13F-HR 1 c04897e13fvhr.txt FORM 13F-HR UNITED STATES SECURITIES AND EXCHANGE COMMISSION WASHINGTON, D.C. 20549 FORM 13F FORM 13F COVER PAGE Report for the Calendar Year or Quarter Ended: June 30, 2010 Check here if Amendment [ ]; Amendment Number: __________ This Amendment [ ] is a restatement. [ ] adds new holdings entries. Institutional Investment Manager Filing this Report: Name: PineBridge Investments LLC Address: 70 Pine Street - 10th Fl New York, New York 10270 Form 13F File Number: 28-4637 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: Jeffrey Haywood Title: Vice President, Compliance Phone: (212) 770-6044 Signature, Place, and Date of Signing: /s/ Jeffrey Haywood New York, New York August 12, 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 manger are reported in this report and a portion are reported by other reporting manager(s).) List of Other Managers Reporting for this Manager: [If there are no entries in this list, omit this section.] Form 13F File Number Name -------------------- ---- 28-_________________ _____________________________________ [Repeat as necessary.] FORM 13F SUMMARY PAGE Report Summary: Number of Other Included Managers: 0 Form 13F Information Table Entry Total: 2,719 Form 13F Information Table Value Total: $5,167,918 (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 --- -------------------- ---- ___ 28-_________________ _______________________________ [Repeat as necessary.] 13F SECURITIES - 2Q 2010

~~ACTUAL~~ VOTING AUTHORITY ~~TITLE~~ACTUAL ~~OF CUSIP VALUE X SHARES/ SH/ PUT/ INVESTMENT OTHER~~ ---------------------------- TITLE OF CUSIP VALUE SHARES/ SH/ PUT/ INVESTMENT OTHER SOLE SHARED NONE ISSUER NAME CLASS NUMBER X 1000 PRINCIPAL PRN CALL DISCRETION MGRS ~~SOLE~~ (A) ~~SHARED~~ (B) ~~NONE~~ (C) ----------- ------------ --------- ------- ----------- --- ---- ---------- ----- -------- --- ------- --------- 3M CO ~~EQUITY~~COM 88579Y101 ~~163~~3,259 ~~1954~~41,257 SH SOLE 141,257 -- -- ~~1954~~ 3M CO ~~EQUITY~~COM 88579Y101 4145 1,~~736~~832 ~~56673~~ SH SOLE ~~1 56673~~ -- -- ~~ABAXIS~~1,832 ~~INC~~5.375 ~~EQUITY~~AIG ~~2567105~~100112 ~~315~~02635PRT2 ~~11571~~3,517 3,875,000 SH SOLE 13,875,000 ~~11571~~ -- -- ~~ABBOTT~~AAON ~~LABORATORIES~~INC ~~EQUITY~~COM ~~2824100~~000360206 152 6,~~174~~511 ~~117193~~ SH SOLE 16,511 ~~117193~~ -- -- ~~ABERCROMBIE~~AAON ~~AND~~INC ~~FITCH~~COM ~~CO.~~000360206 ~~EQUITY~~2 ~~2896207~~66 ~~811 17765~~ SH SOLE ~~1 17765~~ -- -- ~~ABM~~66 ~~INDUSTRIES,~~AAR ~~INC~~CORP. ~~EQUITY~~COM ~~957100~~000361105 ~~518~~340 ~~24452~~20,331 SH SOLE 120,331 ~~24452~~ -- -- ~~ACADIA~~AAR ~~REALTY~~CORP. ~~TRUST~~COM ~~EQUITY~~000361105 ~~4239109~~10 ~~414~~619 ~~23181~~ SH SOLE ~~1 23181~~ -- -- ~~ACME~~619 ~~PACKET~~ABAXIS INC ~~EQUITY~~COM ~~4764106~~002567105 1247 11,~~880~~504 ~~97495~~ SH SOLE 111,504 ~~97495~~ -- -- ~~ACTEL~~ABAXIS ~~CORP.~~INC ~~EQUITY~~COM ~~4934105~~002567105 ~~190~~3 ~~13703~~117 SH SOLE ~~1 13703~~ -- -- ~~ACTUANT~~117 ~~CORP~~ABBOTT ~~EQUITY~~LABORATORIES ~~00508X203~~COM ~~694~~002824100 ~~35512~~7,287 155,781 SH SOLE 1155,781 ~~35512~~ -- -- ~~ACUITY~~ABBOTT ~~BRANDS~~LABORATORIES ~~INC~~COM ~~EQUITY~~002824100 ~~00508Y102~~2,848 ~~959~~60,871 ~~22719~~ SH SOLE ~~1 22719~~ -- -- ~~ADAPTEC~~60,871 ~~INC~~ABERCROMBIE AND FITCH CO. ~~EQUITY~~COM ~~00651F108~~002896207 ~~206~~9 ~~62982~~301 SH SOLE 1301 ~~62982~~ -- -- ~~ADMINISTAFF~~ABM INDUSTRIES, INC. ~~EQUITY~~COM ~~7094105~~000957100 ~~248~~511 ~~11643~~24,400 SH SOLE 124,400 ~~11643~~ -- -- ~~ADOBE~~ABM ~~SYSTEMS~~INDUSTRIES, INC. ~~EQUITY~~COM ~~00724F101~~000957100 ~~461~~15 ~~13030~~738 SH SOLE ~~1 13030~~ -- -- ~~ADOLOR~~738 ~~CORPORATION~~ACADIA ~~EQUITY~~REALTY ~~00724X102~~TRUST 14COM ~~7757~~004239109 352 20,902 SH SOLE 120,902 ~~7757~~ -- -- ~~ADVANCE~~ACADIA ~~AUTO~~REALTY ~~PARTS~~TRUST ~~EQUITY~~COM ~~00751Y106~~004239109 ~~790~~4 ~~18857~~210 SH SOLE 1-- ~~18857~~210 ACCENTURE PLC COM B4BNMY3 116 2,991 SH SOLE 2,991 -- -- ~~ADVANCED~~ACME ~~ENERGY~~PACKET ~~INDUSTRIES~~INC ~~EQUITY~~COM ~~7973100~~004764106 ~~288~~3,097 ~~17375~~115,231 SH SOLE 1115,231 ~~17375~~ -- -- ~~ADVANCED~~ACRON ~~MICRO~~JSC ~~DEVICES~~COM B0SKP84 1,223 ~~INC~~50,493 SH SOLE 50,493 -- -- ACTEL CORP. ~~EQUITY~~COM ~~7903107~~004934105 ~~792~~176 ~~85392~~13,703 SH SOLE 113,703 ~~85392~~ -- -- ~~AEROPOSTALE~~ACTEL ~~INC~~CORP. ~~EQUITY~~COM ~~7865108~~004934105 ~~221~~4 ~~7653~~297 SH SOLE ~~1 7653~~ -- -- ~~AEROVIRONMENT~~297 ~~INC~~ACTUANT ~~EQUITY~~CORP ~~8073108~~COM ~~203~~00508X203 ~~7776~~666 35,386 SH SOLE 135,386 ~~7776~~ -- -- ~~AES~~ACTUANT CORP ~~EQUITY~~COM ~~00130H105~~00508X203 1220 1,~~515~~079 ~~1137731~~ SH SOLE ~~1 1137731~~ -- -- ~~AETNA~~1,079 ADAPTEC, INC~~-NEW~~. ~~EQUITY~~COM ~~00817Y108~~00651F108 1181 62,~~093~~724 ~~31128~~ SH SOLE 162,724 ~~31128~~ -- -- ~~AFFILIATED~~ADAPTEC, ~~MANAGERS~~INC. ~~GROUP~~COM ~~EQUITY~~00651F108 ~~8252108~~4 21,~~190~~362 ~~27717~~ SH SOLE ~~1 27717~~ -- -- ~~AGILENT~~1,362 ~~TECHNOLOGIES~~ADMINISTAFF, INC. ~~EQUITY~~COM ~~00846U101~~007094105 ~~301~~286 ~~8740~~11,857 SH SOLE 111,857 ~~8740~~ -- -- ~~AGILYSYS~~ADMINISTAFF, INC. ~~EQUITY~~COM ~~00847J105~~007094105 ~~118~~6 ~~10528~~231 SH SOLE ~~1 10528~~ -- -- ~~AGNICO-EAGLE~~231 ~~MINES~~ADOBE ~~EQUITY~~SYSTEMS ~~8474108~~INC. ~~200~~COM ~~3571~~00724F101 47 1,781 SH SOLE 1,781 ~~3571~~ -- -- ~~AGRIUM~~ADOLOR ~~INC~~CORPORATION ~~EQUITY~~COM ~~8916108~~00724X102 28 7,~~099~~757 ~~29671~~ SH SOLE 17,757 ~~29671~~ -- -- ~~AIR~~ADVANCE ~~METHODS~~AUTO ~~CORP~~PARTS ~~EQUITY~~COM ~~9128307~~00751Y106 ~~194~~733 ~~5705~~14,601 SH SOLE 114,601 ~~5705~~ -- -- ~~AIR~~ADVANCED ~~PRODUCTS~~ENERGY ~~AND~~INDUSTRIES ~~CHEMICALS~~COM ~~INC~~007973100 ~~EQUITY~~214 ~~9158106~~17,375 ~~389 5259~~ SH SOLE 117,375 ~~5259~~ -- -- ~~AIRGAS,~~ADVANCED ~~INC.~~ENERGY ~~EQUITY~~INDUSTRIES ~~9363102~~COM ~~125~~007973100 ~~1958~~5 398 SH SOLE ~~1 1958~~ -- -- ~~AKAMAI~~398 ~~TECHNOLOGIES~~ADVANCED MICRO DEVICES, INC. ~~EQUITY~~COM ~~00971T101~~007903107 ~~133~~14 ~~4232~~1,907 SH SOLE 1,907 ~~4232~~ -- -- ~~ALBANY~~ADVANSTAR ~~INTERNATIONAL~~COMMUNICATIONS ~~CORP.~~COMMON UNITS CLASS AB ~~EQUITY~~COM ~~12348108~~444975 ~~309~~38 ~~14364~~3,152 SH SOLE 13,152 ~~14364~~ -- -- ~~ALCOA,~~AEGON ~~INC.~~NV ~~EQUITY~~CVT ~~13817101~~B1802S0 ~~365~~7,780 ~~25620~~429,363 SH SOLE 1429,363 ~~25620~~ -- -- ~~ALIGN~~AEGON ~~TECHNOLOGY~~NV ~~INC~~INSURANCE ~~EQUITY~~PFD ~~16255101~~CVT 1007924301 2,~~962~~419 ~~101423~~137,600 SH SOLE 1137,600 ~~101423~~-- -- AEROPOSTALE INC COM 007865108 219 7,653 SH SOLE 7,653 -- ~~ALLEGHENY~~-- ~~ENERGY~~AEROVIRONMENT INC ~~EQUITY~~COM ~~17361106~~008073108 94169 ~~4107~~7,776 SH SOLE 17,776 ~~4107~~-- -- AEROVIRONMENT INC COM 008073108 2 79 SH SOLE -- ~~ALLEGHENY~~-- ~~TECHNOLOGIES~~79 ~~INC~~AES ~~EQUITY~~CORP ~~01741R102~~COM ~~129~~00130H105 ~~2382~~10,383 1,123,723 SH SOLE 1,123,723 ~~2382~~-- -- AES CORP COM 00130H105 44 4,722 SH SOLE -- ~~ALLEGIANT~~-- ~~TRAVEL~~4,722 COAETNA ~~EQUITY~~INC-NEW ~~01748X102~~COM ~~457~~00817Y108 ~~7898~~38 1,437 SH SOLE 1,437 ~~7898~~ -- -- ~~ALLERGAN~~AFLAC, INC. ~~EQUITY~~COM ~~18490102~~001055102 612,~~054~~199 ~~92682~~285,884 SH SOLE 1285,884 ~~92682~~ -- -- ~~ALLETE~~AFLAC, INC. ~~EQUITY~~COM ~~18522300~~001055102 ~~525~~1,556 ~~15677~~36,475 SH SOLE ~~1 15677~~ -- -- ~~ALLIANCE~~36,475 ~~ONE~~AGCO ~~INTERNATIONAL~~CORP. ICOM ~~EQUITY~~001084102 ~~18772103~~442 ~~237~~16,384 ~~46620~~ SH SOLE 116,384 ~~46620~~ -- -- ~~ALLSTATE~~AGF ~~CORP.~~MANAGEMENT ~~EQUITY~~LTD ~~20002101~~COM 001092105 1,~~894~~242 ~~58616~~92,036 SH SOLE 192,036 ~~58616~~ -- -- ~~ALMOST~~AGILENT ~~FAMILY~~TECHNOLOGIES INC. ~~EQUITY~~COM ~~20409108~~00846U101 ~~161~~34 ~~4263~~1,181 SH SOLE 1,181 ~~4263~~ -- -- ~~ALPHA~~AGILYSYS ~~NATURAL RESOURCES~~ INC ~~EQUITY~~COM ~~02076X102~~00847J105 170 10,~~033~~528 ~~20700~~ SH SOLE 110,528 ~~20700~~-- -- AGILYSYS INC COM 00847J105 2 319 SH SOLE -- ~~ALTERA~~-- ~~CORP.~~319 ~~EQUITY~~AGNICO-EAGLE ~~21441100~~MINES ~~1,013~~COM ~~41689~~008474108 217 3,571 SH SOLE 13,571 ~~41689~~-- -- AGNICO-EAGLE MINES COM 008474108 122 2,000 SH SOLE -- ~~ALTRIA~~-- ~~GROUP~~2,000 AGRIUM INC ~~EQUITY~~COM ~~02209S103~~008916108 92,~~717~~247 ~~473531~~45,840 SH SOLE 145,840 ~~473531~~ -- -- ~~AMAZON.~~AGRIUM INC COM 008916108 103 2,100 ~~INC.~~SH ~~EQUITY~~SOLE ~~23135106~~-- 1-- 2,~~912~~100 ~~14083~~AIG ASIMCO HOLDINGS LTD COM G0124*104 842 2,500 SH SOLE 12,500 ~~14083~~ -- -- ~~AMCOL~~AIG ~~INTERNATIONAL~~RETIREMENT ~~CORP.~~PLAN ~~EQUITY~~21ST ~~02341W103~~CENT ~~354~~- ~~13000~~BGI ALPHA TILTS COM 999PM7$83 40,530 335,273 SH SOLE 1335,273 ~~13000~~ -- -- ~~AMEDISYS~~AIG ~~INC~~RETIREMENT ~~EQUITY~~PLAN ~~23436108~~21ST ~~817~~CENT ~~14799~~- BGI RUSSEL 2000 ALPHA TILTS FD COM 999PM7$82 10,128 122,016 SH SOLE 1122,016 ~~14799~~ -- -- ~~AMEREN~~AIG ~~CORP.~~RETIREMENT ~~EQUITY~~PLAN ~~23608102~~21ST ~~175~~CENT ~~6706~~- GMO ERISA COM 999PM7$84 14,543 1,024 SH SOLE 1,024 ~~6706~~ -- -- ~~AMERICA~~AIG ~~MOVIL~~RETIREMENT ~~SAB~~PLAN DE21ST CVCENT ~~EQUITY~~-BGI ~~02364W105~~LONG 42TERM CREDIT BD INDEX COM 999PM7$85 20,~~550~~952 ~~845260~~429,431 SH SOLE 1429,431 ~~845260~~-- -- AIR METHODS CORP COM 009128307 170 5,705 SH SOLE 5,705 -- --

AIR METHODS CORP COM 009128307 2 58 SH SOLE -- -- 58 AIR PRODUCTS AND CHEMICALS INC COM 009158106 47 718 SH SOLE 718 -- -- AIRGAS, INC. COM 009363102 17 280 SH SOLE 280 -- -- AK STEEL CORP. COM 001547108 4 376 SH SOLE 376 -- -- AKAMAI TECHNOLOGIES INC. COM 00971T101 656 16,177 SH SOLE 16,177 -- -- AKAMAI TECHNOLOGIES INC. COM 00971T101 1,688 41,600 SH SOLE -- -- 41,600 ALAMOS GOLD INC COM 011527108 418 27,119 SH SOLE 27,119 -- -- ALBANY INTERNATIONAL CORP. CLASS A COM 012348108 233 14,364 SH SOLE 14,364 -- -- ALBANY INTERNATIONAL CORP. CLASS A COM 012348108 7 436 SH SOLE -- -- 436 ALCOA, INC. COM 013817101 35 3,443 SH SOLE 3,443 -- -- ALIGN TECHNOLOGY INC COM 016255101 504 33,906 SH SOLE 33,906 -- -- ALIGN TECHNOLOGY INC COM 016255101 5 353 SH SOLE -- -- 353 ALIMENTATION COUCHE-TARD -B COM 01626P403 1,812 107,873 SH SOLE 107,873 -- -- ALIMENTATION COUCHE-TARD -B COM 01626P403 89 5,300 SH SOLE -- -- 5,300 ALLEGHENY ENERGY INC COM 017361106 12 577 SH SOLE 577 -- -- ALLEGHENY TECHNOLOGIES INC COM 01741R102 15 330 SH SOLE 330 -- -- ALLEGIANT TRAVEL CO COM 01748X102 337 7,886 SH SOLE 7,886 -- -- ALLEGIANT TRAVEL CO COM 01748X102 3 80 SH SOLE -- -- 80 ALLERGAN, INC. COM 018490102 5,084 87,256 SH SOLE 87,256 -- -- ALLERGAN, INC. COM 018490102 530 9,094 SH SOLE -- -- 9,094 ALLETE INC. COM 018522300 538 15,699 SH SOLE 15,699 -- -- ALLETE INC. COM 018522300 16 471 SH SOLE -- -- 471 ALLIANCE ONE INTERNATIONAL I COM 018772103 165 46,413 SH SOLE 46,413 -- -- ALLIANCE ONE INTERNATIONAL I COM 018772103 5 1,416 SH SOLE -- -- 1,416 ALLIANZ SE CVT 018805200 6,702 265,114 SH SOLE 265,114 -- -- ALLSCRIPTS-MISYS HEALTHCARE COM 01988P108 242 15,000 SH SOLE 15,000 -- -- ALLSCRIPTS-MISYS HEALTHCARE COM 01988P108 1,388 86,200 SH SOLE -- -- 86,200 ALLSTATE CORP. COM 020002101 52 1,820 SH SOLE 1,820 -- -- ALLY FINANCIAL INC CVT 36186R209 3,781 4,865 SH SOLE 4,865 -- -- ALLY FINANCIAL INC CVT 36186R209 4,385 5,642 SH SOLE -- -- 5,642 ALMOST FAMILY INC COM 020409108 147 4,206 SH SOLE 4,206 -- -- ALMOST FAMILY INC COM 020409108 1 42 SH SOLE -- -- 42 ALTERA CORP. COM 021441100 724 29,173 SH SOLE 29,173 -- -- ALTERA CORP. COM 021441100 338 13,640 SH SOLE -- -- 13,640 ALTRIA GROUP INC COM 02209S103 9,215 459,838 SH SOLE 459,838 -- -- ALTRIA GROUP INC COM 02209S103 221 11,051 SH SOLE -- -- 11,051 AMAZON.COM, INC. COM 023135106 182 1,663 SH SOLE 1,663 -- -- AMCOL INTERNATIONAL CORP. COM 02341W103 307 13,063 SH SOLE 13,063 -- -- AMCOL INTERNATIONAL CORP. COM 02341W103 3 131 SH SOLE -- -- 131 AMEDISYS INC COM 023436108 654 14,879 SH SOLE 14,879 -- -- AMEDISYS INC COM 023436108 7 148 SH SOLE -- -- 148 AMEREN CORP. COM 023608102 19 798 SH SOLE 798 -- -- AMERICA MOVIL SAB DE CV COM 02364W105 38,659 813,870 SH SOLE 813,870 -- -- AMERICA SERVICE GROUP INC COM 02364L109 900 52,300 SH SOLE 52,300 -- -- AMERICAN CAMPUS COMMUNITIES INC COM 024835100 39 1,414 SH SOLE 1,414 -- -- AMERICAN ELECTRIC POWER, INC. COM 025537101 52 1,612 SH SOLE 1,612 -- -- AMERICAN EXPRESS CO. COM 025816109 42,144 1,061,300 SH SOLE 1,061,300 -- -- AMERICAN EXPRESS CO. COM 025816109 659 16,597 SH SOLE -- -- 16,597 AMERICAN FINANCIAL GROUP, INC. COM 025932104 2,333 85,383 SH SOLE 85,383 -- -- AMERICAN HOMESTAR CORPORATION SER C COM 026652107 18 14,527 SH SOLE 14,527 -- -- AMERICAN MEDICAL SYSTEMS HOLDI COM 02744M108 869 39,270 SH SOLE 39,270 -- -- AMERICAN MEDICAL SYSTEMS HOLDI COM 02744M108 9 392 SH SOLE -- -- 392 AMERICAN PHYSICIANS CAPITAL IN COM 028884104 132 4,267 SH SOLE 4,267 -- -- AMERICAN PHYSICIANS CAPITAL IN COM 028884104 4 132 SH SOLE -- -- 132 AMERICAN PUBLIC EDUCATION INC COM 02913V103 418 9,570 SH SOLE 9,570 -- -- AMERICAN PUBLIC EDUCATION INC COM 02913V103 9 197 SH SOLE -- -- 197 AMERICAN RAILCAR INDUSTRIES INC COM 02916P103 630 52,150 SH SOLE 52,150 -- -- AMERICAN SCIENCE & ENGINEERI COM 029429107 357 4,688 SH SOLE 4,688 -- -- AMERICAN SCIENCE & ENGINEERI COM 029429107 7 90 SH SOLE -- -- 90 AMERICAN STATES WATER CO. COM 029899101 321 9,687 SH SOLE 9,687 -- -- AMERICAN STATES WATER CO. COM 029899101 7 198 SH SOLE -- -- 198 AMERICAN TOWER CORP COM 029912201 2,688 60,406 SH SOLE 60,406 -- -- AMERICAN TOWER CORP COM 029912201 851 19,113 SH SOLE -- -- 19,113 AMERICAN VANGUARD CORP COM 030371108 86 10,842 SH SOLE 10,842 -- --

AMERICAN VANGUARD CORP COM 030371108 3 328 SH SOLE -- -- 328 AMERICA'S CAR-MART INC COM 03062T105 851 37,600 SH SOLE 37,600 -- -- AMERICREDIT CORP COM 03060R101 1,383 75,922 SH SOLE 75,922 -- -- AMERIGROUP CORP COM 03073T102 875 26,937 SH SOLE 26,937 -- -- AMERIGROUP CORP COM 03073T102 26 813 SH SOLE -- -- 813 AMERIPRISE FINANCIAL INC COM 03076C106 3,544 98,081 SH SOLE 98,081 -- -- AMERIPRISE FINANCIAL INC CVT 03076C205 2,812 105,926 SH SOLE 105,926 -- -- AMERIPRISE FINANCIAL INC COM 03076C106 164 4,535 SH SOLE -- -- 4,535 AMERISAFE INC COM 03071H100 172 9,815 SH SOLE 9,815 -- -- AMERISAFE INC COM 03071H100 5 300 SH SOLE -- -- 300 AMERISOURCEBERGEN CO COM 03073E105 2,508 78,989 SH SOLE 78,989 -- -- AMERISOURCEBERGEN CO COM 03073E105 120 3,781 SH SOLE -- -- 3,781 AMETEK, INC. COM 031100100 1,168 29,100 SH SOLE 29,100 -- -- AMETEK, INC. COM 031100100 3,132 78,000 SH SOLE -- -- 78,000 AMGEN, INC. COM 031162100 37,172 706,284 SH SOLE 706,284 -- -- AMGEN, INC. COM 031162100 2,121 40,314 SH SOLE -- -- 40,314 AMN HEALTHCARE SERVICE COM 001744101 128 17,076 SH SOLE 17,076 -- -- AMN HEALTHCARE SERVICE COM 001744101 4 519 SH SOLE -- -- 519 AMPHENOL CORP. CLASS A COM 032095101 510 12,971 SH SOLE 12,971 -- -- AMPHENOL CORP. CLASS A COM 032095101 17 434 SH SOLE -- -- 434 AMSURG CORP CL A COM 03232P405 287 16,110 SH SOLE 16,110 -- -- AMSURG CORP CL A COM 03232P405 6 322 SH SOLE -- -- 322 ANADARKO PETROLEUM CORP. COM 032511107 5,144 142,544 SH SOLE 142,544 -- -- ANADARKO PETROLEUM CORP. COM 032511107 621 17,202 SH SOLE -- -- 17,202 ANALOG DEVICES, INC. COM 032654105 1,282 46,003 SH SOLE 46,003 -- -- ANALOG DEVICES, INC. COM 032654105 332 11,930 SH SOLE -- -- 11,930 ANALOGIC CORP. COM 032657207 306 6,715 SH SOLE 6,715 -- -- ANALOGIC CORP. COM 032657207 7 149 SH SOLE -- -- 149 ANDERSONS INC/THE COM 034164103 312 9,576 SH SOLE 9,576 -- -- ANDERSONS INC/THE COM 034164103 3 97 SH SOLE -- -- 97 ANIXTER INTERNATIONALL, INC. COM 035290105 628 14,737 SH SOLE 14,737 -- -- ANIXTER INTERNATIONALL, INC. COM 035290105 12 291 SH SOLE -- -- 291 ANNALY MTG MGMT INC COM 035710409 2,719 158,559 SH SOLE 158,559 -- -- ANNALY MTG MGMT INC COM 035710409 501 29,184 SH SOLE -- -- 29,184 AON CORP. COM 037389103 4,131 111,290 SH SOLE 111,290 -- -- AON CORP. COM 037389103 200 5,376 SH SOLE -- -- 5,376 AOT BEDDING SUPER HOLDINGS, LLC CLASS A-1 UNITS COM 461581 480 435 SH SOLE 435 -- -- APACHE CORP. COM 037411105 12,918 153,442 SH SOLE 153,442 -- -- APACHE CORP. COM 037411105 1,868 22,184 SH SOLE -- -- 22,184 APARTMENT INVT & MGMT CO - A COM 03748R101 671 34,666 SH SOLE 34,666 -- -- APARTMENT INVT & MGMT CO - A COM 03748R101 43 2,201 SH SOLE -- -- 2,201 APOGEE ENTERPRISES, INC. COM 037598109 158 14,570 SH SOLE 14,570 -- -- APOGEE ENTERPRISES, INC. COM 037598109 5 444 SH SOLE -- -- 444 APOLLO GROUP, INC. CLASS A COM 037604105 18 426 SH SOLE 426 -- -- APPLE COMPUTER, INC. COM 037833100 93,879 373,165 SH SOLE 373,165 -- -- APPLE COMPUTER, INC. COM 037833100 6,007 23,880 SH SOLE -- -- 23,880 APPLIED INDUSTRIAL TECH., INC. COM 03820C105 491 19,410 SH SOLE 19,410 -- -- APPLIED INDUSTRIAL TECH., INC. COM 03820C105 15 592 SH SOLE -- -- 592 APPLIED MATERIALS, INC. COM 038222105 54 4,533 SH SOLE 4,533 -- -- APPLIED SIGNAL TECHNOLOGY COM 038237103 137 6,961 SH SOLE 6,961 -- -- APPLIED SIGNAL TECHNOLOGY COM 038237103 3 141 SH SOLE -- -- 141 ARBITRON, INC. COM 03875Q108 355 13,867 SH SOLE 13,867 -- -- ARBITRON, INC. COM 03875Q108 4 139 SH SOLE -- -- 139 ARC ENERGY TRUST COM 001986108 67 3,627 SH SOLE 3,627 -- -- ARCH CAPITAL GROUP LTD COM 2740542 188 2,528 SH SOLE 2,528 -- -- ARCH CHEMICALS, INC. COM 03937R102 402 13,084 SH SOLE 13,084 -- -- ARCH CHEMICALS, INC. COM 03937R102 12 398 SH SOLE -- -- 398 ARCHER DANIELS MIDLAND CO. COM 039483102 382 14,803 SH SOLE 14,803 -- -- ARCHER DANIELS MIDLAND CO. COM 039483102 17 659 SH SOLE -- -- 659 ARCTIC CAT, INC. COM 039670104 58 6,417 SH SOLE 6,417 -- -- ARCTIC CAT, INC. COM 039670104 2 194 SH SOLE -- -- 194 ARDEA BIOSCIENCES INC COM 03969P107 1,108 53,900 SH SOLE 53,900 -- -- ARGONAUT GOLD LTD COM 04016R104 2,914 1,166,361 SH SOLE 1,166,361 -- -- ARGONAUT GOLD LTD WARRANTS Mining & Me 04016R120 284 700,000 SH SOLE 700,000 -- --

ARKANSAS BEST CORP. COM 040790107 274 13,183 SH SOLE 13,183 -- -- ARKANSAS BEST CORP. COM 040790107 8 402 SH SOLE -- -- 402 ARQULE, INC. COM 04269E107 64 14,786 SH SOLE 14,786 -- -- ARQULE, INC. COM 04269E107 1 307 SH SOLE -- -- 307 ARRIS GROUP INC COM 04269Q100 673 66,067 SH SOLE 66,067 -- -- ARRIS GROUP INC COM 04269Q100 14 1,327 SH SOLE -- -- 1,327 ARROW ELECTRONICS INC COM 042735100 69 3,069 SH SOLE 3,069 -- -- ASHLAND INC COM 044209104 2,213 47,668 SH SOLE 47,668 -- -- ASHLAND INC COM 044209104 1,003 21,600 SH SOLE -- -- 21,600 ASIAINFO HOLDINGS INC. COM 04518A104 581 26,800 SH SOLE 26,800 -- -- ASIAINFO HOLDINGS INC. COM 04518A104 1,676 77,300 SH SOLE -- -- 77,300 ASPEN INSURANCE HOLDINGS LTD COM 2172372 237 9,567 SH SOLE 9,567 -- -- ASSET ALLIANCE CORP COM 045412103 30,465 SH SOLE 30,465 -- -- ASSET ALLIANCE CORP CVT 0454122#9 7,496 SH SOLE 7,496 -- -- ASSURANT INC COM 04621X108 1,921 55,347 SH SOLE 55,347 -- -- ASSURANT INC COM 04621X108 29 849 SH SOLE -- -- 849 ASTEC INDS INC COM COM 046224101 287 10,362 SH SOLE 10,362 -- -- ASTEC INDS INC COM COM 046224101 9 315 SH SOLE -- -- 315 ASTRAL MEDIA INC COM 046346201 2,097 61,908 SH SOLE 61,908 -- -- AT&T INC COM 00206R102 32,969 1,362,915 SH SOLE 1,362,915 -- -- AT&T INC CVT 00211G208 5,565 210,000 SH SOLE 210,000 -- -- AT&T INC COM 00206R102 1,004 41,503 SH SOLE -- -- 41,503 ATC TECHNOLOGY CORP COM 00211W104 169 10,465 SH SOLE 10,465 -- -- ATC TECHNOLOGY CORP COM 00211W104 3 217 SH SOLE -- -- 217 ATCO LTD COM 046789400 1,813 40,489 SH SOLE 40,489 -- -- ATHABASCA OIL SANDS CORP COM 046827101 50 4,813 SH SOLE 4,813 -- -- ATMI, INC. COM 00207R101 240 16,406 SH SOLE 16,406 -- -- ATMI, INC. COM 00207R101 5 312 SH SOLE -- -- 312 ATMOS ENERGY CORP. COM 049560105 1,531 56,617 SH SOLE 56,617 -- -- AUDIOVOX COPR. COM 050757103 71 9,657 SH SOLE 9,657 -- -- AUDIOVOX COPR. COM 050757103 2 295 SH SOLE -- -- 295 AURIZON MINES LTD COM 05155P106 436 88,586 SH SOLE 88,586 -- -- AUTODESK, INC. COM 052769106 19 780 SH SOLE 780 -- -- AUTOLIV, INC. COM 052800109 7,501 160,625 SH SOLE 160,625 -- -- AUTOLIV, INC. COM 052800109 5,417 115,989 SH SOLE -- -- 115,989 AUTOMATIC DATA PROCESSING INC. COM 053015103 1,152 28,606 SH SOLE 28,606 -- -- AUTOMATIC DATA PROCESSING INC. COM 053015103 SH SOLE AUTONATION INC COM 05329W102 6 300 SH SOLE 300 -- -- AUTOZONE, INC. COM 053332102 19 99 SH SOLE 99 -- -- AUXILIUM PHARMACEUTICALS INC COM 05334D107 260 11,081 SH SOLE 11,081 -- -- AVALON ENGLISH CO. , LTD CVT 999PM9$89 702 32,550 SH SOLE 32,550 -- -- AVALONBAY COMMUNITIES INC COM 053484101 3 29 SH SOLE -- -- 29 AVERY DENNISON CORP. COM 053611109 5,816 181,007 SH SOLE 181,007 -- -- AVERY DENNISON CORP. COM 053611109 132 4,095 SH SOLE -- -- 4,095 AVID TECHNOLOGY, INC. COM 05367P100 192 15,059 SH SOLE 15,059 -- -- AVID TECHNOLOGY, INC. COM 05367P100 6 453 SH SOLE -- -- 453 AVISTA CORP COM 05379B107 559 28,603 SH SOLE 28,603 -- -- AVISTA CORP COM 05379B107 17 870 SH SOLE -- -- 870 AVON PRODUCTS, INC. COM 054303102 38 1,446 SH SOLE 1,446 -- -- AXA SA COM 054536107 27 1,772 SH SOLE 1,772 -- -- AZ AUTOMOTIVE HOLDINGS, LLC COMMON UNITS COM 999PM9$72 6,210 3,740,000 SH SOLE 3,740,000 -- -- AZZ INC COM 002474104 238 6,463 SH SOLE 6,463 -- -- AZZ INC COM 002474104 2 65 SH SOLE -- -- 65 BADGER METER INC COM 056525108 302 7,806 SH SOLE 7,806 -- -- BADGER METER INC COM 056525108 6 148 SH SOLE -- -- 148 BAKER HUGHES, INC. COM 057224107 60 1,453 SH SOLE 1,453 -- -- BALCHEM CORP COM 057665200 367 14,687 SH SOLE 14,687 -- -- BALCHEM CORP COM 057665200 4 148 SH SOLE -- -- 148 BALDOR ELECTRIC CO. COM 057741100 792 21,956 SH SOLE 21,956 -- -- BALDOR ELECTRIC CO. COM 057741100 8 221 SH SOLE -- -- 221 BALL CORP. COM 058498106 2,564 48,537 SH SOLE 48,537 -- -- BALL CORP. COM 058498106 204 3,861 SH SOLE -- -- 3,861 BANCO SANTANDER BRASIL SA/BRAZIL COM 05967A107 21,514 2,082,710 SH SOLE 2,082,710 -- -- BANCO SANTANDER BRASIL SA/BRAZIL COM 05967A107 892 86,373 SH SOLE -- -- 86,373

