH Defined 1.4 SPDR SERIES TRUST. . . . . . S&P HOMEBUILD 78464A888 47 2,787 SH Defined 1.4 SPDR SERIES TRUST. . . . . . S&P OILGAS EXP 78464A730 308 7,320 SH Defined 5,6,8,9,10,11 SPDR TR. . . . . . . . . . . UNIT SER 1 78462F103 9,524 81,410 SH Defined 5.6 SPDR TR. . . . . . . . . . . UNIT SER 1 78462F103 9,740 83,260 SH Defined SPDR TR. . . . . . . . . . . UNIT SER 1 78462F103 1,310 11,200 SH Defined 5.6 SPDR TR. . . . . . . . . . . UNIT SER 1 78462F103 3,391 28,990 SH Defined 5.12 SPECTRA ENERGY CORP. . . . . COM 847560109 2,683 119,092 SH Defined 5.6 SPECTRA ENERGY CORP. . . . . COM 847560109 122 5,395 SH Defined 1 SPECTRUM CTL INC . . . . . . COM 847615101 17 1,487 SH Defined 5,6,8,9,10,11 SPECTRUM PHARMACEUTICALS INC COM 84763A108 18 4,000 SH Defined 1.4 SPIRIT AEROSYSTEMS HLDGS INC COM CL A 848574109 39 1,649 SH Defined 5,6,8,9,10,11 SPIRIT AEROSYSTEMS HLDGS INC COM CL A 848574109 884 37,800 SH Defined 5.12 SPORT SUPPLY GROUP INC DEL . COM 84916A104 744 55,390 SH Defined 5,6,8,9,10,11 SPREADTRUM COMMUNICATIONS IN ADR 849415203 692 123,583 SH Defined 1.4 SPRINT NEXTEL CORP . . . . . COM SER 1 852061100 1,217 320,376 SH Defined 5.6 SPRINT NEXTEL CORP . . . . . COM SER 1 852061100 125 32,768 SH Defined 1.4 SPRINT NEXTEL CORP . . . . . COM SER 1 852061100 126 33,120 SH Defined 5,6,8,9,10,11 SPRINT NEXTEL CORP . . . . . COM SER 1 852061100 56 14,700 SH Defined 5,6,8,9,10,11 SPRINT NEXTEL CORP . . . . . COM SER 1 852061100 9 2,388 SH Defined 5,6,8,9,10,11 SPRINT NEXTEL CORP . . . . . COM SER 1 852061100 152 40,000 SH Defined 5.7 SPRINT NEXTEL CORP . . . . . COM SER 1 852061100 101 26,500 SH Defined 5.7 SPRINT NEXTEL CORP . . . . . COM SER 1 852061100 0 1 SH Defined 5.12 SPRINT NEXTEL CORP . . . . . COM SER 1 852061100 0 1 SH Defined 5.12 SPRINT NEXTEL CORP . . . . . COM SER 1 852061100 1,021 268,756 SH Defined 1 SPX CORP . . . . . . . . . . COM 784635104 896 13,510 SH Defined 5.6 SPX CORP . . . . . . . . . . COM 784635104 20 302 SH Defined 5,6,8,9,10,11 SPX CORP . . . . . . . . . . COM 784635104 393 5,930 SH Defined 5.12 SPX CORP . . . . . . . . . . COM 784635104 49,316 743,600 SH Defined 5,6,14,15 SPX CORP . . . . . . . . . . COM 784635104 79 1,196 SH Defined 1 SRA INTL INC . . . . . . . . CL A 78464R105 24 1,171 SH Defined 5,6,8,9,10,11 ST JUDE MED INC. . . . . . . COM 790849103 2,216 53,981 SH Defined 5.6 ST JUDE MED INC. . . . . . . COM 790849103 19 456 SH Defined 5,6,8,9,10,11 ST JUDE MED INC. . . . . . . COM 790849103 8,210 200,000 SH Defined 5.7 ST JUDE MED INC. . . . . . . COM 790849103 698 17,000 SH Defined 5.7 ST JUDE MED INC. . . . . . . COM 790849103 230 5,600 SH Defined 5.7 ST JUDE MED INC. . . . . . . COM 790849103 51 1,233 SH Defined 1 ST MARY LD & EXPL CO . . . . COM 792228108 132 3,800 SH Defined 5,6,8,9,10,11 ST MARY LD & EXPL CO . . . . COM 792228108 9 264 SH Defined 5,6,8,9,10,11 ST MARY LD & EXPL CO . . . . COM 792228108 80 2,300 SH Defined 5.13 STAGE STORES INC . . . . . . COM NEW 85254C305 37 2,436 SH Defined 5,6,16 STANCORP FINL GROUP INC. . . COM 852891100 53 1,119 SH Defined 5,6,8,9,10,11 STANDARD PARKING CORP. . . . COM 853790103 37 2,242 SH Defined 5,6,8,9,10,11 STANLEY BLACK & DECKER INC . COM 854502101 1,825 31,783 SH Defined 5.6 STANLEY BLACK & DECKER INC . COM 854502101 54 932 SH Defined 1.4 STANLEY BLACK & DECKER INC . COM 854502101 19 327 SH Defined 5,6,8,9,10,11 STANLEY BLACK & DECKER INC . COM 854502101 4,495 78,300 SH Defined 5,6,14,15 STANLEY BLACK & DECKER INC . COM 854502101 80 1,400 SH Defined 5,6,14,15 STANLEY BLACK & DECKER INC . COM 854502101 1,579 27,510 SH Defined 1 STAPLES INC. . . . . . . . . COM 855030102 4,157 177,732 SH Defined 5.6 STAPLES INC. . . . . . . . . COM 855030102 35 1,484 SH Defined 1.4 STAPLES INC. . . . . . . . . COM 855030102 28 1,182 SH Defined 5,6,8,9,10,11 STAPLES INC. . . . . . . . . COM 855030102 68 2,925 SH Defined 1 STARBUCKS CORP . . . . . . . COM 855244109 2,982 122,855 SH Defined 5.6 STARBUCKS CORP . . . . . . . COM 855244109 12 513 SH Defined 5,6,8,9,10,11 STARBUCKS CORP . . . . . . . COM 855244109 308 12,700 SH Defined 5.7 STARBUCKS CORP . . . . . . . COM 855244109 101 4,150 SH Defined 5.7 STARWOOD HOTELS&RESORTS WRLD COM 85590A401 945 20,260 SH Defined 5.6 STARWOOD HOTELS&RESORTS WRLD COM 85590A401 69 1,480 SH Defined 5,6,8,9,10,11 STARWOOD HOTELS&RESORTS WRLD COM 85590A401 289 6,190 SH Defined 5.13 STARWOOD HOTELS&RESORTS WRLD COM 85590A401 29 617 SH Defined STARWOOD HOTELS&RESORTS WRLD COM 85590A401 476 10,200 SH Defined 5,6,16 STARWOOD PPTY TR INC . . . . COM 85571B105 10 532 SH Defined 5,6,8,9,10,11 STATE STR CORP . . . . . . . COM 857477103 17,177 380,531 SH Defined 5.6 STATE STR CORP . . . . . . . COM 857477103 23 500 SH Defined 5.6 STATE STR CORP . . . . . . . COM 857477103 51 1,125 SH Defined 1.4 STATE STR CORP . . . . . . . COM 857477103 62 1,378 SH Defined 5,6,8,9,10,11 STATE STR CORP . . . . . . . COM 857477103 4,514 100,000 SH Defined 5.7 STATE STR CORP . . . . . . . COM 857477103 2,840 62,911 SH Defined 5.7 STATE STR CORP . . . . . . . COM 857477103 533 11,800 SH Defined 5.7 STATE STR CORP . . . . . . . COM 857477103 176 3,890 SH Defined 5.7 STATE STR CORP . . . . . . . COM 857477103 113 2,500 SH Defined 5.7 STATE STR CORP . . . . . . . COM 857477103 41 900 SH Defined 5.7 STATE STR CORP . . . . . . . COM 857477103 298 6,600 SH Defined 5.13 STATE STR CORP . . . . . . . COM 857477103 429 9,500 SH Defined 5,6,16 STATE STR CORP . . . . . . . COM 857477103 72 1,600 SH Defined 5,6,14,15 STATE STR CORP . . . . . . . COM 857477103 774 17,136 SH Defined 1 STATOIL ASA. . . . . . . . . SPONSORED ADR 85771P102 0 2 SH Defined 1.4 STEC INC . . . . . . . . . . COM 784774101 60 5,000 SH Defined 1.4 STEEL DYNAMICS INC . . . . . COM 858119100 7,348 420,600 SH Defined 5.6 STEEL DYNAMICS INC . . . . . COM 858119100 89 5,091 SH Defined 5,6,8,9,10,11 STEEL DYNAMICS INC . . . . . COM 858119100 26 1,480 SH Defined 5,6,8,9,10,11 STEEL DYNAMICS INC . . . . . NOTE 5.125% 6/1 858119AP5 962 779,000 PRN Defined 5,6,8,9,10,11 STEPAN CO. . . . . . . . . . COM 858586100 7 131 SH Defined 5,6,8,9,10,11 STERICYCLE INC . . . . . . . COM 858912108 762 13,980 SH Defined 5.6 STERICYCLE INC . . . . . . . COM 858912108 2 44 SH Defined 1.4 STERICYCLE INC . . . . . . . COM 858912108 371 6,816 SH Defined 1 STERIS CORP. . . . . . . . . COM 859152100 12 370 SH Defined 1.4 STERLING BANCSHARES INC. . . COM 858907108 7 1,325 SH Defined 5,6,8,9,10,11 STERLING BANCSHARES INC. . . COM 858907108 59 10,600 SH Defined 5,6,16 STERLING BANKS INC . . . . . COM 85915B100 31 13,155 SH Defined 5,6,8,9,10,11 STERLING CONSTRUCTION CO INC COM 859241101 20 1,261 SH Defined 5,6,8,9,10,11 STERLITE INDS INDIA LTD. . . ADS 859737207 9,143 491,300 SH Defined 5.6 STERLITE INDS INDIA LTD. . . ADS 859737207 6,800 365,400 SH Defined 5.6 STERLITE INDS INDIA LTD. . . ADS 859737207 164 8,810 SH Defined STERLITE INDS INDIA LTD. . . NOTE 4.000%10/3 859737AB4 453 430,000 PRN Defined 5,6,8,9,10,11 STERLITE INDS INDIA LTD. . . ADS 859737207 493 26,492 SH Defined 5.7 STERLITE INDS INDIA LTD. . . ADS 859737207 354 19,000 SH Defined 5.7 STERLITE INDS INDIA LTD. . . ADS 859737207 114 6,121 SH Defined 5.7 STERLITE INDS INDIA LTD. . . NOTE 4.000%10/3 859737AB4 4 4,000 PRN Defined 5.12 STERLITE INDS INDIA LTD. . . ADS 859737207 24 1,270 SH Defined 1 STEWART ENTERPRISES INC. . . CL A 860370105 69 11,100 SH Defined 5,6,16 STIFEL FINL CORP . . . . . . COM 860630102 5 94 SH Defined 5,6,8,9,10,11 STILLWATER MNG CO. . . . . . COM 86074Q102 20 1,560 SH Defined 1.4 STILLWATER MNG CO. . . . . . COM 86074Q102 41 3,147 SH Defined 5,6,16 STMICROELECTRONICS N V . . . NY REGISTRY 861012102 882 89,500 SH Defined 1.4 STMICROELECTRONICS N V . . . NY REGISTRY 861012102 268 27,165 SH Defined 1 STONE ENERGY CORP. . . . . . COM 861642106 36 2,040 SH Defined 1.4 STONE ENERGY CORP. . . . . . COM 861642106 6 359 SH Defined 5,6,8,9,10,11 STONE ENERGY CORP. . . . . . COM 861642106 0 1 SH Defined 5,6,16 STR HLDGS INC. . . . . . . . COM 78478V100 45 1,935 SH Defined 5,6,8,9,10,11 STRATEGIC HOTELS & RESORTS I COM 86272T106 69 16,300 SH Defined 5.6 STRATEGIC HOTELS & RESORTS I COM 86272T106 11 2,550 SH Defined 1.4 STRATEGIC HOTELS & RESORTS I COM 86272T106 6 1,447 SH Defined 5,6,8,9,10,11 STRAYER ED INC . . . . . . . COM 863236105 849 3,487 SH Defined 5,6,8,9,10,11 STRAYER ED INC . . . . . . . COM 863236105 146 598 SH Defined 5,6,16 STRAYER ED INC . . . . . . . COM 863236105 1,376 5,650 SH Defined 5.12 STRYKER CORP . . . . . . . . COM 863667101 1,736 30,345 SH Defined 5.6 STRYKER CORP . . . . . . . . COM 863667101 114 2,001 SH Defined 5,6,8,9,10,11 STRYKER CORP . . . . . . . . COM 863667101 475 8,300 SH Defined 5.13 STRYKER CORP . . . . . . . . COM 863667101 515 9,000 SH Defined 5,6,16 STRYKER CORP . . . . . . . . COM 863667101 825 14,425 SH Defined 1 SUCCESSFACTORS INC . . . . . COM 864596101 22 1,137 SH Defined 5,6,8,9,10,11 SULPHCO INC. . . . . . . . . COM 865378103 73 253,041 SH Defined 1.4 SUN COMMUNITIES INC. . . . . COM 866674104 1,043 41,378 SH Defined 5.6 SUN COMMUNITIES INC. . . . . COM 866674104 214 8,500 SH Defined 5.6 SUN LIFE FINL INC. . . . . . COM 866796105 15,463 482,425 SH Defined 5.6 SUN LIFE FINL INC. . . . . . COM 866796105 664 20,700 SH Defined 1.2 SUN LIFE FINL INC. . . . . . COM 866796105 35 1,100 SH Defined 5,6,8,9,10,11 SUN LIFE FINL INC. . . . . . COM 866796105 37 1,166 SH Defined 1 SUNCOR ENERGY INC NEW. . . . COM 867224107 17,416 537,434 SH Defined 5.6 SUNCOR ENERGY INC NEW. . . . COM 867224107 154 4,750 SH Defined 1.4 SUNCOR ENERGY INC NEW. . . . COM 867224107 2,405 74,206 SH Defined 1.2 SUNCOR ENERGY INC NEW. . . . COM 867224107 224 6,900 SH Defined 5,6,8,9,10,11 SUNCOR ENERGY INC NEW. . . . COM 867224107 51 1,589 SH Defined 5,6,8,9,10,11 SUNCOR ENERGY INC NEW. . . . COM 867224107 0 1 SH Defined 5,6,8,9 SUNCOR ENERGY INC NEW. . . . COM 867224107 324 10,000 SH Defined 5.7 SUNCOR ENERGY INC NEW. . . . COM 867224107 97 3,000 SH Defined 5.7 SUNCOR ENERGY INC NEW. . . . COM 867224107 2,172 67,016 SH Defined 5.13 SUNCOR ENERGY INC NEW. . . . COM 867224107 6,430 198,419 SH Defined 5.12 SUNCOR ENERGY INC NEW. . . . COM 867224107 1,323 40,836 SH Defined 5.12 SUNCOR ENERGY INC NEW. . . . COM 867224107 23,048 711,208 SH Defined 5,6,14,15 SUNCOR ENERGY INC NEW. . . . COM 867224107 458 14,144 SH Defined 5,6,14,15 SUNCOR ENERGY INC NEW. . . . COM 867224107 192 5,925 SH Defined 1 SUNOCO INC . . . . . . . . . COM 86764P109 835 28,108 SH Defined 5.6 SUNOCO INC . . . . . . . . . COM 86764P109 27 920 SH Defined 1.4 SUNOCO INC . . . . . . . . . COM 86764P109 259 8,722 SH Defined 5,6,8,9,10,11 SUNOCO INC . . . . . . . . . COM 86764P109 128 4,325 SH Defined 5.12 SUNOCO INC . . . . . . . . . COM 86764P109 21 692 SH Defined 1 SUNPOWER CORP. . . . . . . . COM CL B 867652307 56 3,375 SH Defined 5.6 SUNPOWER CORP. . . . . . . . COM CL A 867652109 892 47,209 SH Defined 1.4 SUNPOWER CORP. . . . . . . . COM CL A 867652109 26 1,370 SH Defined 5,6,8,9,10,11 SUNPOWER CORP. . . . . . . . COM CL A 867652109 24 1,269 SH Defined 5,6,8,9,10,11 SUNPOWER CORP. . . . . . . . DBCV 4.750% 4/1 867652AC3 662 690,000 PRN Defined 5,6,8,9,10,11 SUNPOWER CORP. . . . . . . . COM CL B 867652307 149 8,900 SH Defined 5.13 SUNPOWER CORP. . . . . . . . COM CL B 867652307 219 13,100 SH Defined 5,6,16 SUNPOWER CORP. . . . . . . . DBCV 4.750% 4/1 867652AC3 12 12,000 PRN Defined 5.12 SUNPOWER CORP. . . . . . . . COM CL A 867652109 20 1,037 SH Defined 1 SUNPOWER CORP. . . . . . . . COM CL B 867652307 9 546 SH Defined 1 SUNPOWERCORP . . . . . . . . DBCV 1.250% 2/1 867652AA7 1,274 1,385,000 PRN Defined 5,6,8,9,10,11 SUNSTONE HOTEL INVS INC NEW. COM 867892101 2,437 218,146 SH Defined 5.6 SUNSTONE HOTEL INVS INC NEW. COM 867892101 236 21,161 SH Defined 5.6 SUNSTONE HOTEL INVS INC NEW. COM 867892101 948 84,898 SH Defined 5,6,16 SUNTECH PWR HLDGS CO LTD . . ADR 86800C104 4,772 340,400 SH Defined 5.6 SUNTECH PWR HLDGS CO LTD . . ADR 86800C104 158 11,300 SH Defined 5.6 SUNTECH PWR HLDGS CO LTD . . ADR 86800C104 261 18,637 SH Defined 1.4 SUNTECH PWR HLDGS CO LTD . . ADR 86800C104 74 5,250 SH Defined 5,6,8,9,10,11 SUNTECH PWR HLDGS CO LTD . . NOTE 3.000% 3/1 86800CAE4 1,302 1,535,000 PRN Defined 5,6,8,9,10,11 SUNTECH PWR HLDGS CO LTD . . ADR 86800C104 303 21,609 SH Defined 5.7 SUNTECH PWR HLDGS CO LTD . . ADR 86800C104 18 1,306 SH Defined 5.7 SUNTECH PWR HLDGS CO LTD . . ADR 86800C104 4 261 SH Defined 5.12 SUNTECH PWR HLDGS CO LTD . . ADR 86800C104 31 2,206 SH Defined 1 SUNTRUST BKS INC . . . . . . COM 867914103 2,714 101,297 SH Defined 5.6 SUNTRUST BKS INC . . . . . . COM 867914103 55 2,044 SH Defined 1.4 SUNTRUST BKS INC . . . . . . COM 867914103 28 1,030 SH Defined 5,6,8,9,10,11 SUNTRUST BKS INC . . . . . . COM 867914103 1,822 68,000 SH Defined 5.7 SUNTRUST BKS INC . . . . . . COM 867914103 199 7,420 SH Defined 5.7 SUNTRUST BKS INC . . . . . . COM 867914103 134 5,000 SH Defined 5.7 SUNTRUST BKS INC . . . . . . COM 867914103 80 3,000 SH Defined 5.7 SUNTRUST BKS INC . . . . . . COM 867914103 324 12,100 SH Defined 5.13 SUNTRUST BKS INC . . . . . . COM 867914103 466 17,400 SH Defined 5,6,16 SUNTRUST BKS INC . . . . . . COM 867914103 1,012 37,788 SH Defined 1 SUPERGEN INC . . . . . . . . COM 868059106 26 8,060 SH Defined 5,6,8,9,10,11 SUPERIOR ENERGY SVCS INC . . COM 868157108 203 9,668 SH Defined 5,6,8,9,10,11 SUPERIOR ENERGY SVCS INC . . COM 868157108 78 3,700 SH Defined 5.13 SUPERMEDIA INC . . . . . . . COM 868447103 1,483 36,271 SH Defined 1 SUPERTEX INC . . . . . . . . COM 868532102 3 116 SH Defined 5,6,8,9,10,11 SUPERVALU INC. . . . . . . . COM 868536103 5,978 358,394 SH Defined 5.6 SUPERVALU INC. . . . . . . . COM 868536103 6 352 SH Defined 1.4 SUPERVALU INC. . . . . . . . COM 868536103 173 10,400 SH Defined 5.13 SUPERVALU INC. . . . . . . . COM 868536103 23 1,350 SH Defined 5.12 SUPERVALU INC. . . . . . . . COM 868536103 11,859 711,000 SH Defined 5,6,14,15 SUPERVALU INC. . . . . . . . COM 868536103 215 12,900 SH Defined 5,6,14,15 SUPERVALU INC. . . . . . . . COM 868536103 595 35,681 SH Defined 1 SURMODICS INC. . . . . . . . COM 868873100 85 4,076 SH Defined 5,6,8,9,10,11 SVB FINL GROUP . . . . . . . COM 78486Q101 737 15,800 SH Defined 5.6 SVB FINL GROUP . . . . . . . COM 78486Q101 5 108 SH Defined 5,6,8,9,10,11 SVB FINL GROUP . . . . . . . COM 78486Q101 10 204 SH Defined 1 SWEDISH EXPT CR CORP . . . . ROG ARGI ETN22 870297603 78 10,950 SH Defined 5,6,8,9,10,11 SWIFT ENERGY CO. . . . . . . COM 870738101 8 261 SH Defined 5,6,8,9,10,11 SWITCH &DATA FACILITIES COM. COM 871043105 820 46,197 SH Defined 5,6,8,9,10,11 SWITCH &DATA FACILITIES COM. COM 871043105 2,746 154,622 SH Defined 5,6,8,9,10,11 SXC HEALTH SOLUTIONS CORP. . COM 78505P100 12 171 SH Defined 5,6,8,9,10,11 SXC HEALTH SOLUTIONS CORP. . COM 78505P100 52 780 SH Defined 5,6,16 SYBASE INC . . . . . . . . . COM 871130100 19 411 SH Defined 5.6 SYMANTEC CORP. . . . . . . . COM 871503108 37,101 2,192,746 SH Defined 5.6 SYMANTEC CORP. . . . . . . . COM 871503108 80 4,700 SH Defined 1.4 SYMANTEC CORP. . . . . . . . COM 871503108 10 612 SH Defined 5,6,8,9,10,11 SYMANTEC CORP. . . . . . . . COM 871503108 854 50,466 SH Defined 5.7 SYMANTEC CORP. . . . . . . . COM 871503108 401 23,700 SH Defined 5.7 SYMANTEC CORP. . . . . . . . COM 871503108 203 12,000 SH Defined 5.7 SYMANTEC CORP. . . . . . . . COM 871503108 132 7,775 SH Defined 5.7 SYMANTEC CORP. . . . . . . . COM 871503108 806 47,643 SH Defined 1 SYNAPTICS INC. . . . . . . . COM 87157D109 86 3,115 SH Defined 1.4 SYNIVERSE HLDGS INC. . . . . COM 87163F106 9 440 SH Defined 5,6,8,9,10,11 SYNNEX CORP. . . . . . . . . COM 87162W100 16 529 SH Defined 5,6,8,9,10,11 SYNOPSYS INC . . . . . . . . COM 871607107 4,470 199,802 SH Defined 5.6 SYNOPSYS INC . . . . . . . . COM 871607107 333 14,900 SH Defined 5.13 SYNOPSYS INC . . . . . . . . COM 871607107 79 3,535 SH Defined 1 SYNOVIS LIFE TECHNOLOGIES IN COM 87162G105 165 10,650 SH Defined 5.12 SYNOVUS FINL CORP. . . . . . COM 87161C105 48 14,719 SH Defined 1.4 SYNOVUS FINL CORP. . . . . . COM 87161C105 68 20,555 SH Defined 5,6,16 SYNTROLEUM CORP. . . . . . . COM 871630109 6 2,800 SH Defined 1.4 SYSCO CORP . . . . . . . . . COM 871829107 18,738 635,203 SH Defined 5.6 SYSCO CORP . . . . . . . . . COM 871829107 38 1,300 SH Defined 5.6 SYSCO CORP . . . . . . . . . COM 871829107 9 300 SH Defined 1.4 SYSCO CORP . . . . . . . . . COM 871829107 2,763 93,655 SH Defined 1.3 SYSCO CORP . . . . . . . . . COM 871829107 1,095 37,122 SH Defined 1.2 SYSCO CORP . . . . . . . . . COM 871829107 18 613 SH Defined 5,6,8,9,10,11 SYSCO CORP . . . . . . . . . COM 871829107 5 184 SH Defined 5,6,8,9,10,11 SYSCO CORP . . . . . . . . . COM 871829107 3,241 109,870 SH Defined 5.12 SYSCO CORP . . . . . . . . . COM 871829107 117 3,973 SH Defined 1 TAIWAN GREATER CHINA FD. . . SH BEN INT 874037104 30 4,758 SH Defined 5.12 TAIWAN SEMICONDUCTOR MFG LTD SPONSORED ADR 874039100 9,028 860,674 SH Defined 5.6 TAIWAN SEMICONDUCTOR MFG LTD SPONSORED ADR 874039100 1,145 109,167 SH Defined 5.6 TAIWAN SEMICONDUCTOR MFG LTD SPONSORED ADR 874039100 7 650 SH Defined 1.4 TAIWAN SEMICONDUCTOR MFG LTD SPONSORED ADR 874039100 13 1,282 SH Defined 5,6,8,9,10,11 TAIWAN SEMICONDUCTOR MFG LTD SPONSORED ADR 874039100 3,719 354,522 SH Defined 5.12 TAIWAN SEMICONDUCTOR MFG LTD SPONSORED ADR 874039100 252 24,061 SH Defined 1 TAKE-TWO INTERACTIVE SOFTWAR COM 874054109 38 3,819 SH Defined 1.4 TAKE-TWO INTERACTIVE SOFTWAR COM 874054109 63 6,383 SH Defined 5,6,8,9,10,11 TAKE-TWO INTERACTIVE SOFTWAR NOTE 4.375% 6/0 874054AA7 324 276,000 PRN Defined 5,6,8,9,10,11 TAKE-TWO INTERACTIVE SOFTWAR COM 874054109 79 8,057 SH Defined 5.12 TALBOTS INC. . . . . . . . . COM 874161102 46 3,573 SH Defined 5,6,8,9,10,11 TALISMAN ENERGY INC. . . . . COM 87425E103 1,596 93,675 SH Defined 5.6 TALISMAN ENERGY INC. . . . . COM 87425E103 1,271 74,600 SH Defined 1.2 TALISMAN ENERGY INC. . . . . COM 87425E103 5 306 SH Defined 5,6,8,9,10,11 TALISMAN ENERGY INC. . . . . COM 87425E103 1,363 80,000 SH Defined 5.12 TALISMAN ENERGY INC. . . . . COM 87425E103 67 3,907 SH Defined 1 TAM SA . . . . . . . . . . . SP ADR REP PFD 87484D103 4,069 239,900 SH Defined 5.6 TAM SA . . . . . . . . . . . SP ADR REP PFD 87484D103 752 44,314 SH Defined 5.6 TAM SA . . . . . . . . . . . SP ADR REP PFD 87484D103 57 3,360 SH Defined 1.4 TAM SA . . . . . . . . . . . SP ADR REP PFD 87484D103 41 2,446 SH Defined 5,6,8,9,10,11 TAM SA . . . . . . . . . . . SP ADR REP PFD 87484D103 17 1,000 SH Defined 1 TANGER FACTORY OUTLET CTRS I COM 875465106 3,862 89,476 SH Defined 5.6 TANGER FACTORY OUTLET CTRS I COM 875465106 501 11,600 SH Defined 5.6 TANGER FACTORY OUTLET CTRS I COM 875465106 959 22,211 SH Defined 5,6,16 TANZANIAN ROYALTY EXPL CORP. COM 87600U104 5 1,187 SH Defined 5,6,8,9,10,11 TARGACEPT INC. . . . . . . . COM 87611R306 11,597 589,895 SH Defined 5.12 TARGET CORP. . . . . . . . . COM 87612E106 34,516 656,201 SH Defined 5.6 TARGET CORP. . . . . . . . . COM 87612E106 32 600 SH Defined 5.6 TARGET CORP. . . . . . . . . COM 87612E106 98 1,869 SH Defined 1 TARGET CORP. . . . . . . . . COM 87612E106 10,520 200,000 SH Defined 5.7 TARGET CORP. . . . . . . . . COM 87612E106 679 12,900 SH Defined 5.7 TARGET CORP. . . . . . . . . COM 87612E106 222 4,230 SH Defined 5.7 TARGET CORP. . . . . . . . . COM 87612E106 316 6,000 SH Defined 5.13 TARGET CORP. . . . . . . . . COM 87612E106 458 8,700 SH Defined 5,6,16 TARGET CORP. . . . . . . . . COM 87612E106 673 12,788 SH Defined 1 TASEKO MINES LTD . . . . . . COM 876511106 1,532 294,000 SH Defined 5.12 TASER INTL INC . . . . . . . COM 87651B104 18 3,036 SH Defined 1.4 TATA COMMUNICATIONS LTD. . . SPONS ADR 876564105 2 170 SH Defined 1.4 TATA MTRS LTD. . . . . . . . SPONSORED ADR 876568502 4,820 261,100 SH Defined 5.6 TATA MTRS LTD. . . . . . . . SPONSORED ADR 876568502 262 14,195 SH Defined TATA MTRS LTD. . . . . . . . SPONSORED ADR 876568502 181 9,800 SH Defined 1.4 TATA MTRS LTD. . . . . . . . SPONSORED ADR 876568502 1,095 59,300 SH Defined 1.2 TATA MTRS LTD. . . . . . . . SPONSORED ADR 876568502 68 3,683 SH Defined 5.7 TATA MTRS LTD. . . . . . . . SPONSORED ADR 876568502 29 1,594 SH Defined 1 TAUBMAN CTRS INC . . . . . . COM 876664103 3,520 88,182 SH Defined 5.6 TAUBMAN CTRS INC . . . . . . COM 876664103 351 8,800 SH Defined 5.6 TAUBMAN CTRS INC . . . . . . COM 876664103 650 16,289 SH Defined 5,6,16 TBS INTERNATIONAL PLC. . . . CL A SHS G8657Q104 2 218 SH Defined 1.4 TCF FINL CORP. . . . . . . . COM 872275102 175 10,950 SH Defined 5.12 TD AMERITRADE HLDG CORP. . . COM 87236Y108 362 19,004 SH Defined 5.6 TD AMERITRADE HLDG CORP. . . COM 87236Y108 132 6,907 SH Defined 5,6,8,9,10,11 TD AMERITRADE HLDG CORP. . . COM 87236Y108 8 403 SH Defined 5,6,8,9,10,11 TD AMERITRADE HLDG CORP. . . COM 87236Y108 125 6,533 SH Defined 1 TECH DATA CORP . . . . . . . COM 878237106 897 21,400 SH Defined 5.6 TECH DATA CORP . . . . . . . COM 878237106 14 340 SH Defined 1.4 TECH DATA CORP . . . . . . . COM 878237106 31 730 SH Defined 5,6,8,9,10,11 TECH DATA CORP . . . . . . . DBCV 2.750%12/1 878237AE6 590 560,000 PRN Defined 5,6,8,9,10,11 TECH DATA CORP . . . . . . . COM 878237106 189 4,500 SH Defined 5.13 TECH DATA CORP . . . . . . . COM 878237106 54 1,300 SH Defined 5,6,16 TECHTEAM GLOBAL INC. . . . . COM 878311109 16 2,418 SH Defined 5,6,8,9,10,11 TECHWELL INC . . . . . . . . COM 87874D101 515 27,515 SH Defined 5,6,8,9,10,11 TECHWELL INC . . . . . . . . COM 87874D101 393 21,008 SH Defined 5,6,8,9,10,11 TECHWELL INC . . . . . . . . COM 87874D101 47 2,527 SH Defined 5,6,8,9,10,11 TECK COMINCO LTD . . . . . . CL B 878742204 11,878 273,586 SH Defined 5.6 TECK COMINCO LTD . . . . . . CL B 878742204 1,493 34,400 SH Defined 1.2 TECK COMINCO LTD . . . . . . CL B 878742204 34 790 SH Defined 5,6,8,9,10,11 TECK COMINCO LTD . . . . . . CL B 878742204 75 1,718 SH Defined 5,6,8,9,10,11 TECK COMINCO LTD . . . . . . CL B 878742204 350 8,060 SH Defined 5,6,8,9,10,11 TECK COMINCO LTD . . . . . . CL B 878742204 2,757 63,500 SH Defined 5.7 TECK COMINCO LTD . . . . . . CL B 878742204 303 6,985 SH Defined 5.7 TECK COMINCO LTD . . . . . . CL B 878742204 217 5,000 SH Defined 5.7 TECK COMINCO LTD . . . . . . CL B 878742204 1,828 42,104 SH Defined 5.13 TECK COMINCO LTD . . . . . . CL B 878742204 304 7,000 SH Defined 5.13 TECK COMINCO LTD . . . . . . CL B 878742204 347 8,000 SH Defined 5,6,16 TECK COMINCO LTD . . . . . . CL B 878742204 1,891 43,550 SH Defined 5.12 TECK COMINCO LTD . . . . . . CL B 878742204 81 1,873 SH Defined 5.12 TECK COMINCO LTD . . . . . . CL B 878742204 317 7,300 SH Defined 5.12 TECK COMINCO LTD . . . . . . CL B 878742204 44 1,003 SH Defined 1 TECO ENERGY INC. . . . . . . COM 872375100 85 5,328 SH Defined 5.6 TECO ENERGY INC. . . . . . . COM 872375100 423 26,635 SH Defined 5,6,8,9,10,11 TEEKAY SHIPPING MARSHALL ISL COM Y8564W103 116 5,100 SH Defined 5.13 TEEKAY TANKERS LTD . . . . . CL A Y8565N102 46 3,630 SH Defined 5,6,8,9,10,11 TEKELEC. . . . . . . . . . . COM 879101103 5 250 SH Defined 1.4 TEKELEC. . . . . . . . . . . COM 879101103 11 627 SH Defined 5,6,8,9,10,11 TELE NORTE LESTE PART S A. . SPON ADR PFD 879246106 24,772 1,402,700 SH Defined 5.6 TELE NORTE LESTE PART S A. . SPON ADR PFD 879246106 982 55,600 SH Defined 5.6 TELE NORTE LESTE PART S A. . SPON ADR PFD 879246106 6 333 SH Defined 1.4 TELE NORTE LESTE PART S A. . SPON ADR PFD 879246106 15 860 SH Defined 5,6,8,9,10,11 TELE NORTE LESTE PART S A. . SPON ADR PFD 879246106 1,722 97,500 SH Defined 5.7 TELE NORTE LESTE PART S A. . SPON ADR PFD 879246106 231 13,100 SH Defined 5.7 TELE NORTE LESTE PART S A. . SPON ADR PFD 879246106 192 10,846 SH Defined 5.12 TELE NORTE LESTE PART S A. . SPON ADR PFD 879246106 75 4,255 SH Defined 1 TELECOM ARGENTINA S A. . . . SPON ADR REP B 879273209 4,113 219,500 SH Defined 5.6 TELECOM ARGENTINA S A. . . . SPON ADR REP B 879273209 1,158 61,800 SH Defined 5.6 TELECOM ARGENTINA S A. . . . SPON ADR REP B 879273209 15 776 SH Defined 5,6,8,9,10,11 TELECOM HLDRS TR . . . . . . DEPOSITRY RCPT 87927P200 22 900 SH Defined 5,6,8,9,10,11 TELECOMUNICACOES BRASILEIRAS SPONSORED ADR 879287308 1 200 SH Defined 1.4 TELECOMUNICACOES DE SAO PAUL SPON ADR PFD 87929A102 556 25,550 SH Defined 5.6 TELECOMUNICACOES DE SAO PAUL SPON ADR PFD 87929A102 33 1,500 SH Defined 5.6 TELEFLEX INC . . . . . . . . COM 879369106 6 100 SH Defined 1.4 TELEFLEX INC . . . . . . . . COM 879369106 13 200 SH Defined 5,6,16 TELEFONICA S A . . . . . . . SPONSORED ADR 879382208 21 300 SH Defined 1.4 TELEFONOS DE MEXICO S A. . . SPON ADR ORD L 879403780 736 47,200 SH Defined 5.12 TELEFONOS DE MEXICO S A. . . SPON ADR ORD L 879403780 37 2,378 SH Defined 1 TELEPHONE & DATA SYS INC . . COM 879433100 89 2,640 SH Defined 5.6 TELEPHONE & DATA SYS INC . . COM 879433100 68 2,000 SH Defined 5.7 TELEPHONE & DATA SYS INC . . COM 879433100 51 1,500 SH Defined 5.7 TELEPHONE & DATA SYS INC . . COM 879433100 98 2,900 SH Defined 5.13 TELEPHONE & DATA SYS INC . . COM 879433100 41 1,216 SH Defined 1 TELETECH HOLDINGS INC. . . . COM 879939106 44 2,600 SH Defined 5,6,8,9,10,11 TELLABS INC. . . . . . . . . COM 879664100 58 7,655 SH Defined 5.6 TELLABS INC. . . . . . . . . COM 879664100 166 21,924 SH Defined 1.4 TELLABS INC. . . . . . . . . COM 879664100 111 14,610 SH Defined 5,6,8,9,10,11 TELLABS INC. . . . . . . . . COM 879664100 3,785 500,000 SH Defined 5.7 TELLABS INC. . . . . . . . . COM 879664100 318 42,000 SH Defined 5.7 TELLABS INC. . . . . . . . . COM 879664100 103 13,600 SH Defined 5.7 TELLABS INC. . . . . . . . . COM 879664100 426 56,300 SH Defined 5.13 TELMEX INTERNACIONAL SAB DE. SPONS ADR SR L 879690105 205 10,613 SH Defined 5,6,8,9,10,11 TELMEX INTERNACIONAL SAB DE. SPONS ADR SR L 879690105 191 9,891 SH Defined 5,6,8,9,10,11 TELMEX INTERNACIONAL SAB DE. SPONS ADR SR L 879690105 910 47,200 SH Defined 5.12 TELUS CORP . . . . . . . . . NON-VTG SHS 87971M202 296 8,296 SH Defined 5.6 TELUS CORP . . . . . . . . . NON-VTG SHS 87971M202 31 882 SH Defined 5,6,8,9,10,11 TEMPLE INLAND INC. . . . . . COM 879868107 16 780 SH Defined 1.4 TEMPUR PEDIC INTL INC. . . . COM 88023U101 18 604 SH Defined 5,6,8,9,10,11 TENARIS S A. . . . . . . . . SPONSORED ADR 88031M109 6,166 143,600 SH Defined 5.6 TENARIS S A. . . . . . . . . SPONSORED ADR 88031M109 31 730 SH Defined 5,6,8,9,10,11 TENET HEALTHCARE CORP. . . . COM 88033G100 100 17,500 SH Defined 5.6 TENET HEALTHCARE CORP. . . . COM 88033G100 94 16,500 SH Defined 1.4 TENET HEALTHCARE CORP. . . . COM 88033G100 127 22,289 SH Defined 5,6,8,9,10,11 TENET HEALTHCARE CORP. . . . COM 88033G100 23 3,986 SH Defined 5,6,8,9,10,11 TENET HEALTHCARE CORP. . . . COM 88033G100 16,685 2,916,880 SH Defined 5.12 TENET HEALTHCARE CORP. . . . COM 88033G100 137 23,975 SH Defined 1 TENNECO INC. . . . . . . . . COM 880349105 70 2,950 SH Defined 5.12 TERADATA CORP DEL. . . . . . COM 88076W103 498 17,252 SH Defined 5.6 TERADATA CORP DEL. . . . . . COM 88076W103 29 1,004 SH Defined 1 TERADYNE INC . . . . . . . . COM 880770102 145 13,000 SH Defined 5.6 TERADYNE INC . . . . . . . . COM 880770102 357 32,000 SH Defined 1.4 TERADYNE INC . . . . . . . . COM 880770102 1,676 150,000 SH Defined 5.7 TERADYNE INC . . . . . . . . COM 880770102 168 15,000 SH Defined 5.7 TERADYNE INC . . . . . . . . COM 880770102 67 6,000 SH Defined 5.7 TEREX CORP NEW . . . . . . . COM 880779103 221 9,750 SH Defined 5.12 TERNIUM SA . . . . . . . . . SPON ADR 880890108 16,416 400,100 SH Defined 5.6 TERNIUM SA . . . . . . . . . SPON ADR 880890108 3,717 90,600 SH Defined 5.6 TERNIUM SA . . . . . . . . . SPON ADR 880890108 9,457 230,500 SH Defined 5.6 TERNIUM SA . . . . . . . . . SPON ADR 880890108 11 277 SH Defined 5,6,8,9,10,11 TERRA INDS INC . . . . . . . COM 880915103 171 3,745 SH Defined 1.4 TERRA INDS INC . . . . . . . COM 880915103 4,875 106,543 SH Defined 5,6,8,9,10,11 TERRA INDS INC . . . . . . . COM 880915103 2,260 49,390 SH Defined 5,6,8,9,10,11 TERRA INDS INC . . . . . . . COM 880915103 955 20,870 SH Defined 5,6,8,9,10,11 TERRA INDS INC . . . . . . . COM 880915103 335 7,325 SH Defined 5,6,8,9,10,11 TERRA INDS INC . . . . . . . COM 880915103 12 252 SH Defined 5,6,8,9,10,11 TERRA INDS INC . . . . . . . COM 880915103 0 8 SH Defined 5,6,8,9 TERRA INDS INC . . . . . . . COM 880915103 0 4 SH Defined 5,6,8,9 TERRA INDS INC . . . . . . . COM 880915103 2 50 SH Defined 1 TERREMARK WORLDWIDE INC. . . COM NEW 881448203 3 447 SH Defined 5,6,8,9,10,11 TERRENO RLTY CORP. . . . . . COM 88146M101 8 383 SH Defined 5,6,8,9,10,11 TESORO CORP. . . . . . . . . COM 881609101 554 39,833 SH Defined 5.6 TESORO CORP. . . . . . . . . COM 881609101 18 1,300 SH Defined 1.4 TESORO CORP. . . . . . . . . COM 881609101 104 7,500 SH Defined 5.7 TESORO CORP. . . . . . . . . COM 881609101 70 5,000 SH Defined 5.7 TESORO CORP. . . . . . . . . COM 881609101 79 5,700 SH Defined 5.12 TESORO CORP. . . . . . . . . COM 881609101 21 1,546 SH Defined 1 TESSERA TECHNOLOGIES INC . . COM 88164L100 4 200 SH Defined 1.4 TETRA TECH INC NEW . . . . . COM 88162G103 7,479 324,600 SH Defined 5.6 TETRA TECH INC NEW . . . . . COM 88162G103 297 12,900 SH Defined 5.6 TETRA TECH INC NEW . . . . . COM 88162G103 111 4,800 SH Defined 5.12 TETRA TECHNOLOGIES INC DEL . COM 88162F105 8 638 SH Defined 5,6,16 TEVA PHARMACEUTICAL FIN CO B NOTE 1.750% 2/0 88165FAA0 21,589 16,583,000 PRN Defined 5.6 TEVA PHARMACEUTICAL FIN CO B NOTE 1.750% 2/0 88165FAA0 15,622 12,000,000 PRN Defined 5.7 TEVA PHARMACEUTICAL FIN CO B NOTE 1.750% 2/0 88165FAA0 13,019 10,000,000 PRN Defined 5.7 TEVA PHARMACEUTICAL FIN CO B NOTE 1.750% 2/0 88165FAA0 4,557 3,500,000 PRN Defined 5.7 TEVA PHARMACEUTICAL FIN CO B NOTE 1.750% 2/0 88165FAA0 1,953 1,500,000 PRN Defined 5.7 TEVA PHARMACEUTICAL FIN II L DBCV 0.250% 2/0 88164RAB3 13 7,000 PRN Defined 5.12 TEVA PHARMACEUTICAL FIN II L DBCV 0.500% 2/0 88164RAA5 15 9,000 PRN Defined 5.12 TEVA PHARMACEUTICAL INDS LTD ADR 881624209 3,558 56,400 SH Defined 5.6 TEVA PHARMACEUTICAL INDS LTD ADR 881624209 580 9,200 SH Defined 5.6 TEVA PHARMACEUTICAL INDS LTD ADR 881624209 33,483 530,800 SH Defined 5.6 TEVA PHARMACEUTICAL INDS LTD ADR 881624209 89 1,409 SH Defined 1.4 TEVA PHARMACEUTICAL INDS LTD ADR 881624209 4,849 76,877 SH Defined 1.3 TEVA PHARMACEUTICAL INDS LTD ADR 881624209 1,471 23,313 SH Defined 1.2 TEVA PHARMACEUTICAL INDS LTD ADR 881624209 530 8,400 SH Defined 5.13 TEVA PHARMACEUTICAL INDS LTD ADR 881624209 334 5,300 SH Defined 5,6,16 TEVA PHARMACEUTICAL INDS LTD ADR 881624209 378 6,000 SH Defined 5.12 TEVA PHARMACEUTICAL INDS LTD ADR 881624209 118 1,871 SH Defined 1 TEXAS CAPITAL BANCSHARES INC COM 88224Q107 112 5,885 SH Defined 5,6,16 TEXAS INSTRS INC . . . . . . COM 882508104 42,613 1,741,456 SH Defined 5.6 TEXAS INSTRS INC . . . . . . COM 882508104 1,818 74,300 SH Defined 5.6 TEXAS INSTRS INC . . . . . . COM 882508104 439 17,942 SH Defined 1.4 TEXAS INSTRS INC . . . . . . COM 882508104 1,625 66,416 SH Defined 1.3 TEXAS INSTRS INC . . . . . . COM 882508104 104 4,250 SH Defined 5,6,8,9,10,11 TEXAS INSTRS INC . . . . . . COM 882508104 3,671 150,000 SH Defined 5.7 TEXAS INSTRS INC . . . . . . COM 882508104 1,870 76,400 SH Defined 5.7 TEXAS INSTRS INC . . . . . . COM 882508104 1,425 58,241 SH Defined 5.7 TEXAS INSTRS INC . . . . . . COM 882508104 367 15,000 SH Defined 5.7 TEXAS INSTRS INC . . . . . . COM 882508104 159 6,500 SH Defined 5.7 TEXAS INSTRS INC . . . . . . COM 882508104 127 5,185 SH Defined 5.7 TEXAS INSTRS INC . . . . . . COM 882508104 296 12,100 SH Defined 5.13 TEXAS INSTRS INC . . . . . . COM 882508104 1,242 50,753 SH Defined 5,6,16 TEXAS INSTRS INC . . . . . . COM 882508104 470 19,210 SH Defined 5.12 TEXAS INSTRS INC . . . . . . COM 882508104 8,446 345,160 SH Defined 5,6,14,15 TEXAS INSTRS INC . . . . . . COM 882508104 232 9,500 SH Defined 5,6,14,15 TEXAS INSTRS INC . . . . . . COM 882508104 1,174 47,990 SH Defined 1 TEXTAINER GROUP HOLDINGS LTD SHS G8766E109 14 641 SH Defined 5,6,16 TEXTRON INC. . . . . . . . . COM 883203101 707 33,312 SH Defined 5.6 TEXTRON INC. . . . . . . . . COM 883203101 7 350 SH Defined 1.4 TEXTRON INC. . . . . . . . . NOTE 4.500% 5/0 883203BN0 179 102,000 PRN Defined 5,6,8,9,10,11 TEXTRON INC. . . . . . . . . COM 883203101 234 11,000 SH Defined 5,6,16 TEXTRON INC. . . . . . . . . COM 883203101 11,165 525,920 SH Defined 5.12 TEXTRON INC. . . . . . . . . COM 883203101 769 36,213 SH Defined 1 TFS FINL CORP. . . . . . . . COM 87240R107 146 10,900 SH Defined 5.6 TFS FINL CORP. . . . . . . . COM 87240R107 52 3,904 SH Defined 5,6,8,9,10,11 TFS FINL CORP. . . . . . . . COM 87240R107 91 6,850 SH Defined 5,6,8,9,10,11 TFS FINL CORP. . . . . . . . COM 87240R107 24 1,790 SH Defined 1 TGC INDS INC . . . . . . . . COM NEW 872417308 7 1,832 SH Defined 5,6,8,9,10,11 THE9 LTD . . . . . . . . . . ADR 88337K104 7 1,000 SH Defined 1.4 THERAGENICS CORP . . . . . . COM 883375107 10 6,253 SH Defined 5,6,8,9,10,11 THERMO FISHER SCIENTIFIC INC COM 883556102 2,685 52,204 SH Defined 5.6 THERMO FISHER SCIENTIFIC INC COM 883556102 3,086 60,000 SH Defined 5.6 THERMO FISHER SCIENTIFIC INC COM 883556102 2,058 40,000 SH Defined 5.6 THERMO FISHER SCIENTIFIC INC COM 883556102 11 212 SH Defined 1.4 THERMO FISHER SCIENTIFIC INC COM 883556102 13 244 SH Defined 5,6,8,9,10,11 THERMO FISHER SCIENTIFIC INC COM 883556102 8,745 170,000 SH Defined 5.7 THERMO FISHER SCIENTIFIC INC COM 883556102 1,157 22,500 SH Defined 5.7 THERMO FISHER SCIENTIFIC INC COM 883556102 586 11,400 SH Defined 5.7 THERMO FISHER SCIENTIFIC INC COM 883556102 191 3,710 SH Defined 5.7 THERMO FISHER SCIENTIFIC INC COM 883556102 170 3,310 SH Defined 5.13 THERMO FISHER SCIENTIFIC INC COM 883556102 762 14,805 SH Defined 5.12 THERMO FISHER SCIENTIFIC INC COM 883556102 382 7,430 SH Defined 1 THOMPSON CREEK METALS CO INC COM 884768102 357 26,500 SH Defined 5.6 THOMPSON CREEK METALS CO INC COM 884768102 27 2,030 SH Defined 5,6,8,9,10,11 THOMPSON CREEK METALS CO INC COM 884768102 19 1,410 SH Defined 5,6,8,9,10,11 THOMPSON CREEK METALS CO INC COM 884768102 1,648 122,423 SH Defined 5.13 THOMPSON CREEK METALS CO INC COM 884768102 2,568 190,800 SH Defined 5.12 THOMPSON CREEK METALS CO INC COM 884768102 1,119 83,124 SH Defined 5.12 THOMSON REUTERS CORP . . . . COM 884903105 902 24,878 SH Defined 5.6 THOMSON REUTERS CORP . . . . COM 884903105 497 13,717 SH Defined 1.2 THOMSON REUTERS CORP . . . . COM 884903105 236 6,500 SH Defined 5.7 THOMSON REUTERS CORP . . . . COM 884903105 38 1,039 SH Defined 1 THOR INDS INC. . . . . . . . COM 885160101 62 2,055 SH Defined 1.4 THORATEC CORP. . . . . . . . COM NEW 885175307 8 249 SH Defined 5,6,8,9,10,11 THORATEC CORP. . . . . . . . COM NEW 885175307 631 18,850 SH Defined 5.12 THORATEC CORP. . . . . . . . NOTE 1.379% 5/1 885175AB5 10 10,000 PRN Defined 5.12 TIBCO SOFTWARE INC . . . . . COM 88632Q103 4 361 SH Defined 1.4 TIBCO SOFTWARE INC . . . . . COM 88632Q103 7 624 SH Defined 5,6,8,9,10,11 TIDEWATER INC. . . . . . . . COM 886423102 21 451 SH Defined 5,6,8,9,10,11 TIDEWATER INC. . . . . . . . COM 886423102 9 187 SH Defined 5,6,8,9,10,11 TIDEWATER INC. . . . . . . . COM 886423102 164 3,475 SH Defined 5,6,16 TIFFANY & CO NEW . . . . . . COM 886547108 834 17,554 SH Defined 5.6 TIFFANY & CO NEW . . . . . . COM 886547108 4 94 SH Defined 5,6,8,9,10,11 TIFFANY & CO NEW . . . . . . COM 886547108 242 5,100 SH Defined 5.13 TIFFANY & CO NEW . . . . . . COM 886547108 347 7,300 SH Defined 5,6,16 TIFFANY & CO NEW . . . . . . COM 886547108 2,736 57,603 SH Defined 5.12 TIFFANY & CO NEW . . . . . . COM 886547108 1,460 30,742 SH Defined 5.12 TIFFANY & CO NEW . . . . . . COM 886547108 82 1,728 SH Defined 5,6,14,15 TIFFANY & CO NEW . . . . . . COM 886547108 19 400 SH Defined 5,6,14,15 TIFFANY & CO NEW . . . . . . COM 886547108 327 6,877 SH Defined 1 TII NETWORK TECHNOLOGIES INC COM NEW 872479209 22 16,474 SH Defined 5,6,8,9,10,11 TIM HORTONS INC. . . . . . . COM 88706M103 390 12,012 SH Defined 5.6 TIM PARTICIPACOES S A. . . . SPONS ADR PFD 88706P106 12,123 436,700 SH Defined 5.6 TIM PARTICIPACOES S A. . . . SPONS ADR PFD 88706P106 2,199 79,200 SH Defined 5.6 TIM PARTICIPACOES S A. . . . SPONS ADR PFD 88706P106 20 708 SH Defined 5,6,8,9,10,11 TIMBERLAND CO. . . . . . . . CL A 887100105 8 368 SH Defined 5,6,8,9,10,11 TIME WARNER CABLE INC. . . . COM 88732J207 35,368 663,437 SH Defined 5.6 TIME WARNER CABLE INC. . . . COM 88732J207 4,731 88,741 SH Defined 1.2 TIME WARNER CABLE INC. . . . COM 88732J207 496 9,300 SH Defined 5.13 TIME WARNER CABLE INC. . . . COM 88732J207 0 3 SH Defined 5.12 TIME WARNER CABLE INC. . . . COM 88732J207 1,359 25,495 SH Defined 5,6,14,15 TIME WARNER CABLE INC. . . . COM 88732J207 45 845 SH Defined 5,6,14,15 TIME WARNER CABLE INC. . . . COM 88732J207 44 824 SH Defined 1 TIME WARNER INC. . . . . . . COM NEW 887317303 8,956 286,397 SH Defined 5.6 TIME WARNER INC. . . . . . . COM NEW 887317303 1,739 55,600 SH Defined 5.6 TIME WARNER INC. . . . . . . COM NEW 887317303 399 12,759 SH Defined 1.2 TIME WARNER INC. . . . . . . COM NEW 887317303 13 405 SH Defined 5,6,8,9,10,11 TIME WARNER INC. . . . . . . COM NEW 887317303 61 1,966 SH Defined 1 TIME WARNER INC. . . . . . . COM NEW 887317303 6,879 220,000 SH Defined 5.7 TIME WARNER INC. . . . . . . COM NEW 887317303 688 22,000 SH Defined 5.7 TIME WARNER INC. . . . . . . COM NEW 887317303 216 6,900 SH Defined 5.7 TIME WARNER INC. . . . . . . COM NEW 887317303 275 8,800 SH Defined 5.13 TIME WARNER INC. . . . . . . COM NEW 887317303 104 3,333 SH Defined 5.12 TIME WARNER INC. . . . . . . COM NEW 887317303 0 13 SH Defined 5.12 TIME WARNER INC. . . . . . . COM NEW 887317303 21,740 695,232 SH Defined 5.12 TIME WARNER INC. . . . . . . COM NEW 887317303 3,152 100,799 SH Defined 5,6,14,15 TIME WARNER INC. . . . . . . COM NEW 887317303 121 3,866 SH Defined 5,6,14,15 TIME WARNER INC. . . . . . . COM NEW 887317303 434 13,884 SH Defined 1 TIME WARNER TELECOM INC. . . DBCV 2.375% 4/0 887319AC5 553 485,000 PRN Defined 5,6,8,9,10,11 TIMKEN CO. . . . . . . . . . COM 887389104 27 884 SH Defined 5,6,8,9,10,11 TITAN INTL INC ILL . . . . . COM 88830M102 13 1,500 SH Defined 1.4 TITAN INTL INC ILL . . . . . COM 88830M102 17 1,949 SH Defined 5,6,8,9,10,11 TITAN INTL INC ILL . . . . . COM 88830M102 8 900 SH Defined 5,6,8,9,10,11 TITAN MACHY INC. . . . . . . COM 88830R101 12 898 SH Defined 5,6,8,9,10,11 TITANIUM METALS CORP . . . . COM NEW 888339207 105 6,323 SH Defined 1.4 TITANIUM METALS CORP . . . . COM NEW 888339207 57 3,431 SH Defined 5,6,8,9,10,11 TITANIUM METALS CORP . . . . COM NEW 888339207 8 500 SH Defined 5,6,8,9,10,11 TIVO INC . . . . . . . . . . COM 888706108 197 11,500 SH Defined 1.4 TIVO INC . . . . . . . . . . COM 888706108 69 4,055 SH Defined 5,6,8,9,10,11 TJX COS INC NEW. . . . . . . COM 872540109 34,232 805,074 SH Defined 5.6 TJX COS INC NEW. . . . . . . COM 872540109 893 21,000 SH Defined 5.6 TJX COS INC NEW. . . . . . . COM 872540109 5,865 137,940 SH Defined 1.2 TJX COS INC NEW. . . . . . . COM 872540109 9 203 SH Defined 5,6,8,9,10,11 TJX COS INC NEW. . . . . . . COM 872540109 8 193 SH Defined 5,6,8,9,10,11 TJX COS INC NEW. . . . . . . COM 872540109 72 1,688 SH Defined 1 TJX COS INC NEW. . . . . . . COM 872540109 4,252 100,000 SH Defined 5.7 TJX COS INC NEW. . . . . . . COM 872540109 1,814 42,660 SH Defined 5.7 TJX COS INC NEW. . . . . . . COM 872540109 472 11,100 SH Defined 5.7 TJX COS INC NEW. . . . . . . COM 872540109 154 3,625 SH Defined 5.7 TJX COS INC NEW. . . . . . . COM 872540109 680 16,000 SH Defined 5.13 TJX COS INC NEW. . . . . . . COM 872540109 736 17,300 SH Defined 5,6,16 TJX COS INC NEW. . . . . . . COM 872540109 107 2,510 SH Defined 5.12 TJX COS INC NEW. . . . . . . COM 872540109 501 11,792 SH Defined 1 TNS INC. . . . . . . . . . . COM 872960109 221 9,900 SH Defined 5,6,8,9,10,11 TOLL BROTHERS INC. . . . . . COM 889478103 18,289 879,281 SH Defined 5.6 TOLL BROTHERS INC. . . . . . COM 889478103 1,101 52,933 SH Defined 1.4 TOLL BROTHERS INC. . . . . . COM 889478103 105 5,050 SH Defined 5.12 TOLL BROTHERS INC. . . . . . COM 889478103 69 3,326 SH Defined 1 TORCHMARK CORP . . . . . . . COM 891027104 519 9,701 SH Defined 5.6 TORCHMARK CORP . . . . . . . COM 891027104 53 995 SH Defined 1.4 TORCHMARK CORP . . . . . . . COM 891027104 332 6,200 SH Defined 1.3 TORCHMARK CORP . . . . . . . COM 891027104 29 547 SH Defined 5,6,8,9,10,11 TORCHMARK CORP . . . . . . . COM 891027104 375 7,016 SH Defined 1 TORONTO DOMINION BK ONT. . . COM NEW 891160509 20,077 270,327 SH Defined 5.6 TORONTO DOMINION BK ONT. . . COM NEW 891160509 1,972 26,550 SH Defined 1.2 TORONTO DOMINION BK ONT. . . COM NEW 891160509 483 6,500 SH Defined 5.7 TORONTO DOMINION BK ONT. . . COM NEW 891160509 3,558 47,900 SH Defined 5.12 TORONTO DOMINION BK ONT. . . COM NEW 891160509 1,248 16,800 SH Defined 5.12 TORONTO DOMINION BK ONT. . . COM NEW 891160509 26,626 358,500 SH Defined 5,6,14,15 TORONTO DOMINION BK ONT. . . COM NEW 891160509 5,845 78,700 SH Defined 5,6,14,15 TORONTO DOMINION BK ONT. . . COM NEW 891160509 73 982 SH Defined 1 TOTAL S A. . . . . . . . . . SPONSORED ADR 89151E109 99 1,700 SH Defined 1.4 TOTAL SYS SVCS INC . . . . . COM 891906109 2,719 173,605 SH Defined 5.6 TOWERS WATSON & CO . . . . . CL A 891894107 8 170 SH Defined 5,6,8,9,10,11 TOYOTA MOTOR CORP. . . . . . SP ADR REP2COM 892331307 810 10,068 SH Defined 1.4 TRACTOR SUPPLY CO. . . . . . COM 892356106 41 700 SH Defined 1.4 TRACTOR SUPPLY CO. . . . . . COM 892356106 18 309 SH Defined 5,6,8,9,10,11 TRANSALTA CORP . . . . . . . COM 89346D107 310 14,043 SH Defined 5.6 TRANSALTA CORP . . . . . . . COM 89346D107 265 12,000 SH Defined 5.7 TRANSATLANTIC HLDGS INC. . . COM 893521104 5,005 94,784 SH Defined 5.6 TRANSATLANTIC HLDGS INC. . . COM 893521104 227 4,300 SH Defined 5.13 TRANSATLANTIC HLDGS INC. . . COM 893521104 84 1,587 SH Defined 1 TRANSATLANTIC PETROLEUM LTD. SHS G89982105 31 9,000 SH Defined 1.4 TRANSCANADA CORP . . . . . . COM 89353D107 7,830 214,409 SH Defined 5.6 TRANSCANADA CORP . . . . . . COM 89353D107 95 2,599 SH Defined 1 TRANSDIGM GROUP INC. . . . . COM 893641100 28 529 SH Defined 5,6,8,9,10,11 TRANSOCEAN INC . . . . . . . NOTE 1.625%12/1 893830AU3 67,107 67,514,000 PRN Defined 5.6 TRANSOCEAN INC . . . . . . . NOTE 1.625%12/1 893830AU3 7 7,000 PRN Defined 5.12 TRANSOCEAN INC . . . . . . . NOTE 1.500%12/1 893830AV1 7 7,000 PRN Defined 5.12 TRANSOCEAN INC . . . . . . . NOTE 1.500%12/1 893830AW9 7 7,000 PRN Defined 5.12 TRANSOCEAN LTD . . . . . . . REG SHS H8817H100 45,701 529,067 SH Defined 5.6 TRANSOCEAN LTD . . . . . . . REG SHS H8817H100 1,106 12,800 SH Defined 5.6 TRANSOCEAN LTD . . . . . . . REG SHS H8817H100 359 4,159 SH Defined 1.4 TRANSOCEAN LTD . . . . . . . REG SHS H8817H100 7 82 SH Defined 5,6,8,9,10,11 TRANSOCEAN LTD . . . . . . . REG SHS H8817H100 3,455 40,000 SH Defined 5.7 TRANSOCEAN LTD . . . . . . . REG SHS H8817H100 1,019 11,800 SH Defined 5.7 TRANSOCEAN LTD . . . . . . . REG SHS H8817H100 294 3,400 SH Defined 5.7 TRANSOCEAN LTD . . . . . . . REG SHS H8817H100 97 1,120 SH Defined 5.7 TRANSOCEAN LTD . . . . . . . REG SHS H8817H100 69 800 SH Defined 5.7 TRANSOCEAN LTD . . . . . . . REG SHS H8817H100 2,804 32,459 SH Defined 5.13 TRANSOCEAN LTD . . . . . . . REG SHS H8817H100 320 3,700 SH Defined 5.13 TRANSOCEAN LTD . . . . . . . REG SHS H8817H100 6 69 SH Defined TRANSOCEAN LTD . . . . . . . REG SHS H8817H100 458 5,300 SH Defined 5,6,16 TRANSOCEAN LTD . . . . . . . REG SHS H8817H100 10,993 127,266 SH Defined 5.12 TRANSOCEAN LTD . . . . . . . REG SHS H8817H100 1,170 13,546 SH Defined 5.12 TRANSOCEAN LTD . . . . . . . REG SHS H8817H100 2 19 SH Defined 5.12 TRANSOCEAN LTD . . . . . . . REG SHS H8817H100 286 3,315 SH Defined 5.12 TRANSOCEAN LTD . . . . . . . REG SHS H8817H100 16,315 188,876 SH Defined 5,6,14,15 TRANSOCEAN LTD . . . . . . . REG SHS H8817H100 337 3,900 SH Defined 5,6,14,15 TRANSOCEAN LTD . . . . . . . REG SHS H8817H100 339 3,922 SH Defined 1 TRAVELERS COMPANIES INC. . . COM 89417E109 34,988 648,639 SH Defined 5.6 TRAVELERS COMPANIES INC. . . COM 89417E109 5 100 SH Defined 1.4 TRAVELERS COMPANIES INC. . . COM 89417E109 25 460 SH Defined 5,6,8,9,10,11 TRAVELERS COMPANIES INC. . . COM 89417E109 8,091 150,000 SH Defined 5.7 TRAVELERS COMPANIES INC. . . COM 89417E109 1,618 30,000 SH Defined 5.7 TRAVELERS COMPANIES INC. . . COM 89417E109 653 12,100 SH Defined 5.7 TRAVELERS COMPANIES INC. . . COM 89417E109 214 3,975 SH Defined 5.7 TRAVELERS COMPANIES INC. . . COM 89417E109 507 9,400 SH Defined 5.13 TRAVELERS COMPANIES INC. . . COM 89417E109 36,569 677,950 SH Defined 5.12 TRAVELERS COMPANIES INC. . . COM 89417E109 14,649 271,582 SH Defined 5,6,14,15 TRAVELERS COMPANIES INC. . . COM 89417E109 291 5,396 SH Defined 5,6,14,15 TRAVELERS COMPANIES INC. . . COM 89417E109 744 13,785 SH Defined 1 TREE COM INC . . . . . . . . COM 894675107 8 872 SH Defined 1.4 TREEHOUSE FOODS INC. . . . . COM 89469A104 41 936 SH Defined 5,6,8,9,10,11 TRICO BANCSHARES . . . . . . COM 896095106 6 292 SH Defined 5,6,8,9,10,11 TRIDENT MICROSYSTEMS INC . . COM 895919108 4 2,100 SH Defined 1.4 TRIMERIS INC . . . . . . . . COM 896263100 15 6,297 SH Defined 5,6,8,9,10,11 TRINA SOLAR LIMITED. . . . . SPON ADR 89628E104 889 36,400 SH Defined 5.6 TRINA SOLAR LIMITED. . . . . SPON ADR 89628E104 390 15,976 SH Defined 1.4 TRINA SOLAR LIMITED. . . . . SPON ADR 89628E104 20 813 SH Defined 5,6,8,9,10,11 TRINA SOLAR LIMITED. . . . . SPON ADR 89628E104 1,193 48,886 SH Defined 1 TRINA SOLAR LIMITED. . . . . SPON ADR 89628E104 74 3,034 SH Defined 5.7 TRINA SOLAR LIMITED. . . . . SPON ADR 89628E104 32 1,324 SH Defined 5.7 TRINITY BIOTECH PLC. . . . . SPON ADR NEW 896438306 426 77,791 SH Defined 1.4 TRINITY INDS INC . . . . . . NOTE 3.875% 6/0 896522AF6 785 993,000 PRN Defined 5,6,8,9,10,11 TRINITY INDS INC . . . . . . COM 896522109 46 2,300 SH Defined 5,6,16 TRIPLE-S MGMT CORP . . . . . CL B 896749108 71 4,000 SH Defined 5.12 TRIQUINT SEMICONDUCTOR INC . COM 89674K103 28 4,000 SH Defined 1.4 TRIUMPH GROUP INC NEW. . . . COM 896818101 45 637 SH Defined 5,6,8,9,10,11 TRUSTMARK CORP . . . . . . . COM 898402102 22 882 SH Defined 5,6,8,9,10,11 TRUSTMARK CORP . . . . . . . COM 898402102 59 2,400 SH Defined 5,6,16 TRW AUTOMOTIVE HLDGS CORP. . COM 87264S106 3,121 109,207 SH Defined 1.3 TRW AUTOMOTIVE HLDGS CORP. . COM 87264S106 1,283 44,900 SH Defined 1.2 TSAKOS ENERGY NAVIGATION LTD SHS G9108L108 59 4,000 SH Defined 5,6,16 TUPPERWARE BRANDS CORP . . . COM 899896104 205 4,245 SH Defined 5,6,8,9,10,11 TUPPERWARE BRANDS CORP . . . COM 899896104 1 28 SH Defined 5,6,8,9,10,11 TURKCELL ILETISIM HIZMETLERI SPON ADR NEW 900111204 61 4,050 SH Defined 1.4 TW TELECOM INC . . . . . . . COM 87311L104 104 5,750 SH Defined 5,6,16 TWO HBRS INVT CORP . . . . . *W EXP 07/13/201 90187B119 6 22,841 SH CALL Defined 5,6,8,9,10,11 TYCO ELECTRONICS LTD SWITZER SHS H8912P106 18,656 678,910 SH Defined 5.6 TYCO ELECTRONICS LTD SWITZER SHS H8912P106 50 1,807 SH Defined 1.4 TYCO ELECTRONICS LTD SWITZER SHS H8912P106 7,561 275,157 SH Defined 1.2 TYCO ELECTRONICS LTD SWITZER SHS H8912P106 1,775 64,600 SH Defined 5.7 TYCO ELECTRONICS LTD SWITZER SHS H8912P106 14 500 SH Defined TYCO ELECTRONICS LTD SWITZER SHS H8912P106 1,926 70,100 SH Defined 5,6,16 TYCO ELECTRONICS LTD SWITZER SHS H8912P106 28,172 1,025,175 SH Defined 5.12 TYCO ELECTRONICS LTD SWITZER SHS H8912P106 330 12,009 SH Defined 1 TYCO INTERNATIONAL LTD . . . SHS H89128104 40,488 1,058,522 SH Defined 5.6 TYCO INTERNATIONAL LTD . . . SHS H89128104 11 290 SH Defined 1.4 TYCO INTERNATIONAL LTD . . . SHS H89128104 3,236 84,612 SH Defined 1.2 TYCO INTERNATIONAL LTD . . . SHS H89128104 235 6,150 SH Defined 5,6,8,9,10,11 TYCO INTERNATIONAL LTD . . . SHS H89128104 193 5,038 SH Defined 5,6,8,9,10,11 TYCO INTERNATIONAL LTD . . . SHS H89128104 268 7,000 SH Defined 5.7 TYCO INTERNATIONAL LTD . . . SHS H89128104 279 7,300 SH Defined 5.13 TYCO INTERNATIONAL LTD . . . SHS H89128104 19 500 SH Defined TYCO INTERNATIONAL LTD . . . SHS H89128104 402 10,500 SH Defined 5,6,16 TYCO INTERNATIONAL LTD . . . SHS H89128104 24,345 636,475 SH Defined 5.12 TYCO INTERNATIONAL LTD . . . SHS H89128104 28,821 753,500 SH Defined 5,6,14,15 TYCO INTERNATIONAL LTD . . . SHS H89128104 474 12,400 SH Defined 5,6,14,15 TYCO INTERNATIONAL LTD . . . SHS H89128104 473 12,358 SH Defined 1 TYSON FOODS INC. . . . . . . CL A 902494103 30,401 1,587,536 SH Defined 5.6 TYSON FOODS INC. . . . . . . CL A 902494103 1 28 SH Defined 1.4 TYSON FOODS INC. . . . . . . CL A 902494103 96 5,000 SH Defined 5.7 TYSON FOODS INC. . . . . . . CL A 902494103 67 3,500 SH Defined 5.7 TYSON FOODS INC. . . . . . . CL A 902494103 500 26,100 SH Defined 5.13 TYSON FOODS INC. . . . . . . CL A 902494103 48 2,517 SH Defined 5,6,16 TYSON FOODS INC. . . . . . . CL A 902494103 2,038 106,400 SH Defined 5,6,14,15 TYSON FOODS INC. . . . . . . CL A 902494103 283 14,800 SH Defined 5,6,14,15 