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SECURITIES AND EXCHANGE COMMISSION

FORM 13F-HR/A Initial quarterly Form 13F holdings report filed by institutional managers [amend]

Filing Date: 2005-02-17 | Period of Report: 2004-12-31 SEC Accession No. 0000806085-05-000044

(HTML Version on secdatabase.com)

FILER LEHMAN BROTHERS HOLDINGS INC Mailing Address Business Address LEHMAN BROTHERS LEHMAN BROTHERS CIK:806085| IRS No.: 133216325 | State of Incorp.:DE | Fiscal Year End: 1130 745 SEVENTH AVENUE 745 SEVENTH AVENUE Type: 13F-HR/A | Act: 34 | File No.: 028-03182 | Film No.: 05624078 NEW YORK NY 10019 NEW YORK NY 10019 SIC: 6211 Security brokers, dealers & flotation companies 2125267000

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TITLE OF VALUE SHRS OR SH/ PUT/ INVESTMENT OTHER VOTING AUTHORITY NAME OF ISSUER CLASS CUSIP (X$1000) PRN AMT PRN CALL DISCRETION MANAGERS SOLE SHARED NONE

------***DAIMLERCHRYSLER A.G. 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COMMON G90078109 11554 270630 SH DEFINED 01 0 0 270630 ***TSAKOS ENERGY NAVIG USD1 COMMON G9108L108 1037 28985 SH DEFINED 01 28985 0 0 ***TULLOW OIL PLC COMMON G91235104 363 234500 SH DEFINED 01 234500 0 0 ***VIATEL HOLDING BERMUDA LTD COMMON G93447103 86 111627 SH DEFINED 01 111627 0 0 ***GOLAR LNG LIMITED COMMON G9456A100 4390 294830 SH DEFINED 01 294830 0 0 ***WEATHERFORD INTERNATIONAL COMMON G95089101 503 9820 SH DEFINED 01 0 0 9820 ***WEATHERFORD INTERNATIONAL COMMON G95089101 2142 41769 SH DEFINED 01 41769 0 0 ***WHITE MTNS INS GROUP LTD COMMON G9618E107 7877 12194 SH DEFINED 01 12194 0 0 ***WILLIS GROUP HOLDINGS LTD COMMON G96655108 21958 533361 SH DEFINED 01 533361 0 0 ***XOMA LTD-(BERMUDA) COMMON G9825R107 67 26120 SH DEFINED 01 26120 0 0 ***XL CAPITAL LTD-CL A COMMON G98255105 6694 86215 SH DEFINED 01 86215 0 0 ***ALCON INC COMMON H01301102 1580 19603 SH DEFINED 01 19603 0 0 ***CREDIT SUISSE GRP COMMON H3698D419 298 8012 SH DEFINED 01 0 0 8012 ***UBS AG COMMON H8920M855 325 3879 SH DEFINED 01 3879 0 0 ***SFCG CO LTD FORMERLY COMMON J74638107 382 1840 SH DEFINED 01 1840 0 0 FRACTIONAL VAST SOLUTION INC COMMON KCC37T102 0 202515 SH DEFINED 01 202515 0 0 FRACTIONAL VAST SOLUTIONS INC COMMON KCC37T201 0 315615 SH DEFINED 01 315615 0 0 FRACTIONAL VAST SOLUTIONS INC COMMON KCC37T300 0 315515 SH DEFINED 01 315515 0 0 ***DAMPSKIBSSELSKABET NORDEN COMMON K19911138 880 1780 SH DEFINED 01 1780 0 0 ***CHECK POINT SOFTWARE COMMON M22465104 22042 888819 SH DEFINED 01 0 0 888819 ***GIVEN IMAGING COMMON M52020100 276 7700 SH DEFINED 01 7700 0 0 ***M-SYSTEMS/FLASH DISK COMMON M7061C100 610 30965 SH DEFINED 01 30965 0 0 ***SYNERON MEDICAL LTD COMMON M87245102 211 6900 SH DEFINED 01 6900 0 0 ***ASM INTERNATIONAL NV COMMON N07045102 182 11100 SH DEFINED 01 11100 0 0 ***ASML HOLDING NV NY REG SHS ADR N07059111 2676 168208 SH DEFINED 01 168208 0 0 ***QIAGEN NV EUR 0.01 COMMON N72482107 134 12297 SH DEFINED 01 12297 0 0 ***ROYAL P & O NEDLLOYD N V COMMON N76384101 16915 372950 SH DEFINED 01 372950 0 0 ***CERVECERIAS PERUANAS BACKUS COMMON P2475L116 14 40844 SH DEFINED 01 40844 0 0 ***G ACCION SA DE CV-SER B COMMON P44077116 27 34000 SH DEFINED 01 34000 0 0