BANK MUTUAL CORP COM 063750103 135 23,694 SH SOLE 23,694 -- -- BANK MUTUAL CORP COM 063750103 4 717 SH SOLE -- -- 717 BANK OF AMERICA CORP COM 060505104 17,504 1,218,128 SH SOLE 1,218,128 -- -- BANK OF AMERICA CORP CVT 060505864 7 300 SH SOLE 300 -- -- BANK OF AMERICA CORP CVT 060505DR2 13,593 14,072,000 SH SOLE 14,072,000 -- -- BANK OF AMERICA CORP CVT 060505DT8 4,311 4,463,000 SH SOLE 4,463,000 -- -- BANK OF AMERICA CORP COM 060505104 3,541 246,428 SH SOLE -- -- 246,428 BANK OF AMERICA CORP CVT 060505DR2 9,121 9,443,000 SH SOLE -- -- 9,443,000 BANK OF AMERICA CORP CVT 060505DT8 3,899 4,037,000 SH SOLE -- -- 4,037,000 BANK OF MONTREAL COM 063671101 3,846 70,648 SH SOLE 70,648 -- -- BANK OF MONTREAL COM 063671101 343 6,300 SH SOLE -- -- 6,300 BANK OF NEW YORK MELLON CORP/THE COM 064058100 101 4,103 SH SOLE 4,103 -- -- BANK OF NOVA SCOTIA COM 064149107 11,423 247,054 SH SOLE 247,054 -- -- BANK OF NOVA SCOTIA COM 064149107 721 15,600 SH SOLE -- -- 15,600 BANK OF THE OZARKS INC COM 063904106 241 6,790 SH SOLE 6,790 -- -- BANK OF THE OZARKS INC COM 063904106 4 125 SH SOLE -- -- 125 BANK ONE CAPITAL TR VI CVT 06423W204 6,332 249,400 SH SOLE 249,400 -- -- BARCLAYS BANK PLC CVT 06738CAG4 2,729 3,454,000 SH SOLE 3,454,000 -- -- BARCLAYS BANK PLC CVT 06739H362 2,695 110,000 SH SOLE 110,000 -- -- BARCLAYS BANK PLC CVT 06739H776 5,325 241,700 SH SOLE 241,700 -- -- BARCLAYS BANK PLC CVT 06738CAG4 656 831,000 SH SOLE -- -- 831,000 BARNES GROUP, INC. COM 067806109 371 22,647 SH SOLE 22,647 -- -- BARNES GROUP, INC. COM 067806109 11 688 SH SOLE -- -- 688 BARRICK GOLD CORPORATION COM 067901108 6,759 148,348 SH SOLE 148,348 -- -- BARRICK GOLD CORPORATION COM 067901108 720 15,800 SH SOLE -- -- 15,800 BASIC ENERGY SERVICES INC COM 06985P100 93 12,042 SH SOLE 12,042 -- -- BASIC ENERGY SERVICES INC COM 06985P100 3 363 SH SOLE -- -- 363 BAXTER INTERNATIONAL, INC. COM 071813109 1,160 28,532 SH SOLE 28,532 -- -- BAXTER INTERNATIONAL, INC. COM 071813109 51 1,251 SH SOLE -- -- 1,251 BB&T CAPITAL TRUST V CVT 05530J205 9,909 370,000 SH SOLE 370,000 -- -- BB&T CORP CVT 05531H208 4,762 182,800 SH SOLE 182,800 -- -- BBT CORP. COM 054937107 3,560 135,322 SH SOLE 135,322 -- -- BBT CORP. COM 054937107 431 16,399 SH SOLE -- -- 16,399 BCE INC COM 05534B760 6,141 209,745 SH SOLE 209,745 -- -- BE AEROSPACE, INC. COM 073302101 760 29,900 SH SOLE 29,900 -- -- BE AEROSPACE, INC. COM 073302101 2,032 79,900 SH SOLE -- -- 79,900 BECTON, DICKINSON AND CO. COM 075887109 54 793 SH SOLE 793 -- -- BED BATH & BEYOND, INC. COM 075896100 2,471 66,646 SH SOLE 66,646 -- -- BED BATH & BEYOND, INC. COM 075896100 207 5,577 SH SOLE -- -- 5,577 BEL FUSE INC. CLASS B COM 077347300 100 6,064 SH SOLE 6,064 -- -- BEL FUSE INC. CLASS B COM 077347300 3 186 SH SOLE -- -- 186 BELDEN INC COM 077454106 536 24,358 SH SOLE 24,358 -- -- BELDEN INC COM 077454106 11 503 SH SOLE -- -- 503 BELL ALIANT REGIONAL COMMUNICATIONS INCOME FUND COM 07786J103 2,578 107,581 SH SOLE 107,581 -- -- BELL MICROPRODUCTS INC COM 078137106 244 35,000 SH SOLE 35,000 -- -- BEMIS CO., INC. COM 081437105 10 372 SH SOLE 372 -- -- BENCHMARK ELECTRONICS, INC. COM 08160H101 521 32,844 SH SOLE 32,844 -- -- BENCHMARK ELECTRONICS, INC. COM 08160H101 16 994 SH SOLE -- -- 994 BERKSHIRE HATHAWAY INC COM 084670702 15,783 198,050 SH SOLE 198,050 -- -- BERKSHIRE HATHAWAY INC COM 084670702 590 7,400 SH SOLE -- -- 7,400 BEST BUY CO., INC. COM 086516101 2,018 59,611 SH SOLE 59,611 -- -- BEST BUY CO., INC. COM 086516101 302 8,920 SH SOLE -- -- 8,920 BIG 5 SPORTING GOODS CORP COM 08915P101 149 11,315 SH SOLE 11,315 -- -- BIG 5 SPORTING GOODS CORP COM 08915P101 1 114 SH SOLE -- -- 114 BIG LOTS INC. COM 089302103 326 10,174 SH SOLE 10,174 -- -- BIG LOTS INC. COM 089302103 20 634 SH SOLE -- -- 634 BIGLARI HOLDINGS INC COM 08986R101 182 635 SH SOLE 635 -- -- BIGLARI HOLDINGS INC COM 08986R101 3 11 SH SOLE -- -- 11 BIOGEN IDEC INC COM 09062X103 176 3,716 SH SOLE 3,716 -- -- BIOGEN IDEC INC COM 09062X103 269 5,669 SH SOLE -- -- 5,669 BIOMED REALTY TRUST INC COM 09063H107 952 59,148 SH SOLE 59,148 -- -- BIOMED REALTY TRUST INC COM 09063H107 20 1,242 SH SOLE -- -- 1,242 BIO-RAD LABORATORIES, INC., CLASS A COM 090572207 248 2,863 SH SOLE 2,863 -- -- BIO-REFERENCE LABS INC COM 09057G602 276 12,453 SH SOLE 12,453 -- --

BIO-REFERENCE LABS INC COM 09057G602 3 127 SH SOLE -- -- 127 BIOSYS INC COM 09069N108 490 93,600 SH SOLE 93,600 -- -- BIOVAIL CORP COM 09067J109 64 3,311 SH SOLE 3,311 -- -- BIOVAIL CORP COM 09067J992 823 42,800 SH SOLE 42,800 -- -- BIOVAIL CORP COM 09067J992 2,199 114,300 SH SOLE -- -- 114,300 BJ'S RESTAURANTS INC COM 09180C106 1,813 76,818 SH SOLE 76,818 -- -- BJ'S RESTAURANTS INC COM 09180C106 3 111 SH SOLE -- -- 111 BLACK BOX CORP. COM 091826107 255 9,143 SH SOLE 9,143 -- -- BLACK BOX CORP. COM 091826107 8 278 SH SOLE -- -- 278 BLACKBAUD INC COM 09227Q100 508 23,346 SH SOLE 23,346 -- -- BLACKBAUD INC COM 09227Q100 5 232 SH SOLE -- -- 232 BLACKROCK INC COM 09247X101 473 3,299 SH SOLE 3,299 -- -- BLOCK FINANCIAL CORP COM 093671105 499 31,791 SH SOLE 31,791 -- -- BLOCK FINANCIAL CORP COM 093671105 25 1,584 SH SOLE -- -- 1,584 BLUE COAT SYSTEMS INC COM 09534T508 454 22,207 SH SOLE 22,207 -- -- BLUE COAT SYSTEMS INC COM 09534T508 4 214 SH SOLE -- -- 214 BLUE NILE INC COM 09578R103 356 7,557 SH SOLE 7,557 -- -- BLUE NILE INC COM 09578R103 4 77 SH SOLE -- -- 77 BLYTH INC COM 09643P207 106 3,102 SH SOLE 3,102 -- -- BLYTH INC COM 09643P207 3 94 SH SOLE -- -- 94 BMC SOFTWARE, INC. COM 055921100 21 617 SH SOLE 617 -- -- BNY CAPITAL V CVT 09656H209 9,619 382,458 SH SOLE 382,458 -- -- BODY CENTRAL ACQUISITION CORP CVT 999PM2$19 567 5,673 SH SOLE 5,673 -- -- BOEING CO. COM 097023105 7,139 113,776 SH SOLE 113,776 -- -- BOEING CO. COM 097023105 798 12,722 SH SOLE -- -- 12,722 BOMBARDIER B COM 097751200 1,492 326,900 SH SOLE 326,900 -- -- BOMBARDIER B COM 097751200 1,438 315,010 SH SOLE -- -- 315,010 BONAVISTA ENERGY TRUST COM 098536105 23 1,078 SH SOLE 1,078 -- -- BOSTON BEER, INC. CLASS A COM 100557107 350 5,182 SH SOLE 5,182 -- -- BOSTON BEER, INC. CLASS A COM 100557107 4 53 SH SOLE -- -- 53 BOSTON PRIVATE FINANCIAL HOLDI COM 101119105 246 38,208 SH SOLE 38,208 -- -- BOSTON PRIVATE FINANCIAL HOLDI COM 101119105 7 1,157 SH SOLE -- -- 1,157 BOSTON SCIENTIFIC CORP. COM 101137107 30 5,105 SH SOLE 5,105 -- -- BOWNE & CO., INC. COM 103043105 234 20,893 SH SOLE 20,893 -- -- BOWNE & CO., INC. COM 103043105 7 637 SH SOLE -- -- 637 BRADY CORP. COM 104674106 682 27,353 SH SOLE 27,353 -- -- BRADY CORP. COM 104674106 14 554 SH SOLE -- -- 554 BRANDYWINE REALTY TRUST COM 105368203 37 3,485 SH SOLE 3,485 -- -- BRIGGS & STRATTON CORP. COM 109043109 444 26,080 SH SOLE 26,080 -- -- BRIGGS & STRATTON CORP. COM 109043109 14 795 SH SOLE -- -- 795 BRIGHTPOINT INC COM 109473405 257 36,715 SH SOLE 36,715 -- -- BRIGHTPOINT INC COM 109473405 8 1,107 SH SOLE -- -- 1,107 BRISTOL MYERS SQUIBB CO. COM 110122108 10,815 433,622 SH SOLE 433,622 -- -- BRISTOL MYERS SQUIBB CO. COM 110122108 2,070 83,019 SH SOLE -- -- 83,019 BRISTOW GROUP INC COM 110394103 550 18,724 SH SOLE 18,724 -- -- BRISTOW GROUP INC COM 110394103 17 571 SH SOLE -- -- 571 BROADCOM CORP. COM 111320107 1,230 37,317 SH SOLE 37,317 -- -- BROADCOM CORP. COM 111320107 923 27,997 SH SOLE -- -- 27,997 BROOKFIELD ASSET MANAGEMENT INC COM 112585104 250 11,000 SH SOLE 11,000 -- -- BROOKFIELD ASSET MANAGEMENT INC COM 112585104 127 5,600 SH SOLE -- -- 5,600 BROOKFIELD PROPERTIES CORP COM 112900105 98 6,971 SH SOLE 6,971 -- -- BROOKLINE BANCORP INC COM 11373M107 273 30,758 SH SOLE 30,758 -- -- BROOKLINE BANCORP INC COM 11373M107 6 682 SH SOLE -- -- 682 BROOKS AUTOMATION INC COM 114340102 262 33,860 SH SOLE 33,860 -- -- BROOKS AUTOMATION INC COM 114340102 5 702 SH SOLE -- -- 702 BROWN SHOE COMANY, INC. COM 115736100 343 22,612 SH SOLE 22,612 -- -- BROWN SHOE COMANY, INC. COM 115736100 10 682 SH SOLE -- -- 682 BROWN-FORMAN CORP CLASS B COM 115637209 3,037 53,061 SH SOLE 53,061 -- -- BROWN-FORMAN CORP CLASS B COM 115637209 109 1,911 SH SOLE -- -- 1,911 BRUNSWICK CORP. COM 117043109 573 46,121 SH SOLE 46,121 -- -- BRUNSWICK CORP. COM 117043109 17 1,403 SH SOLE -- -- 1,403 BRUSH ENGINEERED MATERIALS COM 117421107 211 10,564 SH SOLE 10,564 -- -- BRUSH ENGINEERED MATERIALS COM 117421107 4 210 SH SOLE -- -- 210 BUCKEYE TECHNOLOGIES INC COM 118255108 203 20,444 SH SOLE 20,444 -- --

BUCKEYE TECHNOLOGIES INC COM 118255108 4 406 SH SOLE -- -- 406 BUCKLE, INC. COM 118440106 433 13,370 SH SOLE 13,370 -- -- BUCKLE, INC. COM 118440106 4 134 SH SOLE -- -- 134 BUFFALO WILD WINGS INC COM 119848109 346 9,450 SH SOLE 9,450 -- -- BUFFALO WILD WINGS INC COM 119848109 4 96 SH SOLE -- -- 96 BUFFETS RESTAURANTS HOLDINGS INC COM 11988P107 169 56,246 SH SOLE 56,246 -- -- BUNGE LIMITED COM 2788713 1,174 23,857 SH SOLE 23,857 -- -- BUNGE LIMITED COM 2788713 378 7,683 SH SOLE -- -- 7,683 C. R. BARD, INC. COM 067383109 25 321 SH SOLE 321 -- -- C.H. ROBINSON WORLDWIDE INC COM 12541W209 31 565 SH SOLE 565 -- -- CA INC COM 12673P105 1,367 74,273 SH SOLE 74,273 -- -- CA INC COM 12673P105 272 14,806 SH SOLE -- -- 14,806 CA PREFERRED FUND TRUST CVT 7535925 1,333 1,550,000 SH SOLE 1,550,000 -- -- CABELA'S INC-CL A COM 126804301 299 21,140 SH SOLE 21,140 -- -- CABELA'S INC-CL A COM 126804301 9 641 SH SOLE -- -- 641 CABOT CORP. COM 127055101 95 3,939 SH SOLE 3,939 -- -- CABOT MICROELECTRONICS CORP COM 12709P103 426 12,313 SH SOLE 12,313 -- -- CABOT MICROELECTRONICS CORP COM 12709P103 9 269 SH SOLE -- -- 269 CABOT OIL & GAS CORP., CLASS A COM 127097103 11 352 SH SOLE 352 -- -- CACI INTERNATIONAL COM 127190304 669 15,752 SH SOLE 15,752 -- -- CACI INTERNATIONAL COM 127190304 20 478 SH SOLE -- -- 478 CAE INC COM 124765108 52 5,996 SH SOLE 5,996 -- -- CAKTRONICS INC COM 234264109 135 17,970 SH SOLE 17,970 -- -- CAKTRONICS INC COM 234264109 2 325 SH SOLE -- -- 325 CALAVO GROWERS INC COM 128246105 111 6,173 SH SOLE 6,173 -- -- CALAVO GROWERS INC COM 128246105 1 62 SH SOLE -- -- 62 CALGON CARBON CORP. COM 129603106 384 29,023 SH SOLE 29,023 -- -- CALGON CARBON CORP. COM 129603106 7 544 SH SOLE -- -- 544 CALIFORNIA PIZZA KITCHEN INC COM 13054D109 194 12,795 SH SOLE 12,795 -- -- CALIFORNIA PIZZA KITCHEN INC COM 13054D109 2 128 SH SOLE -- -- 128 CALLAWAY GOLF CO. COM 131193104 203 33,546 SH SOLE 33,546 -- -- CALLAWAY GOLF CO. COM 131193104 6 1,025 SH SOLE -- -- 1,025 CAL-MAINE FOODS INC COM 128030202 210 6,579 SH SOLE 6,579 -- -- CAL-MAINE FOODS INC COM 128030202 2 66 SH SOLE -- -- 66 CAMBREX CORP. COM 132011107 48 15,387 SH SOLE 15,387 -- -- CAMBREX CORP. COM 132011107 1 465 SH SOLE -- -- 465 CAMECO CORP COM 13321L108 737 34,551 SH SOLE 34,551 -- -- CAMERON INTERNATIONAL CORP COM 13342B105 27 827 SH SOLE 827 -- -- CAMPBELL SOUP CO. COM 134429109 10,683 298,156 SH SOLE 298,156 -- -- CAMPBELL SOUP CO. COM 134429109 221 6,171 SH SOLE -- -- 6,171 CANADIAN IMPERIAL BANK OF COMMERCE COM 136069101 6,328 101,479 SH SOLE 101,479 -- -- CANADIAN IMPERIAL BANK OF COMMERCE COM 136069101 237 3,800 SH SOLE -- -- 3,800 CANADIAN NATIONAL RAILWAY COM 136375102 7,493 130,283 SH SOLE 130,283 -- -- CANADIAN NATURAL RESORUCES COM 136385101 9,134 274,213 SH SOLE 274,213 -- -- CANADIAN NATURAL RESORUCES COM 136385101 720 21,600 SH SOLE -- -- 21,600 CANADIAN OIL SANDS TRUST COM 13642L100 127 5,003 SH SOLE 5,003 -- -- CANADIAN OIL SANDS TRUST COM 13642L100 145 5,700 SH SOLE -- -- 5,700 CANADIAN PACIFIC RAILWAY LTD COM 13645T100 3,370 62,641 SH SOLE 62,641 -- -- CANADIAN PACIFIC RAILWAY LTD COM 13645T100 124 2,300 SH SOLE -- -- 2,300 CANADIAN TIRE CORP LTD COM 136681202 1,715 34,227 SH SOLE 34,227 -- -- CANADIAN UTILITIES LTD COM 136717832 2,154 50,573 SH SOLE 50,573 -- -- CANADIAN UTILITIES LTD COM 136717832 141 3,300 SH SOLE -- -- 3,300 CANTEL MEDICAL CORP COM 138098108 113 6,759 SH SOLE 6,759 -- -- CANTEL MEDICAL CORP COM 138098108 1 68 SH SOLE -- -- 68 CAPELLA EDUCATION CO COM 139594105 618 7,601 SH SOLE 7,601 -- -- CAPELLA EDUCATION CO COM 139594105 6 76 SH SOLE -- -- 76 CAPITAL ONE CAPITAL V CVT 14043CAB9 9,607 9,150,000 SH SOLE 9,150,000 -- -- CAPITAL ONE CAPITAL V CVT 14043CAB9 5,250 5,000,000 SH SOLE -- -- 5,000,000 CAPITAL ONE FINANCIAL CORP. COM 14040H105 10,513 260,876 SH SOLE 260,876 -- -- CAPITAL ONE FINANCIAL CORP. COM 14040H105 1,301 32,293 SH SOLE -- -- 32,293 CAPITALSOURCE INC COM 14055X102 2,115 444,325 SH SOLE 444,325 -- -- CAPITALSOURCE INC COM 14055X102 2,051 430,800 SH SOLE -- -- 430,800 CAPSTEAD MORTGAGE CORP COM 14067E506 17 1,573 SH SOLE 1,573 -- -- CARAUSTAR INDUSTRIES INC COM 140909201 2,430 1,449 SH SOLE 1,449 -- --

CARAUSTAR INDUSTRIES INC COM 140909201 532 273 SH SOLE -- -- 273 CARBO CERAMICS INC COM 140781105 722 10,000 SH SOLE 10,000 -- -- CARBO CERAMICS INC COM 140781105 7 101 SH SOLE -- -- 101 CARDINAL HEALTH INC COM 14149Y108 10,561 314,232 SH SOLE 314,232 -- -- CARDINAL HEALTH INC COM 14149Y108 880 26,187 SH SOLE -- -- 26,187 CARDTRONICS INC COM 14161H108 2,628 202,800 SH SOLE 202,800 -- -- CAREER EDUCATION CORP COM 141665109 729 31,653 SH SOLE 31,653 -- -- CAREER EDUCATION CORP COM 141665109 1,390 60,400 SH SOLE -- -- 60,400 CAREFUSION CORP COM 14170T101 1,921 84,627 SH SOLE 84,627 -- -- CAREFUSION CORP COM 14170T101 86 3,783 SH SOLE -- -- 3,783 CARMAX INC COM 143130102 15 755 SH SOLE 755 -- -- CARNIVAL CORP COM 143658300 44 1,461 SH SOLE 1,461 -- -- CARTER INC COM 146229109 1,122 42,730 SH SOLE 42,730 -- -- CARTER INC COM 146229109 15 575 SH SOLE -- -- 575 CASCADE CORP COM 147195101 170 4,785 SH SOLE 4,785 -- -- CASCADE CORP COM 147195101 5 145 SH SOLE -- -- 145 CASEYS GENERAL STORES, INC. COM 147528103 926 26,526 SH SOLE 26,526 -- -- CASEYS GENERAL STORES, INC. COM 147528103 28 810 SH SOLE -- -- 810 CASH AMERICA INTERNATIONAL COM 14754D100 1,542 44,991 SH SOLE 44,991 -- -- CASH AMERICA INTERNATIONAL COM 14754D100 5 155 SH SOLE -- -- 155 CASTLE A. M. & CO. COM 148411101 121 8,724 SH SOLE 8,724 -- -- CASTLE A. M. & CO. COM 148411101 4 266 SH SOLE -- -- 266 CASTLE TOWER HOLDING CORP. WARRANTS FINANCIALS 14799C125 299,990 SH SOLE 299,990 -- -- CASTLE TOWER HOLDINGS CORP SR PFD WTS FINANCIALS 14799C117 30,000 SH SOLE 30,000 -- -- CATALYST HEALTH SOLUTIONS INC COM 14888B103 699 20,269 SH SOLE 20,269 -- -- CATALYST HEALTH SOLUTIONS INC COM 14888B103 7 203 SH SOLE -- -- 203 CATERPILLAR, INC. COM 149123101 17,513 291,535 SH SOLE 291,535 -- -- CATERPILLAR, INC. COM 149123101 2,195 36,544 SH SOLE -- -- 36,544 CATO CORP. CLASS A COM 149205106 339 15,415 SH SOLE 15,415 -- -- CATO CORP. CLASS A COM 149205106 7 338 SH SOLE -- -- 338 CB RICHARD ELLIS GROUP INC-A COM 12497T101 12 917 SH SOLE 917 -- -- CBEYOND INC COM 149847105 177 14,157 SH SOLE 14,157 -- -- CBEYOND INC COM 149847105 2 136 SH SOLE -- -- 136 CBL & ASSOCIATES PROPERTIES COM 124830100 74 5,986 SH SOLE 5,986 -- -- CBS CORP CVT 124857301 10,570 432,310 SH SOLE 432,310 -- -- CBS CORP-CL B COM 124857202 2,942 227,501 SH SOLE 227,501 -- -- CBS CORP-CL B COM 124857202 100 7,752 SH SOLE -- -- 7,752 CCL INDUSTRIES COM 124900309 845 31,742 SH SOLE 31,742 -- -- CDI CORP. COM 125071100 103 6,634 SH SOLE 6,634 -- -- CDI CORP. COM 125071100 3 203 SH SOLE -- -- 203 CEC ENTERTAINMENT, INC. COM 125137109 404 11,447 SH SOLE 11,447 -- -- CEC ENTERTAINMENT, INC. COM 125137109 4 120 SH SOLE -- -- 120 CEDAR SHOPPING CENTERS INC COM 150602209 173 28,676 SH SOLE 28,676 -- -- CEDAR SHOPPING CENTERS INC COM 150602209 5 903 SH SOLE -- -- 903 CELESTICA INC COM 15101Q108 998 123,167 SH SOLE 123,167 -- -- CELGENE CORP COM 151020104 1,062 20,889 SH SOLE 20,889 -- -- CELTIC EXPLORATION LTD COM 15118Q109 704 68,031 SH SOLE 68,031 -- -- CEMEX SAB DE CV COM 151290889 9,151 946,320 SH SOLE 946,320 -- -- CENOVUS ENERGY INC COM 15135U109 5,811 224,999 SH SOLE 224,999 -- -- CENTENE CORP DEL COM 15135B101 550 25,561 SH SOLE 25,561 -- -- CENTENE CORP DEL COM 15135B101 16 765 SH SOLE -- -- 765 CENTERPOINT ENERGY INC COM 15189T107 1,654 125,707 SH SOLE 125,707 -- -- CENTERPOINT ENERGY INC COM 15189T107 848 64,405 SH SOLE -- -- 64,405 CENTERRA GOLD INC COM 152006102 2,536 229,505 SH SOLE 229,505 -- -- CENTRAL GARDEN AND PET CO COM 153527205 301 33,566 SH SOLE 33,566 -- -- CENTRAL GARDEN AND PET CO COM 153527205 9 991 SH SOLE -- -- 991 CENTRAL VT PUB SVC CORP COM COM 155771108 123 6,241 SH SOLE 6,241 -- -- CENTRAL VT PUB SVC CORP COM COM 155771108 4 186 SH SOLE -- -- 186 CENTURY ALUMINUM CO. COM 156431108 264 29,930 SH SOLE 29,930 -- -- CENTURY ALUMINUM CO. COM 156431108 8 913 SH SOLE -- -- 913 CENTURYLINK INC COM 156700106 318 9,553 SH SOLE 9,553 -- -- CENTURYLINK INC COM 156700106 1,471 44,174 SH SOLE -- -- 44,174 CEPHALON INC COM 156708109 14 250 SH SOLE 250 -- -- CERADYNE INC COM 156710105 283 13,251 SH SOLE 13,251 -- --

CERADYNE INC COM 156710105 9 401 SH SOLE -- -- 401 CERNER CORP COM 156782104 18 233 SH SOLE 233 -- -- CEYONIQ AG - SP ADR COM 15721M107 117,850 SH SOLE 117,850 -- -- CF INDUSTRIES HOLDINGS INC COM 125269100 3,660 57,684 SH SOLE 57,684 -- -- CF INDUSTRIES HOLDINGS INC COM 125269100 1,840 29,003 SH SOLE -- -- 29,003 CGI GROUP INC COM 39945C109 2,799 187,418 SH SOLE 187,418 -- -- CH ENERGY GROUP INC. COM 12541M102 323 8,238 SH SOLE 8,238 -- -- CH ENERGY GROUP INC. COM 12541M102 10 252 SH SOLE -- -- 252 CHARLES SCHWAB CORP. COM 808513105 47 3,297 SH SOLE 3,297 -- -- CHECKPOINT SYSTEMS, INC. COM 162825103 357 20,568 SH SOLE 20,568 -- -- CHECKPOINT SYSTEMS, INC. COM 162825103 11 620 SH SOLE -- -- 620 CHEMED CORP. COM 16359R103 650 11,898 SH SOLE 11,898 -- -- CHEMED CORP. COM 16359R103 12 217 SH SOLE -- -- 217 CHESAPEAKE ENERGY CORP. COM 165167107 658 31,412 SH SOLE 31,412 -- -- CHESAPEAKE ENERGY CORP. COM 165167107 610 29,098 SH SOLE -- -- 29,098 CHEVRON CORPORATION COM 166764100 60,006 884,191 SH SOLE 884,191 -- -- CHEVRON CORPORATION COM 166764100 661 9,739 SH SOLE -- -- 9,739 CHILDREN'S PLACE, INC. COM 168905107 636 14,447 SH SOLE 14,447 -- -- CHILDREN'S PLACE, INC. COM 168905107 19 436 SH SOLE -- -- 436 CHINA LIFE INSURANCE CO LTD COM 16939P106 31,267 479,550 SH SOLE 479,550 -- -- CHINA YUCHAI INTERNATIONAL LTD COM 2186191 342 22,162 SH SOLE 22,162 -- -- CHIPOTLE MEXICAN GRILL INC COM 169656105 903 6,600 SH SOLE 6,600 -- -- CHIPOTLE MEXICAN GRILL INC COM 169656105 2,408 17,600 SH SOLE -- -- 17,600 CHRISTOPHER & BANKS CORPORATIO COM 171046105 115 18,652 SH SOLE 18,652 -- -- CHRISTOPHER & BANKS CORPORATIO COM 171046105 4 572 SH SOLE -- -- 572 CHUBB CORP. COM 171232101 263 5,254 SH SOLE 5,254 -- -- CHUBB CORP. COM 171232101 594 11,874 SH SOLE -- -- 11,874 CI FINANCIAL CORP COM 125491100 1,884 112,280 SH SOLE 112,280 -- -- CIA BRASILEIRA DE DISTRIBUICAO GRUPO PAO DE ACUCAR COM 20440T201 15,086 217,000 SH SOLE 217,000 -- -- CIBER, INC. COM 17163B102 100 36,052 SH SOLE 36,052 -- -- CIBER, INC. COM 17163B102 3 1,105 SH SOLE -- -- 1,105 CIGNA CORP. COM 125509109 29 936 SH SOLE 936 -- -- CINCINNATI FINANCIAL CORP. COM 172062101 14 551 SH SOLE 551 -- -- CINEPLEX GALAXY INCOME FUND UNITS COM 172453102 1,111 60,499 SH SOLE 60,499 -- -- CINTAS CORP. COM 172908105 1,381 57,605 SH SOLE 57,605 -- -- CINTAS CORP. COM 172908105 57 2,377 SH SOLE -- -- 2,377 CIRCOR INTERNATIONAL, INC. COM 17273K109 227 8,893 SH SOLE 8,893 -- -- CIRCOR INTERNATIONAL, INC. COM 17273K109 5 191 SH SOLE -- -- 191 CISCO SYSTEMS, INC. COM 17275R102 8,173 383,510 SH SOLE 383,510 -- -- CISCO SYSTEMS, INC. COM 17275R102 3,049 143,061 SH SOLE -- -- 143,061 CIT GROUP INC COM 125581801 94 2,783 SH SOLE 2,783 -- -- CITIGROUP INC COM 172967101 6,782 1,803,644 SH SOLE 1,803,644 -- -- CITIGROUP INC CVT 173094AA1 9,738 10,105,000 SH SOLE 10,105,000 -- -- CITIGROUP INC COM 172967101 1,919 510,332 SH SOLE -- -- 510,332 CITIGROUP INC CVT 173094AA1 9,439 9,795,000 SH SOLE -- -- 9,795,000 CITRIX SYSTEMS, INC. COM 177376100 26 622 SH SOLE 622 -- -- CITY HOLDING CO. COM 177835105 229 8,223 SH SOLE 8,223 -- -- CITY HOLDING CO. COM 177835105 5 187 SH SOLE -- -- 187 CKE RESTAURANTS INC COM 12561E105 1,112 88,775 SH SOLE 88,775 -- -- CKE RESTAURANTS INC COM 12561E105 11 877 SH SOLE -- -- 877 CLARCOR, INC. COM 179895107 933 26,275 SH SOLE 26,275 -- -- CLARCOR, INC. COM 179895107 19 548 SH SOLE -- -- 548 CLEAN HARBORS INC COM 184496107 1,016 15,300 SH SOLE 15,300 -- -- CLEARWATER PAPER CORP COM 18538R103 327 5,980 SH SOLE 5,980 -- -- CLEARWATER PAPER CORP COM 18538R103 10 181 SH SOLE -- -- 181 CLIFFS NATURAL RESOURCES INC COM 18683K101 1,896 40,207 SH SOLE 40,207 -- -- CLIFFS NATURAL RESOURCES INC COM 18683K101 1,854 39,317 SH SOLE -- -- 39,317 CLOROX CO. COM 189054109 844 13,573 SH SOLE 13,573 -- -- CME GROUP INC COM 12572Q105 400 1,422 SH SOLE 1,422 -- -- CMS ENERGY CORP. COM 125896100 4,211 287,411 SH SOLE 287,411 -- -- CMS ENERGY CORP. COM 125896100 248 16,946 SH SOLE -- -- 16,946 CNA FINANCIAL CORP COM 126117100 5,126 200,535 SH SOLE 200,535 -- -- COACH INC COM 189754104 1,788 48,921 SH SOLE 48,921 -- -- COACH INC COM 189754104 2,368 64,780 SH SOLE -- -- 64,780

COBANK ACB CVT 19075Q409 4,103 75,239 SH SOLE 75,239 -- -- COBANK ACB CVT 19075Q409 1,350 24,761 SH SOLE -- -- 24,761 COCA COLA ENTERPRISES, INC. COM 191219104 28,857 1,115,792 SH SOLE 1,115,792 -- -- COCA-COLA CO. COM 191216100 12,469 248,791 SH SOLE 248,791 -- -- COCA-COLA CO. COM 191216100 3,220 64,255 SH SOLE -- -- 64,255 COGDELL SPENCER INC COM 19238U107 13 1,991 SH SOLE 1,991 -- -- COGECO CABLE INC COM 19238V105 941 29,294 SH SOLE 29,294 -- -- COGENT INC COM 19239Y108 219 24,268 SH SOLE 24,268 -- -- COGENT INC COM 19239Y108 4 489 SH SOLE -- -- 489 COGNEX CORP. COM 192422103 363 20,668 SH SOLE 20,668 -- -- COGNEX CORP. COM 192422103 7 399 SH SOLE -- -- 399 COGNIZANT TECH SOLUTION COM 192446102 1,722 34,406 SH SOLE 34,406 -- -- COGNIZANT TECH SOLUTION COM 192446102 73 1,450 SH SOLE -- -- 1,450 COHU, INC. COM 192576106 149 12,275 SH SOLE 12,275 -- -- COHU, INC. COM 192576106 5 373 SH SOLE -- -- 373 COINSTAR, INC COM 19259P300 2,051 47,724 SH SOLE 47,724 -- -- COINSTAR, INC COM 19259P300 7 163 SH SOLE -- -- 163 COLGATE-PALMOLIVE CO. COM 194162103 18,091 229,701 SH SOLE 229,701 -- -- COLGATE-PALMOLIVE CO. COM 194162103 2,568 32,606 SH SOLE -- -- 32,606 COLONIAL PROPERTIES TRUST COM 195872106 571 39,269 SH SOLE 39,269 -- -- COLONIAL PROPERTIES TRUST COM 195872106 16 1,115 SH SOLE -- -- 1,115 COLUMBIA BANKING SYSTEM, INC COM 197236102 374 20,474 SH SOLE 20,474 -- -- COLUMBIA BANKING SYSTEM, INC COM 197236102 11 620 SH SOLE -- -- 620 COMCAST CORP-CL A COM 20030N101 16,606 956,009 SH SOLE 956,009 -- -- COMCAST CORP-CL A COM 20030N101 369 21,243 SH SOLE -- -- 21,243 COMERICA, INC. COM 200340107 40,936 1,111,136 SH SOLE 1,111,136 -- COMFORT SYS USA INC COM 199908104 192 19,841 SH SOLE 19,841 -- -- COMFORT SYS USA INC COM 199908104 6 608 SH SOLE -- -- 608 COMMUNITY BANK SYSTEM, INC. COM 203607106 380 17,258 SH SOLE 17,258 -- -- COMMUNITY BANK SYSTEM, INC. COM 203607106 11 520 SH SOLE -- -- 520 COMMVAULT SYSTEMS INC COM 204166102 2,374 105,507 SH SOLE 105,507 -- -- COMMVAULT SYSTEMS INC COM 204166102 5 222 SH SOLE -- -- 222 COMPANHIA DE BEBIDAS-PR ADR COM 20441W203 17,338 171,650 SH SOLE 171,650 -- -- COMPELLENT TECHNOLOGIES INC COM 20452A108 145 11,932 SH SOLE 11,932 -- -- COMPELLENT TECHNOLOGIES INC COM 20452A108 1 120 SH SOLE -- -- 120 COMPUTER PROGRAMS & SY COM 205306103 208 5,088 SH SOLE 5,088 -- -- COMPUTER PROGRAMS & SY COM 205306103 2 52 SH SOLE -- -- 52 COMPUTER SCIENCES CORP. COM 205363104 24 522 SH SOLE 522 -- -- COMPUWARE CORP. COM 205638109 6 771 SH SOLE 771 -- -- COMSCORE INC COM 20564W105 213 12,923 SH SOLE 12,923 -- -- COMSCORE INC COM 20564W105 2 128 SH SOLE -- -- 128 COMTECH TELECOMMUNICATIONS COM 205826209 441 14,749 SH SOLE 14,749 -- -- COMTECH TELECOMMUNICATIONS COM 205826209 13 449 SH SOLE -- -- 449 CONAGRA, INC. COM 205887102 136 5,841 SH SOLE 5,841 -- -- CONCUR TECHNOLOGIES INC COM 206708109 965 22,607 SH SOLE 22,607 -- -- CONCUR TECHNOLOGIES INC COM 206708109 10 225 SH SOLE -- -- 225 CONMED CORP. COM 207410101 283 15,203 SH SOLE 15,203 -- -- CONMED CORP. COM 207410101 9 463 SH SOLE -- -- 463 CONOCOPHILLIPS PETROLEUM CO COM 20825C104 5,502 112,077 SH SOLE 112,077 -- -- CONOCOPHILLIPS PETROLEUM CO COM 20825C104 568 11,578 SH SOLE -- -- 11,578 CONSOL ENERGY INC COM 20854P109 26 764 SH SOLE 764 -- -- CONSOLIDATED EDISON, INC. COM 209115104 41 950 SH SOLE 950 -- -- CONSOLIDATED GRAPHICS, INC. COM 209341106 253 5,844 SH SOLE 5,844 -- -- CONSOLIDATED GRAPHICS, INC. COM 209341106 5 110 SH SOLE -- -- 110 CONSTELLATION BRANDS COM 21036P108 397 25,422 SH SOLE 25,422 -- -- CONSTELLATION BRANDS COM 21036P108 13 846 SH SOLE -- -- 846 CONSTELLATION ENERGY GRUOP INC COM 210371100 6,029 186,940 SH SOLE 186,940 -- -- CONSTELLATION ENERGY GRUOP INC COM 210371100 90 2,798 SH SOLE -- -- 2,798 CONTINENTAL RESOURCES INC/OK COM 212015101 495 11,100 SH SOLE 11,100 -- -- CONTINENTAL RESOURCES INC/OK COM 212015101 1,339 30,000 SH SOLE -- -- 30,000 CONVERGYS CORP COM 212485106 417 42,472 SH SOLE 42,472 -- -- CONVERGYS CORP COM 212485106 27 2,761 SH SOLE -- -- 2,761 CONVIO INC COM 21257W105 451 61,400 SH SOLE 61,400 -- -- COOPER COMPANIES, INC. COM 216648402 2,563 64,412 SH SOLE 64,412 -- --