U S AIRWAYS GROUP INC. . . . COM 90341W108 35,729 4,861,050 SH Defined 1.4 U S AIRWAYS GROUP INC. . . . COM 90341W108 17 2,343 SH Defined 5,6,8,9,10,11 U S PHYSICAL THERAPY INC . . COM 90337L108 34 1,950 SH Defined 5,6,8,9,10,11 U STORE IT TR. . . . . . . . COM 91274F104 1,486 206,351 SH Defined 5.6 U STORE IT TR. . . . . . . . COM 91274F104 133 18,500 SH Defined 5.6 U STORE IT TR. . . . . . . . COM 91274F104 40 5,523 SH Defined 5,6,8,9,10,11 UAL CORP . . . . . . . . . . COM NEW 902549807 7 343 SH Defined 1 UAL CORP . . . . . . . . . . COM NEW 902549807 86 4,397 SH Defined 1.4 UAL CORP . . . . . . . . . . COM NEW 902549807 134 6,860 SH Defined 5,6,8,9,10,11 UAL CORP . . . . . . . . . . COM NEW 902549807 3 131 SH Defined 5,6,8,9,10,11 UAL CORP . . . . . . . . . . NOTE 4.500% 6/3 902549AH7 291 295,000 PRN Defined 5,6,8,9,10,11 UAL CORP . . . . . . . . . . NOTE 4.500% 6/3 902549AH7 1,894 1,920,000 PRN Defined 5,6,8,9,10,11 UAL CORP . . . . . . . . . . DBCV 5.000% 2/0 902549AE4 457 465,000 PRN Defined 5,6,8,9,10,11 UBS AG . . . . . . . . . . . SHS NEW H89231338 48,089 2,953,880 SH Defined 5.6 UBS AG . . . . . . . . . . . SHS NEW H89231338 4,097 251,688 SH Defined 5.6 UBS AG . . . . . . . . . . . SHS NEW H89231338 1,073 65,932 SH Defined 1.4 UBS AG . . . . . . . . . . . SHS NEW H89231338 132,363 8,130,408 SH Defined 1.3 UBS AG . . . . . . . . . . . SHS NEW H89231338 7,807 479,522 SH Defined 1.2 UBS AG . . . . . . . . . . . SHS NEW H89231338 14 843 SH Defined 5,6,8,9 UBS AG . . . . . . . . . . . SHS NEW H89231338 2 136 SH Defined 5,6,8,9 UBS AG . . . . . . . . . . . SHS NEW H89231338 1,349 82,870 SH Defined 5.7 UBS AG . . . . . . . . . . . SHS NEW H89231338 807 49,568 SH Defined 5.7 UBS AG . . . . . . . . . . . SHS NEW H89231338 772 47,438 SH Defined 5.7 UBS AG . . . . . . . . . . . SHS NEW H89231338 273 16,761 SH Defined 5.7 UBS AG . . . . . . . . . . . SHS NEW H89231338 248 15,220 SH Defined 5.7 UBS AG . . . . . . . . . . . SHS NEW H89231338 163 10,042 SH Defined 5.7 UBS AG . . . . . . . . . . . SHS NEW H89231338 103 6,325 SH Defined 5.7 UBS AG . . . . . . . . . . . SHS NEW H89231338 131 8,077 SH Defined 5.13 UBS AG . . . . . . . . . . . SHS NEW H89231338 4,595 282,262 SH Defined 5.13 UBS AG . . . . . . . . . . . SHS NEW H89231338 6,066 372,625 SH Defined UBS AG . . . . . . . . . . . SHS NEW H89231338 5 299 SH Defined UBS AG . . . . . . . . . . . SHS NEW H89231338 29 1,784 SH Defined UBS AG . . . . . . . . . . . SHS NEW H89231338 4,015 246,645 SH Defined 5,6,16 UBS AG . . . . . . . . . . . SHS NEW H89231338 1,691 103,840 SH Defined 5.12 UBS AG . . . . . . . . . . . SHS NEW H89231338 7 400 SH Defined 5.12 UBS AG . . . . . . . . . . . SHS NEW H89231338 4,823 296,240 SH Defined 5,6,14,15 UBS AG . . . . . . . . . . . SHS NEW H89231338 95 5,860 SH Defined 5,6,14,15 UBS AG . . . . . . . . . . . SHS NEW H89231338 19,900 1,222,348 SH Defined 1 UDR INC. . . . . . . . . . . COM 902653104 6,094 345,492 SH Defined 5.6 UDR INC. . . . . . . . . . . COM 902653104 795 45,073 SH Defined 5.6 UDR INC. . . . . . . . . . . COM 902653104 573 32,497 SH Defined 5,6,16 UGI CORP NEW . . . . . . . . COM 902681105 44 1,675 SH Defined 5,6,16 ULTA SALON COSMETCS & FRAG I COM 90384S303 50 2,200 SH Defined 5,6,8,9,10,11 ULTIMATE SOFTWARE GROUP INC. COM 90385D107 52 1,575 SH Defined 5,6,16 ULTRA PETROLEUM CORP . . . . COM 903914109 580 12,443 SH Defined 5.6 ULTRA PETROLEUM CORP . . . . COM 903914109 2 35 SH Defined 1.4 ULTRA PETROLEUM CORP . . . . COM 903914109 10 225 SH Defined 5,6,8,9,10,11 ULTRA PETROLEUM CORP . . . . COM 903914109 1,399 30,000 SH Defined 5.7 ULTRA PETROLEUM CORP . . . . COM 903914109 30 650 SH Defined 5.7 ULTRA PETROLEUM CORP . . . . COM 903914109 163 3,500 SH Defined 5.12 ULTRA PETROLEUM CORP . . . . COM 903914109 543 11,650 SH Defined 5.12 ULTRA PETROLEUM CORP . . . . COM 903914109 195 4,190 SH Defined 1 UMPQUA HLDGS CORP. . . . . . COM 904214103 80 6,010 SH Defined 5,6,8,9,10,11 UMPQUA HLDGS CORP. . . . . . COM 904214103 31 2,338 SH Defined 5,6,8,9,10,11 UNDER ARMOUR INC . . . . . . CL A 904311107 4 150 SH Defined 1.4 UNDER ARMOUR INC . . . . . . CL A 904311107 1,138 38,700 SH Defined 5.12 UNIFIRST CORP MASS . . . . . COM 904708104 46 900 SH Defined 5.13 UNIFIRST CORP MASS . . . . . COM 904708104 30 580 SH Defined 5,6,16 UNIFIRST CORP MASS . . . . . COM 904708104 3,653 70,925 SH Defined 5.12 UNION PAC CORP . . . . . . . COM 907818108 17,623 240,420 SH Defined 5.6 UNION PAC CORP . . . . . . . COM 907818108 520 7,100 SH Defined 5.6 UNION PAC CORP . . . . . . . COM 907818108 66 900 SH Defined 1.4 UNION PAC CORP . . . . . . . COM 907818108 7,727 105,410 SH Defined 1.3 UNION PAC CORP . . . . . . . COM 907818108 2,802 38,231 SH Defined 1.2 UNION PAC CORP . . . . . . . COM 907818108 160 2,180 SH Defined 5,6,8,9,10,11 UNION PAC CORP . . . . . . . COM 907818108 36 494 SH Defined 5,6,8,9,10,11 UNION PAC CORP . . . . . . . COM 907818108 4,765 65,000 SH Defined 5.7 UNION PAC CORP . . . . . . . COM 907818108 1,195 16,300 SH Defined 5.7 UNION PAC CORP . . . . . . . COM 907818108 432 5,900 SH Defined 5.7 UNION PAC CORP . . . . . . . COM 907818108 146 1,990 SH Defined 5.7 UNION PAC CORP . . . . . . . COM 907818108 191 2,600 SH Defined 5.13 UNION PAC CORP . . . . . . . COM 907818108 194 2,640 SH Defined 5.12 UNION PAC CORP . . . . . . . COM 907818108 1,429 19,500 SH Defined 5,6,14,15 UNION PAC CORP . . . . . . . COM 907818108 198 2,700 SH Defined 5,6,14,15 UNION PAC CORP . . . . . . . COM 907818108 439 5,983 SH Defined 1 UNISOURCE ENERGY CORP. . . . COM 909205106 2 67 SH Defined 5,6,8,9,10,11 UNISYS CORP. . . . . . . . . COM NEW 909214306 267 7,660 SH Defined 5,6,8,9,10,11 UNISYS CORP. . . . . . . . . COM NEW 909214306 132 3,770 SH Defined 5.12 UNIT CORP. . . . . . . . . . COM 909218109 2,315 54,745 SH Defined 1.2 UNIT CORP. . . . . . . . . . COM 909218109 13 303 SH Defined 5,6,8,9,10,11 UNITED CMNTY BKS BLAIRSVLE G CAP STK 90984P105 51 11,621 SH Defined 5,6,16 UNITED MICROELECTRONICS CORP SPON ADR NEW 910873405 1 293 SH Defined 1.4 UNITED MICROELECTRONICS CORP SPON ADR NEW 910873405 2 582 SH Defined 1 UNITED NAT FOODS INC . . . . COM 911163103 41 1,467 SH Defined 5,6,8,9,10,11 UNITED ONLINE INC. . . . . . COM 911268100 52 6,886 SH Defined 5,6,16 UNITED PARCEL SERVICE INC. . CL B 911312106 70,161 1,089,292 SH Defined 5.6 UNITED PARCEL SERVICE INC. . CL B 911312106 43 660 SH Defined 1.4 UNITED PARCEL SERVICE INC. . CL B 911312106 989 15,354 SH Defined 5,6,8,9,10,11 UNITED PARCEL SERVICE INC. . CL B 911312106 305 4,740 SH Defined 5,6,8,9,10,11 UNITED PARCEL SERVICE INC. . CL B 911312106 143 2,216 SH Defined 5,6,8,9,10,11 UNITED PARCEL SERVICE INC. . CL B 911312106 5,475 85,000 SH Defined 5.7 UNITED PARCEL SERVICE INC. . CL B 911312106 657 10,200 SH Defined 5.7 UNITED PARCEL SERVICE INC. . CL B 911312106 258 4,000 SH Defined 5.7 UNITED PARCEL SERVICE INC. . CL B 911312106 217 3,370 SH Defined 5.7 UNITED PARCEL SERVICE INC. . CL B 911312106 219 3,400 SH Defined 5.13 UNITED PARCEL SERVICE INC. . CL B 911312106 238 3,700 SH Defined 5,6,16 UNITED PARCEL SERVICE INC. . CL B 911312106 1,067 16,564 SH Defined 1 UNITED RENTALS INC . . . . . COM 911363109 76 8,128 SH Defined 5,6,8,9,10,11 UNITED STATES NATL GAS FUND. UNIT 912318102 180 26,000 SH Defined 5.6 UNITED STATES NATL GAS FUND. UNIT 912318102 1,915 276,770 SH Defined 1.4 UNITED STATES OIL FUND LP. . UNITS 91232N108 64 1,598 SH Defined 1.4 UNITED STATES OIL FUND LP. . UNITS 91232N108 71 1,761 SH Defined 5,6,8,9,10,11 UNITED STATES STL CORP NEW . COM 912909108 16,818 264,765 SH Defined 5.6 UNITED STATES STL CORP NEW . COM 912909108 1,759 27,690 SH Defined 1.2 UNITED STATES STL CORP NEW . COM 912909108 452 7,115 SH Defined 5,6,8,9,10,11 UNITED STATES STL CORP NEW . COM 912909108 173 2,720 SH Defined 5,6,8,9,10,11 UNITED STATES STL CORP NEW . NOTE 4.000% 5/1 912909AE8 1,334 634,000 PRN Defined 5,6,8,9,10,11 UNITED STATES STL CORP NEW . COM 912909108 3,176 50,000 SH Defined 5.7 UNITED STATES STL CORP NEW . COM 912909108 1,287 20,257 SH Defined 5.7 UNITED STATES STL CORP NEW . COM 912909108 305 4,800 SH Defined 5.7 UNITED STATES STL CORP NEW . COM 912909108 98 1,550 SH Defined 5.7 UNITED STATES STL CORP NEW . COM 912909108 19,748 310,900 SH Defined 5.12 UNITED STATES STL CORP NEW . NOTE 4.000% 5/1 912909AE8 13 6,000 PRN Defined 5.12 UNITED STATES STL CORP NEW . COM 912909108 12 184 SH Defined 1 UNITED TECHNOLOGIES CORP . . COM 913017109 77,993 1,059,540 SH Defined 5.6 UNITED TECHNOLOGIES CORP . . COM 913017109 5,795 78,720 SH Defined 5.6 UNITED TECHNOLOGIES CORP . . COM 913017109 52 700 SH Defined 1.4 UNITED TECHNOLOGIES CORP . . COM 913017109 14,159 192,356 SH Defined 1.3 UNITED TECHNOLOGIES CORP . . COM 913017109 4,122 55,994 SH Defined 1.2 UNITED TECHNOLOGIES CORP . . COM 913017109 8 104 SH Defined 5,6,8,9,10,11 UNITED TECHNOLOGIES CORP . . COM 913017109 3,681 50,000 SH Defined 5.7 UNITED TECHNOLOGIES CORP . . COM 913017109 346 4,700 SH Defined 5.7 UNITED TECHNOLOGIES CORP . . COM 913017109 114 1,555 SH Defined 5.7 UNITED TECHNOLOGIES CORP . . COM 913017109 69 936 SH Defined UNITED TECHNOLOGIES CORP . . COM 913017109 202 2,739 SH Defined 5,6,16 UNITED TECHNOLOGIES CORP . . COM 913017109 59 800 SH Defined 5.12 UNITED TECHNOLOGIES CORP . . COM 913017109 20,859 283,368 SH Defined 5,6,14,15 UNITED TECHNOLOGIES CORP . . COM 913017109 418 5,680 SH Defined 5,6,14,15 UNITED TECHNOLOGIES CORP . . COM 913017109 1,152 15,654 SH Defined 1 UNITED THERAPEUTICS CORP DEL COM 91307C102 5 93 SH Defined 5,6,8,9,10,11 UNITED THERAPEUTICS CORP DEL COM 91307C102 165 2,990 SH Defined 5.13 UNITED THERAPEUTICS CORP DEL NOTE 0.500%10/1 91307CAD4 15 10,000 PRN Defined 5.12 UNITEDHEALTH GROUP INC . . . COM 91324P102 42,110 1,288,948 SH Defined 5.6 UNITEDHEALTH GROUP INC . . . COM 91324P102 71 2,175 SH Defined 1.4 UNITEDHEALTH GROUP INC . . . COM 91324P102 49 1,510 SH Defined 5,6,8,9,10,11 UNITEDHEALTH GROUP INC . . . COM 91324P102 5 164 SH Defined 5,6,8,9,10,11 UNITEDHEALTH GROUP INC . . . COM 91324P102 8,168 250,000 SH Defined 5.7 UNITEDHEALTH GROUP INC . . . COM 91324P102 810 24,800 SH Defined 5.7 UNITEDHEALTH GROUP INC . . . COM 91324P102 265 8,100 SH Defined 5.7 UNITEDHEALTH GROUP INC . . . COM 91324P102 526 16,100 SH Defined 5.13 UNITEDHEALTH GROUP INC . . . COM 91324P102 193 5,918 SH Defined 5,6,16 UNITEDHEALTH GROUP INC . . . COM 91324P102 1,522 46,602 SH Defined 1 UNITRIN INC. . . . . . . . . COM 913275103 8 292 SH Defined 5,6,8,9,10,11 UNIVERSAL AMERN FINL CORP. . COM 913377107 2 135 SH Defined 5,6,8,9,10,11 UNIVERSAL CORP VA. . . . . . COM 913456109 28 529 SH Defined 5,6,8,9,10,11 UNIVERSAL DISPLAY CORP . . . COM 91347P105 3 214 SH Defined 5,6,8,9,10,11 UNIVERSAL HEALTH RLTY INCM T SH BEN INT 91359E105 931 26,344 SH Defined 5.6 UNIVERSAL HEALTH RLTY INCM T SH BEN INT 91359E105 92 2,600 SH Defined 5.6 UNIVERSAL HLTH SVCS INC. . . CL B 913903100 21 600 SH Defined 1.4 UNIVERSAL HLTH SVCS INC. . . CL B 913903100 37 1,046 SH Defined 5,6,8,9,10,11 UNIVERSAL HLTH SVCS INC. . . CL B 913903100 365 10,400 SH Defined 5.13 UNIVERSAL HLTH SVCS INC. . . CL B 913903100 25 716 SH Defined 5,6,16 UNUM GROUP . . . . . . . . . COM 91529Y106 1,728 69,769 SH Defined 5.6 UNUM GROUP . . . . . . . . . COM 91529Y106 2 94 SH Defined 5,6,8,9,10,11 UNUM GROUP . . . . . . . . . COM 91529Y106 12 500 SH Defined 5,6,14,15 UQM TECHNOLOGIES INC . . . . COM 903213106 50 11,937 SH Defined 5,6,8,9,10,11 URBAN OUTFITTERS INC . . . . COM 917047102 1,321 34,746 SH Defined 5.6 URBAN OUTFITTERS INC . . . . COM 917047102 14 355 SH Defined 1.4 URBAN OUTFITTERS INC . . . . COM 917047102 956 25,143 SH Defined 5,6,8,9,10,11 URBAN OUTFITTERS INC . . . . COM 917047102 81 2,140 SH Defined 5,6,16 URBAN OUTFITTERS INC . . . . COM 917047102 221 5,821 SH Defined 1 URS CORP NEW . . . . . . . . COM 903236107 611 12,321 SH Defined 5.6 URS CORP NEW . . . . . . . . COM 903236107 25 500 SH Defined 5.6 URS CORP NEW . . . . . . . . COM 903236107 31 620 SH Defined 1.4 URS CORP NEW . . . . . . . . COM 903236107 89 1,800 SH Defined 5.13 URS CORP NEW . . . . . . . . COM 903236107 35 707 SH Defined 5,6,16 URS CORP NEW . . . . . . . . COM 903236107 101 2,034 SH Defined 1 URSTADT BIDDLE PPTYS INS . . CL A 917286205 644 40,732 SH Defined 5.6 URSTADT BIDDLE PPTYS INS . . CL A 917286205 77 4,900 SH Defined 5.6 US BANCORP DEL . . . . . . . COM NEW 902973304 43,365 1,675,616 SH Defined 5.6 US BANCORP DEL . . . . . . . COM NEW 902973304 1,278 49,400 SH Defined 5.6 US BANCORP DEL . . . . . . . COM NEW 902973304 45 1,746 SH Defined 1.4 US BANCORP DEL . . . . . . . COM NEW 902973304 6,715 259,475 SH Defined 1.3 US BANCORP DEL . . . . . . . COM NEW 902973304 2,443 94,379 SH Defined 1.2 US BANCORP DEL . . . . . . . COM NEW 902973304 209 8,060 SH Defined 5,6,8,9,10,11 US BANCORP DEL . . . . . . . COM NEW 902973304 19 742 SH Defined 5,6,8,9,10,11 US BANCORP DEL . . . . . . . DBCV 12/1 902973AM8 641 650,000 PRN Defined 5,6,8,9,10,11 US BANCORP DEL . . . . . . . COM NEW 902973304 5,176 200,000 SH Defined 5.7 US BANCORP DEL . . . . . . . COM NEW 902973304 1,553 60,000 SH Defined 5.7 US BANCORP DEL . . . . . . . COM NEW 902973304 497 19,200 SH Defined 5.7 US BANCORP DEL . . . . . . . COM NEW 902973304 161 6,220 SH Defined 5.7 US BANCORP DEL . . . . . . . COM NEW 902973304 1,048 40,500 SH Defined 5,6,16 US BANCORP DEL . . . . . . . COM NEW 902973304 114 4,400 SH Defined 5,6,14,15 US BANCORP DEL . . . . . . . COM NEW 902973304 3,071 118,655 SH Defined 1 USA MOBILITY INC . . . . . . COM 90341G103 70 5,500 SH Defined 5,6,8,9,10,11 USA TRUCK INC. . . . . . . . COM 902925106 139 8,601 SH Defined 5.12 USANA HEALTH SCIENCES INC. . COM 90328M107 30 947 SH Defined 5,6,8,9,10,11 USEC INC . . . . . . . . . . COM 90333E108 68 11,837 SH Defined 1.4 USEC INC . . . . . . . . . . NOTE 3.000%10/0 90333EAC2 742 914,000 PRN Defined 5,6,8,9,10,11 UTI WORLDWIDE INC. . . . . . ORD G87210103 12 800 SH Defined 1.4 UTI WORLDWIDE INC. . . . . . ORD G87210103 16 1,055 SH Defined 5,6,8,9,10,11 V F CORP . . . . . . . . . . COM 918204108 22,686 283,050 SH Defined 5.6 V F CORP . . . . . . . . . . COM 918204108 200 2,500 SH Defined 5.13 V F CORP . . . . . . . . . . COM 918204108 401 5,000 SH Defined 5,6,16 V F CORP . . . . . . . . . . COM 918204108 7,841 97,834 SH Defined 5.12 V F CORP . . . . . . . . . . COM 918204108 3,704 46,215 SH Defined 5.12 V F CORP . . . . . . . . . . COM 918204108 6,588 82,200 SH Defined 5,6,14,15 V F CORP . . . . . . . . . . COM 918204108 226 2,818 SH Defined 5,6,14,15 V F CORP . . . . . . . . . . COM 918204108 121 1,515 SH Defined 1 VALASSIS COMMUNICATIONS INC. COM 918866104 62 2,245 SH Defined 5,6,16 VALE S A . . . . . . . . . . ADR 91912E105 93,333 2,899,450 SH Defined 5.6 VALE S A . . . . . . . . . . ADR 91912E105 39,330 1,221,800 SH Defined 5.6 VALE S A . . . . . . . . . . ADR REPSTG PFD 91912E204 138,607 4,993,047 SH Defined 5.6 VALE S A . . . . . . . . . . ADR REPSTG PFD 91912E204 47,063 1,695,353 SH Defined 5.6 VALE S A . . . . . . . . . . ADR REPSTG PFD 91912E204 110,660 3,986,325 SH Defined 5.6 VALE S A . . . . . . . . . . ADR 91912E105 284 8,825 SH Defined 1.4 VALE S A . . . . . . . . . . ADR 91912E105 22 675 SH Defined 1.3 VALE S A . . . . . . . . . . ADR 91912E105 1,372 42,630 SH Defined 1.2 VALE S A . . . . . . . . . . ADR REPSTG PFD 91912E204 1,425 51,350 SH Defined 1.2 VALE S A . . . . . . . . . . ADR 91912E105 225 6,995 SH Defined 5,6,8,9,10,11 VALE S A . . . . . . . . . . ADR 91912E105 173 5,370 SH Defined 5,6,8,9,10,11 VALE S A . . . . . . . . . . ADR 91912E105 169 5,250 SH Defined 5,6,8,9,10,11 VALE S A . . . . . . . . . . ADR 91912E105 46 1,428 SH Defined 5,6,8,9 VALE S A . . . . . . . . . . ADR 91912E105 2,501 77,702 SH Defined 5.13 VALE S A . . . . . . . . . . ADR 91912E105 3,886 120,723 SH Defined 5.12 VALE S A . . . . . . . . . . ADR 91912E105 1,895 58,869 SH Defined 5.12 VALE S A . . . . . . . . . . ADR REPSTG PFD 91912E204 3,420 123,182 SH Defined 5.12 VALE S A . . . . . . . . . . ADR 91912E105 14,428 448,201 SH Defined 1 VALEANT PHARMACEUTICALS INTL COM 91911X104 24 550 SH Defined 1.4 VALERO ENERGY CORP NEW . . . COM 91913Y100 7,148 362,818 SH Defined 5.6 VALERO ENERGY CORP NEW . . . COM 91913Y100 101 5,148 SH Defined 1.4 VALERO ENERGY CORP NEW . . . COM 91913Y100 10 521 SH Defined 5,6,8,9,10,11 VALERO ENERGY CORP NEW . . . COM 91913Y100 148 7,500 SH Defined 5.7 VALERO ENERGY CORP NEW . . . COM 91913Y100 99 5,000 SH Defined 5.7 VALERO ENERGY CORP NEW . . . COM 91913Y100 681 34,564 SH Defined 5.13 VALERO ENERGY CORP NEW . . . COM 91913Y100 266 13,500 SH Defined 5.13 VALERO ENERGY CORP NEW . . . COM 91913Y100 2,813 142,789 SH Defined 5.12 VALERO ENERGY CORP NEW . . . COM 91913Y100 451 22,879 SH Defined 5.12 VALERO ENERGY CORP NEW . . . COM 91913Y100 12,383 628,580 SH Defined 5.12 VALERO ENERGY CORP NEW . . . COM 91913Y100 186 9,419 SH Defined 1 VALIDUS HOLDINGS LTD . . . . COM SHS G9319H102 128 4,650 SH Defined 5.6 VALIDUS HOLDINGS LTD . . . . COM SHS G9319H102 62 2,269 SH Defined 1 VALLEY NATL BANCORP. . . . . COM 919794107 60 3,880 SH Defined 5,6,16 VALSPAR CORP . . . . . . . . COM 920355104 209 7,100 SH Defined 5.13 VANGUARD INDEX TR. . . . . . SMLL CP VIPERS 922908751 7,399 117,507 SH Defined 5.12 VANGUARD INTL EQUITY INDEX F EMR MKT VIPERS 922042858 7,144 169,375 SH Defined VANGUARD INTL EQUITY INDEX F EMR MKT VIPERS 922042858 186 4,400 SH Defined 1.4 VARIAN INC . . . . . . . . . COM 922206107 5,063 97,788 SH Defined 5,6,8,9,10,11 VARIAN INC . . . . . . . . . COM 922206107 170 3,285 SH Defined 5,6,8,9,10,11 VARIAN MED SYS INC . . . . . COM 92220P105 790 14,287 SH Defined 5.6 VARIAN MED SYS INC . . . . . COM 92220P105 8 142 SH Defined 5,6,8,9,10,11 VARIAN MED SYS INC . . . . . COM 92220P105 57 1,025 SH Defined 5,6,8,9,10,11 VARIAN MED SYS INC . . . . . COM 92220P105 2,100 37,950 SH Defined 5.12 VARIAN SEMICONDUCTOR EQUIPMN COM 922207105 36 1,087 SH Defined 5,6,8,9,10,11 VCG HLDG CORP. . . . . . . . COM 91821K101 127 53,058 SH Defined 5,6,8,9,10,11 VECTOR GROUP LTD . . . . . . COM 92240M108 17 1,122 SH Defined 5,6,8,9,10,11 VECTREN CORP . . . . . . . . COM 92240G101 6 258 SH Defined 1.4 VECTREN CORP . . . . . . . . COM 92240G101 49 2,000 SH Defined 5,6,16 VECTREN CORP . . . . . . . . COM 92240G101 3,343 135,232 SH Defined 5,6,14,15 VEECO INSTRS INC DEL . . . . COM 922417100 226 5,200 SH Defined 5.6 VEECO INSTRS INC DEL . . . . COM 922417100 148 3,395 SH Defined 1.4 VEECO INSTRS INC DEL . . . . COM 922417100 59 1,345 SH Defined 5,6,16 VEECO INSTRS INC DEL . . . . COM 922417100 30 694 SH Defined 5.12 VENTAS INC . . . . . . . . . COM 92276F100 16,514 347,813 SH Defined 5.6 VENTAS INC . . . . . . . . . COM 92276F100 3,510 73,927 SH Defined 5.6 VENTAS INC . . . . . . . . . COM 92276F100 11 227 SH Defined 1.4 VENTAS INC . . . . . . . . . COM 92276F100 603 12,697 SH Defined 5,6,16 VENTAS INC . . . . . . . . . COM 92276F100 85 1,787 SH Defined 1 VERAZ NETWORKS INC . . . . . COM 923359103 5 4,830 SH Defined 5,6,8,9,10,11 VERENIUM CORP. . . . . . . . COM NEW 92340P209 51 10,000 SH Defined 5.6 VERIFONE HLDGS INC . . . . . COM 92342Y109 15 760 SH Defined 1.4 VERIFONE HLDGS INC . . . . . COM 92342Y109 46 2,276 SH Defined 5,6,8,9,10,11 VERIFONE HLDGS INC . . . . . NOTE 1.375% 6/1 92342YAB5 1,148 1,251,000 PRN Defined 5,6,8,9,10,11 VERIFONE HLDGS INC . . . . . COM 92342Y109 42 2,100 SH Defined 5,6,16 VERIGY LTD . . . . . . . . . SHS Y93691106 3 246 SH Defined 1.3 VERIGY LTD . . . . . . . . . SHS Y93691106 12 1,108 SH Defined 5,6,8,9,10,11 VERISIGN INC . . . . . . . . COM 92343E102 4,364 167,796 SH Defined 5.6 VERISIGN INC . . . . . . . . COM 92343E102 59 2,266 SH Defined 1.4 VERISIGN INC . . . . . . . . COM 92343E102 24 912 SH Defined 5,6,8,9,10,11 VERISIGN INC . . . . . . . . SDCV 3.250% 8/1 92343EAD4 10 11,000 PRN Defined 5.12 VERISIGN INC . . . . . . . . COM 92343E102 60 2,300 SH Defined 5,6,14,15 VERISIGN INC . . . . . . . . COM 92343E102 475 18,273 SH Defined 1 VERISK ANALYTICS INC . . . . CL A 92345Y106 127 4,500 SH Defined 5,6,8,9,10,11 VERIZON COMMUNICATIONS . . . COM 92343V104 75,203 2,424,350 SH Defined 5.6 VERIZON COMMUNICATIONS . . . COM 92343V104 417 13,445 SH Defined 1.4 VERIZON COMMUNICATIONS . . . COM 92343V104 76 2,465 SH Defined 5,6,8,9,10,11 VERIZON COMMUNICATIONS . . . COM 92343V104 45 1,440 SH Defined 5,6,8,9,10,11 VERIZON COMMUNICATIONS . . . COM 92343V104 8,686 280,000 SH Defined 5.7 VERIZON COMMUNICATIONS . . . COM 92343V104 921 29,689 SH Defined 5.7 VERIZON COMMUNICATIONS . . . COM 92343V104 828 26,700 SH Defined 5.7 VERIZON COMMUNICATIONS . . . COM 92343V104 273 8,800 SH Defined 5.7 VERIZON COMMUNICATIONS . . . COM 92343V104 133 4,300 SH Defined 5.7 VERIZON COMMUNICATIONS . . . COM 92343V104 304 9,800 SH Defined 5.13 VERIZON COMMUNICATIONS . . . COM 92343V104 40 1,300 SH Defined 5.6 VERIZON COMMUNICATIONS . . . COM 92343V104 440 14,200 SH Defined 5,6,16 VERIZON COMMUNICATIONS . . . COM 92343V104 310 10,000 SH Defined 5.12 VERIZON COMMUNICATIONS . . . COM 92343V104 4,960 159,900 SH Defined 5,6,14,15 VERIZON COMMUNICATIONS . . . COM 92343V104 127 4,100 SH Defined 5,6,14,15 VERIZON COMMUNICATIONS . . . COM 92343V104 3,780 121,841 SH Defined 1 VERTEX PHARMACEUTICALS INC . COM 92532F100 484 11,849 SH Defined 5.6 VERTEX PHARMACEUTICALS INC . COM 92532F100 376 9,200 SH Defined 5.12 VERTEX PHARMACEUTICALS INC . COM 92532F100 209 5,116 SH Defined 1 VIACOM INC NEW . . . . . . . CL B 92553P201 14,227 413,823 SH Defined 5.6 VIACOM INC NEW . . . . . . . CL B 92553P201 15 447 SH Defined 5,6,8,9,10,11 VIACOM INC NEW . . . . . . . CL B 92553P201 982 28,577 SH Defined 5,6,16 VIAD CORP. . . . . . . . . . COM NEW 92552R406 10 500 SH Defined 5,6,8,9,10,11 VIASAT INC . . . . . . . . . COM 92552V100 1,246 36,000 SH Defined 1.4 VIASAT INC . . . . . . . . . COM 92552V100 30 879 SH Defined 5,6,8,9,10,11 VILLAGE SUPER MKT INC. . . . CL A NEW 927107409 19 695 SH Defined 5,6,8,9,10,11 VIRGIN MEDIA INC . . . . . . NOTE 6.500%11/1 92769LAB7 2,014 1,641,000 PRN Defined 5,6,8,9,10,11 VIRGINMEDIA INC. . . . . . . COM 92769L101 1,133 65,621 SH Defined 5.6 VIRGINMEDIA INC. . . . . . . COM 92769L101 47 2,700 SH Defined 1.4 VIRGINMEDIA INC. . . . . . . COM 92769L101 1,520 88,093 SH Defined 5,6,8,9 VIRGINMEDIA INC. . . . . . . COM 92769L101 198 11,452 SH Defined 5,6,8,9 VIRGINMEDIA INC. . . . . . . COM 92769L101 1,110 64,299 SH Defined 5,6,16 VIRGINMEDIA INC. . . . . . . COM 92769L101 992 57,457 SH Defined 5.12 VIRGINMEDIA INC. . . . . . . COM 92769L101 117 6,786 SH Defined 1 VIRNETX HOLDING CORP . . . . COM 92823T108 384 80,000 SH Defined 1.4 VIROPHARMA INC . . . . . . . NOTE 2.000% 3/1 928241AH1 572 600,000 PRN Defined 5,6,8,9,10,11 VIROPHARMA INC . . . . . . . COM 928241108 29 2,100 SH Defined 5,6,16 VISA INC . . . . . . . . . . COM CL A 92826C839 14,827 162,883 SH Defined 5.6 VISA INC . . . . . . . . . . COM CL A 92826C839 1,775 19,500 SH Defined 5.6 VISA INC . . . . . . . . . . COM CL A 92826C839 1,776 19,505 SH Defined 1.4 VISA INC . . . . . . . . . . COM CL A 92826C839 759 8,340 SH Defined 5,6,8,9,10,11 VISA INC . . . . . . . . . . COM CL A 92826C839 208 2,286 SH Defined 5,6,8,9,10,11 VISA INC . . . . . . . . . . COM CL A 92826C839 4,552 50,000 SH Defined 5.7 VISA INC . . . . . . . . . . COM CL A 92826C839 310 3,400 SH Defined 5.7 VISA INC . . . . . . . . . . COM CL A 92826C839 102 1,120 SH Defined 5.7 VISA INC . . . . . . . . . . COM CL A 92826C839 951 10,450 SH Defined 5.13 VISA INC . . . . . . . . . . COM CL A 92826C839 837 9,200 SH Defined 5,6,16 VISA INC . . . . . . . . . . COM CL A 92826C839 2,626 28,850 SH Defined 5.12 VISA INC . . . . . . . . . . COM CL A 92826C839 165 1,814 SH Defined 1 VISHAY INTERTECHNOLOGY INC . COM 928298108 16 1,590 SH Defined 1.4 VISHAY INTERTECHNOLOGY INC . NOTE 3.625% 8/0 928298AF5 10 10,000 PRN Defined 5.12 VISIONCHINA MEDIA INC. . . . SPONS ADR 92833U103 16 3,500 SH Defined 1.4 VISTAPRINT N V . . . . . . . SHS N93540107 6 100 SH Defined 1.4 VISTAPRINT N V . . . . . . . SHS N93540107 48 830 SH Defined 5,6,16 VITAMIN SHOPPE INC . . . . . COM 92849E101 6 246 SH Defined 5,6,8,9,10,11 VIVO PARTICIPACOES S A . . . SPON ADR PFD NEW 92855S200 43,856 1,617,715 SH Defined 5.6 VIVO PARTICIPACOES S A . . . SPON ADR PFD NEW 92855S200 19,958 736,183 SH Defined 5.6 VIVO PARTICIPACOES S A . . . SPON ADR PFD NEW 92855S200 12,522 461,900 SH Defined 5.6 VIVO PARTICIPACOES S A . . . SPON ADR PFD NEW 92855S200 27 1,000 SH Defined 1.4 VIVO PARTICIPACOES S A . . . SPON ADR PFD NEW 92855S200 15 543 SH Defined 5,6,8,9,10,11 VIVO PARTICIPACOES S A . . . SPON ADR PFD NEW 92855S200 203 7,500 SH Defined 5,6,8,9 VIVUS INC. . . . . . . . . . COM 928551100 5 592 SH Defined 5,6,8,9,10,11 VMWARE INC . . . . . . . . . CL A COM 928563402 9,557 179,306 SH Defined 5.6 VMWARE INC . . . . . . . . . CL A COM 928563402 560 10,500 SH Defined 5.6 VMWARE INC . . . . . . . . . CL A COM 928563402 44 830 SH Defined 1.4 VMWARE INC . . . . . . . . . CL A COM 928563402 2,522 47,318 SH Defined 5.12 VMWARE INC . . . . . . . . . CL A COM 928563402 72 1,356 SH Defined 1 VODAFONE GROUP PLC NEW . . . SPONS ADR NEW 92857W209 2,227 95,600 SH Defined 5.6 VODAFONE GROUP PLC NEW . . . SPONS ADR NEW 92857W209 495 21,254 SH Defined 1.4 VODAFONE GROUP PLC NEW . . . SPONS ADR NEW 92857W209 35 1,520 SH Defined 5,6,8,9,10,11 VODAFONE GROUP PLC NEW . . . SPONS ADR NEW 92857W209 733 31,486 SH Defined 5,6,16 VOLCANO CORPORATION. . . . . COM 928645100 41 1,689 SH Defined 5,6,8,9,10,11 VOLCANO CORPORATION. . . . . COM 928645100 205 8,481 SH Defined 5.12 VOLCOM INC . . . . . . . . . COM 92864N101 28 1,412 SH Defined 5,6,8,9,10,11 VOLCOM INC . . . . . . . . . COM 92864N101 36 1,819 SH Defined 5,6,8,9,10,11 VOLTERRA SEMICONDUCTOR CORP. COM 928708106 17 693 SH Defined 5,6,16 VORNADO RLTY L P . . . . . . DEB 3.875% 4/1 929043AC1 643 588,000 PRN Defined 5,6,8,9,10,11 VORNADO RLTY TR. . . . . . . SH BEN INT 929042109 30,239 399,459 SH Defined 5.6 VORNADO RLTY TR. . . . . . . SH BEN INT 929042109 8,757 115,677 SH Defined 5.6 VORNADO RLTY TR. . . . . . . SH BEN INT 929042109 4,868 64,310 SH Defined 5,6,16 VORNADO RLTY TR. . . . . . . SH BEN INT 929042109 492 6,500 SH Defined 5.12 VORNADO RLTY TR. . . . . . . SH BEN INT 929042109 15,123 199,778 SH Defined 5,6,14,15 VORNADO RLTY TR. . . . . . . SH BEN INT 929042109 282 3,727 SH Defined 5,6,14,15 VORNADO RLTY TR. . . . . . . SH BEN INT 929042109 241 3,185 SH Defined 1 VULCAN MATLS CO. . . . . . . COM 929160109 648 13,727 SH Defined 5.6 VULCAN MATLS CO. . . . . . . COM 929160109 47 1,000 SH Defined 1.4 VULCAN MATLS CO. . . . . . . COM 929160109 43 915 SH Defined 5,6,8,9,10,11 VULCAN MATLS CO. . . . . . . COM 929160109 898 19,000 SH Defined 5.7 VULCAN MATLS CO. . . . . . . COM 929160109 4,383 92,773 SH Defined 5.12 VULCAN MATLS CO. . . . . . . COM 929160109 533 11,281 SH Defined 1 W & T OFFSHORE INC . . . . . COM 92922P106 64 7,600 SH Defined 1.4 WABASH NATL CORP . . . . . . COM 929566107 6 916 SH Defined 5,6,8,9,10,11 WABCO HLDGS INC. . . . . . . COM 92927K102 28 920 SH Defined 5,6,8,9,10,11 WABCO HLDGS INC. . . . . . . COM 92927K102 751 25,109 SH Defined 5.12 WABTEC CORP. . . . . . . . . COM 929740108 816 19,384 SH Defined 5,6,8,9,10,11 WABTEC CORP. . . . . . . . . COM 929740108 701 16,650 SH Defined 5.12 WAL MART STORES INC. . . . . COM 931142103 91,657 1,648,514 SH Defined 5.6 WAL MART STORES INC. . . . . COM 931142103 317 5,700 SH Defined 5.6 WAL MART STORES INC. . . . . COM 931142103 410 7,372 SH Defined 1.4 WAL MART STORES INC. . . . . COM 931142103 7,585 136,418 SH Defined 1.3 WAL MART STORES INC. . . . . COM 931142103 4,993 89,796 SH Defined 1.2 WAL MART STORES INC. . . . . COM 931142103 58 1,047 SH Defined 5,6,8,9,10,11 WAL MART STORES INC. . . . . COM 931142103 56 1,002 SH Defined 1 WAL MART STORES INC. . . . . COM 931142103 14,456 260,000 SH Defined 5.7 WAL MART STORES INC. . . . . COM 931142103 1,423 25,600 SH Defined 5.7 WAL MART STORES INC. . . . . COM 931142103 473 8,500 SH Defined 5.7 WAL MART STORES INC. . . . . COM 931142103 120 2,150 SH Defined 5.7 WAL MART STORES INC. . . . . COM 931142103 823 14,800 SH Defined 5.13 WAL MART STORES INC. . . . . COM 931142103 1,080 19,428 SH Defined 5,6,16 WAL MART STORES INC. . . . . COM 931142103 20,902 375,930 SH Defined 5,6,14,15 WAL MART STORES INC. . . . . COM 931142103 456 8,200 SH Defined 5,6,14,15 WAL MART STORES INC. . . . . COM 931142103 14,970 269,247 SH Defined 1 WALGREEN CO. . . . . . . . . COM 931422109 15,012 404,742 SH Defined 5.6 WALGREEN CO. . . . . . . . . COM 931422109 82 2,223 SH Defined 1.4 WALGREEN CO. . . . . . . . . COM 931422109 43 1,172 SH Defined 5,6,8,9,10,11 WALGREEN CO. . . . . . . . . COM 931422109 4,265 115,000 SH Defined 5.7 WALGREEN CO. . . . . . . . . COM 931422109 705 19,000 SH Defined 5.7 WALGREEN CO. . . . . . . . . COM 931422109 330 8,900 SH Defined 5.7 WALGREEN CO. . . . . . . . . COM 931422109 109 2,935 SH Defined 5.7 WALTER ENERGY INC. . . . . . COM 93317Q105 16 169 SH Defined 1.4 WALTER ENERGY INC. . . . . . COM 93317Q105 361 3,910 SH Defined 5,6,8,9,10,11 WALTER ENERGY INC. . . . . . COM 93317Q105 214 2,321 SH Defined 5,6,8,9,10,11 WALTER ENERGY INC. . . . . . COM 93317Q105 55 594 SH Defined 5,6,8,9,10,11 WALTER ENERGY INC. . . . . . COM 93317Q105 13 138 SH Defined 5,6,8,9,10,11 WALTER INVT MGMT CORP. . . . COM 93317W102 152 9,499 SH Defined 5,6,8,9,10,11 WALTER INVT MGMT CORP. . . . COM 93317W102 6 375 SH Defined 5,6,8,9,10,11 WARNER CHILCOTT PLC IRELAND. SHS A G94368100 303 11,850 SH Defined 5.6 WARNER CHILCOTT PLC IRELAND. SHS A G94368100 33 1,278 SH Defined 1.4 WARNER CHILCOTT PLC IRELAND. SHS A G94368100 2,670 104,500 SH Defined 1.2 WARNER CHILCOTT PLC IRELAND. SHS A G94368100 1,076 42,123 SH Defined 5,6,8,9,10,11 WARNER CHILCOTT PLC IRELAND. SHS A G94368100 132 5,151 SH Defined 5,6,8,9,10,11 WARNER CHILCOTT PLC IRELAND. SHS A G94368100 70 2,745 SH Defined 1 WARNER MUSIC GROUP CORP. . . COM 934550104 526 76,079 SH Defined 5,6,8,9,10,11 WASHINGTON FED INC . . . . . COM 938824109 41 2,001 SH Defined 5,6,8,9,10,11 WASHINGTON POST CO . . . . . CL B 939640108 207 467 SH Defined 5.6 WASHINGTON POST CO . . . . . CL B 939640108 409 921 SH Defined 1 WASHINGTON REAL ESTATE INVT. SH BEN INT 939653101 4,055 132,736 SH Defined 5.6 WASHINGTON REAL ESTATE INVT. SH BEN INT 939653101 553 18,100 SH Defined 5.6 WASTE CONNECTIONS INC. . . . COM 941053100 140 4,130 SH Defined 5,6,8,9,10,11 WASTE CONNECTIONS INC. . . . COM 941053100 21 633 SH Defined 5,6,8,9,10,11 WASTE CONNECTIONS INC. . . . COM 941053100 13 380 SH Defined 5,6,8,9,10,11 WASTE CONNECTIONS INC. . . . COM 941053100 136 4,015 SH Defined 5,6,16 WASTE MGMT INC DEL . . . . . COM 94106L109 13,089 380,151 SH Defined 5.6 WASTE MGMT INC DEL . . . . . COM 94106L109 77 2,250 SH Defined 1.4 WASTE MGMT INC DEL . . . . . COM 94106L109 12,605 366,100 SH Defined 5.12 WASTE MGMT INC DEL . . . . . COM 94106L109 5,843 169,700 SH Defined 5,6,14,15 WASTE MGMT INC DEL . . . . . COM 94106L109 744 21,608 SH Defined 1 WASTE SERVICES INC DEL . . . COM NEW 941075202 351 35,470 SH Defined 5,6,8,9,10,11 WASTE SERVICES INC DEL . . . COM NEW 941075202 22 2,208 SH Defined 5,6,8,9,10,11 WATERS CORP. . . . . . . . . COM 941848103 561 8,313 SH Defined 5.6 WATERS CORP. . . . . . . . . COM 941848103 37 550 SH Defined 1.4 WATERS CORP. . . . . . . . . COM 941848103 95 1,410 SH Defined 5,6,8,9,10,11 WATERS CORP. . . . . . . . . COM 941848103 3,377 50,000 SH Defined 5.7 WATERS CORP. . . . . . . . . COM 941848103 1,299 19,231 SH Defined 5.7 WATERS CORP. . . . . . . . . COM 941848103 338 5,000 SH Defined 5.7 WATERS CORP. . . . . . . . . COM 941848103 117 1,730 SH Defined 5.7 WATERS CORP. . . . . . . . . COM 941848103 135 2,000 SH Defined WATSCO INC . . . . . . . . . COM 942622200 1 20 SH Defined 1.4 WATSON PHARMACEUTICALS INC . COM 942683103 715 17,123 SH Defined 5.6 WATSON PHARMACEUTICALS INC . COM 942683103 2,506 60,000 SH Defined 5.7 WATSON PHARMACEUTICALS INC . COM 942683103 251 6,000 SH Defined 5.7 WATSON PHARMACEUTICALS INC . COM 942683103 72 1,720 SH Defined 5.7 WATSON PHARMACEUTICALS INC . COM 942683103 363 8,700 SH Defined 5.13 WATSON PHARMACEUTICALS INC . COM 942683103 51 1,228 SH Defined 5,6,16 WATSON PHARMACEUTICALS INC . COM 942683103 13,575 325,000 SH Defined 5.12 WATSON PHARMACEUTICALS INC . COM 942683103 26,085 624,500 SH Defined 5.12 WATTS WATER TECHNOLOGIES INC CL A 942749102 727 23,400 SH Defined 5.6 WATTS WATER TECHNOLOGIES INC CL A 942749102 81 2,600 SH Defined 5.13 WEATHERFORD INTERNATIONAL LT REG H27013103 2,152 135,704 SH Defined 5.6 WEATHERFORD INTERNATIONAL LT REG H27013103 580 36,547 SH Defined 1.4 WEATHERFORD INTERNATIONAL LT REG H27013103 10 634 SH Defined 5,6,8,9,10,11 WEATHERFORD INTERNATIONAL LT REG H27013103 3,166 199,600 SH Defined 5.12 WEATHERFORD INTERNATIONAL LT REG H27013103 960 60,500 SH Defined 5.12 WEATHERFORD INTERNATIONAL LT REG H27013103 1,178 74,275 SH Defined 5.12 WEATHERFORD INTERNATIONAL LT REG H27013103 39,298 2,477,790 SH Defined 5,6,14,15 WEATHERFORD INTERNATIONAL LT REG H27013103 324 20,403 SH Defined 1 WEBSTER FINL CORP CONN . . . COM 947890109 43 2,484 SH Defined 1.4 WEIGHT WATCHERS INTL INC NEW COM 948626106 8 300 SH Defined 1.4 WEINGARTEN RLTY INVS . . . . SH BEN INT 948741103 5,731 265,799 SH Defined 5.6 WEINGARTEN RLTY INVS . . . . SH BEN INT 948741103 658 30,500 SH Defined 5.6 WELLCARE HEALTH PLANS INC. . COM 94946T106 38 1,265 SH Defined 1.4 WELLCARE HEALTH PLANS INC. . COM 94946T106 43 1,431 SH Defined 5,6,8,9,10,11 WELLCARE HEALTH PLANS INC. . COM 94946T106 20 670 SH Defined 5,6,8,9,10,11 WELLPOINT INC. . . . . . . . COM 94973V107 33,331 517,729 SH Defined 5.6 WELLPOINT INC. . . . . . . . COM 94973V107 42 645 SH Defined 1.4 WELLPOINT INC. . . . . . . . COM 94973V107 3,260 50,640 SH Defined 1.2 WELLPOINT INC. . . . . . . . COM 94973V107 328 5,100 SH Defined 5,6,8,9,10,11 WELLPOINT INC. . . . . . . . COM 94973V107 26 401 SH Defined 5,6,8,9,10,11 WELLPOINT INC. . . . . . . . COM 94973V107 612 9,500 SH Defined 5.13 WELLPOINT INC. . . . . . . . COM 94973V107 116 1,800 SH Defined 5,6,16 WELLPOINT INC. . . . . . . . COM 94973V107 5,007 77,780 SH Defined 5.12 WELLPOINT INC. . . . . . . . COM 94973V107 1,206 18,730 SH Defined 1 WELLS FARGO & CO NEW . . . . COM 949746101 125,650 4,037,603 SH Defined 5.6 WELLS FARGO & CO NEW . . . . COM 949746101 1,139 36,600 SH Defined 5.6 WELLS FARGO & CO NEW . . . . COM 949746101 128 4,107 SH Defined 1.4 WELLS FARGO & CO NEW . . . . COM 949746101 521 16,728 SH Defined 5,6,8,9,10,11 WELLS FARGO & CO NEW . . . . COM 949746101 203 6,520 SH Defined 5,6,8,9,10,11 WELLS FARGO & CO NEW . . . . COM 949746101 39 1,256 SH Defined 5,6,8,9,10,11 WELLS FARGO & CO NEW . . . . PERP PFD CNV A 949746804 593 607 SH Defined 5,6,8,9,10,11 WELLS FARGO & CO NEW . . . . PERP PFD CNV A 949746804 172 176 SH Defined 5,6,8,9,10,11 WELLS FARGO & CO NEW . . . . COM 949746101 16 500 SH Defined 1 WELLS FARGO & CO NEW . . . . COM 949746101 16,338 525,000 SH Defined 5.7 WELLS FARGO & CO NEW . . . . COM 949746101 3,112 100,000 SH Defined 5.7 WELLS FARGO & CO NEW . . . . COM 949746101 1,472 47,300 SH Defined 5.7 WELLS FARGO & CO NEW . . . . COM 949746101 485 15,600 SH Defined 5.7 WELLS FARGO & CO NEW . . . . COM 949746101 78 2,500 SH Defined 5.7 WELLS FARGO & CO NEW . . . . COM 949746101 165 5,300 SH Defined 5.13 WELLS FARGO & CO NEW . . . . COM 949746101 1,363 43,801 SH Defined 5,6,16 WELLS FARGO & CO NEW . . . . COM 949746101 559 17,950 SH Defined 5.12 WELLS FARGO & CO NEW . . . . COM 949746101 77,064 2,476,340 SH Defined 5,6,14,15 WELLS FARGO & CO NEW . . . . COM 949746101 482 15,500 SH Defined 5,6,14,15 WELLS FARGO & CO NEW . . . . COM 949746101 10,015 321,811 SH Defined 1 WENDYS ARBYS GROUP INC . . . COM 950587105 64 12,800 SH Defined 5,6,16 WERNER ENTERPRISES INC . . . COM 950755108 21 925 SH Defined 5,6,8,9,10,11 WERNER ENTERPRISES INC . . . COM 950755108 220 9,500 SH Defined 5.13 WESTAMERICA BANCORPORATION . COM 957090103 31 534 SH Defined 5,6,8,9,10,11 WESTAR ENERGY INC. . . . . . COM 95709T100 33 1,465 SH Defined 1.4 WESTAR ENERGY INC. . . . . . COM 95709T100 239 10,700 SH Defined 5.13 WESTERN DIGITAL CORP . . . . COM 958102105 18,414 472,285 SH Defined 5.6 WESTERN DIGITAL CORP . . . . COM 958102105 168 4,305 SH Defined 1.4 WESTERN DIGITAL CORP . . . . COM 958102105 7,400 189,780 SH Defined 1.2 WESTERN DIGITAL CORP . . . . COM 958102105 135 3,460 SH Defined 5,6,8,9,10,11 WESTERN DIGITAL CORP . . . . COM 958102105 14 361 SH Defined 5,6,8,9,10,11 WESTERN DIGITAL CORP . . . . COM 958102105 1,279 32,800 SH Defined 5.7 WESTERN DIGITAL CORP . . . . COM 958102105 25 631 SH Defined 5,6,16 WESTERN DIGITAL CORP . . . . COM 958102105 12,656 324,600 SH Defined 5.12 WESTERN DIGITAL CORP . . . . COM 958102105 1,025 26,300 SH Defined 5.12 WESTERN DIGITAL CORP . . . . COM 958102105 25,940 665,300 SH Defined 5,6,14,15 WESTERN DIGITAL CORP . . . . COM 958102105 515 13,200 SH Defined 5,6,14,15 WESTERN DIGITAL CORP . . . . COM 958102105 490 12,580 SH Defined 1 WESTERN REFNG INC. . . . . . NOTE 5.750% 6/1 959319AC8 226 280,000 PRN Defined 5,6,8,9,10,11 WESTERN UN CO. . . . . . . . COM 959802109 2,448 144,358 SH Defined 5.6 WESTERN UN CO. . . . . . . . COM 959802109 142 8,381 SH Defined 1.4 WESTERN UN CO. . . . . . . . COM 959802109 34 1,998 SH Defined 5,6,8,9,10,11 WESTERN UN CO. . . . . . . . COM 959802109 5,936 350,000 SH Defined 5.7 WESTERN UN CO. . . . . . . . COM 959802109 1,077 63,500 SH Defined 5.7 WESTERN UN CO. . . . . . . . COM 959802109 826 48,708 SH Defined 5.7 WESTERN UN CO. . . . . . . . COM 959802109 375 22,100 SH Defined 5.7 WESTERN UN CO. . . . . . . . COM 959802109 254 15,000 SH Defined 5.7 WESTERN UN CO. . . . . . . . COM 959802109 126 7,420 SH Defined 5.7 WESTERN UN CO. . . . . . . . COM 959802109 122 7,170 SH Defined 5.7 WESTERN UN CO. . . . . . . . COM 959802109 47 2,800 SH Defined 5.7 WESTLAKE CHEM CORP . . . . . COM 960413102 10 395 SH Defined 5,6,8,9,10,11 WESTPORT INNOVATIONS INC . . COM NEW 960908309 346 21,100 SH Defined 5.6 WESTPORT INNOVATIONS INC . . COM NEW 960908309 3 167 SH Defined 5,6,8,9,10,11 WEYERHAEUSER CO. . . . . . . COM 962166104 1,153 25,475 SH Defined 5.6 WEYERHAEUSER CO. . . . . . . COM 962166104 11 250 SH Defined 1.4 WEYERHAEUSER CO. . . . . . . COM 962166104 130 2,870 SH Defined 5,6,8,9,10,11 WEYERHAEUSER CO. . . . . . . COM 962166104 293 6,478 SH Defined 5,6,16 WEYERHAEUSER CO. . . . . . . COM 962166104 6,317 139,550 SH Defined 5.12 WEYERHAEUSER CO. . . . . . . COM 962166104 349 7,699 SH Defined 1 WGL HLDGS INC. . . . . . . . COM 92924F106 8 221 SH Defined 5,6,8,9,10,11 WHIRLPOOL CORP . . . . . . . COM 963320106 20,263 232,241 SH Defined 5.6 WHIRLPOOL CORP . . . . . . . COM 963320106 34 385 SH Defined 1.4 WHIRLPOOL CORP . . . . . . . COM 963320106 1,806 20,700 SH Defined 1.2 WHIRLPOOL CORP . . . . . . . COM 963320106 4 42 SH Defined 5,6,8,9,10,11 WHIRLPOOL CORP . . . . . . . COM 963320106 785 9,000 SH Defined 5.7 WHIRLPOOL CORP . . . . . . . COM 963320106 323 3,700 SH Defined 5.7 WHIRLPOOL CORP . . . . . . . COM 963320106 106 1,210 SH Defined 5.7 WHIRLPOOL CORP . . . . . . . COM 963320106 176 2,020 SH Defined 5.13 WHIRLPOOL CORP . . . . . . . COM 963320106 15,042 172,400 SH Defined 5,6,14,15 WHIRLPOOL CORP . . . . . . . COM 963320106 297 3,400 SH Defined 5,6,14,15 WHIRLPOOL CORP . . . . . . . COM 963320106 120 1,376 SH Defined 1 WHITE ELECTR DESIGNS CORP. . COM 963801105 42 6,043 SH Defined 5,6,8,9,10,11 WHITE MTNS INS GROUP LTD . . COM G9618E107 215 605 SH Defined 5.6 WHITE MTNS INS GROUP LTD . . COM G9618E107 10 29 SH Defined 5,6,8,9,10,11 WHITE MTNS INS GROUP LTD . . COM G9618E107 70 197 SH Defined 1 WHITING PETE CORP NEW. . . . COM 966387102 64 791 SH Defined 5,6,8,9,10,11 WHITING PETE CORP NEW. . . . COM 966387102 85 1,050 SH Defined 5.12 WHITNEY HLDG CORP. . . . . . COM 966612103 32 2,355 SH Defined 5,6,8,9,10,11 WHOLE FOODS MKT INC. . . . . COM 966837106 663 18,351 SH Defined 5.6 WHOLE FOODS MKT INC. . . . . COM 966837106 61 1,677 SH Defined 1.4 WHOLE FOODS MKT INC. . . . . COM 966837106 378 10,460 SH Defined 5.13 WHOLE FOODS MKT INC. . . . . COM 966837106 81 2,245 SH Defined 1 WILEY JOHN & SONS INC. . . . CL A 968223206 135 3,130 SH Defined 5,6,16 WILLBROS GROUP INC DEL . . . COM 969203108 34 2,860 SH Defined 5,6,8,9,10,11 WILLBROS GROUP INC DEL . . . COM 969203108 5 438 SH Defined 5,6,8,9,10,11 WILLIAMS COS INC DEL . . . . COM 969457100 8,842 382,751 SH Defined 5.6 WILLIAMS COS INC DEL . . . . COM 969457100 82 3,548 SH Defined 1.4 WILLIAMS COS INC DEL . . . . COM 969457100 5,775 250,000 SH Defined 5.7 WILLIAMS COS INC DEL . . . . COM 969457100 675 29,200 SH Defined 5.7 WILLIAMS COS INC DEL . . . . COM 969457100 222 9,600 SH Defined 5.7 WILLIAMS COS INC DEL . . . . COM 969457100 124 5,364 SH Defined 1 WILLIAMS SONOMA INC. . . . . COM 969904101 196 7,440 SH Defined 5,6,8,9,10,11 WILLIS GROUP HOLDINGS PUBLIC SHS G96666105 393 12,549 SH Defined 5.6 WILLIS GROUP HOLDINGS PUBLIC SHS G96666105 33 1,050 SH Defined 5,6,16 WILLIS GROUP HOLDINGS PUBLIC SHS G96666105 8,025 256,456 SH Defined 5.12 WILLIS GROUP HOLDINGS PUBLIC SHS G96666105 130 4,159 SH Defined 1 WILMINGTON TRUST CORP. . . . COM 971807102 153 9,210 SH Defined 5,6,16 WIMM BILL DANN FOODS OJSC. . SPONSORED ADR 97263M109 3,789 169,000 SH Defined 5.6 WIMM BILL DANN FOODS OJSC. . SPONSORED ADR 97263M109 475 21,200 SH Defined 5.12 WINDSTREAM CORP. . . . . . . COM 97381W104 435 39,948 SH Defined 5.6 WINDSTREAM CORP. . . . . . . COM 97381W104 40 3,663 SH Defined 1.4 WINDSTREAM CORP. . . . . . . COM 97381W104 2,723 250,000 SH Defined 5.7 WINDSTREAM CORP. . . . . . . COM 97381W104 293 26,900 SH Defined 5.7 WINDSTREAM CORP. . . . . . . COM 97381W104 96 8,800 SH Defined 5.7 WINDSTREAM CORP. . . . . . . COM 97381W104 3,220 295,700 SH Defined 5,6,14,15 WINDSTREAM CORP. . . . . . . COM 97381W104 124 11,400 SH Defined 5,6,14,15 WINDSTREAM CORP. . . . . . . COM 97381W104 83 7,654 SH Defined 1 WINTHROP RLTY TR . . . . . . SH BEN INT NEW 976391300 409 33,964 SH Defined 5.6 WINTHROP RLTY TR . . . . . . SH BEN INT NEW 976391300 42 3,500 SH Defined 5.6 WINTRUST FINANCIAL CORP. . . COM 97650W108 34 905 SH Defined 5,6,8,9,10,11 WIPRO LTD. . . . . . . . . . SPON ADR 1 SH 97651M109 98 4,200 SH Defined 1.4 WIPRO LTD. . . . . . . . . . SPON ADR 1 SH 97651M109 583 25,000 SH Defined 5.7 WIPRO LTD. . . . . . . . . . SPON ADR 1 SH 97651M109 457 19,592 SH Defined 5.7 WIPRO LTD. . . . . . . . . . SPON ADR 1 SH 97651M109 95 4,081 SH Defined 5.7 WISCONSIN ENERGY CORP. . . . COM 976657106 500 10,127 SH Defined 5.6 WISCONSIN ENERGY CORP. . . . COM 976657106 190 3,846 SH Defined 1 WISDOMTREE TRUST . . . . . . INDIA ERNGS FD 97717W422 117 5,000 SH Defined 5.6 WISDOMTREE TRUST . . . . . . CHINESE YUAN ETF 97717W182 67 2,669 SH Defined 5,6,8,9,10,11 WMS INDS INC . . . . . . . . COM 929297109 74 1,773 SH Defined 1.4 WNS HOLDINGS LTD . . . . . . SPON ADR 92932M101 9 800 SH Defined 1.4 WOODWARD GOVERNOR CO . . . . COM 980745103 46 1,430 SH Defined 5,6,8,9,10,11 WORLD ACCEP CORP DEL . . . . COM 981419104 47 1,295 SH Defined 5,6,8,9,10,11 WORLD ACCEP CORP DEL . . . . COM 981419104 2 56 SH Defined 5,6,8,9,10,11 WORLD FUEL SVCS CORP . . . . COM 981475106 4 151 SH Defined 1.4 WORLD WRESTLING ENTMT INC. . CL A 98156Q108 49 2,860 SH Defined 5,6,8,9,10,11 WRIGHT EXPRESS CORP. . . . . COM 98233Q105 779 25,879 SH Defined 5,6,8,9,10,11 WRIGHT MED GROUP INC . . . . COM 98235T107 19 1,076 SH Defined 5,6,8,9,10,11 WUXI PHARMATECH CAYMAN INC . SPONS ADR SHS 929352102 12,195 783,259 SH Defined 5.6 WUXI PHARMATECH CAYMAN INC . SPONS ADR SHS 929352102 86 5,522 SH Defined 5.7 WUXI PHARMATECH CAYMAN INC . SPONS ADR SHS 929352102 17 1,071 SH Defined 5.7 WUXI PHARMATECH CAYMAN INC . SPONS ADR SHS 929352102 10 614 SH Defined 5.7 WYNDHAM WORLDWIDE CORP . . . COM 98310W108 120 4,648 SH Defined 5.6 WYNDHAM WORLDWIDE CORP . . . COM 98310W108 33 1,289 SH Defined 1.4 WYNDHAM WORLDWIDE CORP . . . COM 98310W108 3,860 150,000 SH Defined 5.7 WYNDHAM WORLDWIDE CORP . . . COM 98310W108 515 20,000 SH Defined 5.7 WYNDHAM WORLDWIDE CORP . . . COM 98310W108 169 6,550 SH Defined 5.7 WYNDHAM WORLDWIDE CORP . . . COM 98310W108 10 400 SH Defined 5,6,16 WYNN RESORTS LTD . . . . . . COM 983134107 701 9,238 SH Defined 5.6 WYNN RESORTS LTD . . . . . . COM 983134107 109 1,443 SH Defined 1.4 WYNN RESORTS LTD . . . . . . COM 983134107 739 9,750 SH Defined 5.12 WYNN RESORTS LTD . . . . . . COM 983134107 187 2,467 SH Defined 1 XCEL ENERGY INC. . . . . . . COM 98389B100 3,168 149,451 SH Defined 5.6 XCEL ENERGY INC. . . . . . . COM 98389B100 32 1,500 SH Defined 1.4 XCEL ENERGY INC. . . . . . . COM 98389B100 269 12,705 SH Defined 1 XEROX CORP . . . . . . . . . COM 984121103 20,593 2,112,116 SH Defined 5.6 XEROX CORP . . . . . . . . . COM 984121103 211 21,649 SH Defined 1.4 XEROX CORP . . . . . . . . . COM 984121103 283 29,070 SH Defined 5,6,8,9,10,11 XEROX CORP . . . . . . . . . COM 984121103 118 12,090 SH Defined 5,6,8,9,10,11 XEROX CORP . . . . . . . . . COM 984121103 43 4,375 SH Defined 5,6,8,9,10,11 XEROX CORP . . . . . . . . . COM 984121103 41 4,251 SH Defined 5,6,8,9,10,11 XEROX CORP . . . . . . . . . COM 984121103 195 20,000 SH Defined 5.7 XEROX CORP . . . . . . . . . COM 984121103 122 12,500 SH Defined 5.7 XEROX CORP . . . . . . . . . COM 984121103 6,918 709,500 SH Defined 5,6,14,15 XEROX CORP . . . . . . . . . COM 984121103 529 54,230 SH Defined 1 XILINX INC . . . . . . . . . COM 983919101 676 26,493 SH Defined 5.6 XILINX INC . . . . . . . . . COM 983919101 256 10,040 SH Defined 5.13 XILINX INC . . . . . . . . . DBCV 3.125% 3/1 983919AD3 15 16,000 PRN Defined 5.12 XILINX INC . . . . . . . . . COM 983919101 1,025 40,203 SH Defined 1 XINYUAN REAL ESTATE CO LTD . SPONS ADR 98417P105 2 384 SH Defined 5,6,8,9,10,11 XL CAP LTD . . . . . . . . . CL A G98255105 10,534 557,379 SH Defined 5.6 XL CAP LTD . . . . . . . . . CL A G98255105 11 600 SH Defined 1.4 XL CAP LTD . . . . . . . . . CL A G98255105 393 20,813 SH Defined 5,6,8,9,10,11 XL CAP LTD . . . . . . . . . CL A G98255105 15 771 SH Defined 5,6,8,9,10,11 XL CAP LTD . . . . . . . . . CL A G98255105 202 10,700 SH Defined 5.13 XL CAP LTD . . . . . . . . . CL A G98255105 4,889 258,700 SH Defined 5,6,14,15 XL CAP LTD . . . . . . . . . CL A G98255105 102 5,400 SH Defined 5,6,14,15 XL CAP LTD . . . . . . . . . CL A G98255105 519 27,472 SH Defined 1 XTO ENERGY INC . . . . . . . COM 98385X106 2,975 63,056 SH Defined 5.6 XTO ENERGY INC . . . . . . . COM 98385X106 766 16,244 SH Defined 1.4 XTO ENERGY INC . . . . . . . COM 98385X106 17,088 362,185 SH Defined 5,6,8,9,10,11 XTO ENERGY INC . . . . . . . COM 98385X106 5,645 119,654 SH Defined 5,6,8,9,10,11 XTO ENERGY INC . . . . . . . COM 98385X106 3,129 66,323 SH Defined 5,6,8,9,10,11 XTO ENERGY INC . . . . . . . COM 98385X106 2,570 54,473 SH Defined 5,6,8,9,10,11 XTO ENERGY INC . . . . . . . COM 98385X106 2,017 42,749 SH Defined 5,6,8,9,10,11 XTO ENERGY INC . . . . . . . COM 98385X106 447 9,480 SH Defined 5,6,8,9,10,11 XTO ENERGY INC . . . . . . . COM 98385X106 422 8,940 SH Defined 5,6,8,9,10,11 XTO ENERGY INC . . . . . . . COM 98385X106 68 1,444 SH Defined 5,6,8,9,10,11 XTO ENERGY INC . . . . . . . COM 98385X106 7 155 SH Defined 5,6,8,9,10,11 XTO ENERGY INC . . . . . . . COM 98385X106 3,342 70,836 SH Defined 5.12 XTO ENERGY INC . . . . . . . COM 98385X106 5,925 125,589 SH Defined 1 YAHOO INC. . . . . . . . . . COM 984332106 4,517 273,282 SH Defined 5.6 YAHOO INC. . . . . . . . . . COM 984332106 4,959 300,000 SH Defined 5.6 YAHOO INC. . . . . . . . . . COM 984332106 3,306 200,000 SH Defined 5.6 YAHOO INC. . . . . . . . . . COM 984332106 462 27,934 SH Defined 1.4 YAHOO INC. . . . . . . . . . COM 984332106 660 39,925 SH Defined 5,6,8,9,10,11 YAHOO INC. . . . . . . . . . COM 984332106 113 6,820 SH Defined 5,6,8,9,10,11 YAHOO INC. . . . . . . . . . COM 984332106 15,997 967,740 SH Defined 5.12 YAHOO INC. . . . . . . . . . COM 984332106 97 5,870 SH Defined 1 YAMANA GOLD INC. . . . . . . COM 98462Y100 29,756 3,017,738 SH Defined 5.6 YAMANA GOLD INC. . . . . . . COM 98462Y100 323 32,772 SH Defined 1.4 YAMANA GOLD INC. . . . . . . COM 98462Y100 23 2,320 SH Defined 5,6,8,9,10,11 YAMANA GOLD INC. . . . . . . COM 98462Y100 1,549 157,097 SH Defined 5.13 YAMANA GOLD INC. . . . . . . COM 98462Y100 8,672 879,523 SH Defined 5.12 YAMANA GOLD INC. . . . . . . COM 98462Y100 1,170 118,699 SH Defined 5.12 YAMANA GOLD INC. . . . . . . COM 98462Y100 20 2,062 SH Defined 1 YANZHOU COAL MNG CO LTD. . . SPON ADR H SHS 984846105 2 72 SH Defined 1 YINGLI GREEN ENERGY HLDG CO. ADR 98584B103 1,403 110,150 SH Defined 5.6 YINGLI GREEN ENERGY HLDG CO. ADR 98584B103 203 15,900 SH Defined 1.4 YINGLI GREEN ENERGY HLDG CO. ADR 98584B103 17 1,309 SH Defined 5,6,8,9,10,11 YINGLI GREEN ENERGY HLDG CO. NOTE 12/1 98584BAA1 581 524,000 PRN Defined 5,6,8,9,10,11 YORK WTR CO. . . . . . . . . COM 987184108 3 229 SH Defined 5,6,8,9,10,11 YOUBET COM INC . . . . . . . COM 987413101 197 66,840 SH Defined 5,6,8,9,10,11 YRC WORLDWIDE INC. . . . . . COM 984249102 86 158,900 SH Defined 1.4 YRC WORLDWIDE INC. . . . . . COM 984249102 2 3,540 SH Defined 5,6,8,9,10,11 YUCHENGTECHNOLOGIES LTD. . . COM G98777108 11 2,890 SH Defined 5,6,8,9,10,11 YUM BRANDS INC . . . . . . . COM 988498101 4,030 105,135 SH Defined 5.6 YUM BRANDS INC . . . . . . . COM 988498101 162 4,223 SH Defined 1.4 YUM BRANDS INC . . . . . . . COM 988498101 14 368 SH Defined 5,6,8,9,10,11 YUM BRANDS INC . . . . . . . COM 988498101 6,516 170,000 SH Defined 5.7 YUM BRANDS INC . . . . . . . COM 988498101 3,066 80,000 SH Defined 5.7 YUM BRANDS INC . . . . . . . COM 988498101 1,161 30,300 SH Defined 5.7 YUM BRANDS INC . . . . . . . COM 988498101 464 12,100 SH Defined 5.7 YUM BRANDS INC . . . . . . . COM 988498101 335 8,730 SH Defined 5.7 YUM BRANDS INC . . . . . . . COM 988498101 149 3,900 SH Defined 5.7 YUM BRANDS INC . . . . . . . COM 988498101 115 3,000 SH Defined 5.7 YUM BRANDS INC . . . . . . . COM 988498101 284 7,400 SH Defined 5.13 YUM BRANDS INC . . . . . . . COM 988498101 410 10,700 SH Defined 5,6,16 YUM BRANDS INC . . . . . . . COM 988498101 729 19,015 SH Defined 5.12 YUM BRANDS INC . . . . . . . COM 988498101 6,075 158,500 SH Defined 5,6,14,15 YUM BRANDS INC . . . . . . . COM 988498101 111 2,900 SH Defined 5,6,14,15 YUM BRANDS INC . . . . . . . COM 988498101 402 10,476 SH Defined 1 ZALE CORP NEW. . . . . . . . COM 988858106 15 5,500 SH Defined 1.4 ZAREBA SYSTEMS INC . . . . . COM 989131107 3 320 SH Defined 5,6,8,9,10,11 ZBB ENERGY CORPORATION . . . COM 98876R204 7 8,372 SH Defined 5,6,8,9 ZBB ENERGY CORPORATION . . . COM 98876R204 1 902 SH Defined 5,6,8,9 ZENITH NATL INS CORP . . . . COM 989390109 633 16,522 SH Defined 5,6,8,9,10,11 ZENITH NATL INS CORP . . . . COM 989390109 66 1,712 SH Defined 5,6,8,9,10,11 ZHONGPIN INC . . . . . . . . COM 98952K107 7 517 SH Defined 5,6,8,9,10,11 ZIMMER HLDGS INC . . . . . . COM 98956P102 4,717 79,679 SH Defined 5.6 ZIMMER HLDGS INC . . . . . . COM 98956P102 47 800 SH Defined 1.4 ZIMMER HLDGS INC . . . . . . COM 98956P102 12,100 204,400 SH Defined 5,6,14,15 ZIMMER HLDGS INC . . . . . . COM 98956P102 379 6,400 SH Defined 5,6,14,15 ZIMMER HLDGS INC . . . . . . COM 98956P102 538 9,080 SH Defined 1 ZIONS BANCORPORATION . . . . COM 989701107 63 2,888 SH Defined 5.6 ZIONS BANCORPORATION . . . . COM 989701107 51 2,348 SH Defined 1.4 ZIONS BANCORPORATION . . . . COM 989701107 2,309 105,817 SH Defined 5,6,8,9,10,11 ZIONS BANCORPORATION . . . . COM 989701107 3 140 SH Defined 5,6,8,9,10,11 ZIONS BANCORPORATION . . . . COM 989701107 1,855 85,000 SH Defined 5.7 ZIONS BANCORPORATION . . . . COM 989701107 219 10,040 SH Defined 5.7 ZIONS BANCORPORATION . . . . COM 989701107 218 10,000 SH Defined 5.7 ZIONS BANCORPORATION . . . . COM 989701107 433 19,854 SH Defined 1 ZORAN CORP . . . . . . . . . COM 98975F101 18 1,672 SH Defined 5,6,8,9,10,11 ZORAN CORP . . . . . . . . . COM 98975F101 7 655 SH Defined 5,6,16 ZYGO CORP. . . . . . . . . . COM 989855101 37 4,001 SH Defined 5,6,8,9,10,11 ZYMOGENETICS INC COM 98985T109 40 7,002 SH Defined 5,6,8,9,10,11 VOTING AUTHORITY NAME OF ISSUER SOLE SHARED NONE 3COM CORP. . . . . . . . . . 