COOPER COMPANIES, INC. COM 216648402 9 238 SH SOLE -- -- 238 COPA HOLDINGS SA COM B0TNJH9 840 19,000 SH SOLE 19,000 -- -- CORNING, INC. COM 219350105 85 5,280 SH SOLE 5,280 -- -- CORNING, INC. COM 219350105 310 19,192 SH SOLE -- -- 19,192 CORP-BACKED TRST CERTS CVT 21988G239 74 3,600 SH SOLE 3,600 -- -- CORP-BACKED TRUST CERTS CVT 21988G296 1,580 72,524 SH SOLE 72,524 -- CORP-BACKED TRUST CERTS CVT 21988G346 2,821 111,209 SH SOLE 111,209 -- -- CORP-BACKED TRUST CERTS CVT 21988K305 243 9,700 SH SOLE 9,700 -- -- CORP-BACKED TRUST CERTS CVT 21988K701 5,570 247,793 SH SOLE 247,793 -- -- CORPORATE OFFICE PROPERTIES TRUST SBI MD COM 22002T108 18 466 SH SOLE 466 -- -- CORTS TR SHERWIN WILLIAMS CVT 22081H207 203 7,800 SH SOLE 7,800 -- -- CORTS TRUST FOR BELLSOUTH TELECOMMUNICATIONS CVT 22080E205 1,449 57,595 SH SOLE 57,595 -- -- CORTS TRUST II FOR SHERWIN WILLIAMS CVT 22081U208 715 27,000 SH SOLE 27,000 -- -- CORTS-II BELL SOUTH CVT 22081C208 2,510 99,700 SH SOLE 99,700 -- -- CORUS ENTERTAINMENT INC COM 220874101 978 55,491 SH SOLE 55,491 -- -- CORVEL CORP. COM 221006109 126 3,716 SH SOLE 3,716 -- -- CORVEL CORP. COM 221006109 1 38 SH SOLE -- -- 38 COSTCO WHOLESALE CORPORATION COM 22160K105 82 1,492 SH SOLE 1,492 -- -- COTT CORP COM 22163N106 31 5,321 SH SOLE 5,321 -- -- COVENTRY HEALTH CARE, INC. COM 222862104 560 31,651 SH SOLE 31,651 -- -- COVENTRY HEALTH CARE, INC. COM 222862104 18 1,030 SH SOLE -- -- 1,030 COVIDIEN PLC COM B3QN1M2 589 14,669 SH SOLE 14,669 -- -- CRACKER BARREL OLD COUNTRY STORE INC COM 22410J106 572 12,275 SH SOLE 12,275 -- -- CRACKER BARREL OLD COUNTRY STORE INC COM 22410J106 6 121 SH SOLE -- -- 121 CREDICORP LTD COM 2232878 6,551 72,074 SH SOLE 72,074 -- -- CREDIT SUISSE GUERNSEY LTD CVT 225448208 12,038 473,000 SH SOLE 473,000 -- -- CREE INC COM 225447101 342 5,700 SH SOLE 5,700 -- -- CREE INC COM 225447101 900 15,000 SH SOLE -- -- 15,000 CRESCENT POINT ENERGY CORP COM 22576C101 143 4,074 SH SOLE 4,074 -- -- CRESCENT POINT ENERGY CORP COM 22576C101 70 2,000 SH SOLE -- -- 2,000 CREW ENERGY INC COM 226533107 2,185 154,079 SH SOLE 154,079 -- -- CRITICAL CARE SYS INTL INC COM 22674P103 9 79,644 SH SOLE -- -- 79,644 CROCS INC COM 227046109 473 44,697 SH SOLE 44,697 -- -- CROCS INC COM 227046109 5 451 SH SOLE -- -- 451 CROSS COUNTRY HEALTHCARE INC COM 227483104 145 16,139 SH SOLE 16,139 -- -- CROSS COUNTRY HEALTHCARE INC COM 227483104 4 491 SH SOLE -- -- 491 CROWN CASTLE INTERNATIONAL COM 228227104 4,278 114,819 SH SOLE 114,819 -- -- CRYOLIFE INC. COM 228903100 81 14,955 SH SOLE 14,955 -- -- CRYOLIFE INC. COM 228903100 2 329 SH SOLE -- -- 329 CSG SYSTEMS INTERNATIONAL, INC COM 126349109 325 17,741 SH SOLE 17,741 -- -- CSG SYSTEMS INTERNATIONAL, INC COM 126349109 3 186 SH SOLE -- -- 186 CSX CORP COM 126408103 999 20,119 SH SOLE 20,119 -- -- CSX CORP COM 126408103 414 8,334 SH SOLE -- -- 8,334 CTS CORP. COM 126501105 164 17,703 SH SOLE 17,703 -- -- CTS CORP. COM 126501105 5 539 SH SOLE -- -- 539 CUBIC CORP. COM 229669106 294 8,079 SH SOLE 8,079 -- -- CUBIC CORP. COM 229669106 6 165 SH SOLE -- -- 165 CUBIST PHARMA INC COM 229678107 627 30,425 SH SOLE 30,425 -- -- CUBIST PHARMA INC COM 229678107 6 305 SH SOLE -- -- 305 CULLEN/FROST BANKERS COM 229899109 248 4,816 SH SOLE 4,816 -- -- CUMMINS INC COM 231021106 520 7,980 SH SOLE 7,980 -- -- CUMMINS INC COM 231021106 1,394 21,411 SH SOLE -- -- 21,411 CUMULUS MEDIA INC WARRANTS COM 231082975 12,182 SH SOLE 12,182 -- -- CURTISS-WRIGHT CORP. COM 231561101 694 23,893 SH SOLE 23,893 -- -- CURTISS-WRIGHT CORP. COM 231561101 15 502 SH SOLE -- -- 502 CVS CAREMARK CORP COM 126650100 135 4,604 SH SOLE 4,604 -- -- CVS CAREMARK CORP COM 126650100 262 8,937 SH SOLE -- -- 8,937 CYBERONICS COM 23251P102 295 12,448 SH SOLE 12,448 -- -- CYBERONICS COM 23251P102 3 125 SH SOLE -- -- 125 CYBERSOURCE CORP COM 23251J106 1,730 67,760 SH SOLE 67,760 -- -- CYBERSOURCE CORP COM 23251J106 9 368 SH SOLE -- -- 368 CYMER, INC. COM 232572107 471 15,675 SH SOLE 15,675 -- -- CYMER, INC. COM 232572107 5 152 SH SOLE -- -- 152 CYPRESS SEMICONDUCTOR CORP. COM 232806109 858 85,412 SH SOLE 85,412 -- --

CYPRESS SEMICONDUCTOR CORP. COM 232806109 9 863 SH SOLE -- -- 863 D.R. HORTON INC COM 23331A109 1,561 158,795 SH SOLE 158,795 -- -- D.R. HORTON INC COM 23331A109 51 5,179 SH SOLE -- -- 5,179 DANAHER CORP. COM 235851102 66 1,779 SH SOLE 1,779 -- -- DANAHER CORP. COM 235851102 1,081 29,116 SH SOLE -- -- 29,116 DARDEN RESTAURANTS, INC. COM 237194105 18 472 SH SOLE 472 -- -- DARLING INTERNATIONAL INC COM 237266101 323 42,952 SH SOLE 42,952 -- -- DARLING INTERNATIONAL INC COM 237266101 3 433 SH SOLE -- -- 433 DAVITA INC COM 23918K108 22 350 SH SOLE 350 -- -- DAYLIGHT ENERGY LTD COM 239590201 94 11,143 SH SOLE 11,143 -- -- DB CAPITAL FUNDING VIII CVT 25153U204 2,586 123,985 SH SOLE 123,985 -- -- DEALERTRACK HLDGS INC COM 242309102 345 20,998 SH SOLE 20,998 -- -- DEALERTRACK HLDGS INC COM 242309102 3 212 SH SOLE -- -- 212 DEAN FOODS CO COM 242370104 6 612 SH SOLE 612 -- -- DECKERS OUTDOOR CORP COM 243537107 960 6,719 SH SOLE 6,719 -- -- DECKERS OUTDOOR CORP COM 243537107 10 68 SH SOLE -- -- 68 DEERE & CO. COM 244199105 54,265 974,691 SH SOLE 974,691 -- -- DEERE & CO. COM 244199105 1,235 22,189 SH SOLE -- -- 22,189 DELL INC COM 24702R101 70 5,811 SH SOLE 5,811 -- -- DELL INC COM 24702R101 77 6,356 SH SOLE -- -- 6,356 DELPHI FINANCIAL GROUP, INC., CLASS A COM 247131105 606 24,819 SH SOLE 24,819 -- -- DELPHI FINANCIAL GROUP, INC., CLASS A COM 247131105 12 487 SH SOLE -- -- 487 DELTIC TIMBER CORP. COM 247850100 234 5,605 SH SOLE 5,605 -- -- DELTIC TIMBER CORP. COM 247850100 5 127 SH SOLE -- -- 127 DENBURY RESOURCES INC COM 247916208 20 1,351 SH SOLE 1,351 -- -- DENDREON CORP COM 24823Q107 605 18,700 SH SOLE 18,700 -- -- DENDREON CORP COM 24823Q107 1,617 50,000 SH SOLE -- -- 50,000 DENTSPLY INTERNATIONAL INC. COM 249030107 15 500 SH SOLE 500 -- -- DEUTSCHE BANK CAPITAL FUNDING TRUST X CVT 25154D102 2,258 100,146 SH SOLE 100,146 -- -- DEUTSCHE BANK CONTINGENT CAPITAL TRUST II CVT 25153X208 4,960 240,304 SH SOLE 240,304 -- -- DEUTSCHE BANK CONTINGENT CAPITAL TRUST III CVT 25154A108 1,399 60,000 SH SOLE 60,000 -- -- DEVELOPERS DIVERSIFIED REALTY COM 251591103 20 1,997 SH SOLE 1,997 -- -- DEVON ENERGY CORP. COM 25179M103 1,070 17,559 SH SOLE 17,559 -- -- DEVON ENERGY CORP. COM 25179M103 1,578 25,905 SH SOLE -- -- 25,905 DEVRY, INC. COM 251893103 588 11,210 SH SOLE 11,210 -- -- DEVRY, INC. COM 251893103 1,548 29,500 SH SOLE -- -- 29,500 DFLLC BALANCED STRATEGY COM 23499E943 24,301 24,684,581 SH SOLE 24,684,581 -- -- DG FASTCHANNEL INC COM 23326R109 1,366 41,914 SH SOLE 41,914 -- -- DG FASTCHANNEL INC COM 23326R109 7 218 SH SOLE -- -- 218 DIAMOND FOODS INC COM 252603105 2,078 50,563 SH SOLE 50,563 -- -- DIAMOND FOODS INC COM 252603105 9 231 SH SOLE -- -- 231 DIAMOND OFFSHORE DRILLING COM 25271C102 15 239 SH SOLE 239 -- -- DIAMONDROCK HOSPITALITY CO COM 252784301 683 83,098 SH SOLE 83,098 -- -- DIAMONDROCK HOSPITALITY CO COM 252784301 7 813 SH SOLE -- -- 813 DIGI INTERNATIONAL INC COM 253798102 107 12,979 SH SOLE 12,979 -- -- DIGI INTERNATIONAL INC COM 253798102 3 392 SH SOLE -- -- 392 DIGITAL REALTY TRUST INC COM 253868103 4,376 75,865 SH SOLE 75,865 -- -- DIGITAL REALTY TRUST INC COM 253868103 3,116 54,025 SH SOLE -- -- 54,025 DIME COMMUNITY BANCSHARES COM 253922108 164 13,320 SH SOLE 13,320 -- -- DIME COMMUNITY BANCSHARES COM 253922108 4 305 SH SOLE -- -- 305 DINEEQUITY INC COM 254423106 224 8,029 SH SOLE 8,029 -- -- DINEEQUITY INC COM 254423106 4 141 SH SOLE -- -- 141 DIODES INC COM 254543101 290 18,280 SH SOLE 18,280 -- -- DIODES INC COM 254543101 3 184 SH SOLE -- -- 184 DIONEX CORP. COM 254546104 684 9,180 SH SOLE 9,180 -- -- DIONEX CORP. COM 254546104 7 93 SH SOLE -- -- 93 DIRECTV COM 25490A101 2,900 85,495 SH SOLE 85,495 -- -- DIRECTV COM 25490A101 312 9,202 SH SOLE -- -- 9,202 DISCOVER FINANCIAL SERVICES COM 254709108 26 1,836 SH SOLE 1,836 -- -- DISCOVERY COMMUNICATIONS INC COM 25470F104 2,662 74,548 SH SOLE 74,548 -- -- DISCOVERY COMMUNICATIONS INC COM 25470F302 493 15,945 SH SOLE 15,945 -- -- DISCOVERY COMMUNICATIONS INC COM 25470F104 117 3,277 SH SOLE -- -- 3,277 DISH NETWORK CORP COM 25470M109 179 9,844 SH SOLE 9,844 -- -- DOCTOR REDDY'S LAB- ADR COM 256135203 3,358 108,820 SH SOLE 108,820 -- --

DOCTOR REDDY'S LAB- ADR COM 256135203 1,925 62,404 SH SOLE -- -- 62,404 DOLAN CO COM 25659P402 176 15,790 SH SOLE 15,790 -- -- DOLAN CO COM 25659P402 2 160 SH SOLE -- -- 160 DOLBY LABORATORIES INC-CL A COM 25659T107 2,502 39,918 SH SOLE 39,918 -- -- DOLBY LABORATORIES INC-CL A COM 25659T107 2,796 44,600 SH SOLE -- -- 44,600 DOLLAR FINANCIAL CORP COM 256664103 1,472 74,400 SH SOLE 74,400 -- -- DOLLAR TREE INC COM 256746108 229 5,513 SH SOLE 5,513 -- -- DOMINION RESOURCES, INC. COM 25746U109 78 2,016 SH SOLE 2,016 -- -- DOMINO'S PIZZA INC COM 25754A201 256 22,627 SH SOLE 22,627 -- -- DOVER CORP. COM 260003108 3,010 72,023 SH SOLE 72,023 -- -- DOVER CORP. COM 260003108 758 18,149 SH SOLE -- -- 18,149 DOW CHEMICAL CO. COM 260543103 9,982 420,831 SH SOLE 420,831 -- -- DPL INC COM 233293109 962 40,250 SH SOLE -- -- 40,250 DR PEPPER SNAPPLE GROUP INC COM 26138E109 31 831 SH SOLE 831 -- -- DREW INDUSTRIES INC COM 26168L205 199 9,860 SH SOLE 9,860 -- -- DREW INDUSTRIES INC COM 26168L205 6 300 SH SOLE -- -- 300 DRILL QUIP COM 262037104 694 15,764 SH SOLE 15,764 -- -- DRILL QUIP COM 262037104 7 158 SH SOLE -- -- 158 DSP GROUP, INC. COM COM 23332B106 77 12,033 SH SOLE 12,033 -- -- DSP GROUP, INC. COM COM 23332B106 2 255 SH SOLE -- -- 255 DTE ENERGY CO. COM 233331107 519 11,370 SH SOLE 11,370 -- -- DTS INC COM 23335C101 298 9,059 SH SOLE 9,059 -- -- DTS INC COM 23335C101 3 93 SH SOLE -- -- 93 DUKE ENERGY CORP COM 26441C105 71 4,442 SH SOLE 4,442 -- -- DUKE REALTY COM 264411505 319 28,131 SH SOLE 28,131 -- -- DUN & BRADSTREET CORP NEW WI COM 26483E100 11 168 SH SOLE 168 -- -- DUNDEE CORP COM 2649011$9 517 45,023 SH SOLE 45,023 -- -- DYCOM INDUSTRIES, INC. COM 267475101 172 20,139 SH SOLE 20,139 -- -- DYCOM INDUSTRIES, INC. COM 267475101 5 620 SH SOLE -- -- 620 DYNEGY INC COM 26817G300 1,732 449,784 SH SOLE 449,784 -- -- DYNEGY INC COM 26817G300 14 3,668 SH SOLE -- -- 3,668 E*TRADE FINANCIAL CORP COM 269246401 8 668 SH SOLE 668 -- -- EAGLE MATERIALS INC COM 26969P108 593 22,861 SH SOLE 22,861 -- -- EAGLE MATERIALS INC COM 26969P108 13 496 SH SOLE -- -- 496 EAST WEST BANCORP COM 27579R104 1,175 77,078 SH SOLE 77,078 -- -- EAST WEST BANCORP COM 27579R104 36 2,339 SH SOLE -- -- 2,339 EASTGROUP PROPERTIES, INC. COM 277276101 465 13,077 SH SOLE 13,077 -- -- EASTGROUP PROPERTIES, INC. COM 277276101 9 260 SH SOLE -- -- 260 EASTMAN CHEMICAL CO. COM 277432100 3,324 62,296 SH SOLE 62,296 -- -- EASTMAN CHEMICAL CO. COM 277432100 114 2,128 SH SOLE -- -- 2,128 EASTMAN KODAK CO. COM 277461109 4 911 SH SOLE 911 -- -- EASTON BELL HOLDINGS COM 999PM1$R9 434 466,875 SH SOLE 466,875 -- -- EASTON-BELL SPORTS (HOLDCO) SERIES A PREFERRED STOCK CVT 999PN3$96 307 418,343 SH SOLE 418,343 -- -- EASTON-BELL SPORTS, LLC CLASS C COMMON UNITS COM 999PN3$97 45,308 SH SOLE 45,308 -- -- EATON CORP. COM 278058102 1,056 16,138 SH SOLE 16,138 -- -- EATON CORP. COM 278058102 352 5,379 SH SOLE -- -- 5,379 EBAY, INC. COM 278642103 75 3,847 SH SOLE 3,847 -- -- EBIX INC COM 278715206 255 16,247 SH SOLE 16,247 -- -- EBIX INC COM 278715206 3 160 SH SOLE -- -- 160 ECLIPSYS CORP. COM 278856109 1,390 77,924 SH SOLE 77,924 -- -- ECLIPSYS CORP. COM 278856109 5 300 SH SOLE -- -- 300 ECOLAB, INC. COM 278865100 36 795 SH SOLE 795 -- -- EDISON INTERNATIONAL INC COM 281020107 35 1,102 SH SOLE 1,102 -- -- EHEALTH INC COM 28238P109 139 12,264 SH SOLE 12,264 -- -- EHEALTH INC COM 28238P109 1 122 SH SOLE -- -- 122 EI DU PONT DE NEMOURS & CO COM 263534109 106 3,065 SH SOLE 3,065 -- -- EINSTEIN NOAH RESTAURANT GROUP INC COM 28257U104 655 60,700 SH SOLE 60,700 -- -- EL PASO CORP COM 28336L109 3,146 283,152 SH SOLE 283,152 -- -- EL PASO CORP COM 28336L109 172 15,447 SH SOLE -- -- 15,447 EL PASO ELECTRIC CO. COM 283677854 441 22,799 SH SOLE 22,799 -- -- EL PASO ELECTRIC CO. COM 283677854 9 482 SH SOLE -- -- 482 ELDORADO GOLD CORPORATION COM 284902103 209 11,627 SH SOLE 11,627 -- -- ELDORADO GOLD CORPORATION COM 284902103 130 7,200 SH SOLE -- -- 7,200 ELECTRO SCIENTIFIC INDUSTRIES, COM 285229100 192 14,362 SH SOLE 14,362 -- --

ELECTRO SCIENTIFIC INDUSTRIES, COM 285229100 6 436 SH SOLE -- -- 436 ELECTRONIC ARTS COM 285512109 16 1,105 SH SOLE 1,105 -- -- ELI LILLY AND CO. COM 532457108 115 3,433 SH SOLE 3,433 -- -- ELI LILLY AND CO. COM 532457108 1,089 32,510 SH SOLE -- -- 32,510 EMC CORP. COM 268648102 613 33,519 SH SOLE 33,519 -- -- EMC CORP. COM 268648102 85 4,653 SH SOLE -- -- 4,653 EMCOR GROUP, INC. COM 29084Q100 800 34,546 SH SOLE 34,546 -- -- EMCOR GROUP, INC. COM 29084Q100 24 1,049 SH SOLE -- -- 1,049 EMERGENT BIOSOLUTIONS INC COM 29089Q105 142 8,703 SH SOLE 8,703 -- -- EMERGENT BIOSOLUTIONS INC COM 29089Q105 3 187 SH SOLE -- -- 187 EMERSON ELECTRIC CO. COM 291011104 3,084 70,597 SH SOLE 70,597 -- -- EMERSON ELECTRIC CO. COM 291011104 93 2,139 SH SOLE -- -- 2,139 EMPIRE CO LTD COM 291843407 1,681 33,891 SH SOLE 33,891 -- -- EMPLOYERS HOLDINGS INC COM 292218104 328 22,259 SH SOLE 22,259 -- -- EMPLOYERS HOLDINGS INC COM 292218104 10 674 SH SOLE -- -- 674 EMS TECHNOLOGIES INC COM 26873N108 120 7,991 SH SOLE 7,991 -- -- EMS TECHNOLOGIES INC COM 26873N108 4 243 SH SOLE -- -- 243 ENBRIDGE INC COM 29250N105 1,284 27,469 SH SOLE 27,469 -- -- ENCANA CORP COM 292505104 5,960 196,194 SH SOLE 196,194 -- -- ENCORE WIRE CORP COM 292562105 180 9,897 SH SOLE 9,897 -- -- ENCORE WIRE CORP COM 292562105 5 300 SH SOLE -- -- 300 ENDO PHARMACEUTICALS COM 29264F205 3,746 171,660 SH SOLE 171,660 -- -- ENDOLOGIX INC COM 29266S106 500 110,300 SH SOLE 110,300 -- -- ENDURANCE SPECIALTY HOLDINGS LTD COM 2353014 1,064 28,343 SH SOLE 28,343 -- -- ENERGY SELECT SECTOR SPDR FUND COM 81369Y506 760 15,300 SH SOLE 15,300 -- -- ENERGY TRANSFER EQUITY LP COM 29273V100 7,339 217,466 SH SOLE 217,466 -- -- ENERPLUS RESOURCES FUND COM 29274D604 2,839 131,718 SH SOLE 131,718 -- -- ENPRO INDUSTRIES INC COM 29355X107 302 10,711 SH SOLE 10,711 -- -- ENPRO INDUSTRIES INC COM 29355X107 9 318 SH SOLE -- -- 318 ENSIGN ENERGY SERVICES INC COM 293570107 28 2,397 SH SOLE 2,397 -- -- ENTERGY ARKANSAS INC COM 29364G103 46 643 SH SOLE 643 -- -- ENTERGY LOUISIANA LLC CVT 29364W306 1,215 48,752 SH SOLE 48,752 -- -- ENTERTAINMENT PROPERTIES TRUST COM 29380T105 922 24,218 SH SOLE 24,218 -- -- ENTERTAINMENT PROPERTIES TRUST COM 29380T105 18 480 SH SOLE -- -- 480 ENTROPIC COMMUNICATIONS INC COM 29384R105 2,365 373,000 SH SOLE 373,000 -- -- ENVIRONMENTAL SYS PROD COM 99B023887 12,422 SH SOLE 12,422 -- -- ENVIRONMENTAL SYSTEMS PRODUCTS PFD CVT 29408Q2#5 57 5,690 SH SOLE 5,690 -- -- ENZO BIOCHEM, INC. COM 294100102 71 17,434 SH SOLE 17,434 -- -- EOG RESOURCES INC COM 26875P101 947 9,624 SH SOLE 9,624 -- -- EOG RESOURCES INC COM 26875P101 383 3,898 SH SOLE -- -- 3,898 EPICOR SOFTWARE CORPORATION COM 29426L108 197 24,665 SH SOLE 24,665 -- -- EPICOR SOFTWARE CORPORATION COM 29426L108 2 243 SH SOLE -- -- 243 EPIQ SYSTEMS INC COM 26882D109 222 17,173 SH SOLE 17,173 -- -- EPIQ SYSTEMS INC COM 26882D109 4 285 SH SOLE -- -- 285 EQT CORP COM 26884L109 18 487 SH SOLE 487 -- -- EQUIFAX, INC. COM 294429105 12 430 SH SOLE 430 -- -- EQUINOX MINERALS LTD COM 29445L204 2,326 661,471 SH SOLE 661,471 -- -- EQUITY LIFESTYLE PROPERTIES INC COM 29472R108 38 795 SH SOLE 795 -- -- EQUITY RESIDENTIAL COM 29476L107 40 952 SH SOLE 952 -- -- ERESEARCHTECHNOLOGY IN COM 29481V108 174 22,066 SH SOLE 22,066 -- -- ERESEARCHTECHNOLOGY IN COM 29481V108 2 222 SH SOLE -- -- 222 ESCO ELECTRONICS CORP COM 296315104 355 13,778 SH SOLE 13,778 -- -- ESCO ELECTRONICS CORP COM 296315104 7 271 SH SOLE -- -- 271 ESSEX PROPERTY TRUST, INC. COM 297178105 9 90 SH SOLE 90 -- -- ESTEE LAUDER COMPANIES-CL A COM 518439104 875 15,705 SH SOLE 15,705 -- -- ESTEE LAUDER COMPANIES-CL A COM 518439104 2,291 41,100 SH SOLE -- -- 41,100 ESTERLINE TECHNOLOGIES CORP. COM 297425100 742 15,641 SH SOLE 15,641 -- -- ESTERLINE TECHNOLOGIES CORP. COM 297425100 22 473 SH SOLE -- -- 473 ETHAN ALLEN INTERIOR COM 297602104 191 13,651 SH SOLE 13,651 -- -- ETHAN ALLEN INTERIOR COM 297602104 6 413 SH SOLE -- -- 413 EUROPEAN GOLDFIELDS LTD COM 298774100 462 71,940 SH SOLE 71,940 -- -- EV3 INC COM 26928A200 948 42,321 SH SOLE 42,321 -- -- EVRAZ GROUP SA - GDR COM 30050A202 2,741 113,000 SH SOLE 113,000 -- -- EW SCRIPPS CO COM 811054402 117 15,718 SH SOLE 15,718 -- --

EW SCRIPPS CO COM 811054402 3 460 SH SOLE -- -- 460 EXAR CORP. COM 300645108 158 22,828 SH SOLE 22,828 -- -- EXAR CORP. COM 300645108 3 467 SH SOLE -- -- 467 EXELON CORP COM 30161N101 12,079 318,132 SH SOLE 318,132 -- -- EXELON CORP COM 30161N101 494 13,008 SH SOLE -- -- 13,008 EXFO INC COM 302046107 601 120,600 SH SOLE 120,600 -- -- EXPEDIA INC COM 30212P105 2,412 128,445 SH SOLE 128,445 -- -- EXPEDIA INC COM 30212P105 114 6,084 SH SOLE -- -- 6,084 EXPEDITORS INTERNATIONAL OF WA COM 302130109 25 720 SH SOLE 720 -- -- EXPONENT INC COM 30214U102 236 7,220 SH SOLE 7,220 -- -- EXPONENT INC COM 30214U102 2 73 SH SOLE -- -- 73 EXPRESS SCRIPTS, INC. COM 302182100 46,489 988,600 SH SOLE 988,600 -- -- EXTENDICARE REAL ESTATE INVESTMENT TRUST COM 302251103 457 56,873 SH SOLE 56,873 -- -- EXTRA SPACE STORAGE INC COM 30225T102 632 45,433 SH SOLE 45,433 -- -- EXTRA SPACE STORAGE INC COM 30225T102 14 1,025 SH SOLE -- -- 1,025 EXXON MOBIL CORP. COM 30231G102 58,248 1,020,633 SH SOLE 1,020,633 -- -- EXXON MOBIL CORP. COM 30231G102 2,137 37,445 SH SOLE -- -- 37,445 EZCORP INC COM 302301106 475 25,613 SH SOLE 25,613 -- -- EZCORP INC COM 302301106 9 474 SH SOLE -- -- 474 FAIRFAX FINANCIAL HOLDINGS LTD COM 303901102 147 400 SH SOLE 400 -- -- FAIRFAX FINANCIAL HOLDINGS LTD COM 303901102 74 200 SH SOLE -- -- 200 FAITH MEDIA HOLDINGS LLC COM 999PM2$G8 1,087 1,673,549 SH SOLE 1,673,549 -- -- FALCON FARMS COM 999PM4$38 470 7 SH SOLE 7 -- -- FAMILY DOLLAR STORES, INC. COM 307000109 17 457 SH SOLE 457 -- -- FARO TECHNOLOGIES INC COM 311642102 157 8,406 SH SOLE 8,406 -- -- FARO TECHNOLOGIES INC COM 311642102 2 84 SH SOLE -- -- 84 FASTENAL CO. COM 311900104 22 444 SH SOLE 444 -- -- FEDERAL REALTY INVS TRUST COM 313747206 76 1,083 SH SOLE 1,083 -- -- FEDERAL SIGNAL CORP COM 313855108 195 32,288 SH SOLE 32,288 -- -- FEDERAL SIGNAL CORP COM 313855108 4 652 SH SOLE -- -- 652 FEDERATED INVESTORS COM 314211103 6 303 SH SOLE 303 -- -- FEDEX CORPORATION COM 31428X106 74 1,059 SH SOLE 1,059 -- -- FEI COMPANY COM 30241L109 390 19,794 SH SOLE 19,794 -- -- FEI COMPANY COM 30241L109 7 343 SH SOLE -- -- 343 FFG INDUSTRIES INC WARRANTS CONSUMER DISCRE 31562@111 430,436 SH SOLE 430,436 -- -- FIDELITY NAT'L INFO SVCS INC COM 31620M106 30 1,118 SH SOLE 1,118 -- -- FIFTH THIRD BANCORP COM 316773100 5,008 407,481 SH SOLE 407,481 -- -- FIFTH THIRD BANCORP COM 316773100 134 10,900 SH SOLE -- -- 10,900 FIFTH THIRD CAP TRUST IV CVT 316781AA1 4,934 6,017,000 SH SOLE 6,017,000 -- -- FIFTH THIRD CAP TRUST IV CVT 316781AA1 2,446 2,983,000 SH SOLE -- -- 2,983,000 FIN SECURITY ASSUR HL 6.250% 11/01/2102 CVT 04623A304 4,435 247,100 SH SOLE 247,100 -- -- FIN SECURITY ASSUR HLG 5.600% 07/15/2103 CVT 04623A403 621 37,800 SH SOLE 37,800 -- -- FIN SECURITY ASSUR HLG 6.875% 12/15/2101 CVT 04623A205 3,697 187,200 SH SOLE 187,200 -- -- FINANCIAL SELECT SECTOR SPDR FUND COM 81369Y605 1,573 113,900 SH SOLE 113,900 -- -- FINISH LINE, INC. COM 317923100 2,317 166,321 SH SOLE 166,321 -- -- FINISH LINE, INC. COM 317923100 12 858 SH SOLE -- -- 858 FINNING INTERNATIONAL INC COM 318071404 764 45,964 SH SOLE 45,964 -- -- FIRST BANCORP/PUERTO RICO COM 318672102 21 39,872 SH SOLE 39,872 -- -- FIRST CASH FINL SVCS INC COM 31942D107 1,274 58,439 SH SOLE 58,439 -- -- FIRST CASH FINL SVCS INC COM 31942D107 3 139 SH SOLE -- -- 139 FIRST COMMONWEALTH FINANCIAL COM 319829107 210 39,976 SH SOLE 39,976 -- -- FIRST COMMONWEALTH FINANCIAL COM 319829107 6 1,204 SH SOLE -- -- 1,204 FIRST FINANCIAL BANCORP COM 320209109 387 25,919 SH SOLE 25,919 -- -- FIRST FINANCIAL BANCORP COM 320209109 8 551 SH SOLE -- -- 551 FIRST FINANCIAL BANKSHARES COM 32020R109 522 10,861 SH SOLE 10,861 -- -- FIRST FINANCIAL BANKSHARES COM 32020R109 10 210 SH SOLE -- -- 210 FIRST HORIZON NATIONAL CORP COM 320517105 9 772 SH SOLE 772 -- -- FIRST INDUSTRIAL REALITY TRUST COM 32054K103 24 4,932 SH SOLE 4,932 -- -- FIRST MIDWEST BANCORP, INC. COM 320867104 1,865 153,378 SH SOLE 153,378 -- -- FIRST MIDWEST BANCORP, INC. COM 320867104 1,115 91,669 SH SOLE -- -- 91,669 FIRST QUANTUM MINERALS LTD COM 335934105 1,975 39,112 SH SOLE 39,112 -- -- FIRST QUANTUM MINERALS LTD COM 335934105 86 1,700 SH SOLE -- -- 1,700 FIRST SOLAR INC COM 336433107 19 164 SH SOLE 164 -- -- FIRST SOLAR INC COM 336433107 65 574 SH SOLE -- -- 574

FIRSTENERGY CORP. COM 337932107 36 1,031 SH SOLE 1,031 -- -- FIRSTSERVICE CORP COM 33761N109 222 10,641 SH SOLE 10,641 -- -- FISERV, INC. COM 337738108 117 2,552 SH SOLE 2,552 -- -- FLEXTRONICS INTERNATIONAL LTD COM 2353058 52 9,198 SH SOLE 9,198 -- -- FLIR SYSTEMS INC (USD) COM 302445101 15 512 SH SOLE 512 -- -- FLOWSERVE CORP. COM 34354P105 728 8,590 SH SOLE 8,590 -- -- FLOWSERVE CORP. COM 34354P105 1,900 22,400 SH SOLE -- -- 22,400 FLUOR CORP COM 343412102 26 603 SH SOLE 603 -- -- FMC CORP. COM 302491303 14 246 SH SOLE 246 -- -- FMC TECHNOLOGIES INC COM 30249U101 2,142 40,680 SH SOLE 40,680 -- -- FMC TECHNOLOGIES INC COM 30249U101 1,328 25,213 SH SOLE -- -- 25,213 FOMENTO ECONOMICO MEX -SP ADR COM 344419106 12,429 288,044 SH SOLE 288,044 -- -- FOOT LOCKER INC COM 344849104 584 46,300 SH SOLE 46,300 -- -- FOOT LOCKER INC COM 344849104 1,565 124,000 SH SOLE -- -- 124,000 FORD MOTOR CO. COM 345370860 2,810 278,817 SH SOLE 278,817 -- -- FORD MOTOR CO. COM 345370860 130 12,869 SH SOLE -- -- 12,869 FOREST LABORATORIES, INC. COM 345838106 3,575 130,328 SH SOLE 130,328 -- -- FOREST LABORATORIES, INC. COM 345838106 167 6,082 SH SOLE -- -- 6,082 FORESTAR REAL ESTATE GROUP INC COM 346233109 341 18,972 SH SOLE 18,972 -- -- FORESTAR REAL ESTATE GROUP INC COM 346233109 3 190 SH SOLE -- -- 190 FORRESTER RESEARCH, INC. COM 346563109 235 7,758 SH SOLE 7,758 -- -- FORRESTER RESEARCH, INC. COM 346563109 2 79 SH SOLE -- -- 79 FORTIS INC COM 349553107 104 4,043 SH SOLE 4,043 -- -- FORTIS INC COM 349553107 379 14,800 SH SOLE -- -- 14,800 FORTUNE BRANDS, INC. COM 349631101 20 509 SH SOLE 509 -- -- FORWARD AIR CORP COM 349853101 411 15,097 SH SOLE 15,097 -- -- FORWARD AIR CORP COM 349853101 4 153 SH SOLE -- -- 153 FOSSIL, INC. COM 349882100 399 11,500 SH SOLE 11,500 -- -- FOSSIL, INC. COM 349882100 1,069 30,800 SH SOLE -- -- 30,800 FOSTER WHEELER AG COM B4Y5TZ6 9,268 440,094 SH SOLE 440,094 -- -- FPL GROUP CAPITAL INC CVT 302570502 2,964 111,363 SH SOLE 111,363 -- -- FPL GROUP TRUST I CVT 30257V207 1,266 50,246 SH SOLE 50,246 -- -- FRANCO-NEVADA CORP COM 351858105 2,924 95,864 SH SOLE 95,864 -- -- FRANKLIN LIFE QUEC COM 353990997 1 SH SOLE 1 -- -- FRANKLIN RESOURCES, INC. COM 354613101 1,287 14,933 SH SOLE 14,933 -- -- FRANKLIN RESOURCES, INC. COM 354613101 455 5,283 SH SOLE -- -- 5,283 FRANKLIN STREET PROPERTIES CORP COM 35471R106 404 34,203 SH SOLE 34,203 -- -- FRANKLIN STREET PROPERTIES CORP COM 35471R106 13 1,077 SH SOLE -- -- 1,077 FREDDIE MAC CVT 313400624 24 71,100 SH SOLE 71,100 -- -- FREDDIE MAC CVT 313400624 9 27,600 SH SOLE -- -- 27,600 FREDDIE MAC ARM PL# 972232 CVT 31336CPR8 160 148,243 SH SOLE -- -- 148,243 FRED'S INC. COM 356108100 226 20,478 SH SOLE 20,478 -- -- FRED'S INC. COM 356108100 7 637 SH SOLE -- -- 637 FREEDOM COMMUNICATIONS INC CLASS A COMMON STOCK CUSIP COM 463210 393 8,726 SH SOLE 8,726 -- -- FREEDOM COMMUNICATIONS INC CLASS B COMMON STOCK CUSIP COM 463211 404 8,982 SH SOLE 8,982 -- -- FREEPORT-MCMORAN COPPER & GOLD COMMON COM 35671D857 13,758 232,681 SH SOLE 232,681 -- -- FREEPORT-MCMORAN COPPER & GOLD COMMON COM 35671D857 950 16,072 SH SOLE -- -- 16,072 FRESH START FOODS LP COM 999FRES*2 100 SH SOLE 100 -- -- FRONTIER COMMUNICATIONS CORP COM 35906A108 7 1,050 SH SOLE 1,050 -- -- G & K SERVICES, INC. CLASS A COM 361268105 200 9,673 SH SOLE 9,673 -- -- G & K SERVICES, INC. CLASS A COM 361268105 6 295 SH SOLE -- -- 295 GAFISA SA COM 362607301 15,376 1,269,700 SH SOLE 1,269,700 -- -- GALAXY CABLE INC COM 36399B108 30,091 SH SOLE 30,091 -- -- GALLAGHER, ARTHUR J & CO COM 363576109 604 24,770 SH SOLE 24,770 -- -- GALWAY RESOURCES LTD COM 36458V$02 475 560,000 SH SOLE 560,000 -- -- GAMESTOP CORP-CL A COM 36467W109 10 512 SH SOLE 512 -- -- GANNETT CO., INC. COM 364730101 11 800 SH SOLE 800 -- -- GANNETT CO., INC. COM 364730101 SH SOLE GAP, INC. COM 364760108 8,497 436,639 SH SOLE 436,639 -- -- GAP, INC. COM 364760108 348 17,895 SH SOLE -- -- 17,895 GARMIN LTD COM 2695620 151 5,145 SH SOLE 5,145 -- -- GATX CORP COM 361448103 862 32,300 SH SOLE 32,300 -- -- GATX CORP COM 361448103 2,300 86,200 SH SOLE -- -- 86,200 GAZPROM OAO COM 368287207 26,798 1,402,707 SH SOLE 1,402,707 -- --

GAZPROMNEFT COM 36829G107 455 24,000 SH SOLE 24,000 -- -- GAZPROMNEFT JSC COM 36829G$07 794 42,000 SH SOLE 42,000 -- -- GCI, INC. COM 369385109 176 23,252 SH SOLE 23,252 -- -- GCI, INC. COM 369385109 5 710 SH SOLE -- -- 710 GE CAPITAL CORP CVT 369622485 3,396 134,767 SH SOLE 134,767 -- -- GE CAPITAL CORP CVT 369622493 5,666 229,100 SH SOLE 229,100 -- -- GE CAPITAL CORP CVT 369622519 2,022 81,000 SH SOLE 81,000 -- -- GE CAPITAL CORP CVT 369622527 11,943 470,400 SH SOLE 470,400 -- -- GE CAPITAL CORP CVT 369622485 825 32,723 SH SOLE -- -- 32,723 GENCORP, INC. COM 368682100 116 26,515 SH SOLE 26,515 -- -- GENCORP, INC. COM 368682100 1 269 SH SOLE -- -- 269 GENERAL CABLE CORP COM 369300108 98 3,692 SH SOLE -- -- 3,692 GENERAL DYNAMICS CORP. COM 369550108 76 1,304 SH SOLE 1,304 -- -- GENERAL ELECTRIC CO COM 369604103 14,981 1,038,922 SH SOLE 1,038,922 -- -- GENERAL ELECTRIC CO COM 369604103 466 32,296 SH SOLE -- -- 32,296 GENERAL MILLS, INC. COM 370334104 80 2,245 SH SOLE 2,245 -- -- GENESCO, INC. COM 371532102 329 12,521 SH SOLE 12,521 -- -- GENESCO, INC. COM 371532102 6 243 SH SOLE -- -- 243 GENOPTIX INC COM 37243V100 157 9,126 SH SOLE 9,126 -- -- GENOPTIX INC COM 37243V100 2 90 SH SOLE -- -- 90 GENTIVA HEALTH SERVICES COM 37247A102 419 15,505 SH SOLE 15,505 -- -- GENTIVA HEALTH SERVICES COM 37247A102 13 465 SH SOLE -- -- 465 GENUINE PARTS CO. COM 372460105 364 9,235 SH SOLE 9,235 -- -- GENUINE PARTS CO. COM 372460105 SH SOLE GENWORTH FINANCIAL INC-CL A COM 37247D106 22 1,655 SH SOLE 1,655 -- -- GENZYME CORP COM 372917104 46 901 SH SOLE 901 -- -- GEO GROUP INC COM 36159R103 532 25,631 SH SOLE 25,631 -- -- GEO GROUP INC COM 36159R103 16 776 SH SOLE -- -- 776 GEO SPECIALTY COM 37246R106 2,775 90,567 SH SOLE 90,567 -- -- GEORESOURCES INC COM 372476101 1,057 75,900 SH SOLE 75,900 -- -- GEORGE WESTON LTD COM 961148509 76 1,104 SH SOLE 1,104 -- -- GEORGE WESTON LTD COM 961148509 130 1,900 SH SOLE -- -- 1,900 GEORGIA POWER CO CVT 373334457 6,840 222,500 SH SOLE 222,500 -- -- GEORGIA POWER COMPANY CVT 373334515 1,460 58,000 SH SOLE 58,000 -- -- GERBER SCIENTIFIC, INC. COM 373730100 70 13,107 SH SOLE 13,107 -- -- GERBER SCIENTIFIC, INC. COM 373730100 2 401 SH SOLE -- -- 401 GERDAU AMERISTEEL CORP COM 37373P105 292 26,744 SH SOLE 26,744 -- -- GIBRALTAR INDUSTRIES INC COM 374689107 159 15,764 SH SOLE 15,764 -- -- GIBRALTAR INDUSTRIES INC COM 374689107 5 480 SH SOLE -- -- 480 GILDAN ACTIVEWEAR INC COM 375916103 100 3,459 SH SOLE 3,459 -- -- GILEAD SCIENCES, INC. COM 375558103 3,965 115,679 SH SOLE 115,679 -- -- GILEAD SCIENCES, INC. COM 375558103 1,043 30,412 SH SOLE -- -- 30,412 GLACIER BANCORP, INC. COM 37637Q105 550 37,465 SH SOLE 37,465 -- -- GLACIER BANCORP, INC. COM 37637Q105 17 1,143 SH SOLE -- -- 1,143 GLADSTONE COMMERCIAL CORP COM 376536108 12 754 SH SOLE 754 -- -- GLG PARTNERS INC COM 37929X107 548 125,000 SH SOLE 125,000 -- -- GLOBAL TRAFFIC NETWORK INC COM 37947B103 675 125,372 SH SOLE 125,372 -- -- GLOBE SPECIALTY METALS INC COM 37954N206 672 65,100 SH SOLE 65,100 -- -- GMP CAPITAL INC COM 380134106 436 49,705 SH SOLE 49,705 -- -- GOLDCORP INC. COM 380956409 4,157 94,601 SH SOLE 94,601 -- -- GOLDCORP INC. COM 380956409 501 11,400 SH SOLE -- -- 11,400 GOLDEN STAR RESOURCES LTD COM 38119T104 718 163,710 SH SOLE 163,710 -- -- GOLDMAN SACHS CAPITAL I CVT 38143VAA7 2,178 2,500,000 SH SOLE 2,500,000 -- -- GOLDMAN SACHS COMMODITIES FD CLASS A SERIES 44 COM 999PN4$34 23,276 250,000 SH SOLE 250,000 -- -- GOLDMAN SACHS COMMODITIES FUND COM 38099Y925 5,079 68,146 SH SOLE 68,146 -- -- GOLDMAN SACHS GROUP INC COM 38141G104 9,745 74,235 SH SOLE 74,235 -- -- GOLDMAN SACHS GROUP INC COM 38141G104 295 2,244 SH SOLE -- -- 2,244 GOODRICH CORP. COM 382388106 28 425 SH SOLE 425 -- -- GOODYEAR TIRE & RUBBER CO. COM 382550101 720 72,410 SH SOLE 72,410 -- -- GOODYEAR TIRE & RUBBER CO. COM 382550101 30 3,011 SH SOLE -- -- 3,011 GOOGLE INC COM 38259P508 25,586 57,503 SH SOLE 57,503 -- -- GOOGLE INC COM 38259P508 3,434 7,718 SH SOLE -- -- 7,718 GRAFTECH INTERNATIONAL LTD COM 384313102 1,917 131,100 SH SOLE 131,100 -- -- GRAFTECH INTERNATIONAL LTD COM 384313102 1,228 84,000 SH SOLE -- -- 84,000

GRANDE COMMUNICATIONS HLDGS, INC CVT 38655V2#5 10,838 SH SOLE 10,838 -- -- GRANDE COMMUNICATIONS HLDGS, INC CVT 38655V208 345,246 SH SOLE 345,246 -- -- GRANDE COMMUNICATIONS HLDGS, INC CVT 38655V307 959 SH SOLE 959 -- -- GRASSROOTS.COM INC CVT 38881#118 1,000,000 SH SOLE 1,000,000 -- -- GREAT ATLANTIC & PACIFIC TEA CO COM 390064103 56 14,485 SH SOLE 14,485 -- -- GREAT ATLANTIC & PACIFIC TEA CO COM 390064103 2 463 SH SOLE -- -- 463 GREATBATCH INC COM 39153L106 270 12,100 SH SOLE 12,100 -- -- GREATBATCH INC COM 39153L106 5 208 SH SOLE -- -- 208 GREAT-WEST LIFECO INC COM 39138C106 695 30,618 SH SOLE 30,618 -- -- GREYSTAR RESOURCES LTD COM 397913$03 2,869 629,918 SH SOLE 629,918 -- -- GRIFFON CORP. COM 398433102 254 22,988 SH SOLE 22,988 -- -- GRIFFON CORP. COM 398433102 8 702 SH SOLE -- -- 702 GRILL CONCEPTS INC UNITS WT 7/17/12 9AMCS39Z7 35 35,000 SH SOLE 35,000 -- -- GROUP 1 AUTOMOTIVE, INC. COM 398905109 301 12,783 SH SOLE 12,783 -- -- GROUP 1 AUTOMOTIVE, INC. COM 398905109 9 385 SH SOLE -- -- 385 GSI COMMERCE INC COM 36238G102 775 26,900 SH SOLE 26,900 -- -- GULF ISLAND FABRICATION, INC. COM 402307102 116 7,479 SH SOLE 7,479 -- -- GULF ISLAND FABRICATION, INC. COM 402307102 1 76 SH SOLE -- -- 76 GULF LIFE GROUP ANNUITY COM 402333983 1 SH SOLE 1 -- -- GWLS HOLDINGS INC COM 36239@105 192 SH SOLE 192 -- -- GYMBOREE CORP. COM 403777105 658 15,401 SH SOLE 15,401 -- -- GYMBOREE CORP. COM 403777105 7 158 SH SOLE -- -- 158 H J HEINZ CO. COM 423074103 46 1,065 SH SOLE 1,065 -- -- H J HEINZ CO. COM 423074103 971 22,464 SH SOLE -- -- 22,464 H&R REAL ESTATE INVESTMENT TRUST COM 404428203 1,490 93,354 SH SOLE 93,354 -- -- H.B. FULLER CO. COM 359694106 484 25,492 SH SOLE 25,492 -- -- H.B. FULLER CO. COM 359694106 11 588 SH SOLE -- -- 588 HAEMONETICS CORP. COM 405024100 712 13,300 SH SOLE 13,300 -- -- HAEMONETICS CORP. COM 405024100 13 243 SH SOLE -- -- 243 HAIGHTS CROSS COMMUNS INC COM 40521H967 257 128,256 SH SOLE 128,256 -- -- HAIGHTS CROSS COMMUNS INC COM 40521H967 307 102,903 SH SOLE -- -- 102,903 HAIN CELESTIAL GROUP INC COM 405217100 430 21,334 SH SOLE 21,334 -- -- HAIN CELESTIAL GROUP INC COM 405217100 13 648 SH SOLE -- -- 648 HALLIBURTON CO. COM 406216101 9,419 383,670 SH SOLE 383,670 -- -- HALLIBURTON CO. COM 406216101 534 21,741 SH SOLE -- -- 21,741 HALOZYME THERAPEUTICS INC COM 40637H109 470 66,700 SH SOLE 66,700 -- -- HANCOCK HOLDING CO. COM 410120109 493 14,793 SH SOLE 14,793 -- -- HANCOCK HOLDING CO. COM 410120109 10 288 SH SOLE -- -- 288 HANGER ORTHOPEDIC GROUP COM 41043F208 299 16,660 SH SOLE 16,660 -- -- HANGER ORTHOPEDIC GROUP COM 41043F208 9 503 SH SOLE -- -- 503 HANMI FINL CORP COM 410495105 34 26,902 SH SOLE 26,902 -- -- HANMI FINL CORP COM 410495105 1 814 SH SOLE -- -- 814 HARLEY-DAVIDSON COM 412822108 18 788 SH SOLE 788 -- -- HARMAN INT'L INDUSTRIES, INC. COM 413086109 609 20,385 SH SOLE 20,385 -- -- HARMAN INT'L INDUSTRIES, INC. COM 413086109 39 1,293 SH SOLE -- -- 1,293 HARMONIC INC. COM 413160102 275 50,498 SH SOLE 50,498 -- -- HARMONIC INC. COM 413160102 8 1,529 SH SOLE -- -- 1,529 HARRIS CORP. COM 413875105 989 23,747 SH SOLE 23,747 -- -- HARRIS CORP. COM 413875105 45 1,069 SH SOLE -- -- 1,069 HARTFORD FINANCIAL SVCS GROUP COM 416515104 795 35,945 SH SOLE 35,945 -- -- HARTFORD FINANCIAL SVCS GROUP COM 416515104 263 11,900 SH SOLE -- -- 11,900 HASBRO, INC. COM 418056107 18 443 SH SOLE 443 -- -- HAVERTY FURNITURE COMPANIES COM 419596101 120 9,785 SH SOLE 9,785 -- -- HAVERTY FURNITURE COMPANIES COM 419596101 4 297 SH SOLE -- -- 297 HDFC BANK LTD-ADR COM 40415F101 18,030 126,110 SH SOLE 126,110 -- -- HEADWATERS INC COM 42210P102 89 31,489 SH SOLE 31,489 -- -- HEADWATERS INC COM 42210P102 3 958 SH SOLE -- -- 958 HEALTHCARE REALTY TRUST, INC. COM 421946104 674 30,667 SH SOLE 30,667 -- -- HEALTHCARE REALTY TRUST, INC. COM 421946104 16 721 SH SOLE -- -- 721 HEALTHCARE SVCS GRP IN COM 421906108 432 22,807 SH SOLE 22,807 -- -- HEALTHCARE SVCS GRP IN COM 421906108 8 419 SH SOLE -- -- 419 HEALTHSPRING INC COM 42224N101 398 25,659 SH SOLE 25,659 -- -- HEALTHSPRING INC COM 42224N101 12 778 SH SOLE -- -- 778 HEALTHWAYS INC COM 422245100 212 17,769 SH SOLE 17,769 -- --

HEALTHWAYS INC COM 422245100 2 179 SH SOLE -- -- 179 HEARTLAND EXPRESS, INC. COM 422347104 398 27,403 SH SOLE 27,403 -- -- HEARTLAND EXPRESS, INC. COM 422347104 8 546 SH SOLE -- -- 546 HEARTLAND PAYMENT SYSTEMS IN COM 42235N108 292 19,710 SH SOLE 19,710 -- -- HEARTLAND PAYMENT SYSTEMS IN COM 42235N108 9 596 SH SOLE -- -- 596 HEELYS INC COM 42279M107 584 237,400 SH SOLE 237,400 -- -- HEIDRICK & STRUGGLES INT'L COM 422819102 208 9,100 SH SOLE 9,100 -- -- HEIDRICK & STRUGGLES INT'L COM 422819102 2 90 SH SOLE -- -- 90 HELEN OF TROY LTD COM 2419530 352 15,977 SH SOLE 15,977 -- -- HELEN OF TROY LTD COM 2419530 11 480 SH SOLE -- -- 480 HELIX ENERGY SOLUTIONS GROUP COM 42330P107 818 75,967 SH SOLE 75,967 -- -- HELMERICH & PAYNE, INC. COM 423452101 13 360 SH SOLE 360 -- -- HERBALIFE LTD COM B0539H3 254 5,508 SH SOLE 5,508 -- -- HESS CORP COM 42809H107 3,534 70,211 SH SOLE 70,211 -- -- HESS CORP COM 42809H107 1,563 31,050 SH SOLE -- -- 31,050 HEWITT ASSOCIATES INC-CL A COM 42822Q100 518 15,037 SH SOLE 15,037 -- -- HEWLETT PACKARD CO. COM 428236103 54,255 1,253,188 SH SOLE 1,253,188 -- -- HEWLETT PACKARD CO. COM 428236103 3,296 76,148 SH SOLE -- -- 76,148 HIBBETT SPORTS INC. COM 428567101 1,405 58,621 SH SOLE 58,621 -- -- HIBBETT SPORTS INC. COM 428567101 4 150 SH SOLE -- -- 150 HILLENBRAND INC COM 431571108 694 32,440 SH SOLE 32,440 -- -- HILLENBRAND INC COM 431571108 15 688 SH SOLE -- -- 688 HI-TECH PHARMACAL CO INC COM 42840B101 115 5,028 SH SOLE 5,028 -- -- HI-TECH PHARMACAL CO INC COM 42840B101 1 51 SH SOLE -- -- 51 HITTITE MICROWAVE CORP COM 43365Y104 504 11,266 SH SOLE 11,266 -- -- HITTITE MICROWAVE CORP COM 43365Y104 5 113 SH SOLE -- -- 113 HMS HOLDINGS CORP COM 40425J101 2,312 42,649 SH SOLE 42,649 -- -- HMS HOLDINGS CORP COM 40425J101 8 142 SH SOLE -- -- 142 HOLLY CORP. COM 435758305 604 22,725 SH SOLE 22,725 -- -- HOLLY CORP. COM 435758305 12 446 SH SOLE -- -- 446 HOLLYWOOD PARK, INC. COM 723456109 298 31,539 SH SOLE 31,539 -- -- HOLLYWOOD PARK, INC. COM 723456109 7 713 SH SOLE -- -- 713 HOME BANCSHARES INC/CONWAY AR COM 436893200 256 11,204 SH SOLE 11,204 -- -- HOME BANCSHARES INC/CONWAY AR COM 436893200 6 250 SH SOLE -- -- 250 HOME DEPOT, INC. COM 437076102 10,123 360,637 SH SOLE 360,637 -- -- HOME DEPOT, INC. COM 437076102 701 24,969 SH SOLE -- -- 24,969 HOME PROPERTIES INC. COM 437306103 818 18,153 SH SOLE 18,153 -- -- HOME PROPERTIES INC. COM 437306103 17 375 SH SOLE -- -- 375 HON HAI PRECISION-GDR REG S COM 438090201 10,891 1,485,426 SH SOLE 1,485,426 -- -- HON HAI PRECISION-GDR REG S COM 438090201 2,088 285,257 SH SOLE -- -- 285,257 HONEYWELL INTERNATIONAL INC. COM 438516106 305 7,803 SH SOLE 7,803 -- -- HORACE MANN EDUCATORS CORP COM 440327104 313 20,434 SH SOLE 20,434 -- -- HORACE MANN EDUCATORS CORP COM 440327104 9 619 SH SOLE -- -- 619 HORMEL FOODS CORP. COM 440452100 2,377 58,732 SH SOLE 58,732 -- -- HORMEL FOODS CORP. COM 440452100 91 2,242 SH SOLE -- -- 2,242 HORNBECK OFFSHORE SERVICES COM 440543106 177 12,097 SH SOLE 12,097 -- -- HORNBECK OFFSHORE SERVICES COM 440543106 2 121 SH SOLE -- -- 121 HOSPIRA INC COM 441060100 7,373 128,329 SH SOLE 128,329 -- -- HOSPIRA INC COM 441060100 265 4,613 SH SOLE -- -- 4,613 HOST HOTELS & RESORTS INC COM 44107P104 79 5,896 SH SOLE 5,896 -- -- HOT TOPIC INC COM 441339108 118 23,180 SH SOLE 23,180 -- -- HOT TOPIC INC COM 441339108 4 705 SH SOLE -- -- 705 HRPT PROPERTIES TRUST COM 40426W101 11 1,845 SH SOLE 1,845 -- -- HSBC FINANCE CORP CVT 40429C201 16,424 672,823 SH SOLE 672,823 -- -- HSBC HOLDINGS PLC CVT 404280604 3,376 157,400 SH SOLE 157,400 -- -- HSBC HOLDINGS PLC CVT 404280802 3,649 145,080 SH SOLE 145,080 -- -- HSBC HOLDINGS PLC CVT 404280802 878 34,920 SH SOLE -- -- 34,920 HSN INC COM 404303109 502 20,918 SH SOLE 20,918 -- -- HSN INC COM 404303109 5 208 SH SOLE -- -- 208 HUB GROUP INC-CL A COM 443320106 594 19,796 SH SOLE 19,796 -- -- HUB GROUP INC-CL A COM 443320106 13 425 SH SOLE -- -- 425 HUBBELL INC COM 443510201 SH SOLE -- -- HUDSON CITY BANCORP COM 443683107 20 1,596 SH SOLE 1,596 -- -- HUMANA, INC. COM 444859102 2,017 44,173 SH SOLE 44,173 -- --

HUMANA, INC. COM 444859102 92 2,007 SH SOLE -- -- 2,007 HUNTINGTON BANCSHARES, INC. COM 446150104 13 2,415 SH SOLE 2,415 -- -- HUSKY ENERGY INC COM 448055103 2,486 104,452 SH SOLE 104,452 -- -- HUTCHINSON TECHNOLOGY, INC. COM 448407106 53 12,171 SH SOLE 12,171 -- -- HUTCHINSON TECHNOLOGY, INC. COM 448407106 2 371 SH SOLE -- -- 371 IAMGOLD CORPORATION COM 450913108 133 7,500 SH SOLE 7,500 -- -- IAMGOLD CORPORATION COM 450913108 76 4,300 SH SOLE -- -- 4,300 ICONIX BRAND GROUP INC COM 451055107 540 37,607 SH SOLE 37,607 -- -- ICONIX BRAND GROUP INC COM 451055107 5 377 SH SOLE -- -- 377 ICU MEDICAL, INC. COM 44930G107 194 6,042 SH SOLE 6,042 -- -- ICU MEDICAL, INC. COM 44930G107 4 118 SH SOLE -- -- 118 IDEA STAR HOLDINGS LTD COM 999PM8$65 25,640 23 SH SOLE 23 -- -- IDEXX LABORATORIES, INC. COM 45168D104 55 902 SH SOLE 902 -- -- IDGC HOLDING JSC COM B3CCJF2 2,710 25,469,000 SH SOLE 25,469,000 -- -- IGM FINANCIAL INC COM 449586106 90 2,575 SH SOLE 2,575 -- -- II-VI INC COM 902104108 399 13,470 SH SOLE 13,470 -- -- II-VI INC COM 902104108 4 131 SH SOLE -- -- 131 ILLINOIS TOOL WORKS, INC. COM 452308109 6,658 161,281 SH SOLE 161,281 -- -- ILLINOIS TOOL WORKS, INC. COM 452308109 262 6,350 SH SOLE -- -- 6,350 ILLUMINA INC COM 452327109 962 22,100 SH SOLE 22,100 -- -- ILLUMINA INC COM 452327109 2,577 59,200 SH SOLE -- -- 59,200 IMPAX LABORATORIES INC COM 45256B101 1,483 77,800 SH SOLE 77,800 -- -- IMPERIAL OIL LTD COM 453038408 3,933 107,574 SH SOLE 107,574 -- -- IMPERIAL OIL LTD COM 453038408 143 3,900 SH SOLE -- -- 3,900 INCYTE CORP COM 45337C102 638 57,600 SH SOLE 57,600 -- -- INDEPENDENT BANK CORP.-MASSACHUSETTS COM 453836108 272 11,034 SH SOLE 11,034 -- -- INDEPENDENT BANK CORP.-MASSACHUSETTS COM 453836108 8 333 SH SOLE -- -- 333 INDUSTRIAL ALLIANCE INSURANCE AND FINANCIAL SERVICES INC COM 455871103 2,143 65,127 SH SOLE 65,127 -- -- INFINITY PROPERTY & CASUALTY COM 45665Q103 318 6,890 SH SOLE 6,890 -- -- INFINITY PROPERTY & CASUALTY COM 45665Q103 10 208 SH SOLE -- -- 208 INFORMATICA CORP COM 45666Q102 986 41,300 SH SOLE 41,300 -- -- INFORMATICA CORP COM 45666Q102 2,639 110,500 SH SOLE -- -- 110,500 INFOSPACE INC COM 45678T300 140 18,671 SH SOLE 18,671 -- -- INFOSPACE INC COM 45678T300 4 563 SH SOLE -- -- 563 INFOSYS TECHNOLOGIES-SP ADR COM 456788108 25,300 422,300 SH SOLE 422,300 -- -- INLAND REAL ESTATE CORP COM 457461200 307 38,811 SH SOLE 38,811 -- -- INLAND REAL ESTATE CORP COM 457461200 9 1,128 SH SOLE -- -- 1,128 INMET MINING CORPORATION COM 457983104 1,288 32,438 SH SOLE 32,438 -- -- INMET MINING CORPORATION COM 457983104 60 1,500 SH SOLE -- -- 1,500 INNOPHOS HOLDINGS INC COM 45774N108 385 14,758 SH SOLE 14,758 -- -- INSIGHT ENTERPRISES, INC. COM 45765U103 317 24,083 SH SOLE 24,083 -- -- INSIGHT ENTERPRISES, INC. COM 45765U103 10 730 SH SOLE -- -- 730 INSITUFORM TECHNOLOGIES, INC. CLASS A COM 457667103 419 20,442 SH SOLE 20,442 -- -- INSITUFORM TECHNOLOGIES, INC. CLASS A COM 457667103 13 619 SH SOLE -- -- 619 INSWEB CORP COM 45809K202 43 9,194 SH SOLE 9,194 -- -- INTACT FINANCIAL CORP COM 45823T106 3,144 74,266 SH SOLE 74,266 -- -- INTEGRA LIFESCIENCES HOLDINGS COM 457985208 403 10,879 SH SOLE 10,879 -- -- INTEGRA LIFESCIENCES HOLDINGS COM 457985208 4 108 SH SOLE -- -- 108 INTEGRAL SYSTEMS INC/MD COM 45810H107 58 9,107 SH SOLE 9,107 -- -- INTEGRAL SYSTEMS INC/MD COM 45810H107 1 187 SH SOLE -- -- 187 INTEGRYS ENERGY GROUP INC COM 45822P105 11 256 SH SOLE 256 -- -- INTEL CORP. COM 458140100 24,650 1,267,366 SH SOLE 1,267,366 -- -- INTEL CORP. COM 458140100 798 41,047 SH SOLE -- -- 41,047 INTERACTIVE DATA CORP COM 45840J107 1,085 32,500 SH SOLE 32,500 -- -- INTERACTIVE INTELLIGENCE INC COM 45839M103 2,085 126,917 SH SOLE 126,917 -- -- INTERACTIVE INTELLIGENCE INC COM 45839M103 1 62 SH SOLE -- -- 62 INTERCONTINENTALEXCHANGE INC COM 45865V100 28 250 SH SOLE 250 -- -- INTERFACE, INC. CLASS A COM 458665106 316 29,461 SH SOLE 29,461 -- -- INTERFACE, INC. CLASS A COM 458665106 10 896 SH SOLE -- -- 896 INTERGROUP FINANCIAL SERVICES CORP COM B1YZ331 3,466 167,216 SH SOLE 167,216 -- -- INTERMEC INC COM 458786100 264 25,748 SH SOLE 25,748 -- -- INTERMEC INC COM 458786100 8 792 SH SOLE -- -- 792 INTERNATIONAL BUSINESS MACHINES CORP COM 459200101 36,079 292,188 SH SOLE 292,188 -- -- INTERNATIONAL BUSINESS MACHINES CORP COM 459200101 4,264 34,531 SH SOLE -- -- 34,531

INTERNATIONAL GAME TECHNOLOGY COM 459902102 16 999 SH SOLE 999 -- -- INTERNATIONAL PAPER CO. COM 460146103 9,347 413,033 SH SOLE 413,033 -- -- INTERNATIONAL PAPER CO. COM 460146103 143 6,321 SH SOLE -- -- 6,321 INTEROIL CORP COM 460951106 22 499 SH SOLE 499 -- -- INTERPUBLIC GROUP CORP COM 460690100 334 46,896 SH SOLE 46,896 -- -- INTERPUBLIC GROUP CORP COM 460690100 11 1,479 SH SOLE -- -- 1,479 INTERVAL LEISURE GROUP INC COM 46113M108 258 20,742 SH SOLE 20,742 -- -- INTERVAL LEISURE GROUP INC COM 46113M108 3 208 SH SOLE -- -- 208 INTEVAC INC COM 461148108 124 11,595 SH SOLE 11,595 -- -- INTEVAC INC COM 461148108 1 117 SH SOLE -- -- 117 INT'L. FLAVORS & FRAGRANCES, COM 459506101 11 266 SH SOLE 266 -- -- INTUIT, INC. COM 461202103 7,186 206,680 SH SOLE 206,680 -- -- INTUIT, INC. COM 461202103 800 23,009 SH SOLE -- -- 23,009 INTUITIVE SURGICAL INC COM 46120E602 1,412 4,473 SH SOLE 4,473 -- -- INTUITIVE SURGICAL INC COM 46120E602 1,888 5,981 SH SOLE -- -- 5,981 INVACARE CORP. COM 461203101 350 16,872 SH SOLE 16,872 -- -- INVACARE CORP. COM 461203101 11 513 SH SOLE -- -- 513 INVENTIV HEALTH INC COM 46122E105 452 17,653 SH SOLE 17,653 -- -- INVENTIV HEALTH INC COM 46122E105 9 370 SH SOLE -- -- 370 INVESCO LTD COM B28XP76 27 1,580 SH SOLE 1,580 -- -- INVESTMENT TECHNOLOGY GROUP COM 46145F105 365 22,702 SH SOLE 22,702 -- -- INVESTMENT TECHNOLOGY GROUP COM 46145F105 6 398 SH SOLE -- -- 398 ION GEOPHYSICAL CORP COM 462044108 229 65,848 SH SOLE 65,848 -- -- ION GEOPHYSICAL CORP COM 462044108 4 1,187 SH SOLE -- -- 1,187 IPC THE HOSPITALIST CO INC COM 44984A105 178 7,101 SH SOLE 7,101 -- -- IPC THE HOSPITALIST CO INC COM 44984A105 2 72 SH SOLE -- -- 72 IRON AGE SECURITIES WARRANT 462994112 1 SH SOLE 1 -- -- IRON MOUNTAIN INC. COM 462846106 14 612 SH SOLE 612 -- -- ISHARES DOW JONES US BROKER DEALERS INDEX FUND COM 464288794 486 20,192 SH SOLE 20,192 -- -- ISHARES MSCI AUSTRALIA INDEX FUND COM 464286103 1,579 82,218 SH SOLE 82,218 -- -- ISHARES MSCI CANADA INDEX FUND COM 464286509 2,057 82,712 SH SOLE 82,712 -- -- ISHARES MSCI CANADA INDEX FUND COM 464286509 1,240 49,868 SH SOLE -- -- 49,868 ISHARES MSCI EAFE INDEX FUND COM 464287465 2,439 52,440 SH SOLE 52,440 -- -- ISHARES MSCI EAFE INDEX FUND COM 464287465 1,165 25,040 SH SOLE -- -- 25,040 ISHARES MSCI EMERGING MARKETS INDEX FUND COM 464287234 137,451 3,682,899 SH SOLE 3,682,899 -- -- ISHARES MSCI EMERGING MARKETS INDEX FUND COM 464287234 40,003 1,071,880 SH SOLE -- -- 1,071,880 ISHARES RUSSELL 1000 GROWTH INDEX FUND COM 464287614 1,974 43,070 SH SOLE 43,070 -- -- ISHARES RUSSELL 1000 VALUE INDEX FUND COM 464287598 2,351 43,377 SH SOLE 43,377 -- -- ISHARES S&P SMALLCAP 600 INDEX FUND COM 464287804 7,743 143,020 SH SOLE 143,020 -- -- ISHARES S&P SMALLCAP 600 INDEX FUND COM 464287804 117 2,170 SH SOLE -- -- 2,170 ISHARES S&P/TSX 60 INDEX FUND COM 46428D108 8,278 529,972 SH SOLE 529,972 -- -- ITAU UNIBANCO HOLDING SA COM 465562122 3,000 187,500 SH SOLE 187,500 -- -- ITT CORPORATION COM 450911102 7,432 165,446 SH SOLE 165,446 -- -- ITT CORPORATION COM 450911102 226 5,028 SH SOLE -- -- 5,028 IVANHOE MINES LTD COM 46579N103 65 4,997 SH SOLE 4,997 -- -- IVANHOE MINES LTD COM 46579N103 31 2,400 SH SOLE -- -- 2,400 IXIA COM 45071R109 2,275 264,900 SH SOLE 264,900 -- -- J & J SNACK FOODS CORP COM 466032109 311 7,387 SH SOLE 7,387 -- -- J & J SNACK FOODS CORP COM 466032109 6 149 SH SOLE -- -- 149 J.B. HUNT TRANSPORT SERVICES COM 445658107 457 14,000 SH SOLE 14,000 -- -- J.B. HUNT TRANSPORT SERVICES COM 445658107 1,215 37,200 SH SOLE -- -- 37,200 J.C. PENNEY CO., INC. COM 708160106 2,237 104,125 SH SOLE 104,125 -- -- J.C. PENNEY CO., INC. COM 708160106 33 1,531 SH SOLE -- -- 1,531 J0-ANN STORES INC COM 47758P307 534 14,228 SH SOLE 14,228 -- -- J0-ANN STORES INC COM 47758P307 9 238 SH SOLE -- -- 238 J2 GLOBAL COMMUNICATIO COM 46626E205 514 23,536 SH SOLE 23,536 -- -- J2 GLOBAL COMMUNICATIO COM 46626E205 5 238 SH SOLE -- -- 238 JABIL CIRCUT, INC. COM 466313103 9 648 SH SOLE 648 -- -- JACK IN THE BOX INC. COM 466367109 558 28,674 SH SOLE 28,674 -- -- JACK IN THE BOX INC. COM 466367109 17 873 SH SOLE -- -- 873 JACOBS ENGINEERING GROUP, INC. COM 469814107 15 423 SH SOLE 423 -- -- JAGUAR MINING INC COM 47009M$03 185 20,949 SH SOLE 20,949 -- -- JAKKS PACIFIC, INC. COM 47012E106 209 14,536 SH SOLE 14,536 -- -- JAKKS PACIFIC, INC. COM 47012E106 6 444 SH SOLE -- -- 444