116,000 3COM CORP. . . . . . . . . . 170 3COM CORP. . . . . . . . . . 9,293 3COM CORP. . . . . . . . . . 14,616 3COM CORP. . . . . . . . . . 67,640 3COM CORP. . . . . . . . . . 278,604 3M CO. . . . . . . . . . . . 781,260 3M CO. . . . . . . . . . . . 20,400 3M CO. . . . . . . . . . . . 769 3M CO. . . . . . . . . . . . 590 3M CO. . . . . . . . . . . . 89 3M CO. . . . . . . . . . . . 70,000 3M CO. . . . . . . . . . . . 22,500 3M CO. . . . . . . . . . . . 16,500 3M CO. . . . . . . . . . . . 7,400 3M CO. . . . . . . . . . . . 3,000 3M CO. . . . . . . . . . . . 2,400 3M CO. . . . . . . . . . . . 12,300 3M CO. . . . . . . . . . . . 15,627 3M CO. . . . . . . . . . . . 100,700 3M CO. . . . . . . . . . . . 138,670 3M CO. . . . . . . . . . . . 41,149 3PAR INC . . . . . . . . . . 486 99 CENTS ONLY STORES . . . . 2,500 99 CENTS ONLY STORES . . . . 2,062 99 CENTS ONLY STORES . . . . 270 A D C TELECOMMUNICATIONS . . 1,503 AARON INC. . . . . . . . . . 316 ABB LTD. . . . . . . . . . . 57,400 ABBOTT LABS. . . . . . . . . 1,450,776 ABBOTT LABS. . . . . . . . . 772 ABBOTT LABS. . . . . . . . . 150,000 ABBOTT LABS. . . . . . . . . 32,225 ABBOTT LABS. . . . . . . . . 14,000 ABBOTT LABS. . . . . . . . . 4,580 ABBOTT LABS. . . . . . . . . 4,000 ABBOTT LABS. . . . . . . . . 17,200 ABBOTT LABS. . . . . . . . . 18,600 ABBOTT LABS. . . . . . . . . 227,190 ABBOTT LABS. . . . . . . . . 4,630 ABBOTT LABS. . . . . . . . . 176,615 ABERCROMBIE & FITCH CO . . . 6,027 ABERCROMBIE & FITCH CO . . . 2,260 ABERCROMBIE & FITCH CO . . . 68,421 ABERCROMBIE & FITCH CO . . . 27,356 ABERCROMBIE & FITCH CO . . . 2,210 ABERCROMBIE & FITCH CO . . . 4,806 ABERCROMBIE & FITCH CO . . . 4,872 ABM INDS INC . . . . . . . . 1,400 ABOVENET INC . . . . . . . . 1,402 ABRAXIS BIOSCIENCE INC NEW . 500 ACACIA RESH CORP . . . . . . 600 ACADIA RLTY TR . . . . . . . 89,140 ACADIA RLTY TR . . . . . . . 11,715 ACCENTURE PLC IRELAND. . . . 662,155 ACCENTURE PLC IRELAND. . . . 10,245 ACCENTURE PLC IRELAND. . . . 37,100 ACCENTURE PLC IRELAND. . . . 2,552 ACCENTURE PLC IRELAND. . . . 2 ACCENTURE PLC IRELAND. . . . 65,000 ACCENTURE PLC IRELAND. . . . 7,400 ACCENTURE PLC IRELAND. . . . 5,500 ACCENTURE PLC IRELAND. . . . 3,900 ACCENTURE PLC IRELAND. . . . 9,600 ACCENTURE PLC IRELAND. . . . 36,446 ACCENTURE PLC IRELAND. . . . 9,693 ACE LTD. . . . . . . . . . . 324,097 ACE LTD. . . . . . . . . . . 100 ACE LTD. . . . . . . . . . . 402 ACE LTD. . . . . . . . . . . 45,000 ACE LTD. . . . . . . . . . . 42,850 ACE LTD. . . . . . . . . . . 1,137,320 ACE LTD. . . . . . . . . . . 2,100 ACE LTD. . . . . . . . . . . 9,102 ACERGY S A . . . . . . . . . 408,051 ACME PACKET INC. . . . . . . 3,020 ACORDA THERAPEUTICS INC. . . 900 ACORDA THERAPEUTICS INC. . . 161 ACORDA THERAPEUTICS INC. . . 1,913 ACTIVIDENTITY CORP . . . . . 50 ACTIVISION BLIZZARD INC. . . 45,689 ACTIVISION BLIZZARD INC. . . 15,242 ACTIVISION BLIZZARD INC. . . 599 ACTIVISION BLIZZARD INC. . . 80,444 ACTIVISION BLIZZARD INC. . . 15,175 ACXIOM CORP. . . . . . . . . 900 ACXIOM CORP. . . . . . . . . 3,214 AD C TELECOMMUNICATIONS 889,000 AD C TELECOMMUNICATIONS 560,000 ADAPTEC INC. . . . . . . . . 3,468 ADMINISTAFF INC. . . . . . . 1,950 ADOBE SYS INC. . . . . . . . 54,281 ADOBE SYS INC. . . . . . . . 4,130 ADOBE SYS INC. . . . . . . . 29,986 ADVANCE AMER CASH ADVANCE CT 6,390 ADVANCE AMER CASH ADVANCE CT 3,527 ADVANCE AUTO PARTS INC . . . 6,607 ADVANCE AUTO PARTS INC . . . 529 ADVANCE AUTO PARTS INC . . . 2,296 ADVANCED ENERGY INDS . . . . 2,464 ADVANCED MICRO DEVICES INC . 112,402 ADVANCED MICRO DEVICES INC . 19,563 ADVANCED MICRO DEVICES INC . 29,502 ADVANCED MICRO DEVICES INC . 95 ADVANCED MICRO DEVICES INC 240,000 ADVANCED MICRO DEVICES INC 4,537,000 ADVANCED MICRO DEVICES INC 483,000 ADVANCED MICRO DEVICES INC 1,422,000 ADVANCED MICRO DEVICES INC . 7,900 ADVANCED MICRO DEVICES INC . 23,119 AECOM TECHNOLOGY CORP DELAWA 16,100 AECOM TECHNOLOGY CORP DELAWA 248 AEGEAN MARINE PETROLEUM NETW 657 AEROPOSTALE. . . . . . . . . 960 AEROPOSTALE. . . . . . . . . 30,330 AEROPOSTALE. . . . . . . . . 1,887 AEROVIRONMENT INC. . . . . . 257 AEROVIRONMENT INC. . . . . . 27,750 AES CORP . . . . . . . . . . 1,313,017 AES CORP . . . . . . . . . . 13,751 AES CORP . . . . . . . . . . 4,627 AES CORP . . . . . . . . . . 57,900 AES CORP . . . . . . . . . . 8,411 AES CORP . . . . . . . . . . 113,900 AES CORP . . . . . . . . . . 42,899 AETNA INC NEW. . . . . . . . 609,105 AETNA INC NEW. . . . . . . . 1,572 AETNA INC NEW. . . . . . . . 57,500 AETNA INC NEW. . . . . . . . 5,440 AETNA INC NEW. . . . . . . . 114,925 AETNA INC NEW. . . . . . . . 16,200 AETNA INC NEW. . . . . . . . 7,000 AETNA INC NEW. . . . . . . . 5,270 AETNA INC NEW. . . . . . . . 42,300 AETNA INC NEW. . . . . . . . 5,700 AETNA INC NEW. . . . . . . . 48,662 AFC ENTERPRISES INC. . . . . 2,610 AFFILIATED MANAGERS GROUP 991,000 AFFILIATED MANAGERS GROUP. . 3,254 AFFILIATED MANAGERS GROUP. . 97 AFFYMETRIX INC . . . . . . . 6,021 AFFYMETRIX INC 832,000 AFLAC INC. . . . . . . . . . 372,478 AFLAC INC. . . . . . . . . . 813 AFLAC INC. . . . . . . . . . 673 AFLAC INC. . . . . . . . . . 12,200 AFLAC INC. . . . . . . . . . 23,215 AFLAC INC. . . . . . . . . . 219,700 AFLAC INC. . . . . . . . . . 5,400 AFLAC INC. . . . . . . . . . 20,477 AGA MED HLDGS INC. . . . . . 343 AGCO CORP. . . . . . . . . . 186,036 AGCO CORP. . . . . . . . . . 27,000 AGCO CORP. . . . . . . . . . 683 AGCO CORP. . . . . . . . . . 200 AGCO CORP. . . . . . . . . . 5,800 AGCO CORP. . . . . . . . . . 2,243 AGFEED INDUSTRIES INC. . . . 288,900 AGILENT TECHNOLOGIES INC . . 37,046 AGILENT TECHNOLOGIES INC . . 900 AGILENT TECHNOLOGIES INC . . 1,686 AGILENT TECHNOLOGIES INC . . 2,235 AGNICO EAGLE MINES LTD . . . 549,609 AGNICO EAGLE MINES LTD . . . 4,528 AGNICO EAGLE MINES LTD . . . 41,038 AGNICO EAGLE MINES LTD . . . 165,865 AGNICO EAGLE MINES LTD . . . 26,016 AGNICO EAGLE MINES LTD . . . 318 AGREE REALTY CORP. . . . . . 18,208 AGREE REALTY CORP. . . . . . 1,900 AGRIUM INC . . . . . . . . . 133,358 AGRIUM INC . . . . . . . . . 1,063 AGRIUM INC . . . . . . . . . 79,000 AGRIUM INC . . . . . . . . . 2,540 AGRIUM INC . . . . . . . . . 50 AGRIUM INC . . . . . . . . . 97 AIR PRODS & CHEMS INC. . . . 79,269 AIR PRODS & CHEMS INC. . . . 524 AIR PRODS & CHEMS INC. . . . 3,920 AIR PRODS & CHEMS INC. . . . 60,000 AIR PRODS & CHEMS INC. . . . 20,600 AIR PRODS & CHEMS INC. . . . 5,800 AIR PRODS & CHEMS INC. . . . 5,500 AIR PRODS & CHEMS INC. . . . 1,900 AIR PRODS & CHEMS INC. . . . 3,900 AIR PRODS & CHEMS INC. . . . 5,601 AIR PRODS & CHEMS INC. . . . 9,795 AIR PRODS & CHEMS INC. . . . 122,500 AIR PRODS & CHEMS INC. . . . 1,200 AIR PRODS & CHEMS INC. . . . 5,989 AIRGAS INC . . . . . . . . . 9,316 AIRGAS INC . . . . . . . . . 243 AIRGAS INC . . . . . . . . . 700 AIRGAS INC . . . . . . . . . 2,341 AIRGAS INC . . . . . . . . . 7,565 AIRGAS INC . . . . . . . . . 26,611 AIRGAS INC . . . . . . . . . 29,108 AIRGAS INC . . . . . . . . . 1,792 AIRMEDIA GROUP INC . . . . . 12,090 AIRTRAN HLDGS INC. . . . . . 10,621 AIRTRAN HLDGS INC. . . . . . 6,463 AIRVANA INC. . . . . . . . . 132,707 AIRVANA INC. . . . . . . . . 120,128 AIRVANA INC. . . . . . . . . 4,645 AIXTRON AKTIENGESELLSCHAFT . 1,200 AIXTRON AKTIENGESELLSCHAFT . 20,600 AK STL HLDG CORP . . . . . . 7,365 AK STL HLDG CORP . . . . . . 1,948 AK STL HLDG CORP . . . . . . 99 AKAMAI TECHNOLOGIES INC. . . 64,792 AKAMAI TECHNOLOGIES INC. . . 800 AKAMAI TECHNOLOGIES INC. . . 1,971 AKAMAI TECHNOLOGIES INC. . . 170,000 AKAMAI TECHNOLOGIES INC. . . 16,800 AKAMAI TECHNOLOGIES INC. . . 5,530 AKAMAI TECHNOLOGIES INC. . . 29,900 AKAMAI TECHNOLOGIES INC. . . 5,813 AKORN INC. . . . . . . . . . 25,200 ALASKA AIR GROUP INC . . . . 62 ALBANY INTL CORP . . . . . . 250 ALBANY INTL CORP . . . . . . 188 ALBANY MOLECULAR RESH INC. . 576 ALBANY MOLECULAR RESH INC. . 27,350 ALBEMARLE CORP . . . . . . . 1,039 ALBEMARLE CORP . . . . . . . 1,700 ALBERTO CULVER CO NEW. . . . 1,634 ALCATEL-LUCENT . . . . . . . 38 ALCATEL-LUCENT . . . . . . . 17,593,023 ALCATEL-LUCENT . . . . . . . 18,159 ALCOA INC. . . . . . . . . . 695,609 ALCOA INC. . . . . . . . . . 1,700 ALCOA INC. . . . . . . . . . 94,588 ALCOA INC. . . . . . . . . . 1,300 ALCOA INC. . . . . . . . . . 101,349 ALCOA INC. . . . . . . . . . 11,990 ALCOA INC. . . . . . . . . . 3,467 ALCOA INC. . . . . . . . . . 3,414 ALCOA INC. . . . . . . . . . 17,700 ALCOA INC. . . . . . . . . . 5,800 ALCOA INC. . . . . . . . . . 10,000 ALCOA INC. . . . . . . . . . 1,166,475 ALCOA INC. . . . . . . . . . 102,172 ALCON INC. . . . . . . . . . 3,922 ALCON INC. . . . . . . . . . 3,440 ALCON INC. . . . . . . . . . 1,365 ALCON INC. . . . . . . . . . 16,005 ALEXANDER & BALDWIN INC. . . 305 ALEXANDERS INC . . . . . . . 4,516 ALEXANDERS INC . . . . . . . 500 ALEXANDRIA REAL ESTATE EQ IN 97,847 ALEXANDRIA REAL ESTATE EQ IN 14,300 ALEXANDRIA REAL ESTATE EQ IN 23,757 ALEXCO RESOURCE CORP . . . . 256 ALEXION PHARMACEUTICALS INC. 100 ALEXION PHARMACEUTICALS INC. 917 ALEXION PHARMACEUTICALS INC. 3,240 ALEXION PHARMACEUTICALS INC. 2,640 ALLEGHENY ENERGY INC . . . . 19,957 ALLEGHENY ENERGY INC . . . . 1,550 ALLEGHENY ENERGY INC . . . . 60,399 ALLEGHENY ENERGY INC . . . . 16,745 ALLEGHENY ENERGY INC . . . . 7,964 ALLEGHENY ENERGY INC . . . . 685 ALLEGHENY ENERGY INC . . . . 6,900 ALLEGHENY ENERGY INC . . . . 8,409 ALLEGHENY TECHNOLOGIES INC . 38,709 ALLEGHENY TECHNOLOGIES INC . 368 ALLEGHENY TECHNOLOGIES INC . 2,650 ALLEGHENY TECHNOLOGIES INC 7,000 ALLEGHENY TECHNOLOGIES INC . 500 ALLEGHENY TECHNOLOGIES INC . 1,870 ALLEGIANT TRAVEL CO. . . . . 688 ALLEGIANT TRAVEL CO. . . . . 202 ALLERGAN INC . . . . . . . . 65,061 ALLERGAN INC 28,374,000 ALLERGAN INC . . . . . . . . 136 ALLERGAN INC . . . . . . . . 231 ALLERGAN INC . . . . . . . . 65,000 ALLERGAN INC . . . . . . . . 14,280 ALLERGAN INC . . . . . . . . 11,200 ALLERGAN INC . . . . . . . . 24,025 ALLERGAN INC . . . . . . . . 2,944 ALLETE INC . . . . . . . . . 2,000 ALLIANCE DATA SYSTEMS CORP . 85,048 ALLIANCE DATA SYSTEMS CORP . 137 ALLIANCE DATA SYSTEMS CORP 1,270,000 ALLIANCE DATA SYSTEMS CORP . 13,800 ALLIANCE DATA SYSTEMS CORP . 1,269 ALLIANCE ONE INTL INC. . . . 2,020 ALLIANCEBERNSTEIN HOLDING LP 6,950 ALLIANCEBERNSTEIN HOLDING LP 304 ALLIANT ENERGY CORP. . . . . 13,946 ALLIANT ENERGY CORP. . . . . 317 ALLIANT ENERGY CORP. . . . . 2,081 ALLIANT ENERGY CORP. . . . . 2,682 ALLIANT TECHSYSTEMS INC. . . 68,040 ALLIED CAP CORP NEW. . . . . 1,423 ALLIED CAP CORP NEW. . . . . 4,450 ALLIED CAP CORP NEW. . . . . 22,324 ALLIED CAP CORP NEW. . . . . 91 ALLIED DEFENSE GROUP INC . . 17,214 ALLIED DEFENSE GROUP INC . . 3,518 ALLIED IRISH BKS P L C . . . 8,800 ALLIED NEVADA GOLD CORP. . . 188 ALLOS THERAPEUTICS INC . . . 18,692 ALLOS THERAPEUTICS INC . . . 2,511 ALLSCRIPTS HEALTHCARE SOLUTI 364,700 ALLSCRIPTS HEALTHCARE SOLUTI 15,800 ALLSTATE CORP. . . . . . . . 892,527 ALLSTATE CORP. . . . . . . . 596 ALLSTATE CORP. . . . . . . . 525 ALLSTATE CORP. . . . . . . . 170,000 ALLSTATE CORP. . . . . . . . 15,200 ALLSTATE CORP. . . . . . . . 5,000 ALLSTATE CORP. . . . . . . . 14,400 ALLSTATE CORP. . . . . . . . 6,359 ALLSTATE CORP. . . . . . . . 491,900 ALLSTATE CORP. . . . . . . . 37,300 ALLSTATE CORP. . . . . . . . 1,921 ALMOST FAMILY INC. . . . . . 573 ALON USA ENERGY INC. . . . . 47 ALPHA NATURAL RESOURCES INC. 304,501 ALPHA NATURAL RESOURCES INC. 115 ALPHA NATURAL RESOURCES INC. 616 ALPHA NATURAL RESOURCES INC. 423 ALPHA NATURAL RESOURCES INC. 3,077 ALTERA CORP. . . . . . . . . 64,293 ALTERA CORP. . . . . . . . . 459 ALTERA CORP. . . . . . . . . 2,000 ALTERA CORP. . . . . . . . . 800 ALTERA CORP. . . . . . . . . 16,535 ALTRIA GROUP INC . . . . . . 2,953,158 ALTRIA GROUP INC . . . . . . 38,900 ALTRIA GROUP INC . . . . . . 250,000 ALTRIA GROUP INC . . . . . . 170,000 ALTRIA GROUP INC . . . . . . 42,922 ALTRIA GROUP INC . . . . . . 27,900 ALTRIA GROUP INC . . . . . . 20,955 ALTRIA GROUP INC . . . . . . 9,200 ALTRIA GROUP INC . . . . . . 6,700 ALTRIA GROUP INC . . . . . . 14,590 ALTRIA GROUP INC . . . . . . 100 ALTRIA GROUP INC . . . . . . 1,200 ALTRIA GROUP INC . . . . . . 175,101 ALTRIA GROUP INC . . . . . . 158,995 ALTRIA GROUP INC . . . . . . 157,324 ALUMINA LTD. . . . . . . . . 3,915 ALUMINUM CORP CHINA LTD. . . 2,200 ALUMINUM CORP CHINA LTD. . . 1 ALZA CORP 1,510,000 ALZA CORP 12,000 AMARIN CORP PLC. . . . . . . 480 AMAZON COM INC . . . . . . . 243,870 AMAZON COM INC . . . . . . . 6,800 AMAZON COM INC . . . . . . . 2,180 AMAZON COM INC . . . . . . . 40,000 AMAZON COM INC . . . . . . . 3,400 AMAZON COM INC . . . . . . . 1,120 AMAZON COM INC . . . . . . . 850 AMAZON COM INC . . . . . . . 750 AMAZON COM INC . . . . . . . 1,485 AMAZON COM INC . . . . . . . 12,930 AMAZON COM INC . . . . . . . 135,100 AMAZON COM INC . . . . . . . 2,700 AMAZON COM INC . . . . . . . 1,637 AMB PROPERTY CORP. . . . . . 331,575 AMB PROPERTY CORP. . . . . . 55,096 AMB PROPERTY CORP. . . . . . 38,743 AMB PROPERTY CORP. . . . . . 3,614 AMBAC FINL GROUP INC . . . . 189,428 AMBASSADORS GROUP INC. . . . 626 AMDOCS LTD . . . . . . . . . 1,120 AMDOCS LTD . . . . . . . . . 1,900 AMDOCS LTD . . . . . . . . . 5,100 AMEDISYS INC . . . . . . . . 252 AMEREN CORP. . . . . . . . . 561,479 AMEREN CORP. . . . . . . . . 630 AMEREN CORP. . . . . . . . . 79 AMEREN CORP. . . . . . . . . 4,500 AMEREN CORP. . . . . . . . . 3,000 AMEREN CORP. . . . . . . . . 14,000 AMEREN CORP. . . . . . . . . 5,002 AMERICA MOVIL S A DE C V . . 3,440,901 AMERICA MOVIL S A DE C V . . 957,149 AMERICA MOVIL S A DE C V . . 801,600 AMERICA MOVIL S A DE C V . . 1,027 AMERICA MOVIL S A DE C V . . 4,500 AMERICA MOVIL S A DE C V . . 67,606 AMERICA MOVIL S A DE C V . . 36 AMERICA SVC GROUP INC. . . . 4,750 AMERICAN AXLE & MFG HLDGS IN 4,300 AMERICAN CAMPUS CMNTYS INC . 115,961 AMERICAN CAMPUS CMNTYS INC . 15,400 AMERICAN CAMPUS CMNTYS INC . 519 AMERICAN CAP LTD . . . . . . 3,618 AMERICAN CAP LTD . . . . . . 7,430 AMERICAN CAP LTD . . . . . . 2,439 AMERICAN DAIRY INC . . . . . 164,100 AMERICAN DAIRY INC . . . . . 1,000 AMERICAN EAGLE OUTFITTERS NE 9,706 AMERICAN EAGLE OUTFITTERS NE 605 AMERICAN EAGLE OUTFITTERS NE 6,409 AMERICAN EAGLE OUTFITTERS NE 4,526 AMERICAN ELEC PWR INC. . . . 1,019,979 AMERICAN ELEC PWR INC. . . . 11,169 AMERICAN ELEC PWR INC. . . . 6,100 AMERICAN ELEC PWR INC. . . . 630,000 AMERICAN ELEC PWR INC. . . . 97,026 AMERICAN ELEC PWR INC. . . . 3,440 AMERICAN EQTY INVT LIFE HLD. 2,283 AMERICAN EXPRESS CO. . . . . 830,970 AMERICAN EXPRESS CO. . . . . 2,145 AMERICAN EXPRESS CO. . . . . 37,125 AMERICAN EXPRESS CO. . . . . 6,760 AMERICAN EXPRESS CO. . . . . 1,459 AMERICAN EXPRESS CO. . . . . 5,800 AMERICAN EXPRESS CO. . . . . 180 AMERICAN EXPRESS CO. . . . . 8,400 AMERICAN EXPRESS CO. . . . . 746,070 AMERICAN EXPRESS CO. . . . . 47,438 AMERICAN FINL GROUP INC OHIO 6,150 AMERICAN GREETINGS CORP. . . 262 AMERICAN GREETINGS CORP. . . 321 AMERICAN GREETINGS CORP. . . 8,115 AMERICAN INTL GROUP INC. . . 30,202 AMERICAN INTL GROUP INC. . . 27,043 AMERICAN INTL GROUP INC. . . 1,948 AMERICAN INTL GROUP INC. . . 5,910 AMERICAN INTL GROUP INC. . . 75,000 AMERICAN INTL GROUP INC. . . 18,141 AMERICAN ITALIAN PASTA CO. . 522 AMERICAN ITALIAN PASTA CO. . 1,902 AMERICAN ORIENTAL BIOENGR IN 1,500 AMERICAN PHYSICIANS SVC GROU 1,985 AMERICAN REPROGRAPHICS CO. . 8,000 AMERICAN REPROGRAPHICS CO. . 1,095 AMERICAN SCIENCE & ENGR INC. 219 AMERICAN STS WTR CO. . . . . 21,500 AMERICAN SUPERCONDUCTOR CORP 68,200 AMERICAN SUPERCONDUCTOR CORP 1,088 AMERICAN SUPERCONDUCTOR CORP 576 AMERICAN SUPERCONDUCTOR CORP 4,700 AMERICAN SUPERCONDUCTOR CORP 20 AMERICAN TOWER CORP. . . . . 90,420 AMERICAN TOWER CORP. . . . . 440 AMERICAN TOWER CORP. . . . . 471 AMERICAN TOWER CORP. . . . . 40,565 AMERICAN TOWER CORP. . . . . 197,600 AMERICAN TOWER CORP. . . . . 4,500 AMERICAN TOWER CORP. . . . . 47,843 AMERICAN WTR WKS CO INC NEW. 103,390 AMERICAN WTR WKS CO INC NEW. 11,200 AMERICAN WTR WKS CO INC NEW. 4,234 AMERICREDIT CORP . . . . . . 250 AMERICREDIT CORP 1,539,000 AMERIGROUP CORP. . . . . . . 73 AMERIPRISE FINL INC. . . . . 500,850 AMERIPRISE FINL INC. . . . . 250 AMERIPRISE FINL INC. . . . . 73,400 AMERIPRISE FINL INC. . . . . 443 AMERIPRISE FINL INC. . . . . 36 AMERIPRISE FINL INC. . . . . 307,600 AMERIPRISE FINL INC. . . . . 14,108 AMERISAFE INC. . . . . . . . 30 AMERISOURCEBERGEN CORP . . . 36,846 AMERISOURCEBERGEN CORP . . . 1,100 AMERISOURCEBERGEN CORP . . . 220,505 AMERISOURCEBERGEN CORP . . . 12,160 AMERISOURCEBERGEN CORP . . . 189 AMERISOURCEBERGEN CORP . . . 8,096 AMERISTAR CASINOS INC. . . . 2,805 AMERON INTL INC. . . . . . . 136 AMETEK INC NEW . . . . . . . 27,193 AMETEK INC NEW . . . . . . . 1,300 AMETEK INC NEW . . . . . . . 2,617 AMGEN INC. . . . . . . . . . 448,410 AMGEN INC. . . . . . . . . . 300 AMGEN INC. . . . . . . . . . 4,470 AMGEN INC. . . . . . . . . . 359 AMGEN INC 1,202,000 AMGEN INC 1,200,000 AMGEN INC. . . . . . . . . . 215,000 AMGEN INC. . . . . . . . . . 39,910 AMGEN INC. . . . . . . . . . 19,500 AMGEN INC. . . . . . . . . . 17,100 AMGEN INC. . . . . . . . . . 5,600 AMGEN INC. . . . . . . . . . 2,180 AMGEN INC. . . . . . . . . . 600 AMGEN INC. . . . . . . . . . 5,300 AMGEN INC 1,000,000 AMGEN INC. . . . . . . . . . 10,865 AMGEN INC. . . . . . . . . . 120 AMGEN INC 9,000 AMGEN INC 9,000 AMGEN INC. . . . . . . . . . 168,200 AMGEN INC. . . . . . . . . . 3,200 AMGEN INC. . . . . . . . . . 34,439 AMICAS INC . . . . . . . . . 29,006 AMICAS INC . . . . . . . . . 18,327 AMKOR TECHNOLOGY INC . . . . 2,439 AMPHENOL CORP NEW. . . . . . 14,825 AMPHENOL CORP NEW. . . . . . 1,465 AMPHENOL CORP NEW. . . . . . 22,527 AMR CORP . . . . . . . . . . 1,763 AMR CORP 186,000 AMYLIN PHARMACEUTICALS INC . 2,138 AMYLIN PHARMACEUTICALS INC . 8,760 AMYLIN PHARMACEUTICALS INC 1,230,000 AMYLIN PHARMACEUTICALS INC . 21,800 ANADARKO PETE CORP . . . . . 768,382 ANADARKO PETE CORP . . . . . 24,500 ANADARKO PETE CORP . . . . . 433 ANADARKO PETE CORP . . . . . 4,780 ANADARKO PETE CORP . . . . . 499 ANADARKO PETE CORP . . . . . 4,500 ANADARKO PETE CORP . . . . . 6,600 ANADARKO PETE CORP . . . . . 178,092 ANADARKO PETE CORP . . . . . 1,500 ANADARKO PETE CORP . . . . . 110,690 ANADARKO PETE CORP . . . . . 6,744 ANADYS PHARMACEUTICALS INC . 1,042,983 ANALOG DEVICES INC . . . . . 141,004 ANALOG DEVICES INC . . . . . 1,280 ANALOG DEVICES INC . . . . . 43,100 ANALOG DEVICES INC . . . . . 10,300 ANALOG DEVICES INC . . . . . 1,200 ANALOG DEVICES INC . . . . . 29,403 ANALOGIC CORP. . . . . . . . 1,200 ANDERSONS INC. . . . . . . . 141,500 ANDERSONS INC. . . . . . . . 1,372 ANGLOGOLD ASHANTI LTD. . . . 14,878 ANGLOGOLD ASHANTI LTD. . . . 4,010 ANGLOGOLD ASHANTI LTD. . . . 609 ANGLOGOLD ASHANTI LTD. . . . 174,808 ANGLOGOLD ASHANTI LTD. . . . 41,099 ANNALY CAP MGMT INC. . . . . 1,940,475 ANNALY CAP MGMT INC. . . . . 2,750 ANNALY CAP MGMT INC. . . . . 2,100 ANNALY CAP MGMT INC. . . . . 1,865 ANNALY CAP MGMT INC. . . . . 569 ANNALY CAP MGMT INC. . . . . 2,083 ANNALY CAP MGMT INC. . . . . 14,956 ANNTAYLOR STORES CORP. . . . 654 ANNTAYLOR STORES CORP. . . . 10,400 ANSYS INC. . . . . . . . . . 5,000 ANSYS INC. . . . . . . . . . 2,665 ANSYS INC. . . . . . . . . . 12,617 ANWORTH MORTGAGE ASSET CP. . 5,539 AOL INC. . . . . . . . . . . 460 AOL INC. . . . . . . . . . . 303 AOL INC. . . . . . . . . . . 1 AOL INC. . . . . . . . . . . 135 AOL INC. . . . . . . . . . . 363 AON CORP . . . . . . . . . . 236,545 AON CORP . . . . . . . . . . 486 AON CORP . . . . . . . . . . 14,100 AON CORP . . . . . . . . . . 1,300 AON CORP . . . . . . . . . . 1,779 APACHE CORP. . . . . . . . . 646,650 APACHE CORP. . . . . . . . . 14,200 APACHE CORP. . . . . . . . . 277 APACHE CORP. . . . . . . . . 194 APACHE CORP. . . . . . . . . 80,000 APACHE CORP. . . . . . . . . 11,104 APACHE CORP. . . . . . . . . 8,000 APACHE CORP. . . . . . . . . 2,590 APACHE CORP. . . . . . . . . 20,307 APACHE CORP. . . . . . . . . 5,600 APACHE CORP. . . . . . . . . 107,089 APACHE CORP. . . . . . . . . 13,133 APACHE CORP. . . . . . . . . 94,265 APACHE CORP. . . . . . . . . 84,300 APACHE CORP. . . . . . . . . 2,200 APACHE CORP. . . . . . . . . 5,612 APARTMENT INVT & MGMT CO . . 259,678 APARTMENT INVT & MGMT CO . . 104,247 APARTMENT INVT & MGMT CO . . 391 APARTMENT INVT & MGMT CO . . 32,462 APOGENT TECHNOLOGIES INC 2,000 APOLLO GROUP INC . . . . . . 15,487 APOLLO GROUP INC . . . . . . 44,577 APOLLO GROUP INC . . . . . . 3,225 APOLLO GROUP INC . . . . . . 359 APOLLO GROUP INC . . . . . . 18,996 APOLLO INVT CORP . . . . . . 157 APOLLO INVT CORP . . . . . . 13,500 APOLLO INVT CORP . . . . . . 10,706 APOLLO INVT CORP . . . . . . 90,420 APOLLO INVT CORP . . . . . . 789 APOWER ENERGY GENERAT SYS L. 76,900 APOWER ENERGY GENERAT SYS L. 1,725 APPLE INC. . . . . . . . . . 811,061 APPLE INC. . . . . . . . . . 26,860 APPLE INC. . . . . . . . . . 52,618 APPLE INC. . . . . . . . . . 27,670 APPLE INC. . . . . . . . . . 10,152 APPLE INC. . . . . . . . . . 2,630 APPLE INC. . . . . . . . . . 806 APPLE INC. . . . . . . . . . 790 APPLE INC. . . . . . . . . . 480 APPLE INC. . . . . . . . . . 470 APPLE INC. . . . . . . . . . 1,192 APPLE INC. . . . . . . . . . 85,000 APPLE INC. . . . . . . . . . 32,200 APPLE INC. . . . . . . . . . 11,600 APPLE INC. . . . . . . . . . 8,800 APPLE INC. . . . . . . . . . 2,850 APPLE INC. . . . . . . . . . 2,795 APPLE INC. . . . . . . . . . 600 APPLE INC. . . . . . . . . . 300 APPLE INC. . . . . . . . . . 9,889 APPLE INC. . . . . . . . . . 5,566 APPLE INC. . . . . . . . . . 90 APPLE INC. . . . . . . . . . 7,557 APPLE INC. . . . . . . . . . 147 APPLE INC. . . . . . . . . . 24,631 APPLE INC. . . . . . . . . . 142,900 APPLE INC. . . . . . . . . . 2,800 APPLE INC. . . . . . . . . . 2,370 APPLIED INDL TECHNOLOGIES IN 1,700 APPLIED MATLS INC. . . . . . 1,046,941 APPLIED MATLS INC. . . . . . 19,400 APPLIED MATLS INC. . . . . . 4,209 APPLIED MATLS INC. . . . . . 28,940 APPLIED MATLS INC. . . . . . 117,700 APPLIED MATLS INC. . . . . . 15,000 APPLIED MATLS INC. . . . . . 52,400 APPLIED MATLS INC. . . . . . 29,200 APPLIED MATLS INC. . . . . . 31,019 APPLIED MICRO CIRCUITS CORP. 700 APPLIED MICRO CIRCUITS CORP. 1,292 AQUA AMERICA INC . . . . . . 103,900 AQUA AMERICA INC . . . . . . 500 AQUA AMERICA INC . . . . . . 4,560 AQUA AMERICA INC . . . . . . 153,227 AQUA AMERICA INC . . . . . . 450 AQUA AMERICA INC . . . . . . 471 ARCELORMITTAL SA LUXEMBOURG. 1,336 ARCELORMITTAL SA LUXEMBOURG. 10,190 ARCELORMITTAL SA LUXEMBOURG. 1,000 ARCELORMITTAL SA LUXEMBOURG 570,000 ARCELORMITTAL SA LUXEMBOURG 400,000 ARCELORMITTAL SA LUXEMBOURG. 3,300 ARCELORMITTAL SA LUXEMBOURG 3,105,000 ARCH CAP GROUP LTD . . . . . 2,614 ARCH CAP GROUP LTD . . . . . 1,700 ARCH CAP GROUP LTD . . . . . 1,465 ARCH CHEMICALS INC . . . . . 12,700 ARCH COAL INC. . . . . . . . 12,388 ARCH COAL INC. . . . . . . . 1,585 ARCH COAL INC. . . . . . . . 1,400 ARCH COAL INC. . . . . . . . 9,659 ARCHER DANIELS MIDLAND CO. . 1,735,505 ARCHER DANIELS MIDLAND CO. . 5,381 ARCHER DANIELS MIDLAND CO. . 1,318 ARCHER DANIELS MIDLAND CO. . 40,000 ARCHER DANIELS MIDLAND CO. . 11,700 ARCHER DANIELS MIDLAND CO. . 231 ARCHER DANIELS MIDLAND CO. . 595,000 ARCHER DANIELS MIDLAND CO. . 15,200 ARCHER DANIELS MIDLAND CO. . 35,119 ARDEN GROUP INC. . . . . . . 55 ARENA PHARMACEUTICALS INC. . 34,601 ARENA PHARMACEUTICALS INC. . 41,900 ARES CAP CORP. . . . . . . . 146 ARES CAP CORP. . . . . . . . 3,000 ARGON ST INC . . . . . . . . 8,980 ARIBA INC. . . . . . . . . . 25 ARKANSAS BEST CORP DEL . . . 3,557 ARKANSAS BEST CORP DEL . . . 2,650 ARM HLDGS PLC. . . . . . . . 9,566 ARMSTRONG WORLD INDS INC NEW 233 ARROW ELECTRS INC. . . . . . 9,665 ARROW ELECTRS INC. . . . . . 1,400 ARROW ELECTRS INC. . . . . . 138,400 ARROW ELECTRS INC. . . . . . 2,905 ARTIO GLOBAL INVS INC. . . . 347 ARTIO GLOBAL INVS INC. . . . 2,500 ARUBA NETWORKS INC . . . . . 32,000 ARVINMERITOR INC . . . . . . 7,500 ARVINMERITOR INC . . . . . . 2,445 ASA BERMUDA LIMITED. . . . . 300 ASBURY AUTOMOTIVE GROUP INC 407,000 ASBURY AUTOMOTIVE GROUP INC. 1,894 ASCENT SOLAR TECHNOLOGIES IN 319,343 ASHFORD HOSPITALITY TR INC . 150,714 ASHFORD HOSPITALITY TR INC . 12,400 ASHFORD HOSPITALITY TR INC . 1,000 ASHLAND INC NEW. . . . . . . 241 ASHLAND INC NEW. . . . . . . 340 ASHLAND INC NEW. . . . . . . 47,350 ASHLAND INC NEW. . . . . . . 1,500 ASHLAND INC NEW. . . . . . . 1,000 ASHLAND INC NEW. . . . . . . 5,800 ASHLAND INC NEW. . . . . . . 1,200 ASPEN INSURANCE HOLDINGS LTD 4,200 ASSOCIATED ESTATES RLTY CORP 49,744 ASSOCIATED ESTATES RLTY CORP 4,400 ASSURANT INC . . . . . . . . 11,732 ASSURANT INC . . . . . . . . 315 ASSURANT INC . . . . . . . . 5,991 ASSURANT INC . . . . . . . . 4,443 ASSURANT INC . . . . . . . . 695 ASSURANT INC . . . . . . . . 10,700 ASSURED GUARANTY LTD . . . . 4,185 ASSURED GUARANTY LTD . . . . 8,590 ASSURED GUARANTY LTD . . . . 9,856 ASSURED GUARANTY LTD . . . . 2,800 ASTEC INDS INC . . . . . . . 200 AT&T INC . . . . . . . . . . 3,908,004 AT&T INC . . . . . . . . . . 8,000 AT&T INC . . . . . . . . . . 9,715 AT&T INC . . . . . . . . . . 1,530 AT&T INC . . . . . . . . . . 84,856 AT&T INC . . . . . . . . . . 16,820 AT&T INC . . . . . . . . . . 2,657 AT&T INC . . . . . . . . . . 8,402 AT&T INC . . . . . . . . . . 1,269 AT&T INC . . . . . . . . . . 550,000 AT&T INC . . . . . . . . . . 150,000 AT&T INC . . . . . . . . . . 60,100 AT&T INC . . . . . . . . . . 19,700 AT&T INC . . . . . . . . . . 3,900 AT&T INC . . . . . . . . . . 55,600 AT&T INC . . . . . . . . . . 46 AT&T INC . . . . . . . . . . 4 AT&T INC . . . . . . . . . . 954,970 AT&T INC . . . . . . . . . . 849,945 AT&T INC . . . . . . . . . . 144,125 AT&T INC . . . . . . . . . . 359,573 ATHENAHEALTH INC . . . . . . 950 ATHENAHEALTH INC . . . . . . 4,760 ATHENAHEALTH INC . . . . . . 3,083 ATHEROS COMMUNICATIONS INC . 250 ATLAS AIR WORLDWIDE HLDGS IN 133 ATLAS ENERGY INC . . . . . . 8,398 ATLAS ENERGY INC . . . . . . 3,184 ATLAS ENERGY INC . . . . . . 1,116 ATLAS ENERGY INC . . . . . . 319 ATLAS PIPELINE PARTNERS LP . 111,090 ATMEL CORP . . . . . . . . . 544 ATMOS ENERGY CORP. . . . . . 6,100 ATMOS ENERGY CORP. . . . . . 110,300 ATP OIL & GAS CORP . . . . . 1,712 ATWOOD OCEANICS INC. . . . . 494 AU OPTRONICS CORP. . . . . . 794,600 AU OPTRONICS CORP. . . . . . 668,700 AU OPTRONICS CORP. . . . . . 44,181 AURIZON MINES LTD. . . . . . 3,520,800 AURIZON MINES LTD. . . . . . 476,242 AURIZON MINES LTD. . . . . . 30,109 AUTODESK INC . . . . . . . . 24,015 AUTODESK INC . . . . . . . . 850 AUTODESK INC . . . . . . . . 1,286 AUTODESK INC . . . . . . . . 4,000 AUTODESK INC . . . . . . . . 11,036 AUTOLIV INC. . . . . . . . . 700 AUTOMATIC DATA PROCESSING IN 813,368 AUTOMATIC DATA PROCESSING IN 640 AUTOMATIC DATA PROCESSING IN 84,193 AUTOMATIC DATA PROCESSING IN 18,835 AUTONATION INC . . . . . . . 7,000 AUTONATION INC . . . . . . . 1,695 AUTONATION INC . . . . . . . 16,962 AUTOZONE INC . . . . . . . . 3,787 AUTOZONE INC . . . . . . . . 245 AUTOZONE INC . . . . . . . . 1,018 AUXILIUM PHARMACEUTICALS INC 585 AVAGO TECHNOLOGIES LTD . . . 47,900 AVALONBAY CMNTYS INC . . . . 180,970 AVALONBAY CMNTYS INC . . . . 49,624 AVALONBAY CMNTYS INC . . . . 55,000 AVALONBAY CMNTYS INC . . . . 14,750 AVALONBAY CMNTYS INC . . . . 6,500 AVALONBAY CMNTYS INC . . . . 2,160 AVALONBAY CMNTYS INC . . . . 29,601 AVALONBAY CMNTYS INC . . . . 3,089 AVANIR PHARMACEUTICALS INC . 2,000 AVERY DENNISON CORP. . . . . 289,161 AVERY DENNISON CORP. . . . . 1,800 AVERY DENNISON CORP. . . . . 2,000 AVERY DENNISON CORP. . . . . 4,900 AVID TECHNOLOGY INC. . . . . 274 AVID TECHNOLOGY INC. . . . . 5,850 AVIS BUDGET GROUP. . . . . . 6,730 AVIS BUDGET GROUP. . . . . . 2,684 AVISTA CORP. . . . . . . . . 99 AVISTA CORP. . . . . . . . . 9,350 AVNET INC. . . . . . . . . . 18,590 AVNET INC. . . . . . . . . . 2,970 AVNET INC. . . . . . . . . . 12,500 AVNET INC. . . . . . . . . . 1,809 AVNET INC. . . . . . . . . . 1,900 AVNET INC. . . . . . . . . . 3,669 AVON PRODS INC . . . . . . . 136,390 AVON PRODS INC . . . . . . . 1,271 AVON PRODS INC . . . . . . . 11,000 AVON PRODS INC . . . . . . . 12,070 AVON PRODS INC . . . . . . . 114,900 AVON PRODS INC . . . . . . . 2,000 AVX CORP NEW . . . . . . . . 2,310 AXIS CAPITAL HOLDINGS. . . . 166,061 AXIS CAPITAL HOLDINGS. . . . 450 AXIS CAPITAL HOLDINGS. . . . 10,700 AXIS CAPITAL HOLDINGS. . . . 2,840 AXIS CAPITAL HOLDINGS. . . . 3,345 AZZ INC. . . . . . . . . . . 593 BADGER METER INC . . . . . . 35,471 BAIDU INC. . . . . . . . . . 16,200 BAIDU INC. . . . . . . . . . 808 BAIDU INC. . . . . . . . . . 3,330 BAIDU INC. . . . . . . . . . 85 BAIDU INC. . . . . . . . . . 1,300 BAIDU INC. . . . . . . . . . 526 BAKER HUGHES INC . . . . . . 45,746 BAKER HUGHES INC . . . . . . 3,639 BAKER HUGHES INC . . . . . . 396,600 BAKER HUGHES INC . . . . . . 39,388 BALDOR ELEC CO . . . . . . . 100 BALL CORP. . . . . . . . . . 7,822 BALL CORP. . . . . . . . . . 2,800 BALLY TECHNOLOGIES INC . . . 1,041 BALTIC TRADING LIMITED . . . 5,866 BANCO BRADESCO S A . . . . . 5,311,166 BANCO BRADESCO S A . . . . . 1,721,659 BANCO BRADESCO S A . . . . . 299,721 BANCO SANTANDER BRASIL S A . 531,200 BANCO SANTANDER BRASIL S A . 105,100 BANCO SANTANDER BRASIL S A . 50,000 BANCO SANTANDER BRASIL S A . 9,300 BANCO SANTANDER CHILE NEW. . 59,700 BANCO SANTANDER CHILE NEW. . 30,900 BANCO SANTANDER CHILE NEW. . 6 BANCO SANTANDER SA . . . . . 11,342 BANCO SANTANDER SA . . . . . 608 BANCOLOMBIA S A. . . . . . . 153,600 BANCOLOMBIA S A. . . . . . . 49,000 BANCOLOMBIA S A. . . . . . . 263,900 BANCORPSOUTH INC . . . . . . 1,010 BANCORPSOUTH INC . . . . . . 1,850 BANK HAWAII CORP . . . . . . 6,600 BANK HAWAII CORP . . . . . . 2,915 BANK MONTREAL QUE. . . . . . 237,225 BANK MONTREAL QUE. . . . . . 48,720 BANK MONTREAL QUE. . . . . . 632 BANK MUTUAL CORP NEW . . . . 23,600 BANK NOVA SCOTIA HALIFAX . . 226,055 BANK NOVA SCOTIA HALIFAX . . 31,475 BANK NOVA SCOTIA HALIFAX . . 1,230 BANK OF AMERICA CORPORATION. 7,205,284 BANK OF AMERICA CORPORATION. 450,126 BANK OF AMERICA CORPORATION. 284,085 BANK OF AMERICA CORPORATION 278,604 BANK OF AMERICA CORPORATION 115,317 BANK OF AMERICA CORPORATION. 94,253 BANK OF AMERICA CORPORATION. 20,125 BANK OF AMERICA CORPORATION. 20,100 BANK OF AMERICA CORPORATION. 3,800 BANK OF AMERICA CORPORATION. 2,878 BANK OF AMERICA CORPORATION. 348 BANK OF AMERICA CORPORATION. 50 BANK OF AMERICA CORPORATION. 1,171 BANK OF AMERICA CORPORATION. 950,000 BANK OF AMERICA CORPORATION. 245,000 BANK OF AMERICA CORPORATION. 200,000 BANK OF AMERICA CORPORATION. 99,200 BANK OF AMERICA CORPORATION. 32,600 BANK OF AMERICA CORPORATION. 27,940 BANK OF AMERICA CORPORATION. 26,500 BANK OF AMERICA CORPORATION. 16,500 BANK OF AMERICA CORPORATION. 11,000 BANK OF AMERICA CORPORATION. 67,700 BANK OF AMERICA CORPORATION. 46,285 BANK OF AMERICA CORPORATION. 1,170 BANK OF AMERICA CORPORATION. 23,250 BANK OF AMERICA CORPORATION. 5,649 BANK OF AMERICA CORPORATION. 835,828 BANK OF NEW YORK MELLON CORP 1,072,426 BANK OF NEW YORK MELLON CORP 1,000 BANK OF NEW YORK MELLON CORP 15,214 BANK OF NEW YORK MELLON CORP 942 BANK OF NEW YORK MELLON CORP 150,000 BANK OF NEW YORK MELLON CORP 12,000 BANK OF NEW YORK MELLON CORP 3,975 BANK OF NEW YORK MELLON CORP 408,312 BANK OF NEW YORK MELLON CORP 8,100 BANK OF NEW YORK MELLON CORP 28,562 BARCLAYS BANK PLC. . . . . . 560 BARCLAYS BANK PLC. . . . . . 440 BARCLAYS BANK PLC. . . . . . 1,030 BARCLAYS BK PLC. . . . . . . 1,730 BARCLAYS BK PLC. . . . . . . 240 BARCLAYS BK PLC. . . . . . . 1,200 BARCLAYS BK PLC. . . . . . . 7,438 BARCLAYS BK PLC. . . . . . . 3,148 BARD C R INC . . . . . . . . 10,725 BARD C R INC . . . . . . . . 10,985 BARNES GROUP INC . . . . . . 3,000 BARRETT BILL CORP. . . . . . 48 BARRICK GOLD CORP. . . . . . 3,421,491 BARRICK GOLD CORP. . . . . . 58,400 BARRICK GOLD CORP. . . . . . 8,832 BARRICK GOLD CORP. . . . . . 44,226 BARRICK GOLD CORP. . . . . . 1,635 BARRICK GOLD CORP. . . . . . 4,830 BARRICK GOLD CORP. . . . . . 85 BARRICK GOLD CORP. . . . . . 167,676 BARRICK GOLD CORP. . . . . . 4,000 BARRICK GOLD CORP. . . . . . 909,407 BARRICK GOLD CORP. . . . . . 150,282 BARRICK GOLD CORP. . . . . . 170,200 BARRICK GOLD CORP. . . . . . 3,300 BARRICK GOLD CORP. . . . . . 13,658 BAXTER INTL INC. . . . . . . 236,096 BAXTER INTL INC. . . . . . . 1,140 BAXTER INTL INC. . . . . . . 4,600 BAXTER INTL INC. . . . . . . 95 BAXTER INTL INC. . . . . . . 25,200 BAXTER INTL INC. . . . . . . 25,000 BAXTER INTL INC. . . . . . . 4,000 BAXTER INTL INC. . . . . . . 7,375 BAXTER INTL INC. . . . . . . 14,352 BAYTEX ENERGY TR . . . . . . 112 BB&T CORP. . . . . . . . . . 311,307 BB&T CORP. . . . . . . . . . 1,735 BB&T CORP. . . . . . . . . . 678 BB&T CORP. . . . . . . . . . 200,000 BB&T CORP. . . . . . . . . . 46,000 BB&T CORP. . . . . . . . . . 25,800 BB&T CORP. . . . . . . . . . 8,470 BB&T CORP. . . . . . . . . . 23,230 BB&T CORP. . . . . . . . . . 2,400 BB&T CORP. . . . . . . . . . 17,270 BCE INC. . . . . . . . . . . 199,445 BCE INC. . . . . . . . . . . 386 BCE INC. . . . . . . . . . . 26,700 BCE INC. . . . . . . . . . . 18,360 BCE INC. . . . . . . . . . . 7,100 BCE INC. . . . . . . . . . . 55,700 BCE INC. . . . . . . . . . . 712 BE AEROSPACE INC . . . . . . 206 BEAZER HOMES USA INC . . . . 84,000 BEAZER HOMES USA INC . . . . 202 BEBE STORES INC. . . . . . . 6,267 BEBE STORES INC. . . . . . . 5,100 BECKMAN COULTER INC. . . . . 4,878 BECKMAN COULTER INC 1,265,000 BECKMAN COULTER INC. . . . . 5,164 BECKMAN COULTER INC. . . . . 425 BECKMAN COULTER INC. . . . . 1,682 BECTON DICKINSON & CO. . . . 432,635 BECTON DICKINSON & CO. . . . 14,600 BECTON DICKINSON & CO. . . . 2,030 BECTON DICKINSON & CO. . . . 319 BECTON DICKINSON & CO. . . . 254 BECTON DICKINSON & CO. . . . 344,869 BECTON DICKINSON & CO. . . . 4,412 BED BATH & BEYOND INC. . . . 32,660 BED BATH & BEYOND INC. . . . 1,336 BED BATH & BEYOND INC. . . . 315 BED BATH & BEYOND INC. . . . 4,100 BED BATH & BEYOND INC. . . . 5,900 BED BATH & BEYOND INC. . . . 22,405 BELL MICROPRODUCTS INC . . . 245,405 BELL MICROPRODUCTS INC . . . 7,000 BELL MICROPRODUCTS INC . . . 1,805 BELL MICROPRODUCTS INC 2,203,000 BEMIS INC. . . . . . . . . . 2,496 BEMIS INC. . . . . . . . . . 2,567 BENCHMARK ELECTRS INC. . . . 4,500 BENCHMARK ELECTRS INC. . . . 981 BENEFICIAL MUTUAL BANCORP IN 219 BENIHANA INC . . . . . . . . 1,444 BERKLEY W R CORP . . . . . . 9,448 BERKLEY W R CORP . . . . . . 189,300 BERKLEY W R CORP . . . . . . 5,600 BERKLEY W R CORP . . . . . . 3,575 BERKSHIRE HATHAWAY INC DEL . 114,121 BERKSHIRE HATHAWAY INC DEL . 13,000 BERKSHIRE HATHAWAY INC DEL . 10,070 BERKSHIRE HATHAWAY INC DEL . 38 BERKSHIRE HATHAWAY INC DEL . 85,000 BERKSHIRE HATHAWAY INC DEL . 20,950 BERKSHIRE HATHAWAY INC DEL . 8,100 BERKSHIRE HATHAWAY INC DEL . 2,675 BERKSHIRE HATHAWAY INC DEL . 350 BERKSHIRE HATHAWAY INC DEL . 108 BERKSHIRE HATHAWAY INC DEL . 10,637 BERRY PETE CO. . . . . . . . 937 BERRY PETE CO. . . . . . . . 700 BERRY PETE CO. . . . . . . . 2,000 BEST BUY INC . . . . . . . . 852,076 BEST BUY INC . . . . . . . . 2,675 BEST BUY INC . . . . . . . . 7,900 BEST BUY INC . . . . . . . . 5,140 BEST BUY INC . . . . . . . . 4,030 BEST BUY INC . . . . . . . . 2,063 BEST BUY INC . . . . . . . . 760 BEST BUY INC 610,000 BEST BUY INC . . . . . . . . 100,000 BEST BUY INC . . . . . . . . 30,000 BEST BUY INC . . . . . . . . 11,200 BEST BUY INC . . . . . . . . 3,620 BEST BUY INC . . . . . . . . 3,000 BEST BUY INC . . . . . . . . 403,740 BEST BUY INC . . . . . . . . 52,000 BEST BUY INC . . . . . . . . 29,400 BEST BUY INC . . . . . . . . 255,400 BEST BUY INC . . . . . . . . 6,000 BEST BUY INC . . . . . . . . 5,993 BHP BILLITON LTD . . . . . . 25,200 BHP BILLITON LTD . . . . . . 768 BHP BILLITON LTD . . . . . . 1,520 BIG LOTS INC . . . . . . . . 7,556 BIG LOTS INC . . . . . . . . 68,000 BIG LOTS INC . . . . . . . . 2,000 BIG LOTS INC . . . . . . . . 1,667 BIGBAND NETWORKS INC . . . . 3,930 BIOCRYST PHARMACEUTICALS . . 12,580 BIOGEN IDEC INC. . . . . . . 30,685 BIOGEN IDEC INC. . . . . . . 1,873 BIOGEN IDEC INC. . . . . . . 580 BIOGEN IDEC INC. . . . . . . 8,752 BIOGEN IDEC INC. . . . . . . 252,000 BIOGEN IDEC INC. . . . . . . 5,700 BIOGEN IDEC INC. . . . . . . 15,082 BIOMARIN PHARMACEUTICAL INC. 2,358 BIOMED REALTY TRUST INC. . . 220,757 BIOMED REALTY TRUST INC. . . 28,200 BIOMED REALTY TRUST INC. . . 37,800 BIO-REFERENCE LABS INC . . . 680 BIOTECH HOLDERS TR . . . . . 1,650 BIOVAIL CORP . . . . . . . . 8,518 BIOVAIL CORP . . . . . . . . 2,930 BIOVAIL CORP . . . . . . . . 12,390 BIOVAIL CORP . . . . . . . . 546,777 BIOVAIL CORP . . . . . . . . 17,600 BJ SVCS CO . . . . . . . . . 30,741 BJ SVCS CO . . . . . . . . . 317,563 BJ SVCS CO . . . . . . . . . 50,194 BJ SVCS CO . . . . . . . . . 40,107 BJ SVCS CO . . . . . . . . . 15,861 BJS RESTAURANTS INC. . . . . 2,530 BJS WHOLESALE CLUB INC . . . 1,110 BLACKBOARD INC . . . . . . . 900 BLACKROCK INC. . . . . . . . 34,124 BLACKROCK INC. . . . . . . . 900 BLACKROCK INC. . . . . . . . 344 BLACKROCK INC. . . . . . . . 125 BLACKROCK INC. . . . . . . . 500 BLACKROCK INC 5,000 BLACKROCK INC. . . . . . . . 568 BLACKSTONE GROUP L P . . . . 15,120 BLACKSTONE GROUP L P . . . . 2,158 BLOCK H & R INC. . . . . . . 1,179,778 BLOCK H & R INC. . . . . . . 1,200 BLOCK H & R INC. . . . . . . 577,570 BLOCK H & R INC. . . . . . . 2,700 BLOCKBUSTER INC. . . . . . . 4,983 BLOUNT INTL INC NEW. . . . . 579,641 BLUE COAT SYSTEMS INC. . . . 117 BMC SOFTWARE INC . . . . . . 17,506 BMC SOFTWARE INC . . . . . . 1,583 BMC SOFTWARE INC . . . . . . 936 BMC SOFTWARE INC . . . . . . 100,000 BMC SOFTWARE INC . . . . . . 8,000 BMC SOFTWARE INC . . . . . . 2,675 BMC SOFTWARE INC . . . . . . 2,394 BOEING CO. . . . . . . . . . 585,611 BOEING CO. . . . . . . . . . 432,676 BOEING CO. . . . . . . . . . 6,551 BOEING CO. . . . . . . . . . 77 BOEING CO. . . . . . . . . . 115,000 BOEING CO. . . . . . . . . . 11,700 BOEING CO. . . . . . . . . . 5,000 BOEING CO. . . . . . . . . . 3,800 BOEING CO. . . . . . . . . . 323,700 BOEING CO. . . . . . . . . . 6,700 BOEING CO. . . . . . . . . . 17,437 BOISE INC. . . . . . . . . . 8,000 BOISE INC. . . . . . . . . . 4,323 BOK FINL CORP. . . . . . . . 721 BOLT TECHNOLOGY CORP . . . . 23,000 BORG WARNER INC. . . . . . . 22,901 BORG WARNER INC. . . . . . . 28,800 BORG WARNER INC. . . . . . . 1,150 BORG WARNER INC. . . . . . . 2,832 BORGWARNER INC 535,000 BOSTON PPTYS LTD PARTNERSHIP 1,250,000 BOSTON PROPERTIES INC. . . . 307,865 BOSTON PROPERTIES INC. . . . 63,006 BOSTON PROPERTIES INC. . . . 2,838 BOSTON PROPERTIES INC. . . . 878 BOSTON PROPERTIES INC. . . . 66 BOSTON PROPERTIES INC. . . . 50,822 BOSTON PROPERTIES INC. . . . 1,992 BOSTON SCIENTIFIC CORP . . . 1,692,537 BOSTON SCIENTIFIC CORP . . . 43,470 BOSTON SCIENTIFIC CORP . . . 63,190 BOSTON SCIENTIFIC CORP . . . 3,545 BOSTON SCIENTIFIC CORP . . . 49,200 BOSTON SCIENTIFIC CORP . . . 30,000 BOSTON SCIENTIFIC CORP . . . 1,339,800 BOTTOMLINE TECH DEL INC. . . 265 BOWNE & CO INC . . . . . . . 815 BP PLC . . . . . . . . . . . 36 BPW ACQUISITION CORP 17,145 BPW ACQUISITION CORP . . . . 120,124 BPW ACQUISITION CORP . . . . 54,657 BPW ACQUISITION CORP . . . . 480 BPZ RESOURCES INC. . . . . . 2,000 BPZ RESOURCES INC. . . . . . 3,069 BPZ RESOURCES INC. . . . . . 9 BPZ RESOURCES INC. . . . . . 2 BRADY CORP . . . . . . . . . 140 BRADY CORP . . . . . . . . . 1,650 BRANDYWINE RLTY TR . . . . . 285,708 BRANDYWINE RLTY TR . . . . . 38,500 BRASIL TELECOM SA. . . . . . 1,005,714 BRASIL TELECOM SA. . . . . . 343,922 BRASIL TELECOM SA. . . . . . 62,680 BRASIL TELECOM SA. . . . . . 11,352 BRASKEM S A. . . . . . . . . 28,600 BRASKEM S A. . . . . . . . . 7,300 BRE PROPERTIES INC . . . . . 122,530 BRE PROPERTIES INC . . . . . 15,900 BRE PROPERTIES INC . . . . . 477 BRF-BRASIL FOODS S A . . . . 342,100 BRF-BRASIL FOODS S A . . . . 10,200 BRIDGEPOINT ED INC . . . . . 5,335 BRIGGS & STRATTON CORP . . . 7,725 BRIGHAM EXPLORATION CO . . . 250 BRIGHAM EXPLORATION CO . . . 1,003 BRINKER INTL INC . . . . . . 1,379 BRINKS CO. . . . . . . . . . 1,800 BRINKS HOME SEC HLDGS INC. . 129,256 BRINKS HOME SEC HLDGS INC. . 26,220 BRINKS HOME SEC HLDGS INC. . 15,965 BRINKS HOME SEC HLDGS INC. . 9,383 BRINKS HOME SEC HLDGS INC. . 2,000 BRISTOL MYERS SQUIBB CO. . . 2,182,010 BRISTOL MYERS SQUIBB CO. . . 2,170 BRISTOL MYERS SQUIBB CO. . . 31,134 BRISTOL MYERS SQUIBB CO. . . 9,150 BRISTOL MYERS SQUIBB CO. . . 971 BRISTOL MYERS SQUIBB CO. . . 10,000 BRISTOL MYERS SQUIBB CO. . . 17,400 BRISTOL MYERS SQUIBB CO. . . 250 BRISTOL MYERS SQUIBB CO. . . 17,600 BRISTOL MYERS SQUIBB CO. . . 24,455 BRISTOL MYERS SQUIBB CO. . . 709,500 BRISTOL MYERS SQUIBB CO. . . 156,200 BRISTOL MYERS SQUIBB CO. . . 16,110 BRISTOL MYERS SQUIBB CO. . . 179,622 BROADCOM CORP. . . . . . . . 55,723 BROADCOM CORP. . . . . . . . 25,600 BROADCOM CORP. . . . . . . . 2,273 BROADCOM CORP. . . . . . . . 6,310 BROADCOM CORP. . . . . . . . 52,000 BROADCOM CORP. . . . . . . . 2,000 BROADCOM CORP. . . . . . . . 15,640 BROADCOM CORP. . . . . . . . 158,600 BROADCOM CORP. . . . . . . . 3,000 BROADCOM CORP. . . . . . . . 31,647 BROADPOINT GLEACHER SECS GRO 28,400 BROADRIDGE FINL SOLUTIONS IN 1,451 BROADRIDGE FINL SOLUTIONS IN 3,719 BROADWIND ENERGY INC . . . . 4,160 BROCADE COMMUNICATIONS SYS I 73,300 BROCADE COMMUNICATIONS SYS I 9 BROCADE COMMUNICATIONS SYS I 16,454 BROCADE COMMUNICATIONS SYS I 6,082 BROCADE COMMUNICATIONS SYS I 31,900 BROOKDALE SR LIVING INC. . . 3,500 BROOKDALE SR LIVING INC. . . 93,678 BROOKFIELD ASSET MGMT INC. . 42,546 BROOKFIELD ASSET MGMT INC. . 15,040 BROOKFIELD ASSET MGMT INC. . 78,645 BROOKFIELD ASSET MGMT INC. . 1,010 BROOKFIELD PPTYS CORP. . . . 843,849 BROOKFIELD PPTYS CORP. . . . 38,509 BROOKFIELD PPTYS CORP. . . . 61,277 BROOKLINE BANCORP INC DEL. . 2,500 BROOKS AUTOMATION INC. . . . 25,400 BROWN & BROWN INC. . . . . . 370 BROWN & BROWN INC. . . . . . 6,475 BROWN FORMAN CORP. . . . . . 10,059 BROWN FORMAN CORP. . . . . . 2,579 BUCKEYE TECHNOLOGIES INC . . 11,100 BUCKLE INC . . . . . . . . . 600 BUCKLE INC . . . . . . . . . 80 BUCYRUS INTL INC NEW . . . . 43 BUCYRUS INTL INC NEW . . . . 967 BUCYRUS INTL INC NEW . . . . 600 BUNGE LIMITED. . . . . . . . 628,108 BUNGE LIMITED. . . . . . . . 17,100 BUNGE LIMITED. . . . . . . . 500 BUNGE LIMITED. . . . . . . . 124 BUNGE LIMITED. . . . . . . . 6,602 BURGER KING HLDGS INC. . . . 15,262 BWAY HOLDING COMPANY . . . . 628 BWAY HOLDING COMPANY . . . . 1,083 BWAY HOLDING COMPANY . . . . 1,750 C H ROBINSON WORLDWIDE INC . 62,613 C H ROBINSON WORLDWIDE INC . 20,299 C H ROBINSON WORLDWIDE INC . 55,575 C H ROBINSON WORLDWIDE INC . 7,336 CA INC . . . . . . . . . . . 926,083 CA INC . . . . . . . . . . . 800 CA INC . . . . . . . . . . . 635 CA INC . . . . . . . . . . . 10,000 CA INC . . . . . . . . . . . 536,200 CA INC . . . . . . . . . . . 8,671 CABELAS INC. . . . . . . . . 14,931 CABLEVISION SYS CORP . . . . 435,063 CABLEVISION SYS CORP . . . . 104,258 CABLEVISION SYS CORP . . . . 1,187 CABLEVISION SYS CORP . . . . 6,566 CABOT OIL & GAS CORP . . . . 140,017 CABOT OIL & GAS CORP . . . . 3,380 CABOT OIL & GAS CORP . . . . 5,021 CABOT OIL & GAS CORP . . . . 3,926 CADENCE DESIGN SYSTEM INC. . 9,039 CADENCE DESIGN SYSTEM INC. . 12,800 CADIZ INC. . . . . . . . . . 125,504 CAE INC. . . . . . . . . . . 11,336 CAE INC. . . . . . . . . . . 1,736 CAL DIVE INTL INC 4,000 CAL DIVE INTL INC DEL. . . . 3,000 CAL MAINE FOODS INC. . . . . 154,750 CALAMOS ASSET MGMT INC . . . 533 CALGON CARBON CORP . . . . . 112,700 CALGON CARBON CORP . . . . . 153,828 CALIFORNIA PIZZA KITCHEN INC 12,400 CALIFORNIA WTR SVC GROUP . . 8,357 CALLAWAY GOLF CO . . . . . . 4,469 CALLAWAY GOLF CO . . . . . . 3,106 CALLAWAY GOLF CO . . . . . . 144,000 CALLAWAY GOLF CO . . . . . . 65,527 CALLAWAY GOLF CO . . . . . . 7,530 CALLAWAY GOLF CO . . . . . . 3,300 CALPINE CORP . . . . . . . . 165,227 CALPINE CORP . . . . . . . . 3,662 CALPINE CORP . . . . . . . . 8,584 CAMDEN PPTY TR . . . . . . . 142,499 CAMDEN PPTY TR . . . . . . . 18,700 CAMDEN PPTY TR . . . . . . . 30,460 CAMECO CORP. . . . . . . . . 32,927 CAMECO CORP. . . . . . . . . 2,005 CAMECO CORP. . . . . . . . . 13,325 CAMECO CORP. . . . . . . . . 5,000 CAMECO CORP. . . . . . . . . 45,128 CAMECO CORP. . . . . . . . . 87,357 CAMECO CORP. . . . . . . . . 29,492 CAMECO CORP. . . . . . . . . 1,511 CAMERON INTERNATIONAL CORP . 34,013 CAMERON INTERNATIONAL CORP 23,318,000 CAMERON INTERNATIONAL CORP . 3,285 CAMERON INTERNATIONAL CORP . 361 CAMERON INTERNATIONAL CORP . 12,100 CAMERON INTERNATIONAL CORP . 13,100 CAMERON INTERNATIONAL CORP . 5,000 CAMERON INTERNATIONAL CORP . 11,200 CAMERON INTERNATIONAL CORP . 11,057 CAMPBELL SOUP CO . . . . . . 151,914 CAMPBELL SOUP CO . . . . . . 1,225 CAMPBELL SOUP CO . . . . . . 125,000 CAMPBELL SOUP CO . . . . . . 8,900 CAMPBELL SOUP CO . . . . . . 2,940 CAMPBELL SOUP CO . . . . . . 530,400 CAMPBELL SOUP CO . . . . . . 10,600 CAMPBELL SOUP CO . . . . . . 773 CANADIAN NAT RES LTD . . . . 208,898 CANADIAN NAT RES LTD . . . . 373 CANADIAN NAT RES LTD . . . . 27,110 CANADIAN NAT RES LTD . . . . 349 CANADIAN NAT RES LTD . . . . 144,047 CANADIAN NAT RES LTD . . . . 15,400 CANADIAN NAT RES LTD . . . . 5,600 CANADIAN NAT RES LTD . . . . 191,800 CANADIAN NAT RES LTD . . . . 2,055 CANADIAN NATL RY CO. . . . . 38,335 CANADIAN NATL RY CO. . . . . 25,900 CANADIAN NATL RY CO. . . . . 368 CANADIAN PAC RY LTD. . . . . 9,821 CANADIAN PAC RY LTD. . . . . 18,175 CANADIAN PAC RY LTD. . . . . 356 CANADIAN SOLAR INC . . . . . 22,200 CANADIAN SOLAR INC . . . . . 13,320 CANADIAN SOLAR INC . . . . . 8,100 CANADIAN SOLAR INC . . . . . 671 CANO PETE INC. . . . . . . . 21,694 CAPELLA EDUCATION COMPANY. . 8,900 CAPITAL ONE FINL CORP. . . . 98,879 CAPITAL ONE FINL CORP. . . . 1,335 CAPITAL ONE FINL CORP. . . . 80,000 CAPITAL ONE FINL CORP. . . . 73,000 CAPITAL ONE FINL CORP. . . . 16,000 CAPITAL ONE FINL CORP. . . . 8,730 CAPITAL ONE FINL CORP. . . . 7,900 CAPITAL ONE FINL CORP. . . . 5,500 CAPITAL ONE FINL CORP. . . . 3,750 CAPITAL ONE FINL CORP. . . . 2,590 CAPITAL ONE FINL CORP. . . . 9,600 CAPITAL ONE FINL CORP. . . . 14,500 CAPITAL ONE FINL CORP. . . . 275,800 CAPITAL ONE FINL CORP. . . . 5,700 CAPITAL ONE FINL CORP. . . . 12,840 CAPITALSOURCE INC. . . . . . 2,000 CAPITALSOURCE INC. . . . . . 114,454 CAPITALSOURCE INC. . . . . . 10,335 CAPITALSOURCE INC 80,000 CAPITALSOURCE INC 220,000 CAPITOL FED FINL . . . . . . 300 CAPLEASE INC . . . . . . . . 11,700 CAPSTEAD MTG CORP. . . . . . 1,065 CAPSTONE TURBINE CORP. . . . 10,173 CARACO PHARMACEUTICAL LABS L 200,000 CARDINAL HEALTH INC. . . . . 169,286 CARDINAL HEALTH INC. . . . . 1,470 CARDINAL HEALTH INC. . . . . 7,200 CARDINAL HEALTH INC. . . . . 27,804 CARDIONET INC. . . . . . . . 55,500 CARDIONET INC. . . . . . . . 1,425 CARDTRONICS INC. . . . . . . 1,654 CARE INVESTMENT TRUST INC. . 9,311 CAREFUSION CORP. . . . . . . 17,455 CAREFUSION CORP. . . . . . . 2,100 CAREFUSION CORP. . . . . . . 2,200 CARLISLE COS INC . . . . . . 15,200 CARLISLE COS INC . . . . . . 200 CARMAX INC . . . . . . . . . 19,159 CARMAX INC . . . . . . . . . 359 CARMAX INC . . . . . . . . . 5,380 CARNIVAL CORP. . . . . . . . 49,141 CARNIVAL CORP 12,606,000 CARNIVAL CORP. . . . . . . . 4,855 CARNIVAL CORP 12,000 CARNIVAL CORP. . . . . . . . 10,734 CARPENTER TECHNOLOGY CORP. . 1,360 CARRIZO OIL & CO INC . . . . 4,460 CARTER INC . . . . . . . . . 27,025 CARTER INC . . . . . . . . . 1,096 CASH AMER INTL INC . . . . . 22,200 CASH AMER INTL INC . . . . . 895 CASH AMER INTL INC . . . . . 372 CASH AMER INTL INC . . . . . 400 CATALYST HEALTH SOLUTIONS IN 1,745 CATALYST HEALTH SOLUTIONS IN 3,300 CATERPILLAR INC DEL. . . . . 81,016 CATERPILLAR INC DEL. . . . . 20,900 CATERPILLAR INC DEL. . . . . 85,000 CATERPILLAR INC DEL. . . . . 29,300 CATERPILLAR INC DEL. . . . . 8,100 CATERPILLAR INC DEL. . . . . 2,680 CATERPILLAR INC DEL. . . . . 5,020 CATERPILLAR INC DEL. . . . . 13,478 CATERPILLAR INC DEL. . . . . 790,848 CATERPILLAR INC DEL. . . . . 27,793 CAVIUM NETWORKS INC. . . . . 91,200 CAVIUM NETWORKS INC. . . . . 24,500 CAVIUM NETWORKS INC. . . . . 35,387 CB RICHARD ELLIS GROUP INC . 13,120 CB RICHARD ELLIS GROUP INC . 18,115 CBL & ASSOC PPTYS INC. . . . 306,301 CBL & ASSOC PPTYS INC. . . . 40,974 CBL & ASSOC PPTYS INC. . . . 6,332 CBL & ASSOC PPTYS INC. . . . 82,471 CBS CORP NEW . . . . . . . . 4,837 CBS CORP NEW . . . . . . . . 864,786 CBS CORP NEW . . . . . . . . 14,910 CBS CORP NEW . . . . . . . . 400,000 CBS CORP NEW . . . . . . . . 19,900 CBS CORP NEW . . . . . . . . 6,400 CBS CORP NEW . . . . . . . . 18,000 CBS CORP NEW . . . . . . . . 3,950 CBS CORP NEW . . . . . . . . 5,207 CBS CORP NEW . . . . . . . . 55,030 CDC CORP . . . . . . . . . . 5,000 CDN IMPERIAL BK OF COMMERCE. 204,495 CDN IMPERIAL BK OF COMMERCE. 13,225 CDN IMPERIAL BK OF COMMERCE. 4,800 CDN IMPERIAL BK OF COMMERCE. 152,100 CDN IMPERIAL BK OF COMMERCE. 37,900 CDN IMPERIAL BK OF COMMERCE. 437 CEDAR SHOPPING CTRS INC. . . 132,604 CEDAR SHOPPING CTRS INC. . . 11,700 CELANESE CORP DEL. . . . . . 10,801 CELANESE CORP DEL. . . . . . 436 CELANESE CORP DEL. . . . . . 3,483 CELGENE CORP . . . . . . . . 201,098 CELGENE CORP . . . . . . . . 16,200 CELGENE CORP . . . . . . . . 190 CELGENE CORP . . . . . . . . 62,537 CELGENE CORP . . . . . . . . 23,281 CELGENE CORP . . . . . . . . 92 CELGENE CORP . . . . . . . . 55,000 CELGENE CORP . . . . . . . . 55,000 CELGENE CORP . . . . . . . . 6,100 CELGENE CORP . . . . . . . . 1,150 CELGENE CORP . . . . . . . . 3,200 CELGENE CORP . . . . . . . . 4,600 CELGENE CORP . . . . . . . . 98,300 CELGENE CORP . . . . . . . . 6,500 CELGENE CORP . . . . . . . . 18,245 CELL THERAPEUTICS INC. . . . 23,700 CEMEX SAB DE CV. . . . . . . 130,878 CEMEX SAB DE CV. . . . . . . 110,900 CEMEX SAB DE CV. . . . . . . 57,190 CENOVUS ENERGY INC . . . . . 71,825 CENOVUS ENERGY INC . . . . . 220 CENOVUS ENERGY INC . . . . . 19,125 CENOVUS ENERGY INC . . . . . 30,584 CENOVUS ENERGY INC . . . . . 60,938 CENOVUS ENERGY INC . . . . . 20,554 CENOVUS ENERGY INC . . . . . 1,200 CENOVUS ENERGY INC . . . . . 1,000 CENTENE CORP DEL . . . . . . 111 CENTERPOINT ENERGY INC . . . 1,121,652 CENTERPOINT ENERGY INC . . . 3,595 CENTERSTATE BKS FLA INC. . . 503 CENTRAIS ELETRICAS BRASILEIR 113,000 CENTRAIS ELETRICAS BRASILEIR 8,400 CENTRAL EUROPEAN DIST CORP . 63,100 CENTRAL EUROPEAN DIST CORP . 400 CENTRAL EUROPEAN DIST CORP 1,172,000 CENTRAL EUROPEAN DIST CORP . 1,205 CENTRAL EUROPEAN DIST CORP . 68,744 CENTRAL EUROPEAN MEDIA ENTRP 7,400 CENTRAL EUROPEAN MEDIA ENTRP 7,095 CENTRAL EUROPEAN MEDIA ENTRP 166 CENTRAL EUROPEAN MEDIA ENTRP 51 CENTRAL EUROPEAN MEDIA ENTRP 30 CENTRAL EUROPEAN MEDIA ENTRP 61,387 CENTRAL EUROPEAN MEDIA ENTRP 1,250 CENTRAL EUROPEAN MEDIA ENTRP 20,000 CENTRAL EUROPEAN MEDIA ENTRP 6,210 CENTRAL GARDEN & PET CO. . . 1,352 CENTRAL GARDEN & PET CO. . . 1,642 CENTURY ALUM CO. . . . . . . 7,561 CENTURYTEL INC . . . . . . . 436,757 CENTURYTEL INC . . . . . . . 500 CENTURYTEL INC . . . . . . . 613 CENTURYTEL INC . . . . . . . 10,900 CENTURYTEL INC . . . . . . . 12,500 CENTURYTEL INC . . . . . . . 2,466 CEPHALON INC . . . . . . . . 192,966 CEPHALON INC . . . . . . . . 320 CEPHALON INC . . . . . . . . 627 CEPHALON INC 240,000 CEPHALON INC 649,000 CEPHALON INC 3,000 CEPHALON INC . . . . . . . . 2,475 CEPHEID. . . . . . . . . . . 800 CERADYNE INC . . . . . . . . 390 CERAGON NETWORKS LTD . . . . 705 CERNER CORP. . . . . . . . . 374,081 CERNER CORP. . . . . . . . . 21,700 CERNER CORP. . . . . . . . . 230 CERNER CORP. . . . . . . . . 3,050 CERNER CORP. . . . . . . . . 17,455 CERNER CORP. . . . . . . . . 1,844 CF INDS HLDGS INC. . . . . . 71,012 CF INDS HLDGS INC. . . . . . 1,220 CF INDS HLDGS INC. . . . . . 637 CF INDS HLDGS INC. . . . . . 1,500 CF INDS HLDGS INC. . . . . . 6,550 CF INDS HLDGS INC. . . . . . 3,130 CHANGYOU COM LTD . . . . . . 54 CHARLES RIV LABS INTL INC. . 5,617 CHARLES RIV LABS INTL INC. . 360 CHARLES RIV LABS INTL INC. . 627 CHARLES RIV LABS INTL INC. . 5,000 CHARLES RIV LABS INTL INC. . 6,480 CHARLES RIV LABS INTL INC. . 1,598 CHART INDS INC . . . . . . . 1,000 CHART INDS INC . . . . . . . 1,098 CHECK POINT SOFTWARE TECH LT 178,100 CHECK POINT SOFTWARE TECH LT 2,500 CHEMED CORP NEW. . . . . . . 482 CHEMICAL FINL CORP . . . . . 260 CHENIERE ENERGY INC. . . . . 8,200 CHENIERE ENERGY INC. . . . . 58,877 CHEROKEE INC DEL NEW . . . . 690 CHESAPEAKE ENERGY CORP . . . 742,800 CHESAPEAKE ENERGY CORP . . . 2,500 CHESAPEAKE ENERGY CORP . . . 6,043 CHESAPEAKE ENERGY CORP . . . 175,000 CHESAPEAKE ENERGY CORP . . . 19,600 CHESAPEAKE ENERGY CORP . . . 6,500 CHESAPEAKE ENERGY CORP . . . 93,273 CHESAPEAKE ENERGY CORP . . . 10,000 CHESAPEAKE ENERGY CORP . . . 31,655 CHESAPEAKE LODGING TR. . . . 311 CHEVRON CORP NEW . . . . . . 1,874,036 CHEVRON CORP NEW . . . . . . 5,187 CHEVRON CORP NEW . . . . . . 70,892 CHEVRON CORP NEW . . . . . . 200 CHEVRON CORP NEW . . . . . . 220,000 CHEVRON CORP NEW . . . . . . 50,000 CHEVRON CORP NEW . . . . . . 22,700 CHEVRON CORP NEW . . . . . . 7,500 CHEVRON CORP NEW . . . . . . 7,000 CHEVRON CORP NEW . . . . . . 850 CHEVRON CORP NEW . . . . . . 19,400 CHEVRON CORP NEW . . . . . . 12,350 CHEVRON CORP NEW . . . . . . 297,584 CHEVRON CORP NEW . . . . . . 69,795 CHEVRON CORP NEW . . . . . . 374,060 CHEVRON CORP NEW . . . . . . 355,800 CHEVRON CORP NEW . . . . . . 7,300 CHEVRON CORP NEW . . . . . . 83,221 CHICAGO BRIDGE & IRON CO N V 15,100 CHICAGO BRIDGE & IRON CO N V 5,000 CHICAGO BRIDGE & IRON CO N V 4,655 CHILDRENS PL RETAIL STORES I 1,460 CHIMERA INVT CORP. . . . . . 1,657 CHIMERA INVT CORP. . . . . . 5,000 CHINA ARMCO METALS INC . . . 1,800 CHINA BAK BATTERY INC. . . . 2,880 CHINA DIGITAL TV HLDG CO LTD 3,818 CHINA GERUI ADV MAT GR LTD . 2,000 CHINA HYDROELECTRIC CORP . . 15,000 CHINA INTEGRATED ENERGY INC. 4,000 CHINA LIFE INS CO LTD. . . . 270 CHINA LIFE INS CO LTD. . . . 1 CHINA MED TECHNOLOGIES INC . 1,089 CHINA MED TECHNOLOGIES INC 62,000 CHINA MED TECHNOLOGIES INC 851,000 CHINA MED TECHNOLOGIES INC . 223 CHINA MOBILE LIMITED . . . . 12,556 CHINA MOBILE LIMITED . . . . 73 CHINA MOBILE LIMITED . . . . 391 CHINA NEPSTAR CHAIN DRUGSTOR 349 CHINA NEPSTAR CHAIN DRUGSTOR 700 CHINA NORTH EAST PETE HLDG L 6,890 CHINA PETE & CHEM CORP . . . 700 CHINA PETE & CHEM CORP . . . 23 CHINA PETE & CHEM CORP . . . 2,024 CHINA PETE & CHEM CORP . . . 48 CHINA REAL ESTATE INFO CORP. 64,500 CHINA SEC & SURVE TECH INC . 955,700 CHINA SEC & SURVE TECH INC . 735,100 CHINA SKY ONE MED INC. . . . 691 CHINA SUNERGY CO LTD . . . . 1,957 CHINA UNICOM LTD . . . . . . 2,600 CHINA VALVES TECHNOLOGY INC. 16,300 CHINA YUCHAI INTL LTD. . . . 26,903 CHIPOTLE MEXICAN GRILL INC . 400 CHIPOTLE MEXICAN GRILL INC . 557 CHIPOTLE MEXICAN GRILL INC . 170 CHIPOTLE MEXICAN GRILL INC . 1,340 CHIQUITA BRANDS INTL INC . . 387,300 CHIQUITA BRANDS INTL INC . . 189,947 CHIQUITA BRANDS INTL INC . . 13,400 CHIQUITA BRANDS INTL INC . . 12,996 CHIQUITA BRANDS INTL INC . . 1,301 CHIQUITA BRANDS INTL INC . . 7,500 CHORDIANT SOFTWARE INC . . . 3,009 CHORDIANT SOFTWARE INC . . . 77,161 CHORDIANT SOFTWARE INC . . . 177,088 CHUBB CORP . . . . . . . . . 127,639 CHUBB CORP . . . . . . . . . 400 CHUBB CORP . . . . . . . . . 17,830 CHUBB CORP . . . . . . . . . 129 CHUBB CORP . . . . . . . . . 80,000 CHUBB CORP . . . . . . . . . 19,306 CHUBB CORP . . . . . . . . . 9,200 CHUBB CORP . . . . . . . . . 3,020 CHUBB CORP . . . . . . . . . 344,000 CHUBB CORP . . . . . . . . . 7,100 CHUBB CORP . . . . . . . . . 3,144 CHUNGHWA TELECOM CO LTD. . . 255,609 CHUNGHWA TELECOM CO LTD. . . 225,640 CHUNGHWA TELECOM CO LTD. . . 298,142 CHURCH & DWIGHT INC. . . . . 16,799 CHURCH & DWIGHT INC. . . . . 215 CHURCH & DWIGHT INC. . . . . 9,575 CHURCH & DWIGHT INC. . . . . 106 CHURCH & DWIGHT INC. . . . . 1,708 CHURCHILL DOWNS INC. . . . . 800 CIENA CORP . . . . . . . . . 7,882 CIENA CORP . . . . . . . . . 660 CIENA CORP 872,000 CIENA CORP 274,000 CIENA CORP 14,000 CIGNA CORP . . . . . . . . . 662,132 CIGNA CORP . . . . . . . . . 1,253 CIGNA CORP . . . . . . . . . 12,400 CIGNA CORP . . . . . . . . . 3,400 CIGNA CORP . . . . . . . . . 304 CIGNA CORP . . . . . . . . . 501 CIGNA CORP . . . . . . . . . 452,200 CIGNA CORP . . . . . . . . . 5,500 CIGNA CORP . . . . . . . . . 13,618 CIMAREX ENERGY CO. . . . . . 104,065 CIMAREX ENERGY CO. . . . . . 3,264 CIMAREX ENERGY CO. . . . . . 1,500 CIMAREX ENERGY CO. . . . . . 2,137 CINCINNATI BELL INC NEW. . . 4,420 CINCINNATI BELL INC NEW. . . 56,700 CINCINNATI FINL CORP . . . . 15,280 CINCINNATI FINL CORP . . . . 677 CINCINNATI FINL CORP . . . . 263 CINCINNATI FINL CORP . . . . 274,987 CINCINNATI FINL CORP . . . . 4,597 CINEMARK HOLDINGS INC. . . . 1,905 CINTAS CORP. . . . . . . . . 120,971 CINTAS CORP. . . . . . . . . 1,700 CINTAS CORP. . . . . . . . . 456,260 CINTAS CORP. . . . . . . . . 2,842 CIRRUS LOGIC INC . . . . . . 4,300 CISCO SYS INC. . . . . . . . 3,802,289 CISCO SYS INC. . . . . . . . 205,200 CISCO SYS INC. . . . . . . . 31,566 CISCO SYS INC. . . . . . . . 90,788 CISCO SYS INC. . . . . . . . 66,147 CISCO SYS INC. . . . . . . . 6,720 CISCO SYS INC. . . . . . . . 4,060 CISCO SYS INC. . . . . . . . 1,355 CISCO SYS INC. . . . . . . . 750,000 CISCO SYS INC. . . . . . . . 130,000 CISCO SYS INC. . . . . . . . 71,000 CISCO SYS INC. . . . . . . . 30,000 CISCO SYS INC. . . . . . . . 23,330 CISCO SYS INC. . . . . . . . 3,300 CISCO SYS INC. . . . . . . . 51,180 CISCO SYS INC. . . . . . . . 4,150 CISCO SYS INC. . . . . . . . 1,920 CISCO SYS INC. . . . . . . . 900 CISCO SYS INC. . . . . . . . 53,549 CISCO SYS INC. . . . . . . . 15,000 CISCO SYS INC. . . . . . . . 1,800 CISCO SYS INC. . . . . . . . 244,861 CISCO SYS INC. . . . . . . . 1,339,020 CISCO SYS INC. . . . . . . . 27,800 CISCO SYS INC. . . . . . . . 83,607 CIT GROUP INC. . . . . . . . 34,368 CIT GROUP INC. . . . . . . . 21,109 CIT GROUP INC. . . . . . . . 9,439 CIT GROUP INC. . . . . . . . 4,323 CIT GROUP INC. . . . . . . . 2,849 CIT GROUP INC. . . . . . . . 1,842 CITIGROUP INC. . . . . . . . 13,250,003 CITIGROUP INC. . . . . . . . 66,000 CITIGROUP INC. . . . . . . . 4,599,693 CITIGROUP INC. . . . . . . . 14,751,868 CITIGROUP INC. . . . . . . . 3,566,864 CITIGROUP INC. . . . . . . . 101,348 CITIGROUP INC. . . . . . . . 25,549 CITIGROUP INC. . . . . . . . 11,643 CITIGROUP INC. . . . . . . . 7,170 CITIGROUP INC. . . . . . . . 1,444 CITIGROUP INC. . . . . . . . 7,318 CITIGROUP INC. . . . . . . . 2,500,000 CITIGROUP INC. . . . . . . . 306,672 CITIGROUP INC. . . . . . . . 248,200 CITIGROUP INC. . . . . . . . 81,400 CITIGROUP INC. . . . . . . . 80,000 CITIGROUP INC. . . . . . . . 65,000 CITIGROUP INC. . . . . . . . 42,000 CITIGROUP INC. . . . . . . . 78,100 CITIGROUP INC. . . . . . . . 3,000 CITIGROUP INC. . . . . . . . 1,510 CITIGROUP INC. . . . . . . . 112,900 CITIGROUP INC. . . . . . . . 1,090 CITIGROUP INC. . . . . . . . 3,305,400 CITIGROUP INC. . . . . . . . 3,749,324 CITIZENS REPUBLIC BANCORP IN 3,333 CITRIX SYS INC . . . . . . . 84,761 CITRIX SYS INC . . . . . . . 1,560 CITRIX SYS INC . . . . . . . 3,458 CITY HLDG CO . . . . . . . . 883 CITY NATL CORP . . . . . . . 409 CITY NATL CORP . . . . . . . 650 CKE RESTAURANTS INC. . . . . 88,557 CKE RESTAURANTS INC. . . . . 43,350 CKE RESTAURANTS INC. . . . . 7,002 CKE RESTAURANTS INC. . . . . 2,253 CKE RESTAURANTS INC. . . . . 2,191 CKX INC. . . . . . . . . . . 2,543 CLARCOR INC. . . . . . . . . 2,350 CLAYMORE ETF TRUST 2 . . . . 5,000 CLAYMORE EXCHANGE TRADED FD. 300 CLEAN ENERGY FUELS CORP. . . 200 CLEAN ENERGY FUELS CORP. . . 297 CLEAN HARBORS INC. . . . . . 15,100 CLEAR CHANNEL OUTDOOR HLDGS. 7,936 CLEARWIRE CORP NEW . . . . . 43,805 CLEARWIRE CORP NEW . . . . . 5,605 CLIFFS NATURAL RESOURCES INC 360,222 CLIFFS NATURAL RESOURCES INC 932 CLIFFS NATURAL RESOURCES INC 5,881 CLIFFS NATURAL RESOURCES INC 81 CLIFFS NATURAL RESOURCES INC 2,664 CLOROX CO DEL. . . . . . . . 15,033 CLOROX CO DEL. . . . . . . . 115 CLOROX CO DEL. . . . . . . . 5,900 CLOROX CO DEL. . . . . . . . 1,900 CLOROX CO DEL. . . . . . . . 776 CLOUD PEAK ENERGY INC. . . . 183 CME GROUP INC. . . . . . . . 13,645 CME GROUP INC. . . . . . . . 66,093 CME GROUP INC. . . . . . . . 4,000 CME GROUP INC. . . . . . . . 12,000 CME GROUP INC. . . . . . . . 24,000 CME GROUP INC. . . . . . . . 70 CME GROUP INC. . . . . . . . 13,400 CME GROUP INC. . . . . . . . 400 CME GROUP INC. . . . . . . . 2,805 CMS ENERGY CORP. . . . . . . 5,664 CMS ENERGY CORP. . . . . . . 617 CNA FINL CORP. . . . . . . . 2,000 CNA FINL CORP. . . . . . . . 1,500 CNH GLOBAL N V . . . . . . . 77,500 CNH GLOBAL N V . . . . . . . 15,000 CNOOC LTD. . . . . . . . . . 488 CNX GAS CORP . . . . . . . . 1,805 CNX GAS CORP . . . . . . . . 38,787 COACH INC. . . . . . . . . . 69,484 COACH INC. . . . . . . . . . 80,000 COACH INC. . . . . . . . . . 8,000 COACH INC. . . . . . . . . . 2,590 COACH INC. . . . . . . . . . 2,000 COACH INC. . . . . . . . . . 8,680 COACH INC. . . . . . . . . . 345,305 COACH INC. . . . . . . . . . 163,375 COACH INC. . . . . . . . . . 10,144 COACH INC. . . . . . . . . . 5,530 COBALT INTL ENERGY INC . . . 4,231 COCA COLA CO . . . . . . . . 547,907 COCA COLA CO . . . . . . . . 27,100 COCA COLA CO . . . . . . . . 15,839 COCA COLA CO . . . . . . . . 828 COCA COLA CO . . . . . . . . 680 COCA COLA CO . . . . . . . . 200 COCA COLA CO . . . . . . . . 250,000 COCA COLA CO . . . . . . . . 48,500 COCA COLA CO . . . . . . . . 40,000 COCA COLA CO . . . . . . . . 22,000 COCA COLA CO . . . . . . . . 7,200 COCA COLA CO . . . . . . . . 6,100 COCA COLA CO . . . . . . . . 2,500 COCA COLA CO . . . . . . . . 14,000 COCA COLA CO . . . . . . . . 24,572 COCA COLA CO . . . . . . . . 1,850 COCA COLA CO . . . . . . . . 9,900 COCA COLA CO . . . . . . . . 487,200 COCA COLA CO . . . . . . . . 9,600 COCA COLA CO . . . . . . . . 25,513 COCA COLA ENTERPRISES INC. . 47,752 COCA COLA ENTERPRISES INC. . 1,520 COCA COLA ENTERPRISES INC. . 65,022 COCA COLA ENTERPRISES INC. . 11,881 COCA COLA ENTERPRISES INC. . 2,528 COCA COLA ENTERPRISES INC. . 2,322 COCA COLA ENTERPRISES INC. . 374,900 COCA COLA ENTERPRISES INC. . 7,300 COEUR D ALENE MINES CORP IDA 13,724 COEUR D ALENE MINES CORP IDA 719,000 COEUR D ALENE MINES CORP IDA 93,504 COEUR D ALENE MINES CORP IDA 4,157 COGDELL SPENCER INC. . . . . 94,421 COGDELL SPENCER INC. . . . . 7,900 COGENT INC . . . . . . . . . 1,500 COGNEX CORP. . . . . . . . . 2,250 COGNIZANT TECHNOLOGY SOLUTIO 29,810 COGNIZANT TECHNOLOGY SOLUTIO 3,500 COGNIZANT TECHNOLOGY SOLUTIO 15,750 COGNIZANT TECHNOLOGY SOLUTIO 443 COGNIZANT TECHNOLOGY SOLUTIO 2,250 COGNIZANT TECHNOLOGY SOLUTIO 4,160 COGNIZANT TECHNOLOGY SOLUTIO 36,100 COGNIZANT TECHNOLOGY SOLUTIO 15,365 COHEN & STEERS INC . . . . . 6,450 COHEN & STEERS QUALITY RLTY. 18 COHERENT INC . . . . . . . . 1,626 COHU INC . . . . . . . . . . 3,300 COINSTAR INC . . . . . . . . 274 COINSTAR INC 450,000 COINSTAR INC . . . . . . . . 5,555 COINSTAR INC . . . . . . . . 240,200 COINSTAR INC . . . . . . . . 4,600 COLDWATER CREEK INC. . . . . 12,038 COLGATE PALMOLIVE CO . . . . 76,253 COLGATE PALMOLIVE CO . . . . 2,900 COLGATE PALMOLIVE CO . . . . 599 COLGATE PALMOLIVE CO . . . . 6,602 COLGATE PALMOLIVE CO . . . . 1,082 COLGATE PALMOLIVE CO . . . . 48,500 COLGATE PALMOLIVE CO . . . . 40,000 COLGATE PALMOLIVE CO . . . . 5,675 COLGATE PALMOLIVE CO . . . . 5,300 COLGATE PALMOLIVE CO . . . . 2,050 COLGATE PALMOLIVE CO . . . . 1,700 COLGATE PALMOLIVE CO . . . . 11,620 COLGATE PALMOLIVE CO . . . . 200 COLGATE PALMOLIVE CO . . . . 8,200 COLGATE PALMOLIVE CO . . . . 400 COLGATE PALMOLIVE CO . . . . 12,324 COLLECTIVE BRANDS INC. . . . 1,054 COLONIAL PPTYS TR. . . . . . 147,321 COLONIAL PPTYS TR. . . . . . 19,600 COLONIAL PPTYS TR. . . . . . 47,209 COLUMBIA BKG SYS INC . . . . 1,302 COMCAST CORP NEW . . . . . . 3,008,934 COMCAST CORP NEW . . . . . . 1,400 COMCAST CORP NEW . . . . . . 93,805 COMCAST CORP NEW . . . . . . 4,753 COMCAST CORP NEW . . . . . . 668,650 COMCAST CORP NEW . . . . . . 450,000 COMCAST CORP NEW . . . . . . 35,400 COMCAST CORP NEW . . . . . . 14,000 COMCAST CORP NEW . . . . . . 11,600 COMCAST CORP NEW . . . . . . 9,000 COMCAST CORP NEW . . . . . . 26,900 COMCAST CORP NEW . . . . . . 1,290,350 COMCAST CORP NEW . . . . . . 579,288 COMCAST CORP NEW . . . . . . 28,725 COMCAST CORP NEW . . . . . . 20,822 COMERICA INC . . . . . . . . 49,663 COMERICA INC . . . . . . . . 11,500 COMERICA INC . . . . . . . . 13,632 COMFORT SYS USA INC. . . . . 5,527 COMMERCE BANCSHARES INC. . . 4,500 COMMERCIAL METALS CO . . . . 3,600 COMMERCIAL METALS CO . . . . 3,400 COMMERCIAL METALS CO . . . . 4,450 COMMSCOPE INC. . . . . . . . 50 COMMSCOPE INC 381,000 COMMUNICATIONS SYS INC . . . 721 COMMUNITY HEALTH SYS INC NEW 21,900 COMMUNITY HEALTH SYS INC NEW 271 COMPANHIA BRASILEIRA DE DIST 282,626 COMPANHIA BRASILEIRA DE DIST 197,300 COMPANHIA BRASILEIRA DE DIST 296,720 COMPANHIA BRASILEIRA DE DIST 502 COMPANHIA DE BEBIDAS DAS AME 42,100 COMPANHIA DE BEBIDAS DAS AME 25,300 COMPANHIA DE BEBIDAS DAS AME 288,450 COMPANHIA DE BEBIDAS DAS AME 31,200 COMPANHIA DE BEBIDAS DAS AME 60,727 COMPANHIA DE BEBIDAS DAS AME 725 COMPANHIA DE BEBIDAS DAS AME 110 COMPANHIA DE BEBIDAS DAS AME 1,338 COMPANHIA DE BEBIDAS DAS AME 2,741 COMPANHIA DE SANEAMENTO BASI 36,700 COMPANHIA DE SANEAMENTO BASI 8,775 COMPANHIA ENERGETICA DE MINA 332,849 COMPANHIA ENERGETICA DE MINA 38,000 COMPANHIA ENERGETICA DE MINA 1,127,862 COMPANHIA ENERGETICA DE MINA 638 COMPANHIA ENERGETICA DE MINA 5,000 COMPANHIA PARANAENSE ENERG C 533,600 COMPANHIA PARANAENSE ENERG C 74,300 COMPANHIA PARANAENSE ENERG C 475,500 COMPANHIA PARANAENSE ENERG C 2,000 COMPANHIA SIDERURGICA NACION 995,200 COMPANHIA SIDERURGICA NACION 484,200 COMPANHIA SIDERURGICA NACION 27,404 COMPANHIA SIDERURGICA NACION 1,135 COMPANHIA SIDERURGICA NACION 9,650 COMPANHIA SIDERURGICA NACION 18,083 COMPANIA CERVECERIAS UNIDAS. 223,200 COMPANIA CERVECERIAS UNIDAS. 19,400 COMPANIA DE MINAS BUENAVENTU 1,842,400 COMPANIA DE MINAS BUENAVENTU 328,246 COMPANIA DE MINAS BUENAVENTU 123,800 COMPANIA DE MINAS BUENAVENTU 1,493 COMPANIA DE MINAS BUENAVENTU 268,371 COMPANIA DE MINAS BUENAVENTU 15,635 COMPANIA DE MINAS BUENAVENTU 2 COMPASS MINERALS INTL INC. . 726 COMPLETE PRODUCTION SERVICES 2,079,294 COMPLETE PRODUCTION SERVICES 4,775 COMPUTER SCIENCES CORP . . . 474,873 COMPUTER SCIENCES CORP . . . 190 COMPUTER SCIENCES CORP . . . 29,000 COMPUTER SCIENCES CORP . . . 16,149 COMPUTER SCIENCES CORP . . . 6,700 COMPUTER SCIENCES CORP . . . 3,490 COMPUTER SCIENCES CORP . . . 2,750 COMPUTER SCIENCES CORP . . . 2,160 COMPUTER SCIENCES CORP . . . 1,800 COMPUTER SCIENCES CORP . . . 7,000 COMPUTER SCIENCES CORP . . . 277,000 COMPUTER SCIENCES CORP . . . 4,369 COMPUTER TASK GROUP INC. . . 1,157 COMPUWARE CORP . . . . . . . 8,840 COMPUWARE CORP . . . . . . . 11,453 COMSTOCK RES INC . . . . . . 4,055 COMSYS IT PARTNERS INC . . . 4,294 COMSYS IT PARTNERS INC . . . 192,622 COMVERGE INC . . . . . . . . 23,900 COMVERGE INC . . . . . . . . 2,025 CONAGRA FOODS INC. . . . . . 1,176,074 CONAGRA FOODS INC. . . . . . 1,195 CONAGRA FOODS INC. . . . . . 3,271 CONAGRA FOODS INC. . . . . . 4,635 CONAGRA FOODS INC. . . . . . 105,000 CONAGRA FOODS INC. . . . . . 21,316 CONCEPTUS INC 460,000 CONCHO RES INC . . . . . . . 538 CONCUR TECHNOLOGIES INC. . . 249 CONCUR TECHNOLOGIES INC. . . 2,980 CONEXANT SYSTEMS INC . . . . 15 CONOCOPHILLIPS . . . . . . . 1,568,180 CONOCOPHILLIPS . . . . . . . 4,150 CONOCOPHILLIPS . . . . . . . 677 CONOCOPHILLIPS . . . . . . . 150,000 CONOCOPHILLIPS . . . . . . . 37,000 CONOCOPHILLIPS . . . . . . . 14,800 CONOCOPHILLIPS . . . . . . . 11,500 CONOCOPHILLIPS . . . . . . . 4,840 CONOCOPHILLIPS . . . . . . . 17,700 CONOCOPHILLIPS . . . . . . . 11,700 CONOCOPHILLIPS . . . . . . . 98,257 CONOCOPHILLIPS . . . . . . . 4,000 CONOCOPHILLIPS . . . . . . . 154,080 CONOCOPHILLIPS . . . . . . . 200,861 CONSECO INC. . . . . . . . . 12,850 CONSECO INC. . . . . . . . . 21,899 CONSECO INC. . . . . . . . . 10,272 CONSOL ENERGY INC. . . . . . 102,335 CONSOL ENERGY INC. . . . . . 16,180 CONSOL ENERGY INC. . . . . . 5,260 CONSOL ENERGY INC. . . . . . 4,812 CONSOL ENERGY INC. . . . . . 1,400 CONSOL ENERGY INC. . . . . . 8,621 CONSOL ENERGY INC. . . . . . 1,423 CONSOL ENERGY INC. . . . . . 658 CONSOL ENERGY INC. . . . . . 100,000 CONSOL ENERGY INC. . . . . . 10,000 CONSOL ENERGY INC. . . . . . 3,025 CONSOL ENERGY INC. . . . . . 119,650 CONSOLIDATED EDISON INC. . . 34,710 CONSOLIDATED EDISON INC. . . 200 CONSOLIDATED EDISON INC. . . 7,000 CONSOLIDATED EDISON INC. . . 83,566 CONSOLIDATED EDISON INC. . . 26,500 CONSOLIDATED EDISON INC. . . 24,095 CONSOLIDATED GRAPHICS INC. . 574 CONSOLIDATED WATER CO INC. . 36,013 CONSTELLATION BRANDS INC . . 187,161 CONSTELLATION BRANDS INC . . 1,100 CONSTELLATION BRANDS INC . . 939 CONSTELLATION BRANDS INC . . 8,500 CONSTELLATION BRANDS INC . . 15,669 CONSTELLATION ENERGY GROUP I 28,878 CONSTELLATION ENERGY GROUP I 36,100 CONSTELLATION ENERGY GROUP I 4,100 CONSTELLATION ENERGY GROUP I 6,818 CONTANGO OIL & GAS COMPANY . 525 CONTANGO OIL & GAS COMPANY . 11,650 CONTINENTAL AIRLS INC. . . . 5,970 CONTINENTAL AIRLS INC. . . . 2,500 CONTINENTAL RESOURCES INC. . 225 CONTINENTAL RESOURCES INC. . 7,051 CONTINUCARE CORP . . . . . . 13,477 CONVERGYS CORP . . . . . . . 1,156 CON-WAY INC. . . . . . . . . 923 CON-WAY INC. . . . . . . . . 3,180 CON-WAY INC. . . . . . . . . 6,750 COOPER INDUSTRIES PLC. . . . 217,028 COOPER INDUSTRIES PLC. . . . 17,500 COOPER INDUSTRIES PLC. . . . 163,700 COOPER INDUSTRIES PLC. . . . 70,300 COOPER INDUSTRIES PLC. . . . 8,500 COOPER INDUSTRIES PLC. . . . 4,435 COOPER TIRE & RUBR CO. . . . 878 COOPER TIRE & RUBR CO. . . . 4,095 COPA HOLDINGS SA . . . . . . 7,300 COPA HOLDINGS SA . . . . . . 52,178 COPA HOLDINGS SA . . . . . . 42 COPART INC . . . . . . . . . 653 CORE LABORATORIES N V. . . . 8,000 CORINTHIAN COLLEGES INC. . . 1,830 CORINTHIAN COLLEGES INC. . . 436 CORINTHIAN COLLEGES INC. . . 772 CORN PRODS INTL INC. . . . . 179,700 CORNELLPANIES INC. . . . . . 689 CORNING INC. . . . . . . . . 817,601 CORNING INC. . . . . . . . . 39,100 CORNING INC. . . . . . . . . 4,461 CORNING INC. . . . . . . . . 2,375 CORNING INC. . . . . . . . . 1,030 CORNING INC. . . . . . . . . 250,000 CORNING INC. . . . . . . . . 119,700 CORNING INC. . . . . . . . . 110,000 CORNING INC. . . . . . . . . 19,500 CORNING INC. . . . . . . . . 6,400 CORNING INC. . . . . . . . . 5,700 CORNING INC. . . . . . . . . 39,254 CORNING INC. . . . . . . . . 876,920 CORNING INC. . . . . . . . . 15,800 CORNING INC. . . . . . . . . 31,035 CORPORATE EXECUTIVE BRD CO . 2,700 CORPORATE OFFICE PPTYS TR. . 128,929 CORPORATE OFFICE PPTYS TR. . 17,000 CORRECTIONS CORP AMER NEW. . 255,929 CORRECTIONS CORP AMER NEW. . 1,910 CORRECTIONS CORP AMER NEW. . 2,714 CORRECTIONS CORP AMER NEW. . 4,700 CORRIENTE RES INC. . . . . . 9,031 COSAN LTD. . . . . . . . . . 2,714,970 COSAN LTD. . . . . . . . . . 743,100 COSAN LTD. . . . . . . . . . 4,500 COSAN LTD. . . . . . . . . . 1,703 COSTCO COMPANIES INC 8,000 COSTCO WHSL CORP NEW . . . . 89,020 COSTCO WHSL CORP NEW . . . . 700 COSTCO WHSL CORP NEW . . . . 11,800 COSTCO WHSL CORP NEW . . . . 12,800 COSTCO WHSL CORP NEW . . . . 77,630 COSTCO WHSL CORP NEW . . . . 12,142 COTT CORP QUE. . . . . . . . 5,000 COUSINS PPTYS INC. . . . . . 221,832 COUSINS PPTYS INC. . . . . . 24,470 COUSINS PPTYS INC. . . . . . 1,149 COUSINS PPTYS INC. . . . . . 42,276 COVANCE INC. . . . . . . . . 4,078 COVANCE INC. . . . . . . . . 1,554 COVANTA HLDG CORP. . . . . . 7,430 COVANTAHLDG CORP 1,158,000 COVENTRY HEALTH CARE INC . . 33,336 COVENTRY HEALTH CARE INC . . 67,400 COVENTRY HEALTH CARE INC . . 13,900 COVENTRY HEALTH CARE INC . . 1,528 COVENTRY HEALTH CARE INC . . 17,317 COVIDIEN PLC . . . . . . . . 142,188 COVIDIEN PLC . . . . . . . . 7 COVIDIEN PLC . . . . . . . . 955 COVIDIEN PLC . . . . . . . . 80,000 COVIDIEN PLC . . . . . . . . 23,500 COVIDIEN PLC . . . . . . . . 9,000 COVIDIEN PLC . . . . . . . . 2,925 COVIDIEN PLC . . . . . . . . 500 COVIDIEN PLC . . . . . . . . 13,316 COVIDIEN PLC . . . . . . . . 6,040 COVIDIEN PLC . . . . . . . . 729,500 COVIDIEN PLC . . . . . . . . 13,541 CRACKER BARREL OLD CTRY STOR 165 CRAWFORD & CO. . . . . . . . 2,240 CRAY INC . . . . . . . . . . 29,700 CREDICORP LTD. . . . . . . . 178,300 CREDICORP LTD. . . . . . . . 48,300 CREDICORP LTD. . . . . . . . 750,000 CREDIT ACCEP CORP MICH . . . 655 CREE INC . . . . . . . . . . 18,752 CREE INC . . . . . . . . . . 1,150 CREE INC . . . . . . . . . . 2,960 CREE INC . . . . . . . . . . 1,015 CREE INC . . . . . . . . . . 108 CREE INC . . . . . . . . . . 790 CREE INC . . . . . . . . . . 2,682 CREXUS INVT CORP . . . . . . 987 CROCS INC. . . . . . . . . . 800 CROWN CASTLE INTL CORP . . . 23,766 CROWN CASTLE INTL CORP . . . 30,440 CROWN CASTLE INTL CORP . . . 2,590 CROWN CASTLE INTL CORP . . . 7,452 CROWN HOLDINGS INC . . . . . 13,388 CROWN HOLDINGS INC . . . . . 6,690 CROWN HOLDINGS INC . . . . . 29,360 CROWN HOLDINGS INC . . . . . 3,897 CRUCELL N V. . . . . . . . . 146 CRYSTALLEX INTL CORP . . . . 14,600 CSG SYS INTL INC . . . . . . 868 CSG SYS INTL INC . . . . . . 3,200 CSG SYS INTL INC . . . . . . 1,395 CSG SYS INTL INC 6,000 CSX CORP . . . . . . . . . . 40,097 CSX CORP . . . . . . . . . . 400 CSX CORP . . . . . . . . . . 135,039 CSX CORP . . . . . . . . . . 3,110 CSX CORP . . . . . . . . . . 125,000 CSX CORP . . . . . . . . . . 10,300 CSX CORP . . . . . . . . . . 3,370 CSX CORP . . . . . . . . . . 16,796 CSX CORP . . . . . . . . . . 86,300 CSX CORP . . . . . . . . . . 5,000 CSX CORP 10,000 CSX CORP . . . . . . . . . . 302,700 CSX CORP . . . . . . . . . . 4,300 CSX CORP . . . . . . . . . . 16,499 CTC MEDIA INC. . . . . . . . 234,500 CTC MEDIA INC. . . . . . . . 196,400 CTRIP COM INTL LTD . . . . . 96,400 CTRIP COM INTL LTD . . . . . 82,900 CTRIP COM INTL LTD . . . . . 157,914 CTRIP COM INTL LTD . . . . . 1,696 CTRIP COM INTL LTD . . . . . 8,119 CTRIP COM INTL LTD . . . . . 1,662 CTRIP COM INTL LTD . . . . . 10,100 CUBIC CORP . . . . . . . . . 661 CUBIST PHARMACEUTICALS INC . 1,703 CUBIST PHARMACEUTICALS INC 371,000 CULLEN FROST BANKERS INC . . 900 CUMMINS INC. . . . . . . . . 90,278 CUMMINS INC. . . . . . . . . 44,400 CUMMINS INC. . . . . . . . . 2,230 CUMMINS INC. . . . . . . . . 1,850 CUMMINS INC. . . . . . . . . 182 CUMMINS INC. . . . . . . . . 4,430 CUMMINS INC. . . . . . . . . 7,698 CUMMINS INC. . . . . . . . . 23,500 CUMMINS INC. . . . . . . . . 3,470 CURRENCY SHARES EURO TR. . . 88 CURRENCYSHARES AUSTRALIAN DL 198 CURTISS WRIGHT CORP. . . . . 2,700 CURTISS WRIGHT CORP. . . . . 2,100 CVB FINL CORP. . . . . . . . 2,022 CVB FINL CORP. . . . . . . . 2,800 CVR ENERGY INC . . . . . . . 3,338 CVS CAREMARK CORPORATION . . 1,008,904 CVS CAREMARK CORPORATION . . 36,100 CVS CAREMARK CORPORATION . . 158,942 CVS CAREMARK CORPORATION . . 113 CVS CAREMARK CORPORATION . . 170,000 CVS CAREMARK CORPORATION . . 35,000 CVS CAREMARK CORPORATION . . 14,300 CVS CAREMARK CORPORATION . . 4,650 CVS CAREMARK CORPORATION . . 14,420 CVS CAREMARK CORPORATION . . 6,500 CVS CAREMARK CORPORATION . . 442,980 CVS CAREMARK CORPORATION . . 1,111,300 CVS CAREMARK CORPORATION . . 4,900 CYBERSOURCE CORP . . . . . . 946,700 CYBERSOURCE CORP . . . . . . 84,900 CYBERSOURCE CORP . . . . . . 728 CYCLACEL PHARMACEUTICALS INC 192,805 CYPRESS SEMICONDUCTOR CORP . 3,910 CYPRESS SEMICONDUCTOR CORP . 4,175 CYTEC INDS INC . . . . . . . 4,700 D R HORTON INC . . . . . . . 31,829 D R HORTON INC . . . . . . . 5,047 D R HORTON INC . . . . . . . 10,444 D R HORTON INC . . . . . . . 697 DAIMLER AG . . . . . . . . . 13,079,821 DAIMLER AG . . . . . . . . . 73,140 DAIMLER AG . . . . . . . . . 13,000 DAIMLER AG . . . . . . . . . 13,000 DAIMLER AG . . . . . . . . . 8,900 DAIMLER AG . . . . . . . . . 7,100 DAIMLER AG . . . . . . . . . 5,900 DAIMLER AG . . . . . . . . . 5,900 DAIMLER AG . . . . . . . . . 5,900 DAIMLER AG . . . . . . . . . 5,900 DAIMLER AG . . . . . . . . . 5,300 DAIMLER AG . . . . . . . . . 4,700 DAIMLER AG . . . . . . . . . 4,700 DAIMLER AG . . . . . . . . . 4,200 DAIMLER AG . . . . . . . . . 3,600 DAIMLER AG . . . . . . . . . 2,400 DAIMLER AG . . . . . . . . . 2,400 DAIMLER AG . . . . . . . . . 2,400 DAIMLER AG . . . . . . . . . 2,400 DAIMLER AG . . . . . . . . . 2,400 DAIMLER AG . . . . . . . . . 2,400 DAIMLER AG . . . . . . . . . 1,800 DAIMLER AG . . . . . . . . . 1,700 DAIMLER AG . . . . . . . . . 39,235 DAIMLER AG . . . . . . . . . 10,000 DAIMLER AG . . . . . . . . . 500 DAIMLER AG . . . . . . . . . 2,000 DAIMLER AG . . . . . . . . . 71,856 DAIMLER AG . . . . . . . . . 67,523 DAIMLER AG . . . . . . . . . 64,484 DAIMLER AG . . . . . . . . . 61,906 DAIMLER AG . . . . . . . . . 54,106 DAIMLER AG . . . . . . . . . 46,684 DAIMLER AG . . . . . . . . . 38,832 DAIMLER AG . . . . . . . . . 37,854 DAIMLER AG . . . . . . . . . 31,878 DAIMLER AG . . . . . . . . . 30,228 DAIMLER AG . . . . . . . . . 24,740 DAIMLER AG . . . . . . . . . 24,097 DAIMLER AG . . . . . . . . . 21,218 DAIMLER AG . . . . . . . . . 20,984 DAIMLER AG . . . . . . . . . 13,898 DAIMLER AG . . . . . . . . . 13,792 DAIMLER AG . . . . . . . . . 13,279 DAIMLER AG . . . . . . . . . 8,332 DAIMLER AG . . . . . . . . . 7,346 DAIMLER AG . . . . . . . . . 7,080 DAIMLER AG . . . . . . . . . 4,977 DAIMLER AG . . . . . . . . . 2,613 DAIMLER AG . . . . . . . . . 357,300 DAIMLER AG . . . . . . . . . 36,762 DAIMLER AG . . . . . . . . . 221,612 DAIMLER AG . . . . . . . . . 63,726 DAIMLER AG . . . . . . . . . 59,000 DAIMLER AG . . . . . . . . . 40,950 DAIMLER AG . . . . . . . . . 4,800 DAIMLER AG . . . . . . . . . 3,000,000 DAIMLER AG . . . . . . . . . 570,000 DAIMLER AG . . . . . . . . . 37,318 DAIMLER AG . . . . . . . . . 347,273 DAIMLER AG . . . . . . . . . 2,329,093 DAIMLER AG . . . . . . . . . 26,563 DAIMLER AG . . . . . . . . . 143 DAIMLER AG . . . . . . . . . 161,198 DAIMLER AG . . . . . . . . . 19,690 DAIMLER AG . . . . . . . . . 4,502 DAIMLER AG . . . . . . . . . 395,114 DANA HOLDING CORP. . . . . . 148,551 DANA HOLDING CORP. . . . . . 11,895 DANA HOLDING CORP. . . . . . 11,740 DANAHER CORP DEL . . . . . . 40,905 DANAHER CORP DEL . . . . . . 11,500 DANAHER CORP DEL 29,158,000 DANAHER CORP DEL . . . . . . 200 DANAHER CORP DEL . . . . . . 1,500 DANAHER CORP DEL . . . . . . 7,105 DANAHER CORP DEL 5,000 DANAHER CORP DEL . . . . . . 10,743 DARDEN RESTAURANTS INC . . . 605,785 DARDEN RESTAURANTS INC . . . 400 DARDEN RESTAURANTS INC . . . 200 DARDEN RESTAURANTS INC . . . 885 DARLING INTL INC . . . . . . 504,500 DARLING INTL INC . . . . . . 3,523 DARLING INTL INC . . . . . . 1,905 DARLING INTL INC . . . . . . 1,170 DAVITA INC . . . . . . . . . 11,496 DAVITA INC . . . . . . . . . 5,000 DAVITA INC . . . . . . . . . 2,458 DAWSON GEOPHYSICAL CO. . . . 469 DCT INDUSTRIAL TRUST INC . . 460,711 DCT INDUSTRIAL TRUST INC . . 63,300 DCT INDUSTRIAL TRUST INC . . 144,800 DEAN FOODS CO NEW. . . . . . 271,452 DEAN FOODS CO NEW. . . . . . 2,500 DEAN FOODS CO NEW. . . . . . 1,032 DEAN FOODS CO NEW. . . . . . 3,670 DEAN FOODS CO NEW. . . . . . 781,000 DEAN FOODS CO NEW. . . . . . 54 DECKERS OUTDOOR CORP . . . . 96 DEERE & CO . . . . . . . . . 229,338 DEERE & CO . . . . . . . . . 1,879 DEERE & CO . . . . . . . . . 22,300 DEERE & CO . . . . . . . . . 50,600 DEERE & CO . . . . . . . . . 15,410 DEL MONTE FOODS CO . . . . . 1,946 DEL MONTE FOODS CO . . . . . 1,235 DEL MONTE FOODS CO . . . . . 4,895 DELL INC . . . . . . . . . . 3,316,381 DELL INC . . . . . . . . . . 48,218 DELL INC . . . . . . . . . . 14,800 DELL INC . . . . . . . . . . 5,000 DELL INC . . . . . . . . . . 600 DELL INC . . . . . . . . . . 21,055 DELL INC . . . . . . . . . . 1,370,696 DELL INC . . . . . . . . . . 66,630 DELPHI FINL GROUP INC. . . . 1,850 DELTA AIR LINES INC DEL. . . 570,342 DELTA AIR LINES INC DEL. . . 9,170 DELTA AIR LINES INC DEL. . . 9,490 DELTA AIR LINES INC DEL. . . 4,727 DELTA PETE CORP. . . . . . . 36,907 DELTEK INC . . . . . . . . . 1,629 DELTIC TIMBER CORP . . . . . 38,630 DENBURY RES INC. . . . . . . 35,019 DENBURY RES INC. . . . . . . 1,698 DENBURY RES INC. . . . . . . 20 DENBURY RES INC. . . . . . . 9,200 DENDREON CORP. . . . . . . . 8,530 DENDREON CORP. . . . . . . . 201 DENISON MINES CORP . . . . . 33,500 DENTSPLY INTL INC NEW. . . . 83,678 DENTSPLY INTL INC NEW. . . . 950 DENTSPLY INTL INC NEW. . . . 26,975 DENTSPLY INTL INC NEW. . . . 1,573 DESARROLLADORA HOMEX S A DE. 168,400 DESARROLLADORA HOMEX S A DE. 25,000 DESARROLLADORA HOMEX S A DE. 1,242 DEUTSCHE BANK AG . . . . . . 4,460,859 DEUTSCHE BANK AG . . . . . . 41,617 DEUTSCHE BANK AG . . . . . . 9,000 DEUTSCHE BANK AG . . . . . . 4,333 DEUTSCHE BANK AG . . . . . . 3,084 DEUTSCHE BANK AG . . . . . . 4,400 DEUTSCHE BANK AG . . . . . . 89,070 DEUTSCHE BANK AG . . . . . . 5,294 DEUTSCHE BANK AG . . . . . . 152 DEUTSCHE BANK AG . . . . . . 87,187 DEUTSCHE BANK AG . . . . . . 70,325 DEUTSCHE BANK AG . . . . . . 70,071 DEUTSCHE BANK AG . . . . . . 55,364 DEUTSCHE BANK AG . . . . . . 49,790 DEUTSCHE BANK AG . . . . . . 43,074 DEUTSCHE BANK AG . . . . . . 41,106 DEUTSCHE BANK AG . . . . . . 30,392 DEUTSCHE BANK AG . . . . . . 26,511 DEUTSCHE BANK AG . . . . . . 23,636 DEUTSCHE BANK AG . . . . . . 23,155 DEUTSCHE BANK AG . . . . . . 21,447 DEUTSCHE BANK AG . . . . . . 21,020 DEUTSCHE BANK AG . . . . . . 14,845 DEUTSCHE BANK AG . . . . . . 14,684 DEUTSCHE BANK AG . . . . . . 14,079 DEUTSCHE BANK AG . . . . . . 9,343 DEUTSCHE BANK AG . . . . . . 7,958 DEUTSCHE BANK AG . . . . . . 4,921 DEUTSCHE BANK AG . . . . . . 4,683 DEUTSCHE BANK AG . . . . . . 4,326 DEUTSCHE BANK AG . . . . . . 2,501 DEUTSCHE BANK AG . . . . . . 74,710 DEUTSCHE BANK AG . . . . . . 82,041 DEUTSCHE BANK AG . . . . . . 74,596 DEUTSCHE BANK AG . . . . . . 37,191 DEUTSCHE BANK AG . . . . . . 32,361 DEUTSCHE BANK AG . . . . . . 27,125 DEUTSCHE BANK AG . . . . . . 2,927 DEUTSCHE BANK AG . . . . . . 223,269 DEUTSCHE BANK AG . . . . . . 1,787,202 DEUTSCHE BANK AG . . . . . . 242,520 DEUTSCHE BANK AG . . . . . . 257 DEUTSCHE BANK AG . . . . . . 9,855 DEUTSCHE BANK AG . . . . . . 150,190 DEUTSCHE BANK AG . . . . . . 3,150 DEUTSCHE BANK AG . . . . . . 1,831,954 DEUTSCHE BK AG LONDON BRH. . 3,500 DEUTSCHE TELEKOM AG. . . . . 551,914 DEVELOPERS DIVERSIFIED RLTY. 554,780 DEVELOPERS DIVERSIFIED RLTY. 55,180 DEVELOPERS DIVERSIFIED RLTY. 2,169 DEVELOPERS DIVERSIFIED RLTY 572,000 DEVELOPERS DIVERSIFIED RLTY. 99,303 DEVELOPERS DIVERSIFIED RLTY 4,500,000 DEVON ENERGY CORP NEW. . . . 460,593 DEVON ENERGY CORP NEW. . . . 300 DEVON ENERGY CORP NEW. . . . 6,950 DEVON ENERGY CORP NEW. . . . 2,280 DEVON ENERGY CORP NEW. . . . 1,758 DEVON ENERGY CORP NEW. . . . 1,568 DEVON ENERGY CORP NEW. . . . 85,000 DEVON ENERGY CORP NEW. . . . 9,700 DEVON ENERGY CORP NEW. . . . 3,200 DEVON ENERGY CORP NEW. . . . 96,428 DEVON ENERGY CORP NEW. . . . 7,000 DEVON ENERGY CORP NEW. . . . 288,550 DEVON ENERGY CORP NEW. . . . 236,900 DEVON ENERGY CORP NEW. . . . 5,500 DEVON ENERGY CORP NEW. . . . 106 DEVRY INC DEL. . . . . . . . 6,876 DEVRY INC DEL. . . . . . . . 100 DEVRY INC DEL. . . . . . . . 607 DEVRY INC DEL. . . . . . . . 4,921 DEX ONE CORP . . . . . . . . 32,642 DEXCOM INC . . . . . . . . . 583 DG FASTCHANNEL INC . . . . . 4,175 DIAMOND FOODS INC. . . . . . 22,900 DIAMOND OFFSHORE DRILLING IN 521,991 DIAMOND OFFSHORE DRILLING IN 584 DIAMOND OFFSHORE DRILLING IN 113 DIAMOND OFFSHORE DRILLING IN 95,700 DIAMOND OFFSHORE DRILLING IN 25,600 DIAMOND OFFSHORE DRILLING IN 6,000 DIAMOND OFFSHORE DRILLING IN 1,250 DIAMONDROCK HOSPITALITY CO . 276,010 DIAMONDROCK HOSPITALITY CO . 28,267 DIAMONDROCK HOSPITALITY CO . 4,545 DIAMONDROCK HOSPITALITY CO . 5,229 DIANA SHIPPING INC . . . . . 4,100 DIANA SHIPPING INC . . . . . 7,300 DICKS SPORTING GOODS INC . . 475 DIGIMARC CORP NEW. . . . . . 611 DIGITAL RIV INC. . . . . . . 1,399 DIGITAL RIV INC. . . . . . . 19,450 DIGITAL RLTY TR INC. . . . . 168,637 DIGITAL RLTY TR INC. . . . . 25,900 DIGITAL RLTY TR INC. . . . . 55,030 DIGITALGLOBE INC . . . . . . 268 DIGITALGLOBE INC . . . . . . 18,418 DILLARDS INC . . . . . . . . 1,100 DILLARDS INC . . . . . . . . 2,670 DIME CMNTY BANCSHARES. . . . 1,150 DIRECTV. . . . . . . . . . . 155,268 DIRECTV. . . . . . . . . . . 322 DIRECTV. . . . . . . . . . . 4,710 DIRECTV. . . . . . . . . . . 125,000 DIRECTV. . . . . . . . . . . 15,000 DIRECTV. . . . . . . . . . . 4,300 DIRECTV. . . . . . . . . . . 25,224 DIREXION SHS ETF TR. . . . . 1,110 DIREXION SHS ETF TR. . . . . 48,975 DIREXION SHS ETF TR. . . . . 863 DIREXION SHS ETF TR. . . . . 200 DIREXION SHS ETF TR. . . . . 18,000 DIREXION SHS ETF TR. . . . . 300 DISCOVER FINL SVCS . . . . . 259,444 DISCOVER FINL SVCS . . . . . 3,300 DISCOVER FINL SVCS . . . . . 4,365 DISCOVER FINL SVCS . . . . . 7,450 DISCOVER FINL SVCS . . . . . 2,500 DISCOVER FINL SVCS . . . . . 26,800 DISCOVER FINL SVCS . . . . . 8,557 DISCOVERY COMMUNICATNS NEW . 22,469 DISCOVERY COMMUNICATNS NEW . 12,140 DISCOVERY COMMUNICATNS NEW . 24 DISCOVERY COMMUNICATNS NEW . 2,870 DISCOVERY COMMUNICATNS NEW . 3,437 DISCOVERY COMMUNICATNS NEW . 4,524 DISH NETWORK CORP. . . . . . 1,106,286 DISH NETWORK CORP. . . . . . 200 DISH NETWORK CORP. . . . . . 5,057 DISNEY WALT CO . . . . . . . 435,782 DISNEY WALT CO . . . . . . . 68,100 DISNEY WALT CO . . . . . . . 1,513 DISNEY WALT CO . . . . . . . 70,000 DISNEY WALT CO . . . . . . . 7,000 DISNEY WALT CO . . . . . . . 2,150 DISNEY WALT CO . . . . . . . 25,300 DISNEY WALT CO . . . . . . . 30,600 DISNEY WALT CO . . . . . . . 15,000 DISNEY WALT CO . . . . . . . 591,400 DISNEY WALT CO . . . . . . . 14,800 DITECH NETWORKS INC. . . . . 5,467 DOLBY LABORATORIES INC . . . 85,897 DOLBY LABORATORIES INC . . . 17,300 DOLBY LABORATORIES INC . . . 200 DOLBY LABORATORIES INC . . . 1,460 DOLBY LABORATORIES INC . . . 932 DOLBY LABORATORIES INC . . . 1,302 DOLLAR THRIFTY AUTOMOTIVE GP 293 DOLLAR TREE INC. . . . . . . 5,647 DOLLAR TREE INC. . . . . . . 495 DOLLAR TREE INC. . . . . . . 1,060 DOLLAR TREE INC. . . . . . . 2,141 DOMINION RES INC VA NEW. . . 62,611 DOMINION RES INC VA NEW. . . 2,197 DOMINION RES INC VA NEW. . . 35,100 DOMINION RES INC VA NEW. . . 900 DOMINION RES INC VA NEW. . . 12,310 DOMINOS PIZZA INC. . . . . . 2,200 DOMTAR CORP. . . . . . . . . 429 DONEGAL GROUP INC. . . . . . 10,760 DONNELLEY R R & SONS CO. . . 225,707 DONNELLEY R R & SONS CO. . . 1,264 DONNELLEY R R & SONS CO. . . 8,000 DONNELLEY R R & SONS CO. . . 2,900 DOT HILL SYS CORP. . . . . . 57,500 DOUGLAS EMMETT INC . . . . . 202,143 DOUGLAS EMMETT INC . . . . . 33,800 DOUGLAS EMMETT INC . . . . . 97,810 DOVER CORP . . . . . . . . . 21,730 DOVER CORP . . . . . . . . . 12,961 DOW CHEM CO. . . . . . . . . 1,054,295 DOW CHEM CO. . . . . . . . . 38 DOW CHEM CO. . . . . . . . . 1,674 DOW CHEM CO. . . . . . . . . 200,000 DOW CHEM CO. . . . . . . . . 68,900 DOW CHEM CO. . . . . . . . . 40,094 DOW CHEM CO. . . . . . . . . 22,600 DOW CHEM CO. . . . . . . . . 7,400 DOW CHEM CO. . . . . . . . . 10,300 DOW CHEM CO. . . . . . . . . 14,900 DOW CHEM CO. . . . . . . . . 405,770 DOW CHEM CO. . . . . . . . . 7,800 DOW CHEM CO. . . . . . . . . 174,928 DPL INC. . . . . . . . . . . 571 DPL INC. . . . . . . . . . . 1,510 DR HORTON INC 750,000 DR PEPPER SNAPPLE GROUP INC. 264,778 DR PEPPER SNAPPLE GROUP INC. 1,000 DR PEPPER SNAPPLE GROUP INC. 90 DR PEPPER SNAPPLE GROUP INC. 9,500 DR PEPPER SNAPPLE GROUP INC. 8,000 DR PEPPER SNAPPLE GROUP INC. 3,100 DR PEPPER SNAPPLE GROUP INC. 13,396 DR REDDYS LABS LTD . . . . . 293,400 DR REDDYS LABS LTD . . . . . 231,000 DR REDDYS LABS LTD . . . . . 9,700 DR REDDYS LABS LTD . . . . . 9,000 DR REDDYS LABS LTD . . . . . 8,462 DR REDDYS LABS LTD . . . . . 1,786 DR REDDYS LABS LTD . . . . . 12,000 DR REDDYS LABS LTD . . . . . 342 DRDGOLD LIMITED. . . . . . . 10,283 DREAMWORKS ANIMATION SKG INC 3,400 DREAMWORKS ANIMATION SKG INC 429 DREAMWORKS ANIMATION SKG INC 10,600 DRESS BARN INC . . . . . . . 1,390 DRESS BARN INC . . . . . . . 17,138 DRESSER-RAND GROUP INC . . . 715 DRIL-QUIP INC. . . . . . . . 146 DRIL-QUIP INC. . . . . . . . 102 DRYSHIPS INC . . . . . . . . 140,142 DRYSHIPS INC . . . . . . . . 3,313 DST SYS INC DEL. . . . . . . 30,710 DST SYS INC DEL. . . . . . . 443 DST SYS INC DEL. . . . . . . 864 DST SYS INC DEL. . . . . . . 500 DST SYS INC DEL. . . . . . . 965 DSW INC. . . . . . . . . . . 1,637 DSW INC. . . . . . . . . . . 916 DTE ENERGY CO. . . . . . . . 233,625 DTE ENERGY CO. . . . . . . . 1,000 DTE ENERGY CO. . . . . . . . 53,500 DTE ENERGY CO. . . . . . . . 50,000 DTE ENERGY CO. . . . . . . . 6,110 DTE ENERGY CO. . . . . . . . 5,000 DTE ENERGY CO. . . . . . . . 1,295 DTE ENERGY CO. . . . . . . . 72,200 DTE ENERGY CO. . . . . . . . 3,282 DU PONT E I DE NEMOURS & CO. 1,401,996 DU PONT E I DE NEMOURS & CO. 10,500 DU PONT E I DE NEMOURS & CO. 1,310 DU PONT E I DE NEMOURS & CO. 125,000 DU PONT E I DE NEMOURS & CO. 59,000 DU PONT E I DE NEMOURS & CO. 34,707 DU PONT E I DE NEMOURS & CO. 14,900 DU PONT E I DE NEMOURS & CO. 4,925 DU PONT E I DE NEMOURS & CO. 150 DU PONT E I DE NEMOURS & CO. 7,000 DU PONT E I DE NEMOURS & CO. 248,900 DU PONT E I DE NEMOURS & CO. 8,900 DU PONT E I DE NEMOURS & CO. 31,900 DUFF & PHELPS CORP NEW . . . 1,182 DUFF & PHELPS CORP NEW . . . 4,600 DUKE ENERGY CORP NEW . . . . 638,487 DUKE ENERGY CORP NEW . . . . 400,000 DUKE ENERGY CORP NEW . . . . 39,700 DUKE ENERGY CORP NEW . . . . 13,050 DUKE ENERGY CORP NEW . . . . 360 DUKE ENERGY CORP NEW . . . . 9,285 DUKE REALTY CORP . . . . . . 497,414 DUKE REALTY CORP . . . . . . 76,659 DUKE REALTY CORP . . . . . . 15,000 DUKE REALTY CORP . . . . . . 5,536 DUN & BRADSTREET CORP DEL NE 6,699 DUN & BRADSTREET CORP DEL NE 600 DUN & BRADSTREET CORP DEL NE 479 DUN & BRADSTREET CORP DEL NE 2,241 DUOYUAN GLOBAL WTR INC . . . 1,600 DUOYUAN GLOBAL WTR INC . . . 84,478 DUPONT FABROS TECHNOLOGY INC 94,273 DUPONT FABROS TECHNOLOGY INC 9,200 DUPONT FABROS TECHNOLOGY INC 90,579 DYAX CORP. . . . . . . . . . 31,600 DYAX CORP. . . . . . . . . . 6,578 DYCOM INDS INC . . . . . . . 9,000 DYNAVAX TECHNOLOGIES CORP. . 29,900 DYNAVAX TECHNOLOGIES CORP. . 96,055 DYNCORP INTL INC . . . . . . 1,000 DYNCORP INTL INC . . . . . . 3,777 DYNEGY INC DEL . . . . . . . 3,002 DYNEGY INC DEL . . . . . . . 43,400 DYNEGY INC DEL . . . . . . . 52,500 E HOUSE CHINA HLDGS LTD. . . 2,800 E M C CORP MASS. . . . . . . 1,375,754 E M C CORP MASS. . . . . . . 49,200 E M C CORP MASS. . . . . . . 11,432 E M C CORP MASS. . . . . . . 302,870 E M C CORP MASS. . . . . . . 162,883 E M C CORP MASS. . . . . . . 7,120 E M C CORP MASS. . . . . . . 200,000 E M C CORP MASS. . . . . . . 84,600 E M C CORP MASS. . . . . . . 66,282 E M C CORP MASS. . . . . . . 27,600 E M C CORP MASS. . . . . . . 9,100 E M C CORP MASS. . . . . . . 14,700 E M C CORP MASS. . . . . . . 12,000 E M C CORP MASS. . . . . . . 4,500 E M C CORP MASS. . . . . . . 56,562 E TRADE FINANCIAL CORP . . . 81,369 E TRADE FINANCIAL CORP . . . 38,011 E TRADE FINANCIAL CORP . . . 5,160 E TRADE FINANCIAL CORP . . . 4,987 E TRADE FINANCIAL CORP . . . 78,836 EAGLE BULK SHIPPING INC. . . 5,780 EAGLE BULK SHIPPING INC. . . 34,250 EAGLE MATERIALS INC. . . . . 600 EAGLE MATERIALS INC. . . . . 7,014 EAGLE MATERIALS INC. . . . . 766 EAGLE MATERIALS INC. . . . . 1,650 EAGLE ROCK ENERGY PARTNERS L 98,935 EARTHLINK INC. . . . . . . . 1,200 EARTHLINK INC. . . . . . . . 9,768 EARTHLINK INC. . . . . . . . 7,442 EARTHLINK INC. . . . . . . . 5,626 EAST WEST BANCORP INC. . . . 4,710 EASTGROUP PPTY INC . . . . . 59,598 EASTGROUP PPTY INC . . . . . 7,900 EASTGROUP PPTY INC . . . . . 973 EASTMAN CHEM CO. . . . . . . 280,546 EASTMAN CHEM CO. . . . . . . 743 EASTMAN CHEM CO. . . . . . . 3,557 EASTMAN KODAK CO . . . . . . 26,499 EASTMAN KODAK CO . . . . . . 8,784 EATON CORP . . . . . . . . . 82,718 EATON CORP . . . . . . . . . 19,000 EATON CORP . . . . . . . . . 329 EATON CORP . . . . . . . . . 53,600 EATON CORP . . . . . . . . . 2,230 EATON CORP . . . . . . . . . 997 EATON CORP . . . . . . . . . 16,000 EATON CORP . . . . . . . . . 50,000 EATON CORP . . . . . . . . . 5,600 EATON CORP . . . . . . . . . 1,815 EATON CORP . . . . . . . . . 3,100 EATON CORP . . . . . . . . . 1,500 EATON CORP . . . . . . . . . 9,582 EATON VANCE CORP . . . . . . 11,702 EATON VANCE CORP . . . . . . 2,747 EBAY INC . . . . . . . . . . 1,014,108 EBAY INC . . . . . . . . . . 20,519 EBAY INC . . . . . . . . . . 110 EBAY INC . . . . . . . . . . 860 EBAY INC . . . . . . . . . . 250,000 EBAY INC . . . . . . . . . . 20,700 EBAY INC . . . . . . . . . . 7,000 EBAY INC . . . . . . . . . . 6,800 EBAY INC . . . . . . . . . . 8,235 EBAY INC . . . . . . . . . . 44,294 ECHO GLOBAL LOGISTICS INC. . 221 ECLIPSYS CORP. . . . . . . . 7,350 ECOLAB INC . . . . . . . . . 350,715 ECOLAB INC . . . . . . . . . 27,000 ECOLAB INC . . . . . . . . . 11,280 ECOLAB INC . . . . . . . . . 7,254 ECOLAB INC . . . . . . . . . 1,040,100 ECOLAB INC . . . . . . . . . 1,204 ECOPETROL S A. . . . . . . . 307,100 EDISON INTL. . . . . . . . . 457,026 EDISON INTL. . . . . . . . . 300 EDISON INTL. . . . . . . . . 100,000 EDISON INTL. . . . . . . . . 35,000 EDISON INTL. . . . . . . . . 13,600 EDISON INTL. . . . . . . . . 4,500 EDISON INTL. . . . . . . . . 11,500 EDISON INTL. . . . . . . . . 316,100 EDISON INTL. . . . . . . . . 3,276 EDUCATION MGMT CORP NEW. . . 1,068 EDUCATION MGMT CORP NEW. . . 27,600 EDUCATION RLTY TR INC. . . . 117,833 EDUCATION RLTY TR INC. . . . 13,000 EDUCATION RLTY TR INC. . . . 55,040 EDWARDS LIFESCIENCES CORP. . 4,677 EDWARDS LIFESCIENCES CORP. . 6,736 EDWARDS LIFESCIENCES CORP. . 1,340 EDWARDS LIFESCIENCES CORP. . 1,372 EL PASO CORP . . . . . . . . 1,446,700 EL PASO CORP . . . . . . . . 878,500 EL PASO CORP . . . . . . . . 16,900 EL PASO CORP . . . . . . . . 51,309 ELDORADO GOLD CORP NEW . . . 2,711,229 ELDORADO GOLD CORP NEW . . . 12,878 ELDORADO GOLD CORP NEW . . . 2,567 ELDORADO GOLD CORP NEW . . . 138,524 ELDORADO GOLD CORP NEW . . . 777,260 ELDORADO GOLD CORP NEW . . . 123,380 ELECTRONIC ARTS INC. . . . . 31,599 ELECTRONIC ARTS INC. . . . . 8,042 ELECTRONIC ARTS INC. . . . . 2,110 ELECTRONIC ARTS INC. . . . . 24,000 ELECTRONIC ARTS INC. . . . . 1,400 ELECTRONICS FOR IMAGING INC. 715 ELLIS PERRY INTL INC . . . . 76 EM C CORP MASS 540,000 EM C CORP MASS 7,000 EM C CORP MASS 7,000 EMBOTELLADORA ANDINA S A . . 144,300 EMBOTELLADORA ANDINA S A . . 85,000 EMBOTELLADORA ANDINA S A . . 16,000 EMBOTELLADORA ANDINA S A . . 16,000 EMBRAER-EMPRESA BRASILEIRA D 94,700 EMBRAER-EMPRESA BRASILEIRA D 72,800 EMCOR GROUP INC. . . . . . . 