JANUS CAPITAL GROUP COM 47102X105 2,651 298,533 SH SOLE 298,533 -- -- JANUS CAPITAL GROUP COM 47102X105 98 11,075 SH SOLE -- -- 11,075 JAZZ AIR INCOME FUND COM 47214X100 433 111,988 SH SOLE 111,988 -- -- JDA SOFTWARE GROUP, INC. COM 46612K108 420 19,108 SH SOLE 19,108 -- -- JDA SOFTWARE GROUP, INC. COM 46612K108 4 187 SH SOLE -- -- 187 JDS UNIPHASE CORP COM 46612J507 1,017 103,317 SH SOLE 103,317 -- -- JDS UNIPHASE CORP COM 46612J507 1,419 144,201 SH SOLE -- -- 144,201 JIG-A-LOO WORLD INC. COM C4877*109 412,898 SH SOLE 412,898 -- -- JM SMUCKER CO/THE NEW COM WI COM 832696405 24 401 SH SOLE 401 -- -- JOE'S JEANS INC COM 47777N101 350 176,800 SH SOLE 176,800 -- -- JOHN BEAN TECHNOLOGIES CORP COM 477839104 224 14,668 SH SOLE 14,668 -- -- JOHN BEAN TECHNOLOGIES CORP COM 477839104 4 257 SH SOLE -- -- 257 JOHNSON & JOHNSON COM 478160104 24,085 407,803 SH SOLE 407,803 -- -- JOHNSON & JOHNSON COM 478160104 700 11,849 SH SOLE -- -- 11,849 JOHNSON CONTROLS, INC. COM 478366107 7,413 275,878 SH SOLE 275,878 -- -- JOHNSON CONTROLS, INC. COM 478366107 154 5,745 SH SOLE -- -- 5,745 JOS A BANK CLOTHIERS INC COM 480838101 516 9,560 SH SOLE 9,560 -- -- JOS A BANK CLOTHIERS INC COM 480838101 5 97 SH SOLE -- -- 97 JOY GLOBAL INC. COM 481165108 3,791 75,674 SH SOLE 75,674 -- -- JOY GLOBAL INC. COM 481165108 365 7,296 SH SOLE -- -- 7,296 JP MORGAN CHASE CAPITAL X CVT 46623D200 2,507 99,700 SH SOLE 99,700 -- -- JPM CHASE CAPITAL XXV CVT 46631VAA9 2,469 2,500,000 SH SOLE 2,500,000 -- -- JPMORGAN CHASE AND CO. COM 46625H100 33,840 924,345 SH SOLE 924,345 -- -- JPMORGAN CHASE AND CO. COM 46625H100 4,217 115,193 SH SOLE -- -- 115,193 JPMORGAN CHASE CAPITAL XIX CVT 48123A207 938 38,900 SH SOLE 38,900 -- -- JPMORGAN CHASE CAPITAL XXIX CVT 48125E207 14,324 604,120 SH SOLE 604,120 -- -- JPMORGAN CHASE CAPITAL XXIX CVT 48125E207 3,459 145,880 SH SOLE -- -- 145,880 JPMORGAN CHASE CAPITAL XXVIII CVT 48124Y204 1,800 70,000 SH SOLE 70,000 -- -- JSC MMC NORILSK NICKEL ADR COM 46626D108 5,861 390,500 SH SOLE 390,500 -- -- JUNIPER NETWORKS, INC. COM 48203R104 1,141 49,988 SH SOLE 49,988 -- -- JUNIPER NETWORKS, INC. COM 48203R104 337 14,789 SH SOLE -- -- 14,789 KAMAN CORP., CLASS A COM 483548103 298 13,489 SH SOLE 13,489 -- -- KAMAN CORP., CLASS A COM 483548103 9 409 SH SOLE -- -- 409 KAYDON CORP. COM 486587108 573 17,425 SH SOLE 17,425 -- -- KAYDON CORP. COM 486587108 10 312 SH SOLE -- -- 312 KEITHLEY INSTRUMENTS, INC. COM 487584104 63 7,105 SH SOLE 7,105 -- -- KEITHLEY INSTRUMENTS, INC. COM 487584104 1 149 SH SOLE -- -- 149 KELLOGG CO. COM 487836108 6,531 129,839 SH SOLE 129,839 -- -- KELLOGG CO. COM 487836108 1,594 31,699 SH SOLE -- -- 31,699 KELLY SERVICES, INC., CLASS A COM 488152208 206 13,852 SH SOLE 13,852 -- -- KELLY SERVICES, INC., CLASS A COM 488152208 6 422 SH SOLE -- -- 422 KENDLE INTERNATIONAL INC COM 48880L107 90 7,788 SH SOLE 7,788 -- -- KENDLE INTERNATIONAL INC COM 48880L107 3 236 SH SOLE -- -- 236 KENSEY NASH CORP COM 490057106 120 5,069 SH SOLE 5,069 -- -- KENSEY NASH CORP COM 490057106 1 55 SH SOLE -- -- 55 KEYCORP COM 493267108 878 114,152 SH SOLE 114,152 -- -- KEYCORP COM 493267108 34 4,467 SH SOLE -- -- 4,467 KEYERA FACILITIES INCOME FUND COM 493272108 1,613 63,971 SH SOLE 63,971 -- -- KID BRANDS INC COM 49375T100 79 11,224 SH SOLE 11,224 -- -- KID BRANDS INC COM 49375T100 2 246 SH SOLE -- -- 246 KILROY REALTY CORP. COM 49427F108 808 27,181 SH SOLE 27,181 -- -- KILROY REALTY CORP. COM 49427F108 17 572 SH SOLE -- -- 572 KIMBERLY-CLARK CORP. COM 494368103 12,229 201,707 SH SOLE 201,707 -- -- KIMBERLY-CLARK CORP. COM 494368103 1,828 30,153 SH SOLE -- -- 30,153 KINETIC CONSEPTS INC COM 49460W208 3,726 102,055 SH SOLE 102,055 -- -- KING PHARMACEUTICALS, INC. COM 495582108 2,986 393,404 SH SOLE 393,404 -- -- KING PHARMACEUTICALS, INC. COM 495582108 55 7,212 SH SOLE -- -- 7,212 KINROSS GOLD COM 496902404 257 15,000 SH SOLE 15,000 -- -- KINROSS GOLD COM 496902404 168 9,800 SH SOLE -- -- 9,800 KITE REALTY GROUP TRUST COM 49803T102 125 29,820 SH SOLE 29,820 -- -- KITE REALTY GROUP TRUST COM 49803T102 4 1,001 SH SOLE -- -- 1,001 KLA-TENCOR CORP. COM 482480100 16 577 SH SOLE 577 -- -- KNIGHT TRANSPORTATION INC COM 499064103 616 30,448 SH SOLE 30,448 -- -- KNIGHT TRANSPORTATION INC COM 499064103 11 561 SH SOLE -- -- 561

KNOT INC/THE COM 499184109 122 15,655 SH SOLE 15,655 -- -- KNOT INC/THE COM 499184109 1 158 SH SOLE -- -- 158 KOHLS CORP. COM 500255104 4,689 98,715 SH SOLE 98,715 -- -- KOHLS CORP. COM 500255104 1,338 28,176 SH SOLE -- -- 28,176 KOPIN CORP. COM 500600101 118 34,676 SH SOLE 34,676 -- -- KOPIN CORP. COM 500600101 1 349 SH SOLE -- -- 349 KRAFT FOODS INC COM 50075N104 38,563 1,376,772 SH SOLE 1,376,772 -- -- KRAFT FOODS INC COM 50075N104 698 24,934 SH SOLE -- -- 24,934 KRATON PERFORMANCE POLYMERS INC COM 50077C106 951 50,600 SH SOLE 50,600 -- -- KROGER CO. COM 501044101 3,389 172,097 SH SOLE 172,097 -- -- KROGER CO. COM 501044101 47 2,393 SH SOLE -- -- 2,393 K-SWISS, INC. COM 482686102 158 14,105 SH SOLE 14,105 -- -- K-SWISS, INC. COM 482686102 5 430 SH SOLE -- -- 430 KULICKE & SOFFA INDUSTRIES COM 501242101 256 36,517 SH SOLE 36,517 -- -- KULICKE & SOFFA INDUSTRIES COM 501242101 5 755 SH SOLE -- -- 755 L-3 COMMUNICATIONS HOLDINGS, COM 502424104 538 7,591 SH SOLE 7,591 -- -- L-3 COMMUNICATIONS HOLDINGS, COM 502424104 33 461 SH SOLE -- -- 461 LABORATORY CRP OF AMER HLDGS COM 50540R409 33,662 446,601 SH SOLE 446,601 -- -- LABORATORY CRP OF AMER HLDGS COM 50540R409 391 5,191 SH SOLE -- -- 5,191 LABRADOR IRON ORE ROYALTY INCOME FUND COM 504904103 727 18,056 SH SOLE 18,056 -- -- LABRANCHE & CO. INC. COM 505447102 94 22,054 SH SOLE 22,054 -- -- LABRANCHE & CO. INC. COM 505447102 3 703 SH SOLE -- -- 703 LACLEDE GAS CO. COM 505597104 385 11,608 SH SOLE 11,608 -- -- LACLEDE GAS CO. COM 505597104 12 353 SH SOLE -- -- 353 LAKE SHORE GOLD CORP COM 510728108 450 150,018 SH SOLE 150,018 -- -- LAM RESEARCH CORP. COM 512807108 2,058 54,062 SH SOLE 54,062 -- -- LAM RESEARCH CORP. COM 512807108 652 17,128 SH SOLE -- -- 17,128 LAN CHILE SA SPON ADR COM 501723100 2,577 139,220 SH SOLE 139,220 -- -- LAN CHILE SA SPON ADR COM 501723100 1,333 72,025 SH SOLE -- -- 72,025 LANCE, INC. COM 514606102 277 16,770 SH SOLE 16,770 -- -- LANCE, INC. COM 514606102 5 326 SH SOLE -- -- 326 LANDAUER, INC. COM 51476K103 298 4,891 SH SOLE 4,891 -- -- LANDAUER, INC. COM 51476K103 6 96 SH SOLE -- -- 96 LANDRY'S RESTAURANTS INC. COM 51508L103 104 4,241 SH SOLE 4,241 -- -- LANDRY'S RESTAURANTS INC. COM 51508L103 3 128 SH SOLE -- -- 128 LASALLE HOTEL PROPERTIES COM 517942108 748 36,366 SH SOLE 36,366 -- -- LASALLE HOTEL PROPERTIES COM 517942108 13 634 SH SOLE -- -- 634 LATTICE SEMICONDUCTOR CORP COM 518415104 1,011 232,900 SH SOLE 232,900 -- -- LAURENTIAN BANK OF CANADA COM 51925D106 618 15,571 SH SOLE 15,571 -- -- LAWSON PRODUCTS, INC. COM 520776105 36 2,105 SH SOLE 2,105 -- -- LAWSON PRODUCTS, INC. COM 520776105 1 63 SH SOLE -- -- 63 LA-Z-BOY CHAIR CO. COM 505336107 200 26,854 SH SOLE 26,854 -- -- LA-Z-BOY CHAIR CO. COM 505336107 4 557 SH SOLE -- -- 557 LCA-VISION INC COM 501803308 54 9,780 SH SOLE 9,780 -- -- LCA-VISION INC COM 501803308 2 295 SH SOLE -- -- 295 LEGG MASON, INC. COM 524901105 1,609 57,408 SH SOLE 57,408 -- -- LEGG MASON, INC. COM 524901105 70 2,506 SH SOLE -- -- 2,506 LEGGETT & PLATT, INC. COM 524660107 1,758 87,656 SH SOLE 87,656 -- -- LEGGETT & PLATT, INC. COM 524660107 77 3,829 SH SOLE -- -- 3,829 LENDER PROCESSING SERVICES INC COM 52602E102 800 25,562 SH SOLE 25,562 -- -- LENENERGO COM 4546179 529 722,200 SH SOLE 722,200 -- -- LENNAR CORP. COM CLASS A COM 526057104 607 43,615 SH SOLE 43,615 -- -- LENNAR CORP. COM CLASS A COM 526057104 955 68,640 SH SOLE -- -- 68,640 LENNOX INTERNATIONAL INC COM 526107107 1,268 30,500 SH SOLE 30,500 -- -- LENNOX INTERNATIONAL INC COM 526107107 3,392 81,600 SH SOLE -- -- 81,600 LEUCADIA NATIONAL CORP. COM 527288104 13 645 SH SOLE 645 -- -- LEXINGTON REALTY TRUST COM 529043101 395 65,724 SH SOLE 65,724 -- -- LEXINGTON REALTY TRUST COM 529043101 11 1,754 SH SOLE -- -- 1,754 LEXMARK INTERNATIONAL GROUP COM 529771107 2,081 63,013 SH SOLE 63,013 -- -- LEXMARK INTERNATIONAL GROUP COM 529771107 682 20,645 SH SOLE -- -- 20,645 LHC GROUP INC COM 50187A107 223 8,026 SH SOLE 8,026 -- -- LHC GROUP INC COM 50187A107 2 80 SH SOLE -- -- 80 LIBERTY MEDIA HOLDING CORP COM 53071M104 1,373 130,718 SH SOLE 130,718 -- -- LIBERTY PROPERTY TRUST COM 531172104 52 1,816 SH SOLE 1,816 -- --

LIFE + CASUALTY INS CO TENN COM 531789980 1 SH SOLE 1 -- -- LIFE TECHNOLOGIES CORP COM 53217V109 13,033 275,824 SH SOLE 275,824 -- -- LIFE TECHNOLOGIES CORP COM 53217V109 351 7,432 SH SOLE -- -- 7,432 LIHUA INTERNATIONAL INC COM 532352101 782 92,000 SH SOLE 92,000 -- -- LIMITED BRANDS, INC. COM 532716107 20 906 SH SOLE 906 -- -- LINAMAR CORP COM 53278L107 85 5,022 SH SOLE 5,022 -- -- LINCARE HOLDINGS, INC. COM 532791100 480 14,760 SH SOLE 14,760 -- -- LINCARE HOLDINGS, INC. COM 532791100 1,135 34,900 SH SOLE -- -- 34,900 LINCOLN NATIONAL CORP CVT 534187AS8 6,431 7,754,000 SH SOLE 7,754,000 -- -- LINCOLN NATIONAL CORP CVT 534187AS8 5,474 6,600,000 SH SOLE -- -- 6,600,000 LINCOLN NATIONAL CORP. COM 534187109 712 29,321 SH SOLE 29,321 -- -- LINCOLN NATIONAL CORP. COM 534187109 1,836 75,600 SH SOLE -- -- 75,600 LINDSAY CORP COM 535555106 206 6,505 SH SOLE 6,505 -- -- LINDSAY CORP COM 535555106 4 129 SH SOLE -- -- 129 LINEAR TECHNOLOGY CORP. COM 535678106 716 25,756 SH SOLE 25,756 -- -- LITHIA MOTORS, INC. COM 536797103 491 79,516 SH SOLE 79,516 -- -- LITHIA MOTORS, INC. COM 536797103 2 336 SH SOLE -- -- 336 LITTELFUSE, INC. COM 537008104 361 11,419 SH SOLE 11,419 -- -- LITTELFUSE, INC. COM 537008104 6 188 SH SOLE -- -- 188 LIVE NATION ENTERTAINMENT INC. COM 538034109 781 74,742 SH SOLE 74,742 -- -- LIVE NATION ENTERTAINMENT INC. COM 538034109 24 2,249 SH SOLE -- -- 2,249 LIVEPERSON INC COM 538146101 1,746 254,500 SH SOLE 254,500 -- -- LIZ CLAIBORNE, INC. COM 539320101 208 49,232 SH SOLE 49,232 -- -- LIZ CLAIBORNE, INC. COM 539320101 6 1,510 SH SOLE -- -- 1,510 LOBLAW COS LTD COM 539481101 80 2,207 SH SOLE 2,207 -- -- LOBLAW COS LTD COM 539481101 98 2,700 SH SOLE -- -- 2,700 LOCKHEED MARTIN CORP. COM 539830109 79 1,054 SH SOLE 1,054 -- -- LOEWS CORP. COM 540424108 2,456 73,736 SH SOLE 73,736 -- -- LOEWS CORP. COM 540424108 1,582 47,479 SH SOLE -- -- 47,479 LOGMEIN INC COM 54142L109 264 10,050 SH SOLE 10,050 -- -- LO-JACK CORPORATION COM 539451104 35 9,533 SH SOLE 9,533 -- LO-JACK CORPORATION COM 539451104 1 288 SH SOLE -- -- 288 LORILLARD INC COM 544147101 4,388 60,955 SH SOLE 60,955 -- LORILLARD INC COM 544147101 98 1,365 SH SOLE -- -- 1,365 LOWE'S COMPANIES, INC. COM 548661107 1,760 86,180 SH SOLE 86,180 -- LOWE'S COMPANIES, INC. COM 548661107 1,384 67,787 SH SOLE -- -- 67,787 LSB INDUSTRIES INC COM 502160104 121 9,070 SH SOLE 9,070 -- -- LSB INDUSTRIES INC COM 502160104 3 188 SH SOLE -- -- 188 LSI CORP. COM 502161102 838 182,074 SH SOLE 182,074 -- -- LSI CORP. COM 502161102 39 8,551 SH SOLE -- -- 8,551 LSR GROUP COM 50218G206 1,452 191,000 SH SOLE 191,000 -- -- LTC PROP INC COM 502175102 312 12,873 SH SOLE 12,873 -- -- LTC PROP INC COM 502175102 6 250 SH SOLE -- -- 250 LTV CORP PREFERRED CVT 501921209 10,000 SH SOLE 10,000 -- -- LUBRIZOL CORP. COM 549271104 927 11,543 SH SOLE 11,543 -- -- LUBRIZOL CORP. COM 549271104 309 3,844 SH SOLE -- -- 3,844 LUFKIN INDS INC COM COM 549764108 608 15,592 SH SOLE 15,592 -- -- LUFKIN INDS INC COM COM 549764108 6 158 SH SOLE -- -- 158 LUKOIL SPON ADR COM 677862104 8,953 172,940 SH SOLE 172,940 -- -- LUKOIL-SPON ADR COM 3189876 16,264 311,000 SH SOLE 311,000 -- -- LUMBER LIQUIDATORS HOLDINGS INC COM 55003T107 189 8,120 SH SOLE 8,120 -- -- LUMBER LIQUIDATORS HOLDINGS INC COM 55003T107 2 82 SH SOLE -- -- 82 LYDALL, INC. COM 550819106 68 8,886 SH SOLE 8,886 -- -- LYDALL, INC. COM 550819106 2 267 SH SOLE -- -- 267 M&T BANK CORP. COM 55261F104 24 282 SH SOLE 282 -- -- M&T CAPITAL TRUST IV CVT 55292C203 6,713 249,580 SH SOLE 249,580 -- -- M/I HOMES INC COM 55305B101 93 9,692 SH SOLE 9,692 -- -- M/I HOMES INC COM 55305B101 3 294 SH SOLE -- -- 294 MACDONALD DETTWILER & ASSOCIATES LTD COM 554282103 392 9,514 SH SOLE 9,514 -- -- MACY'S INC COM 55616P104 8,514 475,624 SH SOLE 475,624 -- -- MACY'S INC COM 55616P104 519 29,015 SH SOLE -- -- 29,015 MAGELLAN HEALTH SERVICES INC COM 559079207 631 17,368 SH SOLE 17,368 -- -- MAGELLAN HEALTH SERVICES INC COM 559079207 19 526 SH SOLE -- -- 526 MAGINET CORP CVT 55917Q2*8 71,428 SH SOLE 71,428 -- --

MAGNA INTL INC A COM 559222401 165 2,500 SH SOLE 2,500 -- -- MAGNITOGORSK IRON & STEEL WORKS COM 559189204 13,944 1,500,245 SH SOLE 1,500,245 -- -- MAIDENFORM BRANDS INC COM 560305104 236 11,596 SH SOLE 11,596 -- -- MAIDENFORM BRANDS INC COM 560305104 4 201 SH SOLE -- -- 201 MAJOR DRILLING GROUP INTERNATIONAL COM 560909103 1,305 63,792 SH SOLE 63,792 -- -- MAKO SURGICAL CORP COM 560879108 1,411 113,300 SH SOLE 113,300 -- -- MANHATTAN ASSOCIATES, INC. COM 562750109 326 11,837 SH SOLE 11,837 -- -- MANHATTAN ASSOCIATES, INC. COM 562750109 3 118 SH SOLE -- -- 118 MANNATECH INC COM 563771104 16 8,209 SH SOLE 8,209 -- -- MANULIFE FINANCIAL CORP COM 56501R106 6,696 459,650 SH SOLE 459,650 -- -- MANULIFE FINANCIAL CORP COM 56501R106 392 26,900 SH SOLE -- -- 26,900 MAPLE ENERGY COM B2N78S5 722 1,076,923 SH SOLE 1,076,923 -- -- MARATHON OIL CORP COM 565849106 74 2,393 SH SOLE 2,393 -- -- MARCUS CORP COM 566330106 103 10,892 SH SOLE 10,892 -- -- MARCUS CORP COM 566330106 3 332 SH SOLE -- -- 332 MARINEMAX INC COM 567908108 80 11,481 SH SOLE 11,481 -- -- MARINEMAX INC COM 567908108 2 339 SH SOLE -- -- 339 MARQUETTE TRANSPORTATION LLC COM 999PM4$39 1,750 SH SOLE 1,750 -- -- MARQUETTE TRANSPORTATION LLC CVT 999PM4$41 560 1,750 SH SOLE 1,750 -- -- MARRIOTT INTERNATIONAL, INC. COM 571903202 26 868 SH SOLE 868 -- -- MARSH & MCLENNAN COMPANIES INC COM 571748102 851 37,755 SH SOLE 37,755 -- -- MARSH & MCLENNAN COMPANIES INC COM 571748102 468 20,742 SH SOLE -- -- 20,742 MARSHALL & ILSLEY CORP COM 571837103 13 1,780 SH SOLE 1,780 -- -- MARTEK BIOSCIENCES CORP. COM 572901106 411 17,353 SH SOLE 17,353 -- -- MARTEK BIOSCIENCES CORP. COM 572901106 13 529 SH SOLE -- -- 529 MARVELL TECHNOLOGY GROUP LTD COM 2594653 1,451 92,042 SH SOLE 92,042 -- -- MARVELL TECHNOLOGY GROUP LTD COM 2594653 1,760 111,680 SH SOLE -- -- 111,680 MASCO CORP. COM 574599106 13 1,210 SH SOLE 1,210 -- -- MASSEY ENERGY COMPANY COM 576206106 9 343 SH SOLE 343 -- -- MASTERCARD INC COM 57636Q104 65 327 SH SOLE 327 -- -- MATRIX SERVICE CO COM 576853105 128 13,710 SH SOLE 13,710 -- -- MATRIX SERVICE CO COM 576853105 4 416 SH SOLE -- -- 416 MATTEL, INC. COM 577081102 98 4,615 SH SOLE 4,615 -- -- MATTSON TECHNOLOGY INC COM 577223100 639 168,600 SH SOLE 168,600 -- -- MAXIMUS, INC. COM 577933104 527 9,099 SH SOLE 9,099 -- -- MAXIMUS, INC. COM 577933104 5 93 SH SOLE -- -- 93 MCAFEE INC COM 579064106 16 535 SH SOLE 535 -- -- MCCORMICK & CO., INC. COM 579780206 17 442 SH SOLE 442 -- -- MCDONALD'S CORP COM 580135101 22,285 338,324 SH SOLE 338,324 -- -- MCDONALD'S CORP COM 580135101 2,641 40,098 SH SOLE -- -- 40,098 MCGRAW-HILL, INC. COM 580645109 6,884 244,643 SH SOLE 244,643 -- -- MCGRAW-HILL, INC. COM 580645109 87 3,105 SH SOLE -- -- 3,105 MCKESSON CORP. COM 58155Q103 7,777 115,794 SH SOLE 115,794 -- -- MCKESSON CORP. COM 58155Q103 171 2,553 SH SOLE -- -- 2,553 MEAD JOHNSON NUTRITION CO COM 582839106 35 692 SH SOLE 692 -- -- MEADWESTVACO CORP COM 583334107 3,235 145,724 SH SOLE 145,724 -- -- MEADWESTVACO CORP COM 583334107 102 4,586 SH SOLE -- -- 4,586 MECHEL COM 583840103 3,307 179,890 SH SOLE 179,890 -- -- MEDASSETS INC COM 584045108 1,112 48,200 SH SOLE 48,200 -- -- MEDCATH CORP COM 58404W109 76 9,647 SH SOLE 9,647 -- -- MEDCATH CORP COM 58404W109 2 281 SH SOLE -- -- 281 MEDCO HEALTH SOLUTIONS INC COM 58405U102 14,911 270,721 SH SOLE 270,721 -- -- MEDCO HEALTH SOLUTIONS INC COM 58405U102 2,021 36,686 SH SOLE -- -- 36,686 MEDIANEWS (AFFILIATED MEDIA) COM 459283 1,590 99,380 SH SOLE 99,380 -- -- MEDICAL PROPERTIES TRUST INC COM 58463J304 580 61,400 SH SOLE 61,400 -- -- MEDICAL PROPERTIES TRUST INC COM 58463J304 5 558 SH SOLE -- -- 558 MEDIFAST INC COM 58470H101 181 6,980 SH SOLE 6,980 -- -- MEDIFAST INC COM 58470H101 4 141 SH SOLE -- -- 141 MEDTRONIC, INC. COM 585055106 2,698 74,382 SH SOLE 74,382 -- -- MEDTRONIC, INC. COM 585055106 1,895 52,253 SH SOLE -- -- 52,253 MEMC ELECTRONIC MATERIALS, INC COM 552715104 8 771 SH SOLE 771 -- -- MENS WEARHOUSE, INC. COM 587118100 501 27,297 SH SOLE 27,297 -- -- MENS WEARHOUSE, INC. COM 587118100 10 530 SH SOLE -- -- 530 MERCK & CO INC/NJ COM 58933Y105 5,279 150,961 SH SOLE 150,961 -- --

MERCK & CO INC/NJ COM 58933Y105 2,206 63,094 SH SOLE -- -- 63,094 MERCURY COMPUTER SYSTEMS INC COM 589378108 145 12,352 SH SOLE 12,352 -- -- MERCURY COMPUTER SYSTEMS INC COM 589378108 1 124 SH SOLE -- -- 124 MEREDITH CORP COM 589433101 4 122 SH SOLE 122 -- -- MERIDIAN BIOSCIENCE INC COM 589584101 360 21,167 SH SOLE 21,167 -- -- MERIDIAN BIOSCIENCE INC COM 589584101 7 404 SH SOLE -- -- 404 MERIT LIFE INS CO GROUP COM 589886993 1 SH SOLE 1 -- -- MERIT MED SYS INC COM 589889104 236 14,698 SH SOLE 14,698 -- -- MERIT MED SYS INC COM 589889104 4 270 SH SOLE -- -- 270 MERITAGE HOMES CORPORATION COM 59001A102 272 16,714 SH SOLE 16,714 -- -- MERITAGE HOMES CORPORATION COM 59001A102 8 505 SH SOLE -- -- 505 MERU NETWORKS INC COM 59047Q103 445 37,500 SH SOLE 37,500 -- -- METHODE ELECTRONICS, INC. COM 591520200 189 19,397 SH SOLE 19,397 -- -- METHODE ELECTRONICS, INC. COM 591520200 4 461 SH SOLE -- -- 461 METLIFE INC CVT 59156R405 2,891 114,122 SH SOLE 114,122 -- -- METLIFE, INC. COM 59156R108 120 3,174 SH SOLE 3,174 -- -- METLIFE, INC. COM 59156R108 707 18,715 SH SOLE -- -- 18,715 METRO INC COM 59162N109 1,643 41,687 SH SOLE 41,687 -- -- METROMEDIA INTL. PREFERRED CVT 591695200 1,367 66,682 SH SOLE 66,682 -- -- METROPCS COMMUNICATIONS INC COM 591708102 7 881 SH SOLE 881 -- -- MICREL, INC. COM 594793101 229 22,456 SH SOLE 22,456 -- -- MICREL, INC. COM 594793101 5 450 SH SOLE -- -- 450 MICROCHIP TECHNOLOGY, INC. COM 595017104 1,476 53,224 SH SOLE 53,224 -- -- MICRON TECHNOLOGY, INC. COM 595112103 24 2,876 SH SOLE 2,876 -- -- MICROSEMI CORP. COM 595137100 1,244 85,046 SH SOLE 85,046 -- -- MICROSEMI CORP. COM 595137100 1,632 111,545 SH SOLE -- -- 111,545 MICROSOFT CORP. COM 594918104 36,483 1,585,529 SH SOLE 1,585,529 -- -- MICROSOFT CORP. COM 594918104 4,296 186,711 SH SOLE -- -- 186,711 MICROSTRATEGY INC COM 594972408 355 4,726 SH SOLE 4,726 -- -- MICROSTRATEGY INC COM 594972408 4 48 SH SOLE -- -- 48 MID-AMERICA APT. COMMUNITIES COM 59522J103 843 16,372 SH SOLE 16,372 -- -- MID-AMERICA APT. COMMUNITIES COM 59522J103 16 307 SH SOLE -- -- 307 MIDAS, INC. COM 595626102 57 7,422 SH SOLE 7,422 -- -- MIDAS, INC. COM 595626102 1 169 SH SOLE -- -- 169 MILLER PETROLEUM INC COM 600577100 526 91,300 SH SOLE 91,300 -- -- MILLICOM INTERNATIONAL CELLULAR SA COM 2418128 1,570 19,271 SH SOLE 19,271 -- -- MILLICOM INTERNATIONAL CELLULAR SA COM 2418128 3,812 46,776 SH SOLE -- -- 46,776 MILLIPORE CORP. COM 601073109 1,401 13,140 SH SOLE 13,140 -- -- MIRANT CORP COM 60467R100 8 712 SH SOLE -- -- 712 MISSION WEST PROPERTIES COM 605203108 13 1,902 SH SOLE 1,902 -- -- MKS INSTRUMENTS, INC. COM 55306N104 489 26,099 SH SOLE 26,099 -- -- MKS INSTRUMENTS, INC. COM 55306N104 15 788 SH SOLE -- -- 788 MMC NORILSK NICKEL JSC-ADR COM 46626D$08 20,221 1,392,650 SH SOLE 1,392,650 -- -- MOBILE MINI INC. COM 60740F105 309 18,974 SH SOLE 18,974 -- -- MOBILE MINI INC. COM 60740F105 5 308 SH SOLE -- -- 308 MOBILE TELESYSTEMS-SP ADR COM 607409109 9,655 499,900 SH SOLE 499,900 -- -- MOLEX, INC. COM 608554101 5,847 320,537 SH SOLE 320,537 -- -- MOLEX, INC. COM 608554101 330 18,073 SH SOLE -- -- 18,073 MOLINA HEALTHCARE INC COM 60855R100 201 6,970 SH SOLE 6,970 -- -- MOLINA HEALTHCARE INC COM 60855R100 6 211 SH SOLE -- -- 211 MOLSON COORS BREWING CO COM 60871R209 23 534 SH SOLE 534 -- -- MONARCH CASINO & RESOR COM 609027107 60 5,881 SH SOLE 5,881 -- -- MONARCH CASINO & RESOR COM 609027107 2 180 SH SOLE -- -- 180 MONRO MUFFLER BRAKE IN COM 610236101 409 10,340 SH SOLE 10,340 -- -- MONRO MUFFLER BRAKE IN COM 610236101 4 104 SH SOLE -- -- 104 MONSANTO CO COM 61166W101 1,159 25,069 SH SOLE 25,069 -- -- MONSANTO CO COM 61166W101 56 1,215 SH SOLE -- -- 1,215 MONSTER WORLDWIDE INC COM 611742107 5 427 SH SOLE 427 -- -- MOODY'S CORP. COM 615369105 2,150 107,909 SH SOLE 107,909 -- -- MOODY'S CORP. COM 615369105 428 21,482 SH SOLE -- -- 21,482 MOOG INC. COM 615394202 762 23,635 SH SOLE 23,635 -- -- MOOG INC. COM 615394202 23 721 SH SOLE -- -- 721 MORGAN STANLEY COM 617446448 1,339 57,695 SH SOLE 57,695 -- -- MORGAN STANLEY COM 617446448 19 807 SH SOLE -- -- 807