1,248 EMERGENCY MEDICAL SVCS CORP. 852 EMERGENCY MEDICAL SVCS CORP. 2,850 EMERGENT BIOSOLUTIONS INC. . 1,266 EMERSON ELEC CO. . . . . . . 1,209,166 EMERSON ELEC CO. . . . . . . 21,000 EMERSON ELEC CO. . . . . . . 510 EMERSON ELEC CO. . . . . . . 110,000 EMERSON ELEC CO. . . . . . . 28,300 EMERSON ELEC CO. . . . . . . 20,000 EMERSON ELEC CO. . . . . . . 12,200 EMERSON ELEC CO. . . . . . . 3,975 EMERSON ELEC CO. . . . . . . 7,900 EMERSON ELEC CO. . . . . . . 8,600 EMERSON ELEC CO. . . . . . . 19,880 EMERSON ELEC CO. . . . . . . 2,680 EMERSON ELEC CO. . . . . . . 4,001 EMPIRE RESORTS INC . . . . . 9,000 EMPRESA NACIONAL DE ELCTRCID 78,120 EMPRESA NACIONAL DE ELCTRCID 1,308 EMPRESAS ICA S A DE CV . . . 281,500 EMPRESAS ICA S A DE CV . . . 132,400 ENBRIDGE INC . . . . . . . . 27,060 ENBRIDGE INC . . . . . . . . 24,550 ENBRIDGE INC . . . . . . . . 1,353 ENCANA CORP. . . . . . . . . 96,868 ENCANA CORP. . . . . . . . . 220 ENCANA CORP. . . . . . . . . 31,600 ENCANA CORP. . . . . . . . . 760 ENCANA CORP. . . . . . . . . 3,000 ENCANA CORP. . . . . . . . . 30,584 ENCANA CORP. . . . . . . . . 67,099 ENCANA CORP. . . . . . . . . 20,554 ENCANA CORP. . . . . . . . . 1,200 ENCANA CORP. . . . . . . . . 1,000 ENDO PHARMACEUTICALS HLDGS I 1,346 ENDURANCE SPECIALTY HLDGS LT 7,500 ENER1 INC. . . . . . . . . . 4,060 ENERGEN CORP . . . . . . . . 2,506 ENERGEN CORP . . . . . . . . 243 ENERGEN CORP . . . . . . . . 4,800 ENERGEN CORP . . . . . . . . 1,654 ENERGIZER HLDGS INC. . . . . 8,835 ENERGIZER HLDGS INC. . . . . 131,100 ENERGIZER HLDGS INC. . . . . 57,500 ENERGIZER HLDGS INC. . . . . 7,600 ENERGIZER HLDGS INC. . . . . 1,608 ENERGY CONVERSION DEVICES IN 12,000 ENERGY RECOVERY INC. . . . . 228,800 ENERGY XXI (BERMUDA) LTD . . 13,639 ENERGYSOLUTIONS INC. . . . . 108,300 ENERGYSOLUTIONS INC. . . . . 233 ENERGYSOLUTIONS INC. . . . . 80,000 ENERNOC INC. . . . . . . . . 18,800 ENERNOC INC. . . . . . . . . 600 ENERPLUS RES FD. . . . . . . 11,347 ENERSIS S A. . . . . . . . . 314,300 ENERSIS S A. . . . . . . . . 53,400 ENERSIS S A. . . . . . . . . 2,587 ENERSIS S A. . . . . . . . . 2,409 ENERSIS S A. . . . . . . . . 272 ENERSYS. . . . . . . . . . . 700 ENERSYS. . . . . . . . . . . 594 ENGLOBAL CORP. . . . . . . . 4,090 ENI S P A. . . . . . . . . . 40 ENOVA SYSTEMS INC. . . . . . 49,000 ENSCO INTL PLC . . . . . . . 46,256 ENSCO INTL PLC . . . . . . . 610 ENSCO INTL PLC . . . . . . . 892 ENSCO INTL PLC . . . . . . . 406,900 ENTERGY CORP NEW . . . . . . 23,876 ENTERGY CORP NEW . . . . . . 5,600 ENTERGY CORP NEW . . . . . . 837 ENTERTAINMENT PPTYS TR . . . 95,071 ENTERTAINMENT PPTYS TR . . . 14,100 ENTERTAINMENT PPTYS TR . . . 2,165 ENTERTAINMENT PPTYS TR . . . 11,900 ENTREE GOLD INC. . . . . . . 12,000 ENTROPIC COMMUNICATIONS INC. 5,286 EOG RES INC. . . . . . . . . 51,585 EOG RES INC. . . . . . . . . 1,500 EOG RES INC. . . . . . . . . 301 EOG RES INC. . . . . . . . . 24,500 EOG RES INC. . . . . . . . . 17,096 EOG RES INC. . . . . . . . . 3,050 EOG RES INC. . . . . . . . . 650 EOG RES INC. . . . . . . . . 662 EPICEPT CORP . . . . . . . . 7 EPIQ SYS INC . . . . . . . . 437 EQT CORP . . . . . . . . . . 308,173 EQT CORP . . . . . . . . . . 20,500 EQT CORP . . . . . . . . . . 1,205 EQUIFAX INC. . . . . . . . . 98,543 EQUINIX INC. . . . . . . . . 1,210 EQUINIX INC. . . . . . . . . 23,905 EQUINIX INC. . . . . . . . . 2,040 EQUINIX INC. . . . . . . . . 233 EQUINIX INC. . . . . . . . . 73 EQUINIX INC 480,000 EQUINIX INC 1,065,000 EQUINIX INC. . . . . . . . . 1,357 EQUINIX INC 4,000 EQUITY LIFESTYLE PPTYS INC . 67,371 EQUITY LIFESTYLE PPTYS INC . 6,600 EQUITY LIFESTYLE PPTYS INC . 1,908 EQUITY LIFESTYLE PPTYS INC . 17,394 EQUITY ONE . . . . . . . . . 95,660 EQUITY ONE . . . . . . . . . 9,800 EQUITY ONE . . . . . . . . . 500 EQUITY RESIDENTIAL . . . . . 626,434 EQUITY RESIDENTIAL . . . . . 119,305 EQUITY RESIDENTIAL . . . . . 165 EQUITY RESIDENTIAL . . . . . 98,310 EQUITY RESIDENTIAL . . . . . 7,878 ERESEARCHTECHNOLOGY INC. . . 2,740 ERICSSON L M TEL CO. . . . . 1,900 ESSEX PPTY TR INC. . . . . . 64,708 ESSEX PPTY TR INC. . . . . . 10,100 ESSEX PPTY TR INC. . . . . . 6,900 ESTERLINE TECHNOLOGIES CORP. 1 ETFS PLATINUM TR . . . . . . 51 EURONET WORLDWIDE INC 13,000 EV3 INC. . . . . . . . . . . 3,219 EVEREST RE GROUP LTD . . . . 3,344 EVEREST RE GROUP LTD . . . . 950 EVEREST RE GROUP LTD . . . . 3,300 EVEREST RE GROUP LTD . . . . 1,492 EVERGREEN SOLAR INC. . . . . 12,143 EXACT SCIENCES CORP. . . . . 4,250 EXCEL MARITIME CARRIERS LTD. 32,934 EXCEL MARITIME CARRIERS LTD. 8,900 EXCEL MARITIME CARRIERS LTD. 21 EXCEL MARITIME CARRIERS LTD. 17 EXCO RESOURCES INC . . . . . 6,900 EXELON CORP. . . . . . . . . 249,261 EXELON CORP. . . . . . . . . 3,100 EXELON CORP. . . . . . . . . 4,101 EXELON CORP. . . . . . . . . 100,000 EXELON CORP. . . . . . . . . 32,000 EXELON CORP. . . . . . . . . 13,700 EXELON CORP. . . . . . . . . 4,580 EXELON CORP. . . . . . . . . 112,700 EXELON CORP. . . . . . . . . 2,200 EXELON CORP. . . . . . . . . 33,027 EXIDE TECHNOLOGIES . . . . . 5,525 EXIDE TECHNOLOGIES . . . . . 1,250 EXIDE TECHNOLOGIES . . . . . 188 EXLSERVICE HOLDINGS INC. . . 3,020 EXPEDIA INC DEL. . . . . . . 288,490 EXPEDIA INC DEL. . . . . . . 2,050 EXPEDIA INC DEL. . . . . . . 1,198 EXPEDIA INC DEL. . . . . . . 2,328 EXPEDITORS INTL WASH INC . . 43,274 EXPEDITORS INTL WASH INC . . 1,322 EXPEDITORS INTL WASH INC . . 50,250 EXPEDITORS INTL WASH INC . . 26,855 EXPRESS SCRIPTS INC. . . . . 29,810 EXPRESS SCRIPTS INC. . . . . 419 EXPRESS SCRIPTS INC. . . . . 3,860 EXPRESS SCRIPTS INC. . . . . 730 EXPRESS SCRIPTS INC. . . . . 55,000 EXPRESS SCRIPTS INC. . . . . 36,500 EXPRESS SCRIPTS INC. . . . . 5,900 EXPRESS SCRIPTS INC. . . . . 4,365 EXPRESS SCRIPTS INC. . . . . 4,000 EXPRESS SCRIPTS INC. . . . . 1,900 EXPRESS SCRIPTS INC. . . . . 1,800 EXPRESS SCRIPTS INC. . . . . 2,860 EXPRESS SCRIPTS INC. . . . . 18,850 EXPRESS SCRIPTS INC. . . . . 241,000 EXPRESS SCRIPTS INC. . . . . 5,000 EXPRESS SCRIPTS INC. . . . . 1,195 EXTERRAN HLDGS INC . . . . . 308 EXTRA SPACE STORAGE INC. . . 191,969 EXTRA SPACE STORAGE INC. . . 23,700 EXTRA SPACE STORAGE INC. . . 114,275 EXXON MOBIL CORP . . . . . . 3,656,147 EXXON MOBIL CORP . . . . . . 16,924 EXXON MOBIL CORP . . . . . . 63,760 EXXON MOBIL CORP . . . . . . 37,984 EXXON MOBIL CORP . . . . . . 6,936 EXXON MOBIL CORP . . . . . . 1,163 EXXON MOBIL CORP . . . . . . 152 EXXON MOBIL CORP . . . . . . 1,200 EXXON MOBIL CORP . . . . . . 505,000 EXXON MOBIL CORP . . . . . . 108,983 EXXON MOBIL CORP . . . . . . 49,300 EXXON MOBIL CORP . . . . . . 16,250 EXXON MOBIL CORP . . . . . . 13,500 EXXON MOBIL CORP . . . . . . 2,050 EXXON MOBIL CORP . . . . . . 44,955 EXXON MOBIL CORP . . . . . . 15,300 EXXON MOBIL CORP . . . . . . 250 EXXON MOBIL CORP . . . . . . 40 EXXON MOBIL CORP . . . . . . 189,118 EXXON MOBIL CORP . . . . . . 53,702 EXXON MOBIL CORP . . . . . . 2,770 EXXON MOBIL CORP . . . . . . 883,346 EXXON MOBIL CORP . . . . . . 17,340 EXXON MOBIL CORP . . . . . . 203,389 EZCORP INC . . . . . . . . . 4,631 F M C CORP . . . . . . . . . 9,139 F M C CORP . . . . . . . . . 1,450 F M C CORP . . . . . . . . . 2,575 F5 NETWORKS INC. . . . . . . 4,230 F5 NETWORKS INC. . . . . . . 2,315 FACET BIOTECH CORP . . . . . 2,753 FACTSET RESH SYS INC . . . . 2,073 FAIR ISAAC CORP. . . . . . . 719 FAIRCHILD SEMICONDUCTOR INTL 18,600 FAMILY DLR STORES INC. . . . 12,399 FAMILY DLR STORES INC. . . . 167,163 FAMILY DLR STORES INC. . . . 2,138 FAMILY DLR STORES INC. . . . 443 FAMILY DLR STORES INC. . . . 408 FASTENAL CO. . . . . . . . . 11,275 FASTENAL CO. . . . . . . . . 600 FASTENAL CO. . . . . . . . . 800 FASTENAL CO. . . . . . . . . 6,190 FEDERAL HOME LN MTG CORP . . 235,361 FEDERAL HOME LN MTG CORP . . 29,200 FEDERAL NATL MTG ASSN. . . . 258,350 FEDERAL NATL MTG ASSN. . . . 27,020 FEDERAL NATL MTG ASSN. . . . 5,502 FEDERAL NATL MTG ASSN. . . . 5,000 FEDERAL REALTY INVT TR . . . 135,370 FEDERAL REALTY INVT TR . . . 26,940 FEDERAL REALTY INVT TR . . . 103 FEDERAL REALTY INVT TR . . . 791 FEDERAL REALTY INVT TR . . . 17,600 FEDERAL REALTY INVT TR . . . 1,513 FEDERAL SIGNAL CORP. . . . . 20,450 FEDERATED INVS INC PA. . . . 1,355 FEDERATED INVS INC PA. . . . 263 FEDEX CORP . . . . . . . . . 166,553 FEDEX CORP . . . . . . . . . 13,900 FEDEX CORP . . . . . . . . . 7,770 FEDEX CORP . . . . . . . . . 85,000 FEDEX CORP . . . . . . . . . 7,400 FEDEX CORP . . . . . . . . . 2,420 FEDEX CORP . . . . . . . . . 6,800 FEDEX CORP . . . . . . . . . 94,500 FEDEX CORP . . . . . . . . . 4,472 FELCOR LODGING TR INC. . . . 143,761 FELCOR LODGING TR INC. . . . 14,750 FELCOR LODGING TR INC. . . . 4,900 FELCOR LODGING TR INC. . . . 3,094 FERRO CORP 328,000 FIBRIA CELULOSE S A. . . . . 898,774 FIBRIA CELULOSE S A. . . . . 245,400 FIBRIA CELULOSE S A. . . . . 15,970 FIBRIA CELULOSE S A. . . . . 3,548 FIDELITY NATIONAL FINANCIAL. 21,948 FIDELITY NATIONAL FINANCIAL. 760 FIDELITY NATIONAL FINANCIAL. 1,435 FIDELITY NATIONAL FINANCIAL. 5,407 FIDELITY NATL INFORMATION SV 563,934 FIDELITY NATL INFORMATION SV 15,320 FIDELITY NATL INFORMATION SV 363 FIFTH STREET FINANCE CORP. . 181 FIFTH THIRD BANCORP. . . . . 88,826 FIFTH THIRD BANCORP. . . . . 16,320 FIFTH THIRD BANCORP. . . . . 1,350 FIFTH THIRD BANCORP. . . . . 10,409 FIFTH THIRD BANCORP. . . . . 15,000 FIFTH THIRD BANCORP. . . . . 7,500 FIFTH THIRD BANCORP. . . . . 5,000 FIFTH THIRD BANCORP. . . . . 37,070 FIFTH THIRD BANCORP. . . . . 67,378 FINISH LINE INC. . . . . . . 1,193 FINISH LINE INC. . . . . . . 1,062 FIRST AMERN CORP CALIF . . . 5,489 FIRST AMERN CORP CALIF . . . 25,750 FIRST AMERN CORP CALIF . . . 701 FIRST AMERN CORP CALIF . . . 2,237 FIRST CASH FINL SVCS INC . . 4,000 FIRST CASH FINL SVCS INC . . 407 FIRST CASH FINL SVCS INC . . 800 FIRST CHESTER CNTY CORP. . . 17,843 FIRST FINL HLDGS INC . . . . 450 FIRST HORIZON NATL CORP. . . 5,608 FIRST HORIZON NATL CORP. . . 198,948 FIRST HORIZON NATL CORP. . . 7,409 FIRST HORIZON NATL CORP. . . 20,077 FIRST INDUSTRIAL REALTY TRUS 136,898 FIRST INDUSTRIAL REALTY TRUS 12,500 FIRST INDUSTRIAL REALTY TRUS 2,000 FIRST KEYSTONE FINL INC. . . 11,327 FIRST MERCURY FINANCIAL CORP 547 FIRST MIDWEST BANCORP DEL. . 1,245 FIRST NIAGARA FINL GP INC. . 27,410 FIRST NIAGARA FINL GP INC. . 2,067 FIRST NIAGARA FINL GP INC. . 4,050 FIRST POTOMAC RLTY TR. . . . 66,773 FIRST POTOMAC RLTY TR. . . . 10,900 FIRST POTOMAC RLTY TR. . . . 5,848 FIRST POTOMAC RLTY TR. . . . 28,400 FIRST POTOMAC RLTY TR. . . . 21,125 FIRST SOLAR INC. . . . . . . 71,488 FIRST SOLAR INC. . . . . . . 8,000 FIRST SOLAR INC. . . . . . . 78 FIRST SOLAR INC. . . . . . . 1,190 FIRST SOLAR INC. . . . . . . 7 FIRST SOLAR INC. . . . . . . 2,700 FIRST SOLAR INC. . . . . . . 7 FIRSTENERGY CORP . . . . . . 569,078 FIRSTENERGY CORP . . . . . . 2,760 FIRSTENERGY CORP . . . . . . 141,100 FIRSTENERGY CORP . . . . . . 2,600 FIRSTENERGY CORP . . . . . . 13,024 FIRSTMERIT CORP. . . . . . . 2,014 FIRSTSERVICE CORP. . . . . . 1,750 FISERV INC . . . . . . . . . 15,639 FISERV INC . . . . . . . . . 146 FISHER SCIENTIFIC INTL INC 16,015,000 FISHER SCIENTIFIC INTL INC 2,000 FLEXTRONICS INTL LTD . . . . 2,401,780 FLEXTRONICS INTL LTD . . . . 7,100 FLEXTRONICS INTL LTD . . . . 7,430 FLEXTRONICS INTL LTD . . . . 1,454 FLEXTRONICS INTL LTD . . . . 2,748,488 FLEXTRONICS INTL LTD . . . . 21,597 FLIR SYS INC . . . . . . . . 12,361 FLIR SYS INC . . . . . . . . 3,606 FLIR SYS INC . . . . . . . . 996 FLOWSERVE CORP . . . . . . . 70,330 FLOWSERVE CORP . . . . . . . 500 FLOWSERVE CORP . . . . . . . 7,431 FLOWSERVE CORP . . . . . . . 385 FLOWSERVE CORP . . . . . . . 266 FLOWSERVE CORP . . . . . . . 19,095 FLOWSERVE CORP . . . . . . . 311 FLUOR CORP NEW . . . . . . . 286,701 FLUOR CORP NEW . . . . . . . 800 FLUOR CORP NEW . . . . . . . 1,255 FLUOR CORP NEW . . . . . . . 22,200 FLUOR CORP NEW . . . . . . . 460 FLUOR CORP NEW . . . . . . . 22,300 FLUOR CORP NEW . . . . . . . 9,600 FLUOR CORP NEW . . . . . . . 10,300 FMC TECHNOLOGIES INC . . . . 157,885 FMC TECHNOLOGIES INC . . . . 300 FMC TECHNOLOGIES INC . . . . 381 FMC TECHNOLOGIES INC . . . . 25 FMC TECHNOLOGIES INC . . . . 30,528 FMC TECHNOLOGIES INC . . . . 846 FNB CORP PA. . . . . . . . . 2,500 FOCUS MEDIA HLDG LTD . . . . 743 FOMENTO ECONOMICO MEXICANO S 955,277 FOMENTO ECONOMICO MEXICANO S 157,300 FOMENTO ECONOMICO MEXICANO S 1,269 FOOT LOCKER INC. . . . . . . 1,135 FOOT LOCKER INC. . . . . . . 97 FORCE PROTECTION INC . . . . 2,890 FORD MTR CO CAP TR II. . . . 30,006 FORD MTR CO CAP TR II. . . . 1,534 FORD MTR CO DEL. . . . . . . 3,088,005 FORD MTR CO DEL. . . . . . . 15,655 FORD MTR CO DEL. . . . . . . 276,215 FORD MTR CO DEL. . . . . . . 113,250 FORD MTR CO DEL. . . . . . . 60,187 FORD MTR CO DEL. . . . . . . 30,004 FORD MTR CO DEL. . . . . . . 14,607 FORD MTR CO DEL. . . . . . . 65 FORD MTR CO DEL 93,000 FORD MTR CO DEL. . . . . . . 400,000 FORD MTR CO DEL. . . . . . . 54,500 FORD MTR CO DEL. . . . . . . 20,000 FORD MTR CO DEL. . . . . . . 17,900 FORD MTR CO DEL. . . . . . . 309,162 FOREST CITY ENTERPRISES INC. 297,189 FOREST CITY ENTERPRISES INC. 78,977 FOREST LABS INC. . . . . . . 525,217 FOREST LABS INC. . . . . . . 1,168 FOREST LABS INC. . . . . . . 125,000 FOREST LABS INC. . . . . . . 10,100 FOREST LABS INC. . . . . . . 3,280 FOREST LABS INC. . . . . . . 12,900 FOREST LABS INC. . . . . . . 2,580 FOREST OIL CORP. . . . . . . 1,806 FORESTAR GROUP INC . . . . . 3,800 FORMFACTOR INC . . . . . . . 2,910 FORMFACTOR INC . . . . . . . 289 FORTINET INC . . . . . . . . 2,445 FORTUNE BRANDS INC . . . . . 28,840 FORTUNE BRANDS INC . . . . . 8,639 FOSSIL INC . . . . . . . . . 449 FOSSIL INC . . . . . . . . . 1,100 FOSTER WHEELER AG. . . . . . 270,663 FOSTER WHEELER AG. . . . . . 3,460 FOSTER WHEELER AG. . . . . . 14,700 FOSTER WHEELER AG. . . . . . 2,011 FOSTER WHEELER AG. . . . . . 6,696 FPL GROUP INC. . . . . . . . 214,658 FPL GROUP INC. . . . . . . . 19,600 FPL GROUP INC. . . . . . . . 600 FPL GROUP INC. . . . . . . . 331 FPL GROUP INC. . . . . . . . 27,200 FPL GROUP INC. . . . . . . . 5,000 FPL GROUP INC. . . . . . . . 9,500 FPL GROUP INC. . . . . . . . 130 FPL GROUP INC. . . . . . . . 127,300 FPL GROUP INC. . . . . . . . 7,469 FRANKLIN ELEC INC. . . . . . 35,800 FRANKLIN ELEC INC. . . . . . 248 FRANKLIN ELEC INC. . . . . . 2,100 FRANKLIN RES INC . . . . . . 85,141 FRANKLIN RES INC . . . . . . 99 FRANKLIN RES INC . . . . . . 40,000 FRANKLIN RES INC . . . . . . 10,752 FRANKLIN RES INC . . . . . . 4,300 FRANKLIN RES INC . . . . . . 1,380 FRANKLIN RES INC . . . . . . 5,355 FRANKLIN STREET PPTYS CORP . 177,075 FRANKLIN STREET PPTYS CORP . 20,200 FREDERICKS HOLLYWOOD GROUP I 200 FREDS INC. . . . . . . . . . 8,040 FREEPORT-MCMORAN COPPER & GO 1,198,999 FREEPORT-MCMORAN COPPER & GO 7,660 FREEPORT-MCMORAN COPPER & GO 4,300 FREEPORT-MCMORAN COPPER & GO 693 FREEPORT-MCMORAN COPPER & GO 607 FREEPORT-MCMORAN COPPER & GO 430 FREEPORT-MCMORAN COPPER & GO 5,124 FREEPORT-MCMORAN COPPER & GO 1,716 FREEPORT-MCMORAN COPPER & GO 60,000 FREEPORT-MCMORAN COPPER & GO 39,000 FREEPORT-MCMORAN COPPER & GO 30,000 FREEPORT-MCMORAN COPPER & GO 6,700 FREEPORT-MCMORAN COPPER & GO 4,365 FREEPORT-MCMORAN COPPER & GO 2,160 FREEPORT-MCMORAN COPPER & GO 850 FREEPORT-MCMORAN COPPER & GO 7,020 FREEPORT-MCMORAN COPPER & GO 5,521 FREEPORT-MCMORAN COPPER & GO 3,000 FREEPORT-MCMORAN COPPER & GO 101 FREEPORT-MCMORAN COPPER & GO 214,300 FREEPORT-MCMORAN COPPER & GO 4,300 FREEPORT-MCMORAN COPPER & GO 2,724 FRESENIUS KABI PHARMACEUTHLD 2,000 FRESH DEL MONTE PRODUCE INC. 189,000 FRESH DEL MONTE PRODUCE INC. 3,225 FRONTEER DEV GROUP INC . . . 1,070 FRONTEER DEV GROUP INC . . . 159,078 FRONTEER DEV GROUP INC . . . 271,270 FRONTEER DEV GROUP INC . . . 99,458 FRONTIER COMMUNICATIONS CORP 13,723 FRONTIER COMMUNICATIONS CORP 66,305 FRONTIER OIL CORP. . . . . . 1,800 FRONTIER OIL CORP. . . . . . 5,300 FRONTLINE LTD. . . . . . . . 1,800 FRONTLINE LTD. . . . . . . . 38 FRONTLINE LTD. . . . . . . . 2,039 FRONTLINE LTD. . . . . . . . 100 FTI CONSULTING INC . . . . . 241 FTI CONSULTING INC . . . . . 1,119 FUEL SYS SOLUTIONS INC . . . 21,400 FUEL SYS SOLUTIONS INC . . . 779 FUELCELL ENERGY INC. . . . . 11,500 FUELCELL ENERGY INC. . . . . 53,200 FULLER H B CO. . . . . . . . 1,100 FULLER H B CO. . . . . . . . 5,400 FUQI INTERNATIONAL INC . . . 2,350 G & K SVCS INC . . . . . . . 1,980 GAFISA S A . . . . . . . . . 1,156,100 GAFISA S A . . . . . . . . . 38,200 GAFISA S A . . . . . . . . . 3,660 GALLAGHER ARTHUR J & CO. . . 446 GAMESTOP CORP NEW. . . . . . 505,607 GAMESTOP CORP NEW. . . . . . 14,168 GAMESTOP CORP NEW. . . . . . 3,357 GAMESTOP CORP NEW. . . . . . 5,000 GAMESTOP CORP NEW. . . . . . 2,520 GAMESTOP CORP NEW. . . . . . 3,550 GAMESTOP CORP NEW. . . . . . 8,363 GAMMON GOLD INC. . . . . . . 6,047 GAMMON GOLD INC. . . . . . . 213,128 GAMMON GOLD INC. . . . . . . 15,187 GANNETT INC. . . . . . . . . 10,000 GANNETT INC. . . . . . . . . 2,300 GANNETT INC. . . . . . . . . 3,500 GANNETT INC. . . . . . . . . 6,932 GAP INC DEL. . . . . . . . . 854,037 GAP INC DEL. . . . . . . . . 2,236 GAP INC DEL. . . . . . . . . 26,090 GAP INC DEL. . . . . . . . . 223 GAP INC DEL. . . . . . . . . 1,036,300 GAP INC DEL. . . . . . . . . 5,397 GARDNER DENVER INC . . . . . 2,250 GARMIN LTD . . . . . . . . . 227,869 GARMIN LTD . . . . . . . . . 1,835 GARMIN LTD . . . . . . . . . 301 GARMIN LTD . . . . . . . . . 548 GARMIN LTD . . . . . . . . . 2,922 GARTNER INC. . . . . . . . . 642 GASTAR EXPL LTD. . . . . . . 4,060 GASTAR EXPL LTD. . . . . . . 1,949 GAYLORD ENTMT CO NEW . . . . 3,433 GENCO SHIPPING & TRADING LTD 1,888 GENCO SHIPPING & TRADING LTD 2,259 GENERAC HLDGS INC. . . . . . 1,469 GENERAL CABLE CORP DEL NEW . 364 GENERAL CABLE CORP DEL NEW 879,000 GENERAL CABLE CORP DEL NEW 180,000 GENERAL CABLE CORP DEL NEW . 800 GENERAL DYNAMICS CORP. . . . 36,181 GENERAL DYNAMICS CORP. . . . 2,120 GENERAL DYNAMICS CORP. . . . 6,800 GENERAL DYNAMICS CORP. . . . 1,618 GENERAL ELECTRIC CO. . . . . 4,903,003 GENERAL ELECTRIC CO. . . . . 68,000 GENERAL ELECTRIC CO. . . . . 512 GENERAL ELECTRIC CO. . . . . 118,108 GENERAL ELECTRIC CO. . . . . 471,445 GENERAL ELECTRIC CO. . . . . 2,776 GENERAL ELECTRIC CO. . . . . 145,200 GENERAL ELECTRIC CO. . . . . 1,150,000 GENERAL ELECTRIC CO. . . . . 205,000 GENERAL ELECTRIC CO. . . . . 136,600 GENERAL ELECTRIC CO. . . . . 109,200 GENERAL ELECTRIC CO. . . . . 45,000 GENERAL ELECTRIC CO. . . . . 35,350 GENERAL ELECTRIC CO. . . . . 24,000 GENERAL ELECTRIC CO. . . . . 11,400 GENERAL ELECTRIC CO. . . . . 50,500 GENERAL ELECTRIC CO. . . . . 1,529 GENERAL ELECTRIC CO. . . . . 25,914 GENERAL ELECTRIC CO. . . . . 27,391 GENERAL ELECTRIC CO. . . . . 50,666 GENERAL ELECTRIC CO. . . . . 1,101,140 GENERAL ELECTRIC CO. . . . . 1,537,593 GENERAL ELECTRIC CO. . . . . 28,060 GENERAL ELECTRIC CO. . . . . 709,467 GENERAL GROWTH PPTYS INC . . 369 GENERAL GROWTH PPTYS INC . . 7,657 GENERAL MARITIME CORP NEW. . 200 GENERAL MARITIME CORP NEW. . 1,660 GENERAL MLS INC. . . . . . . 93,675 GENERAL MLS INC. . . . . . . 5,200 GENERAL MLS INC. . . . . . . 5,196 GENERAL MLS INC. . . . . . . 116 GENERAL MLS INC. . . . . . . 995 GENERAL MLS INC. . . . . . . 10,400 GENERAL MLS INC. . . . . . . 1,400 GENERAL MLS INC. . . . . . . 22,505 GENESCO INC. . . . . . . . . 200 GENOPTIX INC . . . . . . . . 74 GENOPTIX INC . . . . . . . . 1,958 GENPACT LIMITED. . . . . . . 1,625 GENTEX CORP. . . . . . . . . 1,700 GENTEX CORP. . . . . . . . . 4,695 GENUINE PARTS CO . . . . . . 239,674 GENUINE PARTS CO . . . . . . 600 GENUINE PARTS CO . . . . . . 14,217 GENVEC INC . . . . . . . . . 18,000 GENWORTH FINL INC. . . . . . 118,862 GENWORTH FINL INC. . . . . . 4,745 GENWORTH FINL INC. . . . . . 42,590 GENWORTH FINL INC. . . . . . 4,644 GENWORTH FINL INC. . . . . . 107,500 GENWORTH FINL INC. . . . . . 72,164 GENWORTH FINL INC. . . . . . 13,100 GENWORTH FINL INC. . . . . . 5,000 GENWORTH FINL INC. . . . . . 3,500 GENWORTH FINL INC. . . . . . 3,620 GENZYME CORP . . . . . . . . 56,453 GENZYME CORP . . . . . . . . 7,466 GENZYME CORP . . . . . . . . 14,689 GENZYME CORP . . . . . . . . 1,757 GENZYME CORP . . . . . . . . 935 GENZYME CORP . . . . . . . . 3,500 GENZYME CORP . . . . . . . . 23,405 GENZYME CORP . . . . . . . . 830,450 GENZYME CORP . . . . . . . . 1,400 GENZYME CORP . . . . . . . . 16,972 GEO GROUP INC. . . . . . . . 871 GEOGLOBAL RESOURCES INC. . . 23,750 GEOKINETICS INC. . . . . . . 42,000 GEOMET INC DEL . . . . . . . 511,000 GERDAU AMERISTEEL CORP . . . 48,524 GERDAU S A . . . . . . . . . 1,688,900 GERDAU S A . . . . . . . . . 242,000 GERDAU S A . . . . . . . . . 4,102 GERDAU S A . . . . . . . . . 361,522 GERON CORP . . . . . . . . . 10,081 GETTY RLTY CORP NEW. . . . . 41,094 GETTY RLTY CORP NEW. . . . . 9,000 GFI GROUP INC. . . . . . . . 16,100 GIANT INTERACTIVE GROUP INC. 1,699 GIGAMEDIA LTD. . . . . . . . 5,466 GIGAMEDIA LTD. . . . . . . . 12 GILAT SATELLITE NETWORKS LTD 1 GILDAN ACTIVEWEAR INC. . . . 13,365 GILDAN ACTIVEWEAR INC. . . . 1,040 GILEAD SCIENCES INC. . . . . 109,538 GILEAD SCIENCES INC. . . . . 10,000 GILEAD SCIENCES INC. . . . . 5,460 GILEAD SCIENCES INC. . . . . 17,481 GILEAD SCIENCES INC. . . . . 1,043 GILEAD SCIENCES INC 1,140,000 GILEAD SCIENCES INC. . . . . 150,000 GILEAD SCIENCES INC. . . . . 40,000 GILEAD SCIENCES INC. . . . . 39,000 GILEAD SCIENCES INC. . . . . 14,100 GILEAD SCIENCES INC. . . . . 4,570 GILEAD SCIENCES INC. . . . . 4,365 GILEAD SCIENCES INC. . . . . 1,800 GILEAD SCIENCES INC. . . . . 24,760 GILEAD SCIENCES INC. . . . . 1,200 GILEAD SCIENCES INC. . . . . 20,887 GILEAD SCIENCES INC. . . . . 77,800 GILEAD SCIENCES INC. . . . . 27,200 GILEAD SCIENCES INC. . . . . 40,800 GILEAD SCIENCES INC. . . . . 51,075 GLACIER BANCORP INC NEW. . . 8,664 GLACIER BANCORP INC NEW. . . 3,250 GLADSTONE COML CORP. . . . . 2,000 GLATFELTER . . . . . . . . . 145 GLATFELTER . . . . . . . . . 5,150 GLAXOSMITHKLINE PLC. . . . . 2,000 GLG PARTNERS INC . . . . . . 32,300 GLG PARTNERS INC . . . . . . 2,929 GLIMCHER RLTY TR . . . . . . 152,690 GLIMCHER RLTY TR . . . . . . 35,600 GLIMCHER RLTY TR . . . . . . 1,300 GLOBAL PMTS INC. . . . . . . 2,193 GLOBAL PMTS INC. . . . . . . 266 GLOBAL PMTS INC. . . . . . . 4,286 GLOBE SPECIALTY METALS INC . 135,931 GMX RES INC. . . . . . . . . 51,000 GOL LINHAS AEREAS INTLG S A. 491,400 GOL LINHAS AEREAS INTLG S A. 160,100 GOL LINHAS AEREAS INTLG S A. 73,919 GOLAR LNG LTD BERMUDA. . . . 4,660 GOLD FIELDS LTD NEW. . . . . 23,439 GOLD FIELDS LTD NEW. . . . . 14,255 GOLD FIELDS LTD NEW. . . . . 5 GOLD FIELDS LTD NEW. . . . . 631,907 GOLD FIELDS LTD NEW. . . . . 52,722 GOLD FIELDS LTD NEW. . . . . 794,453 GOLDCORP INC NEW . . . . . . 2,214,004 GOLDCORP INC NEW . . . . . . 10,262 GOLDCORP INC NEW . . . . . . 43,489 GOLDCORP INC NEW . . . . . . 4,840 GOLDCORP INC NEW . . . . . . 46 GOLDCORP INC NEW . . . . . . 5,861 GOLDCORP INC NEW . . . . . . 388 GOLDCORP INC NEW . . . . . . 48,500 GOLDCORP INC NEW . . . . . . 5,240 GOLDCORP INC NEW . . . . . . 2,200 GOLDCORP INC NEW . . . . . . 187,841 GOLDCORP INC NEW . . . . . . 874,385 GOLDCORP INC NEW . . . . . . 125,160 GOLDCORP INC NEW . . . . . . 4,454 GOLDEN STAR RES LTD CDA. . . 649,700 GOLDEN STAR RES LTD CDA. . . 2,500 GOLDEN STAR RES LTD CDA. . . 500 GOLDEN STAR RES LTD CDA. . . 900 GOLDEN STAR RES LTD CDA. . . 328,438 GOLDEN STAR RES LTD CDA. . . 23,803 GOLDMAN SACHS GROUP INC. . . 342,461 GOLDMAN SACHS GROUP INC. . . 6,800 GOLDMAN SACHS GROUP INC. . . 41,540 GOLDMAN SACHS GROUP INC. . . 29,960 GOLDMAN SACHS GROUP INC. . . 4,936 GOLDMAN SACHS GROUP INC. . . 2,080 GOLDMAN SACHS GROUP INC. . . 173 GOLDMAN SACHS GROUP INC. . . 795 GOLDMAN SACHS GROUP INC. . . 80,000 GOLDMAN SACHS GROUP INC. . . 14,000 GOLDMAN SACHS GROUP INC. . . 6,900 GOLDMAN SACHS GROUP INC. . . 2,250 GOLDMAN SACHS GROUP INC. . . 1,500 GOLDMAN SACHS GROUP INC. . . 400 GOLDMAN SACHS GROUP INC. . . 5,090 GOLDMAN SACHS GROUP INC. . . 1,149 GOLDMAN SACHS GROUP INC. . . 166,130 GOLDMAN SACHS GROUP INC. . . 3,300 GOLDMAN SACHS GROUP INC. . . 35,126 GOODRICH CORP. . . . . . . . 35,742 GOODRICH CORP. . . . . . . . 500 GOODRICH CORP. . . . . . . . 3,420 GOODRICH CORP. . . . . . . . 4,500 GOODRICH CORP. . . . . . . . 6,700 GOODRICH CORP. . . . . . . . 3,195 GOODRICH PETE CORP 140,000 GOODRICH PETE CORP . . . . . 2,012 GOODYEAR TIRE & RUBR CO. . . 234,142 GOODYEAR TIRE & RUBR CO. . . 9,662 GOODYEAR TIRE & RUBR CO. . . 24,950 GOODYEAR TIRE & RUBR CO. . . 2,807 GOODYEAR TIRE & RUBR CO. . . 14,329 GOOGLE INC . . . . . . . . . 181,366 GOOGLE INC . . . . . . . . . 10,500 GOOGLE INC . . . . . . . . . 40 GOOGLE INC . . . . . . . . . 15,442 GOOGLE INC . . . . . . . . . 1,071 GOOGLE INC . . . . . . . . . 346 GOOGLE INC . . . . . . . . . 10 GOOGLE INC . . . . . . . . . 25 GOOGLE INC . . . . . . . . . 28,500 GOOGLE INC . . . . . . . . . 7,850 GOOGLE INC . . . . . . . . . 2,600 GOOGLE INC . . . . . . . . . 1,300 GOOGLE INC . . . . . . . . . 870 GOOGLE INC . . . . . . . . . 775 GOOGLE INC . . . . . . . . . 220 GOOGLE INC . . . . . . . . . 85 GOOGLE INC . . . . . . . . . 3,495 GOOGLE INC . . . . . . . . . 13 GOOGLE INC . . . . . . . . . 30 GOOGLE INC . . . . . . . . . 2,746 GOOGLE INC . . . . . . . . . 8,801 GOOGLE INC . . . . . . . . . 716 GOVERNMENT PPTYS INCOME TR . 52,096 GRACE W R & CO DEL NEW . . . 336 GRACE W R & CO DEL NEW . . . 5 GRACE W R & CO DEL NEW . . . 1,153 GRACO INC. . . . . . . . . . 16,322 GRACO INC. . . . . . . . . . 1,716 GRAFTECH INTL LTD. . . . . . 1,500 GRAFTECH INTL LTD. . . . . . 8,500 GRAHAM CORP. . . . . . . . . 2,940 GRAINGER W W INC . . . . . . 9,372 GRAINGER W W INC . . . . . . 71,600 GRAINGER W W INC . . . . . . 2,320 GRAN TIERRA ENERGY INC . . . 577,000 GRAN TIERRA ENERGY INC . . . 200 GRAN TIERRA ENERGY INC . . . 3,355 GRAND CANYON ED INC. . . . . 2,390 GRANITE CONSTR INC . . . . . 1,173 GRAPHIC PACKAGING HLDG CO. . 17,928 GREAT ATLANTIC & PAC TEA INC 690 GREAT BASIN GOLD LTD . . . . 3,812 GREAT BASIN GOLD LTD . . . . 28,204 GREAT PLAINS ENERGY INC. . . 563 GREAT PLAINS ENERGY INC. . . 95,690 GREATER CHINA FD INC . . . . 332 GREEN MTN COFFEE ROASTERS IN 3,000 GREEN MTN COFFEE ROASTERS IN 753 GREEN MTN COFFEE ROASTERS IN 1,050 GREEN PLAINS RENEWABLE ENERG 2,000 GREEN PLAINS RENEWABLE ENERG 600 GREENHILL & CO INC . . . . . 289,000 GREENHILL & CO INC . . . . . 21,000 GROUP 1 AUTOMOTIVE INC . . . 772 GROUPE CGI INC . . . . . . . 198,374 GROUPE CGI INC . . . . . . . 430,825 GROUPE CGI INC . . . . . . . 764,000 GROUPE CGI INC . . . . . . . 23,100 GRUPO AEROPORTUARIO DEL PAC. 554 GRUPO RADIO CENTRO S A B DE. 32,000 GRUPO TELEVISA SA DE CV. . . 2,880,093 GRUPO TELEVISA SA DE CV. . . 869,397 GRUPO TELEVISA SA DE CV. . . 1,281 GRUPO TELEVISA SA DE CV. . . 48,000 GRUPO TELEVISA SA DE CV. . . 287,962 GRUPO TELEVISA SA DE CV. . . 318 GSIMERCE INC . . . . . . . . 3,272 GT SOLAR INTL INC. . . . . . 88,700 GT SOLAR INTL INC. . . . . . 9,321 GUANGSHEN RY LTD . . . . . . 1 GUESS INC. . . . . . . . . . 822 GUESS INC. . . . . . . . . . 4,700 GUESS INC. . . . . . . . . . 14,900 GULF ISLAND FABRICATION INC. 354 GULF RESOURCES INC . . . . . 2,049 GUSHAN ENVIRONMENTAL ENRGY L 5,500 HAIN CELESTIAL GROUP INC . . 3,150 HALLIBURTON CO . . . . . . . 568,190 HALLIBURTON CO . . . . . . . 67,361 HALLIBURTON CO . . . . . . . 9,130 HALLIBURTON CO . . . . . . . 6,670 HALLIBURTON CO . . . . . . . 3,057 HALLIBURTON CO . . . . . . . 57,800 HALLIBURTON CO . . . . . . . 45,764 HALLIBURTON CO . . . . . . . 5,270 HALLIBURTON CO . . . . . . . 20,850 HALLIBURTON CO . . . . . . . 333,171 HALLIBURTON CO . . . . . . . 15,758 HALLIBURTON CO . . . . . . . 10,875 HALLIBURTON CO . . . . . . . 1,387,500 HALLIBURTON CO . . . . . . . 39,952 HANCOCK HLDG CO. . . . . . . 906 HANCOCK HLDG CO. . . . . . . 1,400 HANESBRANDS INC. . . . . . . 359 HANSEN NAT CORP. . . . . . . 230,260 HANSEN NAT CORP. . . . . . . 29,500 HANSEN NAT CORP. . . . . . . 509 HANSEN NAT CORP. . . . . . . 170 HANSEN NAT CORP. . . . . . . 14,337 HANSEN NAT CORP. . . . . . . 1,753 HANSEN NAT CORP. . . . . . . 4,900 HANSEN NAT CORP. . . . . . . 22,104 HANSEN NAT CORP. . . . . . . 1,836 HARBIN ELECTRIC INC. . . . . 193 HARDINGE INC . . . . . . . . 2,527 HARLEY DAVIDSON INC. . . . . 21,295 HARLEY DAVIDSON INC. . . . . 552 HARLEY DAVIDSON INC. . . . . 8,370 HARLEY DAVIDSON INC. . . . . 10,166 HARLEYSVILLE NATL CORP PA. . 2,608 HARMAN INTL INDS INC . . . . 3,000 HARMAN INTL INDS INC . . . . 2,045 HARMAN INTL INDS INC . . . . 8,000 HARMAN INTL INDS INC . . . . 1,250 HARMONY GOLD MNG LTD . . . . 1,164,600 HARMONY GOLD MNG LTD . . . . 5,600 HARMONY GOLD MNG LTD . . . . 304,648 HARRIS CORP DEL. . . . . . . 162,903 HARRIS CORP DEL. . . . . . . 702 HARRIS CORP DEL. . . . . . . 5,992 HARRY WINSTON DIAMOND CORP . 4,700 HARRY WINSTON DIAMOND CORP . 10,000 HARSCO CORP. . . . . . . . . 30,826 HARSCO CORP. . . . . . . . . 4,600 HARSCO CORP. . . . . . . . . 1,260 HARSCO CORP. . . . . . . . . 2,200 HARSCO CORP. . . . . . . . . 1,948 HARTFORD FINL SVCS GROUP INC 518,727 HARTFORD FINL SVCS GROUP INC 90,100 HARTFORD FINL SVCS GROUP INC 60,000 HARTFORD FINL SVCS GROUP INC 1,857 HARTFORD FINL SVCS GROUP INC 3,475 HARTFORD FINL SVCS GROUP INC 150,000 HARTFORD FINL SVCS GROUP INC 63,500 HARTFORD FINL SVCS GROUP INC 13,900 HARTFORD FINL SVCS GROUP INC 7,420 HARTFORD FINL SVCS GROUP INC 5,000 HARTFORD FINL SVCS GROUP INC 5,000 HARTFORD FINL SVCS GROUP INC 4,500 HARTFORD FINL SVCS GROUP INC 3,000 HARTFORD FINL SVCS GROUP INC 1,500 HARTFORD FINL SVCS GROUP INC 10,300 HARTFORD FINL SVCS GROUP INC 163 HARTFORD FINL SVCS GROUP INC 227,600 HARTFORD FINL SVCS GROUP INC 18,700 HARTFORD FINL SVCS GROUP INC 40,100 HARTFORD FINL SVCS GROUP INC 6,200 HARTFORD FINL SVCS GROUP INC 23,397 HASBRO INC . . . . . . . . . 260,000 HASBRO INC . . . . . . . . . 11,000 HASBRO INC . . . . . . . . . 9,000 HASBRO INC . . . . . . . . . 43,027 HASBRO INC 6,275,000 HASBRO INC . . . . . . . . . 3,126 HASBRO INC . . . . . . . . . 158,881 HASBRO INC . . . . . . . . . 114,662 HASBRO INC . . . . . . . . . 3,330 HATTERAS FINL CORP . . . . . 1,900 HAWAIIAN ELEC INDUSTRIES . . 98 HAWAIIAN ELEC INDUSTRIES . . 1,900 HAWAIIAN HOLDINGS INC. . . . 3,000 HAWAIIAN HOLDINGS INC. . . . 4,360 HAWK CORP. . . . . . . . . . 1,107 HAWKINS INC. . . . . . . . . 312 HCC INS HLDGS INC. . . . . . 10,894 HCC INS HLDGS INC. . . . . . 3,655 HCP INC. . . . . . . . . . . 651,354 HCP INC. . . . . . . . . . . 134,663 HCP INC. . . . . . . . . . . 126,417 HCP INC. . . . . . . . . . . 21,355 HDFC BANK LTD. . . . . . . . 107,349 HDFC BANK LTD. . . . . . . . 300 HDFC BANK LTD. . . . . . . . 550 HDFC BANK LTD. . . . . . . . 8,800 HDFC BANK LTD. . . . . . . . 350 HDFC BANK LTD. . . . . . . . 1,369 HEADWATERS INC . . . . . . . 16,730 HEALTH CARE REIT INC . . . . 273,370 HEALTH CARE REIT INC . . . . 57,845 HEALTH CARE REIT INC . . . . 120 HEALTH CARE REIT INC . . . . 50,000 HEALTH CARE REIT INC . . . . 3,900 HEALTH CARE REIT INC . . . . 1,300 HEALTH CARE REIT INC . . . . 26,807 HEALTH CARE REIT INC . . . . 5,598 HEALTH MGMT ASSOC INC NEW. . 2,527 HEALTH MGMT ASSOC INC NEW. . 598 HEALTH NET INC . . . . . . . 1,158 HEALTH NET INC . . . . . . . 2,620 HEALTH NET INC . . . . . . . 2,000 HEALTHCARE RLTY TR . . . . . 136,429 HEALTHCARE RLTY TR . . . . . 19,600 HEALTHSPRING INC . . . . . . 2,690 HEALTHSPRING INC . . . . . . 4,800 HEALTHSPRING INC . . . . . . 3,741 HEARTWARE INTL INC . . . . . 550 HECKMANN CORP 7,320 HECKMANN CORP. . . . . . . . 27,197 HECLA MNG CO . . . . . . . . 45,864 HECLA MNG CO . . . . . . . . 242,248 HEICO CORP NEW . . . . . . . 536 HEINZ H J CO . . . . . . . . 153,783 HEINZ H J CO . . . . . . . . 2,340 HEINZ H J CO . . . . . . . . 85,000 HEINZ H J CO . . . . . . . . 10,000 HEINZ H J CO . . . . . . . . 6,500 HEINZ H J CO . . . . . . . . 2,160 HEINZ H J CO . . . . . . . . 33,023 HELIX ENERGY SOLUTIONS GRP I 6,011 HELIX ENERGY SOLUTIONS GRP I 7,500 HELIX ENERGY SOLUTIONS GRP I 5,500 HELLENIC TELECOM ORGANIZATN. 12,000 HELMERICH & PAYNE INC. . . . 12,209 HELMERICH & PAYNE INC. . . . 190 HELMERICH & PAYNE INC. . . . 43,385 HELMERICH & PAYNE INC. . . . 1,754 HELMERICH & PAYNE INC. . . . 3,600 HELMERICH & PAYNE INC. . . . 86,580 HELMERICH & PAYNE INC. . . . 383 HEMISPHERX BIOPHARMA INC . . 12,000 HENRY JACK & ASSOC INC . . . 194 HERBALIFE LTD. . . . . . . . 512 HERCULES OFFSHORE INC. . . . 5,492 HERCULES OFFSHORE INC. . . . 18,150 HERSHA HOSPITALITY TR. . . . 243,193 HERSHA HOSPITALITY TR. . . . 19,800 HERSHA HOSPITALITY TR. . . . 3,906 HERSHA HOSPITALITY TR. . . . 33,225 HERSHEY CO . . . . . . . . . 13,629 HERSHEY CO . . . . . . . . . 1,080 HERSHEY CO . . . . . . . . . 177 HERSHEY CO . . . . . . . . . 5,389 HERTZ GLOBAL HOLDINGS INC. . 387 HERTZ GLOBAL HOLDINGS INC. . 5,100 HESS CORP. . . . . . . . . . 350,958 HESS CORP. . . . . . . . . . 416 HESS CORP. . . . . . . . . . 1,854 HESS CORP. . . . . . . . . . 251 HESS CORP. . . . . . . . . . 5,500 HESS CORP. . . . . . . . . . 19,725 HESS CORP. . . . . . . . . . 5,100 HESS CORP. . . . . . . . . . 7,300 HESS CORP. . . . . . . . . . 50,079 HESS CORP. . . . . . . . . . 12,271 HESS CORP. . . . . . . . . . 72,411 HEWITT ASSOCS INC. . . . . . 177 HEWITT ASSOCS INC. . . . . . 1,538 HEWLETT PACKARD CO . . . . . 618,000 HEWLETT PACKARD CO . . . . . 320,000 HEWLETT PACKARD CO . . . . . 62,000 HEWLETT PACKARD CO . . . . . 2,826,016 HEWLETT PACKARD CO . . . . . 65,220 HEWLETT PACKARD CO . . . . . 6,115 HEWLETT PACKARD CO . . . . . 378,723 HEWLETT PACKARD CO . . . . . 288,158 HEWLETT PACKARD CO . . . . . 7,720 HEWLETT PACKARD CO . . . . . 910 HEWLETT PACKARD CO . . . . . 495 HEWLETT PACKARD CO . . . . . 275,000 HEWLETT PACKARD CO . . . . . 47,900 HEWLETT PACKARD CO . . . . . 45,000 HEWLETT PACKARD CO . . . . . 25,600 HEWLETT PACKARD CO . . . . . 16,000 HEWLETT PACKARD CO . . . . . 8,400 HEWLETT PACKARD CO . . . . . 1,500 HEWLETT PACKARD CO . . . . . 31,190 HEWLETT PACKARD CO . . . . . 1,200 HEWLETT PACKARD CO . . . . . 3,550 HEWLETT PACKARD CO . . . . . 300 HEWLETT PACKARD CO . . . . . 46,964 HEWLETT PACKARD CO . . . . . 510,390 HEWLETT PACKARD CO . . . . . 115,000 HEWLETT PACKARD CO . . . . . 264,409 HEWLETT PACKARD CO . . . . . 598,800 HEWLETT PACKARD CO . . . . . 12,900 HEWLETT PACKARD CO . . . . . 825 HEXCEL CORP NEW. . . . . . . 127,189 HHGREGG INC. . . . . . . . . 805 HHGREGG INC. . . . . . . . . 7,120 HIGHWOODS PPTYS INC. . . . . 157,420 HIGHWOODS PPTYS INC. . . . . 21,100 HIGHWOODS PPTYS INC. . . . . 400 HILL ROM HLDGS INC . . . . . 430 HILL ROM HLDGS INC . . . . . 4,200 HILLENBRAND INC. . . . . . . 1,908 HILLENBRAND INC. . . . . . . 2,407 HILLTOP HOLDINGS INC . . . . 93,923 HILLTOP HOLDINGS INC . . . . 12,192 HITACHI LIMITED. . . . . . . 3,320 HITTITE MICROWAVE CORP . . . 226 HITTITE MICROWAVE CORP . . . 3,345 HMS HLDGS CORP . . . . . . . 1,425 HOLLY CORP . . . . . . . . . 1,496 HOLLYSYS AUTOMATION TECHNOLO 32,600 HOLLYSYS AUTOMATION TECHNOLO 8,933 HOLOGIC INC. . . . . . . . . 391,237 HOLOGIC INC. . . . . . . . . 250 HOLOGIC INC. . . . . . . . . 932 HOLOGIC INC 400,000 HOLOGIC INC 2,026,000 HOLOGIC INC. . . . . . . . . 123,000 HOLOGIC INC. . . . . . . . . 14,840 HOLOGIC INC. . . . . . . . . 2,700 HOLOGIC INC. . . . . . . . . 1,095,651 HOLOGIC INC. . . . . . . . . 6,258 HOME DEPOT INC . . . . . . . 1,305,392 HOME DEPOT INC . . . . . . . 27,100 HOME DEPOT INC . . . . . . . 12,120 HOME DEPOT INC . . . . . . . 200,000 HOME DEPOT INC . . . . . . . 45,000 HOME DEPOT INC . . . . . . . 17,200 HOME DEPOT INC . . . . . . . 5,600 HOME DEPOT INC . . . . . . . 1,032,235 HOME DEPOT INC . . . . . . . 57,558 HOME INNS & HOTELS MGMT INC. 3,441 HOME PROPERTIES INC. . . . . 77,707 HOME PROPERTIES INC. . . . . 10,300 HOME PROPERTIES INC. . . . . 33,387 HONDA MOTOR LTD. . . . . . . 84 HONEYWELL INTL INC . . . . . 1,028,009 HONEYWELL INTL INC . . . . . 1,000 HONEYWELL INTL INC . . . . . 210 HONEYWELL INTL INC . . . . . 7,100 HONEYWELL INTL INC . . . . . 29,639 HONEYWELL INTL INC . . . . . 586,765 HONEYWELL INTL INC . . . . . 1,190,300 HONEYWELL INTL INC . . . . . 2,394 HORACE MANN EDUCATORS CORP N 2,400 HORMEL FOODS CORP. . . . . . 6,557 HORMEL FOODS CORP. . . . . . 246 HORNBECK OFFSHORE SVCS INC N 700 HOSPIRA INC. . . . . . . . . 61,017 HOSPIRA INC. . . . . . . . . 689 HOSPIRA INC. . . . . . . . . 7,000 HOSPIRA INC. . . . . . . . . 5,000 HOSPIRA INC. . . . . . . . . 7,200 HOSPIRA INC. . . . . . . . . 5,829 HOSPITALITY PPTYS TR . . . . 274,189 HOSPITALITY PPTYS TR . . . . 36,100 HOSPITALITY PPTYS TR . . . . 1,566 HOSPITALITY PPTYS TR . . . . 30,256 HOST HOTELS & RESORTS INC. . 1,451,571 HOST HOTELS & RESORTS INC. . 301,650 HOST HOTELS & RESORTS INC. . 867 HOST HOTELS & RESORTS INC. . 384 HOST HOTELS & RESORTS INC. . 310,406 HOVNANIAN ENTERPRISES INC. . 7,739 HOVNANIAN ENTERPRISES INC. . 16,880 HOVNANIAN ENTERPRISES INC. . 1,930 HRPT PPTYS TR. . . . . . . . 497,092 HRPT PPTYS TR. . . . . . . . 74,400 HRPT PPTYS TR. . . . . . . . 438 HUDSON CITY BANCORP. . . . . 533,067 HUDSON CITY BANCORP. . . . . 1,500 HUDSON CITY BANCORP. . . . . 13,200 HUDSON CITY BANCORP. . . . . 1,312,200 HUDSON CITY BANCORP. . . . . 384,000 HUDSON CITY BANCORP. . . . . 96,200 HUDSON CITY BANCORP. . . . . 317,700 HUDSON CITY BANCORP. . . . . 6,700 HUDSON CITY BANCORP. . . . . 10,495 HUDSON HIGHLAND GROUP INC. . 2,499 HUDSON VALLEY HOLDING CORP . 3,188 HUMAN GENOME SCIENCES INC. . 1,300 HUMAN GENOME SCIENCES INC. . 299 HUMAN GENOME SCIENCES INC. . 20,200 HUMANA INC . . . . . . . . . 481,306 HUMANA INC . . . . . . . . . 1,015 HUMANA INC . . . . . . . . . 576 HUMANA INC . . . . . . . . . 60 HUMANA INC . . . . . . . . . 3,500 HUMANA INC . . . . . . . . . 9,500 HUMANA INC . . . . . . . . . 809 HUMANA INC . . . . . . . . . 97,798 HUMANA INC . . . . . . . . . 24,556 HUMANA INC . . . . . . . . . 7,800 HUMANA INC . . . . . . . . . 109,900 HUMANA INC . . . . . . . . . 2,100 HUMANA INC . . . . . . . . . 13,861 HUNT J B TRANS SVCS INC. . . 7,547 HUNT J B TRANS SVCS INC. . . 687 HUNT J B TRANS SVCS INC. . . 3,985 HUNT J B TRANS SVCS INC. . . 11,300 HUNT J B TRANS SVCS INC. . . 2,159 HUNTINGTON BANCSHARES INC. . 33,768 HUNTINGTON BANCSHARES INC. . 3,200 HUNTINGTON BANCSHARES INC. . 1,798 HUNTINGTON BANCSHARES INC. . 43,590 HUNTSMAN CORP. . . . . . . . 5,400 HUTCHINSON TECHNOLOGY INC. . 3,230 HUTCHINSON TECHNOLOGY INC 1,137,000 HYATT HOTELS CORP. . . . . . 154 HYATT HOTELS CORP. . . . . . 17,934 IAC INTERACTIVECORP. . . . . 610 IAC INTERACTIVECORP. . . . . 2,400 IAMGOLD CORP . . . . . . . . 1,847,983 IAMGOLD CORP . . . . . . . . 9,106 IAMGOLD CORP . . . . . . . . 854 IAMGOLD CORP . . . . . . . . 34,424 IAMGOLD CORP . . . . . . . . 34,424 IAMGOLD CORP . . . . . . . . 2,918 IAMGOLD CORP . . . . . . . . 2,918 IAMGOLD CORP . . . . . . . . 660,636 IAMGOLD CORP . . . . . . . . 37,254 IAMGOLD CORP . . . . . . . . 14 IBERIABANK CORP. . . . . . . 3,715 IBERIABANK CORP. . . . . . . 1,400 IBERIABANK CORP. . . . . . . 1,160 IBERIABANK CORP. . . . . . . 1,075 ICAGEN INC . . . . . . . . . 216,318 ICICI BK LTD . . . . . . . . 595,900 ICICI BK LTD . . . . . . . . 234,792 ICICI BK LTD . . . . . . . . 272,900 ICICI BK LTD . . . . . . . . 3,240 ICICI BK LTD . . . . . . . . 2,141 ICICI BK LTD . . . . . . . . 33,900 ICICI BK LTD . . . . . . . . 74,400 ICICI BK LTD . . . . . . . . 18,000 ICICI BK LTD . . . . . . . . 6,171 ICO GLOBAL COMM HLDGS LTD DE 87 ICO INC NEW. . . . . . . . . 33,563 ICO INC NEW. . . . . . . . . 273,554 ICON PUB LTD CO. . . . . . . 82,401 ICON PUB LTD CO. . . . . . . 215 IDACORP INC. . . . . . . . . 34,700 IDACORP INC. . . . . . . . . 59 IDEX CORP. . . . . . . . . . 343 IDEXX LABS INC . . . . . . . 13,473 IESI BFC LTD . . . . . . . . 826 IGATE CORP . . . . . . . . . 641 IHS INC. . . . . . . . . . . 2,030 IHS INC. . . . . . . . . . . 19,195 IHS INC. . . . . . . . . . . 997 ILLINOIS TOOL WKS INC. . . . 737,624 ILLINOIS TOOL WKS INC. . . . 4,900 ILLINOIS TOOL WKS INC. . . . 100 ILLINOIS TOOL WKS INC. . . . 9,320 ILLINOIS TOOL WKS INC. . . . 6,850 ILLINOIS TOOL WKS INC. . . . 646 ILLINOIS TOOL WKS INC. . . . 633 ILLINOIS TOOL WKS INC. . . . 4,100 ILLINOIS TOOL WKS INC. . . . 5,800 ILLINOIS TOOL WKS INC. . . . 8,800 ILLINOIS TOOL WKS INC. . . . 2,772 ILLUMINA INC . . . . . . . . 8,041 ILLUMINA INC . . . . . . . . 1,030 ILLUMINA INC . . . . . . . . 750 ILLUMINA INC . . . . . . . . 3,676 ILLUMINA INC . . . . . . . . 3,034 IMAX CORP. . . . . . . . . . 800 IMPAX LABORATORIES INC . . . 800 IMPERIAL OIL LTD . . . . . . 23,663 IMPERIAL OIL LTD . . . . . . 1,500 IMPERIAL OIL LTD . . . . . . 1,124 IMPERIAL SUGAR CO NEW. . . . 25,000 INCYTE CORP. . . . . . . . . 2,155 INDEPENDENT BANK CORP MASS . 900 INFINERA CORPORATION . . . . 920 INFINITY PPTY & CAS CORP . . 173 INFOGROUP INC. . . . . . . . 199,676 INFOGROUP INC. . . . . . . . 3,690 INFOGROUP INC. . . . . . . . 1,230 INFORMATICA CORP . . . . . . 300 INFOSPACE INC. . . . . . . . 2 INFOSYS TECHNOLOGIES LTD . . 57,000 INFOSYS TECHNOLOGIES LTD . . 9,600 INFOSYS TECHNOLOGIES LTD . . 2,595 INFOSYS TECHNOLOGIES LTD . . 38,183 INFOSYS TECHNOLOGIES LTD . . 8,483 INFOSYS TECHNOLOGIES LTD . . 8,358 INFOSYS TECHNOLOGIES LTD . . 9,558 INGERSOLL-RAND GLOBAL HLDG C 316,000 INGERSOLL-RAND PLC . . . . . 47,862 INGERSOLL-RAND PLC . . . . . 87,300 INGERSOLL-RAND PLC . . . . . 471 INGERSOLL-RAND PLC . . . . . 8,920 INGERSOLL-RAND PLC . . . . . 8,191 INGRAM MICRO INC . . . . . . 4,200 INGRAM MICRO INC . . . . . . 6,222 INLAND REAL ESTATE CORP. . . 189,845 INLAND REAL ESTATE CORP. . . 24,000 INNODATA ISOGEN INC. . . . . 2,470 INNOPHOS HOLDINGS INC. . . . 82 INNOPHOS HOLDINGS INC. . . . 2,058 INSITUFORM TECHNOLOGIES INC. 19,390 INTEGRATED DEVICE TECHNOLOGY 6,360 INTEGRATED DEVICE TECHNOLOGY 21,800 INTEGRYS ENERGY GROUP INC. . 70,633 INTEGRYS ENERGY GROUP INC. . 77,600 INTEGRYS ENERGY GROUP INC. . 508 INTEL CORP . . . . . . . . . 5,389,775 INTEL CORP . . . . . . . . . 157,300 INTEL CORP 50,061,000 INTEL CORP . . . . . . . . . 30,520 INTEL CORP . . . . . . . . . 1,054,979 INTEL CORP . . . . . . . . . 461,615 INTEL CORP . . . . . . . . . 103,835 INTEL CORP . . . . . . . . . 17,240 INTEL CORP . . . . . . . . . 15,790 INTEL CORP . . . . . . . . . 14,600 INTEL CORP . . . . . . . . . 4,316 INTEL CORP . . . . . . . . . 638 INTEL CORP . . . . . . . . . 850,000 INTEL CORP . . . . . . . . . 119,100 INTEL CORP . . . . . . . . . 118,000 INTEL CORP . . . . . . . . . 115,000 INTEL CORP . . . . . . . . . 75,000 INTEL CORP . . . . . . . . . 25,000 INTEL CORP . . . . . . . . . 23,800 INTEL CORP . . . . . . . . . 13,100 INTEL CORP . . . . . . . . . 3,500 INTEL CORP . . . . . . . . . 15,100 INTEL CORP . . . . . . . . . 3,100 INTEL CORP . . . . . . . . . 1,700 INTEL CORP . . . . . . . . . 800 INTEL CORP . . . . . . . . . 31,141 INTEL CORP . . . . . . . . . 21,400 INTEL CORP . . . . . . . . . 3,602 INTEL CORP . . . . . . . . . 1,347,729 INTEL CORP 7,000 INTEL CORP . . . . . . . . . 843,546 INTEL CORP . . . . . . . . . 15,350 INTEL CORP . . . . . . . . . 117,098 INTER PARFUMS INC. . . . . . 2,700 INTERACTIVE BROKERS GROUP IN 245 INTERACTIVE DATA CORP. . . . 26,711 INTERACTIVE DATA CORP. . . . 2,402 INTERACTIVE DATA CORP. . . . 1,894 INTERCLICK INC . . . . . . . 4,446 INTERCONTINENTALEXCHANGE INC 6,877 INTERCONTINENTALEXCHANGE INC 307,620 INTERCONTINENTALEXCHANGE INC 68,508 INTERCONTINENTALEXCHANGE INC 4,620 INTERCONTINENTALEXCHANGE INC 202 INTERCONTINENTALEXCHANGE INC 15,950 INTERCONTINENTALEXCHANGE INC 2,537 INTERDIGITAL INC . . . . . . 516 INTERDIGITAL INC . . . . . . 428 INTERDIGITAL INC . . . . . . 943 INTERMUNE INC. . . . . . . . 9,930 INTERMUNE INC. . . . . . . . 1,027 INTERMUNE INC. . . . . . . . 9,400 INTERNAP NETWORK SVCS CORP . 2,488 INTERNAP NETWORK SVCS CORP . 2,200 INTERNATIONAL ABSORBENTS INC 13,571 INTERNATIONAL BANCSHARES COR 600 INTERNATIONAL BUSINESS MACHS 1,192,261 INTERNATIONAL BUSINESS MACHS 48,500 INTERNATIONAL BUSINESS MACHS 4,686 INTERNATIONAL BUSINESS MACHS 146,916 INTERNATIONAL BUSINESS MACHS 93,375 INTERNATIONAL BUSINESS MACHS 494 INTERNATIONAL BUSINESS MACHS 73 INTERNATIONAL BUSINESS MACHS 875 INTERNATIONAL BUSINESS MACHS 175,000 INTERNATIONAL BUSINESS MACHS 31,500 INTERNATIONAL BUSINESS MACHS 26,000 INTERNATIONAL BUSINESS MACHS 19,000 INTERNATIONAL BUSINESS MACHS 15,100 INTERNATIONAL BUSINESS MACHS 4,925 INTERNATIONAL BUSINESS MACHS 4,750 INTERNATIONAL BUSINESS MACHS 3,750 INTERNATIONAL BUSINESS MACHS 1,350 INTERNATIONAL BUSINESS MACHS 2,881 INTERNATIONAL BUSINESS MACHS 74 INTERNATIONAL BUSINESS MACHS 1,474 INTERNATIONAL BUSINESS MACHS 3,000 INTERNATIONAL BUSINESS MACHS 4,133 INTERNATIONAL BUSINESS MACHS 273,772 INTERNATIONAL BUSINESS MACHS 186,190 INTERNATIONAL BUSINESS MACHS 3,790 INTERNATIONAL BUSINESS MACHS 24,908 INTERNATIONAL COAL GRP INC N 8,905 INTERNATIONAL FLAVORS&FRAGRA 7,009 INTERNATIONAL FLAVORS&FRAGRA 7,500 INTERNATIONAL FLAVORS&FRAGRA 788 INTERNATIONAL GAME TECHNOLOG 31,203 INTERNATIONAL GAME TECHNOLOG 1,757 INTERNATIONAL GAME TECHNOLOG 4,531 INTERNATIONAL GAME TECHNOLOG 1,718 INTERNATIONAL GAME TECHNOLOG 10,197 INTERNATIONAL RECTIFIER CORP 4,750 INTERNATIONAL SPEEDWAY CORP. 6,895 INTERNATIONAL SPEEDWAY CORP. 294 INTERNATIONAL SPEEDWAY CORP. 1,900 INTEROIL CORP. . . . . . . . 88,003 INTEROIL CORP. . . . . . . . 24,176 INTEROIL CORP. . . . . . . . 7,325 INTERPUBLIC GROUP COS INC. . 59,938 INTERPUBLIC GROUP COS INC. . 1,491 INTERPUBLIC GROUP COS INC. . 112,494 INTERPUBLIC GROUP COS INC. . 5,361 INTERPUBLIC GROUP COS INC 1,356,000 INTERPUBLIC GROUP COS INC. . 112,570 INTERPUBLIC GROUP COS INC. . 2,750 INTERPUBLIC GROUP COS INC. . 69,827 INTERSIL CORP. . . . . . . . 3,900 INTEVAC INC. . . . . . . . . 9,700 INTL PAPER CO. . . . . . . . 515,683 INTL PAPER CO. . . . . . . . 11,189 INTL PAPER CO. . . . . . . . 25,506 INTL PAPER CO. . . . . . . . 6,150 INTL PAPER CO. . . . . . . . 14,500 INTL PAPER CO. . . . . . . . 4,750 INTL PAPER CO. . . . . . . . 12,100 INTL PAPER CO. . . . . . . . 8,000 INTL PAPER CO. . . . . . . . 48,400 INTL PAPER CO. . . . . . . . 6,700 INTL PAPER CO. . . . . . . . 44,511 INTREPID POTASH INC. . . . . 43 INTREPID POTASH INC. . . . . 13,753 INTREPID POTASH INC. . . . . 30,794 INTREPID POTASH INC. . . . . 9,216 INTUIT . . . . . . . . . . . 28,812 INTUIT . . . . . . . . . . . 650 INTUIT . . . . . . . . . . . 422 INTUIT . . . . . . . . . . . 715 INTUIT . . . . . . . . . . . 2,151 INTUIT . . . . . . . . . . . 13,209 INTUITIVE SURGICAL INC . . . 80,510 INTUITIVE SURGICAL INC . . . 4,700 INTUITIVE SURGICAL INC . . . 703 INTUITIVE SURGICAL INC . . . 28 INTUITIVE SURGICAL INC . . . 12,500 INTUITIVE SURGICAL INC . . . 3,354 INTUITIVE SURGICAL INC . . . 660 INTUITIVE SURGICAL INC . . . 7,650 INTUITIVE SURGICAL INC . . . 1,745 INVACARE CORP. . . . . . . . 81 INVACARE CORP. . . . . . . . 6,400 INVENTIV HEALTH INC. . . . . 2,600 INVERNESS MED INNOVATIONS IN 53,500 INVERNESS MED INNOVATIONS IN 6,550 INVERNESS MED INNOVATIONS IN 1,250 INVESCO LTD. . . . . . . . . 156,169 INVESCO LTD. . . . . . . . . 4,300 INVESCO LTD. . . . . . . . . 2,520 INVESCO LTD. . . . . . . . . 12,210 INVESTMENT TECHNOLOGY GRP NE 310 INVESTORS BANCORP INC. . . . 168 INVESTORS REAL ESTATE TR . . 163,235 INVESTORS REAL ESTATE TR . . 15,900 INVITROGEN CORP 11,000 IOWA TELECOMM SERVICES INC . 97,871 IRELAND BK . . . . . . . . . 213,024 IRIDIUM COMMUNICATIONS INC . 3,713 IRON MTN INC . . . . . . . . 20,953 IRON MTN INC . . . . . . . . 2,230 IRON MTN INC . . . . . . . . 2,544 ISHARES GSCI COMMODITY INDEX 391 ISHARES INC. . . . . . . . . 1,400 ISHARES INC. . . . . . . . . 462,124 ISHARES INC. . . . . . . . . 4,000 ISHARES INC. . . . . . . . . 84,500 ISHARES INC. . . . . . . . . 32,200 ISHARES INC. . . . . . . . . 36 ISHARES INC. . . . . . . . . 10 ISHARES INC. . . . . . . . . 2,103 ISHARES INC. . . . . . . . . 2,297 ISHARES INC. . . . . . . . . 350 ISHARES INC. . . . . . . . . 1,200 ISHARES INC. . . . . . . . . 68,075 ISHARES INC. . . . . . . . . 2,225 ISHARES INC. . . . . . . . . 10,772 ISHARES INC. . . . . . . . . 1,200 ISHARES INC. . . . . . . . . 31,161 ISHARES INC. . . . . . . . . 1,400 ISHARES INC. . . . . . . . . 23,335 ISHARES SILVER TRUST . . . . 10,250 ISHARES TR . . . . . . . . . 4,500 ISHARES TR . . . . . . . . . 6,500 ISHARES TR . . . . . . . . . 687 ISHARES TR . . . . . . . . . 900 ISHARES TR . . . . . . . . . 3,900 ISHARES TR . . . . . . . . . 1,000 ISHARES TR . . . . . . . . . 2,000 ISHARES TR . . . . . . . . . 10,700 ISHARES TR . . . . . . . . . 1 ISHARES TR INDEX . . . . . . 7,540 ISHARES TR INDEX . . . . . . 68,486 ISHARES TR INDEX . . . . . . 9,800 ISHARES TR INDEX . . . . . . 30,404 ISHARES TR INDEX . . . . . . 44,210 ISHARES TR INDEX . . . . . . 2,370 ISHARES TR INDEX . . . . . . 2,867 ISHARES TR INDEX . . . . . . 1,990 ISHARES TR INDEX . . . . . . 6,198 ISHARES TR INDEX . . . . . . 500 ISHARES TR INDEX . . . . . . 400 ISHARES TR INDEX . . . . . . 100 ISHARES TR INDEX . . . . . . 1,338 ISHARES TR INDEX . . . . . . 400 ISHARES TR INDEX . . . . . . 83,930 ISHARES TR INDEX . . . . . . 45,405 ISHARES TR INDEX . . . . . . 3,336 ISHARES TR INDEX . . . . . . 11,510 ISHARES TR INDEX . . . . . . 106,862 ISHARES TR INDEX . . . . . . 83,117 ISHARES TR INDEX . . . . . . 16,459 ISHARES TR INDEX . . . . . . 14,888 ISHARES TR INDEX . . . . . . 8,014 ISHARES TR INDEX . . . . . . 475 ISHARES TR INDEX . . . . . . 380 ISHARES TR INDEX . . . . . . 84,585 ISIS PHARMACEUTICALS INC . . 3,400 ISIS PHARMACEUTICALS INC . . 22,974 ITAU UNIBANCO BANCO MULTIPL. 4,621,635 ITAU UNIBANCO BANCO MULTIPL. 807,765 ITAU UNIBANCO BANCO MULTIPL. 2,176,135 ITAU UNIBANCO BANCO MULTIPL. 200 ITAU UNIBANCO BANCO MULTIPL. 2,559 ITAU UNIBANCO BANCO MULTIPL. 104,478 ITAU UNIBANCO BANCO MULTIPL. 38,718 ITC HLDGS CORP . . . . . . . 23,800 ITC HLDGS CORP . . . . . . . 299 ITRON INC. . . . . . . . . . 26,700 ITRON INC. . . . . . . . . . 30,000 ITRON INC. . . . . . . . . . 20,000 ITRON INC. . . . . . . . . . 160 ITRON INC. . . . . . . . . . 512 ITRON INC. . . . . . . . . . 219 ITT CORP NEW . . . . . . . . 296,615 ITT CORP NEW . . . . . . . . 300 ITT CORP NEW . . . . . . . . 50,000 ITT CORP NEW . . . . . . . . 7,000 ITT CORP NEW . . . . . . . . 6,000 ITT CORP NEW . . . . . . . . 2,000 ITT CORP NEW . . . . . . . . 11,828 ITT EDUCATIONAL SERVICES INC 3,264 ITT EDUCATIONAL SERVICES INC 190 ITT EDUCATIONAL SERVICES INC 648 ITT EDUCATIONAL SERVICES INC 20 ITT EDUCATIONAL SERVICES INC 896 IVANHOE ENERGY INC . . . . . 15,770 IVANHOE MINES LTD. . . . . . 55,068 IVANHOE MINES LTD. . . . . . 42,327 IXIA . . . . . . . . . . . . 18,950 J & J SNACK FOODS CORP . . . 198 J2 GLOBAL COMMUNICATIONS INC 312 JA SOLAR HOLDINGS CO LTD . . 24,121 JA SOLAR HOLDINGS CO LTD . . 2,150 JA SOLAR HOLDINGS CO LTD . . 2,211 JA SOLAR HOLDINGS CO LTD . . 20,000 JA SOLAR HOLDINGS CO LTD . . 6,448 JA SOLAR HOLDINGS CO LTD 14,000 JABIL CIRCUIT INC. . . . . . 6,961 JABIL CIRCUIT INC. . . . . . 5,790 JABIL CIRCUIT INC. . . . . . 1,143 JABIL CIRCUIT INC. . . . . . 69,783 JABIL CIRCUIT INC. . . . . . 17,687 JACOBS ENGR GROUP INC DEL. . 40,061 JACOBS ENGR GROUP INC DEL. . 1,100 JACOBS ENGR GROUP INC DEL. . 1,400 JAGUAR MNG INC . . . . . . . 20,000 JAGUAR MNG INC . . . . . . . 245,353 JAGUAR MNG INC . . . . . . . 7,699 JAMES RIVER COAL CO. . . . . 20,834 JAMES RIVER COAL CO. . . . . 565 JANUS CAP GROUP INC. . . . . 9,952 JANUS CAP GROUP INC. . . . . 165 JANUS CAP GROUP INC 8,000 JARDEN CORP. . . . . . . . . 2,400 JAVELIN PHARMACEUTICALS INC. 20,820 JAVELIN PHARMACEUTICALS INC. 23,926 JDA SOFTWARE GROUP INC . . . 183 JDA SOFTWARE GROUP INC . . . 1,387 JDS UNIPHASE CORP. . . . . . 15,000 JDS UNIPHASE CORP. . . . . . 6,165 JDS UNIPHASE CORP. . . . . . 1,166 JEFFERIES GROUP INC NEW. . . 12,063 JEFFERIES GROUP INC NEW. . . 700 JEFFERIES GROUP INC NEW 8,000 JEFFERIES GROUP INC NEW. . . 2,492 JETBLUE AWYS CORP. . . . . . 625 JETBLUE AWYS CORP. . . . . . 14,405 JO-ANN STORES INC. . . . . . 45 JO-ANN STORES INC. . . . . . 900 JOES JEANS INC . . . . . . . 4,000 JOHNSON & JOHNSON. . . . . . 2,354,422 JOHNSON & JOHNSON. . . . . . 27,500 JOHNSON & JOHNSON. . . . . . 13,743 JOHNSON & JOHNSON. . . . . . 206,833 JOHNSON & JOHNSON. . . . . . 218 JOHNSON & JOHNSON. . . . . . 300 JOHNSON & JOHNSON. . . . . . 250,000 JOHNSON & JOHNSON. . . . . . 52,000 JOHNSON & JOHNSON. . . . . . 49,000 JOHNSON & JOHNSON. . . . . . 21,900 JOHNSON & JOHNSON. . . . . . 7,200 JOHNSON & JOHNSON. . . . . . 5,235 JOHNSON & JOHNSON. . . . . . 1,950 JOHNSON & JOHNSON. . . . . . 4,400 JOHNSON & JOHNSON. . . . . . 340 JOHNSON & JOHNSON. . . . . . 7,000 JOHNSON & JOHNSON. . . . . . 3,000 JOHNSON & JOHNSON. . . . . . 2,890 JOHNSON & JOHNSON. . . . . . 30,580 JOHNSON & JOHNSON. . . . . . 369,010 JOHNSON & JOHNSON. . . . . . 9,400 JOHNSON & JOHNSON. . . . . . 48,148 JOHNSON CTLS INC . . . . . . 483,036 JOHNSON CTLS INC . . . . . . 766 JOHNSON CTLS INC . . . . . . 6,304 JOHNSON CTLS INC . . . . . . 2,066 JOHNSON CTLS INC . . . . . . 3,695 JOHNSON CTLS INC . . . . . . 18,902 JOHNSON CTLS INC . . . . . . 26,368 JONES APPAREL GROUP INC. . . 1,444 JONES LANG LASALLE INC . . . 7,570 JONES LANG LASALLE INC . . . 1,350 JOY GLOBAL INC . . . . . . . 8,194 JOY GLOBAL INC . . . . . . . 1,152 JOY GLOBAL INC . . . . . . . 36,000 JOY GLOBAL INC . . . . . . . 830 JOY GLOBAL INC . . . . . . . 2,370 JOY GLOBAL INC . . . . . . . 2,720 JP MORGAN CHASE & CO . . . . 3,543,321 JP MORGAN CHASE & CO . . . . 68,999 JP MORGAN CHASE & CO . . . . 20,784 JP MORGAN CHASE & CO . . . . 419,849 JP MORGAN CHASE & CO . . . . 217,607 JP MORGAN CHASE & CO . . . . 42,284 JP MORGAN CHASE & CO . . . . 1,925 JP MORGAN CHASE & CO . . . . 1,354 JP MORGAN CHASE & CO . . . . 2,791 JP MORGAN CHASE & CO . . . . 400,000 JP MORGAN CHASE & CO . . . . 80,295 JP MORGAN CHASE & CO . . . . 40,000 JP MORGAN CHASE & CO . . . . 13,100 JP MORGAN CHASE & CO . . . . 8,500 JP MORGAN CHASE & CO . . . . 36,450 JP MORGAN CHASE & CO . . . . 49,926 JP MORGAN CHASE & CO . . . . 854,901 JP MORGAN CHASE & CO . . . . 1,955,700 JP MORGAN CHASE & CO . . . . 18,700 JP MORGAN CHASE & CO . . . . 378,090 JPMORGAN CHASE & CO 5,554 JPMORGAN CHASE & CO 63,270 JPMORGAN CHASE & CO 66,474 JUNIPER NETWORKS INC . . . . 59,140 JUNIPER NETWORKS INC . . . . 715 JUNIPER NETWORKS INC . . . . 31,000 JUNIPER NETWORKS INC . . . . 14,000 JUNIPER NETWORKS INC . . . . 15,200 JUNIPER NETWORKS INC . . . . 15,889 K TRON INTL INC. . . . . . . 6,550 K TRON INTL INC. . . . . . . 4,974 K TRON INTL INC. . . . . . . 242 K V PHARMACEUTICAL CO. . . . 33,867 KAISER ALUMINUM CORP . . . . 1,350 KANSAS CITY SOUTHERN . . . . 4,100 KANSAS CITY SOUTHERN . . . . 1,903 KAYDON CORP. . . . . . . . . 1,500 KB HOME. . . . . . . . . . . 3,300 KB HOME. . . . . . . . . . . 421 KB HOME. . . . . . . . . . . 4,500 KBR INC. . . . . . . . . . . 99,680 KBR INC. . . . . . . . . . . 2,192 KBR INC. . . . . . . . . . . 13,700 KBR INC. . . . . . . . . . . 3,891 KELLOGG CO . . . . . . . . . 82,639 KELLOGG CO . . . . . . . . . 1,339 KELLOGG CO . . . . . . . . . 186,161 KELLOGG CO . . . . . . . . . 74,451 KELLOGG CO . . . . . . . . . 170,000 KELLOGG CO . . . . . . . . . 8,200 KELLOGG CO . . . . . . . . . 5,000 KELLOGG CO . . . . . . . . . 2,680 KELLOGG CO . . . . . . . . . 8,500 KELLOGG CO . . . . . . . . . 33,990 KENNAMETAL INC . . . . . . . 3,939 KENNAMETAL INC . . . . . . . 4,900 KENNAMETAL INC . . . . . . . 29,750 KENSEY NASH CORP . . . . . . 1,171 KEY ENERGY SVCS INC. . . . . 6,017 KEY ENERGY SVCS INC. . . . . 16,750 KEYCORP NEW. . . . . . . . . 76,971 KEYCORP NEW. . . . . . . . . 1,500 KEYCORP NEW. . . . . . . . . 7,079 KEYCORP NEW. . . . . . . . . 17,967 KEYCORP NEW. . . . . . . . . 290,000 KEYCORP NEW. . . . . . . . . 34,925 KEYCORP NEW. . . . . . . . . 15,000 KEYCORP NEW. . . . . . . . . 11,000 KEYCORP NEW. . . . . . . . . 807 KFORCE INC . . . . . . . . . 1,910 KILROY RLTY CORP . . . . . . 95,879 KILROY RLTY CORP . . . . . . 12,500 KILROY RLTY CORP . . . . . . 30,800 KIMBERLY CLARK CORP. . . . . 1,064,474 KIMBERLY CLARK CORP. . . . . 4,700 KIMBERLY CLARK CORP. . . . . 1,030 KIMBERLY CLARK CORP. . . . . 10,150 KIMBERLY CLARK CORP. . . . . 2,100 KIMBERLY CLARK CORP. . . . . 623 KIMBERLY CLARK CORP. . . . . 6,400 KIMBERLY CLARK CORP. . . . . 5,500 KIMBERLY CLARK CORP. . . . . 2,160 KIMBERLY CLARK CORP. . . . . 1,500 KIMBERLY CLARK CORP. . . . . 368,100 KIMBERLY CLARK CORP. . . . . 32,000 KIMBERLY CLARK CORP. . . . . 418,000 KIMBERLY CLARK CORP. . . . . 110,220 KIMBERLY CLARK CORP. . . . . 4,730 KIMBERLY CLARK CORP. . . . . 10,292 KIMCO REALTY CORP. . . . . . 892,813 KIMCO REALTY CORP. . . . . . 163,326 KIMCO REALTY CORP. . . . . . 265,539 KINDER MORGAN MANAGEMENT LLC 154,268 KINDER MORGAN MANAGEMENT LLC 1,964 KINDRED HEALTHCARE INC . . . 11,600 KING PHARMACEUTICALS INC . . 6,171 KING PHARMACEUTICALS INC 2,190,000 KING PHARMACEUTICALS INC 230,000 KING PHARMACEUTICALS INC . . 295,000 KING PHARMACEUTICALS INC . . 26,190 KING PHARMACEUTICALS INC . . 10,000 KING PHARMACEUTICALS INC . . 6,000 KING PHARMACEUTICALS INC . . 13,800 KING PHARMACEUTICALS INC . . 9,602 KINROSS GOLD CORP. . . . . . 1,761,152 KINROSS GOLD CORP. . . . . . 2,000 KINROSS GOLD CORP. . . . . . 21,587 KINROSS GOLD CORP. . . . . . 29,914 KINROSS GOLD CORP 533,000 KINROSS GOLD CORP 590,000 KINROSS GOLD CORP. . . . . . 121 KINROSS GOLD CORP. . . . . . 2,500 KINROSS GOLD CORP. . . . . . 221,352 KINROSS GOLD CORP. . . . . . 1,257,362 KINROSS GOLD CORP. . . . . . 186,950 KINROSS GOLD CORP. . . . . . 194,200 KINROSS GOLD CORP. . . . . . 1,415 KIRBY CORP . . . . . . . . . 27,705 KIRBY CORP . . . . . . . . . 344 KIRBY CORP . . . . . . . . . 3,750 KITE RLTY GROUP TR . . . . . 139,915 KITE RLTY GROUP TR . . . . . 13,700 KKR FINANCIAL HLDGS LLC. . . 86,800 KKR FINANCIAL HLDGS LLC. . . 3,335 KKR FINANCIAL HLDGS LLC. . . 68 KLA-TENCOR CORP. . . . . . . 418,435 KLA-TENCOR CORP. . . . . . . 940 KLA-TENCOR CORP. . . . . . . 5,500 KLA-TENCOR CORP. . . . . . . 9,583 KMG CHEMICALS INC. . . . . . 474 KNIGHT CAPITAL GROUP INC . . 706 KNIGHT CAPITAL GROUP INC . . 475 KNIGHT TRANSN INC. . . . . . 282 KNIGHT TRANSN INC. . . . . . 2,630 KNOLL INC. . . . . . . . . . 3,190 KOHLS CORP . . . . . . . . . 40,006 KOHLS CORP . . . . . . . . . 794 KOHLS CORP . . . . . . . . . 8,070 KOHLS CORP . . . . . . . . . 30 KOHLS CORP . . . . . . . . . 25,000 KOHLS CORP . . . . . . . . . 16,009 KOHLS CORP . . . . . . . . . 530,600 KOHLS CORP . . . . . . . . . 5,882 KONGZHONG CORP . . . . . . . 2,700 KOPIN CORP . . . . . . . . . 26,000 KOPPERS HOLDINGS INC . . . . 1,800 KOREA FD . . . . . . . . . . 4,285 KRAFT FOODS INC. . . . . . . 2,362,966 KRAFT FOODS INC. . . . . . . 11,675 KRAFT FOODS INC. . . . . . . 95,717 KRAFT FOODS INC. . . . . . . 14,675 KRAFT FOODS INC. . . . . . . 30 KRAFT FOODS INC. . . . . . . 114,925 KRAFT FOODS INC. . . . . . . 12,800 KRAFT FOODS INC. . . . . . . 4,150 KRAFT FOODS INC. . . . . . . 4,240 KRAFT FOODS INC. . . . . . . 1,550 KRAFT FOODS INC. . . . . . . 69 KRAFT FOODS INC. . . . . . . 997,290 KRAFT FOODS INC. . . . . . . 107,200 KRAFT FOODS INC. . . . . . . 79,808 KRATON PERFORMANCE POLYMERS. 21,000 KRATON PERFORMANCE POLYMERS. 83 KROGER CO. . . . . . . . . . 1,579,025 KROGER CO. . . . . . . . . . 520 KROGER CO. . . . . . . . . . 5,390 KROGER CO. . . . . . . . . . 200,000 KROGER CO. . . . . . . . . . 92,500 KROGER CO. . . . . . . . . . 30,100 KROGER CO. . . . . . . . . . 16,500 KROGER CO. . . . . . . . . . 13,100 KROGER CO. . . . . . . . . . 10,000 KROGER CO. . . . . . . . . . 8,000 KROGER CO. . . . . . . . . . 5,500 KROGER CO. . . . . . . . . . 20,000 KROGER CO. . . . . . . . . . 166,300 KROGER CO. . . . . . . . . . 5,600 KROGER CO. . . . . . . . . . 28,767 KT CORP. . . . . . . . . . . 100,300 KT CORP. . . . . . . . . . . 73,900 KULICKE & SOFFA INDS INC 586,000 L-1 IDENTITY SOLUTIONS INC . 5,137 L-3 COMMUNICATIONS HLDGS INC 13,681 L-3 COMMUNICATIONS HLDGS INC 26 L-3 COMMUNICATIONS HLDGS INC 50,000 L-3 COMMUNICATIONS HLDGS INC 5,900 L-3 COMMUNICATIONS HLDGS INC 1,985 L-3 COMMUNICATIONS HLDGS INC 4,700 L-3 COMMUNICATIONS HLDGS INC 13,000 L-3 COMMUNICATIONS HLDGS INC 4,600 L-3 COMMUNICATIONS HLDGS INC 2,732 LABORATORY CORP AMER HLDGS . 10,416 LABORATORY CORP AMER HLDGS . 350 LABORATORY CORP AMER HLDGS . 39,569 LABORATORY CORP AMER HLDGS . 15,085 LABORATORY CORP AMER HLDGS . 18,175 LABORATORY CORP AMER HLDGS 6,000 LAM RESEARCH CORP. . . . . . 7,858 LAM RESEARCH CORP. . . . . . 2,452 LAM RESEARCH CORP. . . . . . 650 LAM RESEARCH CORP. . . . . . 10,010 LAM RESEARCH CORP. . . . . . 17,600 LAM RESEARCH CORP. . . . . . 2,300 LAM RESEARCH CORP. . . . . . 3,086 LAMAR ADVERTISING CO . . . . 2,503 LAN AIRLINES S A . . . . . . 153,700 LAN AIRLINES S A . . . . . . 37,800 LAN AIRLINES S A . . . . . . 5,346 LANCASTER COLONY CORP. . . . 131 LANDSTAR SYS INC . . . . . . 1,105 LAS VEGAS SANDS CORP . . . . 22,441 LAS VEGAS SANDS CORP . . . . 22,457 LAS VEGAS SANDS CORP . . . . 255,207 LAS VEGAS SANDS CORP . . . . 56,353 LAS VEGAS SANDS CORP . . . . 332 LAS VEGAS SANDS CORP . . . . 2,000 LAS VEGAS SANDS CORP . . . . 19,440 LAS VEGAS SANDS CORP . . . . 8,779 LASALLE HOTEL PPTYS. . . . . 153,341 LASALLE HOTEL PPTYS. . . . . 17,000 LASALLE HOTEL PPTYS. . . . . 16,009 LATTICE SEMICONDUCTOR CORP . 1,259 LATTICE SEMICONDUCTOR CORP . 61,550 LAUDER ESTEE COS INC . . . . 36,308 LAUDER ESTEE COS INC . . . . 136 LAUDER ESTEE COS INC . . . . 117 LAUDER ESTEE COS INC . . . . 1,298 LAUDER ESTEE COS INC . . . . 17,000 LAUDER ESTEE COS INC . . . . 2,000 LAWSON SOFTWARE INC NEW. . . 860 LAZARD LTD . . . . . . . . . 1,608 LAZARD LTD . . . . . . . . . 4,000 LDK SOLAR CO LTD . . . . . . 6,250 LDK SOLAR CO LTD . . . . . . 762 LDK SOLAR CO LTD . . . . . . 1,516 LDK SOLAR CO LTD . . . . . . 192 LEAP WIRELESS INTL INC . . . 5,350 LEAP WIRELESS INTL INC 720,000 LEAR CORP. . . . . . . . . . 30,368 LEAR CORP. . . . . . . . . . 6,187 LEAR CORP. . . . . . . . . . 4,800 LEAR CORP. . . . . . . . . . 2,783 LEAR CORP. . . . . . . . . . 1,317 LEAR CORP. . . . . . . . . . 69 LEAR CORP. . . . . . . . . . 2,200 LEGG MASON INC . . . . . . . 17,522 LEGG MASON INC . . . . . . . 400 LEGG MASON INC . . . . . . . 750 LEGG MASON INC . . . . . . . 500 LEGG MASON INC . . . . . . . 10,342 LEGGETT & PLATT INC. . . . . 32,029 LEGGETT & PLATT INC. . . . . 2,716 LEGGETT & PLATT INC. . . . . 10,176 LENDER PROCESSING SVCS INC . 89,494 LENDER PROCESSING SVCS INC . 542 LENDER PROCESSING SVCS INC . 190 LENDER PROCESSING SVCS INC . 2,324 LENNAR CORP. . . . . . . . . 4,088 LENNAR CORP. . . . . . . . . 11,462 LENNAR CORP. . . . . . . . . 2,708 LENNAR CORP. . . . . . . . . 2,590 LENNAR CORP. . . . . . . . . 3,993 LENNAR CORP. . . . . . . . . 1,108 LENNAR CORP. . . . . . . . . 100,000 LENNAR CORP. . . . . . . . . 8,900 LENNAR CORP. . . . . . . . . 3,500 LENNAR CORP. . . . . . . . . 2,850 LENNAR CORP. . . . . . . . . 2,500 LENNAR CORP. . . . . . . . . 1,008,556 LENNOX INTL INC. . . . . . . 251 LEUCADIA NATL CORP . . . . . 143,028 LEUCADIA NATL CORP . . . . . 5,000 LEUCADIA NATL CORP . . . . . 14,550 LEVEL 3 COMMUNICATIONS INC . 167,757 LEVEL 3 COMMUNICATIONS INC . 5,400 LEVEL 3 COMMUNICATIONS INC . 7,240 LEVEL 3 COMMUNICATIONS INC . 39,773 LEXICON PHARMACEUTICALS INC. 13,000 LEXINGTON REALTY TRUST . . . 270,728 LEXINGTON REALTY TRUST . . . 35,875 LEXINGTON REALTY TRUST . . . 2,000 LEXMARK INTL . . . . . . . . 3,655 LEXMARK INTL . . . . . . . . 257 LEXMARK INTL . . . . . . . . 95,180 LEXMARK INTL . . . . . . . . 8,760 LEXMARK INTL . . . . . . . . 10,300 LEXMARK INTL . . . . . . . . 1,000 LG DISPLAY CO LTD. . . . . . 447,300 LG DISPLAY CO LTD. . . . . . 332,300 LG DISPLAY CO LTD. . . . . . 131,900 LIBERTY ACQUISITION HLDGS CO 641,137 LIBERTY ACQUISITION HLDGS CO 255,951 LIBERTY ACQUISITION HLDGS CO 58,608 LIBERTY ACQUISITION HLDGS CO 23,304 LIBERTY ACQUISITION HLDGS CO 3,643 LIBERTY ACQUISITION HLDGS CO 127,991 LIBERTY ACQUISITION HLDGS CO 17,577 LIBERTY GLOBAL INC . . . . . 7,244 LIBERTY GLOBAL INC . . . . . 13,661 LIBERTY GLOBAL INC . . . . . 500 LIBERTY GLOBAL INC . . . . . 1,700 LIBERTY GLOBAL INC . . . . . 3,150 LIBERTY GLOBAL INC . . . . . 2,891 LIBERTY MEDIA CORP 13,000 LIBERTY MEDIA CORP NEW . . . 29,746 LIBERTY MEDIA CORP NEW . . . 2,289 LIBERTY MEDIA CORP NEW . . . 600 LIBERTY MEDIA CORP NEW . . . 488 LIBERTY MEDIA CORP NEW . . . 10,422 LIBERTY MEDIA CORP NEW . . . 2,047 LIBERTY MEDIA CORP NEW . . . 312 LIBERTY MEDIA CORP NEW 17,000 LIBERTY MEDIA CORP NEW . . . 7,573,989 LIBERTY PPTY TR. . . . . . . 256,447 LIBERTY PPTY TR. . . . . . . 250,611 LIBERTY PPTY TR. . . . . . . 72,113 LIBERTY PPTY TR. . . . . . . 2,782 LIFE PARTNERS HOLDINGS INC . 4,299 LIFE PARTNERS HOLDINGS INC . 2,340 LIFE TECHNOLOGIES CORP . . . 60,258 LIFE TECHNOLOGIES CORP . . . 658 LIFE TECHNOLOGIES CORP . . . 6,000 LIFE TECHNOLOGIES CORP . . . 29,550 LIFE TECHNOLOGIES CORP . . . 14,616 LIFEPOINT HOSPITALS INC 1,050,000 LIHIR GOLD LTD . . . . . . . 10,697 LILLY ELI & CO . . . . . . . 1,305,762 LILLY ELI & CO . . . . . . . 3,817 LILLY ELI & CO . . . . . . . 125,000 LILLY ELI & CO . . . . . . . 27,000 LILLY ELI & CO . . . . . . . 16,100 LILLY ELI & CO . . . . . . . 7,500 LILLY ELI & CO . . . . . . . 5,270 LILLY ELI & CO . . . . . . . 12,800 LILLY ELI & CO . . . . . . . 23 LILLY ELI & CO . . . . . . . 1,120 LILLY ELI & CO . . . . . . . 100,310 LILLY ELI & CO . . . . . . . 72,904 LILLY ELI & CO . . . . . . . 85,641 LIMITED BRANDS INC . . . . . 133,548 LIMITED BRANDS INC . . . . . 13,200 LIMITED BRANDS INC . . . . . 4,200 LIMITED BRANDS INC . . . . . 62,300 LIMITED BRANDS INC . . . . . 8,800 LINCARE HLDGS INC. . . . . . 340 LINCARE HLDGS INC. . . . . . 2,490 LINCARE HLDGS INC 380,000 LINCARE HLDGS INC. . . . . . 2,000 LINCOLN EDL SVCS CORP. . . . 860 LINCOLN ELEC HLDGS INC . . . 1,900 LINCOLN NATL CORP IND. . . . 36,238 LINCOLN NATL CORP IND. . . . 7,620 LINCOLN NATL CORP IND. . . . 2,300 LINCOLN NATL CORP IND. . . . 425 LINCOLN NATL CORP IND. . . . 14,900 LINCOLN NATL CORP IND. . . . 13,400 LINDSAY CORP . . . . . . . . 129,500 LINDSAY CORP . . . . . . . . 30,000 LINDSAY CORP . . . . . . . . 25,000 LINEAR TECHNOLOGY CORP . . . 20,913 LINEAR TECHNOLOGY CORP . . . 1,159 LINEAR TECHNOLOGY CORP . . . 207,137 LINEAR TECHNOLOGY CORP . . . 16,785 LINN ENERGY LLC. . . . . . . 1,664 LIONS GATE ENTMNT CORP . . . 7,806 LIONS GATE ENTMNT CORP . . . 1,083 LIONS GATE ENTMNT CORP 310,000 LIONS GATE ENTMNT CORP . . . 9,350 LITTELFUSE INC . . . . . . . 300 LIVE NATION INC. . . . . . . 7,500 LIVE NATION INC. . . . . . . 1,223 LIVE NATION INC 536,000 LIVE NATION INC. . . . . . . 1,685 LIVEPERSON INC . . . . . . . 40,000 LIZ CLAIBORNE INC. . . . . . 10,191 LIZ CLAIBORNE INC. . . . . . 19,150 LLOYDS TSB GROUP PLC . . . . 7,710 LOCKHEED MARTIN CORP . . . . 32,383 LOCKHEED MARTIN CORP . . . . 361 LOCKHEED MARTIN CORP . . . . 350 LOCKHEED MARTIN CORP . . . . 2,935 LODGIAN INC. . . . . . . . . 3,706 LODGIAN INC. . . . . . . . . 3,741 LOEWS CORP . . . . . . . . . 37,571 LOEWS CORP . . . . . . . . . 73 LOEWS CORP . . . . . . . . . 7,142 LOGITECH INTL S A. . . . . . 159,325 LOGITECH INTL S A. . . . . . 197,913 LOGITECH INTL S A. . . . . . 4,730 LOGITECH INTL S A. . . . . . 83,600 LOGITECH INTL S A. . . . . . 2,803 LOGITECH INTL S A. . . . . . 19,933 LOGITECH INTL S A. . . . . . 30,000 LOGITECH INTL S A. . . . . . 2,020 LOGITECH INTL S A. . . . . . 33,456 LOGMEIN INC. . . . . . . . . 77,489 LONGTOP FINL TECHNOLOGIES LT 1,200 LONGTOP FINL TECHNOLOGIES LT 16,900 LOOPNET INC. . . . . . . . . 2,263 LORILLARD INC. . . . . . . . 403,157 LORILLARD INC. . . . . . . . 2,160 LORILLARD INC. . . . . . . . 879 LORILLARD INC. . . . . . . . 8,267 LORILLARD INC. . . . . . . . 1,090 LORILLARD INC. . . . . . . . 50,000 LORILLARD INC. . . . . . . . 11,233 LOUISIANA PAC CORP . . . . . 8,962 LOUISIANA PAC CORP . . . . . 2,030 LOWES COS INC. . . . . . . . 838,709 LOWES COS INC. . . . . . . . 415 LOWES COS INC. . . . . . . . 3,212 LOWES COS INC. . . . . . . . 170,000 LOWES COS INC. . . . . . . . 19,890 LOWES COS INC. . . . . . . . 54,349 LOWES COS INC. . . . . . . . 11,070 LOWES COS INC. . . . . . . . 112,515 LSB INDS INC . . . . . . . . 1,000 LSI CORPORATION. . . . . . . 233,628 LSI CORPORATION. . . . . . . 24,700 LSI CORPORATION. . . . . . . 8,550 LSI CORPORATION 12,000 LSI CORPORATION. . . . . . . 395,000 LSI CORPORATION. . . . . . . 7,300 LSI CORPORATION. . . . . . . 39,874 LTC PPTYS INC. . . . . . . . 51,499 LTC PPTYS INC. . . . . . . . 7,100 LTX-CREDENCE CORP. . . . . . 1,718 LUBRIZOL CORP. . . . . . . . 316,242 LUBRIZOL CORP. . . . . . . . 880 LUBRIZOL CORP. . . . . . . . 1,815 LUBYS INC. . . . . . . . . . 17,400 LUCENT TECHNOLOGIES INC 320,000 LUFKIN INDS INC. . . . . . . 87 LULULEMON ATHLETICA INC. . . 230 LULULEMON ATHLETICA INC. . . 1,925 M & F WORLDWIDE CORP . . . . 400 M & T BK CORP. . . . . . . . 28,626 M & T BK CORP. . . . . . . . 7,571 MACERICH CO. . . . . . . . . 218,184 MACERICH CO. . . . . . . . . 27,049 MACERICH CO. . . . . . . . . 46,561 MACK CALI RLTY CORP. . . . . 175,986 MACK CALI RLTY CORP. . . . . 23,500 MACK CALI RLTY CORP. . . . . 11,200 MACYS INC. . . . . . . . . . 1,257,139 MACYS INC. . . . . . . . . . 128 MACYS INC. . . . . . . . . . 154,300 MACYS INC. . . . . . . . . . 9,940 MACYS INC. . . . . . . . . . 150,000 MACYS INC. . . . . . . . . . 19,300 MACYS INC. . . . . . . . . . 10,000 MACYS INC. . . . . . . . . . 6,500 MACYS INC. . . . . . . . . . 6,400 MACYS INC. . . . . . . . . . 23,516 MADDEN STEVEN LTD. . . . . . 555 MADDEN STEVEN LTD. . . . . . 401 MADISON SQUARE GARDEN INC. . 91 MADISON SQUARE GARDEN INC. . 1,922 MADISON SQUARE GARDEN INC. . 200 MAGNA INTL INC . . . . . . . 16,113 MAGUIRE PPTYS INC. . . . . . 447 MAIDENFORM BRANDS INC. . . . 213 MANITOWOC INC. . . . . . . . 2,801 MANITOWOC INC. . . . . . . . 4,237 MANITOWOC INC. . . . . . . . 488 MANNKIND CORP. . . . . . . . 500 MANNKIND CORP. . . . . . . . 518 MANNKIND CORP 328,000 MANNKIND CORP. . . . . . . . 19,900 MANPOWER INC . . . . . . . . 6,821 MANPOWER INC . . . . . . . . 6,495 MANPOWER INC . . . . . . . . 1,210 MANPOWER INC . . . . . . . . 12,710 MANPOWER INC . . . . . . . . 119,400 MANPOWER INC . . . . . . . . 2,000 MANPOWER INC . . . . . . . . 1,902 MANTECH INTL CORP. . . . . . 695 MANULIFE FINL CORP . . . . . 866,646 MANULIFE FINL CORP . . . . . 50,925 MANULIFE FINL CORP . . . . . 1,987 MAP PHARMACEUTICALS INC. . . 4,400 MARATHON OIL CORP. . . . . . 686,888 MARATHON OIL CORP. . . . . . 569 MARATHON OIL CORP. . . . . . 979 MARATHON OIL CORP. . . . . . 443 MARATHON OIL CORP. . . . . . 68,000 MARATHON OIL CORP. . . . . . 8,730 MARATHON OIL CORP. . . . . . 6,500 MARATHON OIL CORP. . . . . . 35,468 MARATHON OIL CORP. . . . . . 15,900 MARATHON OIL CORP. . . . . . 26,970 MARATHON OIL CORP. . . . . . 183,087 MARATHON OIL CORP. . . . . . 39,135 MARATHON OIL CORP. . . . . . 446,045 MARATHON OIL CORP. . . . . . 50,700 MARATHON OIL CORP. . . . . . 7,000 MARATHON OIL CORP. . . . . . 51,596 MARINEMAX INC. . . . . . . . 1,300 MARKEL CORP. . . . . . . . . 4 MARKET VECTORS ETF TR. . . . 29,577 MARKET VECTORS ETF TR. . . . 2,450 MARKET VECTORS ETF TR. . . . 455,627 MARKET VECTORS ETF TR. . . . 93,070 MARKET VECTORS ETF TR. . . . 6,450 MARKET VECTORS ETF TR. . . . 5,050 MARKET VECTORS ETF TR. . . . 4,250 MARKET VECTORS ETF TR. . . . 281 MARKET VECTORS ETF TR. . . . 388 MARKET VECTORS ETF TR. . . . 1,040 MARKET VECTORS ETF TR. . . . 5 MARKWEST ENERGY PARTNERS L P 500 MARRIOTT INTL INC NEW. . . . 61,959 MARRIOTT INTL INC NEW. . . . 443 MARRIOTT INTL INC NEW. . . . 1,134 MARSH & MCLENNAN COS INC . . 435,083 MARSH & MCLENNAN COS INC . . 3,075 MARSHALL & ILSLEY CORP NEW . 49,789 MARSHALL & ILSLEY CORP NEW . 503 MARSHALL & ILSLEY CORP NEW . 6,416 MARTIN MARIETTA MATLS INC. . 2,600 MARTIN MARIETTA MATLS INC. . 4,800 MARTIN MARIETTA MATLS INC. . 5,900 MARTIN MARIETTA MATLS INC. . 1,081 MARVELL TECHNOLOGY GROUP LTD 55,184 MARVELL TECHNOLOGY GROUP LTD 42,400 MARVELL TECHNOLOGY GROUP LTD 7,415 MARVELL TECHNOLOGY GROUP LTD 1,935 MARVELL TECHNOLOGY GROUP LTD 9,910 MARVELL TECHNOLOGY GROUP LTD 53,016 MARVELL TECHNOLOGY GROUP LTD 233 MARVELL TECHNOLOGY GROUP LTD 71,200 MARVELL TECHNOLOGY GROUP LTD 13,640 MARVELL TECHNOLOGY GROUP LTD 43,000 MARVELL TECHNOLOGY GROUP LTD 13,546 MASCO CORP . . . . . . . . . 32,288 MASCO CORP . . . . . . . . . 15,000 MASCO CORP . . . . . . . . . 25,600 MASCO CORP . . . . . . . . . 25,423 MASIMO CORP. . . . . . . . . 22,950 MASSEY ENERGY CORP . . . . . 116,744 MASSEY ENERGY CORP . . . . . 47,200 MASSEY ENERGY CORP . . . . . 2,423 MASSEY ENERGY CORP . . . . . 423 MASSEY ENERGY CORP . . . . . 50,000 MASSEY ENERGY CORP . . . . . 5,000 MASSEY ENERGY CORP . . . . . 1,730 MASSEY ENERGY CORP . . . . . 5,244 MASTEC INC . . . . . . . . . 4,000 MASTERCARD INC . . . . . . . 17,776 MASTERCARD INC . . . . . . . 4,700 MASTERCARD INC . . . . . . . 3,234 MASTERCARD INC . . . . . . . 4,802 MASTERCARD INC . . . . . . . 400 MASTERCARD INC . . . . . . . 146 MASTERCARD INC . . . . . . . 137 MASTERCARD INC . . . . . . . 15,000 MASTERCARD INC . . . . . . . 8,000 MASTERCARD INC . . . . . . . 2,100 MASTERCARD INC . . . . . . . 690 MASTERCARD INC . . . . . . . 15,073 MASTERCARD INC . . . . . . . 1,300 MASTERCARD INC . . . . . . . 2,584 MASTERCARD INC . . . . . . . 5,595 MASTERCARD INC . . . . . . . 159,700 MASTERCARD INC . . . . . . . 1,303 MATRIX SVC CO. . . . . . . . 2,950 MATRIXX INITIATIVES INC. . . 845 MATTEL INC . . . . . . . . . 387,503 MATTEL INC . . . . . . . . . 800 MATTEL INC . . . . . . . . . 15,000 MATTEL INC . . . . . . . . . 13,400 MATTEL INC . . . . . . . . . 4,320 MATTEL INC . . . . . . . . . 28,157 MATTSON TECHNOLOGY INC . . . 57,900 MAXIM INTEGRATED PRODS INC . 24,719 MAXIM INTEGRATED PRODS INC . 2,170 MAXIM INTEGRATED PRODS INC . 858 MAXIM INTEGRATED PRODS INC . 16,200 MAXIM INTEGRATED PRODS INC . 22,341 MAXIM INTEGRATED PRODS INC . 8,116 MAXIMUS INC. . . . . . . . . 175 MAXWELL TECHNOLOGIES INC . . 910 MAXYGEN INC. . . . . . . . . 24,522 MB FINANCIAL INC NEW . . . . 653 MBIA INC . . . . . . . . . . 2,700 MBIA INC . . . . . . . . . . 1,781,350 MCAFEE INC . . . . . . . . . 29,560 MCAFEE INC . . . . . . . . . 894 MCAFEE INC . . . . . . . . . 7,900 MCCLATCHY CO . . . . . . . . 3,000 MCCORMICK & CO INC . . . . . 10,328 MCCORMICK & CO INC . . . . . 1,520 MCCORMICK & CO INC . . . . . 12,877 MCDERMOTT INTL INC . . . . . 17,407 MCDERMOTT INTL INC . . . . . 29,210 MCDERMOTT INTL INC . . . . . 598 MCDERMOTT INTL INC . . . . . 7,645 MCDERMOTT INTL INC . . . . . 11,600 MCDERMOTT INTL INC . . . . . 6,120 MCDONALDS CORP . . . . . . . 614,980 MCDONALDS CORP . . . . . . . 3,600 MCDONALDS CORP . . . . . . . 104 MCDONALDS CORP . . . . . . . 6,352 MCDONALDS CORP . . . . . . . 593 MCDONALDS CORP . . . . . . . 175,000 MCDONALDS CORP . . . . . . . 20,900 MCDONALDS CORP . . . . . . . 11,900 MCDONALDS CORP . . . . . . . 6,500 MCDONALDS CORP . . . . . . . 3,900 MCDONALDS CORP . . . . . . . 12,100 MCDONALDS CORP . . . . . . . 1,400 MCDONALDS CORP . . . . . . . 13,000 MCDONALDS CORP . . . . . . . 284,325 MCDONALDS CORP . . . . . . . 236,200 MCDONALDS CORP . . . . . . . 4,700 MCDONALDS CORP . . . . . . . 11,203 MCG CAPITAL CORP . . . . . . 1,300 MCGRAW HILL COS INC. . . . . 555,227 MCGRAW HILL COS INC. . . . . 1,360 MCGRAW HILL COS INC. . . . . 7,500 MCGRAW HILL COS INC. . . . . 27,300 MCGRAW HILL COS INC. . . . . 3,800 MCGRAW HILL COS INC. . . . . 27,924 MCKESSON CORP. . . . . . . . 435,482 MCKESSON CORP. . . . . . . . 620 MCKESSON CORP. . . . . . . . 324 MCKESSON CORP. . . . . . . . 2,660 MCKESSON CORP. . . . . . . . 6,614 MDS INC. . . . . . . . . . . 990 MDU RES GROUP INC. . . . . . 10,795 MDU RES GROUP INC. . . . . . 10,300 MDU RES GROUP INC. . . . . . 4,326 MEAD JOHNSON NUTRITION CO. . 331,287 MEAD JOHNSON NUTRITION CO. . 1,800 MEAD JOHNSON NUTRITION CO. . 20,108 MEAD JOHNSON NUTRITION CO. . 4,230 MEAD JOHNSON NUTRITION CO. . 524 MEAD JOHNSON NUTRITION CO. . 498 MEAD JOHNSON NUTRITION CO. . 4,090 MEAD JOHNSON NUTRITION CO. . 36,513 MEAD JOHNSON NUTRITION CO. . 15,889 MEAD JOHNSON NUTRITION CO. . 2,943 MEADOWBROOK INS GROUP INC. . 3,030 MEADWESTVACO CORP. . . . . . 336,685 MEADWESTVACO CORP. . . . . . 1,856 MEADWESTVACO CORP. . . . . . 922 MEADWESTVACO CORP. . . . . . 9,500 MEADWESTVACO CORP. . . . . . 875,210 MEADWESTVACO CORP. . . . . . 281,500 MEADWESTVACO CORP. . . . . . 2,528 MECHEL OAO . . . . . . . . . 450,000 MECHEL OAO . . . . . . . . . 409,900 MECHEL OAO . . . . . . . . . 14,406 MECHEL OAO . . . . . . . . . 147 MECHEL OAO . . . . . . . . . 69,500 MEDASSETS INC. . . . . . . . 32,000 MEDCO HEALTH SOLUTIONS INC . 342,829 MEDCO HEALTH SOLUTIONS INC . 28,100 MEDCO HEALTH SOLUTIONS INC . 400 MEDCO HEALTH SOLUTIONS INC . 41,032 MEDCO HEALTH SOLUTIONS INC . 5,745 MEDCO HEALTH SOLUTIONS INC . 4,640 MEDCO HEALTH SOLUTIONS INC . 556 MEDCO HEALTH SOLUTIONS INC . 8 MEDCO HEALTH SOLUTIONS INC . 96 MEDCO HEALTH SOLUTIONS INC . 17,200 MEDCO HEALTH SOLUTIONS INC . 6,135 MEDIACOM COMMUNICATIONS CORP 9,150 MEDICAL PPTYS TRUST INC. . . 178,105 MEDICAL PPTYS TRUST INC. . . 35,000 MEDICAL PPTYS TRUST INC. . . 3,976 MEDICAL PPTYS TRUST INC. . . 11,000 MEDICIS PHARMACEUTICAL CORP. 439 MEDICIS PHARMACEUTICAL CORP 598,000 MEDIDATA SOLUTIONS INC . . . 339 MEDIFAST INC . . . . . . . . 700 MEDIFAST INC . . . . . . . . 194 MEDIVATION INC . . . . . . . 1,550 MEDIVATION INC . . . . . . . 694 MEDTRONIC INC. . . . . . . . 765,197 MEDTRONIC INC. . . . . . . . 1,100 MEDTRONIC INC. . . . . . . . 266 MEDTRONIC INC. . . . . . . . 168,320 MEDTRONIC INC. . . . . . . . 239 MEDTRONIC INC. . . . . . . . 300,000 MEDTRONIC INC. . . . . . . . 37,400 MEDTRONIC INC. . . . . . . . 25,859 MEDTRONIC INC. . . . . . . . 24,200 MEDTRONIC INC. . . . . . . . 8,000 MEDTRONIC INC. . . . . . . . 2,000 MEDTRONIC INC. . . . . . . . 170,600 MEDTRONIC INC. . . . . . . . 53,387 MELCO PBL ENTMNT LTD . . . . 12,910 MEMC ELECTR MATLS INC. . . . 113,345 MEMC ELECTR MATLS INC. . . . 8,978 MEMC ELECTR MATLS INC. . . . 42,131 MEMC ELECTR MATLS INC. . . . 18,250 MEMC ELECTR MATLS INC. . . . 8,823 MEMC ELECTR MATLS INC. . . . 1,171 MEMC ELECTR MATLS INC. . . . 42,800 MEMC ELECTR MATLS INC. . . . 256 MEMC ELECTR MATLS INC. . . . 8,222 MENS WEARHOUSE INC . . . . . 1,500 MENTOR GRAPHICS CORP . . . . 8,300 MERCADOLIBRE INC . . . . . . 2,120 MERCADOLIBRE INC . . . . . . 7,830 MERCER INTL INC. . . . . . . 3,122 MERCK & CO INC NEW . . . . . 2,845,557 MERCK & CO INC NEW . . . . . 6,427 MERCK & CO INC NEW . . . . . 335,619 MERCK & CO INC NEW . . . . . 80,847 MERCK & CO INC NEW . . . . . 4,140 MERCK & CO INC NEW . . . . . 960 MERCK & CO INC NEW . . . . . 1,254 MERCK & CO INC NEW . . . . . 275,000 MERCK & CO INC NEW . . . . . 80,278 MERCK & CO INC NEW . . . . . 27,500 MERCK & CO INC NEW . . . . . 13,000 MERCK & CO INC NEW . . . . . 9,100 MERCK & CO INC NEW . . . . . 3,500 MERCK & CO INC NEW . . . . . 22,800 MERCK & CO INC NEW . . . . . 750 MERCK & CO INC NEW . . . . . 1,080 MERCK & CO INC NEW . . . . . 52,550 MERCK & CO INC NEW . . . . . 10,548 MERCK & CO INC NEW . . . . . 4,223 MERCK & CO INC NEW . . . . . 19,355 MERCK & CO INC NEW . . . . . 585,780 MERCK & CO INC NEW . . . . . 146,933 MERCK & CO INC NEW . . . . . 197,890 MEREDITH CORP. . . . . . . . 22,090 MEREDITH CORP. . . . . . . . 1,700 MEREDITH CORP. . . . . . . . 2,867 MERIDIAN BIOSCIENCE INC. . . 3,125 MERIDIAN RESOURCE CORP . . . 50,288 MERIT MED SYS INC. . . . . . 250 MERITAGE HOMES CORP. . . . . 2,015 METHANEX CORP. . . . . . . . 398,481 METHANEX CORP. . . . . . . . 452 METHODE ELECTRS INC. . . . . 1,300 METHODE ELECTRS INC. . . . . 1,200 METLIFE INC. . . . . . . . . 837,992 METLIFE INC. . . . . . . . . 178,852 METLIFE INC. . . . . . . . . 130,044 METLIFE INC. . . . . . . . . 1,782 METLIFE INC. . . . . . . . . 9,520 METLIFE INC. . . . . . . . . 125,000 METLIFE INC. . . . . . . . . 16,400 METLIFE INC. . . . . . . . . 7,500 METLIFE INC. . . . . . . . . 5,350 METLIFE INC. . . . . . . . . 7,600 METLIFE INC. . . . . . . . . 11,100 METLIFE INC. . . . . . . . . 259,390 METLIFE INC. . . . . . . . . 60,000 METLIFE INC. . . . . . . . . 17,000 METLIFE INC. . . . . . . . . 96,400 METLIFE INC. . . . . . . . . 1,500 METLIFE INC. . . . . . . . . 17,708 METROPCS COMMUNICATIONS INC. 112,983 METROPCS COMMUNICATIONS INC. 25,090 METROPCS COMMUNICATIONS INC. 5,312 METROPCS COMMUNICATIONS INC. 3,200 METROPOLITAN HEALTH NETWORKS 6,490 MF GLOBAL HLDGS LTD. . . . . 10,406 MF GLOBAL LTD 1,156,000 MFA FINANCIAL INC. . . . . . 4,579 MFA FINANCIAL INC. . . . . . 6,100 MFA FINANCIAL INC. . . . . . 4,600 MFA FINANCIAL INC. . . . . . 2,900 MGIC INVT CORP WIS . . . . . 1,439 MGM MIRAGE . . . . . . . . . 5,060 MGM MIRAGE . . . . . . . . . 14,033 MGM MIRAGE . . . . . . . . . 1,940 MGM MIRAGE . . . . . . . . . 8,400 MGM MIRAGE . . . . . . . . . 900 MGM MIRAGE . . . . . . . . . 12,600 MGM MIRAGE . . . . . . . . . 6,421 MICREL INC . . . . . . . . . 181 MICREL INC . . . . . . . . . 4,662 MICROCHIP TECHNOLOGY INC . . 16,454 MICROCHIP TECHNOLOGY INC 8,000 MICROCHIP TECHNOLOGY INC . . 9,997 MICRON TECHNOLOGY INC. . . . 2,283,744 MICRON TECHNOLOGY INC. . . . 65,968 MICRON TECHNOLOGY INC. . . . 134,045 MICRON TECHNOLOGY INC. . . . 8,174 MICRON TECHNOLOGY INC. . . . 7,430 MICRON TECHNOLOGY INC. . . . 6,550 MICRON TECHNOLOGY INC. . . . 4,863 MICRON TECHNOLOGY INC 1,817,000 MICRON TECHNOLOGY INC. . . . 250,000 MICRON TECHNOLOGY INC. . . . 25,000 MICRON TECHNOLOGY INC. . . . 10,000 MICRON TECHNOLOGY INC. . . . 17,550 MICRON TECHNOLOGY INC. . . . 612,700 MICRON TECHNOLOGY INC. . . . 12,200 MICRON TECHNOLOGY INC. . . . 14,900 MICROS SYS INC . . . . . . . 235 MICROSEMI CORP . . . . . . . 912 MICROSOFT CORP . . . . . . . 6,216,994 MICROSOFT CORP . . . . . . . 91,700 MICROSOFT CORP . . . . . . . 35,993 MICROSOFT CORP . . . . . . . 426,660 MICROSOFT CORP . . . . . . . 161,238 MICROSOFT CORP . . . . . . . 26,832 MICROSOFT CORP . . . . . . . 13,840 MICROSOFT CORP . . . . . . . 4,585 MICROSOFT CORP . . . . . . . 4,140 MICROSOFT CORP . . . . . . . 2,793 MICROSOFT CORP . . . . . . . 500 MICROSOFT CORP . . . . . . . 650,000 MICROSOFT CORP . . . . . . . 200,000 MICROSOFT CORP . . . . . . . 99,000 MICROSOFT CORP . . . . . . . 68,900 MICROSOFT CORP . . . . . . . 22,300 MICROSOFT CORP . . . . . . . 14,500 MICROSOFT CORP . . . . . . . 11,350 MICROSOFT CORP . . . . . . . 6,700 MICROSOFT CORP . . . . . . . 10,200 MICROSOFT CORP . . . . . . . 4,940 MICROSOFT CORP . . . . . . . 14,700 MICROSOFT CORP . . . . . . . 412,623 MICROSOFT CORP . . . . . . . 1,484,530 MICROSOFT CORP . . . . . . . 28,700 MICROSOFT CORP . . . . . . . 154,088 MID-AMER APT CMNTYS INC. . . 64,131 MID-AMER APT CMNTYS INC. . . 8,500 MILLER HERMAN INC. . . . . . 700 MILLICOM INTL CELLULAR S A . 4,500 MILLICOM INTL CELLULAR S A . 70 MILLICOM INTL CELLULAR S A . 186 MILLICOM INTL CELLULAR S A . 8,967 MILLIPORE CORP . . . . . . . 6,646 MILLIPORE CORP . . . . . . . 3,755 MILLIPORE CORP . . . . . . . 35,052 MILLIPORE CORP . . . . . . . 24,892 MILLIPORE CORP . . . . . . . 17,207 MILLIPORE CORP . . . . . . . 8,302 MILLIPORE CORP . . . . . . . 3,051 MILLIPORE CORP . . . . . . . 10,752 MINDRAY MEDICAL INTL LTD . . 740,000 MINDRAY MEDICAL INTL LTD . . 101,200 MINDRAY MEDICAL INTL LTD . . 538,200 MINDRAY MEDICAL INTL LTD . . 5,362 MINDRAY MEDICAL INTL LTD . . 14,900 MINDRAY MEDICAL INTL LTD . . 8,018 MINDRAY MEDICAL INTL LTD . . 821 MINDSPEED TECHNOLOGIES INC . 3,291 MIRANT CORP NEW. . . . . . . 3,179 MIRANT CORP NEW. . . . . . . 9,500 MIRANT CORP NEW. . . . . . . 113,862 MIRANT CORP NEW. . . . . . . 5,989 MIRANT CORP NEW. . . . . . . 2,670 MIRANT CORP NEW. . . . . . . 1,800 MIRANT CORP NEW. . . . . . . 3,520 MIRANT CORP NEW 9 MISSION WEST PPTYS INC . . . 4,300 MIZUHO FINL GROUP INC. . . . 200 MOBILE MINI INC. . . . . . . 3,048 MOBILE TELESYSTEMS OJSC. . . 140,200 MOBILE TELESYSTEMS OJSC. . . 103,700 MOBILE TELESYSTEMS OJSC. . . 320 MOBILE TELESYSTEMS OJSC. . . 790 MOBILE TELESYSTEMS OJSC. . . 10 MOBILE TELESYSTEMS OJSC. . . 7,779 MOBILE TELESYSTEMS OJSC. . . 1,590 MOBILE TELESYSTEMS OJSC. . . 77,100 MOBILE TELESYSTEMS OJSC. . . 159,900 MOBILE TELESYSTEMS OJSC. . . 7,305 MODUSLINK GLOBAL SOLUTIONS I 25 MOHAWK INDS INC. . . . . . . 3,362 MOHAWK INDS INC. . . . . . . 512 MOHAWK INDS INC. . . . . . . 4,400 MOHAWK INDS INC. . . . . . . 1,412 MOLEX INC. . . . . . . . . . 6,260 MOLEX INC. . . . . . . . . . 2,800 MOLEX INC. . . . . . . . . . 16,300 MOLEX INC. . . . . . . . . . 3,547 MOLSON COORS BREWING CO. . . 131,807 MOLSON COORS BREWING CO. . . 9,772 MOLSON COORS BREWING CO. . . 1,521 MOLSON COORS BREWING CO. . . 1,424 MOLSON COORS BREWING CO. . . 12,424 MONMOUTH REAL ESTATE INVT CO 6,200 MONSANTO CO NEW. . . . . . . 201,146 MONSANTO CO NEW. . . . . . . 20,151 MONSANTO CO NEW. . . . . . . 300 MONSANTO CO NEW. . . . . . . 193 MONSANTO CO NEW. . . . . . . 60,000 MONSANTO CO NEW. . . . . . . 5,300 MONSANTO CO NEW. . . . . . . 1,725 MONSANTO CO NEW. . . . . . . 8,970 MONSANTO CO NEW. . . . . . . 6,900 MONSANTO CO NEW. . . . . . . 8,500 MONSANTO CO NEW. . . . . . . 27,625 MONSANTO CO NEW. . . . . . . 28,412 MONSTER WORLDWIDE INC. . . . 5,965 MONSTER WORLDWIDE INC. . . . 8,361 MONSTER WORLDWIDE INC. . . . 1,392 MONTPELIER RE HOLDINGS LTD . 588 MONTPELIER RE HOLDINGS LTD . 102 MOODYS CORP. . . . . . . . . 18,438 MORGAN STANLEY . . . . . . . 1,441,760 MORGAN STANLEY . . . . . . . 21,655 MORGAN STANLEY . . . . . . . 13,477 MORGAN STANLEY . . . . . . . 2,680 MORGAN STANLEY . . . . . . . 748 MORGAN STANLEY . . . . . . . 250,000 MORGAN STANLEY . . . . . . . 78,000 MORGAN STANLEY . . . . . . . 28,225 MORGAN STANLEY . . . . . . . 23,700 MORGAN STANLEY . . . . . . . 10,000 MORGAN STANLEY . . . . . . . 8,730 MORGAN STANLEY . . . . . . . 7,800 MORGAN STANLEY . . . . . . . 10,100 MORGAN STANLEY . . . . . . . 14,544 MORGAN STANLEY . . . . . . . 612,695 MORGAN STANLEY . . . . . . . 673,000 MORGAN STANLEY . . . . . . . 13,500 MORGAN STANLEY . . . . . . . 52,452 MORGAN STANLEY CHINA A SH FD 950 MORGAN STANLEY EMERG MKT DOM 538 MORGANS HOTEL GROUP CO . . . 439 MORGANS HOTEL GROUP CO . . . 10,730 MOSAIC CO. . . . . . . . . . 375,024 MOSAIC CO. . . . . . . . . . 4,994 MOSAIC CO. . . . . . . . . . 4,670 MOSAIC CO. . . . . . . . . . 1,371 MOSAIC CO. . . . . . . . . . 18,700 MOSAIC CO. . . . . . . . . . 12,075 MOSAIC CO. . . . . . . . . . 27,011 MOSAIC CO. . . . . . . . . . 13,955 MOSAIC CO. . . . . . . . . . 18,807 MOTOROLA INC . . . . . . . . 1,278,139 MOTOROLA INC . . . . . . . . 34,137 MOTOROLA INC . . . . . . . . 9,023 MOTOROLA INC . . . . . . . . 63,500 MOTOROLA INC . . . . . . . . 2,165,245 MOTOROLA INC . . . . . . . . 105,246 MOUNTAIN PROV DIAMONDS INC . 10,000 MOVE INC COM . . . . . . . . 1,289 MSC INDL DIRECT INC. . . . . 1,615 MSCI INC . . . . . . . . . . 1,449 MSCI INC . . . . . . . . . . 2,153 MSCI INC . . . . . . . . . . 8,203 MSCI INC . . . . . . . . . . 17,265 MUELLER WTR PRODS INC. . . . 336,100 MUELLER WTR PRODS INC. . . . 166,520 MUELLER WTR PRODS INC. . . . 6,200 MURPHY OIL CORP. . . . . . . 206,402 MURPHY OIL CORP. . . . . . . 148 MURPHY OIL CORP. . . . . . . 500 MURPHY OIL CORP. . . . . . . 7,500 MURPHY OIL CORP. . . . . . . 282,600 MURPHY OIL CORP. . . . . . . 85,000 MURPHY OIL CORP. . . . . . . 53,970 MURPHY OIL CORP. . . . . . . 207,400 MURPHY OIL CORP. . . . . . . 3,200 MURPHY OIL CORP. . . . . . . 6,992 MYLAN INC 961,000 MYLAN INC. . . . . . . . . . 35,676 MYLAN INC. . . . . . . . . . 143,400 MYLAN INC. . . . . . . . . . 318,713 MYLAN INC. . . . . . . . . . 3,500 MYLAN INC. . . . . . . . . . 49,400 MYLAN INC. . . . . . . . . . 9 MYRIAD GENETICS INC. . . . . 4,528 MYRIAD GENETICS INC. . . . . 2,346 MYRIAD GENETICS INC. . . . . 1,286 MYRIAD GENETICS INC. . . . . 5,610 MYRIAD GENETICS INC. . . . . 2,333 MYRIAD PHARMACEUTICALS INC . 16 NABORS INDUSTRIES LTD. . . . 60,187 NABORS INDUSTRIES LTD. . . . 1,348 NABORS INDUSTRIES LTD. . . . 15,450 NABORS INDUSTRIES LTD. . . . 8,200 NABORS INDUSTRIES LTD. . . . 9,000 NABORS INDUSTRIES LTD. . . . 118,000 NABORS INDUSTRIES LTD. . . . 25,673 NALCO HOLDING COMPANY. . . . 142,801 NALCO HOLDING COMPANY. . . . 8 NALCO HOLDING COMPANY. . . . 200 NANOSPHERE INC . . . . . . . 150 NANOSPHERE INC . . . . . . . 3,600 NARA BANCORP INC . . . . . . 1,891 NASDAQ OMX GROUP INC . . . . 17,632 NASDAQ OMX GROUP INC . . . . 300 NASDAQ OMX GROUP INC 22,000 NATIONAL BEVERAGE CORP . . . 500 NATIONAL BK GREECE S A . . . 32,987 NATIONAL FINL PARTNERS CORP. 878 NATIONAL FUEL GAS CO N J . . 662 NATIONAL HEALTH INVS INC . . 61,695 NATIONAL HEALTH INVS INC . . 8,500 NATIONAL HEALTHCARE CORP . . 22,746 NATIONAL OILWELL VARCO INC . 1,011,982 NATIONAL OILWELL VARCO INC . 26,800 NATIONAL OILWELL VARCO INC . 5,435 NATIONAL OILWELL VARCO INC . 221,872 NATIONAL OILWELL VARCO INC . 150,121 NATIONAL OILWELL VARCO INC . 500 NATIONAL OILWELL VARCO INC . 321 NATIONAL OILWELL VARCO INC . 20,900 NATIONAL OILWELL VARCO INC . 3,500 NATIONAL OILWELL VARCO INC . 34,512 NATIONAL OILWELL VARCO INC . 20,850 NATIONAL OILWELL VARCO INC . 25,642 NATIONAL PENN BANCSHARES INC 497 NATIONAL RETAIL PROPERTIES I 183,113 NATIONAL RETAIL PROPERTIES I 26,400 NATIONAL RETAIL PROPERTIES I 23,400 NATIONAL SEMICONDUCTOR CORP. 19,750 NATIONAL SEMICONDUCTOR CORP. 3,226 NATIONAL SEMICONDUCTOR CORP. 543 NATIONAL SEMICONDUCTOR CORP. 15,100 NATIONAL SEMICONDUCTOR CORP. 5,000 NATIONAL SEMICONDUCTOR CORP. 17,568 NATIONALCINEMEDIA INC. . . . 38,575 NATIONWIDE HEALTH PPTYS INC. 249,407 NATIONWIDE HEALTH PPTYS INC. 34,100 NATIONWIDE HEALTH PPTYS INC. 610 NATIONWIDE HEALTH PPTYS INC. 36,100 NATURAL GAS SERVICES GROUP . 1,270 NAVIGANT CONSULTING INC. . . 3,042 NAVIGATORS GROUP INC . . . . 76 NAVIOS MARITIME HOLDINGS INC 8,283 NAVIOS MARITIME HOLDINGS INC 4,461 NAVISTAR INTL CORP NEW . . . 1,630 NAVISTAR INTL CORP NEW . . . 1,313 NAVISTAR INTL CORP NEW 190,000 NAVISTAR INTL CORP NEW 1,441,000 NBT BANCORP INC. . . . . . . 600 NBTY INC . . . . . . . . . . 50 NBTY INC . . . . . . . . . . 73,200 NBTY INC . . . . . . . . . . 613 NBTY INC . . . . . . . . . . 365 NBTY INC . . . . . . . . . . 300 NCR CORP NEW . . . . . . . . 306 NEENAH PAPER INC . . . . . . 181 NEKTAR THERAPEUTICS. . . . . 2,158 NELNET INC . . . . . . . . . 1,007 NET SERVICOS DE COMUNICACAO. 850 NETAPP INC . . . . . . . . . 34,265 NETAPP INC . . . . . . . . . 300 NETAPP INC 440,000 NETAPP INC 17,000 NETAPP INC . . . . . . . . . 13,528 NETEASE COM INC. . . . . . . 237,400 NETEASE COM INC. . . . . . . 152,500 NETEASE COM INC. . . . . . . 1,161 NETFLIX INC. . . . . . . . . 400 NETFLIX INC. . . . . . . . . 421 NETFLIX INC. . . . . . . . . 3,560 NETFLIX INC. . . . . . . . . 1,030 NETGEAR INC. . . . . . . . . 700 NETGEAR INC. . . . . . . . . 79 NETLOGIC MICROSYSTEMS INC. . 42,009 NETLOGIC MICROSYSTEMS INC. . 2,138 NETLOGIC MICROSYSTEMS INC. . 1,690 NETSCOUT SYS INC . . . . . . 83 NETSCOUT SYS INC . . . . . . 2,350 NETWORK EQUIP TECHNOLOGIES . 9,700 NEUSTAR INC. . . . . . . . . 1,107 NEUTRAL TANDEM INC . . . . . 2,177 NEUTRAL TANDEM INC . . . . . 657 NEW GOLD INC CDA . . . . . . 85,000 NEW GOLD INC CDA . . . . . . 452,295 NEW GOLD INC CDA . . . . . . 20,381 NEW ORIENTAL ED & TECH GRP I 213,583 NEW ORIENTAL ED & TECH GRP I 11,500 NEW ORIENTAL ED & TECH GRP I 1,839 NEW ORIENTAL ED & TECH GRP I 301 NEW YORK CMNTY BANCORP INC . 59,225 NEW YORK CMNTY BANCORP INC . 551,719 NEW YORK CMNTY BANCORP INC . 196,875 NEW YORK CMNTY BANCORP INC . 10,695 NEW YORK CMNTY BANCORP INC . 1,690 NEW YORK CMNTY BANCORP INC . 8,388 NEW YORK CMNTY BANCORP INC . 660,500 NEW YORK CMNTY BANCORP INC . 20,100 NEW YORK CMNTY BANCORP INC . 10,877 NEW YORK TIMES CO. . . . . . 700 NEW YORK TIMES CO. . . . . . 21,239 NEWALLIANCE BANCSHARES INC . 4,200 NEWELL RUBBERMAID INC. . . . 707,871 NEWELL RUBBERMAID INC. . . . 146 NEWELL RUBBERMAID INC 211,000 NEWELL RUBBERMAID INC. . . . 26,731 NEWFIELD EXPL CO . . . . . . 215,970 NEWFIELD EXPL CO . . . . . . 3,840 NEWFIELD EXPL CO . . . . . . 2,060 NEWFIELD EXPL CO . . . . . . 33,650 NEWFIELD EXPL CO . . . . . . 90,809 NEWFIELD EXPL CO . . . . . . 8,000 NEWFIELD EXPL CO . . . . . . 3,677 NEWMARKET CORP . . . . . . . 450 NEWMONT MINING CORP. . . . . 1,239,409 NEWMONT MINING CORP. . . . . 400 NEWMONT MINING CORP. . . . . 20,005 NEWMONT MINING CORP. . . . . 15,170 NEWMONT MINING CORP. . . . . 432 NEWMONT MINING CORP 1,106,000 NEWMONT MINING CORP. . . . . 7,508 NEWMONT MINING CORP. . . . . 732 NEWMONT MINING CORP. . . . . 75,000 NEWMONT MINING CORP. . . . . 4,800 NEWMONT MINING CORP. . . . . 1,555 NEWMONT MINING CORP. . . . . 122,043 NEWMONT MINING CORP. . . . . 16,135 NEWMONT MINING CORP. . . . . 626,904 NEWMONT MINING CORP. . . . . 114,205 NEWMONT MINING CORP. . . . . 91,587 NEWMONT MINING CORP 7,000 NEWMONT MINING CORP. . . . . 115,500 NEWMONT MINING CORP. . . . . 1,100 NEWPARK RES INC. . . . . . . 36,300 NEWS CORP. . . . . . . . . . 962,108 NEWS CORP. . . . . . . . . . 36,863 NEWS CORP. . . . . . . . . . 300 NEWS CORP. . . . . . . . . . 500 NEWS CORP. . . . . . . . . . 33,969 NEWS CORP. . . . . . . . . . 1,700 NEWS CORP. . . . . . . . . . 500,000 NEWS CORP. . . . . . . . . . 48,000 NEWS CORP. . . . . . . . . . 15,800 NEWS CORP. . . . . . . . . . 1,320,800 NEWS CORP. . . . . . . . . . 29,400 NEWS CORP. . . . . . . . . . 63,510 NEWS CORP. . . . . . . . . . 11,676 NEXEN INC. . . . . . . . . . 86,998 NEXEN INC. . . . . . . . . . 37,925 NEXEN INC. . . . . . . . . . 1,032 NEXEN INC. . . . . . . . . . 13,000 NEXEN INC. . . . . . . . . . 92,037 NEXEN INC. . . . . . . . . . 341,753 NEXEN INC. . . . . . . . . . 57,461 NEXEN INC. . . . . . . . . . 359,600 NEXEN INC. . . . . . . . . . 7,600 NEXEN INC. . . . . . . . . . 14,978 NGP CAP RES CO . . . . . . . 3,510 NICE SYS LTD . . . . . . . . 12,100 NICOR INC. . . . . . . . . . 2,500 NII HLDGS INC. . . . . . . . 10,592 NII HLDGS INC. . . . . . . . 3,077 NII HLDGS INC. . . . . . . . 97,100 NII HLDGS INC 1,128,000 NII HLDGS INC. . . . . . . . 100,000 NII HLDGS INC. . . . . . . . 68,000 NII HLDGS INC. . . . . . . . 39,333 NII HLDGS INC. . . . . . . . 7,420 NII HLDGS INC. . . . . . . . 1,500 NII HLDGS INC. . . . . . . . 17,435 NII HLDGS INC. . . . . . . . 508,700 NII HLDGS INC. . . . . . . . 10,100 NII HLDGS INC. . . . . . . . 4,418 NIKE INC . . . . . . . . . . 404,842 NIKE INC . . . . . . . . . . 42,000 NIKE INC . . . . . . . . . . 830 NIKE INC . . . . . . . . . . 161 NIKE INC . . . . . . . . . . 50,000 NIKE INC . . . . . . . . . . 4,600 NIKE INC . . . . . . . . . . 1,470 NIKE INC . . . . . . . . . . 10,900 NIKE INC . . . . . . . . . . 13,000 NIKE INC . . . . . . . . . . 217,000 NIKE INC . . . . . . . . . . 92,216 NIKE INC . . . . . . . . . . 6,163 NIKE INC . . . . . . . . . . 19,266 NISOURCE INC . . . . . . . . 25,988 NISOURCE INC . . . . . . . . 300,000 NISOURCE INC . . . . . . . . 190,000 NISOURCE INC . . . . . . . . 30,100 NISOURCE INC . . . . . . . . 17,460 NISOURCE INC . . . . . . . . 16,500 NISOURCE INC . . . . . . . . 11,350 NISOURCE INC . . . . . . . . 9,900 NISOURCE INC . . . . . . . . 6,500 NISOURCE INC . . . . . . . . 26,300 NISOURCE INC . . . . . . . . 1,701,737 NISOURCE INC . . . . . . . . 33,800 NOBLE CORPORATION BAAR . . . 556,677 NOBLE CORPORATION BAAR . . . 34,638 NOBLE CORPORATION BAAR . . . 78,993 NOBLE CORPORATION BAAR . . . 7,400 NOBLE CORPORATION BAAR . . . 2,430 NOBLE CORPORATION BAAR . . . 32,279 NOBLE CORPORATION BAAR . . . 5,000 NOBLE CORPORATION BAAR . . . 98,100 NOBLE CORPORATION BAAR . . . 4,400 NOBLE CORPORATION BAAR . . . 7,238 NOBLE ENERGY INC . . . . . . 122,389 NOBLE ENERGY INC . . . . . . 1,027 NOBLE ENERGY INC . . . . . . 7,716 NOKIA CORP . . . . . . . . . 3,300 NOKIA CORP . . . . . . . . . 474,820 NOKIA CORP . . . . . . . . . 160,529 NOMURA HLDGS INC . . . . . . 600 NORDSTROM INC. . . . . . . . 107,042 NORDSTROM INC. . . . . . . . 5,720 NORDSTROM INC. . . . . . . . 172 NORFOLK SOUTHERN CORP. . . . 507,510 NORFOLK SOUTHERN CORP. . . . 741 NORFOLK SOUTHERN CORP. . . . 1,800 NORFOLK SOUTHERN CORP. . . . 7,971 NORTEL INVERSORA S A . . . . 524,966 NORTEL INVERSORA S A . . . . 130,700 NORTH AMERN PALLADIUM LTD. . 10,130 NORTH AMERN PALLADIUM LTD. . 5,579 NORTH AMERN PALLADIUM LTD. . 2,067 NORTHEAST UTILS. . . . . . . 25,436 NORTHEAST UTILS. . . . . . . 136,993 NORTHEAST UTILS. . . . . . . 41,301 NORTHEAST UTILS. . . . . . . 1,268 NORTHERN DYNASTY MINERALS LT 3,200 NORTHERN DYNASTY MINERALS LT 34,898 NORTHERN DYNASTY MINERALS LT 21,073 NORTHERN DYNASTY MINERALS LT 6,592 NORTHERN TR CORP . . . . . . 201,764 NORTHERN TR CORP . . . . . . 5,755 NORTHERN TR CORP . . . . . . 91 NORTHERN TR CORP . . . . . . 2,000 NORTHERN TR CORP . . . . . . 2,258 NORTHROP GRUMMAN CORP. . . . 581,454 NORTHROP GRUMMAN CORP. . . . 55,625 NORTHROP GRUMMAN CORP. . . . 9,400 NORTHROP GRUMMAN CORP. . . . 3,025 NORTHROP GRUMMAN CORP. . . . 8,000 NORTHROP GRUMMAN CORP. . . . 3,116 NORTHROP GRUMMAN CORP. . . . 120,700 NORTHROP GRUMMAN CORP. . . . 6,668 NORTHWEST BANCSHARES INC MD. 154 NORTHWEST BANCSHARES INC MD. 35,300 NORTHWEST NAT GAS CO . . . . 500 NORTHWESTERN CORP. . . . . . 78 NORTHWESTERN CORP. . . . . . 6,000 NOVAGOLD RES INC . . . . . . 6,900 NOVAGOLD RES INC . . . . . . 486,836 NOVATEL WIRELESS INC . . . . 2,080 NOVAVAX INC. . . . . . . . . 23,500 NOVAVAX INC. . . . . . . . . 3,584 NOVELL INC . . . . . . . . . 20,000 NOVELL INC . . . . . . . . . 48,936 NOVELL INC . . . . . . . . . 696,511 NOVELL INC . . . . . . . . . 103,603 NOVELL INC . . . . . . . . . 12,654 NOVELL INC . . . . . . . . . 7,139 NOVELL INC . . . . . . . . . 1,341 NOVELL INC . . . . . . . . . 30,850 NOVELL INC . . . . . . . . . 5,164 NOVELLUS SYS INC . . . . . . 4,506 NOVELLUS SYS INC . . . . . . 55,292 NOVELLUS SYS INC . . . . . . 1,300 NOVELLUS SYS INC . . . . . . 7,800 NOVELLUS SYS INC . . . . . . 11,600 NOVELLUS SYS INC . . . . . . 1,300 NPS PHARMACEUTICALS INC. . . 2,416 NRG ENERGY INC . . . . . . . 146,229 NRG ENERGY INC . . . . . . . 