MORGAN STANLEY CAP TR V CVT 617466206 999 49,900 SH SOLE 49,900 -- -- MORGAN STANLEY CAPITAL TRUST VI CVT 617461207 678 30,000 SH SOLE 30,000 -- -- MORGAN STANLEY CAPITAL TRUST VII CVT 61750K208 4,719 216,085 SH SOLE 216,085 -- -- MOSAIC CO/THE COM 61945A107 82 2,115 SH SOLE -- -- 2,115 MOTOROLA, INC. COM 620076109 11,212 1,719,604 SH SOLE 1,719,604 -- -- MOTOROLA, INC. COM 620076109 223 34,136 SH SOLE -- -- 34,136 MOVADO GROUP, INC. COM 624580106 100 9,383 SH SOLE 9,383 -- -- MOVADO GROUP, INC. COM 624580106 3 284 SH SOLE -- -- 284 MSDW CAPITAL TRUST III CVT 617460209 379 17,500 SH SOLE 17,500 -- -- MSDW CAPITAL TRUST IV CVT 617462205 978 45,855 SH SOLE 45,855 -- -- MTS INC COM 55376W109 3,771 309,091 SH SOLE 309,091 -- -- MTS INC COM 55376W109 47 3,863 SH SOLE -- -- 3,863 MTS SYSTEMS CORP. COM 553777103 247 8,515 SH SOLE 8,515 -- -- MTS SYSTEMS CORP. COM 553777103 6 193 SH SOLE -- -- 193 MUELLER INDUSTRIES, INC. COM 624756102 483 19,634 SH SOLE 19,634 -- -- MUELLER INDUSTRIES, INC. COM 624756102 15 599 SH SOLE -- -- 599 MULLEN GROUP LTD COM 625284104 491 36,478 SH SOLE 36,478 -- -- MULTIMEDIA GAMES INC COM 625453105 64 14,301 SH SOLE 14,301 -- -- MULTIMEDIA GAMES INC COM 625453105 1 264 SH SOLE -- -- 264 MURPHY OIL CORP. COM 626717102 32 648 SH SOLE 648 -- -- MWI VETERINARY SUPPLY INC COM 55402X105 321 6,394 SH SOLE 6,394 -- -- MWI VETERINARY SUPPLY INC COM 55402X105 6 115 SH SOLE -- -- 115 MXENERGY HOLDINGS INC CL A COM RESTR COM 62846X105 502 619,875 SH SOLE 619,875 -- -- MXENERGY HOLDINGS INC CL A COM RESTR COM 62846X105 371 458,492 SH SOLE -- -- 458,492 MYERS INDUSTRIES, INC. COM 628464109 119 14,769 SH SOLE 14,769 -- -- MYERS INDUSTRIES, INC. COM 628464109 4 449 SH SOLE -- -- 449 MYLAN INC. COM 628530107 21,644 1,269,825 SH SOLE 1,269,825 -- -- MYLAN INC. COM 628530107 1,113 65,300 SH SOLE -- -- 65,300 MYRAID ULTRASOUND SYSTEMS LTD SER A PFD CVT 628997207 15,842 SH SOLE 15,842 -- -- MYRAID ULTRASOUND SYSTEMS SER B PFD CVT 628997108 17,397 SH SOLE 17,397 -- -- MYRAID ULTRASOUND SYSTEMS SER B PFD CVT 628997306 17,566 SH SOLE 17,566 -- -- MYRAID ULTRASOUND SYSTEMS WARRANTS 628997116 1,911 SH SOLE 1,911 -- -- MYRAID ULTRASOUND SYSTEMS WARRANTS 628997124 554 SH SOLE 554 -- -- NABORS INDUSTRIES LTD COM 2963372 9,970 565,811 SH SOLE 565,811 -- -- NABORS INDUSTRIES LTD COM 2963372 526 29,869 SH SOLE -- -- 29,869 NAL OIL & GAS TRUST COM 628949109 SH SOLE -- -- NANOMETRICS INC. COM 630077105 706 70,000 SH SOLE 70,000 -- -- NARA BANCORP INC COM 63080P105 147 17,401 SH SOLE 17,401 -- -- NARA BANCORP INC COM 63080P105 4 515 SH SOLE -- -- 515 NASDAQ OMX GROUP/THE COM 631103108 1,294 72,789 SH SOLE 72,789 -- -- NASDAQ OMX GROUP/THE COM 631103108 68 3,841 SH SOLE -- -- 3,841 NASHFINCH CO. COM 631158102 224 6,548 SH SOLE 6,548 -- -- NASHFINCH CO. COM 631158102 7 204 SH SOLE -- -- 204 NATIONAL BANK OF CANADA COM 633067103 182 3,553 SH SOLE 3,553 -- -- NATIONAL CITY CAPITAL TRUST II CVT 63540T200 8,354 359,458 SH SOLE 359,458 -- -- NATIONAL FINANCIAL PARTNERS COM 63607P208 217 22,231 SH SOLE 22,231 -- -- NATIONAL FINANCIAL PARTNERS COM 63607P208 6 658 SH SOLE -- -- 658 NATIONAL HEALTH INVESTORS INC COM 63633D104 13 332 SH SOLE 332 -- -- NATIONAL OILWELL VARCO INC COM 637071101 47 1,411 SH SOLE 1,411 -- -- NATIONAL PENN BANCSHARES, INC. COM 637138108 395 65,653 SH SOLE 65,653 -- -- NATIONAL PENN BANCSHARES, INC. COM 637138108 12 1,998 SH SOLE -- -- 1,998 NATIONAL PRESTO INDUSTRIES COM 637215104 232 2,502 SH SOLE 2,502 -- -- NATIONAL PRESTO INDUSTRIES COM 637215104 2 25 SH SOLE -- -- 25 NATIONAL RETAIL PROPERTIES INC COM 637417106 891 41,578 SH SOLE 41,578 -- -- NATIONAL RETAIL PROPERTIES INC COM 637417106 18 847 SH SOLE -- -- 847 NATIONAL RURAL UTILITY CFC- PFD CVT 637432808 967 38,800 SH SOLE 38,800 -- -- NATIONAL RURAL UTILTY CVT 637432709 8,322 330,055 SH SOLE 330,055 -- -- NATIONAL SEMICONDUCTOR CORP. COM 637640103 1,899 141,107 SH SOLE 141,107 -- -- NATIONAL SEMICONDUCTOR CORP. COM 637640103 95 7,070 SH SOLE -- -- 7,070 NATL RURAL UTILITY CFC CVT 637432873 646 26,300 SH SOLE 26,300 -- -- NATUS MEDICAL INC COM 639050103 242 14,857 SH SOLE 14,857 -- -- NATUS MEDICAL INC COM 639050103 2 149 SH SOLE -- -- 149 NAUTILUS INC COM 63910B102 16 10,823 SH SOLE 10,823 -- -- NAVIGATORS GROUP INC COM 638904102 277 6,740 SH SOLE 6,740 -- --

NAVIGATORS GROUP INC COM 638904102 6 149 SH SOLE -- -- 149 NBT BANCORP, INC. COM 628778102 367 17,953 SH SOLE 17,953 -- -- NBT BANCORP, INC. COM 628778102 8 397 SH SOLE -- -- 397 NCI BUILDING SYSTEMS INC COM 628852204 79 9,422 SH SOLE 9,422 -- -- NCI BUILDING SYSTEMS INC COM 628852204 2 287 SH SOLE -- -- 287 NCI INC COM 62886K104 82 3,612 SH SOLE 3,612 -- -- NCI INC COM 62886K104 2 73 SH SOLE -- -- 73 NEENAH PAPER INC COM 640079109 140 7,669 SH SOLE 7,669 -- -- NEENAH PAPER INC COM 640079109 4 233 SH SOLE -- -- 233 NEOGEN CORP COM 640491106 306 11,752 SH SOLE 11,752 -- -- NEOGEN CORP COM 640491106 3 117 SH SOLE -- -- 117 NETAPP INC COM 64110D104 1,813 48,605 SH SOLE 48,605 -- -- NETAPP INC COM 64110D104 74 1,980 SH SOLE -- -- 1,980 NETEZZA CORP COM 64111N101 2,023 147,900 SH SOLE 147,900 -- -- NETGEAR INC COM 64111Q104 327 18,341 SH SOLE 18,341 -- -- NETGEAR INC COM 64111Q104 3 183 SH SOLE -- -- 183 NETSCOUT SYSTEMS INC COM 64115T104 1,900 133,605 SH SOLE 133,605 -- -- NETSCOUT SYSTEMS INC COM 64115T104 3 180 SH SOLE -- -- 180 NETWORK EQUIPMENT TECH. COM 641208103 55 15,724 SH SOLE 15,724 -- -- NETWORK EQUIPMENT TECH. COM 641208103 1 328 SH SOLE -- -- 328 NEUSTAR INC-CLASS A COM 64126X201 706 34,222 SH SOLE 34,222 -- -- NEUTRAL TANDEM INC COM 64128B108 194 17,212 SH SOLE 17,212 -- -- NEUTRAL TANDEM INC COM 64128B108 2 177 SH SOLE -- -- 177 NEW GOLD INC COM 644535106 1,043 167,836 SH SOLE 167,836 -- -- NEW JERSEY RESOURCES CORP. COM 646025106 757 21,514 SH SOLE 21,514 -- -- NEW JERSEY RESOURCES CORP. COM 646025106 23 651 SH SOLE -- -- 651 NEW YORK TIMES CO. CLASS A COM 650111107 3 401 SH SOLE 401 -- -- NEWELL RUBBERMAID, INC. COM 651229106 1,370 93,571 SH SOLE 93,571 -- -- NEWELL RUBBERMAID, INC. COM 651229106 46 3,116 SH SOLE -- -- 3,116 NEWMONT MINING CORP HLDG CO COM 651639106 800 12,954 SH SOLE 12,954 -- -- NEWMONT MINING CORP HLDG CO COM 651639106 31 510 SH SOLE -- -- 510 NEWPARK RESOURCES, INC. COM 651718504 1,617 267,200 SH SOLE 267,200 -- -- NEWPORT CORP COM 651824104 173 19,108 SH SOLE 19,108 -- -- NEWPORT CORP COM 651824104 4 433 SH SOLE -- -- 433 NEWS CORP COM 65248E104 2,106 176,081 SH SOLE 176,081 -- -- NEWS CORP COM 65248E104 1,604 134,130 SH SOLE -- -- 134,130 NEXEN INC COM 65334H102 219 11,069 SH SOLE 11,069 -- -- NEXEN INC COM 65334H102 144 7,300 SH SOLE -- -- 7,300 NEXTERA ENERGY INC COM 65339F101 68 1,403 SH SOLE 1,403 -- -- NICOR, INC. COM 654086107 1,224 30,214 SH SOLE 30,214 -- -- NICOR, INC. COM 654086107 78 1,926 SH SOLE -- -- 1,926 NIKE, INC. CLASS B COM 654106103 89 1,314 SH SOLE 1,314 -- -- NIKE, INC. CLASS B COM 654106103 1,348 19,961 SH SOLE -- -- 19,961 NIKO RESOURCES LTD COM 653905109 1,441 15,434 SH SOLE 15,434 -- -- NISOURCE, INC. COM 65473P105 14 932 SH SOLE 932 -- -- NOBLE ENERGYINC COM 655044105 36 591 SH SOLE 591 -- -- NORDSTROM, INC. COM 655664100 1,664 51,681 SH SOLE 51,681 -- -- NORDSTROM, INC. COM 655664100 42 1,299 SH SOLE -- -- 1,299 NORFOLK SOUTHERN CORP COM 655844108 66 1,252 SH SOLE 1,252 -- -- NORFOLK SOUTHERN CORP COM 655844108 101 1,899 SH SOLE -- -- 1,899 NORTHEAST UTILITIES COM 664397106 1,278 50,167 SH SOLE 50,167 -- -- NORTHEAST UTILITIES COM 664397106 1,422 55,800 SH SOLE -- -- 55,800 NORTHERN TRUST CORP. COM 665859104 38 816 SH SOLE 816 -- -- NORTHROP GRUMMAN CORP. COM 666807102 8,174 150,146 SH SOLE 150,146 -- -- NORTHROP GRUMMAN CORP. COM 666807102 95 1,745 SH SOLE -- -- 1,745 NORTHWEST NATURAL GAS CO. COM 667655104 603 13,839 SH SOLE 13,839 -- -- NORTHWEST NATURAL GAS CO. COM 667655104 14 315 SH SOLE -- -- 315 NORTHWESTERN CORP COM 668074305 494 18,844 SH SOLE 18,844 -- -- NORTHWESTERN CORP COM 668074305 12 468 SH SOLE -- -- 468 NOVATEK OAO COM 669888109 6,046 84,000 SH SOLE 84,000 -- -- NOVATEL WIRELESS INC COM 66987M604 93 16,208 SH SOLE 16,208 -- -- NOVELL, INC . COM 670006105 7 1,179 SH SOLE 1,179 -- -- NOVELLUS SYSTEMS, INC. COM 670008101 8 321 SH SOLE 321 -- -- NOVOLIPET STEEL-GDR WI REG S COM 67011E204 850 32,700 SH SOLE 32,700 -- --

NOVOLIPETSK FERROUS METAL FA COM 4578741 1,598 614,520 SH SOLE 614,520 -- -- NPS PHARMACEUTICALS INC. COM 62936P103 1,010 156,900 SH SOLE 156,900 -- -- NRG ENERGY INC COM 629377508 18 864 SH SOLE 864 -- -- NSTAR COM 67019E107 700 19,986 SH SOLE 19,986 -- -- NTELOS HOLDINGS CORP COM 67020Q107 269 15,621 SH SOLE 15,621 -- -- NTELOS HOLDINGS CORP COM 67020Q107 3 152 SH SOLE -- -- 152 NTN BUZZTIME INC COM 629410309 24 45,639 SH SOLE 45,639 -- -- NUCOR CORP. COM 670346105 41 1,060 SH SOLE 1,060 -- -- NUTRI/SYSTEM INC COM 67069D108 375 16,347 SH SOLE 16,347 -- -- NUTRI/SYSTEM INC COM 67069D108 4 163 SH SOLE -- -- 163 NVIDIA CORP COM 67066G104 20 1,936 SH SOLE 1,936 -- -- NXSTAGE MEDICAL INC COM 67072V103 1,681 113,300 SH SOLE 113,300 -- -- NYSE EURONEXT COM 629491101 24 881 SH SOLE 881 -- -- OCCIDENTAL PETROLEUM CORP. COM 674599105 32,620 422,639 SH SOLE 422,639 -- -- OCEANEERING INTERNATIONAL INC COM 675232102 121 2,693 SH SOLE 2,693 -- -- O'CHARLEY'S INC. COM 670823103 52 9,855 SH SOLE 9,855 -- -- O'CHARLEY'S INC. COM 670823103 2 298 SH SOLE -- -- 298 OCZ TECHNOLOGY GROUP INC COM 67086E303 450 150,000 SH SOLE 150,000 -- -- ODYSSEY HEALTHCARE INC COM 67611V101 467 17,486 SH SOLE 17,486 -- -- ODYSSEY HEALTHCARE INC COM 67611V101 5 174 SH SOLE -- -- 174 OFFICE DEPOT, INC. COM 676220106 4 924 SH SOLE 924 -- -- OFFICEMAX INC COM 67622P101 577 44,189 SH SOLE 44,189 -- -- OFFICEMAX INC COM 67622P101 13 1,029 SH SOLE -- -- 1,029 OIL STATES INTERNATIONAL INC COM 678026105 1,692 42,760 SH SOLE 42,760 -- -- OIL STATES INTERNATIONAL INC COM 678026105 10 262 SH SOLE -- -- 262 OLD DOMINION FREIGHT LINE COM 679580100 512 14,569 SH SOLE 14,569 -- -- OLD DOMINION FREIGHT LINE COM 679580100 10 290 SH SOLE -- -- 290 OLD NATL BANCORP COM 680033107 470 45,409 SH SOLE 45,409 -- -- OLD NATL BANCORP COM 680033107 14 1,387 SH SOLE -- -- 1,387 OLYMPIC STEEL INC COM 68162K106 108 4,706 SH SOLE 4,706 -- -- OLYMPIC STEEL INC COM 68162K106 3 143 SH SOLE -- -- 143 OM GROUP INC COM 670872100 384 16,081 SH SOLE 16,081 -- -- OM GROUP INC COM 670872100 12 487 SH SOLE -- -- 487 OMEGA HEALTHCARE INVESTORS COM 681936100 37 1,851 SH SOLE 1,851 -- -- OMNICELL INC COM 68213N109 198 16,905 SH SOLE 16,905 -- -- OMNICELL INC COM 68213N109 3 284 SH SOLE -- -- 284 OMNICOM GROUP, INC. COM 681919106 2,347 68,433 SH SOLE 68,433 -- -- OMNICOM GROUP, INC. COM 681919106 920 26,823 SH SOLE -- -- 26,823 OMNIVISION TECHNOLOGIES INC COM 682128103 862 40,200 SH SOLE 40,200 -- -- ON ASSIGNMENT INC COM 682159108 95 18,892 SH SOLE 18,892 -- -- ON ASSIGNMENT INC COM 682159108 2 374 SH SOLE -- -- 374 ONEOK, INC. COM 682680103 4,272 98,778 SH SOLE 98,778 -- -- ONEOK, INC. COM 682680103 568 13,124 SH SOLE -- -- 13,124 ONEX CORP. COM 68272K103 62 2,575 SH SOLE 2,575 -- -- ONLINE INSIGHT, INC SERIES A PFD STK CVT 68277@127 14 569,949 SH SOLE 569,949 -- -- ONLINE INSIGHT, INC SERIES B PFD STK CVT 68277@135 57 1,723,449 SH SOLE 1,723,449 -- -- OPEN TEXT CORP COM 683715106 45 1,195 SH SOLE 1,195 -- -- OPNET TECHNOLOGIES INC COM 683757108 1,672 113,809 SH SOLE 113,809 -- -- OPTIONSXPRESS HOLDINGS INC COM 684010101 348 22,126 SH SOLE 22,126 -- -- OPTIONSXPRESS HOLDINGS INC COM 684010101 4 225 SH SOLE -- -- 225 ORACLE CORP. COM 68389X105 868 40,461 SH SOLE 40,461 -- -- ORBCOMM INC COM 68555P100 2 1,127 SH SOLE 1,127 -- -- ORBITAL SCIENCES CORP. COM 685564106 473 30,017 SH SOLE 30,017 -- -- ORBITAL SCIENCES CORP. COM 685564106 10 657 SH SOLE -- -- 657 O'REILLY AUTOMOTIVE, INC. COM 686091109 30,751 646,474 SH SOLE 646,474 -- -- O'REILLY AUTOMOTIVE, INC. COM 686091109 1,574 33,100 SH SOLE -- -- 33,100 OSHKOSH CORP CL B COM 688239201 5,116 164,176 SH SOLE 164,176 -- -- OSI SYSTEMS INC COM 671044105 1,866 67,206 SH SOLE 67,206 -- -- OSI SYSTEMS INC COM 671044105 5 188 SH SOLE -- -- 188 OSTEOTECH INC COM 688582105 30 9,467 SH SOLE 9,467 -- -- OWENS-ILLINOIS INC COM 690768403 5,748 217,315 SH SOLE 217,315 -- -- OWENS-ILLINOIS INC COM 690768403 516 19,524 SH SOLE -- -- 19,524 OXFORD INDS INC. COM 691497309 151 7,236 SH SOLE 7,236 -- -- OXFORD INDS INC. COM 691497309 3 139 SH SOLE -- -- 139

P G & E CORP. COM 69331C108 6,992 170,126 SH SOLE 170,126 -- -- P G & E CORP. COM 69331C108 281 6,839 SH SOLE -- -- 6,839 P. F. CHANGS CHINA BISTRO INC. COM 69333Y108 478 12,064 SH SOLE 12,064 -- -- P. F. CHANGS CHINA BISTRO INC. COM 69333Y108 5 122 SH SOLE -- -- 122 PACCAR, INC COM 693718108 2,267 56,855 SH SOLE 56,855 -- -- PACCAR, INC COM 693718108 990 24,841 SH SOLE -- -- 24,841 PACER INTERNATIONAL INC COM 69373H106 1,786 255,500 SH SOLE 255,500 -- -- PACIFIC RUBIALES ENERGY CORP COM 69480U206 6,061 269,428 SH SOLE 269,428 -- -- PACTIV CORPORATION COM 695257105 12 443 SH SOLE 443 -- -- PALL CORP COM 696429307 14 395 SH SOLE 395 -- -- PALOMAR MEDICAL TECHNOLOGIES COM 697529303 108 9,649 SH SOLE 9,649 -- -- PALOMAR MEDICAL TECHNOLOGIES COM 697529303 3 287 SH SOLE -- -- 287 PAN AMERICAN SILVER CORP COM 697900108 55 2,173 SH SOLE 2,173 -- -- PAN AMERICAN SILVER CORP COM 697900108 68 2,700 SH SOLE -- -- 2,700 PAPA JOHNS INTERNATIONAL, INC COM 698813102 254 10,992 SH SOLE 10,992 -- -- PAPA JOHNS INTERNATIONAL, INC COM 698813102 5 210 SH SOLE -- -- 210 PAR PHARMACEUTICAL COMPANIES, INC COM 69888P106 474 18,267 SH SOLE 18,267 -- -- PAR PHARMACEUTICAL COMPANIES, INC COM 69888P106 5 183 SH SOLE -- -- 183 PARAMOUNT ENERGY TRUST COM 699219101 312 65,419 SH SOLE 65,419 -- -- PAREXEL INTERNATIONAL CORP. COM 699462107 659 30,397 SH SOLE 30,397 -- -- PAREXEL INTERNATIONAL CORP. COM 699462107 11 523 SH SOLE -- -- 523 PARK ELECTROCHEMICAL CORP. COM 700416209 262 10,715 SH SOLE 10,715 -- -- PARK ELECTROCHEMICAL CORP. COM 700416209 6 235 SH SOLE -- -- 235 PARKER HANNIFIN CORP. COM 701094104 30 543 SH SOLE 543 -- -- PARKER HANNIFIN CORP. COM 701094104 1,297 23,392 SH SOLE -- -- 23,392 PARKWAY PROPERTIES, INC. COM 70159Q104 176 12,059 SH SOLE 12,059 -- -- PARKWAY PROPERTIES, INC. COM 70159Q104 5 345 SH SOLE -- -- 345 PARTNERRE LTD COM 2671932 937 13,355 SH SOLE 13,355 -- -- PARTNERRE LTD CVT 2648947 5,015 221,411 SH SOLE 221,411 -- -- PASON SYSTEMS INC COM 702925108 526 49,340 SH SOLE 49,340 -- -- PATTERSON COS INC COM 703395103 9 311 SH SOLE 311 -- -- PATTERSON-UTI ENERGY INC COM 703481101 182 14,161 SH SOLE 14,161 -- -- PAYCHEX, INC. COM 704326107 1,145 44,086 SH SOLE 44,086 -- -- PC-TEL INC. COM 69325Q105 50 9,940 SH SOLE 9,940 -- -- PC-TEL INC. COM 69325Q105 1 297 SH SOLE -- -- 297 PEABODY ENERGY CORP COM 704549104 124 3,180 SH SOLE 3,180 -- -- PEETS COFFEE & TEA INC COM 705560100 272 6,934 SH SOLE 6,934 -- -- PEETS COFFEE & TEA INC COM 705560100 3 69 SH SOLE -- -- 69 PENFORD CORP COM 707051108 39 5,971 SH SOLE 5,971 -- -- PENFORD CORP COM 707051108 1 181 SH SOLE -- -- 181 PENN VIRGINIA CORPORATION COM 707882106 476 23,680 SH SOLE 23,680 -- -- PENN VIRGINIA CORPORATION COM 707882106 14 721 SH SOLE -- -- 721 PENN WEST ENERGY TRUST COM 707885109 3,854 201,531 SH SOLE 201,531 -- -- PENN WEST ENERGY TRUST COM 707885109 63 3,300 SH SOLE -- -- 3,300 PENNSYLVANIA REAL ESTATE INV. COM 709102107 286 23,433 SH SOLE 23,433 -- -- PENNSYLVANIA REAL ESTATE INV. COM 709102107 9 759 SH SOLE -- -- 759 PEOPLE'S UNITED FINANCIAL INC COM 712704105 17 1,248 SH SOLE 1,248 -- -- PEP BOYS-MANNY, MOE & JACK COM 713278109 216 24,381 SH SOLE 24,381 -- -- PEP BOYS-MANNY, MOE & JACK COM 713278109 7 741 SH SOLE -- -- 741 PEPCO HOLDINGS INC COM 713291102 12 751 SH SOLE 751 -- -- PEPSICO, INC. COM 713448108 56,347 924,366 SH SOLE 924,366 -- -- PEPSICO, INC. COM 713448108 21 351 SH SOLE -- -- 351 PEREGRINE METALS LTD BASIC MATERIALS 71390A130 23 350,000 SH SOLE 350,000 -- -- PERFICIENT INC COM 71375U101 2,001 224,579 SH SOLE 224,579 -- -- PERFICIENT INC COM 71375U101 1 162 SH SOLE -- -- 162 PERICOM SEMICONDUCTOR CORP COM 713831105 127 13,207 SH SOLE 13,207 -- -- PERICOM SEMICONDUCTOR CORP COM 713831105 1 135 SH SOLE -- -- 135 PERKINELMER INC. COM 714046109 8 395 SH SOLE 395 -- -- PERRIGO CO. COM 714290103 333 5,638 SH SOLE 5,638 -- -- PERRY ELLIS INTERNATIONAL COM 288853104 108 5,352 SH SOLE 5,352 -- -- PERRY ELLIS INTERNATIONAL COM 288853104 3 162 SH SOLE -- -- 162 PERS COMMUNS DEVICE HLDGS LLC UNITS CL D CVT 394193 451 450,660 SH SOLE 450,660 -- -- PERSONAL COMMUNICATIONS DEVICES HOLDINGS CLASS A LLC UNTS CVT 999PM9$67 10,033 10,028,966 SH SOLE 10,028,966 -- -- PETMED EXPRESS INC COM 716382106 213 11,992 SH SOLE 11,992 -- --

PETMED EXPRESS INC COM 716382106 2 121 SH SOLE -- -- 121 PETROBAKKEN ENERGY LTD COM 71645A109 75 3,772 SH SOLE 3,772 -- -- PETROBANK ENERGY & RESOURCES COM 71645P106 66 1,863 SH SOLE 1,863 -- -- PETROCHINA CO LTD COM 71646E100 369 3,360 SH SOLE 3,360 -- -- PETROLEUM DEVELOPMENT CORP COM 716578109 257 10,032 SH SOLE 10,032 -- -- PETROLEUM DEVELOPMENT CORP COM 716578109 8 305 SH SOLE -- -- 305 PETROQUEST ENERGY INC COM 716748108 187 27,639 SH SOLE 27,639 -- -- PETROQUEST ENERGY INC COM 716748108 4 551 SH SOLE -- -- 551 PETSMART, INC COM 716768106 424 14,042 SH SOLE 14,042 -- -- PFIZER, INC. COM 717081103 9,271 650,117 SH SOLE 650,117 -- -- PFIZER, INC. COM 717081103 270 18,914 SH SOLE -- -- 18,914 PHARMERICA CORP COM 71714F104 234 15,965 SH SOLE 15,965 -- -- PHARMERICA CORP COM 71714F104 7 487 SH SOLE -- -- 487 PHARMSTANDARD COM 717140107 99 5,447 SH SOLE 5,447 -- -- PHARMSTANDARD COM 717140206 15,645 708,250 SH SOLE 708,250 -- -- PHASE FORWARD INC COM 71721R406 1,931 115,790 SH SOLE 115,790 -- -- PHASE FORWARD INC COM 71721R406 4 228 SH SOLE -- -- 228 PHILIP MORRIS INTERNATIONAL INC COM 718172109 12,314 268,633 SH SOLE 268,633 -- -- PHILIP MORRIS INTERNATIONAL INC COM 718172109 336 7,336 SH SOLE -- -- 7,336 PHILLIPS-VAN HEUSEN CORP COM 718592108 527 11,400 SH SOLE 11,400 -- -- PHILLIPS-VAN HEUSEN CORP COM 718592108 1,411 30,500 SH SOLE -- -- 30,500 PHOENIX TECHNOLOGIES, LTD. COM 719153108 53 18,400 SH SOLE 18,400 -- -- PHOENIX TECHNOLOGIES, LTD. COM 719153108 1 360 SH SOLE -- -- 360 PIEDMONT NATURAL GAS CO., INC. COM 720186105 946 37,376 SH SOLE 37,376 -- -- PIEDMONT NATURAL GAS CO., INC. COM 720186105 29 1,132 SH SOLE -- -- 1,132 PINEBRIDGE GLOBAL FUNDS - PINEBRIDGE GLOBAL EQUITY FUND - CLASS Y COM 0489643 SH SOLE -- -- PINNACLE FINANCIAL PARTNERS COM 72346Q104 223 17,379 SH SOLE 17,379 -- -- PINNACLE FINANCIAL PARTNERS COM 72346Q104 7 525 SH SOLE -- -- 525 PINNACLE WEST CAPITAL CORP. COM 723484101 13 366 SH SOLE 366 -- -- PIONEER DRILLING COMPANY COM 723655106 160 28,190 SH SOLE 28,190 -- -- PIONEER DRILLING COMPANY COM 723655106 5 861 SH SOLE -- -- 861 PIONEER NATURAL RESOURCES CORP COM 723787107 23 388 SH SOLE 388 -- -- PIPER JAFFRAY COS COM 724078100 290 9,012 SH SOLE 9,012 -- -- PIPER JAFFRAY COS COM 724078100 7 217 SH SOLE -- -- 217 PITNEY BOWES, INC. COM 724479100 5,378 244,900 SH SOLE 244,900 -- -- PITNEY BOWES, INC. COM 724479100 658 29,942 SH SOLE -- -- 29,942 PLEXUS CORP. COM 729132100 562 21,026 SH SOLE 21,026 -- -- PLEXUS CORP. COM 729132100 10 373 SH SOLE -- -- 373 PLUM CREEK TIMBER CO INC COM 729251108 1,064 30,804 SH SOLE 30,804 -- -- PLUM CREEK TIMBER CO INC COM 729251108 72 2,083 SH SOLE -- -- 2,083 PNC FINANCIAL SERVICES COM 693475105 10,120 179,107 SH SOLE 179,107 -- -- PNC FINANCIAL SERVICES COM 693475105 1,797 31,806 SH SOLE -- -- 31,806 POLARIS INDUSTRIES, INC. COM 731068102 942 17,254 SH SOLE 17,254 -- -- POLARIS INDUSTRIES, INC. COM 731068102 9 173 SH SOLE -- -- 173 POLO RALPH LAUREN CO COM 731572103 1,922 26,350 SH SOLE 26,350 -- -- POLO RALPH LAUREN CO COM 731572103 90 1,237 SH SOLE -- -- 1,237 POLYMETAL COM 731789202 1,564 124,300 SH SOLE 124,300 -- -- POLYONE CORPORATION COM 73179P106 962 114,221 SH SOLE 114,221 -- -- POLYONE CORPORATION COM 73179P106 8 998 SH SOLE -- -- 998 POOL CORP COM 73278L105 565 25,774 SH SOLE 25,774 -- -- POOL CORP COM 73278L105 17 779 SH SOLE -- -- 779 PORTFOLIO RECOVERY ASSOCIATE COM 73640Q105 590 8,840 SH SOLE 8,840 -- -- PORTFOLIO RECOVERY ASSOCIATE COM 73640Q105 6 89 SH SOLE -- -- 89 POST PROPERTIES, INC. COM 737464107 544 23,922 SH SOLE 23,922 -- -- POST PROPERTIES, INC. COM 737464107 18 771 SH SOLE -- -- 771 POTASH CORP OF SASKATCHEWAN COM 73755L107 5,189 60,026 SH SOLE 60,026 -- -- POTASH CORP OF SASKATCHEWAN COM 73755L107 406 4,700 SH SOLE -- -- 4,700 POWELL INDUSTRIES INC COM 739128106 125 4,585 SH SOLE 4,585 -- -- POWELL INDUSTRIES INC COM 739128106 2 65 SH SOLE -- -- 65 POWER CORP OF CANADA COM 739239101 190 7,890 SH SOLE 7,890 -- -- POWER CORP OF CANADA COM 739239101 60 2,500 SH SOLE -- -- 2,500 POWER FINANCIAL CORP COM 73927C100 2,067 80,370 SH SOLE 80,370 -- -- POWERSECURE INTERNATIONAL INC COM 73936N105 804 88,400 SH SOLE 88,400 -- -- POWERSHARES DB COMMODITY INDEX TRACKING FUND COM 73935S105 102,565 4,755,000 SH SOLE 4,755,000 -- --

PPG INDUSTRIES, INC. COM 693506107 4,988 82,561 SH SOLE 82,561 -- -- PPG INDUSTRIES, INC. COM 693506107 135 2,232 SH SOLE -- -- 2,232 PPL CORPORATION COM 69351T106 8,942 358,412 SH SOLE 358,412 -- -- PPL CORPORATION COM 69351T106 186 7,442 SH SOLE -- -- 7,442 PRAXAIR, INC. COM 74005P104 79 1,037 SH SOLE 1,037 -- -- PRAXAIR, INC. COM 74005P104 628 8,261 SH SOLE -- -- 8,261 PRECISION CASTPARTS CORP. COM 740189105 49 479 SH SOLE 479 -- -- PREFERREDPLUS TRST VER-1 CVT 740434717 1,482 57,411 SH SOLE 57,411 -- -- PREPAID LEGAL SERVICES, INC. COM 740065107 159 3,494 SH SOLE 3,494 -- -- PREPAID LEGAL SERVICES, INC. COM 740065107 3 62 SH SOLE -- -- 62 PRESIDENTIAL LIFE CORP. COM 740884101 98 10,786 SH SOLE 10,786 -- -- PRESIDENTIAL LIFE CORP. COM 740884101 3 329 SH SOLE -- -- 329 PRICELINE.COM INC COM 741503403 593 3,360 SH SOLE 3,360 -- -- PRICELINE.COM INC COM 741503403 1,536 8,700 SH SOLE -- -- 8,700 PRINCIPAL FINANCIAL GROUP COM 74251V102 2,858 121,907 SH SOLE 121,907 -- -- PRINCIPAL FINANCIAL GROUP COM 74251V102 294 12,538 SH SOLE -- -- 12,538 PRIVATEBANCORP INC COM 742962103 338 30,518 SH SOLE 30,518 -- -- PRIVATEBANCORP INC COM 742962103 10 931 SH SOLE -- -- 931 PROASSURANCE CORPORATION COM 74267C106 961 16,934 SH SOLE 16,934 -- -- PROASSURANCE CORPORATION COM 74267C106 29 516 SH SOLE -- -- 516 PROCTER & GAMBLE CO. COM 742718109 20,921 348,804 SH SOLE 348,804 -- -- PROCTER & GAMBLE CO. COM 742718109 556 9,267 SH SOLE -- -- 9,267 PROGRESS ENERGY INC. COM 743263105 38 971 SH SOLE 971 -- -- PROGRESS ENERGY RESOURCES CORP COM 74326Y107 49 4,186 SH SOLE 4,186 -- -- PROGRESS SOFTWARE CORP. COM 743312100 660 21,971 SH SOLE 21,971 -- -- PROGRESS SOFTWARE CORP. COM 743312100 13 443 SH SOLE -- -- 443 PROGRESSIVE CORP. COM 743315103 3,182 169,971 SH SOLE 169,971 -- -- PROGRESSIVE CORP. COM 743315103 145 7,765 SH SOLE -- -- 7,765 PROVIDENT ENERGY TRUST COM 74386K104 654 95,340 SH SOLE 95,340 -- -- PRUDENTIAL FINANCIAL INC COM 744320102 3,519 65,581 SH SOLE 65,581 -- -- PRUDENTIAL FINANCIAL INC CVT 744320508 2,892 106,400 SH SOLE 106,400 -- -- PRUDENTIAL FINANCIAL INC COM 744320102 1,086 20,240 SH SOLE -- -- 20,240 PRUDENTIAL PLC CVT B02FFZ2 2,762 119,600 SH SOLE 119,600 -- -- PRUDENTIAL PLC CVT B0G4027 3,623 155,500 SH SOLE 155,500 -- -- PS BUSINESS PARKS INC COM 69360J107 527 9,443 SH SOLE 9,443 -- -- PS BUSINESS PARKS INC COM 69360J107 10 176 SH SOLE -- -- 176 PSEG ENERGY HOLDINGS COM 744573106 54 1,710 SH SOLE 1,710 -- -- PSS WORLD MEDICAL, INC COM 69366A100 630 29,783 SH SOLE 29,783 -- -- PSS WORLD MEDICAL, INC COM 69366A100 13 595 SH SOLE -- -- 595 PSYCHIATRIC SOLUTIONS INC COM 74439H108 654 20,000 SH SOLE 20,000 -- -- PUBLIC STORAGE COM 74460D109 1,936 22,028 SH SOLE 22,028 -- -- PUBLIC STORAGE COM 74460D109 120 1,361 SH SOLE -- -- 1,361 PUDA COAL INC COM 744674300 379 51,700 SH SOLE 51,700 -- -- PULTE GROUP INC COM 745867101 9 1,069 SH SOLE 1,069 -- -- QEP RESOURCES INC COM 74733V100 18 592 SH SOLE 592 -- -- QLOGIC CORP. COM 747277101 6 381 SH SOLE 381 -- -- QUAKER CHEM CORP COM COM 747316107 158 5,818 SH SOLE 5,818 -- -- QUAKER CHEM CORP COM COM 747316107 5 176 SH SOLE -- -- 176 QUALCOMM, INC. COM 747525103 2,133 64,962 SH SOLE 64,962 -- -- QUALCOMM, INC. COM 747525103 1,764 53,709 SH SOLE -- -- 53,709 QUALITY DISTRIBUTION INC COM 74756M102 1,530 296,000 SH SOLE 296,000 -- -- QUALITY SYSTEMS INC COM 747582104 576 9,932 SH SOLE 9,932 -- -- QUALITY SYSTEMS INC COM 747582104 6 100 SH SOLE -- -- 100 QUANEX BUILDING PRODUCTS CORP COM 747619104 341 19,723 SH SOLE 19,723 -- -- QUANEX BUILDING PRODUCTS CORP COM 747619104 8 443 SH SOLE -- -- 443 QUANTA SERVICES INC COM 74762E102 15 714 SH SOLE 714 -- -- QUEST DIAGNOSTICS, INC. COM 74834L100 25 512 SH SOLE 512 -- -- QUESTCOR PHARMACEUTICALS INC COM 74835Y101 2,118 207,400 SH SOLE 207,400 -- -- QUICKSILVER, INC. COM 74838C106 248 67,142 SH SOLE 67,142 -- -- QUICKSILVER, INC. COM 74838C106 8 2,045 SH SOLE -- -- 2,045 QWEST COMMUNICATIONS INTERNATIONAL INC COM 749121109 446 85,024 SH SOLE 85,024 -- -- QWEST COMMUNICATIONS INTERNATIONAL INC COM 749121109 130 24,741 SH SOLE -- -- 24,741 R. R. DONNELLEY AND SONS CO. COM 257867101 3,721 227,320 SH SOLE 227,320 -- -- R. R. DONNELLEY AND SONS CO. COM 257867101 256 15,643 SH SOLE -- -- 15,643