12,734 NRG ENERGY INC . . . . . . . 5,908 NRG ENERGY INC . . . . . . . 1,149 NRG ENERGY INC . . . . . . . 2,000 NRG ENERGY INC . . . . . . . 1,500 NRG ENERGY INC . . . . . . . 33,345 NSTAR. . . . . . . . . . . . 9,633 NSTAR. . . . . . . . . . . . 2,591 NU SKIN ENTERPRISES INC. . . 407 NU SKIN ENTERPRISES INC. . . 1,879 NU SKIN ENTERPRISES INC. . . 400 NUANCE COMMUNICATIONS INC. . 13,529 NUANCE COMMUNICATIONS INC. . 120,000 NUANCE COMMUNICATIONS INC. . 80,000 NUANCE COMMUNICATIONS INC. . 4,950 NUANCE COMMUNICATIONS INC. . 5,070 NUCOR CORP . . . . . . . . . 94,035 NUCOR CORP . . . . . . . . . 6,280 NUCOR CORP . . . . . . . . . 259 NUCOR CORP . . . . . . . . . 34,000 NUCOR CORP . . . . . . . . . 3,930 NUCOR CORP . . . . . . . . . 1,000 NUCOR CORP . . . . . . . . . 850 NUCOR CORP . . . . . . . . . 146,400 NUCOR CORP . . . . . . . . . 1,154 NUTRACEUTICAL INTL CORP. . . 682 NUTRI SYS INC NEW. . . . . . 110,000 NUTRI SYS INC NEW. . . . . . 750 NUTRI SYS INC NEW. . . . . . 1,190 NUVASIVE INC . . . . . . . . 578 NUVASIVE INC . . . . . . . . 2,030 NV ENERGY INC. . . . . . . . 24,900 NVIDIA CORP. . . . . . . . . 58,695 NVIDIA CORP. . . . . . . . . 6,461 NVIDIA CORP. . . . . . . . . 82,600 NVIDIA CORP. . . . . . . . . 35,709 NVR INC. . . . . . . . . . . 56 NXSTAGE MEDICAL INC. . . . . 1,316 NYSE EURONEXT. . . . . . . . 834,850 NYSE EURONEXT. . . . . . . . 1,950 NYSE EURONEXT. . . . . . . . 13,500 NYSE EURONEXT. . . . . . . . 43 NYSE EURONEXT. . . . . . . . 56,200 NYSE EURONEXT. . . . . . . . 956 O REILLY AUTOMOTIVE INC. . . 15,029 O REILLY AUTOMOTIVE INC. . . 48,985 O REILLY AUTOMOTIVE INC. . . 195 O REILLY AUTOMOTIVE INC. . . 1,559 OCCIDENTAL PETE CORP DEL . . 913,357 OCCIDENTAL PETE CORP DEL . . 18,300 OCCIDENTAL PETE CORP DEL . . 381,649 OCCIDENTAL PETE CORP DEL . . 110,170 OCCIDENTAL PETE CORP DEL . . 4,290 OCCIDENTAL PETE CORP DEL . . 778 OCCIDENTAL PETE CORP DEL . . 110,000 OCCIDENTAL PETE CORP DEL . . 9,700 OCCIDENTAL PETE CORP DEL . . 3,200 OCCIDENTAL PETE CORP DEL . . 3,000 OCCIDENTAL PETE CORP DEL . . 19,240 OCCIDENTAL PETE CORP DEL . . 23,071 OCCIDENTAL PETE CORP DEL . . 32,125 OCCIDENTAL PETE CORP DEL . . 22,040 OCCIDENTAL PETE CORP DEL . . 24,778 OCEANEERING INTL INC . . . . 41,700 OCH ZIFF CAP MGMT GROUP. . . 5,000 OCH ZIFF CAP MGMT GROUP. . . 416 OCLARO INC . . . . . . . . . 6,351 OCWEN FINL CORP. . . . . . . 820 ODYSSEY HEALTHCARE INC . . . 480 ODYSSEY HEALTHCARE INC . . . 100 ODYSSEY HEALTHCARE INC . . . 2,019 ODYSSEY MARINE EXPLORATION I 650 ODYSSEY MARINE EXPLORATION I 30,984 ODYSSEY MARINE EXPLORATION I 7,688 OFFICE DEPOT INC . . . . . . 14,000 OFFICE DEPOT INC . . . . . . 1,000 OFFICE DEPOT INC . . . . . . 15,950 OFFICEMAX INC DEL. . . . . . 2,470 OIL STS INTL INC . . . . . . 1,155 OIL STS INTL INC . . . . . . 1,100 OIL SVC HOLDRS TR. . . . . . 1,300 OIL SVC HOLDRS TR. . . . . . 9,930 OILSANDS QUEST INC . . . . . 8,000 OLD NATL BANCORP IND . . . . 1,625 OLD NATL BANCORP IND . . . . 6,100 OLD REP INTL CORP. . . . . . 7,347 OLD REP INTL CORP. . . . . . 19,372 OLD REP INTL CORP 362,000 OLD REP INTL CORP. . . . . . 3,950 OLD REP INTL CORP. . . . . . 5,946 OLIN CORP. . . . . . . . . . 4,590 OM GROUP INC . . . . . . . . 470 OMEGA HEALTHCARE INVS INC. . 197,212 OMEGA HEALTHCARE INVS INC. . 27,900 OMEGA HEALTHCARE INVS INC. . 1,709 OMEGA HEALTHCARE INVS INC. . 44,000 OMEGA PROTEIN CORP . . . . . 55,000 OMEGA PROTEIN CORP . . . . . 1,832 OMNIAMERICAN BANCORP INC . . 2,253 OMNICARE CAP TR II . . . . . 9,205 OMNICARE CAP TR II . . . . . 49 OMNICARE INC . . . . . . . . 4,392 OMNICARE INC 773,000 OMNICARE INC . . . . . . . . 1,100 OMNICARE INC . . . . . . . . 774 OMNICARE INC 21,000 OMNICARE INC . . . . . . . . 2,894 OMNICOM GROUP INC. . . . . . 40,307 OMNICOM GROUP INC 62,270,000 OMNICOM GROUP INC 20,000,000 OMNICOM GROUP INC. . . . . . 201,500 OMNICOM GROUP INC. . . . . . 300 OMNICOM GROUP INC. . . . . . 14,696 ON ASSIGNMENT INC. . . . . . 21,500 ON SEMICONDUCTOR CORP. . . . 28,218 ON SEMICONDUCTOR CORP. . . . 7,877 ON SEMICONDUCTOR CORP. . . . 1,398 ON SEMICONDUCTOR CORP. . . . 9,300 ON TRACK INNOVATION LTD. . . 37,054 ONEOK INC NEW. . . . . . . . 12,546 ONEOK INC NEW. . . . . . . . 6,200 ONEOK INC NEW. . . . . . . . 6,183 ONYX PHARMACEUTICALS INC . . 20,200 ONYX PHARMACEUTICALS INC . . 750 ONYX PHARMACEUTICALS INC . . 1,572 OPEN JT STK CO-VIMPEL COMMUN 910,800 OPEN JT STK CO-VIMPEL COMMUN 652,000 OPEN JT STK CO-VIMPEL COMMUN 14,249 OPEN JT STK CO-VIMPEL COMMUN 3,600 OPEN JT STK CO-VIMPEL COMMUN 112,000 OPEN JT STK CO-VIMPEL COMMUN 244,000 OPEN JT STK CO-VIMPEL COMMUN 6,013 OPEN TEXT CORP . . . . . . . 3,441 OPEN TEXT CORP . . . . . . . 70 OPEN TEXT CORP . . . . . . . 24,000 OPLINK COMMUNICATIONS INC. . 1,065 OPTIMAL GROUP INC. . . . . . 1,525 ORACLE CORP. . . . . . . . . 3,110,587 ORACLE CORP. . . . . . . . . 108,400 ORACLE CORP. . . . . . . . . 9,710 ORACLE CORP. . . . . . . . . 345,056 ORACLE CORP. . . . . . . . . 114,215 ORACLE CORP. . . . . . . . . 2,712 ORACLE CORP. . . . . . . . . 3,310 ORACLE CORP. . . . . . . . . 3,677 ORACLE CORP. . . . . . . . . 550,000 ORACLE CORP. . . . . . . . . 115,000 ORACLE CORP. . . . . . . . . 55,000 ORACLE CORP. . . . . . . . . 25,000 ORACLE CORP. . . . . . . . . 17,300 ORACLE CORP. . . . . . . . . 5,000 ORACLE CORP. . . . . . . . . 12,300 ORACLE CORP. . . . . . . . . 25,524 ORACLE CORP. . . . . . . . . 20,000 ORACLE CORP. . . . . . . . . 14,186 ORACLE CORP. . . . . . . . . 1,169,700 ORACLE CORP. . . . . . . . . 23,000 ORACLE CORP. . . . . . . . . 2,248 ORBCOMM INC. . . . . . . . . 12,200 ORCHARD ENTERPRISES INC. . . 21,175 ORCHIDS PAPER PRODS CO DEL . 416 ORIENT PAPER INC . . . . . . 2,823 ORIENTAL FINL GROUP INC. . . 1,861 ORIENTAL FINL GROUP INC. . . 2,880 ORIENTAL FINL GROUP INC. . . 673 ORIENT-EXPRESS HOTELS LTD. . 201,436 ORIENT-EXPRESS HOTELS LTD. . 675 ORIENT-EXPRESS HOTELS LTD. . 233 ORION MARINE GROUP INC . . . 73 ORION MARINE GROUP INC . . . 10,050 ORMAT TECHNOLOGIES INC . . . 25,300 ORMAT TECHNOLOGIES INC . . . 260 ORMAT TECHNOLOGIES INC . . . 140 OSHKOSH CORP . . . . . . . . 4,989 OSHKOSH CORP . . . . . . . . 1,797 OSHKOSH CORP . . . . . . . . 1,400 OSI PHARMACEUTICALS INC. . . 4,425 OSI PHARMACEUTICALS INC. . . 59,233 OSI PHARMACEUTICALS INC. . . 2,740 OSI PHARMACEUTICALS INC. . . 2,101 OSI PHARMACEUTICALS INC. . . 96 OSI PHARMACEUTICALS INC 507,000 OSI SYSTEMS INC. . . . . . . 533 OTTER TAIL CORP. . . . . . . 1,400 OVERHILL FARMS INC . . . . . 3,810 OVERSEAS SHIPHOLDING GROUP I 2,800 OVERSEAS SHIPHOLDING GROUP I 567 OWENS CORNING NEW. . . . . . 1,468 OWENS CORNING NEW. . . . . . 1,412 OWENS ILL INC. . . . . . . . 281,257 OWENS ILL INC. . . . . . . . 500 OWENS ILL INC. . . . . . . . 660 OWENS ILL INC. . . . . . . . 14,500 OWENS ILL INC. . . . . . . . 8,689 OXFORD INDS INC. . . . . . . 250 PACCAR INC . . . . . . . . . 101,722 PACCAR INC . . . . . . . . . 2,173 PACCAR INC . . . . . . . . . 846 PACKAGING CORP AMER. . . . . 1,750 PACTIV CORP. . . . . . . . . 9,924 PACTIV CORP. . . . . . . . . 300 PACTIV CORP. . . . . . . . . 2,190 PACTIV CORP. . . . . . . . . 687 PACTIV CORP. . . . . . . . . 1,000 PACTIV CORP. . . . . . . . . 1,702 PACWEST BANCORP DEL. . . . . 1,071 PAIN THERAPEUTICS INC. . . . 10,861 PALL CORP. . . . . . . . . . 12,486 PALL CORP. . . . . . . . . . 896 PALM INC NEW . . . . . . . . 60,865 PALM INC NEW . . . . . . . . 16,720 PAMRAPO BANCORP INC. . . . . 5,203 PAN AMERICAN SILVER CORP . . 5,226 PAN AMERICAN SILVER CORP . . 6,639 PAN AMERICAN SILVER CORP . . 63,520 PAPA JOHNS INTL INC. . . . . 290 PAPA JOHNS INTL INC. . . . . 443 PAR PHARMACEUTICAL COS INC . 433 PAR PHARMACEUTICAL COS INC . 48,700 PAR PHARMACEUTICAL COS INC . 3,000 PAR PHARMACEUTICAL COS INC . 39,100 PAR PHARMACEUTICAL COS INC . 6,000 PARKER HANNIFIN CORP . . . . 37,833 PARKER HANNIFIN CORP . . . . 875 PARKER HANNIFIN CORP . . . . 115,000 PARKER HANNIFIN CORP . . . . 19,000 PARKER HANNIFIN CORP . . . . 9,900 PARKER HANNIFIN CORP . . . . 3,200 PARKER HANNIFIN CORP . . . . 14,072 PARKWAY PPTYS INC. . . . . . 48,046 PARKWAY PPTYS INC. . . . . . 5,300 PARTNERRE LTD. . . . . . . . 4,345 PARTNERRE LTD. . . . . . . . 4,800 PARTNERRE LTD. . . . . . . . 1,659 PATNI COMPUTER SYS . . . . . 68,100 PATRIOT COAL CORP. . . . . . 100,700 PATRIOT COAL CORP. . . . . . 2,550 PATRIOT COAL CORP. . . . . . 81 PATTERSON COMPANIES INC. . . 6,689 PATTERSON COMPANIES INC. . . 734 PATTERSON COMPANIES INC. . . 1,388 PATTERSON COMPANIES INC. . . 2,190 PATTERSON COMPANIES INC. . . 35,820 PATTERSON COMPANIES INC. . . 2,955 PATTERSON UTI ENERGY INC . . 12,243 PATTERSON UTI ENERGY INC . . 250 PATTERSON UTI ENERGY INC . . 67,366 PATTERSON UTI ENERGY INC . . 99,746 PATTERSON UTI ENERGY INC . . 21,362 PATTERSON UTI ENERGY INC . . 2,600 PATTERSON UTI ENERGY INC . . 3,800 PATTERSON UTI ENERGY INC . . 3,934 PAYCHEX INC. . . . . . . . . 63,901 PAYCHEX INC. . . . . . . . . 1,850 PAYCHEX INC. . . . . . . . . 5,901 PDF SOLUTIONS INC. . . . . . 132,482 PDL BIOPHARMA INC. . . . . . 222,972 PDL BIOPHARMA INC. . . . . . 16,488 PEABODY ENERGY CORP. . . . . 453,499 PEABODY ENERGY CORP. . . . . 20,700 PEABODY ENERGY CORP. . . . . 3,600 PEABODY ENERGY CORP. . . . . 364 PEABODY ENERGY CORP. . . . . 2,159 PEABODY ENERGY CORP. . . . . 519 PEABODY ENERGY CORP. . . . . 83 PEABODY ENERGY CORP. . . . . 32,743 PEABODY ENERGY CORP. . . . . 39,739 PEABODY ENERGY CORP. . . . . 30,494 PEABODY ENERGY CORP. . . . . 17,974 PEBBLEBROOK HOTEL TR . . . . 237 PEBBLEBROOK HOTEL TR . . . . 12,200 PECO II INC. . . . . . . . . 3,638 PEGASYSTEMS INC. . . . . . . 2,690 PENN VA CORP 1,164,000 PENN VA CORP . . . . . . . . 1,835 PENN WEST ENERGY TR. . . . . 485,007 PENN WEST ENERGY TR. . . . . 400 PENN WEST ENERGY TR. . . . . 308 PENN WEST ENERGY TR. . . . . 4,400 PENN WEST ENERGY TR. . . . . 15,182 PENNEY J C INC . . . . . . . 61,730 PENNEY J C INC . . . . . . . 600 PENNEY J C INC . . . . . . . 2,000 PENNEY J C INC . . . . . . . 987 PENNEY J C INC . . . . . . . 5,000 PENNEY J C INC . . . . . . . 1,300 PENNEY J C INC . . . . . . . 941 PENNSYLVANIA RL ESTATE INVT. 99,058 PENNSYLVANIA RL ESTATE INVT. 17,400 PENSKE AUTOMOTIVE GRP INC. . 1,520 PENSON WORLDWIDE INC . . . . 970 PENTAIR INC. . . . . . . . . 43,490 PENTAIR INC. . . . . . . . . 2,266 PEOPLES UNITED FINANCIAL INC 66,091 PEOPLES UNITED FINANCIAL INC 3,100 PEOPLES UNITED FINANCIAL INC 2,744 PEOPLES UNITED FINANCIAL INC 16,100 PEOPLES UNITED FINANCIAL INC 56,250 PEOPLES UNITED FINANCIAL INC 5,352 PEPCO HOLDINGS INC . . . . . 164,151 PEPCO HOLDINGS INC . . . . . 947 PEPCO HOLDINGS INC . . . . . 479,000 PEPCO HOLDINGS INC . . . . . 226,434 PEPCO HOLDINGS INC . . . . . 8,617 PEPSICO INC. . . . . . . . . 817,865 PEPSICO INC. . . . . . . . . 35,600 PEPSICO INC. . . . . . . . . 4,584 PEPSICO INC. . . . . . . . . 7,390 PEPSICO INC. . . . . . . . . 946 PEPSICO INC. . . . . . . . . 200 PEPSICO INC. . . . . . . . . 215,000 PEPSICO INC. . . . . . . . . 17,900 PEPSICO INC. . . . . . . . . 7,000 PEPSICO INC. . . . . . . . . 5,875 PEPSICO INC. . . . . . . . . 1,200 PEPSICO INC. . . . . . . . . 23,710 PEPSICO INC. . . . . . . . . 36,194 PEPSICO INC. . . . . . . . . 445,015 PEPSICO INC. . . . . . . . . 4,550 PEPSICO INC. . . . . . . . . 59,968 PERFECT WORLD CO LTD . . . . 157,500 PERFECT WORLD CO LTD . . . . 111,500 PERFECT WORLD CO LTD . . . . 1,800 PERFECT WORLD CO LTD . . . . 560 PERFECT WORLD CO LTD . . . . 10,600 PERKINELMER INC. . . . . . . 2,957 PERKINELMER INC. . . . . . . 37,860 PERKINELMER INC. . . . . . . 1,562 PERKINELMER INC. . . . . . . 100,000 PERKINELMER INC. . . . . . . 10,000 PERKINELMER INC. . . . . . . 4,320 PERKINELMER INC. . . . . . . 2,293 PERRIGO CO . . . . . . . . . 10,585 PERRIGO CO . . . . . . . . . 15 PERRIGO CO . . . . . . . . . 166 PERRIGO CO . . . . . . . . . 1,883 PETROBRAS ENERGIA S A. . . . 2,400 PETROCHINA CO LTD. . . . . . 200 PETROHAWK ENERGY CORP. . . . 208,350 PETROHAWK ENERGY CORP. . . . 2,318 PETROHAWK ENERGY CORP. . . . 10,856 PETROHAWK ENERGY CORP. . . . 4,961 PETROHAWK ENERGY CORP. . . . 7,700 PETROLEO BRASILEIRO SA PETRO 2,229,222 PETROLEO BRASILEIRO SA PETRO 1,285,518 PETROLEO BRASILEIRO SA PETRO 2,210,200 PETROLEO BRASILEIRO SA PETRO 1,132,900 PETROLEO BRASILEIRO SA PETRO 2,355,321 PETROLEO BRASILEIRO SA PETRO 5,288 PETROLEO BRASILEIRO SA PETRO 291 PETROLEO BRASILEIRO SA PETRO 1,250 PETROLEO BRASILEIRO SA PETRO 603 PETROLEO BRASILEIRO SA PETRO 1,500 PETROLEO BRASILEIRO SA PETRO 6,000 PETROLEO BRASILEIRO SA PETRO 32,000 PETROLEO BRASILEIRO SA PETRO 114,030 PETROLEO BRASILEIRO SA PETRO 1,019,760 PETROLEUM DEV CORP . . . . . 1,744 PETROLEUM DEV CORP . . . . . 1,820 PETROQUEST ENERGY INC. . . . 720 PETSMART INC . . . . . . . . 11,861 PETSMART INC . . . . . . . . 540 PETSMART INC . . . . . . . . 2,998 PFIZER INC . . . . . . . . . 8,684,855 PFIZER INC . . . . . . . . . 12,500 PFIZER INC . . . . . . . . . 132,184 PFIZER INC . . . . . . . . . 20,240 PFIZER INC . . . . . . . . . 5,321 PFIZER INC . . . . . . . . . 3,600 PFIZER INC . . . . . . . . . 850,000 PFIZER INC . . . . . . . . . 195,000 PFIZER INC . . . . . . . . . 90,700 PFIZER INC . . . . . . . . . 29,800 PFIZER INC . . . . . . . . . 18,000 PFIZER INC . . . . . . . . . 40,600 PFIZER INC . . . . . . . . . 246 PFIZER INC . . . . . . . . . 2,800 PFIZER INC . . . . . . . . . 772 PFIZER INC . . . . . . . . . 400 PFIZER INC . . . . . . . . . 67,495 PFIZER INC . . . . . . . . . 1,141,197 PFIZER INC . . . . . . . . . 303,982 PFIZER INC . . . . . . . . . 12,155 PFIZER INC . . . . . . . . . 1,621,431 PFIZER INC . . . . . . . . . 1,448,708 PFIZER INC . . . . . . . . . 411,150 PFIZER INC . . . . . . . . . 553,412 PG&E CORP. . . . . . . . . . 315,619 PG&E CORP. . . . . . . . . . 629 PG&E CORP. . . . . . . . . . 9,000 PG&E CORP. . . . . . . . . . 10,200 PG&E CORP. . . . . . . . . . 408,506 PG&E CORP. . . . . . . . . . 34,632 PG&E CORP. . . . . . . . . . 7,785 PHARMACEUTICAL HLDRS TR. . . 411 PHARMACEUTICAL HLDRS TR. . . 2,800 PHARMACEUTICAL HLDRS TR. . . 4,060 PHARMACEUTICAL PROD DEV INC. 3,836 PHARMACEUTICAL PROD DEV INC. 634 PHARMACEUTICAL PROD DEV INC. 2,580 PHARMERICA CORP. . . . . . . 6,439 PHILIP MORRIS INTL INC . . . 368,006 PHILIP MORRIS INTL INC . . . 8,260 PHILIP MORRIS INTL INC . . . 151,281 PHILIP MORRIS INTL INC . . . 12,240 PHILIP MORRIS INTL INC . . . 1,360 PHILIP MORRIS INTL INC . . . 973 PHILIP MORRIS INTL INC . . . 260,000 PHILIP MORRIS INTL INC . . . 85,048 PHILIP MORRIS INTL INC . . . 24,000 PHILIP MORRIS INTL INC . . . 22,000 PHILIP MORRIS INTL INC . . . 7,170 PHILIP MORRIS INTL INC . . . 2,180 PHILIP MORRIS INTL INC . . . 1,450 PHILIP MORRIS INTL INC . . . 6,130 PHILIP MORRIS INTL INC . . . 100 PHILIP MORRIS INTL INC . . . 1,200 PHILIP MORRIS INTL INC . . . 21,145 PHILIP MORRIS INTL INC . . . 94,401 PHILIP MORRIS INTL INC . . . 1,995 PHILIP MORRIS INTL INC . . . 91,564 PHILIPPINE LONG DISTANCE TEL 2,000 PHILIPPINE LONG DISTANCE TEL 100 PHILIPPINE LONG DISTANCE TEL 2,352,494 PHILLIPS VAN HEUSEN CORP . . 629 PHILLIPS VAN HEUSEN CORP . . 600 PHILLIPS VAN HEUSEN CORP . . 34,812 PHILLIPS VAN HEUSEN CORP . . 20,043 PHILLIPS VAN HEUSEN CORP . . 1,100 PHOENIX COS INC NEW. . . . . 920 PICO HLDGS INC . . . . . . . 200 PIEDMONT NAT GAS INC . . . . 1,800 PIEDMONT OFFICE REALTY TR IN 34,487 PIEDMONT OFFICE REALTY TR IN 20,600 PILGRIMS PRIDE CORP NEW. . . 8,247 PINNACLE GAS RESOURCES INC . 9,466 PINNACLE WEST CAP CORP . . . 196,850 PINNACLE WEST CAP CORP . . . 100,000 PINNACLE WEST CAP CORP . . . 65,000 PINNACLE WEST CAP CORP . . . 8,500 PINNACLE WEST CAP CORP . . . 5,000 PINNACLE WEST CAP CORP . . . 1,720 PINNACLE WEST CAP CORP . . . 6,300 PINNACLE WEST CAP CORP . . . 3,500 PINNACLE WEST CAP CORP . . . 104,645 PINNACLE WEST CAP CORP . . . 103,800 PIONEER DRILLING CO. . . . . 1,500 PIONEER DRILLING CO. . . . . 3,950 PIONEER NAT RES CO . . . . . 13,959 PIONEER NAT RES CO . . . . . 668 PIPER JAFFRAY COS. . . . . . 385 PIPER JAFFRAY COS. . . . . . 5,350 PITNEY BOWES INC . . . . . . 638,125 PITNEY BOWES INC . . . . . . 250 PITNEY BOWES INC . . . . . . 5,110 PITNEY BOWES INC . . . . . . 93 PITNEY BOWES INC . . . . . . 19,200 PITNEY BOWES INC . . . . . . 12,393 PLAINS EXPL& PRODTN CO . . . 10,186 PLAINS EXPL& PRODTN CO . . . 4,382 PLAINS EXPL& PRODTN CO . . . 3,566 PLATO LEARNING INC . . . . . 69,942 PLATO LEARNING INC . . . . . 24,669 PLATO LEARNING INC . . . . . 1,444 PLUM CREEK TIMBER CO INC . . 41,818 PLUM CREEK TIMBER CO INC . . 305 PLUM CREEK TIMBER CO INC . . 53 PLUM CREEK TIMBER CO INC . . 146,092 PLUM CREEK TIMBER CO INC . . 107,600 PLUM CREEK TIMBER CO INC . . 6,985 PLX TECHNOLOGY INC . . . . . 3,230 PMI GROUP INC. . . . . . . . 2,113 PMI GROUP INC. . . . . . . . 9,989 PNC FINL SVCS GROUP INC. . . 314,075 PNC FINL SVCS GROUP INC. . . 256 PNC FINL SVCS GROUP INC. . . 110,000 PNC FINL SVCS GROUP INC. . . 22,000 PNC FINL SVCS GROUP INC. . . 11,000 PNC FINL SVCS GROUP INC. . . 5,000 PNC FINL SVCS GROUP INC. . . 3,620 PNC FINL SVCS GROUP INC. . . 9,300 PNC FINL SVCS GROUP INC. . . 274,300 PNC FINL SVCS GROUP INC. . . 4,100 PNC FINL SVCS GROUP INC. . . 18,693 PNM RES INC. . . . . . . . . 7,900 POLO RALPH LAUREN CORP . . . 7,082 POLO RALPH LAUREN CORP . . . 13,355 POLO RALPH LAUREN CORP . . . 311 POLO RALPH LAUREN CORP . . . 173 POLO RALPH LAUREN CORP . . . 59,283 POLO RALPH LAUREN CORP . . . 31,437 POLO RALPH LAUREN CORP . . . 1,815 POLO RALPH LAUREN CORP . . . 483 POLYCOM INC. . . . . . . . . 605 POLYONE CORP . . . . . . . . 21,450 POLYPORE INTL INC. . . . . . 6,400 POLYPORE INTL INC. . . . . . 1,995 POOL CORPORATION . . . . . . 970 POOL CORPORATION . . . . . . 1,700 POPULAR INC. . . . . . . . . 7,833 POPULAR INC. . . . . . . . . 201,565 PORTEC RAIL PRODS INC. . . . 39,244 PORTEC RAIL PRODS INC. . . . 102 PORTLAND GEN ELEC CO . . . . 9,700 PORTLAND GEN ELEC CO . . . . 900 POSCO. . . . . . . . . . . . 1,830 POSCO. . . . . . . . . . . . 336 POSCO. . . . . . . . . . . . 32,100 POST PPTYS INC . . . . . . . 108,063 POST PPTYS INC . . . . . . . 14,300 POST PPTYS INC . . . . . . . 70,878 POTASH CORP SASK INC . . . . 437,400 POTASH CORP SASK INC . . . . 11,100 POTASH CORP SASK INC . . . . 35,000 POTASH CORP SASK INC . . . . 30,000 POTASH CORP SASK INC . . . . 5,362 POTASH CORP SASK INC . . . . 108,681 POTASH CORP SASK INC . . . . 43,625 POTASH CORP SASK INC . . . . 3,500 POTASH CORP SASK INC . . . . 178 POTASH CORP SASK INC . . . . 5,949 POTASH CORP SASK INC . . . . 444 POTASH CORP SASK INC . . . . 7,000 POTASH CORP SASK INC . . . . 10,000 POTASH CORP SASK INC . . . . 1,200 POTASH CORP SASK INC . . . . 410 POTASH CORP SASK INC . . . . 10,288 POTASH CORP SASK INC . . . . 20,347 POTASH CORP SASK INC . . . . 8,821 POTASH CORP SASK INC . . . . 50 POTASH CORP SASK INC . . . . 157 POWER-ONE INC. . . . . . . . 27,000 POWERSHARES DB CMDTY IDX TRA 2,650 POWERSHARES ETF TRUST. . . . 13,700 POWERSHARES ETF TRUST. . . . 26,148 POWERSHARES GLOBAL ETF TRUST 2,000 POWERSHARES GLOBAL ETF TRUST 1,500 POWERSHARES GLOBAL ETF TRUST 300 POWERSHARES QQQ TRUST. . . . 28,223 POWERSHARES QQQ TRUST. . . . 10,000 POWERSHARES QQQ TRUST. . . . 18,373 POWERSHARES QQQ TRUST. . . . 19,023 POWERSHS DB MULTI SECT COMM. 26,500 POWERSHS DB MULTI SECT COMM. 6,900 POWERSHS DB MULTI SECT COMM. 3,540 POWERSHS DB US DOLLAR INDEX. 3,300 POWERSHS DB US DOLLAR INDEX. 3,299 PPG INDS INC . . . . . . . . 102,366 PPG INDS INC . . . . . . . . 84 PPG INDS INC . . . . . . . . 6,400 PPG INDS INC . . . . . . . . 3,273 PPL CORP . . . . . . . . . . 411,805 PPL CORP . . . . . . . . . . 50,000 PPL CORP . . . . . . . . . . 15,500 PPL CORP . . . . . . . . . . 5,100 PPL CORP . . . . . . . . . . 17,169 PRAXAIR INC. . . . . . . . . 231,751 PRAXAIR INC. . . . . . . . . 1,590 PRAXAIR INC. . . . . . . . . 20,800 PRAXAIR INC. . . . . . . . . 3,500 PRAXAIR INC. . . . . . . . . 17,725 PRAXAIR INC. . . . . . . . . 700 PRAXAIR INC. . . . . . . . . 10,067 PRE PAID LEGAL SVCS INC. . . 1,009 PRECISION CASTPARTS CORP . . 14,847 PRECISION CASTPARTS CORP . . 400 PRECISION CASTPARTS CORP . . 9,929 PRECISION CASTPARTS CORP . . 340 PRECISION CASTPARTS CORP . . 10,934 PRECISION CASTPARTS CORP . . 4,200 PRECISION CASTPARTS CORP . . 3,251 PRECISION DRILLING TR. . . . 1,644 PRECISION DRILLING TR. . . . 7,500 PRECISION DRILLING TR. . . . 5,000 PREMIERE GLOBAL SVCS INC . . 7,360 PRG-SCHULTZ INTERNATIONAL IN 2,620 PRICE T ROWE GROUP INC . . . 31,172 PRICE T ROWE GROUP INC . . . 77 PRICE T ROWE GROUP INC . . . 4,524 PRICE T ROWE GROUP INC . . . 1,247 PRICELINE COM INC. . . . . . 7,894 PRICELINE COM INC. . . . . . 7,200 PRICELINE COM INC. . . . . . 768 PRICELINE COM INC. . . . . . 2 PRICELINE COM INC. . . . . . 35,800 PRICELINE COM INC. . . . . . 700 PRICELINE COM INC. . . . . . 747 PRICESMART INC . . . . . . . 1,000 PRIDE INTL INC DEL . . . . . 11,319 PRIDE INTL INC DEL . . . . . 1,540 PRIDE INTL INC DEL . . . . . 365 PRIDE INTL INC DEL . . . . . 5,700 PRIDE INTL INC DEL . . . . . 15,000 PRIDE INTL INC DEL . . . . . 4,467 PRINCIPAL FINANCIAL GROUP IN 476,500 PRINCIPAL FINANCIAL GROUP IN 380 PRINCIPAL FINANCIAL GROUP IN 184 PRIVATEBANCORP INC . . . . . 1,000 PROASSURANCE CORP. . . . . . 1,166 PROCTER & GAMBLE CO. . . . . 1,586,886 PROCTER & GAMBLE CO. . . . . 6,000 PROCTER & GAMBLE CO. . . . . 6,785 PROCTER & GAMBLE CO. . . . . 168,307 PROCTER & GAMBLE CO. . . . . 260,000 PROCTER & GAMBLE CO. . . . . 63,402 PROCTER & GAMBLE CO. . . . . 63,000 PROCTER & GAMBLE CO. . . . . 28,600 PROCTER & GAMBLE CO. . . . . 9,400 PROCTER & GAMBLE CO. . . . . 5,240 PROCTER & GAMBLE CO. . . . . 2,150 PROCTER & GAMBLE CO. . . . . 6,500 PROCTER & GAMBLE CO. . . . . 230 PROCTER & GAMBLE CO. . . . . 800 PROCTER & GAMBLE CO. . . . . 7,000 PROCTER & GAMBLE CO. . . . . 22,650 PROCTER & GAMBLE CO. . . . . 440,352 PROCTER & GAMBLE CO. . . . . 8,700 PROCTER & GAMBLE CO. . . . . 181,288 PROGENICS PHARMACEUTICALS IN 4,300 PROGENICS PHARMACEUTICALS IN 14,780 PROGRESS ENERGY INC. . . . . 140,212 PROGRESS ENERGY INC. . . . . 1,862 PROGRESS ENERGY INC. . . . . 100,000 PROGRESS ENERGY INC. . . . . 13,800 PROGRESS ENERGY INC. . . . . 4,580 PROGRESS ENERGY INC. . . . . 89,632 PROGRESS ENERGY INC. . . . . 1,699 PROGRESSIVE CORP OHIO. . . . 84,589 PROGRESSIVE CORP OHIO. . . . 817 PROGRESSIVE CORP OHIO. . . . 13,635 PROLOGIS . . . . . . . . . . 1,051,603 PROLOGIS . . . . . . . . . . 193,580 PROLOGIS . . . . . . . . . . 1,983 PROLOGIS . . . . . . . . . . 262 PROLOGIS 470,000 PROLOGIS . . . . . . . . . . 25,000 PROLOGIS . . . . . . . . . . 221,952 PROLOGIS . . . . . . . . . . 26,403 PROLOGIS 4,000,000 PROS HOLDINGS INC. . . . . . 2,620 PROSHARES TR . . . . . . . . 7,000 PROSHARES TR . . . . . . . . 36,280 PROSHARES TR . . . . . . . . 1,013 PROSHARES TR . . . . . . . . 4,708 PROSHARES TR . . . . . . . . 7,909 PROSHARES TR . . . . . . . . 33,950 PROSHARES TR . . . . . . . . 2,605 PROSHARES TR . . . . . . . . 1,602 PROSHARES TR . . . . . . . . 38,755 PROSHARES TR . . . . . . . . 8,466 PROSHARES TR . . . . . . . . 1,000 PROSHARES TR . . . . . . . . 86,396 PROSHARES TR . . . . . . . . 1,200 PROSHARES TR . . . . . . . . 9,275 PROSHARES TR . . . . . . . . 1,300 PROSHARES TR . . . . . . . . 1,700 PROSHARES TR . . . . . . . . 104,840 PROSHARES TR . . . . . . . . 300 PROSHARES TR . . . . . . . . 21,900 PROSHARES TR . . . . . . . . 22,303 PROSHARES TR . . . . . . . . 17,842 PROSHARES TR . . . . . . . . 1 PROSHARES TR . . . . . . . . 1 PROSHARES TR . . . . . . . . 104 PROSHARES TR . . . . . . . . 22 PROSHARES TR . . . . . . . . 38 PROSHARES TR . . . . . . . . 4 PROSHARES TR . . . . . . . . 20,000 PROSHARES TR II. . . . . . . 3,800 PROSHARES TR II. . . . . . . 13,010 PROSPERITY BANCSHARES INC. . 964 PROSPERITY BANCSHARES INC. . 2,800 PROSPERITY BANCSHARES INC. . 800 PROTECTION ONE INC . . . . . 9,522 PROTEIN DESIGN LABS INC 779,000 PROVIDENT FINL SVCS INC. . . 1,400 PRUDENTIAL FINL INC. . . . . 537,388 PRUDENTIAL FINL INC. . . . . 1,014 PRUDENTIAL FINL INC. . . . . 5,530 PRUDENTIAL FINL INC. . . . . 1,950 PRUDENTIAL FINL INC. . . . . 435 PRUDENTIAL FINL INC. . . . . 100,000 PRUDENTIAL FINL INC. . . . . 38,852 PRUDENTIAL FINL INC. . . . . 11,100 PRUDENTIAL FINL INC. . . . . 3,630 PRUDENTIAL FINL INC. . . . . 13,600 PRUDENTIAL FINL INC. . . . . 7,930 PRUDENTIAL FINL INC. . . . . 10,600 PRUDENTIAL FINL INC. . . . . 1,550 PRUDENTIAL FINL INC. . . . . 3,735 PS BUSINESS PKS INC CALIF. . 40,645 PS BUSINESS PKS INC CALIF. . 5,300 PS BUSINESS PKS INC CALIF. . 22,051 PSS WORLD MED INC. . . . . . 26,500 PSYCHIATRIC SOLUTIONS INC. . 2,085 PSYCHIATRIC SOLUTIONS INC. . 222 PUBLIC STORAGE . . . . . . . 283,834 PUBLIC STORAGE . . . . . . . 76,933 PUBLIC STORAGE . . . . . . . 19,000 PUBLIC STORAGE . . . . . . . 54,306 PUBLIC STORAGE . . . . . . . 801 PUBLIC SVC ENTERPRISE GROUP. 593,850 PUBLIC SVC ENTERPRISE GROUP. 2,000 PUBLIC SVC ENTERPRISE GROUP. 1,768 PUBLIC SVC ENTERPRISE GROUP. 8,500 PUBLIC SVC ENTERPRISE GROUP. 19,521 PULTE HOMES INC. . . . . . . 131,728 PULTE HOMES INC. . . . . . . 1,000 PULTE HOMES INC. . . . . . . 1,790 PULTE HOMES INC. . . . . . . 22,570 PULTE HOMES INC. . . . . . . 3,993 PULTE HOMES INC. . . . . . . 1,271 QC HLDGS INC . . . . . . . . 3,860 QIAGEN N V . . . . . . . . . 1,556,007 QIAGEN N V . . . . . . . . . 66,573 QIAGEN N V . . . . . . . . . 7,500 QIAGEN N V . . . . . . . . . 37,829 QIAGEN N V . . . . . . . . . 37,474 QIAGEN N V . . . . . . . . . 32,629 QIAGEN N V . . . . . . . . . 30,661 QIAGEN N V . . . . . . . . . 16,596 QIAGEN N V . . . . . . . . . 12,500 QIAGEN N V . . . . . . . . . 11,348 QIAGEN N V . . . . . . . . . 10,095 QIAGEN N V . . . . . . . . . 7,928 QIAGEN N V . . . . . . . . . 205,500 QIAGEN N V . . . . . . . . . 35,500 QIAGEN N V . . . . . . . . . 2,275,666 QIAGEN N V . . . . . . . . . 625,427 QIAGEN N V . . . . . . . . . 603,619 QIAGEN N V . . . . . . . . . 500,000 QLOGIC CORP. . . . . . . . . 5,307 QLOGIC CORP. . . . . . . . . 1,452 QLOGIC CORP. . . . . . . . . 1,133 QLOGIC CORP. . . . . . . . . 2,012 QUALCOMM INC . . . . . . . . 384,438 QUALCOMM INC . . . . . . . . 7,268 QUALCOMM INC . . . . . . . . 8,110 QUALCOMM INC . . . . . . . . 7,300 QUALCOMM INC . . . . . . . . 1,550 QUALCOMM INC . . . . . . . . 724 QUALCOMM INC . . . . . . . . 170,000 QUALCOMM INC . . . . . . . . 53,900 QUALCOMM INC . . . . . . . . 48,500 QUALCOMM INC . . . . . . . . 10,300 QUALCOMM INC . . . . . . . . 6,110 QUALCOMM INC . . . . . . . . 3,370 QUALCOMM INC . . . . . . . . 1,200 QUALCOMM INC . . . . . . . . 1,000 QUALCOMM INC . . . . . . . . 39,370 QUALCOMM INC . . . . . . . . 200 QUALCOMM INC . . . . . . . . 54,510 QUALCOMM INC . . . . . . . . 95,599 QUALCOMM INC . . . . . . . . 13,420 QUALITY SYS INC. . . . . . . 1,030 QUANEX BUILDING PRODUCTS COR 1,390 QUANTA SVCS INC. . . . . . . 40,626 QUANTA SVCS INC. . . . . . . 20,304 QUANTA SVCS INC. . . . . . . 7,593 QUANTA SVCS INC. . . . . . . 1,301 QUANTA SVCS INC. . . . . . . 70,150 QUANTA SVCS INC. . . . . . . 14,870 QUEST CAP CORP NEW . . . . . 3 QUEST DIAGNOSTICS INC. . . . 17,380 QUEST DIAGNOSTICS INC. . . . 744 QUEST DIAGNOSTICS INC. . . . 132 QUEST DIAGNOSTICS INC. . . . 5,070 QUEST DIAGNOSTICS INC. . . . 103,960 QUEST DIAGNOSTICS INC. . . . 2,200 QUESTAR CORP . . . . . . . . 508,239 QUESTAR CORP . . . . . . . . 17,100 QUESTAR CORP . . . . . . . . 237 QUESTAR CORP . . . . . . . . 2,091 QUESTAR CORP . . . . . . . . 3,361 QUESTCOR PHARMACEUTICALS INC 3,000 QUIDEL CORP. . . . . . . . . 460 QUINSTREET INC . . . . . . . 2,502 QWEST COMMUNICATIONS INTL IN 4,012,079 QWEST COMMUNICATIONS INTL IN 9,231 QWEST COMMUNICATIONS INTL IN 4,393 QWEST COMMUNICATIONS INTL IN 476,000 QWEST COMMUNICATIONS INTL IN 4,995,393 RACKSPACE HOSTING INC. . . . 650 RACKSPACE HOSTING INC. . . . 164 RACKSPACE HOSTING INC. . . . 5,260 RADIAN GROUP INC . . . . . . 8,165 RADIAN GROUP INC . . . . . . 3,292 RADIOSHACK CORP. . . . . . . 6,000 RADIOSHACK CORP. . . . . . . 50 RADIOSHACK CORP. . . . . . . 4,838 RADIOSHACK CORP. . . . . . . 4,594 RADIOSHACK CORP. . . . . . . 4,461 RADIOSHACK CORP. . . . . . . 1,650 RADIOSHACK CORP. . . . . . . 10,000 RADVISION LTD. . . . . . . . 1,219 RADWARE LTD. . . . . . . . . 740 RALCORP HLDGS INC NEW. . . . 3,497 RALCORP HLDGS INC NEW. . . . 690 RALCORP HLDGS INC NEW. . . . 1,373 RAMCO-GERSHENSON PPTYS TR. . 68,415 RAMCO-GERSHENSON PPTYS TR. . 11,400 RAMCO-GERSHENSON PPTYS TR. . 3,100 RANDGOLD RES LTD . . . . . . 3,600 RANDGOLD RES LTD . . . . . . 42,309 RANDGOLD RES LTD . . . . . . 211,332 RANDGOLD RES LTD . . . . . . 32,016 RANGE RES CORP . . . . . . . 16,732 RANGE RES CORP . . . . . . . 100 RANGE RES CORP . . . . . . . 1,550 RASER TECHNOLOGIES INC . . . 3,472 RAYMOND JAMES FINANCIAL INC. 1,465 RAYMOND JAMES FINANCIAL INC. 5,030 RAYONIER INC . . . . . . . . 25,260 RAYONIER INC . . . . . . . . 178,096 RAYONIER INC . . . . . . . . 1,962 RAYTHEON CO. . . . . . . . . 637,737 RAYTHEON CO. . . . . . . . . 482 RAYTHEON CO. . . . . . . . . 1,869 RAYTHEON CO. . . . . . . . . 251 RAYTHEON CO. . . . . . . . . 284,400 RAYTHEON CO. . . . . . . . . 6,200 RAYTHEON CO. . . . . . . . . 11,622 RCN CORP . . . . . . . . . . 119,519 RCN CORP . . . . . . . . . . 24,510 RCN CORP . . . . . . . . . . 1,228 RCN CORP . . . . . . . . . . 1,043 REALNETWORKS INC . . . . . . 6,570 REALTY INCOME CORP . . . . . 231,715 REALTY INCOME CORP . . . . . 31,200 REALTY INCOME CORP . . . . . 5,500 RED HAT INC. . . . . . . . . 23,225 RED HAT INC. . . . . . . . . 2,355 RED HAT INC. . . . . . . . . 10,730 RED HAT INC. . . . . . . . . 1,500 RED HAT INC. . . . . . . . . 1,500 RED HAT INC. . . . . . . . . 10,412 RED ROBIN GOURMET BURGERS IN 205 REDDY ICE HLDGS INC. . . . . 3,583 REDWOOD TR INC . . . . . . . 3,098 REDWOOD TR INC . . . . . . . 8,600 REGAL BELOIT CORP. . . . . . 2,100 REGENCY CTRS CORP. . . . . . 181,255 REGENCY CTRS CORP. . . . . . 26,431 REGENCY CTRS CORP. . . . . . 6,500 REGENCY CTRS CORP. . . . . . 52,238 REGENCY CTRS CORP. . . . . . 2,182 REGIONAL BK HOLDRS TR. . . . 38 REGIONS FINANCIAL CORP NEW . 220,268 REGIONS FINANCIAL CORP NEW . 3,503 REGIONS FINANCIAL CORP NEW . 3,290 REGIONS FINANCIAL CORP NEW . 350,000 REGIONS FINANCIAL CORP NEW . 90,000 REGIONS FINANCIAL CORP NEW . 29,700 REGIONS FINANCIAL CORP NEW . 20,000 REGIONS FINANCIAL CORP NEW . 11,500 REGIONS FINANCIAL CORP NEW . 9,600 REGIONS FINANCIAL CORP NEW . 66,729 REGIS CORP MINN. . . . . . . 929 REHABCARE GROUP INC. . . . . 100 REHABCARE GROUP INC. . . . . 346 REHABCARE GROUP INC. . . . . 600 REINSURANCE GROUP AMER INC . 870 REINSURANCE GROUP AMER INC . 1,900 RELIANCE STEEL & ALUMINUM CO 2,594 RELIANCE STEEL & ALUMINUM CO 1,600 RENAISSANCERE HOLDINGS LTD . 3,638 RENAISSANCERE HOLDINGS LTD . 134 RENAISSANCERE HOLDINGS LTD . 2,040 RENAISSANCERE HOLDINGS LTD . 47,200 RENAISSANCERE HOLDINGS LTD . 1,542 RENASANT CORP. . . . . . . . 357 RENESOLA LTD . . . . . . . . 8,812 RENESOLA LTD . . . . . . . . 70,600 RENT A CTR INC NEW . . . . . 11,900 RENT A CTR INC NEW . . . . . 2,374 RENTECH INC. . . . . . . . . 31,800 REPUBLIC SVCS INC. . . . . . 36,389 REPUBLIC SVCS INC. . . . . . 1,290 REPUBLIC SVCS INC. . . . . . 6,880 REPUBLIC SVCS INC. . . . . . 170,000 REPUBLIC SVCS INC. . . . . . 18,700 REPUBLIC SVCS INC. . . . . . 6,100 REPUBLIC SVCS INC. . . . . . 2,235 RESEARCH IN MOTION LTD . . . 487,549 RESEARCH IN MOTION LTD . . . 25,400 RESEARCH IN MOTION LTD . . . 60,000 RESEARCH IN MOTION LTD . . . 40,000 RESEARCH IN MOTION LTD . . . 750 RESEARCH IN MOTION LTD . . . 56,663 RESEARCH IN MOTION LTD . . . 16,700 RESEARCH IN MOTION LTD . . . 300 RESEARCH IN MOTION LTD . . . 53,500 RESEARCH IN MOTION LTD . . . 19,200 RESEARCH IN MOTION LTD . . . 5,240 RESEARCH IN MOTION LTD . . . 1,540 RESEARCH IN MOTION LTD . . . 9,900 RESEARCH IN MOTION LTD . . . 10,700 RESEARCH IN MOTION LTD . . . 24,923 RESEARCH IN MOTION LTD . . . 800 RESEARCH IN MOTION LTD . . . 128 RESOURCE CAP CORP. . . . . . 5,828 RESOURCES CONNECTION INC . . 1,898 RESOURCES CONNECTION INC . . 41,950 RETAIL OPPORTUNITY INVTS COR 10,293 RETAIL OPPORTUNITY INVTS COR 718 RETAIL OPPORTUNITY INVTS COR 24,100 REXAHN PHARMACEUTICALS INC . 294 REYNOLDS AMERICAN INC. . . . 555,707 REYNOLDS AMERICAN INC. . . . 2,103 REYNOLDS AMERICAN INC. . . . 558 REYNOLDS AMERICAN INC. . . . 5,700 REYNOLDS AMERICAN INC. . . . 21,046 RF MICRODEVICES INC. . . . . 2,700 RICKS CABARET INTL INC . . . 5,556 RINO INTERNATIONAL CORPORATI 3,432 RINO INTERNATIONAL CORPORATI 54,356 RIO TINTO PLC. . . . . . . . 1,091 RIO TINTO PLC. . . . . . . . 164 RIO TINTO PLC. . . . . . . . 200 RIO TINTO PLC. . . . . . . . 300 RITCHIE BROS AUCTIONEERS . . 5,748 RITCHIE BROS AUCTIONEERS . . 725 RITE AID CORP. . . . . . . . 6,000 RITE AID CORP. . . . . . . . 34,770 RITE AID CORP 373,000 RIVERBED TECHNOLOGY INC. . . 30 ROBBINS & MYERS INC. . . . . 374 ROBERT HALF INTL INC . . . . 77,565 ROBERT HALF INTL INC . . . . 621 ROBERT HALF INTL INC . . . . 44,600 ROBERT HALF INTL INC . . . . 11,645 ROCK-TENN CO . . . . . . . . 1,652 ROCKWELL AUTOMATION INC. . . 47,047 ROCKWELL AUTOMATION INC. . . 5,290 ROCKWELL AUTOMATION INC. . . 52,940 ROCKWELL AUTOMATION INC. . . 1,080,200 ROCKWELL AUTOMATION INC. . . 13,242 ROCKWELL COLLINS INC . . . . 17,758 ROCKWELL COLLINS INC . . . . 6,932 ROCKWELL COLLINS INC . . . . 85,000 ROCKWELL COLLINS INC . . . . 60,000 ROCKWELL COLLINS INC . . . . 13,000 ROCKWELL COLLINS INC . . . . 7,600 ROCKWELL COLLINS INC . . . . 7,000 ROCKWELL COLLINS INC . . . . 6,985 ROCKWELL COLLINS INC . . . . 2,500 ROCKWELL COLLINS INC . . . . 2,350 ROCKWELL COLLINS INC . . . . 182,400 ROCKWELL COLLINS INC . . . . 5,300 ROCKWELL COLLINS INC . . . . 856 ROCKWOOD HLDGS INC . . . . . 1,652 ROGERS COMMUNICATIONS INC. . 173,347 ROGERS COMMUNICATIONS INC. . 21,625 ROGERS COMMUNICATIONS INC. . 294,200 ROGERS COMMUNICATIONS INC. . 46,200 ROGERS COMMUNICATIONS INC. . 20,700 ROGERS COMMUNICATIONS INC. . 32,300 ROGERS COMMUNICATIONS INC. . 979 ROPER INDS INC NEW . . . . . 243,984 ROPER INDS INC NEW . . . . . 6,100 ROPER INDS INC NEW . . . . . 195 ROPER INDS INC NEW . . . . . 579 ROPER INDS INC NEW 13,000 ROPER INDS INC NEW . . . . . 10,497 ROSETTA RESOURCES INC. . . . 668 ROSS STORES INC. . . . . . . 308,411 ROSS STORES INC. . . . . . . 27,700 ROSS STORES INC. . . . . . . 50 ROSS STORES INC. . . . . . . 938 ROSS STORES INC. . . . . . . 300 ROSS STORES INC. . . . . . . 2,370 ROVI CORP. . . . . . . . . . 1,500 ROVI CORP. . . . . . . . . . 80 ROWAN COS INC. . . . . . . . 11,559 ROWAN COS INC. . . . . . . . 1,771 ROWAN COS INC. . . . . . . . 533 ROWAN COS INC. . . . . . . . 200,000 ROWAN COS INC. . . . . . . . 97,500 ROWAN COS INC. . . . . . . . 37,000 ROWAN COS INC. . . . . . . . 20,000 ROWAN COS INC. . . . . . . . 11,785 ROWAN COS INC. . . . . . . . 6,500 ROWAN COS INC. . . . . . . . 5,000 ROWAN COS INC. . . . . . . . 3,500 ROWAN COS INC. . . . . . . . 5,900 ROWAN COS INC. . . . . . . . 70,074 ROWAN COS INC. . . . . . . . 30,900 ROWAN COS INC. . . . . . . . 4,300 ROYAL BK CDA MONTREAL QUE. . 419,151 ROYAL BK CDA MONTREAL QUE. . 47,960 ROYAL BK CDA MONTREAL QUE. . 267 ROYAL BK CDA MONTREAL QUE. . 4,500 ROYAL BK CDA MONTREAL QUE. . 1,100 ROYAL BK CDA MONTREAL QUE. . 258,060 ROYAL BK CDA MONTREAL QUE. . 4,980 ROYAL BK CDA MONTREAL QUE. . 1,592 ROYAL CARIBBEAN CRUISES LTD. 7,936 ROYAL CARIBBEAN CRUISES LTD. 2,035 ROYAL CARIBBEAN CRUISES LTD. 4,900 ROYAL CARIBBEAN CRUISES LTD. 7,100 ROYAL CARIBBEAN CRUISES LTD. 3,372 ROYAL DUTCH SHELL PLC. . . . 36 ROYAL GOLD INC . . . . . . . 32,100 ROYAL GOLD INC . . . . . . . 1,283 RPC INC. . . . . . . . . . . 3,000 RPM INTL INC . . . . . . . . 1,960 RRI ENERGY INC . . . . . . . 4,251 RRI ENERGY INC . . . . . . . 8,349 RSC HOLDINGS INC . . . . . . 3,078 RTI BIOLOGICS INC. . . . . . 1,111 RTI INTL METALS INC. . . . . 1,670 RTI INTL METALS INC. . . . . 719 RUBICON MINERALS CORP. . . . 50,000 RUBICON TECHNOLOGY INC . . . 4,800 RUBICON TECHNOLOGY INC . . . 2,263 RUBIOS RESTAURANTS INC . . . 11,604 RUBY TUESDAY INC . . . . . . 1,000 RUDDICK CORP . . . . . . . . 1,000 RUE21 INC. . . . . . . . . . 11,050 RURAL / METRO CORP . . . . . 1,311 RYANAIR HLDGS PLC. . . . . . 35,400 RYANAIR HLDGS PLC. . . . . . 10,410 RYANAIR HLDGS PLC. . . . . . 8,483 RYANAIR HLDGS PLC. . . . . . 518 RYANAIR HLDGS PLC. . . . . . 81,485 RYDER SYS INC. . . . . . . . 103,901 RYDER SYS INC. . . . . . . . 4,330 RYDER SYS INC. . . . . . . . 3,199 RYDER SYS INC. . . . . . . . 3,000 RYDER SYS INC. . . . . . . . 1,500 RYDER SYS INC. . . . . . . . 7,300 RYDER SYS INC. . . . . . . . 69 RYLAND GROUP INC . . . . . . 856,400 RYLAND GROUP INC . . . . . . 72,800 S1 CORPORATION . . . . . . . 4,590 SAFE BULKERS INC . . . . . . 2,000 SAFE BULKERS INC . . . . . . 5,795 SAFEWAY INC. . . . . . . . . 917,276 SAFEWAY INC. . . . . . . . . 100,000 SAFEWAY INC. . . . . . . . . 14,000 SAFEWAY INC. . . . . . . . . 11,000 SAFEWAY INC. . . . . . . . . 7,000 SAFEWAY INC. . . . . . . . . 4,500 SAFEWAY INC. . . . . . . . . 3,625 SAFEWAY INC. . . . . . . . . 18,700 SAFEWAY INC. . . . . . . . . 141,000 SAFEWAY INC. . . . . . . . . 16,900 SAFEWAY INC. . . . . . . . . 330,500 SAIA INC . . . . . . . . . . 9,700 SAIC INC . . . . . . . . . . 35,100 SAIC INC . . . . . . . . . . 2,370 SAIC INC . . . . . . . . . . 20,956 SAKS INC . . . . . . . . . . 48,548 SAKS INC 1,254,000 SALESFORCE COM INC . . . . . 332,169 SALESFORCE COM INC . . . . . 21,500 SALESFORCE COM INC . . . . . 1,682 SALESFORCE COM INC . . . . . 1,034 SALESFORCE COM INC . . . . . 1,250 SALESFORCE COM INC . . . . . 2,770 SALESFORCE COM INC . . . . . 2,005 SALESFORCE COM INC . . . . . 32,450 SALESFORCE COM INC . . . . . 6,107 SALIX PHARMACEUTICALS INC. . 28,487 SALIX PHARMACEUTICALS INC. . 19,459 SALIX PHARMACEUTICALS INC. . 1,363 SALIX PHARMACEUTICALS INC. . 3,215 SALIX PHARMACEUTICALS INC. . 279,700 SALIX PHARMACEUTICALS INC. . 9,800 SAN JUAN BASIN RTY TR. . . . 3,844 SAN JUAN BASIN RTY TR. . . . 147,872 SANDERSON FARMS INC. . . . . 117,600 SANDERSON FARMS INC. . . . . 212 SANDISK CORP . . . . . . . . 18,295 SANDISK CORP . . . . . . . . 297 SANDISK CORP 3,001,000 SANDISK CORP . . . . . . . . 100,000 SANDISK CORP . . . . . . . . 9,100 SANDISK CORP . . . . . . . . 2,935 SANDISK CORP 10,000 SANDISK CORP . . . . . . . . 280,500 SANDISK CORP . . . . . . . . 6,000 SANDISK CORP . . . . . . . . 13,810 SANDRIDGE ENERGY INC . . . . 5,200 SANDRIDGE ENERGY INC . . . . 18,863 SANDRIDGE ENERGY INC . . . . 3,542 SANDRIDGE ENERGY INC . . . . 11,150 SANGAMO BIOSCIENCES INC. . . 900 SANMINA SCI CORP . . . . . . 1,000 SANMINA SCI CORP . . . . . . 1,514 SANMINA SCI CORP . . . . . . 623 SANOFI AVENTIS . . . . . . . 27,700 SAP AG . . . . . . . . . . . 79 SAP AG . . . . . . . . . . . 2,230 SARA LEE CORP. . . . . . . . 1,741,883 SARA LEE CORP. . . . . . . . 21,000 SARA LEE CORP. . . . . . . . 863,500 SARA LEE CORP. . . . . . . . 934,000 SARA LEE CORP. . . . . . . . 26,700 SARA LEE CORP. . . . . . . . 70,710 SASOL LTD. . . . . . . . . . 41,000 SATCON TECHNOLOGY CORP . . . 4,586 SATYAM COMPUTER SERVICES LTD 1,100 SATYAM COMPUTER SERVICES LTD 265,900 SATYAM COMPUTER SERVICES LTD 3,594 SAUER-DANFOSS INC. . . . . . 2,920 SAUER-DANFOSS INC. . . . . . 284 SAUL CTRS INC. . . . . . . . 29,736 SAUL CTRS INC. . . . . . . . 3,500 SAVIENT PHARMACEUTICALS INC. 1,183 SAVIENT PHARMACEUTICALS INC. 4,533 SAVIENT PHARMACEUTICALS INC. 61,523 SAVVIS INC . . . . . . . . . 700 SBAMUNICATIONS CORP. . . . . 6,808 SBAMUNICATIONS CORP. . . . . 4,010 SBAMUNICATIONS CORP. . . . . 707 SBAMUNICATIONS CORP. . . . . 2,551 SCANA CORP NEW . . . . . . . 9,513 SCBT FINANCIAL CORP. . . . . 147 SCHEIN HENRY INC . . . . . . 5,213 SCHEIN HENRY INC . . . . . . 1,400 SCHEIN HENRY INC . . . . . . 2,194 SCHLUMBERGER LTD . . . . . . 461,666 SCHLUMBERGER LTD 12,059,000 SCHLUMBERGER LTD . . . . . . 2,499 SCHLUMBERGER LTD . . . . . . 105 SCHLUMBERGER LTD . . . . . . 31,600 SCHLUMBERGER LTD . . . . . . 30,000 SCHLUMBERGER LTD . . . . . . 19,500 SCHLUMBERGER LTD . . . . . . 2,180 SCHLUMBERGER LTD . . . . . . 600 SCHLUMBERGER LTD . . . . . . 9,000 SCHLUMBERGER LTD . . . . . . 17,060 SCHLUMBERGER LTD . . . . . . 4,112 SCHLUMBERGER LTD . . . . . . 2,847 SCHLUMBERGER LTD . . . . . . 14,200 SCHLUMBERGER LTD . . . . . . 115,500 SCHLUMBERGER LTD . . . . . . 12,739 SCHLUMBERGER LTD . . . . . . 23,834 SCHLUMBERGER LTD 11,000 SCHLUMBERGER LTD . . . . . . 724,700 SCHLUMBERGER LTD . . . . . . 106,762 SCHNITZER STL INDS . . . . . 905 SCHOLASTIC CORP. . . . . . . 2,520 SCHULMAN A INC . . . . . . . 235 SCHULMAN A INC . . . . . . . 1,400 SCHWAB CHARLES CORP NEW. . . 610,105 SCHWAB CHARLES CORP NEW. . . 44,230 SCHWAB CHARLES CORP NEW. . . 33,800 SCHWAB CHARLES CORP NEW. . . 53,550 SCHWAB CHARLES CORP NEW. . . 5,455 SCHWEITZER-MAUDUIT INTL INC. 349 SCHWEITZER-MAUDUIT INTL INC. 427 SCHWEITZER-MAUDUIT INTL INC. 3,259 SCIENTIFIC GAMES CORP. . . . 400 SCRIPPS NETWORKS INTERACT IN 5,621 SCRIPPS NETWORKS INTERACT IN 300 SCRIPPS NETWORKS INTERACT IN 440 SEABRIDGE GOLD INC . . . . . 6,100 SEABRIGHT INSURANCE HLDGS IN 3,077 SEAGATE TECHNOLOGY . . . . . 1,113,961 SEAGATE TECHNOLOGY . . . . . 18,902 SEAGATE TECHNOLOGY . . . . . 160 SEAGATE TECHNOLOGY . . . . . 15,000 SEAGATE TECHNOLOGY . . . . . 18,700 SEAGATE TECHNOLOGY . . . . . 567,200 SEAGATE TECHNOLOGY . . . . . 16,700 SEAGATE TECHNOLOGY . . . . . 13,241 SEAHAWK DRILLING INC . . . . 1 SEAHAWK DRILLING INC . . . . 60 SEAHAWK DRILLING INC . . . . 140 SEALED AIR CORP NEW. . . . . 14,065 SEALED AIR CORP NEW. . . . . 3,100 SEALED AIR CORP NEW. . . . . 9,981 SEANERGY MARITIME CORP . . . 90,000 SEARS HLDGS CORP . . . . . . 33,304 SEARS HLDGS CORP . . . . . . 550 SEARS HLDGS CORP . . . . . . 107 SEARS HLDGS CORP . . . . . . 2,038 SEI INVESTMENTS CO . . . . . 5,207 SEI INVESTMENTS CO . . . . . 12,340 SEI INVESTMENTS CO . . . . . 799 SEI INVESTMENTS CO . . . . . 37,873 SEI INVESTMENTS CO . . . . . 3,295 SELECT SECTOR SPDR TR. . . . 30,199 SELECT SECTOR SPDR TR. . . . 16,561 SELECT SECTOR SPDR TR. . . . 20,000 SELECT SECTOR SPDR TR. . . . 1,898 SELECT SECTOR SPDR TR. . . . 31,300 SELECT SECTOR SPDR TR. . . . 2,400 SELECT SECTOR SPDR TR. . . . 740 SELECT SECTOR SPDR TR. . . . 4,656 SELECT SECTOR SPDR TR. . . . 27,559 SELECT SECTOR SPDR TR. . . . 397,670 SELECTIVE INS GROUP INC. . . 2,400 SEMICONDUCTOR HLDRS TR . . . 25 SEMICONDUCTOR HLDRS TR . . . 298 SEMPRA ENERGY. . . . . . . . 24,607 SEMPRA ENERGY. . . . . . . . 1,010 SEMPRA ENERGY. . . . . . . . 1,871 SEMPRA ENERGY. . . . . . . . 4,235 SENECA FOODS CORP NEW. . . . 906 SENIOR HSG PPTYS TR. . . . . 282,153 SENIOR HSG PPTYS TR. . . . . 39,800 SENSATA TECHNOLOGIES HLDG BV 7,536 SENSATA TECHNOLOGIES HLDG BV 4,300 SENSATA TECHNOLOGIES HLDG BV 4,300 SEQUENOM INC . . . . . . . . 2,118 SERVICE CORP INTL. . . . . . 2,100 SHANDA GAMES LTD . . . . . . 109,000 SHANDA GAMES LTD . . . . . . 11,300 SHANDA INTERACTIVE ENTMT LTD 6,625 SHANDA INTERACTIVE ENTMT LTD 82 SHARPS COMPLIANCE CORP . . . 2,229 SHAW COMMUNICATIONS INC. . . 77,958 SHAW COMMUNICATIONS INC. . . 23,350 SHAW COMMUNICATIONS INC. . . 107,600 SHAW GROUP INC . . . . . . . 5,700 SHAW GROUP INC . . . . . . . 8,283 SHAW GROUP INC . . . . . . . 3,481 SHAW GROUP INC . . . . . . . 818 SHAW GROUP INC . . . . . . . 3,650 SHENGDA TECH INC . . . . . . 1,670 SHERWIN WILLIAMS CO. . . . . 8,711 SHERWIN WILLIAMS CO. . . . . 20,016 SHERWIN WILLIAMS CO. . . . . 1,485 SHINHAN FINANCIAL GROUP CO L 43,200 SHIP FINANCE INTERNATIONAL L 700 SHIP FINANCE INTERNATIONAL L 10 SHIP FINANCE INTERNATIONAL L 65,000 SIFY TECHNOLOGIES LIMITED. . 1,493,303 SIGMA ALDRICH CORP . . . . . 67,649 SIGMA ALDRICH CORP . . . . . 266 SIGMA ALDRICH CORP . . . . . 4,760 SIGMA DESIGNS INC. . . . . . 228 SIGNATURE BK NEW YORK N Y. . 17,003 SIGNET JEWELERS LIMITED. . . 44,119 SIGNET JEWELERS LIMITED. . . 29,838 SILICON GRAPHICS INTL CORP . 3,650 SILICON GRAPHICS INTL CORP . 9,450 SILICON LABORATORIES INC . . 2,950 SILICON MOTION TECHNOLOGY CO 14,338 SILICON STORAGE TECHNOLOGY I 31,487 SILICONWARE PRECISION INDS L 505,453 SILVER STD RES INC . . . . . 12,883 SILVER STD RES INC . . . . . 59,854 SILVER STD RES INC . . . . . 350,140 SILVER STD RES INC . . . . . 42,153 SILVER WHEATON CORP. . . . . 24,822 SILVER WHEATON CORP. . . . . 22,747 SILVER WHEATON CORP. . . . . 3,067 SILVER WHEATON CORP. . . . . 15,000 SILVER WHEATON CORP. . . . . 520,523 SILVER WHEATON CORP. . . . . 68,572 SILVERCORP METALS INC. . . . 26,100 SIMON PPTY GROUP INC NEW . . 644,416 SIMON PPTY GROUP INC NEW . . 294,722 SIMON PPTY GROUP INC NEW . . 882 SIMON PPTY GROUP INC NEW . . 100,000 SIMON PPTY GROUP INC NEW . . 29,011 SIMON PPTY GROUP INC NEW . . 24,800 SIMON PPTY GROUP INC NEW . . 6,000 SIMON PPTY GROUP INC NEW . . 1,985 SIMON PPTY GROUP INC NEW . . 133,671 SIMON PPTY GROUP INC NEW . . 1,140 SIMON PPTY GROUP INC NEW . . 6,764 SIMPSON MANUFACTURING CO INC 1,900 SINA CORP. . . . . . . . . . 875 SINA CORP. . . . . . . . . . 223 SINA CORP. . . . . . . . . . 3,579 SINA CORP. . . . . . . . . . 1,874 SINA CORP. . . . . . . . . . 7,492 SINA CORP. . . . . . . . . . 766 SINA CORP. . . . . . . . . . 7,000 SINCLAIR BROADCAST GROUP INC 2,200 SINOENERGY CORPORATION . . . 18,683 SINOPEC SHANGHAI PETROCHEMIC 750 SIRIUS XM RADIO INC. . . . . 229,100 SIRIUS XM RADIO INC. . . . . 3,300 SIRONA DENTAL SYSTEMS INC. . 100 SK TELECOM LTD . . . . . . . 152,600 SK TELECOM LTD . . . . . . . 70,800 SK TELECOM LTD . . . . . . . 514,306 SK TELECOM LTD . . . . . . . 9,100 SKECHERS U S A INC . . . . . 3,080 SKECHERS U S A INC . . . . . 900 SKILLSOFT PLC. . . . . . . . 8,023 SKILLSOFT PLC. . . . . . . . 11,751 SKILLSOFT PLC. . . . . . . . 52,521 SKILLSOFT PLC. . . . . . . . 378,398 SKYWEST INC. . . . . . . . . 4,150 SKYWORKS SOLUTIONS INC . . . 500 SL GREEN RLTY CORP . . . . . 172,958 SL GREEN RLTY CORP . . . . . 20,963 SL GREEN RLTY CORP . . . . . 400 SL GREEN RLTY CORP . . . . . 205 SL GREEN RLTY CORP . . . . . 26,005 SLM CORP . . . . . . . . . . 125,482 SMART BALANCE INC. . . . . . 908 SMART MODULAR TECHNOLOGIES I 763 SMITH A O. . . . . . . . . . 2,400 SMITH INTL INC . . . . . . . 28,854 SMITH INTL INC . . . . . . . 67,921 SMITH INTL INC . . . . . . . 147,753 SMITH INTL INC . . . . . . . 55,721 SMITH INTL INC . . . . . . . 53,935 SMITH INTL INC . . . . . . . 22,464 SMITH INTL INC . . . . . . . 18,485 SMITH INTL INC . . . . . . . 2,500 SMITH INTL INC . . . . . . . 1,364 SMITH INTL INC . . . . . . . 3,190 SMITH MICRO SOFTWARE INC . . 835 SMITHFIELD FOODS INC 472,000 SMUCKER J M CO . . . . . . . 12,067 SMUCKER J M CO . . . . . . . 200 SMUCKER J M CO . . . . . . . 2 SMUCKER J M CO . . . . . . . 413 SMUCKER J M CO . . . . . . . 3,867 SNAP ON INC. . . . . . . . . 49,116 SNAP ON INC. . . . . . . . . 250 SNAP ON INC. . . . . . . . . 1,490 SNAP ON INC. . . . . . . . . 4,770 SOCIEDAD QUIMICA MINERA DE C 288,500 SOCIEDAD QUIMICA MINERA DE C 61,500 SOCIEDAD QUIMICA MINERA DE C 353 SOHU COM INC . . . . . . . . 4,050 SOHU COM INC . . . . . . . . 13,000 SOHU COM INC . . . . . . . . 73 SOHU COM INC . . . . . . . . 5,655 SOHU COM INC . . . . . . . . 463 SOLARFUN POWER HOLDINGS CO L 4,738 SOLARWINDS INC . . . . . . . 1,401 SOLITARIO EXPL & RTY CORP. . 75,247 SONIC AUTOMOTIVE INC 750,000 SONIC CORP . . . . . . . . . 7,075 SONICWALL INC. . . . . . . . 1,000 SONOCO PRODS CO. . . . . . . 5,200 SONUS NETWORKS INC . . . . . 4,000 SONY CORP. . . . . . . . . . 1,250 SOTHEBYS . . . . . . . . . . 28,427 SOTHEBYS 1,418,000 SOUTH FINL GROUP INC . . . . 6,000 SOUTH JERSEY INDS INC. . . . 606 SOUTHERN CO. . . . . . . . . 121,876 SOUTHERN CO. . . . . . . . . 6,100 SOUTHERN CO. . . . . . . . . 11,177 SOUTHERN CO. . . . . . . . . 40,500 SOUTHERN CO. . . . . . . . . 60,201 SOUTHERN COPPER CORP . . . . 2,100 SOUTHERN COPPER CORP . . . . 90,400 SOUTHERN COPPER CORP . . . . 600 SOUTHERN COPPER CORP . . . . 703 SOUTHERN COPPER CORP . . . . 1,282 SOUTHERN UN CO NEW . . . . . 1,200 SOUTHWEST AIRLS CO . . . . . 114,475 SOUTHWEST AIRLS CO . . . . . 20 SOUTHWEST AIRLS CO . . . . . 4,837 SOUTHWEST GAS CORP . . . . . 1,214 SOUTHWEST WTR CO . . . . . . 695 SOUTHWESTERN ENERGY CO . . . 1,214,614 SOUTHWESTERN ENERGY CO . . . 71,300 SOUTHWESTERN ENERGY CO . . . 1,334 SOUTHWESTERN ENERGY CO . . . 4,150 SOUTHWESTERN ENERGY CO . . . 2,560 SOUTHWESTERN ENERGY CO . . . 30,000 SOUTHWESTERN ENERGY CO . . . 7,800 SOUTHWESTERN ENERGY CO . . . 2,590 SOUTHWESTERN ENERGY CO . . . 13,570 SOUTHWESTERN ENERGY CO . . . 10,000 SOUTHWESTERN ENERGY CO . . . 19,261 SOUTHWESTERN ENERGY CO . . . 25,118 SOVRAN SELF STORAGE INC. . . 61,096 SOVRAN SELF STORAGE INC. . . 8,000 SOVRAN SELF STORAGE INC. . . 604 SOVRAN SELF STORAGE INC. . . 17,369 SPARK NETWORKS INC . . . . . 4,729 SPARTAN MTRS INC . . . . . . 1,567 SPDR DOW JONES INDL AVRG ETF 68 SPDR DOW JONES INDL AVRG ETF 3,000 SPDR GOLD TRUST. . . . . . . 620 SPDR GOLD TRUST. . . . . . . 11,555 SPDR GOLD TRUST. . . . . . . 468,136 SPDR INDEX SHS FDS . . . . . 39,454 SPDR INDEX SHS FDS . . . . . 1,410 SPDR INDEX SHS FDS . . . . . 25,255 SPDR INDEX SHS FDS . . . . . 