RADIANT SYSTEMS, INC. COM 75025N102 212 14,687 SH SOLE 14,687 -- -- RADIANT SYSTEMS, INC. COM 75025N102 2 145 SH SOLE -- -- 145 RADIOSHACK CORP. COM 750438103 25,703 1,316,780 SH SOLE 1,316,780 -- -- RADISYS CORP. COM 750459109 119 12,491 SH SOLE 12,491 -- -- RADISYS CORP. COM 750459109 3 270 SH SOLE -- -- 270 RANGE RESOURCES CORP COM 75281A109 22 537 SH SOLE 537 -- -- RAYMOND JAMES FINANCIAL INC COM 754730109 75 3,057 SH SOLE 3,057 -- -- RAYONIER, INC. COM 754907103 3,118 70,831 SH SOLE 70,831 -- -- RAYTHEON CO. COM 755111507 11,513 237,911 SH SOLE 237,911 -- -- RAYTHEON CO. COM 755111507 292 6,024 SH SOLE -- -- 6,024 RC2 CORP COM 749388104 180 11,192 SH SOLE 11,192 -- -- RC2 CORP COM 749388104 4 242 SH SOLE -- -- 242 READERS DIGEST ASSN INC WTS PRINTING& PUBLIS 75799M926 16,919 SH SOLE -- -- 16,919 RECRA ENVIRONMENTAL INC COM 75627*105 239,440 SH SOLE 239,440 -- -- RED BACK MINING INC. COM 756297107 3,421 134,883 SH SOLE 134,883 -- -- RED HAT, INC. COM 756577102 19 641 SH SOLE 641 -- -- RED ROBIN GOURMET BURGERS COM 75689M101 139 8,128 SH SOLE 8,128 -- -- RED ROBIN GOURMET BURGERS COM 75689M101 4 248 SH SOLE -- -- 248 REDWOOD MICROSYSTEMS COM 999REDW*7 420,178 SH SOLE 420,178 -- -- REGENERON PHARMACEUTICALS INC. COM 75886F107 752 33,713 SH SOLE 33,713 -- -- REGENERON PHARMACEUTICALS INC. COM 75886F107 7 335 SH SOLE -- -- 335 REGIONS FINANCIAL CORP COM 7591EP100 3,313 503,488 SH SOLE 503,488 -- -- REGIONS FINANCIAL CORP COM 7591EP100 124 18,772 SH SOLE -- -- 18,772 REHAB CARE GROUP COM 759148109 282 12,935 SH SOLE 12,935 -- -- REHAB CARE GROUP COM 759148109 3 129 SH SOLE -- -- 129 REITMANS CANADA LTD COM 759404205 61 3,474 SH SOLE 3,474 -- -- RELIANCE STEEL & ALUMINIUM CO. COM 759509102 276 7,643 SH SOLE 7,643 -- -- RENAISSANCERE HOLDINGS LTD COM 2728429 414 7,360 SH SOLE 7,360 -- -- REPUBLIC SERVICES IN COM 760759100 1,287 43,295 SH SOLE 43,295 -- -- REPUBLIC SERVICES IN COM 760759100 3,357 112,900 SH SOLE -- -- 112,900 RES-CARE INC COM 760943100 129 13,328 SH SOLE 13,328 -- -- RES-CARE INC COM 760943100 4 408 SH SOLE -- -- 408 RESEARCH IN MOTION LTD COM 760975102 3,013 61,067 SH SOLE 61,067 -- -- RESEARCH IN MOTION LTD COM 760975102 321 6,500 SH SOLE -- -- 6,500 RESOURCE CAPITAL CORP COM 76120W302 14 2,397 SH SOLE 2,397 -- -- REWARDS NETWORK INC COM 761557206 63 4,581 SH SOLE 4,581 -- -- REWARDS NETWORK INC COM 761557206 2 139 SH SOLE -- -- 139 REYNOLDS AMERICAN INC COM 761713106 30 575 SH SOLE 575 -- -- RG BARRY CORP COM 068798107 676 61,300 SH SOLE 61,300 -- -- RIOCAN REAL ESTATE INVESTMENT TRUST COM 766910103 47 2,630 SH SOLE 2,630 -- -- RITCHIE BROS AUCTIONEERS INC COM 767744105 30 1,656 SH SOLE 1,656 -- -- RIVERBED TECHNOLOGY INC COM 768573107 276 10,004 SH SOLE 10,004 -- -- RLI CORP. COM 749607107 473 9,013 SH SOLE 9,013 -- -- RLI CORP. COM 749607107 11 204 SH SOLE -- -- 204 ROBBINS & MYERS, INC. COM 770196103 373 17,159 SH SOLE 17,159 -- -- ROBBINS & MYERS, INC. COM 770196103 11 522 SH SOLE -- -- 522 ROBERT HALF INTERNATIONAL INC. COM 770323103 12 506 SH SOLE 506 -- -- ROCKWELL AUTOMATION INC COM 773903109 361 7,362 SH SOLE 7,362 -- -- ROCKWELL COLLINS INC COM 774341101 178 3,343 SH SOLE 3,343 -- -- ROGERS COMMUNICATIONS INC COM 775109200 16,763 511,196 SH SOLE 511,196 -- -- ROGERS COMMUNICATIONS INC COM 775109200 1,849 56,390 SH SOLE -- -- 56,390 ROGERS CORP. COM 775133101 228 8,221 SH SOLE 8,221 -- -- ROGERS CORP. COM 775133101 7 250 SH SOLE -- -- 250 RONA INC COM 776249104 1,256 84,902 SH SOLE 84,902 -- -- ROPER INDUSTRIES, INC. COM 776696106 18 318 SH SOLE 318 -- -- ROSNEFT OIL CO COM B17KP48 1,922 315,000 SH SOLE 315,000 -- -- ROSNEFT OIL CO - GDR COM 67812M207 33,694 5,455,692 SH SOLE 5,455,692 -- -- ROSS STORES, INC. COM 778296103 2,384 44,735 SH SOLE 44,735 -- -- ROVI CORP COM 779376102 1,566 41,300 SH SOLE 41,300 -- -- ROVI CORP COM 779376102 4,189 110,500 SH SOLE -- -- 110,500 ROWAN COMPANIES, INC. COM 779382100 1,017 46,359 SH SOLE 46,359 -- -- ROWAN COMPANIES, INC. COM 779382100 46 2,105 SH SOLE -- -- 2,105 ROYAL BANK OF CANADA COM 780087102 11,495 240,473 SH SOLE 240,473 -- -- ROYAL BANK OF CANADA COM 780087102 1,066 22,300 SH SOLE -- -- 22,300

RTI INTERNATIONAL METALS, INC. COM 74973W107 378 15,669 SH SOLE 15,669 -- -- RTI INTERNATIONAL METALS, INC. COM 74973W107 7 293 SH SOLE -- -- 293 RUBY TUESDAY, INC. COM 781182100 286 33,600 SH SOLE 33,600 -- -- RUBY TUESDAY, INC. COM 781182100 9 1,025 SH SOLE -- -- 1,025 RUDOLPH TECHNOLOGIES INC. COM 781270103 123 16,276 SH SOLE 16,276 -- -- RUDOLPH TECHNOLOGIES INC. COM 781270103 3 332 SH SOLE -- -- 332 RUSHYDRO COM 466294105 3,173 647,990 SH SOLE 647,990 -- -- RUSHYDRO COM B2NWKZ1 22,866 472,502,740 SH SOLE 472,502,740 -- -- RUSHYDRO COM 466294105 960 196,285 SH SOLE -- -- 196,285 RUTH'S HOSPITALITY GROUP INC COM 783332109 62 14,920 SH SOLE 14,920 -- -- RUTH'S HOSPITALITY GROUP INC COM 783332109 2 505 SH SOLE -- -- 505 RYANAIR HOLDINGS PLC-SP ADR COM 783513104 25 918 SH SOLE 918 -- -- RYANAIR HOLDINGS PLC-SP ADR COM 783513104 25 934 SH SOLE -- -- 934 RYDER SYSTEM, INC. COM 783549108 677 16,822 SH SOLE 16,822 -- -- RYDER SYSTEM, INC. COM 783549108 43 1,066 SH SOLE -- -- 1,066 S&T BANCORP, INC. COM 783859101 248 12,536 SH SOLE 12,536 -- -- S&T BANCORP, INC. COM 783859101 8 384 SH SOLE -- -- 384 SAFETY INSURANCE GROUP INC COM 78648T100 293 7,904 SH SOLE 7,904 -- -- SAFETY INSURANCE GROUP INC COM 78648T100 9 239 SH SOLE -- -- 239 SAFEWAY INC COM 786514208 5,114 260,100 SH SOLE 260,100 -- -- SAFEWAY INC COM 786514208 767 39,001 SH SOLE -- -- 39,001 SAIC INC COM 78390X101 17 990 SH SOLE 990 -- -- SALESFORCE.COM INC COM 79466L302 1,071 12,483 SH SOLE 12,483 -- -- SALESFORCE.COM INC COM 79466L302 2,781 32,400 SH SOLE -- -- 32,400 SALIX PHARMACEUTICALS COM 795435106 2,340 59,965 SH SOLE 59,965 -- -- SALIX PHARMACEUTICALS COM 795435106 11 293 SH SOLE -- -- 293 SANDERSON FARMS, INC. COM 800013104 517 10,180 SH SOLE 10,180 -- -- SANDERSON FARMS, INC. COM 800013104 5 101 SH SOLE -- -- 101 SANDISK CORP. COM 80004C101 1,308 31,093 SH SOLE 31,093 -- -- SANDISK CORP. COM 80004C101 42 1,008 SH SOLE -- -- 1,008 SAPUTO INC COM 802912105 101 3,519 SH SOLE 3,519 -- -- SARA LEE CORP. COM 803111103 5,781 409,986 SH SOLE 409,986 -- -- SARA LEE CORP. COM 803111103 787 55,835 SH SOLE -- -- 55,835 SATURNS - DOW 2003-4 CVT 80411C207 1,414 57,050 SH SOLE 57,050 -- -- SATURNS-GS 2004-04 CVT 80411Y209 242 11,600 SH SOLE 11,600 -- -- SATURNS-VZ 2004-1 CVT 80410F201 1,201 47,779 SH SOLE 47,779 -- -- SAUL CENTERS, INC. COM 804395101 12 302 SH SOLE 302 -- -- SAVANNA ENERGY SERVICES CORP COM 804694107 409 71,981 SH SOLE 71,981 -- -- SAVIENT PHARMACEUTICALS INC COM 80517Q100 443 35,170 SH SOLE 35,170 -- -- SAVIENT PHARMACEUTICALS INC COM 80517Q100 4 352 SH SOLE -- -- 352 SBERBANK RF-$ US COM B56C9L8 40,833 16,726,760 SH SOLE 16,726,760 -- -- SCANA CORP COM 80589M102 14 384 SH SOLE 384 -- -- SCANSOURCE INC COM 806037107 349 13,988 SH SOLE 13,988 -- -- SCANSOURCE INC COM 806037107 11 422 SH SOLE -- -- 422 SCHLUMBERGER, LTD. COM 806857108 1,317 23,801 SH SOLE 23,801 -- -- SCHLUMBERGER, LTD. COM 806857108 2,179 39,368 SH SOLE -- -- 39,368 SCHOOL SPECIALTY, INC. COM 807863105 151 8,351 SH SOLE 8,351 -- -- SCHOOL SPECIALTY, INC. COM 807863105 5 255 SH SOLE -- -- 255 SCHULMAN, A. INC. COM 808194104 311 16,405 SH SOLE 16,405 -- -- SCHULMAN, A. INC. COM 808194104 9 496 SH SOLE -- -- 496 SCHWEITZER-MAUDUIT INC. COM 808541106 483 9,566 SH SOLE 9,566 -- -- SCHWEITZER-MAUDUIT INC. COM 808541106 5 93 SH SOLE -- -- 93 SCRIPPS NETWORKS INTERACTIVE COM 811065101 12 307 SH SOLE 307 -- -- SEACOAST BANKING CORP OF FLORIDA COM 811707306 399 299,700 SH SOLE 299,700 -- -- SEACOR HOLDINGS INC COM 811904101 830 11,750 SH SOLE 11,750 -- -- SEACOR HOLDINGS INC COM 811904101 15 215 SH SOLE -- -- 215 SEAGATE TECHNOLOGY COM 2166245 1,614 123,775 SH SOLE 123,775 -- -- SEAHAWK DRILLING INC COM 81201R107 60 6,184 SH SOLE 6,184 -- -- SEAHAWK DRILLING INC COM 81201R107 2 186 SH SOLE -- -- 186 SEALED AIR CORP COM 81211K100 71 3,609 SH SOLE 3,609 -- -- SEARS HOLDINGS CORP COM 812350106 11 163 SH SOLE 163 -- -- SELECTIVE INSURANCE GROUP, INC COM 816300107 412 27,743 SH SOLE 27,743 -- -- SELECTIVE INSURANCE GROUP, INC COM 816300107 13 844 SH SOLE -- -- 844 SEMAFO INC COM 816922108 745 98,317 SH SOLE 98,317 -- --

SEMICONDUCTOR HOLDRS TRUST COM 816636203 1,213 46,800 SH SOLE 46,800 -- -- SEMPRA ENERGY COM 816851109 39 837 SH SOLE 837 -- -- SENIOR HOUSING PROP TRUST COM 81721M109 57 2,829 SH SOLE 2,829 -- -- SFN GROUP INC COM 784153108 147 26,997 SH SOLE 26,997 -- -- SFN GROUP INC COM 784153108 4 809 SH SOLE -- -- 809 SHAW COMMUNICATIONS INC - B COM 82028K200 133 7,358 SH SOLE 7,358 -- -- SHAW COMMUNICATIONS INC - B COM 82028K200 31 1,700 SH SOLE -- -- 1,700 SHERRITT INTERNATIONAL CORP COM 823901103 30 5,500 SH SOLE 5,500 -- -- SHERRITT INTERNATIONAL CORP COM 823901103 32 5,900 SH SOLE -- -- 5,900 SHERWIN-WILLIAMS CO. COM 824348106 2,938 42,465 SH SOLE 42,465 -- -- SHERWIN-WILLIAMS CO. COM 824348106 849 12,264 SH SOLE -- -- 12,264 SHOE CARNIVAL INC COM 824889109 2,586 126,074 SH SOLE 126,074 -- -- SHOPPERS DRUG MART CORP COM 82509W103 140 4,502 SH SOLE 4,502 -- -- SHOPPERS DRUG MART CORP COM 82509W103 394 12,700 SH SOLE -- -- 12,700 SHREVEPORT GAMING HOLDINGS INC COM 825427107 643 40,949 SH SOLE 40,949 -- -- SHREVEPORT GAMING HOLDINGS INC COM 825427107 292 21,299 SH SOLE -- -- 21,299 SHUFFLE MASTER, INC. COM 825549108 224 27,915 SH SOLE 27,915 -- -- SHUFFLE MASTER, INC. COM 825549108 2 283 SH SOLE -- -- 283 SIGMA ALDRICH CORP. COM 826552101 2,147 43,083 SH SOLE 43,083 -- -- SIGMA ALDRICH CORP. COM 826552101 173 3,479 SH SOLE -- -- 3,479 SIGMA DESIGNS INC COM 826565103 141 14,064 SH SOLE 14,064 -- -- SIGMA DESIGNS INC COM 826565103 1 141 SH SOLE -- -- 141 SIGNATURE BANK COM 82669G104 810 21,305 SH SOLE 21,305 -- -- SIGNATURE BANK COM 82669G104 8 214 SH SOLE -- -- 214 SILVER WHEATON CORP COM 828336107 130 6,465 SH SOLE 6,465 -- -- SILVER WHEATON CORP COM 828336107 151 7,500 SH SOLE -- -- 7,500 SIMMONS FIRST NATIONAL CORP. COM 828730200 212 8,067 SH SOLE 8,067 -- -- SIMMONS FIRST NATIONAL CORP. COM 828730200 6 239 SH SOLE -- -- 239 SIMON PROPERTY GROUP INC COM 828806109 148 1,839 SH SOLE 1,839 -- -- SIMPSON MANUFACTURING CO. COM 829073105 493 20,071 SH SOLE 20,071 -- -- SIMPSON MANUFACTURING CO. COM 829073105 15 612 SH SOLE -- -- 612 SINO-FOREST CORP COM 82934H101 76 5,295 SH SOLE 5,295 -- -- SINO-FOREST CORP COM 82934H101 37 2,600 SH SOLE -- -- 2,600 SIRIUS XM RADIO INC COM 82967N108 372 391,741 SH SOLE 391,741 -- -- SIRONA DENTAL SYSTEMS INC COM 82966C103 404 11,600 SH SOLE 11,600 -- -- SIRONA DENTAL SYSTEMS INC COM 82966C103 1,080 31,000 SH SOLE -- -- 31,000 SISTEMA JSFC COM 48122U204 3,787 160,800 SH SOLE 160,800 -- -- SKECHERS USA INC. CL-A COM 830566105 2,599 71,180 SH SOLE 71,180 -- -- SKECHERS USA INC. CL-A COM 830566105 1,976 54,094 SH SOLE -- -- 54,094 SKYLINE CORP. COM 830830105 64 3,541 SH SOLE 3,541 -- -- SKYLINE CORP. COM 830830105 2 108 SH SOLE -- -- 108 SKYWEST INC COM 830879102 356 29,141 SH SOLE 29,141 -- -- SKYWEST INC COM 830879102 11 885 SH SOLE -- -- 885 SKYWORKS SOLUTIONS INC COM 83088M102 1,546 92,105 SH SOLE 92,105 -- -- SKYWORKS SOLUTIONS INC COM 83088M102 15 918 SH SOLE -- -- 918 SL GREEN REALTY CORP COM 78440X101 20 362 SH SOLE 362 -- -- SLM CORP COM 78442P106 17 1,639 SH SOLE 1,639 -- -- SLM CORP CVT 78442P601 3,008 184,000 SH SOLE 184,000 -- -- SLM CORP CVT 78442P403 2,188 133,000 SH SOLE -- -- 133,000 SM ENERGY CO COM 78454L100 1,675 41,706 SH SOLE 41,706 -- -- SM ENERGY CO COM 78454L100 13 329 SH SOLE -- -- 329 SMFG PREFERRED CAPITAL CVT 78454AAA2 4,537 5,069,000 SH SOLE 5,069,000 -- -- SMFG PREFERRED CAPITAL CVT 78454AAA2 1,281 1,431,000 SH SOLE -- -- 1,431,000 SMITH INTERNATIONAL, INC. COM 832110100 2,851 75,723 SH SOLE 75,723 -- -- SMITH INTERNATIONAL, INC. COM 832110100 138 3,662 SH SOLE -- -- 3,662 SMITH MICRO SOFTWARE INC COM 832154108 1,997 209,994 SH SOLE 209,994 -- -- SMITH MICRO SOFTWARE INC COM 832154108 1 156 SH SOLE -- -- 156 SMITH, A.O. CORP. COM 831865209 575 11,936 SH SOLE 11,936 -- -- SMITH, A.O. CORP. COM 831865209 11 233 SH SOLE -- -- 233 SNAP-ON, INC. COM 833034101 8 194 SH SOLE 194 -- -- SNC-LAVALIN GROUP INC COM 78460T105 131 3,249 SH SOLE 3,249 -- -- SONIC AUTOMOTIVE INC COM 83545G102 178 20,828 SH SOLE 20,828 -- -- SONIC AUTOMOTIVE INC COM 83545G102 4 482 SH SOLE -- -- 482 SONIC CORP. COM 835451105 247 31,866 SH SOLE 31,866 -- --

SONIC CORP. COM 835451105 2 322 SH SOLE -- -- 322 SONIC SOLUTIONS COM 835460106 133 15,960 SH SOLE 15,960 -- -- SONIC SOLUTIONS COM 835460106 2 287 SH SOLE -- -- 287 SONOCO PRODUCTS CO COM 835495102 924 30,300 SH SOLE 30,300 -- -- SOUTH FINANCIAL GROUP INC. COM 837841105 31 113,203 SH SOLE 113,203 -- -- SOUTH FINANCIAL GROUP INC. COM 837841105 1 3,722 SH SOLE -- -- 3,722 SOUTH JERSEY INDUSTRIES, INC. COM 838518108 669 15,563 SH SOLE 15,563 -- -- SOUTH JERSEY INDUSTRIES, INC. COM 838518108 20 474 SH SOLE -- -- 474 SOUTHERN CO COM 842587107 93 2,789 SH SOLE 2,789 -- -- SOUTHERN COPPER CORP COM 84265V105 7,379 278,021 SH SOLE 278,021 -- -- SOUTHERN COPPER CORP COM 84265V105 366 13,780 SH SOLE -- -- 13,780 SOUTHWEST AIRLINES CO. COM 844741108 1,250 112,530 SH SOLE 112,530 -- -- SOUTHWEST AIRLINES CO. COM 844741108 249 22,380 SH SOLE -- -- 22,380 SOUTHWEST BANCORP INC/STILLWATER OK COM 844767103 670 50,400 SH SOLE 50,400 -- -- SOUTHWEST GAS CORP COM 844895102 697 23,637 SH SOLE 23,637 -- -- SOUTHWEST GAS CORP COM 844895102 21 714 SH SOLE -- -- 714 SOUTHWESTERN ENERGY CO. COM 845467109 45 1,171 SH SOLE 1,171 -- -- SOVRAN SELF STORAGE, INC. COM 84610H108 461 13,395 SH SOLE 13,395 -- -- SOVRAN SELF STORAGE, INC. COM 84610H108 10 302 SH SOLE -- -- 302 SPARTAN MOTORS INC COM 846819100 72 17,122 SH SOLE 17,122 -- -- SPARTAN MOTORS INC COM 846819100 1 345 SH SOLE -- -- 345 SPARTAN STORES INC COM 846822104 161 11,750 SH SOLE 11,750 -- -- SPARTAN STORES INC COM 846822104 5 357 SH SOLE -- -- 357 SPDR S&P 500 ETF TRUST COM 78462F103 31,702 307,135 SH SOLE 307,135 -- -- SPDR S&P 500 ETF TRUST COM 78462F103 378 3,666 SH SOLE -- -- 3,666 SPECTRA ENERGY CORP COM 847560109 44 2,188 SH SOLE 2,188 -- -- SPECTRA ENERGY CORP COM 847560109 1,469 73,173 SH SOLE -- -- 73,173 SPRINT NEXTEL CORP COM 852061100 481 113,476 SH SOLE 113,476 -- -- SPRINT NEXTEL CORP COM 852061100 159 37,461 SH SOLE -- -- 37,461 SPS COMMERCE INC COM 78463M107 761 65,500 SH SOLE 65,500 -- -- SPX CORP. COM 784635104 1,074 20,345 SH SOLE 20,345 -- -- SPX CORP. COM 784635104 201 3,803 SH SOLE -- -- 3,803 ST JUDE MEDICAL, INC. COM 790849103 40 1,101 SH SOLE 1,101 -- -- STAGE STORES INC COM 85254C305 214 19,992 SH SOLE 19,992 -- -- STAGE STORES INC COM 85254C305 6 606 SH SOLE -- -- 606 STALLION OILFIELD SVCS LTD COM 85259@909 1,930 53,296 SH SOLE -- -- 53,296 STAMPS.COM INC COM 852857200 57 5,555 SH SOLE 5,555 -- -- STANCORP FINANCIAL GROUP, INC. COM 852891100 1,818 44,852 SH SOLE 44,852 -- -- STANDARD MICROSYSTEMS CORP. COM 853626109 272 11,684 SH SOLE 11,684 -- -- STANDARD MICROSYSTEMS CORP. COM 853626109 6 264 SH SOLE -- -- 264 STANDARD MOTOR PRODUCTS, INC. COM 853666105 79 9,839 SH SOLE 9,839 -- -- STANDARD MOTOR PRODUCTS, INC. COM 853666105 2 291 SH SOLE -- -- 291 STANDARD REGISTER CO. COM 853887107 21 6,671 SH SOLE 6,671 -- -- STANDARD-PACIFIC CORP COM 85375C101 172 51,612 SH SOLE 51,612 -- -- STANDARD-PACIFIC CORP COM 85375C101 5 1,547 SH SOLE -- -- 1,547 STANDEX INTERNATIONAL CORP. COM 854231107 165 6,500 SH SOLE 6,500 -- -- STANDEX INTERNATIONAL CORP. COM 854231107 5 198 SH SOLE -- -- 198 STANLEY BLACK & DECKER INC COM 854502101 27 543 SH SOLE 543 -- -- STANLEY INC COM 854532108 317 8,493 SH SOLE 8,493 -- -- STANLEY INC COM 854532108 3 84 SH SOLE -- -- 84 STAPLES, INC. COM 855030102 3,427 179,909 SH SOLE 179,909 -- -- STAPLES, INC. COM 855030102 778 40,842 SH SOLE -- -- 40,842 STARBUCKS CORP. COM 855244109 7,715 317,482 SH SOLE 317,482 -- -- STARBUCKS CORP. COM 855244109 656 26,978 SH SOLE -- -- 26,978 STARTEK INC COM 85569C107 24 6,250 SH SOLE 6,250 -- -- STARWOOD HOTELS & RESORTS WORLDWIDE INC COM 85590A401 84 2,037 SH SOLE 2,037 -- -- STATE STREET CAP TR IV CVT 85748DAA7 6,907 9,655,000 SH SOLE 9,655,000 -- -- STATE STREET CAP TR IV CVT 85748DAA7 3,488 4,875,000 SH SOLE -- -- 4,875,000 STATE STREET CORP. COM 857477103 1,463 43,264 SH SOLE 43,264 -- -- STATE STREET CORP. COM 857477103 634 18,735 SH SOLE -- -- 18,735 STEIN MART, INC. COM 858375108 86 13,792 SH SOLE 13,792 -- -- STEIN MART, INC. COM 858375108 2 274 SH SOLE -- -- 274 STEPAN CO. COM 858586100 275 4,015 SH SOLE 4,015 -- -- STEPAN CO. COM 858586100 5 76 SH SOLE -- -- 76

STERICYCLE, INC. COM 858912108 29,738 453,418 SH SOLE 453,418 -- -- STERICYCLE, INC. COM 858912108 3,104 47,339 SH SOLE -- -- 47,339 STERLING BANCORP COM 859158107 126 13,984 SH SOLE 13,984 -- -- STERLING BANCORP COM 859158107 4 426 SH SOLE -- -- 426 STERLING BANCSHARES, INC. COM 858907108 250 53,073 SH SOLE 53,073 -- -- STERLING BANCSHARES, INC. COM 858907108 7 1,578 SH SOLE -- -- 1,578 STEVEN MADDEN, LTD. COM 556269108 2,329 73,899 SH SOLE 73,899 -- -- STEWART INFORMATION SERVICES COM COM 860372101 86 9,541 SH SOLE 9,541 -- -- STEWART INFORMATION SERVICES COM COM 860372101 3 290 SH SOLE -- -- 290 STIFEL FINANCIAL CORP COM 860630102 803 18,501 SH SOLE 18,501 -- -- STIFEL FINANCIAL CORP COM 860630102 8 183 SH SOLE -- -- 183 STONE ENERGY CORP COM 861642106 245 21,965 SH SOLE 21,965 -- -- STONE ENERGY CORP COM 861642106 5 480 SH SOLE -- -- 480 STRATASYS INC COM 862685104 262 10,686 SH SOLE 10,686 -- -- STRATASYS INC COM 862685104 3 107 SH SOLE -- -- 107 STRATS-JP MORGAN I CVT 78478Q101 6,233 311,200 SH SOLE 311,200 -- -- STRATS-JP MORGAN I CVT 78478Q101 1,594 79,600 SH SOLE -- -- 79,600 STRYKER CORP. COM 863667101 2,223 44,405 SH SOLE 44,405 -- -- STRYKER CORP. COM 863667101 648 12,937 SH SOLE -- -- 12,937 STURM, RUGER & CO., INC. COM 864159108 143 9,957 SH SOLE 9,957 -- -- STURM, RUGER & CO., INC. COM 864159108 1 100 SH SOLE -- -- 100 SUCCESSFACTORS INC COM 864596101 842 40,500 SH SOLE 40,500 -- -- SUN COMMUNITIES, INC. COM 866674104 13 483 SH SOLE 483 -- -- SUN LIFE FINANCIAL INC COM 866796105 945 35,840 SH SOLE 35,840 -- -- SUN LIFE FINANCIAL INC COM 866796105 242 9,200 SH SOLE -- -- 9,200 SUNCOR ENERGY INC COM 867224$07 6,844 231,680 SH SOLE 231,680 -- -- SUNCOR ENERGY INC COM 867224$07 892 30,200 SH SOLE -- -- 30,200 SUNGARD CAP CORP CLASS L COM 867362B*5 2 2,359 SH SOLE 2,359 -- -- SUNGARD CAPITAL CORP CLASS A COM 867362A*6 7 21,230 SH SOLE 21,230 -- -- SUNGARD CAPITAL CORP II CVT 867361Z*1 1 817 SH SOLE 817 -- -- SUNOCO INC COM 86764P109 14 408 SH SOLE 408 -- -- SUNTRUST BANKS, INC. COM 867914103 99 4,247 SH SOLE 4,247 -- -- SUPERIOR ENERGY SERVICES INC COM 868157108 566 30,300 SH SOLE 30,300 -- -- SUPERIOR ENERGY SERVICES INC COM 868157108 1,512 81,000 SH SOLE -- -- 81,000 SUPERIOR INDUSTRIES INTL, INC. COM 868168105 162 12,087 SH SOLE 12,087 -- -- SUPERIOR INDUSTRIES INTL, INC. COM 868168105 5 368 SH SOLE -- -- 368 SUPERIOR WELL SERVICES INC COM 86837X105 161 9,640 SH SOLE 9,640 -- -- SUPERIOR WELL SERVICES INC COM 86837X105 2 97 SH SOLE -- -- 97 SUPERTEX INC COM 868532102 166 6,739 SH SOLE 6,739 -- -- SUPERTEX INC COM 868532102 4 142 SH SOLE -- -- 142 SUPERVALU, INC. COM 868536103 939 86,655 SH SOLE 86,655 -- -- SUPERVALU, INC. COM 868536103 42 3,919 SH SOLE -- -- 3,919 SURGUTNEFTEGAZ COM 4851732 6,218 6,857,000 SH SOLE 6,857,000 -- -- SURGUTNEFTEGAZ-SP ADR COM 868861$04 912 102,000 SH SOLE 102,000 -- -- SURMODICS INC COM 868873100 149 9,070 SH SOLE 9,070 -- -- SURMODICS INC COM 868873100 1 91 SH SOLE -- -- 91 SUSQUEHANNA BANCSHARES, INC. COM 869099101 563 67,542 SH SOLE 67,542 -- -- SUSQUEHANNA BANCSHARES, INC. COM 869099101 17 2,045 SH SOLE -- -- 2,045 SWIFT ENERGY CO. COM 870738101 530 19,703 SH SOLE 19,703 -- -- SWIFT ENERGY CO. COM 870738101 11 425 SH SOLE -- -- 425 SWS GROUP INC COM 78503N107 141 14,835 SH SOLE 14,835 -- -- SWS GROUP INC COM 78503N107 4 447 SH SOLE -- -- 447 SXC HEALTH SOLUTIONS CORP COM 78505P$00 121 1,646 SH SOLE 1,646 -- -- SYBASE INC COM 871130100 1,293 20,000 SH SOLE 20,000 -- -- SYKES ENTERPRISES, INC. COM 871237103 299 20,985 SH SOLE 20,985 -- -- SYKES ENTERPRISES, INC. COM 871237103 3 211 SH SOLE -- -- 211 SYMANTEC CORP. COM 871503108 4,241 305,583 SH SOLE 305,583 -- -- SYMANTEC CORP. COM 871503108 255 18,387 SH SOLE -- -- 18,387 SYMMETRICOM, INC. COM 871543104 116 22,809 SH SOLE 22,809 -- -- SYMMETRICOM, INC. COM 871543104 3 523 SH SOLE -- -- 523 SYMMETRY MEDICAL INC COM 871546206 197 18,731 SH SOLE 18,731 -- -- SYMMETRY MEDICAL INC COM 871546206 6 570 SH SOLE -- -- 570 SYNAPTICS INC COM 87157D109 485 17,648 SH SOLE 17,648 -- -- SYNAPTICS INC COM 87157D109 5 179 SH SOLE -- -- 179