29,446 SPDR INDEX SHS FDS . . . . . 300 SPDR S&P MIDCAP 400 ETF TR . 200 SPDR SERIES TRUST. . . . . . 14,000 SPDR SERIES TRUST. . . . . . 5,150 SPDR SERIES TRUST. . . . . . 957 SPDR SERIES TRUST. . . . . . 300 SPDR SERIES TRUST. . . . . . 2,680 SPDR SERIES TRUST. . . . . . 24,150 SPDR SERIES TRUST. . . . . . 2,787 SPDR SERIES TRUST. . . . . . 7,320 SPDR TR. . . . . . . . . . . 81,410 SPDR TR. . . . . . . . . . . 83,260 SPDR TR. . . . . . . . . . . 11,200 SPDR TR. . . . . . . . . . . 28,990 SPECTRA ENERGY CORP. . . . . 119,092 SPECTRA ENERGY CORP. . . . . 5,395 SPECTRUM CTL INC . . . . . . 1,487 SPECTRUM PHARMACEUTICALS INC 4,000 SPIRIT AEROSYSTEMS HLDGS INC 1,649 SPIRIT AEROSYSTEMS HLDGS INC 37,800 SPORT SUPPLY GROUP INC DEL . 55,390 SPREADTRUM COMMUNICATIONS IN 123,583 SPRINT NEXTEL CORP . . . . . 320,376 SPRINT NEXTEL CORP . . . . . 32,768 SPRINT NEXTEL CORP . . . . . 33,120 SPRINT NEXTEL CORP . . . . . 14,700 SPRINT NEXTEL CORP . . . . . 2,388 SPRINT NEXTEL CORP . . . . . 40,000 SPRINT NEXTEL CORP . . . . . 26,500 SPRINT NEXTEL CORP . . . . . 1 SPRINT NEXTEL CORP . . . . . 1 SPRINT NEXTEL CORP . . . . . 268,756 SPX CORP . . . . . . . . . . 13,510 SPX CORP . . . . . . . . . . 302 SPX CORP . . . . . . . . . . 5,930 SPX CORP . . . . . . . . . . 743,600 SPX CORP . . . . . . . . . . 1,196 SRA INTL INC . . . . . . . . 1,171 ST JUDE MED INC. . . . . . . 53,981 ST JUDE MED INC. . . . . . . 456 ST JUDE MED INC. . . . . . . 200,000 ST JUDE MED INC. . . . . . . 17,000 ST JUDE MED INC. . . . . . . 5,600 ST JUDE MED INC. . . . . . . 1,233 ST MARY LD & EXPL CO . . . . 3,800 ST MARY LD & EXPL CO . . . . 264 ST MARY LD & EXPL CO . . . . 2,300 STAGE STORES INC . . . . . . 2,436 STANCORP FINL GROUP INC. . . 1,119 STANDARD PARKING CORP. . . . 2,242 STANLEY BLACK & DECKER INC . 31,783 STANLEY BLACK & DECKER INC . 932 STANLEY BLACK & DECKER INC . 327 STANLEY BLACK & DECKER INC . 78,300 STANLEY BLACK & DECKER INC . 1,400 STANLEY BLACK & DECKER INC . 27,510 STAPLES INC. . . . . . . . . 177,732 STAPLES INC. . . . . . . . . 1,484 STAPLES INC. . . . . . . . . 1,182 STAPLES INC. . . . . . . . . 2,925 STARBUCKS CORP . . . . . . . 122,855 STARBUCKS CORP . . . . . . . 513 STARBUCKS CORP . . . . . . . 12,700 STARBUCKS CORP . . . . . . . 4,150 STARWOOD HOTELS&RESORTS WRLD 20,260 STARWOOD HOTELS&RESORTS WRLD 1,480 STARWOOD HOTELS&RESORTS WRLD 6,190 STARWOOD HOTELS&RESORTS WRLD 617 STARWOOD HOTELS&RESORTS WRLD 10,200 STARWOOD PPTY TR INC . . . . 532 STATE STR CORP . . . . . . . 380,531 STATE STR CORP . . . . . . . 500 STATE STR CORP . . . . . . . 1,125 STATE STR CORP . . . . . . . 1,378 STATE STR CORP . . . . . . . 100,000 STATE STR CORP . . . . . . . 62,911 STATE STR CORP . . . . . . . 11,800 STATE STR CORP . . . . . . . 3,890 STATE STR CORP . . . . . . . 2,500 STATE STR CORP . . . . . . . 900 STATE STR CORP . . . . . . . 6,600 STATE STR CORP . . . . . . . 9,500 STATE STR CORP . . . . . . . 1,600 STATE STR CORP . . . . . . . 17,136 STATOIL ASA. . . . . . . . . 2 STEC INC . . . . . . . . . . 5,000 STEEL DYNAMICS INC . . . . . 420,600 STEEL DYNAMICS INC . . . . . 5,091 STEEL DYNAMICS INC . . . . . 1,480 STEEL DYNAMICS INC 779,000 STEPAN CO. . . . . . . . . . 131 STERICYCLE INC . . . . . . . 13,980 STERICYCLE INC . . . . . . . 44 STERICYCLE INC . . . . . . . 6,816 STERIS CORP. . . . . . . . . 370 STERLING BANCSHARES INC. . . 1,325 STERLING BANCSHARES INC. . . 10,600 STERLING BANKS INC . . . . . 13,155 STERLING CONSTRUCTION CO INC 1,261 STERLITE INDS INDIA LTD. . . 491,300 STERLITE INDS INDIA LTD. . . 365,400 STERLITE INDS INDIA LTD. . . 8,810 STERLITE INDS INDIA LTD 430,000 STERLITE INDS INDIA LTD. . . 26,492 STERLITE INDS INDIA LTD. . . 19,000 STERLITE INDS INDIA LTD. . . 6,121 STERLITE INDS INDIA LTD 4,000 STERLITE INDS INDIA LTD. . . 1,270 STEWART ENTERPRISES INC. . . 11,100 STIFEL FINL CORP . . . . . . 94 STILLWATER MNG CO. . . . . . 1,560 STILLWATER MNG CO. . . . . . 3,147 STMICROELECTRONICS N V . . . 89,500 STMICROELECTRONICS N V . . . 27,165 STONE ENERGY CORP. . . . . . 2,040 STONE ENERGY CORP. . . . . . 359 STONE ENERGY CORP. . . . . . 1 STR HLDGS INC. . . . . . . . 1,935 STRATEGIC HOTELS & RESORTS I 16,300 STRATEGIC HOTELS & RESORTS I 2,550 STRATEGIC HOTELS & RESORTS I 1,447 STRAYER ED INC . . . . . . . 3,487 STRAYER ED INC . . . . . . . 598 STRAYER ED INC . . . . . . . 5,650 STRYKER CORP . . . . . . . . 30,345 STRYKER CORP . . . . . . . . 2,001 STRYKER CORP . . . . . . . . 8,300 STRYKER CORP . . . . . . . . 9,000 STRYKER CORP . . . . . . . . 14,425 SUCCESSFACTORS INC . . . . . 1,137 SULPHCO INC. . . . . . . . . 253,041 SUN COMMUNITIES INC. . . . . 41,378 SUN COMMUNITIES INC. . . . . 8,500 SUN LIFE FINL INC. . . . . . 482,425 SUN LIFE FINL INC. . . . . . 20,700 SUN LIFE FINL INC. . . . . . 1,100 SUN LIFE FINL INC. . . . . . 1,166 SUNCOR ENERGY INC NEW. . . . 537,434 SUNCOR ENERGY INC NEW. . . . 4,750 SUNCOR ENERGY INC NEW. . . . 74,206 SUNCOR ENERGY INC NEW. . . . 6,900 SUNCOR ENERGY INC NEW. . . . 1,589 SUNCOR ENERGY INC NEW. . . . 1 SUNCOR ENERGY INC NEW. . . . 10,000 SUNCOR ENERGY INC NEW. . . . 3,000 SUNCOR ENERGY INC NEW. . . . 67,016 SUNCOR ENERGY INC NEW. . . . 198,419 SUNCOR ENERGY INC NEW. . . . 40,836 SUNCOR ENERGY INC NEW. . . . 711,208 SUNCOR ENERGY INC NEW. . . . 14,144 SUNCOR ENERGY INC NEW. . . . 5,925 SUNOCO INC . . . . . . . . . 28,108 SUNOCO INC . . . . . . . . . 920 SUNOCO INC . . . . . . . . . 8,722 SUNOCO INC . . . . . . . . . 4,325 SUNOCO INC . . . . . . . . . 692 SUNPOWER CORP. . . . . . . . 3,375 SUNPOWER CORP. . . . . . . . 47,209 SUNPOWER CORP. . . . . . . . 1,370 SUNPOWER CORP. . . . . . . . 1,269 SUNPOWER CORP 690,000 SUNPOWER CORP. . . . . . . . 8,900 SUNPOWER CORP. . . . . . . . 13,100 SUNPOWER CORP 12,000 SUNPOWER CORP. . . . . . . . 1,037 SUNPOWER CORP. . . . . . . . 546 SUNPOWERCORP 1,385,000 SUNSTONE HOTEL INVS INC NEW. 218,146 SUNSTONE HOTEL INVS INC NEW. 21,161 SUNSTONE HOTEL INVS INC NEW. 84,898 SUNTECH PWR HLDGS CO LTD . . 340,400 SUNTECH PWR HLDGS CO LTD . . 11,300 SUNTECH PWR HLDGS CO LTD . . 18,637 SUNTECH PWR HLDGS CO LTD . . 5,250 SUNTECH PWR HLDGS CO LTD 1,535,000 SUNTECH PWR HLDGS CO LTD . . 21,609 SUNTECH PWR HLDGS CO LTD . . 1,306 SUNTECH PWR HLDGS CO LTD . . 261 SUNTECH PWR HLDGS CO LTD . . 2,206 SUNTRUST BKS INC . . . . . . 101,297 SUNTRUST BKS INC . . . . . . 2,044 SUNTRUST BKS INC . . . . . . 1,030 SUNTRUST BKS INC . . . . . . 68,000 SUNTRUST BKS INC . . . . . . 7,420 SUNTRUST BKS INC . . . . . . 5,000 SUNTRUST BKS INC . . . . . . 3,000 SUNTRUST BKS INC . . . . . . 12,100 SUNTRUST BKS INC . . . . . . 17,400 SUNTRUST BKS INC . . . . . . 37,788 SUPERGEN INC . . . . . . . . 8,060 SUPERIOR ENERGY SVCS INC . . 9,668 SUPERIOR ENERGY SVCS INC . . 3,700 SUPERMEDIA INC . . . . . . . 36,271 SUPERTEX INC . . . . . . . . 116 SUPERVALU INC. . . . . . . . 358,394 SUPERVALU INC. . . . . . . . 352 SUPERVALU INC. . . . . . . . 10,400 SUPERVALU INC. . . . . . . . 1,350 SUPERVALU INC. . . . . . . . 711,000 SUPERVALU INC. . . . . . . . 12,900 SUPERVALU INC. . . . . . . . 35,681 SURMODICS INC. . . . . . . . 4,076 SVB FINL GROUP . . . . . . . 15,800 SVB FINL GROUP . . . . . . . 108 SVB FINL GROUP . . . . . . . 204 SWEDISH EXPT CR CORP . . . . 10,950 SWIFT ENERGY CO. . . . . . . 261 SWITCH &DATA FACILITIES COM. 46,197 SWITCH &DATA FACILITIES COM. 154,622 SXC HEALTH SOLUTIONS CORP. . 171 SXC HEALTH SOLUTIONS CORP. . 780 SYBASE INC . . . . . . . . . 411 SYMANTEC CORP. . . . . . . . 2,192,746 SYMANTEC CORP. . . . . . . . 4,700 SYMANTEC CORP. . . . . . . . 612 SYMANTEC CORP. . . . . . . . 50,466 SYMANTEC CORP. . . . . . . . 23,700 SYMANTEC CORP. . . . . . . . 12,000 SYMANTEC CORP. . . . . . . . 7,775 SYMANTEC CORP. . . . . . . . 47,643 SYNAPTICS INC. . . . . . . . 3,115 SYNIVERSE HLDGS INC. . . . . 440 SYNNEX CORP. . . . . . . . . 529 SYNOPSYS INC . . . . . . . . 199,802 SYNOPSYS INC . . . . . . . . 14,900 SYNOPSYS INC . . . . . . . . 3,535 SYNOVIS LIFE TECHNOLOGIES IN 10,650 SYNOVUS FINL CORP. . . . . . 14,719 SYNOVUS FINL CORP. . . . . . 20,555 SYNTROLEUM CORP. . . . . . . 2,800 SYSCO CORP . . . . . . . . . 635,203 SYSCO CORP . . . . . . . . . 1,300 SYSCO CORP . . . . . . . . . 300 SYSCO CORP . . . . . . . . . 93,655 SYSCO CORP . . . . . . . . . 37,122 SYSCO CORP . . . . . . . . . 613 SYSCO CORP . . . . . . . . . 184 SYSCO CORP . . . . . . . . . 109,870 SYSCO CORP . . . . . . . . . 3,973 TAIWAN GREATER CHINA FD. . . 4,758 TAIWAN SEMICONDUCTOR MFG LTD 860,674 TAIWAN SEMICONDUCTOR MFG LTD 109,167 TAIWAN SEMICONDUCTOR MFG LTD 650 TAIWAN SEMICONDUCTOR MFG LTD 1,282 TAIWAN SEMICONDUCTOR MFG LTD 354,522 TAIWAN SEMICONDUCTOR MFG LTD 24,061 TAKE-TWO INTERACTIVE SOFTWAR 3,819 TAKE-TWO INTERACTIVE SOFTWAR 6,383 TAKE-TWO INTERACTIVE SOFTWAR 276,000 TAKE-TWO INTERACTIVE SOFTWAR 8,057 TALBOTS INC. . . . . . . . . 3,573 TALISMAN ENERGY INC. . . . . 93,675 TALISMAN ENERGY INC. . . . . 74,600 TALISMAN ENERGY INC. . . . . 306 TALISMAN ENERGY INC. . . . . 80,000 TALISMAN ENERGY INC. . . . . 3,907 TAM SA . . . . . . . . . . . 239,900 TAM SA . . . . . . . . . . . 44,314 TAM SA . . . . . . . . . . . 3,360 TAM SA . . . . . . . . . . . 2,446 TAM SA . . . . . . . . . . . 1,000 TANGER FACTORY OUTLET CTRS I 89,476 TANGER FACTORY OUTLET CTRS I 11,600 TANGER FACTORY OUTLET CTRS I 22,211 TANZANIAN ROYALTY EXPL CORP. 1,187 TARGACEPT INC. . . . . . . . 589,895 TARGET CORP. . . . . . . . . 656,201 TARGET CORP. . . . . . . . . 600 TARGET CORP. . . . . . . . . 1,869 TARGET CORP. . . . . . . . . 200,000 TARGET CORP. . . . . . . . . 12,900 TARGET CORP. . . . . . . . . 4,230 TARGET CORP. . . . . . . . . 6,000 TARGET CORP. . . . . . . . . 8,700 TARGET CORP. . . . . . . . . 12,788 TASEKO MINES LTD . . . . . . 294,000 TASER INTL INC . . . . . . . 3,036 TATA COMMUNICATIONS LTD. . . 170 TATA MTRS LTD. . . . . . . . 261,100 TATA MTRS LTD. . . . . . . . 14,195 TATA MTRS LTD. . . . . . . . 9,800 TATA MTRS LTD. . . . . . . . 59,300 TATA MTRS LTD. . . . . . . . 3,683 TATA MTRS LTD. . . . . . . . 1,594 TAUBMAN CTRS INC . . . . . . 88,182 TAUBMAN CTRS INC . . . . . . 8,800 TAUBMAN CTRS INC . . . . . . 16,289 TBS INTERNATIONAL PLC. . . . 218 TCF FINL CORP. . . . . . . . 10,950 TD AMERITRADE HLDG CORP. . . 19,004 TD AMERITRADE HLDG CORP. . . 6,907 TD AMERITRADE HLDG CORP. . . 403 TD AMERITRADE HLDG CORP. . . 6,533 TECH DATA CORP . . . . . . . 21,400 TECH DATA CORP . . . . . . . 340 TECH DATA CORP . . . . . . . 730 TECH DATA CORP 560,000 TECH DATA CORP . . . . . . . 4,500 TECH DATA CORP . . . . . . . 1,300 TECHTEAM GLOBAL INC. . . . . 2,418 TECHWELL INC . . . . . . . . 27,515 TECHWELL INC . . . . . . . . 21,008 TECHWELL INC . . . . . . . . 2,527 TECK COMINCO LTD . . . . . . 273,586 TECK COMINCO LTD . . . . . . 34,400 TECK COMINCO LTD . . . . . . 790 TECK COMINCO LTD . . . . . . 1,718 TECK COMINCO LTD . . . . . . 8,060 TECK COMINCO LTD . . . . . . 63,500 TECK COMINCO LTD . . . . . . 6,985 TECK COMINCO LTD . . . . . . 5,000 TECK COMINCO LTD . . . . . . 42,104 TECK COMINCO LTD . . . . . . 7,000 TECK COMINCO LTD . . . . . . 8,000 TECK COMINCO LTD . . . . . . 43,550 TECK COMINCO LTD . . . . . . 1,873 TECK COMINCO LTD . . . . . . 7,300 TECK COMINCO LTD . . . . . . 1,003 TECO ENERGY INC. . . . . . . 5,328 TECO ENERGY INC. . . . . . . 26,635 TEEKAY SHIPPING MARSHALL ISL 5,100 TEEKAY TANKERS LTD . . . . . 3,630 TEKELEC. . . . . . . . . . . 250 TEKELEC. . . . . . . . . . . 627 TELE NORTE LESTE PART S A. . 1,402,700 TELE NORTE LESTE PART S A. . 55,600 TELE NORTE LESTE PART S A. . 333 TELE NORTE LESTE PART S A. . 860 TELE NORTE LESTE PART S A. . 97,500 TELE NORTE LESTE PART S A. . 13,100 TELE NORTE LESTE PART S A. . 10,846 TELE NORTE LESTE PART S A. . 4,255 TELECOM ARGENTINA S A. . . . 219,500 TELECOM ARGENTINA S A. . . . 61,800 TELECOM ARGENTINA S A. . . . 776 TELECOM HLDRS TR . . . . . . 900 TELECOMUNICACOES BRASILEIRAS 200 TELECOMUNICACOES DE SAO PAUL 25,550 TELECOMUNICACOES DE SAO PAUL 1,500 TELEFLEX INC . . . . . . . . 100 TELEFLEX INC . . . . . . . . 200 TELEFONICA S A . . . . . . . 300 TELEFONOS DE MEXICO S A. . . 47,200 TELEFONOS DE MEXICO S A. . . 2,378 TELEPHONE & DATA SYS INC . . 2,640 TELEPHONE & DATA SYS INC . . 2,000 TELEPHONE & DATA SYS INC . . 1,500 TELEPHONE & DATA SYS INC . . 2,900 TELEPHONE & DATA SYS INC . . 1,216 TELETECH HOLDINGS INC. . . . 2,600 TELLABS INC. . . . . . . . . 7,655 TELLABS INC. . . . . . . . . 21,924 TELLABS INC. . . . . . . . . 14,610 TELLABS INC. . . . . . . . . 500,000 TELLABS INC. . . . . . . . . 42,000 TELLABS INC. . . . . . . . . 13,600 TELLABS INC. . . . . . . . . 56,300 TELMEX INTERNACIONAL SAB DE. 10,613 TELMEX INTERNACIONAL SAB DE. 9,891 TELMEX INTERNACIONAL SAB DE. 47,200 TELUS CORP . . . . . . . . . 8,296 TELUS CORP . . . . . . . . . 882 TEMPLE INLAND INC. . . . . . 780 TEMPUR PEDIC INTL INC. . . . 604 TENARIS S A. . . . . . . . . 143,600 TENARIS S A. . . . . . . . . 730 TENET HEALTHCARE CORP. . . . 17,500 TENET HEALTHCARE CORP. . . . 16,500 TENET HEALTHCARE CORP. . . . 22,289 TENET HEALTHCARE CORP. . . . 3,986 TENET HEALTHCARE CORP. . . . 2,916,880 TENET HEALTHCARE CORP. . . . 23,975 TENNECO INC. . . . . . . . . 2,950 TERADATA CORP DEL. . . . . . 17,252 TERADATA CORP DEL. . . . . . 1,004 TERADYNE INC . . . . . . . . 13,000 TERADYNE INC . . . . . . . . 32,000 TERADYNE INC . . . . . . . . 150,000 TERADYNE INC . . . . . . . . 15,000 TERADYNE INC . . . . . . . . 6,000 TEREX CORP NEW . . . . . . . 9,750 TERNIUM SA . . . . . . . . . 400,100 TERNIUM SA . . . . . . . . . 90,600 TERNIUM SA . . . . . . . . . 230,500 TERNIUM SA . . . . . . . . . 277 TERRA INDS INC . . . . . . . 3,745 TERRA INDS INC . . . . . . . 106,543 TERRA INDS INC . . . . . . . 49,390 TERRA INDS INC . . . . . . . 20,870 TERRA INDS INC . . . . . . . 7,325 TERRA INDS INC . . . . . . . 252 TERRA INDS INC . . . . . . . 8 TERRA INDS INC . . . . . . . 4 TERRA INDS INC . . . . . . . 50 TERREMARK WORLDWIDE INC. . . 447 TERRENO RLTY CORP. . . . . . 383 TESORO CORP. . . . . . . . . 39,833 TESORO CORP. . . . . . . . . 1,300 TESORO CORP. . . . . . . . . 7,500 TESORO CORP. . . . . . . . . 5,000 TESORO CORP. . . . . . . . . 5,700 TESORO CORP. . . . . . . . . 1,546 TESSERA TECHNOLOGIES INC . . 200 TETRA TECH INC NEW . . . . . 324,600 TETRA TECH INC NEW . . . . . 12,900 TETRA TECH INC NEW . . . . . 4,800 TETRA TECHNOLOGIES INC DEL . 638 TEVA PHARMACEUTICAL FIN CO B 16,583,000 TEVA PHARMACEUTICAL FIN CO B 12,000,000 TEVA PHARMACEUTICAL FIN CO B 10,000,000 TEVA PHARMACEUTICAL FIN CO B 3,500,000 TEVA PHARMACEUTICAL FIN CO B 1,500,000 TEVA PHARMACEUTICAL FIN II L 7,000 TEVA PHARMACEUTICAL FIN II L 9,000 TEVA PHARMACEUTICAL INDS LTD 56,400 TEVA PHARMACEUTICAL INDS LTD 9,200 TEVA PHARMACEUTICAL INDS LTD 530,800 TEVA PHARMACEUTICAL INDS LTD 1,409 TEVA PHARMACEUTICAL INDS LTD 76,877 TEVA PHARMACEUTICAL INDS LTD 23,313 TEVA PHARMACEUTICAL INDS LTD 8,400 TEVA PHARMACEUTICAL INDS LTD 5,300 TEVA PHARMACEUTICAL INDS LTD 6,000 TEVA PHARMACEUTICAL INDS LTD 1,871 TEXAS CAPITAL BANCSHARES INC 5,885 TEXAS INSTRS INC . . . . . . 1,741,456 TEXAS INSTRS INC . . . . . . 74,300 TEXAS INSTRS INC . . . . . . 17,942 TEXAS INSTRS INC . . . . . . 66,416 TEXAS INSTRS INC . . . . . . 4,250 TEXAS INSTRS INC . . . . . . 150,000 TEXAS INSTRS INC . . . . . . 76,400 TEXAS INSTRS INC . . . . . . 58,241 TEXAS INSTRS INC . . . . . . 15,000 TEXAS INSTRS INC . . . . . . 6,500 TEXAS INSTRS INC . . . . . . 5,185 TEXAS INSTRS INC . . . . . . 12,100 TEXAS INSTRS INC . . . . . . 50,753 TEXAS INSTRS INC . . . . . . 19,210 TEXAS INSTRS INC . . . . . . 345,160 TEXAS INSTRS INC . . . . . . 9,500 TEXAS INSTRS INC . . . . . . 47,990 TEXTAINER GROUP HOLDINGS LTD 641 TEXTRON INC. . . . . . . . . 33,312 TEXTRON INC. . . . . . . . . 350 TEXTRON INC 102,000 TEXTRON INC. . . . . . . . . 11,000 TEXTRON INC. . . . . . . . . 525,920 TEXTRON INC. . . . . . . . . 36,213 TFS FINL CORP. . . . . . . . 10,900 TFS FINL CORP. . . . . . . . 3,904 TFS FINL CORP. . . . . . . . 6,850 TFS FINL CORP. . . . . . . . 1,790 TGC INDS INC . . . . . . . . 1,832 THE9 LTD . . . . . . . . . . 1,000 THERAGENICS CORP . . . . . . 6,253 THERMO FISHER SCIENTIFIC INC 52,204 THERMO FISHER SCIENTIFIC INC 60,000 THERMO FISHER SCIENTIFIC INC 40,000 THERMO FISHER SCIENTIFIC INC 212 THERMO FISHER SCIENTIFIC INC 244 THERMO FISHER SCIENTIFIC INC 170,000 THERMO FISHER SCIENTIFIC INC 22,500 THERMO FISHER SCIENTIFIC INC 11,400 THERMO FISHER SCIENTIFIC INC 3,710 THERMO FISHER SCIENTIFIC INC 3,310 THERMO FISHER SCIENTIFIC INC 14,805 THERMO FISHER SCIENTIFIC INC 7,430 THOMPSON CREEK METALS CO INC 26,500 THOMPSON CREEK METALS CO INC 2,030 THOMPSON CREEK METALS CO INC 1,410 THOMPSON CREEK METALS CO INC 122,423 THOMPSON CREEK METALS CO INC 190,800 THOMPSON CREEK METALS CO INC 83,124 THOMSON REUTERS CORP . . . . 24,878 THOMSON REUTERS CORP . . . . 13,717 THOMSON REUTERS CORP . . . . 6,500 THOMSON REUTERS CORP . . . . 1,039 THOR INDS INC. . . . . . . . 2,055 THORATEC CORP. . . . . . . . 249 THORATEC CORP. . . . . . . . 18,850 THORATEC CORP 10,000 TIBCO SOFTWARE INC . . . . . 361 TIBCO SOFTWARE INC . . . . . 624 TIDEWATER INC. . . . . . . . 451 TIDEWATER INC. . . . . . . . 187 TIDEWATER INC. . . . . . . . 3,475 TIFFANY & CO NEW . . . . . . 17,554 TIFFANY & CO NEW . . . . . . 94 TIFFANY & CO NEW . . . . . . 5,100 TIFFANY & CO NEW . . . . . . 7,300 TIFFANY & CO NEW . . . . . . 57,603 TIFFANY & CO NEW . . . . . . 30,742 TIFFANY & CO NEW . . . . . . 1,728 TIFFANY & CO NEW . . . . . . 400 TIFFANY & CO NEW . . . . . . 6,877 TII NETWORK TECHNOLOGIES INC 16,474 TIM HORTONS INC. . . . . . . 12,012 TIM PARTICIPACOES S A. . . . 436,700 TIM PARTICIPACOES S A. . . . 79,200 TIM PARTICIPACOES S A. . . . 708 TIMBERLAND CO. . . . . . . . 368 TIME WARNER CABLE INC. . . . 663,437 TIME WARNER CABLE INC. . . . 88,741 TIME WARNER CABLE INC. . . . 9,300 TIME WARNER CABLE INC. . . . 3 TIME WARNER CABLE INC. . . . 25,495 TIME WARNER CABLE INC. . . . 845 TIME WARNER CABLE INC. . . . 824 TIME WARNER INC. . . . . . . 286,397 TIME WARNER INC. . . . . . . 55,600 TIME WARNER INC. . . . . . . 12,759 TIME WARNER INC. . . . . . . 405 TIME WARNER INC. . . . . . . 1,966 TIME WARNER INC. . . . . . . 220,000 TIME WARNER INC. . . . . . . 22,000 TIME WARNER INC. . . . . . . 6,900 TIME WARNER INC. . . . . . . 8,800 TIME WARNER INC. . . . . . . 3,333 TIME WARNER INC. . . . . . . 13 TIME WARNER INC. . . . . . . 695,232 TIME WARNER INC. . . . . . . 100,799 TIME WARNER INC. . . . . . . 3,866 TIME WARNER INC. . . . . . . 13,884 TIME WARNER TELECOM INC 485,000 TIMKEN CO. . . . . . . . . . 884 TITAN INTL INC ILL . . . . . 1,500 TITAN INTL INC ILL . . . . . 1,949 TITAN INTL INC ILL . . . . . 900 TITAN MACHY INC. . . . . . . 898 TITANIUM METALS CORP . . . . 6,323 TITANIUM METALS CORP . . . . 3,431 TITANIUM METALS CORP . . . . 500 TIVO INC . . . . . . . . . . 11,500 TIVO INC . . . . . . . . . . 4,055 TJX COS INC NEW. . . . . . . 805,074 TJX COS INC NEW. . . . . . . 21,000 TJX COS INC NEW. . . . . . . 137,940 TJX COS INC NEW. . . . . . . 203 TJX COS INC NEW. . . . . . . 193 TJX COS INC NEW. . . . . . . 1,688 TJX COS INC NEW. . . . . . . 100,000 TJX COS INC NEW. . . . . . . 42,660 TJX COS INC NEW. . . . . . . 11,100 TJX COS INC NEW. . . . . . . 3,625 TJX COS INC NEW. . . . . . . 16,000 TJX COS INC NEW. . . . . . . 17,300 TJX COS INC NEW. . . . . . . 2,510 TJX COS INC NEW. . . . . . . 11,792 TNS INC. . . . . . . . . . . 9,900 TOLL BROTHERS INC. . . . . . 879,281 TOLL BROTHERS INC. . . . . . 52,933 TOLL BROTHERS INC. . . . . . 5,050 TOLL BROTHERS INC. . . . . . 3,326 TORCHMARK CORP . . . . . . . 9,701 TORCHMARK CORP . . . . . . . 995 TORCHMARK CORP . . . . . . . 6,200 TORCHMARK CORP . . . . . . . 547 TORCHMARK CORP . . . . . . . 7,016 TORONTO DOMINION BK ONT. . . 270,327 TORONTO DOMINION BK ONT. . . 26,550 TORONTO DOMINION BK ONT. . . 6,500 TORONTO DOMINION BK ONT. . . 47,900 TORONTO DOMINION BK ONT. . . 16,800 TORONTO DOMINION BK ONT. . . 358,500 TORONTO DOMINION BK ONT. . . 78,700 TORONTO DOMINION BK ONT. . . 982 TOTAL S A. . . . . . . . . . 1,700 TOTAL SYS SVCS INC . . . . . 173,605 TOWERS WATSON & CO . . . . . 170 TOYOTA MOTOR CORP. . . . . . 10,068 TRACTOR SUPPLY CO. . . . . . 700 TRACTOR SUPPLY CO. . . . . . 309 TRANSALTA CORP . . . . . . . 14,043 TRANSALTA CORP . . . . . . . 12,000 TRANSATLANTIC HLDGS INC. . . 94,784 TRANSATLANTIC HLDGS INC. . . 4,300 TRANSATLANTIC HLDGS INC. . . 1,587 TRANSATLANTIC PETROLEUM LTD. 9,000 TRANSCANADA CORP . . . . . . 214,409 TRANSCANADA CORP . . . . . . 2,599 TRANSDIGM GROUP INC. . . . . 529 TRANSOCEAN INC 67,514,000 TRANSOCEAN INC 7,000 TRANSOCEAN INC 7,000 TRANSOCEAN INC 7,000 TRANSOCEAN LTD . . . . . . . 529,067 TRANSOCEAN LTD . . . . . . . 12,800 TRANSOCEAN LTD . . . . . . . 4,159 TRANSOCEAN LTD . . . . . . . 82 TRANSOCEAN LTD . . . . . . . 40,000 TRANSOCEAN LTD . . . . . . . 11,800 TRANSOCEAN LTD . . . . . . . 3,400 TRANSOCEAN LTD . . . . . . . 1,120 TRANSOCEAN LTD . . . . . . . 800 TRANSOCEAN LTD . . . . . . . 32,459 TRANSOCEAN LTD . . . . . . . 3,700 TRANSOCEAN LTD . . . . . . . 69 TRANSOCEAN LTD . . . . . . . 5,300 TRANSOCEAN LTD . . . . . . . 127,266 TRANSOCEAN LTD . . . . . . . 13,546 TRANSOCEAN LTD . . . . . . . 19 TRANSOCEAN LTD . . . . . . . 3,315 TRANSOCEAN LTD . . . . . . . 188,876 TRANSOCEAN LTD . . . . . . . 3,900 TRANSOCEAN LTD . . . . . . . 3,922 TRAVELERS COMPANIES INC. . . 648,639 TRAVELERS COMPANIES INC. . . 100 TRAVELERS COMPANIES INC. . . 460 TRAVELERS COMPANIES INC. . . 150,000 TRAVELERS COMPANIES INC. . . 30,000 TRAVELERS COMPANIES INC. . . 12,100 TRAVELERS COMPANIES INC. . . 3,975 TRAVELERS COMPANIES INC. . . 9,400 TRAVELERS COMPANIES INC. . . 677,950 TRAVELERS COMPANIES INC. . . 271,582 TRAVELERS COMPANIES INC. . . 5,396 TRAVELERS COMPANIES INC. . . 13,785 TREE COM INC . . . . . . . . 872 TREEHOUSE FOODS INC. . . . . 936 TRICO BANCSHARES . . . . . . 292 TRIDENT MICROSYSTEMS INC . . 2,100 TRIMERIS INC . . . . . . . . 6,297 TRINA SOLAR LIMITED. . . . . 36,400 TRINA SOLAR LIMITED. . . . . 15,976 TRINA SOLAR LIMITED. . . . . 813 TRINA SOLAR LIMITED. . . . . 48,886 TRINA SOLAR LIMITED. . . . . 3,034 TRINA SOLAR LIMITED. . . . . 1,324 TRINITY BIOTECH PLC. . . . . 77,791 TRINITY INDS INC 993,000 TRINITY INDS INC . . . . . . 2,300 TRIPLE-S MGMT CORP . . . . . 4,000 TRIQUINT SEMICONDUCTOR INC . 4,000 TRIUMPH GROUP INC NEW. . . . 637 TRUSTMARK CORP . . . . . . . 882 TRUSTMARK CORP . . . . . . . 2,400 TRW AUTOMOTIVE HLDGS CORP. . 109,207 TRW AUTOMOTIVE HLDGS CORP. . 44,900 TSAKOS ENERGY NAVIGATION LTD 4,000 TUPPERWARE BRANDS CORP . . . 4,245 TUPPERWARE BRANDS CORP . . . 28 TURKCELL ILETISIM HIZMETLERI 4,050 TW TELECOM INC . . . . . . . 5,750 TWO HBRS INVT CORP 22,841 TYCO ELECTRONICS LTD SWITZER 678,910 TYCO ELECTRONICS LTD SWITZER 1,807 TYCO ELECTRONICS LTD SWITZER 275,157 TYCO ELECTRONICS LTD SWITZER 64,600 TYCO ELECTRONICS LTD SWITZER 500 TYCO ELECTRONICS LTD SWITZER 70,100 TYCO ELECTRONICS LTD SWITZER 1,025,175 TYCO ELECTRONICS LTD SWITZER 12,009 TYCO INTERNATIONAL LTD . . . 1,058,522 TYCO INTERNATIONAL LTD . . . 290 TYCO INTERNATIONAL LTD . . . 84,612 TYCO INTERNATIONAL LTD . . . 6,150 TYCO INTERNATIONAL LTD . . . 5,038 TYCO INTERNATIONAL LTD . . . 7,000 TYCO INTERNATIONAL LTD . . . 7,300 TYCO INTERNATIONAL LTD . . . 500 TYCO INTERNATIONAL LTD . . . 10,500 TYCO INTERNATIONAL LTD . . . 636,475 TYCO INTERNATIONAL LTD . . . 753,500 TYCO INTERNATIONAL LTD . . . 12,400 TYCO INTERNATIONAL LTD . . . 12,358 TYSON FOODS INC. . . . . . . 1,587,536 TYSON FOODS INC. . . . . . . 28 TYSON FOODS INC. . . . . . . 5,000 TYSON FOODS INC. . . . . . . 3,500 TYSON FOODS INC. . . . . . . 26,100 TYSON FOODS INC. . . . . . . 2,517 TYSON FOODS INC. . . . . . . 106,400 TYSON FOODS INC. . . . . . . 14,800 U S AIRWAYS GROUP INC. . . . 4,861,050 U S AIRWAYS GROUP INC. . . . 2,343 U S PHYSICAL THERAPY INC . . 1,950 U STORE IT TR. . . . . . . . 206,351 U STORE IT TR. . . . . . . . 18,500 U STORE IT TR. . . . . . . . 5,523 UAL CORP . . . . . . . . . . 343 UAL CORP . . . . . . . . . . 4,397 UAL CORP . . . . . . . . . . 6,860 UAL CORP . . . . . . . . . . 131 UAL CORP 295,000 UAL CORP 1,920,000 UAL CORP 465,000 UBS AG . . . . . . . . . . . 2,953,880 UBS AG . . . . . . . . . . . 251,688 UBS AG . . . . . . . . . . . 65,932 UBS AG . . . . . . . . . . . 8,130,408 UBS AG . . . . . . . . . . . 479,522 UBS AG . . . . . . . . . . . 843 UBS AG . . . . . . . . . . . 136 UBS AG . . . . . . . . . . . 82,870 UBS AG . . . . . . . . . . . 49,568 UBS AG . . . . . . . . . . . 47,438 UBS AG . . . . . . . . . . . 16,761 UBS AG . . . . . . . . . . . 15,220 UBS AG . . . . . . . . . . . 10,042 UBS AG . . . . . . . . . . . 6,325 UBS AG . . . . . . . . . . . 8,077 UBS AG . . . . . . . . . . . 282,262 UBS AG . . . . . . . . . . . 372,625 UBS AG . . . . . . . . . . . 299 UBS AG . . . . . . . . . . . 1,784 UBS AG . . . . . . . . . . . 246,645 UBS AG . . . . . . . . . . . 103,840 UBS AG . . . . . . . . . . . 400 UBS AG . . . . . . . . . . . 296,240 UBS AG . . . . . . . . . . . 5,860 UBS AG . . . . . . . . . . . 1,222,348 UDR INC. . . . . . . . . . . 345,492 UDR INC. . . . . . . . . . . 45,073 UDR INC. . . . . . . . . . . 32,497 UGI CORP NEW . . . . . . . . 1,675 ULTA SALON COSMETCS & FRAG I 2,200 ULTIMATE SOFTWARE GROUP INC. 1,575 ULTRA PETROLEUM CORP . . . . 12,443 ULTRA PETROLEUM CORP . . . . 35 ULTRA PETROLEUM CORP . . . . 225 ULTRA PETROLEUM CORP . . . . 30,000 ULTRA PETROLEUM CORP . . . . 650 ULTRA PETROLEUM CORP . . . . 3,500 ULTRA PETROLEUM CORP . . . . 11,650 ULTRA PETROLEUM CORP . . . . 4,190 UMPQUA HLDGS CORP. . . . . . 6,010 UMPQUA HLDGS CORP. . . . . . 2,338 UNDER ARMOUR INC . . . . . . 150 UNDER ARMOUR INC . . . . . . 38,700 UNIFIRST CORP MASS . . . . . 900 UNIFIRST CORP MASS . . . . . 580 UNIFIRST CORP MASS . . . . . 70,925 UNION PAC CORP . . . . . . . 240,420 UNION PAC CORP . . . . . . . 7,100 UNION PAC CORP . . . . . . . 900 UNION PAC CORP . . . . . . . 105,410 UNION PAC CORP . . . . . . . 38,231 UNION PAC CORP . . . . . . . 2,180 UNION PAC CORP . . . . . . . 494 UNION PAC CORP . . . . . . . 65,000 UNION PAC CORP . . . . . . . 16,300 UNION PAC CORP . . . . . . . 5,900 UNION PAC CORP . . . . . . . 1,990 UNION PAC CORP . . . . . . . 2,600 UNION PAC CORP . . . . . . . 2,640 UNION PAC CORP . . . . . . . 19,500 UNION PAC CORP . . . . . . . 2,700 UNION PAC CORP . . . . . . . 5,983 UNISOURCE ENERGY CORP. . . . 67 UNISYS CORP. . . . . . . . . 7,660 UNISYS CORP. . . . . . . . . 3,770 UNIT CORP. . . . . . . . . . 54,745 UNIT CORP. . . . . . . . . . 303 UNITED CMNTY BKS BLAIRSVLE G 11,621 UNITED MICROELECTRONICS CORP 293 UNITED MICROELECTRONICS CORP 582 UNITED NAT FOODS INC . . . . 1,467 UNITED ONLINE INC. . . . . . 6,886 UNITED PARCEL SERVICE INC. . 1,089,292 UNITED PARCEL SERVICE INC. . 660 UNITED PARCEL SERVICE INC. . 15,354 UNITED PARCEL SERVICE INC. . 4,740 UNITED PARCEL SERVICE INC. . 2,216 UNITED PARCEL SERVICE INC. . 85,000 UNITED PARCEL SERVICE INC. . 10,200 UNITED PARCEL SERVICE INC. . 4,000 UNITED PARCEL SERVICE INC. . 3,370 UNITED PARCEL SERVICE INC. . 3,400 UNITED PARCEL SERVICE INC. . 3,700 UNITED PARCEL SERVICE INC. . 16,564 UNITED RENTALS INC . . . . . 8,128 UNITED STATES NATL GAS FUND. 26,000 UNITED STATES NATL GAS FUND. 276,770 UNITED STATES OIL FUND LP. . 1,598 UNITED STATES OIL FUND LP. . 1,761 UNITED STATES STL CORP NEW . 264,765 UNITED STATES STL CORP NEW . 27,690 UNITED STATES STL CORP NEW . 7,115 UNITED STATES STL CORP NEW . 2,720 UNITED STATES STL CORP NEW 634,000 UNITED STATES STL CORP NEW . 50,000 UNITED STATES STL CORP NEW . 20,257 UNITED STATES STL CORP NEW . 4,800 UNITED STATES STL CORP NEW . 1,550 UNITED STATES STL CORP NEW . 310,900 UNITED STATES STL CORP NEW 6,000 UNITED STATES STL CORP NEW . 184 UNITED TECHNOLOGIES CORP . . 1,059,540 UNITED TECHNOLOGIES CORP . . 78,720 UNITED TECHNOLOGIES CORP . . 700 UNITED TECHNOLOGIES CORP . . 192,356 UNITED TECHNOLOGIES CORP . . 55,994 UNITED TECHNOLOGIES CORP . . 104 UNITED TECHNOLOGIES CORP . . 50,000 UNITED TECHNOLOGIES CORP . . 4,700 UNITED TECHNOLOGIES CORP . . 1,555 UNITED TECHNOLOGIES CORP . . 936 UNITED TECHNOLOGIES CORP . . 2,739 UNITED TECHNOLOGIES CORP . . 800 UNITED TECHNOLOGIES CORP . . 283,368 UNITED TECHNOLOGIES CORP . . 5,680 UNITED TECHNOLOGIES CORP . . 15,654 UNITED THERAPEUTICS CORP DEL 93 UNITED THERAPEUTICS CORP DEL 2,990 UNITED THERAPEUTICS CORP DEL 10,000 UNITEDHEALTH GROUP INC . . . 1,288,948 UNITEDHEALTH GROUP INC . . . 2,175 UNITEDHEALTH GROUP INC . . . 1,510 UNITEDHEALTH GROUP INC . . . 164 UNITEDHEALTH GROUP INC . . . 250,000 UNITEDHEALTH GROUP INC . . . 24,800 UNITEDHEALTH GROUP INC . . . 8,100 UNITEDHEALTH GROUP INC . . . 16,100 UNITEDHEALTH GROUP INC . . . 5,918 UNITEDHEALTH GROUP INC . . . 46,602 UNITRIN INC. . . . . . . . . 292 UNIVERSAL AMERN FINL CORP. . 135 UNIVERSAL CORP VA. . . . . . 529 UNIVERSAL DISPLAY CORP . . . 214 UNIVERSAL HEALTH RLTY INCM T 26,344 UNIVERSAL HEALTH RLTY INCM T 2,600 UNIVERSAL HLTH SVCS INC. . . 600 UNIVERSAL HLTH SVCS INC. . . 1,046 UNIVERSAL HLTH SVCS INC. . . 10,400 UNIVERSAL HLTH SVCS INC. . . 716 UNUM GROUP . . . . . . . . . 69,769 UNUM GROUP . . . . . . . . . 94 UNUM GROUP . . . . . . . . . 500 UQM TECHNOLOGIES INC . . . . 11,937 URBAN OUTFITTERS INC . . . . 34,746 URBAN OUTFITTERS INC . . . . 355 URBAN OUTFITTERS INC . . . . 25,143 URBAN OUTFITTERS INC . . . . 2,140 URBAN OUTFITTERS INC . . . . 5,821 URS CORP NEW . . . . . . . . 12,321 URS CORP NEW . . . . . . . . 500 URS CORP NEW . . . . . . . . 620 URS CORP NEW . . . . . . . . 1,800 URS CORP NEW . . . . . . . . 707 URS CORP NEW . . . . . . . . 2,034 URSTADT BIDDLE PPTYS INS . . 40,732 URSTADT BIDDLE PPTYS INS . . 4,900 US BANCORP DEL . . . . . . . 1,675,616 US BANCORP DEL . . . . . . . 49,400 US BANCORP DEL . . . . . . . 1,746 US BANCORP DEL . . . . . . . 259,475 US BANCORP DEL . . . . . . . 94,379 US BANCORP DEL . . . . . . . 8,060 US BANCORP DEL . . . . . . . 742 US BANCORP DEL 650,000 US BANCORP DEL . . . . . . . 200,000 US BANCORP DEL . . . . . . . 60,000 US BANCORP DEL . . . . . . . 19,200 US BANCORP DEL . . . . . . . 6,220 US BANCORP DEL . . . . . . . 40,500 US BANCORP DEL . . . . . . . 4,400 US BANCORP DEL . . . . . . . 118,655 USA MOBILITY INC . . . . . . 5,500 USA TRUCK INC. . . . . . . . 8,601 USANA HEALTH SCIENCES INC. . 947 USEC INC . . . . . . . . . . 11,837 USEC INC 914,000 UTI WORLDWIDE INC. . . . . . 800 UTI WORLDWIDE INC. . . . . . 1,055 V F CORP . . . . . . . . . . 283,050 V F CORP . . . . . . . . . . 2,500 V F CORP . . . . . . . . . . 5,000 V F CORP . . . . . . . . . . 97,834 V F CORP . . . . . . . . . . 46,215 V F CORP . . . . . . . . . . 82,200 V F CORP . . . . . . . . . . 2,818 V F CORP . . . . . . . . . . 1,515 VALASSIS COMMUNICATIONS INC. 2,245 VALE S A . . . . . . . . . . 2,899,450 VALE S A . . . . . . . . . . 1,221,800 VALE S A . . . . . . . . . . 4,993,047 VALE S A . . . . . . . . . . 1,695,353 VALE S A . . . . . . . . . . 3,986,325 VALE S A . . . . . . . . . . 8,825 VALE S A . . . . . . . . . . 675 VALE S A . . . . . . . . . . 42,630 VALE S A . . . . . . . . . . 51,350 VALE S A . . . . . . . . . . 6,995 VALE S A . . . . . . . . . . 5,370 VALE S A . . . . . . . . . . 5,250 VALE S A . . . . . . . . . . 1,428 VALE S A . . . . . . . . . . 77,702 VALE S A . . . . . . . . . . 120,723 VALE S A . . . . . . . . . . 58,869 VALE S A . . . . . . . . . . 123,182 VALE S A . . . . . . . . . . 448,201 VALEANT PHARMACEUTICALS INTL 550 VALERO ENERGY CORP NEW . . . 362,818 VALERO ENERGY CORP NEW . . . 5,148 VALERO ENERGY CORP NEW . . . 521 VALERO ENERGY CORP NEW . . . 7,500 VALERO ENERGY CORP NEW . . . 5,000 VALERO ENERGY CORP NEW . . . 34,564 VALERO ENERGY CORP NEW . . . 13,500 VALERO ENERGY CORP NEW . . . 142,789 VALERO ENERGY CORP NEW . . . 22,879 VALERO ENERGY CORP NEW . . . 628,580 VALERO ENERGY CORP NEW . . . 9,419 VALIDUS HOLDINGS LTD . . . . 4,650 VALIDUS HOLDINGS LTD . . . . 2,269 VALLEY NATL BANCORP. . . . . 3,880 VALSPAR CORP . . . . . . . . 7,100 VANGUARD INDEX TR. . . . . . 117,507 VANGUARD INTL EQUITY INDEX F 169,375 VANGUARD INTL EQUITY INDEX F 4,400 VARIAN INC . . . . . . . . . 97,788 VARIAN INC . . . . . . . . . 3,285 VARIAN MED SYS INC . . . . . 14,287 VARIAN MED SYS INC . . . . . 142 VARIAN MED SYS INC . . . . . 1,025 VARIAN MED SYS INC . . . . . 37,950 VARIAN SEMICONDUCTOR EQUIPMN 1,087 VCG HLDG CORP. . . . . . . . 53,058 VECTOR GROUP LTD . . . . . . 1,122 VECTREN CORP . . . . . . . . 258 VECTREN CORP . . . . . . . . 2,000 VECTREN CORP . . . . . . . . 135,232 VEECO INSTRS INC DEL . . . . 5,200 VEECO INSTRS INC DEL . . . . 3,395 VEECO INSTRS INC DEL . . . . 1,345 VEECO INSTRS INC DEL . . . . 694 VENTAS INC . . . . . . . . . 347,813 VENTAS INC . . . . . . . . . 73,927 VENTAS INC . . . . . . . . . 227 VENTAS INC . . . . . . . . . 12,697 VENTAS INC . . . . . . . . . 1,787 VERAZ NETWORKS INC . . . . . 4,830 VERENIUM CORP. . . . . . . . 10,000 VERIFONE HLDGS INC . . . . . 760 VERIFONE HLDGS INC . . . . . 2,276 VERIFONE HLDGS INC 1,251,000 VERIFONE HLDGS INC . . . . . 2,100 VERIGY LTD . . . . . . . . . 246 VERIGY LTD . . . . . . . . . 1,108 VERISIGN INC . . . . . . . . 167,796 VERISIGN INC . . . . . . . . 2,266 VERISIGN INC . . . . . . . . 912 VERISIGN INC 11,000 VERISIGN INC . . . . . . . . 2,300 VERISIGN INC . . . . . . . . 18,273 VERISK ANALYTICS INC . . . . 4,500 VERIZON COMMUNICATIONS . . . 2,424,350 VERIZON COMMUNICATIONS . . . 13,445 VERIZON COMMUNICATIONS . . . 2,465 VERIZON COMMUNICATIONS . . . 1,440 VERIZON COMMUNICATIONS . . . 280,000 VERIZON COMMUNICATIONS . . . 29,689 VERIZON COMMUNICATIONS . . . 26,700 VERIZON COMMUNICATIONS . . . 8,800 VERIZON COMMUNICATIONS . . . 4,300 VERIZON COMMUNICATIONS . . . 9,800 VERIZON COMMUNICATIONS . . . 1,300 VERIZON COMMUNICATIONS . . . 14,200 VERIZON COMMUNICATIONS . . . 10,000 VERIZON COMMUNICATIONS . . . 159,900 VERIZON COMMUNICATIONS . . . 4,100 VERIZON COMMUNICATIONS . . . 121,841 VERTEX PHARMACEUTICALS INC . 11,849 VERTEX PHARMACEUTICALS INC . 9,200 VERTEX PHARMACEUTICALS INC . 5,116 VIACOM INC NEW . . . . . . . 413,823 VIACOM INC NEW . . . . . . . 447 VIACOM INC NEW . . . . . . . 28,577 VIAD CORP. . . . . . . . . . 500 VIASAT INC . . . . . . . . . 36,000 VIASAT INC . . . . . . . . . 879 VILLAGE SUPER MKT INC. . . . 695 VIRGIN MEDIA INC 1,641,000 VIRGINMEDIA INC. . . . . . . 65,621 VIRGINMEDIA INC. . . . . . . 2,700 VIRGINMEDIA INC. . . . . . . 88,093 VIRGINMEDIA INC. . . . . . . 11,452 VIRGINMEDIA INC. . . . . . . 64,299 VIRGINMEDIA INC. . . . . . . 57,457 VIRGINMEDIA INC. . . . . . . 6,786 VIRNETX HOLDING CORP . . . . 80,000 VIROPHARMA INC 600,000 VIROPHARMA INC . . . . . . . 2,100 VISA INC . . . . . . . . . . 162,883 VISA INC . . . . . . . . . . 19,500 VISA INC . . . . . . . . . . 19,505 VISA INC . . . . . . . . . . 8,340 VISA INC . . . . . . . . . . 2,286 VISA INC . . . . . . . . . . 50,000 VISA INC . . . . . . . . . . 3,400 VISA INC . . . . . . . . . . 1,120 VISA INC . . . . . . . . . . 10,450 VISA INC . . . . . . . . . . 9,200 VISA INC . . . . . . . . . . 28,850 VISA INC . . . . . . . . . . 1,814 VISHAY INTERTECHNOLOGY INC . 1,590 VISHAY INTERTECHNOLOGY INC 10,000 VISIONCHINA MEDIA INC. . . . 3,500 VISTAPRINT N V . . . . . . . 100 VISTAPRINT N V . . . . . . . 830 VITAMIN SHOPPE INC . . . . . 246 VIVO PARTICIPACOES S A . . . 1,617,715 VIVO PARTICIPACOES S A . . . 736,183 VIVO PARTICIPACOES S A . . . 461,900 VIVO PARTICIPACOES S A . . . 1,000 VIVO PARTICIPACOES S A . . . 543 VIVO PARTICIPACOES S A . . . 7,500 VIVUS INC. . . . . . . . . . 592 VMWARE INC . . . . . . . . . 179,306 VMWARE INC . . . . . . . . . 10,500 VMWARE INC . . . . . . . . . 830 VMWARE INC . . . . . . . . . 47,318 VMWARE INC . . . . . . . . . 1,356 VODAFONE GROUP PLC NEW . . . 95,600 VODAFONE GROUP PLC NEW . . . 21,254 VODAFONE GROUP PLC NEW . . . 1,520 VODAFONE GROUP PLC NEW . . . 31,486 VOLCANO CORPORATION. . . . . 1,689 VOLCANO CORPORATION. . . . . 8,481 VOLCOM INC . . . . . . . . . 1,412 VOLCOM INC . . . . . . . . . 1,819 VOLTERRA SEMICONDUCTOR CORP. 693 VORNADO RLTY L P 588,000 VORNADO RLTY TR. . . . . . . 399,459 VORNADO RLTY TR. . . . . . . 115,677 VORNADO RLTY TR. . . . . . . 64,310 VORNADO RLTY TR. . . . . . . 6,500 VORNADO RLTY TR. . . . . . . 199,778 VORNADO RLTY TR. . . . . . . 3,727 VORNADO RLTY TR. . . . . . . 3,185 VULCAN MATLS CO. . . . . . . 13,727 VULCAN MATLS CO. . . . . . . 1,000 VULCAN MATLS CO. . . . . . . 915 VULCAN MATLS CO. . . . . . . 19,000 VULCAN MATLS CO. . . . . . . 92,773 VULCAN MATLS CO. . . . . . . 11,281 W & T OFFSHORE INC . . . . . 7,600 WABASH NATL CORP . . . . . . 916 WABCO HLDGS INC. . . . . . . 920 WABCO HLDGS INC. . . . . . . 25,109 WABTEC CORP. . . . . . . . . 19,384 WABTEC CORP. . . . . . . . . 16,650 WAL MART STORES INC. . . . . 1,648,514 WAL MART STORES INC. . . . . 5,700 WAL MART STORES INC. . . . . 7,372 WAL MART STORES INC. . . . . 136,418 WAL MART STORES INC. . . . . 89,796 WAL MART STORES INC. . . . . 1,047 WAL MART STORES INC. . . . . 1,002 WAL MART STORES INC. . . . . 260,000 WAL MART STORES INC. . . . . 25,600 WAL MART STORES INC. . . . . 8,500 WAL MART STORES INC. . . . . 2,150 WAL MART STORES INC. . . . . 14,800 WAL MART STORES INC. . . . . 19,428 WAL MART STORES INC. . . . . 375,930 WAL MART STORES INC. . . . . 8,200 WAL MART STORES INC. . . . . 269,247 WALGREEN CO. . . . . . . . . 404,742 WALGREEN CO. . . . . . . . . 2,223 WALGREEN CO. . . . . . . . . 1,172 WALGREEN CO. . . . . . . . . 115,000 WALGREEN CO. . . . . . . . . 19,000 WALGREEN CO. . . . . . . . . 8,900 WALGREEN CO. . . . . . . . . 2,935 WALTER ENERGY INC. . . . . . 169 WALTER ENERGY INC. . . . . . 3,910 WALTER ENERGY INC. . . . . . 2,321 WALTER ENERGY INC. . . . . . 594 WALTER ENERGY INC. . . . . . 138 WALTER INVT MGMT CORP. . . . 9,499 WALTER INVT MGMT CORP. . . . 375 WARNER CHILCOTT PLC IRELAND. 11,850 WARNER CHILCOTT PLC IRELAND. 1,278 WARNER CHILCOTT PLC IRELAND. 104,500 WARNER CHILCOTT PLC IRELAND. 42,123 WARNER CHILCOTT PLC IRELAND. 5,151 WARNER CHILCOTT PLC IRELAND. 2,745 WARNER MUSIC GROUP CORP. . . 76,079 WASHINGTON FED INC . . . . . 2,001 WASHINGTON POST CO . . . . . 467 WASHINGTON POST CO . . . . . 921 WASHINGTON REAL ESTATE INVT. 132,736 WASHINGTON REAL ESTATE INVT. 18,100 WASTE CONNECTIONS INC. . . . 4,130 WASTE CONNECTIONS INC. . . . 633 WASTE CONNECTIONS INC. . . . 380 WASTE CONNECTIONS INC. . . . 4,015 WASTE MGMT INC DEL . . . . . 380,151 WASTE MGMT INC DEL . . . . . 2,250 WASTE MGMT INC DEL . . . . . 366,100 WASTE MGMT INC DEL . . . . . 169,700 WASTE MGMT INC DEL . . . . . 21,608 WASTE SERVICES INC DEL . . . 35,470 WASTE SERVICES INC DEL . . . 2,208 WATERS CORP. . . . . . . . . 8,313 WATERS CORP. . . . . . . . . 550 WATERS CORP. . . . . . . . . 1,410 WATERS CORP. . . . . . . . . 50,000 WATERS CORP. . . . . . . . . 19,231 WATERS CORP. . . . . . . . . 5,000 WATERS CORP. . . . . . . . . 1,730 WATERS CORP. . . . . . . . . 2,000 WATSCO INC . . . . . . . . . 20 WATSON PHARMACEUTICALS INC . 17,123 WATSON PHARMACEUTICALS INC . 60,000 WATSON PHARMACEUTICALS INC . 6,000 WATSON PHARMACEUTICALS INC . 1,720 WATSON PHARMACEUTICALS INC . 8,700 WATSON PHARMACEUTICALS INC . 1,228 WATSON PHARMACEUTICALS INC . 325,000 WATSON PHARMACEUTICALS INC . 624,500 WATTS WATER TECHNOLOGIES INC 23,400 WATTS WATER TECHNOLOGIES INC 2,600 WEATHERFORD INTERNATIONAL LT 135,704 WEATHERFORD INTERNATIONAL LT 36,547 WEATHERFORD INTERNATIONAL LT 634 WEATHERFORD INTERNATIONAL LT 199,600 WEATHERFORD INTERNATIONAL LT 60,500 WEATHERFORD INTERNATIONAL LT 74,275 WEATHERFORD INTERNATIONAL LT 2,477,790 WEATHERFORD INTERNATIONAL LT 20,403 WEBSTER FINL CORP CONN . . . 2,484 WEIGHT WATCHERS INTL INC NEW 300 WEINGARTEN RLTY INVS . . . . 265,799 WEINGARTEN RLTY INVS . . . . 30,500 WELLCARE HEALTH PLANS INC. . 1,265 WELLCARE HEALTH PLANS INC. . 1,431 WELLCARE HEALTH PLANS INC. . 670 WELLPOINT INC. . . . . . . . 517,729 WELLPOINT INC. . . . . . . . 645 WELLPOINT INC. . . . . . . . 50,640 WELLPOINT INC. . . . . . . . 5,100 WELLPOINT INC. . . . . . . . 401 WELLPOINT INC. . . . . . . . 9,500 WELLPOINT INC. . . . . . . . 1,800 WELLPOINT INC. . . . . . . . 77,780 WELLPOINT INC. . . . . . . . 18,730 WELLS FARGO & CO NEW . . . . 4,037,603 WELLS FARGO & CO NEW . . . . 36,600 WELLS FARGO & CO NEW . . . . 4,107 WELLS FARGO & CO NEW . . . . 16,728 WELLS FARGO & CO NEW . . . . 6,520 WELLS FARGO & CO NEW . . . . 1,256 WELLS FARGO & CO NEW . . . . 607 WELLS FARGO & CO NEW . . . . 176 WELLS FARGO & CO NEW . . . . 500 WELLS FARGO & CO NEW . . . . 525,000 WELLS FARGO & CO NEW . . . . 100,000 WELLS FARGO & CO NEW . . . . 47,300 WELLS FARGO & CO NEW . . . . 15,600 WELLS FARGO & CO NEW . . . . 2,500 WELLS FARGO & CO NEW . . . . 5,300 WELLS FARGO & CO NEW . . . . 43,801 WELLS FARGO & CO NEW . . . . 17,950 WELLS FARGO & CO NEW . . . . 2,476,340 WELLS FARGO & CO NEW . . . . 15,500 WELLS FARGO & CO NEW . . . . 321,811 WENDYS ARBYS GROUP INC . . . 12,800 WERNER ENTERPRISES INC . . . 925 WERNER ENTERPRISES INC . . . 9,500 WESTAMERICA BANCORPORATION . 534 WESTAR ENERGY INC. . . . . . 1,465 WESTAR ENERGY INC. . . . . . 10,700 WESTERN DIGITAL CORP . . . . 472,285 WESTERN DIGITAL CORP . . . . 4,305 WESTERN DIGITAL CORP . . . . 189,780 WESTERN DIGITAL CORP . . . . 3,460 WESTERN DIGITAL CORP . . . . 361 WESTERN DIGITAL CORP . . . . 32,800 WESTERN DIGITAL CORP . . . . 631 WESTERN DIGITAL CORP . . . . 324,600 WESTERN DIGITAL CORP . . . . 26,300 WESTERN DIGITAL CORP . . . . 665,300 WESTERN DIGITAL CORP . . . . 13,200 WESTERN DIGITAL CORP . . . . 12,580 WESTERN REFNG INC 280,000 WESTERN UN CO. . . . . . . . 144,358 WESTERN UN CO. . . . . . . . 8,381 WESTERN UN CO. . . . . . . . 1,998 WESTERN UN CO. . . . . . . . 350,000 WESTERN UN CO. . . . . . . . 63,500 WESTERN UN CO. . . . . . . . 48,708 WESTERN UN CO. . . . . . . . 22,100 WESTERN UN CO. . . . . . . . 15,000 WESTERN UN CO. . . . . . . . 7,420 WESTERN UN CO. . . . . . . . 7,170 WESTERN UN CO. . . . . . . . 2,800 WESTLAKE CHEM CORP . . . . . 395 WESTPORT INNOVATIONS INC . . 21,100 WESTPORT INNOVATIONS INC . . 167 WEYERHAEUSER CO. . . . . . . 25,475 WEYERHAEUSER CO. . . . . . . 250 WEYERHAEUSER CO. . . . . . . 2,870 WEYERHAEUSER CO. . . . . . . 6,478 WEYERHAEUSER CO. . . . . . . 139,550 WEYERHAEUSER CO. . . . . . . 7,699 WGL HLDGS INC. . . . . . . . 221 WHIRLPOOL CORP . . . . . . . 232,241 WHIRLPOOL CORP . . . . . . . 385 WHIRLPOOL CORP . . . . . . . 20,700 WHIRLPOOL CORP . . . . . . . 42 WHIRLPOOL CORP . . . . . . . 9,000 WHIRLPOOL CORP . . . . . . . 3,700 WHIRLPOOL CORP . . . . . . . 1,210 WHIRLPOOL CORP . . . . . . . 2,020 WHIRLPOOL CORP . . . . . . . 172,400 WHIRLPOOL CORP . . . . . . . 3,400 WHIRLPOOL CORP . . . . . . . 1,376 WHITE ELECTR DESIGNS CORP. . 6,043 WHITE MTNS INS GROUP LTD . . 605 WHITE MTNS INS GROUP LTD . . 29 WHITE MTNS INS GROUP LTD . . 197 WHITING PETE CORP NEW. . . . 791 WHITING PETE CORP NEW. . . . 1,050 WHITNEY HLDG CORP. . . . . . 2,355 WHOLE FOODS MKT INC. . . . . 18,351 WHOLE FOODS MKT INC. . . . . 1,677 WHOLE FOODS MKT INC. . . . . 10,460 WHOLE FOODS MKT INC. . . . . 2,245 WILEY JOHN & SONS INC. . . . 3,130 WILLBROS GROUP INC DEL . . . 2,860 WILLBROS GROUP INC DEL . . . 438 WILLIAMS COS INC DEL . . . . 382,751 WILLIAMS COS INC DEL . . . . 3,548 WILLIAMS COS INC DEL . . . . 250,000 WILLIAMS COS INC DEL . . . . 29,200 WILLIAMS COS INC DEL . . . . 9,600 WILLIAMS COS INC DEL . . . . 5,364 WILLIAMS SONOMA INC. . . . . 7,440 WILLIS GROUP HOLDINGS PUBLIC 12,549 WILLIS GROUP HOLDINGS PUBLIC 1,050 WILLIS GROUP HOLDINGS PUBLIC 256,456 WILLIS GROUP HOLDINGS PUBLIC 4,159 WILMINGTON TRUST CORP. . . . 9,210 WIMM BILL DANN FOODS OJSC. . 169,000 WIMM BILL DANN FOODS OJSC. . 21,200 WINDSTREAM CORP. . . . . . . 39,948 WINDSTREAM CORP. . . . . . . 3,663 WINDSTREAM CORP. . . . . . . 250,000 WINDSTREAM CORP. . . . . . . 26,900 WINDSTREAM CORP. . . . . . . 8,800 WINDSTREAM CORP. . . . . . . 295,700 WINDSTREAM CORP. . . . . . . 11,400 WINDSTREAM CORP. . . . . . . 7,654 WINTHROP RLTY TR . . . . . . 33,964 WINTHROP RLTY TR . . . . . . 3,500 WINTRUST FINANCIAL CORP. . . 905 WIPRO LTD. . . . . . . . . . 4,200 WIPRO LTD. . . . . . . . . . 25,000 WIPRO LTD. . . . . . . . . . 19,592 WIPRO LTD. . . . . . . . . . 4,081 WISCONSIN ENERGY CORP. . . . 10,127 WISCONSIN ENERGY CORP. . . . 3,846 WISDOMTREE TRUST . . . . . . 5,000 WISDOMTREE TRUST . . . . . . 2,669 WMS INDS INC . . . . . . . . 1,773 WNS HOLDINGS LTD . . . . . . 800 WOODWARD GOVERNOR CO . . . . 1,430 WORLD ACCEP CORP DEL . . . . 1,295 WORLD ACCEP CORP DEL . . . . 56 WORLD FUEL SVCS CORP . . . . 151 WORLD WRESTLING ENTMT INC. . 2,860 WRIGHT EXPRESS CORP. . . . . 25,879 WRIGHT MED GROUP INC . . . . 1,076 WUXI PHARMATECH CAYMAN INC . 783,259 WUXI PHARMATECH CAYMAN INC . 5,522 WUXI PHARMATECH CAYMAN INC . 1,071 WUXI PHARMATECH CAYMAN INC . 614 WYNDHAM WORLDWIDE CORP . . . 4,648 WYNDHAM WORLDWIDE CORP . . . 1,289 WYNDHAM WORLDWIDE CORP . . . 150,000 WYNDHAM WORLDWIDE CORP . . . 20,000 WYNDHAM WORLDWIDE CORP . . . 6,550 WYNDHAM WORLDWIDE CORP . . . 400 WYNN RESORTS LTD . . . . . . 9,238 WYNN RESORTS LTD . . . . . . 1,443 WYNN RESORTS LTD . . . . . . 9,750 WYNN RESORTS LTD . . . . . . 2,467 XCEL ENERGY INC. . . . . . . 149,451 XCEL ENERGY INC. . . . . . . 1,500 XCEL ENERGY INC. . . . . . . 12,705 XEROX CORP . . . . . . . . . 2,112,116 XEROX CORP . . . . . . . . . 21,649 XEROX CORP . . . . . . . . . 29,070 XEROX CORP . . . . . . . . . 12,090 XEROX CORP . . . . . . . . . 4,375 XEROX CORP . . . . . . . . . 4,251 XEROX CORP . . . . . . . . . 20,000 XEROX CORP . . . . . . . . . 12,500 XEROX CORP . . . . . . . . . 709,500 XEROX CORP . . . . . . . . . 54,230 XILINX INC . . . . . . . . . 26,493 XILINX INC . . . . . . . . . 10,040 XILINX INC 16,000 XILINX INC . . . . . . . . . 40,203 XINYUAN REAL ESTATE CO LTD . 384 XL CAP LTD . . . . . . . . . 557,379 XL CAP LTD . . . . . . . . . 600 XL CAP LTD . . . . . . . . . 20,813 XL CAP LTD . . . . . . . . . 771 XL CAP LTD . . . . . . . . . 10,700 XL CAP LTD . . . . . . . . . 258,700 XL CAP LTD . . . . . . . . . 5,400 XL CAP LTD . . . . . . . . . 27,472 XTO ENERGY INC . . . . . . . 63,056 XTO ENERGY INC . . . . . . . 16,244 XTO ENERGY INC . . . . . . . 362,185 XTO ENERGY INC . . . . . . . 119,654 XTO ENERGY INC . . . . . . . 66,323 XTO ENERGY INC . . . . . . . 54,473 XTO ENERGY INC . . . . . . . 42,749 XTO ENERGY INC . . . . . . . 9,480 XTO ENERGY INC . . . . . . . 8,940 XTO ENERGY INC . . . . . . . 1,444 XTO ENERGY INC . . . . . . . 155 XTO ENERGY INC . . . . . . . 70,836 XTO ENERGY INC . . . . . . . 125,589 YAHOO INC. . . . . . . . . . 273,282 YAHOO INC. . . . . . . . . . 300,000 YAHOO INC. . . . . . . . . . 200,000 YAHOO INC. . . . . . . . . . 27,934 YAHOO INC. . . . . . . . . . 39,925 YAHOO INC. . . . . . . . . . 6,820 YAHOO INC. . . . . . . . . . 967,740 YAHOO INC. . . . . . . . . . 5,870 YAMANA GOLD INC. . . . . . . 3,017,738 YAMANA GOLD INC. . . . . . . 32,772 YAMANA GOLD INC. . . . . . . 2,320 YAMANA GOLD INC. . . . . . . 157,097 YAMANA GOLD INC. . . . . . . 879,523 YAMANA GOLD INC. . . . . . . 118,699 YAMANA GOLD INC. . . . . . . 2,062 YANZHOU COAL MNG CO LTD. . . 72 YINGLI GREEN ENERGY HLDG CO. 110,150 YINGLI GREEN ENERGY HLDG CO. 15,900 YINGLI GREEN ENERGY HLDG CO. 1,309 YINGLI GREEN ENERGY HLDG CO 524,000 YORK WTR CO. . . . . . . . . 229 YOUBET COM INC . . . . . . . 66,840 YRC WORLDWIDE INC. . . . . . 158,900 YRC WORLDWIDE INC. . . . . . 3,540 YUCHENGTECHNOLOGIES LTD. . . 2,890 YUM BRANDS INC . . . . . . . 105,135 YUM BRANDS INC . . . . . . . 4,223 YUM BRANDS INC . . . . . . . 368 YUM BRANDS INC . . . . . . . 170,000 YUM BRANDS INC . . . . . . . 80,000 YUM BRANDS INC . . . . . . . 30,300 YUM BRANDS INC . . . . . . . 12,100 YUM BRANDS INC . . . . . . . 8,730 YUM BRANDS INC . . . . . . . 3,900 YUM BRANDS INC . . . . . . . 3,000 YUM BRANDS INC . . . . . . . 7,400 YUM BRANDS INC . . . . . . . 10,700 YUM BRANDS INC . . . . . . . 19,015 YUM BRANDS INC . . . . . . . 158,500 YUM BRANDS INC . . . . . . . 2,900 YUM BRANDS INC . . . . . . . 10,476 ZALE CORP NEW. . . . . . . . 5,500 ZAREBA SYSTEMS INC . . . . . 320 ZBB ENERGY CORPORATION . . . 8,372 ZBB ENERGY CORPORATION . . . 902 ZENITH NATL INS CORP . . . . 16,522 ZENITH NATL INS CORP . . . . 1,712 ZHONGPIN INC . . . . . . . . 517 ZIMMER HLDGS INC . . . . . . 79,679 ZIMMER HLDGS INC . . . . . . 800 ZIMMER HLDGS INC . . . . . . 204,400 ZIMMER HLDGS INC . . . . . . 6,400 ZIMMER HLDGS INC . . . . . . 9,080 ZIONS BANCORPORATION . . . . 2,888 ZIONS BANCORPORATION . . . . 2,348 ZIONS BANCORPORATION . . . . 105,817 ZIONS BANCORPORATION . . . . 140 ZIONS BANCORPORATION . . . . 85,000 ZIONS BANCORPORATION . . . . 10,040 ZIONS BANCORPORATION . . . . 10,000 ZIONS BANCORPORATION . . . . 19,854 ZORAN CORP . . . . . . . . . 1,672 ZORAN CORP . . . . . . . . . 655 ZYGO CORP. . . . . . . . . . 4,001 ZYMOGENETICS INC . . . . . . 7,002
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