SYNNEX CORP COM 87162W100 282 11,019 SH SOLE 11,019 -- -- SYNNEX CORP COM 87162W100 8 328 SH SOLE -- -- 328 SYSCO CORP. COM 871829107 1,286 45,019 SH SOLE 45,019 -- -- SYSCO CORP. COM 871829107 377 13,196 SH SOLE -- -- 13,196 T ROWE PRICE GROUP INC. COM 74144T108 39 873 SH SOLE 873 -- -- TAKE-TWO INTERACTIVE SOFTWARE COM 874054109 396 44,049 SH SOLE 44,049 -- -- TAKE-TWO INTERACTIVE SOFTWARE COM 874054109 12 1,333 SH SOLE -- -- 1,333 TALEO CORP-CLASS A COM 87424N104 491 20,204 SH SOLE 20,204 -- -- TALEO CORP-CLASS A COM 87424N104 5 203 SH SOLE -- -- 203 TALISMAN ENERGY INC. COM 87425E103 1,054 69,438 SH SOLE 69,438 -- -- TALISMAN ENERGY INC. COM 87425E103 1,661 109,400 SH SOLE -- -- 109,400 TALYST INC PREFERRED STOCK SERIES D CVT 87484@134 3,885 2,037,213 SH SOLE 2,037,213 -- -- TALYST INC SERIES C PFD CVT 87484@126 4,383 1,024,156 SH SOLE 1,024,156 -- -- TANGER FACTORY OUTLET CTRS COM 875465106 908 21,943 SH SOLE 21,943 -- -- TANGER FACTORY OUTLET CTRS COM 875465106 17 401 SH SOLE -- -- 401 TARGET CORPORATION COM 87612E106 5,731 116,548 SH SOLE 116,548 -- -- TARGET CORPORATION COM 87612E106 1,792 36,448 SH SOLE -- -- 36,448 TASEKO MINES LTD COM 876511106 107 25,176 SH SOLE 25,176 -- -- TATA MOTORS LTD COM 876568502 2,254 131,450 SH SOLE 131,450 -- -- TATA MOTORS LTD COM 876568502 1,255 72,981 SH SOLE -- -- 72,981 TATNEFT COM 5452208 1,166 265,000 SH SOLE 265,000 -- -- TATNEFT COM 670831205 761 27,000 SH SOLE 27,000 -- -- TAUBMAN CENTERS, INC. COM 876664103 68 1,800 SH SOLE 1,800 -- -- TECHNITROL, INC. COM 878555101 68 21,631 SH SOLE 21,631 -- -- TECHNITROL, INC. COM 878555101 2 655 SH SOLE -- -- 655 TECK RESOURCES LTD CLS B COM 878742204 13,934 469,386 SH SOLE 469,386 -- -- TECK RESOURCES LTD CLS B COM 878742204 285 9,600 SH SOLE -- -- 9,600 TECO ENERGY, INC. COM 872375100 11 718 SH SOLE 718 -- -- TEKELEC COM 879101103 471 35,593 SH SOLE 35,593 -- -- TEKELEC COM 879101103 10 762 SH SOLE -- -- 762 TELEDYNE TECHOLOGIES INC COM 879360105 728 18,871 SH SOLE 18,871 -- -- TELEDYNE TECHOLOGIES INC COM 879360105 15 401 SH SOLE -- -- 401 TELETECH HOLDINGS COM 879939106 215 16,658 SH SOLE 16,658 -- -- TELETECH HOLDINGS COM 879939106 2 170 SH SOLE -- -- 170 TELLABS, INC. COM 879664100 1,926 301,398 SH SOLE 301,398 -- -- TELLABS, INC. COM 879664100 95 14,806 SH SOLE -- -- 14,806 TELUS CORPORATION COM 87971M103 2,731 72,098 SH SOLE 72,098 -- -- TELUS CORPORATION-NON VOTE COM 87971M202 120 3,311 SH SOLE 3,311 -- -- TENET HEALTHCARE CORP. COM 88033G100 2,281 525,602 SH SOLE 525,602 -- -- TENET HEALTHCARE CORP. COM 88033G100 85 19,579 SH SOLE -- -- 19,579 TERADATA CORP COM 88076W103 17 566 SH SOLE 566 -- -- TERADYNE, INC. COM 880770102 414 42,497 SH SOLE 42,497 -- -- TERADYNE, INC. COM 880770102 1,081 110,900 SH SOLE -- -- 110,900 TERNIUM SA-SPONSORED ADR COM 880890108 2,155 65,469 SH SOLE 65,469 -- -- TERNIUM SA-SPONSORED ADR COM 880890108 1,070 32,495 SH SOLE -- -- 32,495 TESORO CORP COM 881609101 6 475 SH SOLE 475 -- -- TESSERA TECHNOLOGIES INC COM 88164L100 420 26,158 SH SOLE 26,158 -- -- TESSERA TECHNOLOGIES INC COM 88164L100 4 260 SH SOLE -- -- 260 TETRA TECH, INC. COM 88162G103 631 32,152 SH SOLE 32,152 -- -- TETRA TECH, INC. COM 88162G103 6 323 SH SOLE -- -- 323 TETRA TECHNOLOGIES, INC. COM 88162F105 358 39,427 SH SOLE 39,427 -- -- TETRA TECHNOLOGIES, INC. COM 88162F105 4 398 SH SOLE -- -- 398 TEXAS INDUSTRIES, INC. COM 882491103 427 14,468 SH SOLE 14,468 -- -- TEXAS INDUSTRIES, INC. COM 882491103 13 442 SH SOLE -- -- 442 TEXAS INSTRUMENTS, INC. COM 882508104 15,250 655,056 SH SOLE 655,056 -- -- TEXAS INSTRUMENTS, INC. COM 882508104 629 27,026 SH SOLE -- -- 27,026 TEXAS ROADHOUSE INC-CLASS A COM 882681109 1,321 104,660 SH SOLE 104,660 -- -- TEXAS ROADHOUSE INC-CLASS A COM 882681109 3 270 SH SOLE -- -- 270 TEXTRON FINANCIAL CORP COM 883203101 16 916 SH SOLE 916 -- -- THE HERSHEY COMPANY COM 427866108 11,549 240,965 SH SOLE 240,965 -- -- THE HERSHEY COMPANY COM 427866108 271 5,649 SH SOLE -- -- 5,649 THERMADYNE HOLDINGS CORP COM 883435307 847 78,348 SH SOLE 78,348 -- -- THERMO FISHER CORP COM 883556102 307 6,260 SH SOLE 6,260 -- -- THOMSON REUTERS CORP COM 884903105 416 11,582 SH SOLE 11,582 -- --

THOMSON REUTERS CORP COM 884903105 208 5,800 SH SOLE -- -- 5,800 THQ INC COM 872443403 153 35,360 SH SOLE 35,360 -- -- THQ INC COM 872443403 4 837 SH SOLE -- -- 837 TIFFANY & CO. COM 886547108 16 430 SH SOLE 430 -- -- TIM HORTONS INC - CAD COM 88706M103 1,665 51,801 SH SOLE 51,801 -- -- TIME WARNER CABLE INC COM 88732J207 8,044 154,451 SH SOLE 154,451 -- -- TIME WARNER CABLE INC COM 88732J207 1,460 28,043 SH SOLE -- -- 28,043 TIME WARNER INC COM 887317303 1,005 34,756 SH SOLE 34,756 -- -- TIME WARNER INC COM 887317303 236 8,167 SH SOLE -- -- 8,167 TITANIUM METALS CORPORATION COM 888339207 5 287 SH SOLE 287 -- -- TIVERTON POWER COM 10899P974 288 505 SH SOLE 505 -- -- TJX COMPANIES, INC. COM 872540109 7,784 185,549 SH SOLE 185,549 -- -- TJX COMPANIES, INC. COM 872540109 635 15,134 SH SOLE -- -- 15,134 TMK OAO COM 87260R201 2,355 156,980 SH SOLE 156,980 -- -- TMX GROUP INC COM 87261X108 44 1,695 SH SOLE 1,695 -- -- TOLLGRADE COMMUNICATIONS INC COM 889542106 42 6,670 SH SOLE 6,670 -- -- TOLLGRADE COMMUNICATIONS INC COM 889542106 1 203 SH SOLE -- -- 203 TOMPKINS FINANCIAL CORP COM 890110109 153 4,048 SH SOLE 4,048 -- -- TOMPKINS FINANCIAL CORP COM 890110109 3 84 SH SOLE -- -- 84 TORCHMARK CAPITAL TRUST III CVT 89102W208 7,308 294,431 SH SOLE 294,431 -- -- TORCHMARK CORP. COM 891027104 14 281 SH SOLE 281 -- -- TORO CO. COM 891092108 831 16,927 SH SOLE 16,927 -- -- TORO CO. COM 891092108 17 345 SH SOLE -- -- 345 TORONTO DOMINION BK COM 891160509 31,696 487,960 SH SOLE 487,960 -- -- TORONTO DOMINION BK COM 891160509 3,369 51,858 SH SOLE -- -- 51,858 TOTAL SYSTEM SERVICE COM 891906109 1,330 97,813 SH SOLE 97,813 -- -- TOTAL SYSTEM SERVICE COM 891906109 58 4,231 SH SOLE -- -- 4,231 TOWER GROUP INC COM 891777104 504 23,419 SH SOLE 23,419 -- -- TOWER GROUP INC COM 891777104 5 236 SH SOLE -- -- 236 TRADESTATION GROUP INC COM 89267P105 115 17,026 SH SOLE 17,026 -- -- TRADESTATION GROUP INC COM 89267P105 1 174 SH SOLE -- -- 174 TRANSALTA CORP COM 89346D107 87 4,697 SH SOLE 4,697 -- -- TRANSALTA CORP COM 89346D107 117 6,300 SH SOLE -- -- 6,300 TRANSCANADA CORP COM 89353D107 2,378 70,834 SH SOLE 70,834 -- -- TRANSFORCE INC COM 89366H103 716 82,030 SH SOLE 82,030 -- -- TRANSMERIDIAN EXPLORATION INC COM 89376N124 65,601 SH SOLE -- -- 65,601 TRANSNEFT-PREF US$ COM 5404726 1,620 1,800 SH SOLE 1,800 -- -- TRANSOCEAN LTD COM B3KFWW1 234 5,050 SH SOLE 5,050 -- -- TRAVELERS COS INC/THE COM 89417E109 7,826 158,901 SH SOLE 158,901 -- -- TRAVELERS COS INC/THE COM 89417E109 2,072 42,070 SH SOLE -- -- 42,070 TREDEGAR CORP. COM 894650100 178 10,886 SH SOLE 10,886 -- -- TREDEGAR CORP. COM 894650100 6 345 SH SOLE -- -- 345 TREEHOUSE FOODS INC COM 89469A104 827 18,114 SH SOLE 18,114 -- -- TREEHOUSE FOODS INC COM 89469A104 8 181 SH SOLE -- -- 181 TRIAX HOLDINGS LLC COM 999TRX9W0 55 256,836 SH SOLE -- -- 256,836 TRIAX HOLDINGS LLC CVT 999TRX9T7 79 78,353 SH SOLE -- -- 78,353 TRIMAS CORP COM 896215209 821 72,600 SH SOLE 72,600 -- -- TRIQUINT SEMICONDUCTOR, INC. COM 89674K103 494 80,858 SH SOLE 80,858 -- -- TRIQUINT SEMICONDUCTOR, INC. COM 89674K103 5 802 SH SOLE -- -- 802 TRIUMPH GROUP, INC. COM 896818101 579 8,693 SH SOLE 8,693 -- -- TRIUMPH GROUP, INC. COM 896818101 11 162 SH SOLE -- -- 162 TRUE RELIGION APPAREL INC COM 89784N104 1,334 60,438 SH SOLE 60,438 -- -- TRUE RELIGION APPAREL INC COM 89784N104 3 134 SH SOLE -- -- 134 TRUEBLUE INC COM 89785X101 257 22,964 SH SOLE 22,964 -- -- TRUEBLUE INC COM 89785X101 8 696 SH SOLE -- -- 696 TRUST CERTS 2001-2 CVT 89826S202 12 445 SH SOLE 445 -- -- TRUSTCO BANK CORP. NY COM 898349105 224 40,049 SH SOLE 40,049 -- -- TRUSTCO BANK CORP. NY COM 898349105 5 925 SH SOLE -- -- 925 TTM TECHONOLOGIES COM 87305R109 214 22,516 SH SOLE 22,516 -- -- TTM TECHONOLOGIES COM 87305R109 2 228 SH SOLE -- -- 228 TUESDAY MORNING CORPORATION COM 899035505 66 16,431 SH SOLE 16,431 -- -- TUESDAY MORNING CORPORATION COM 899035505 2 498 SH SOLE -- -- 498 TYLER TECHNOLOGIES INC COM 902252105 224 14,409 SH SOLE 14,409 -- -- TYLER TECHNOLOGIES INC COM 902252105 2 146 SH SOLE -- -- 146

TYSON FOODS, INC. CLASS A COM 902494103 2,813 171,622 SH SOLE 171,622 -- -- TYSON FOODS, INC. CLASS A COM 902494103 79 4,818 SH SOLE -- -- 4,818 U.S. BANCORP, INC. COM 902973304 11,684 522,775 SH SOLE 522,775 -- -- U.S. BANCORP, INC. COM 902973304 754 33,733 SH SOLE -- -- 33,733 UAL CORP COM 902549807 435 21,141 SH SOLE 21,141 -- -- UDR INC COM 902653104 69 3,628 SH SOLE 3,628 -- -- UIL HOLDINGS CORP. COM 902748102 391 15,620 SH SOLE 15,620 -- -- UIL HOLDINGS CORP. COM 902748102 12 475 SH SOLE -- -- 475 ULTA SALON COSMETICS & FRAGRANCE INC COM 90384S303 818 34,600 SH SOLE 34,600 -- -- ULTRA PETROLEUM CORP COM 903914109 210 4,738 SH SOLE 4,738 -- -- ULTRATECH , INC. COM 904034105 202 12,445 SH SOLE 12,445 -- -- ULTRATECH , INC. COM 904034105 4 260 SH SOLE -- -- 260 UMB FINANCIAL CORP. COM 902788108 555 15,600 SH SOLE 15,600 -- -- UMB FINANCIAL CORP. COM 902788108 11 307 SH SOLE -- -- 307 UMPQUA HOLDINGS CORP COM 904214103 685 59,658 SH SOLE 59,658 -- -- UMPQUA HOLDINGS CORP COM 904214103 21 1,806 SH SOLE -- -- 1,806 UNIFIRST CORP. COM 904708104 330 7,488 SH SOLE 7,488 -- -- UNIFIRST CORP. COM 904708104 6 139 SH SOLE -- -- 139 UNION PACIFIC CORP COM 907818108 119 1,712 SH SOLE 1,712 -- -- UNISOURCE ENERGY CORP. COM 909205106 1,035 34,294 SH SOLE 34,294 -- -- UNISOURCE ENERGY CORP. COM 909205106 17 568 SH SOLE -- -- 568 UNIT CORP. COM 909218109 152 3,750 SH SOLE 3,750 -- -- UNITED BANKSHARES INC. WV COM 909907107 478 19,951 SH SOLE 19,951 -- -- UNITED BANKSHARES INC. WV COM 909907107 15 608 SH SOLE -- -- 608 UNITED CMNTY BKS BLAIR COM 90984P105 171 43,260 SH SOLE 43,260 -- -- UNITED CMNTY BKS BLAIR COM 90984P105 5 1,315 SH SOLE -- -- 1,315 UNITED FIRE & CASUALTY CO. COM 910331107 229 11,539 SH SOLE 11,539 -- -- UNITED FIRE & CASUALTY CO. COM 910331107 7 349 SH SOLE -- -- 349 UNITED NATURAL FOODS, INC. COM 911163103 672 22,501 SH SOLE 22,501 -- -- UNITED NATURAL FOODS, INC. COM 911163103 21 688 SH SOLE -- -- 688 UNITED ONLINE INC COM 911268100 261 45,395 SH SOLE 45,395 -- -- UNITED ONLINE INC COM 911268100 6 1,031 SH SOLE -- -- 1,031 UNITED PARCEL SERVICE CLASS -B COM 911312106 41,023 720,935 SH SOLE 720,935 -- -- UNITED PARCEL SERVICE CLASS -B COM 911312106 433 7,609 SH SOLE -- -- 7,609 UNITED STATES STEEL CORP COM 912909108 19 485 SH SOLE 485 -- -- UNITED STATIONERS, INC. COM 913004107 687 12,609 SH SOLE 12,609 -- -- UNITED STATIONERS, INC. COM 913004107 21 380 SH SOLE -- -- 380 UNITED TECHNOLOGIES CORP. COM 913017109 16,900 260,357 SH SOLE 260,357 -- -- UNITED TECHNOLOGIES CORP. COM 913017109 338 5,208 SH SOLE -- -- 5,208 UNITEDHEALTH GROUP INC COM 91324P102 11,031 388,402 SH SOLE 388,402 -- -- UNITEDHEALTH GROUP INC COM 91324P102 1,850 65,131 SH SOLE -- -- 65,131 UNIVERSAL CORP/VA COM 913456109 476 12,000 SH SOLE 12,000 -- -- UNIVERSAL ELECTRONICS INC. COM 913483103 118 7,114 SH SOLE 7,114 -- -- UNIVERSAL ELECTRONICS INC. COM 913483103 1 72 SH SOLE -- -- 72 UNIVERSAL FOREST PRODUCTS, INC COM 913543104 306 10,097 SH SOLE 10,097 -- -- UNIVERSAL FOREST PRODUCTS, INC COM 913543104 9 305 SH SOLE -- -- 305 UNIVERSAL TECHNICAL INSTITUT COM 913915104 252 10,680 SH SOLE 10,680 -- -- UNIVERSAL TECHNICAL INSTITUT COM 913915104 5 215 SH SOLE -- -- 215 UNUM GROUP COM 91529Y106 5,761 265,490 SH SOLE 265,490 -- -- UNUM GROUP COM 91529Y106 123 5,678 SH SOLE -- -- 5,678 UPSI GROUP HLDGS PFD DIRECT INVESTMENT CVT 999PM4$73 388 10,466 SH SOLE 10,466 -- -- URBAN OUTFITTERS, INC. COM 917047102 15 443 SH SOLE 443 -- -- URSTADT BIDDLE [A] COM 917286205 170 10,515 SH SOLE 10,515 -- -- URSTADT BIDDLE [A] COM 917286205 4 248 SH SOLE -- -- 248 US BANCORP CVT 902973866 1,787 2,496 SH SOLE 2,496 -- -- US BANCORP CVT 902973866 2,135 2,904 SH SOLE -- -- 2,904 US DIAGNOSTIC INC CVT 90328QAC2 204,964 SH SOLE 204,964 -- -- USA MOBILITY INC COM 90341G103 149 11,533 SH SOLE 11,533 -- -- USA MOBILITY INC COM 90341G103 4 273 SH SOLE -- -- 273 USB CAPITAL VI CVT 903304202 2,675 119,800 SH SOLE 119,800 -- -- USB CAPITAL VII CVT 903301208 1,236 54,500 SH SOLE 54,500 -- -- USB CAPITAL X CVT 91731L207 6,820 278,500 SH SOLE 278,500 -- -- USB CAPITAL XI CVT 903300200 10,669 434,600 SH SOLE 434,600 -- -- USB CAPITAL XIII TRUST CVT 90344NAA3 1,057 1,000,000 SH SOLE 1,000,000 -- --

USPI GROUP HOLDINGS DIRECT INVESTMENT COM 999PM4$72 226 82,421 SH SOLE 82,421 -- -- V. F. CORP. COM 918204108 1,056 14,839 SH SOLE 14,839 -- -- V. F. CORP. COM 918204108 41 571 SH SOLE -- -- 571 VALE SA COM 91912E105 26,001 1,067,490 SH SOLE 1,067,490 -- -- VALE SA COM 91912E105 1,910 78,429 SH SOLE -- -- 78,429 VALERO ENERGY CORP. COM 91913Y100 34 1,908 SH SOLE 1,908 -- -- VALIC CO I COM 91915R608 17,555 3,337,498 SH SOLE -- -- 3,337,498 VALIC I - GOVERNMENT SECURITIES FUND COM 91915R301 SH SOLE -- -- VALIC II - HIGH YIELD BOND FUND COM 91915T505 53,512 7,515,720 SH SOLE -- -- 7,515,720 VALIC II - STRATEGIC BOND FUND COM 91915T828 61,230 5,701,125 SH SOLE -- -- 5,701,125 VANGUARD EMERGING MARKETS ETF COM 922042858 113,031 2,975,291 SH SOLE 2,975,291 -- -- VANGUARD EMERGING MARKETS ETF COM 922042858 36,975 973,280 SH SOLE -- -- 973,280 VARIAN MEDICAL SYSTEMS INC COM 92220P105 102 1,954 SH SOLE 1,954 -- -- VARIAN SEMICONDUCTOR EQUIPMENT COM 922207105 1,114 38,860 SH SOLE 38,860 -- -- VARIAN SEMICONDUCTOR EQUIPMENT COM 922207105 22 771 SH SOLE -- -- 771 VEECO INSTRUMENTS, INC. COM 922417100 1,941 56,622 SH SOLE 56,622 -- -- VEECO INSTRUMENTS, INC. COM 922417100 7 214 SH SOLE -- -- 214 VENEZUELA - OIL OBLIGATION CERT GOVT NATIONAL 4926050 1,226 45,000 SH SOLE 45,000 -- -- VENTANA GOLD CORP COM 92277D104 134 17,918 SH SOLE 17,918 -- -- VENTAS INC COM 92276F100 2,248 47,885 SH SOLE 47,885 -- -- VENTAS INC COM 92276F100 119 2,542 SH SOLE -- -- 2,542 VERISIGN, INC. COM 92343E102 16 621 SH SOLE 621 -- -- VERIZON COMMUNICATIONS COM 92343V104 23,751 847,653 SH SOLE 847,653 -- -- VERIZON COMMUNICATIONS COM 92343V104 580 20,698 SH SOLE -- -- 20,698 VERMILION ENERGY TRUST COM 923728109 28 868 SH SOLE 868 -- -- VHL LOGISTICS INC FLASH LOGISTIC FD CVT 999PM4$66 161 60,480 SH SOLE 60,480 -- -- VIACOM INC-CLASS B COM 92553P201 64 2,053 SH SOLE 2,053 -- -- VIAD CORP COM 92552R406 189 10,702 SH SOLE 10,702 -- -- VIAD CORP COM 92552R406 6 326 SH SOLE -- -- 326 VIASAT, INC. COM 92552V100 677 20,782 SH SOLE 20,782 -- -- VIASAT, INC. COM 92552V100 7 210 SH SOLE -- -- 210 VICOR CORP. COM 925815102 127 10,207 SH SOLE 10,207 -- -- VICOR CORP. COM 925815102 2 188 SH SOLE -- -- 188 VIRGIN MEDIA INC COM 92769L101 8,228 487,345 SH SOLE 487,345 -- -- VIRGIN MEDIA INC COM 92769L101 5,801 343,442 SH SOLE -- -- 343,442 VIROPHARMA INC COM 928241108 455 40,545 SH SOLE 40,545 -- -- VIROPHARMA INC COM 928241108 14 1,232 SH SOLE -- -- 1,232 VISA INC-CLASS A SHARES COM 92826C839 1,885 26,648 SH SOLE 26,648 -- -- VISA INC-CLASS A SHARES COM 92826C839 1,036 14,641 SH SOLE -- -- 14,641 VISHAY INTERTECHNOLOGY, INC. COM 928298108 1,182 152,676 SH SOLE 152,676 -- -- VITERRA INC COM 92849T108 55 8,272 SH SOLE 8,272 -- -- VITERRA INC COM 92849T108 13 1,900 SH SOLE -- -- 1,900 VITRAN CORP INC COM 92850E$07 1,293 97,700 SH SOLE 97,700 -- -- VMWARE INC COM 928563402 1,781 28,463 SH SOLE 28,463 -- -- VNB CAPITAL TRUST I CVT 92856Q203 1,724 68,664 SH SOLE 68,664 -- -- VODAFONE GROUP PLC-SP ADR COM 92857W209 SH SOLE -- -- VOLCOM INC COM 92864N101 160 8,635 SH SOLE 8,635 -- -- VOLCOM INC COM 92864N101 2 87 SH SOLE -- -- 87 VOLT INFORMATION SCIENCES INC. COM 928703107 53 6,352 SH SOLE 6,352 -- -- VOLT INFORMATION SCIENCES INC. COM 928703107 2 193 SH SOLE -- -- 193 VORNADO REALTY TRUST COM 929042109 71 977 SH SOLE 977 -- -- VULCAN MATERIALS CO. COM 929160109 19 429 SH SOLE 429 -- -- W. W. GRAINGER, INC. COM 384802104 3,231 32,489 SH SOLE 32,489 -- -- W. W. GRAINGER, INC. COM 384802104 157 1,577 SH SOLE -- -- 1,577 WACHOVIA CAPITAL TRUST I CVT 92978X201 4,643 201,800 SH SOLE 201,800 -- -- WACHOVIA CAPITAL TRUST I CVT 92978X201 811 35,250 SH SOLE -- -- 35,250 WACHOVIA CAPITAL TRUST IV CVT 92978U207 6,501 282,527 SH SOLE 282,527 -- -- WACHOVIA CAPITAL TRUST X CVT 92979K208 481 18,817 SH SOLE 18,817 -- -- WALGREEN CO. COM 931422109 10,435 390,813 SH SOLE 390,813 -- -- WALGREEN CO. COM 931422109 1,734 64,961 SH SOLE -- -- 64,961 WAL-MART STORES INC COM 931142103 11,406 237,274 SH SOLE 237,274 -- -- WAL-MART STORES INC COM 931142103 451 9,373 SH SOLE -- -- 9,373 WALT DISNEY COM 254687106 391 12,428 SH SOLE 12,428 -- -- WALT DISNEY COM 254687106 756 24,004 SH SOLE -- -- 24,004

WALTER ENERGY INC COM 93317Q105 274 4,500 SH SOLE 4,500 -- -- WALTER ENERGY INC COM 93317Q105 736 12,100 SH SOLE -- -- 12,100 WALTER INVESTMENT MANAGEMENT CORP COM 93317W102 12 733 SH SOLE 733 -- -- WASH MUTUAL PFD FDG CAYM CVT 93934VAA5 1 30,000 SH SOLE 30,000 -- -- WASHINGTON POST CO. CLASS B COM 939640108 1,362 3,317 SH SOLE 3,317 -- -- WASHINGTON POST CO. CLASS B COM 939640108 65 159 SH SOLE -- -- 159 WASHINGTON REAL ESTATE INVESTMENT TRUST COM 939653101 38 1,383 SH SOLE 1,383 -- -- WASTE MANAGEMENT, INC. COM 94106L109 1,237 39,548 SH SOLE 39,548 -- -- WASTE MANAGEMENT, INC. COM 94106L109 59 1,895 SH SOLE -- -- 1,895 WATERS CORP. COM 941848103 254 3,929 SH SOLE 3,929 -- -- WATSCO, INC. COM 942622200 1,366 23,580 SH SOLE 23,580 -- -- WATSCO, INC. COM 942622200 21 370 SH SOLE -- -- 370 WATSON PHARMACEUTICALS, INC COM 942683103 15 363 SH SOLE 363 -- -- WATTS WATER TECHNOLOGIES INC., CLASS A COM 942749102 439 15,327 SH SOLE 15,327 -- -- WATTS WATER TECHNOLOGIES INC., CLASS A COM 942749102 8 293 SH SOLE -- -- 293 WAUSAU PAPER CORP. COM 943315101 173 25,538 SH SOLE 25,538 -- -- WAUSAU PAPER CORP. COM 943315101 5 778 SH SOLE -- -- 778 WD-40 CO. COM 929236107 289 8,640 SH SOLE 8,640 -- -- WD-40 CO. COM 929236107 6 179 SH SOLE -- -- 179 WEATHERFORD INTERNATIONAL LTD COM B5KL6S7 294 22,349 SH SOLE 22,349 -- -- WEBSENSE INC COM 947684106 425 22,507 SH SOLE 22,507 -- -- WEBSENSE INC COM 947684106 4 231 SH SOLE -- -- 231 WELLMAN HOLDINGS INC COM 949700108 480 SH SOLE 480 -- -- WELLPOINT INC COM 94973V107 712 14,548 SH SOLE 14,548 -- -- WELLPOINT INC COM 94973V107 243 4,973 SH SOLE -- -- 4,973 WELLS FARGO & COMPANY CVT 949746PM7 4,125 4,005,000 SH SOLE 4,005,000 -- -- WELLS FARGO & COMPANY CVT 949746PM7 1,025 995,000 SH SOLE -- -- 995,000 WELLS FARGO CAP TRUST IV CVT 94976Y207 880 35,542 SH SOLE 35,542 -- -- WELLS FARGO CAP TRUST VIII CVT 94979D200 156 7,100 SH SOLE 7,100 -- -- WELLS FARGO CAPITAL XII CVT 94985V202 2,985 116,380 SH SOLE 116,380 -- -- WELLS FARGO CO. COM 949746101 27,568 1,076,885 SH SOLE 1,076,885 -- -- WELLS FARGO CO. COM 949746101 1,012 39,520 SH SOLE -- -- 39,520 WEST PHARMACEUTICAL SERVICES COM 955306105 632 17,323 SH SOLE 17,323 -- -- WEST PHARMACEUTICAL SERVICES COM 955306105 11 304 SH SOLE -- -- 304 WESTERN ALLIANCE BANCORP COM 957638109 2,018 281,400 SH SOLE 281,400 -- -- WESTERN DIGITIAL CORP. COM 958102105 1,471 48,778 SH SOLE 48,778 -- -- WESTERN DIGITIAL CORP. COM 958102105 61 2,039 SH SOLE -- -- 2,039 WESTERN UNION CO/THE COM 959802109 34 2,274 SH SOLE 2,274 -- -- WET SEAL, INC. COM 961840105 1,661 455,100 SH SOLE 455,100 -- -- WEYERHAEUSER CO. COM 962166104 25 709 SH SOLE 709 -- -- WHIRLPOOL CORP. COM 963320106 253 2,878 SH SOLE 2,878 -- -- WHIRLPOOL CORP. COM 963320106 9 108 SH SOLE -- -- 108 WHITNEY HOLDING CORP. COM 966612103 465 50,256 SH SOLE 50,256 -- -- WHITNEY HOLDING CORP. COM 966612103 14 1,534 SH SOLE -- -- 1,534 WHOLE FOODS MARKET I COM 966837106 21 580 SH SOLE 580 -- -- WILLIAMS COMPANIES, INC. COM 969457100 8,723 477,201 SH SOLE 477,201 -- -- WILLIAMS COMPANIES, INC. COM 969457100 1,480 80,962 SH SOLE -- -- 80,962 WILLIAMS-SONOMA INC COM 969904101 613 24,700 SH SOLE 24,700 -- -- WILLIAMS-SONOMA INC COM 969904101 1,638 66,000 SH SOLE -- -- 66,000 WILSHIRE BANCORP INC COM 97186T108 89 10,139 SH SOLE 10,139 -- -- WILSHIRE BANCORP INC COM 97186T108 3 309 SH SOLE -- -- 309 WINDSTREAM CORP COM 97381W104 17 1,629 SH SOLE 1,629 -- -- WINNEBAGO INDUSTRIES, INC. COM 974637100 151 15,154 SH SOLE 15,154 -- -- WINNEBAGO INDUSTRIES, INC. COM 974637100 3 314 SH SOLE -- -- 314 WINTRUST FINANCIAL CORP COM 97650W108 540 16,190 SH SOLE 16,190 -- -- WINTRUST FINANCIAL CORP COM 97650W108 16 491 SH SOLE -- -- 491 WISCONSIN ENERGY CORP. COM 976657106 20 393 SH SOLE 393 -- -- WMS INDUSTRIES INC COM 929297109 29,019 738,690 SH SOLE 738,690 -- -- WOLVERINE WORLD WIDE, INC. COM 978097103 652 25,836 SH SOLE 25,836 -- -- WOLVERINE WORLD WIDE, INC. COM 978097103 11 446 SH SOLE -- -- 446 WORLD ACCEPTANCE CORP. COM 981419104 2,406 62,813 SH SOLE 62,813 -- -- WORLD ACCEPTANCE CORP. COM 981419104 3 86 SH SOLE -- -- 86 WORLD FUEL SVCS CORP COM 981475106 803 30,948 SH SOLE 30,948 -- -- WORLD FUEL SVCS CORP COM 981475106 25 945 SH SOLE -- -- 945

WORLD WRESTLING ENTERTAINMENT INC COM 98156Q108 266 17,100 SH SOLE 17,100 -- -- WORNICK HLDG CO INC COM 98162@106 922 23,723 SH SOLE 23,723 -- -- WORNICK HLDG CO INC COM 98162@106 620 14,732 SH SOLE -- -- 14,732 WRIGHT EXPRESS CORP COM 98233Q105 600 20,209 SH SOLE 20,209 -- -- WRIGHT EXPRESS CORP COM 98233Q105 6 201 SH SOLE -- -- 201 WYNDHAM WORLDWIDE CORP COM 98310W108 1,980 98,287 SH SOLE 98,287 -- -- WYNDHAM WORLDWIDE CORP COM 98310W108 75 3,700 SH SOLE -- -- 3,700 WYNN RESORTS LTD COM 983134107 479 6,276 SH SOLE 6,276 -- -- WYNN RESORTS LTD COM 983134107 10 130 SH SOLE -- -- 130 X 5 RETAIL GROUP NV COM 98387E205 19,375 571,080 SH SOLE 571,080 -- -- XCEL STATES POWER-MINES COM 98389B100 32 1,555 SH SOLE 1,555 -- -- XEROX CORP. COM 984121103 2,687 334,243 SH SOLE 334,243 -- -- XEROX CORP. COM 984121103 286 35,545 SH SOLE -- -- 35,545 XILINX, INC. COM 983919101 363 14,383 SH SOLE 14,383 -- -- XILINX, INC. COM 983919101 525 20,791 SH SOLE -- -- 20,791 XL CAPITAL LTD COM 2283401 18 1,155 SH SOLE 1,155 -- -- YAHOO!, INC. COM 984332106 55 3,983 SH SOLE 3,983 -- -- YAMAICHI SECS LTD UNSPONSORED ADR COM 984629204 479 6,000 SH SOLE -- -- 6,000 YAMANA GOLD INC COM 98462Y100 161 15,600 SH SOLE 15,600 -- -- YAMANA GOLD INC COM 98462Y100 99 9,600 SH SOLE -- -- 9,600 YELLOW PAGES INCOME FUND COM 985569102 2,461 437,910 SH SOLE 437,910 -- -- YUM! BRANDS INC COM 988498101 1,117 28,623 SH SOLE 28,623 -- -- ZAGG INC COM 98884U108 845 294,300 SH SOLE 294,300 -- -- ZALE CORP. COM 988858106 20 12,458 SH SOLE 12,458 -- -- ZCR INVEST TR EQUITY INDEX PORTFOLIO COM 98877#134 20,935 568,726 SH SOLE 568,726 -- -- ZCR INVEST TR FIXED INCOME PORTFOLIO COM 98877#126 52,893 2,852,907 SH SOLE 2,852,907 -- -- ZEP INC COM 98944B108 197 11,309 SH SOLE 11,309 -- -- ZEP INC COM 98944B108 5 259 SH SOLE -- -- 259 ZIMMER HOLDINGS INC COM 98956P102 523 9,670 SH SOLE 9,670 -- -- ZIMMER HOLDINGS INC COM 98956P102 299 5,526 SH SOLE -- -- 5,526 ZIONS BANCORPORATION COM 989701107 1,596 74,010 SH SOLE 74,010 -- -- ZIONS BANCORPORATION COM 989701107 32 1,475 SH SOLE -- -- 1,475 ZOLL MEDICAL CORP. COM 989922109 2,259 83,374 SH SOLE 83,374 -- -- ZOLL MEDICAL CORP. COM 989922109 3 111 SH SOLE -- -- 111 ZUMIEZ INC COM 989817101 177 10,991 SH SOLE 10,991 -- -- ZUMIEZ INC COM 989817101 2 110 SH SOLE -- -- 110

Filing Compare · PineBridge Investments LLC