Copyright © 2012 www.secdatabase.com. All Rights Reserved. Please Consider the Environment Before Printing This Document ***KERZNER INTERNATIONAL LTD COMMON P6065Y107 270255 4500500 SH DEFINED 01 4500500 0 0 ***PERU REAL ESTATE SA-CL B COMMON P7801R109 0 22961 SH DEFINED 01 22961 0 0 ***TELECOM ARGENTINA STET- COMMON P9028N101 145 27840 SH DEFINED 01 27840 0 0 ***GLOBE INTERNATIONAL LTD COMMON Q40645105 37 100000 SH DEFINED 01 100000 0 0 ***RESTAURANT BRANDS NEW COMMON Q8121Q101 93 112102 SH DEFINED 01 112102 0 0 ***SPIKE NETWORK LTD COMMON Q8693H109 0 45000 SH DEFINED 01 45000 0 0 ***YARA INTERNATIONAL ASA COMMON R0028D100 7915 601100 SH DEFINED 01 601100 0 0 ***YARA INTERNATIONAL ASA COMMON R9900C106 242 26600 SH DEFINED 01 26600 0 0 ***PARMALAT FINANZIARIA SPA COMMON T7439K290 1 10000 SH DEFINED 01 10000 0 0 ***TELECOM ITALIA MOBILE SPA COMMON T9276A104 91 16020 SH DEFINED 01 0 0 16020 ***KEPPEL CORP LTD-ORD COMMON V53838112 1232 246500 SH DEFINED 01 246500 0 0 ***NEPTUNE ORIENT LINES LTD COMMON V67005120 6045 5398000 SH DEFINED 01 5398000 0 0 ***ROYAL CARIBBEAN CRUISES LTD COMMON V7780T103 4654 83205 SH DEFINED 01 0 0 83205 ***ASE TEST LTD-ORD ADR Y02516105 479 70871 SH DEFINED 01 70871 0 0 ***BEIJING CAPITAL LAND LIMITE COMMON Y0771C103 16 55000 SH DEFINED 01 55000 0 0 ***FLEXTRONICS INTERNATIONAL COMMON Y2573F102 6670 482699 SH DEFINED 01 482699 0 0 ***GENERAL MARITIME CORP ADR Y2692M103 9343 233876 SH DEFINED 01 233876 0 0 ***HANJIN SHIPPING COMMON Y3053K108 2269 98500 SH DEFINED 01 98500 0 0 ***KOREA THRUNET CO LTD COMMON Y49975124 14 14444 SH DEFINED 01 14444 0 0 ***OMI CORP NEW COMMON Y6476W104 5679 337036 SH DEFINED 01 337036 0 0 ***PACIFIC INTERNET LIMITED ADR Y66183107 109 15500 SH DEFINED 01 15500 0 0 ***TEEKAY SHIPPING CORP COMMON Y8564W103 22994 546060 SH DEFINED 01 546060 0 0 AAR CORP COMMON 000361105 203 14925 SH DEFINED 01 14925 0 0 ***ABB LTD ADR 000375204 503 89000 SH DEFINED 01 89000 0 0 ADC TELECOMMUNICATIONS INC COMMON 000886101 732 271753 SH DEFINED 01 0 0 271753 ADC TELECOMMUNICATIONS INC CBONDCNV 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SH DEFINED 01 683288 0 0 ARM FINANCIAL GROUP INC-CL A COMMON 001944107 0 15700 SH DEFINED 01 15700 0 0 AT&T CORP COMMON 001957505 9997 516893 SH DEFINED 01 0 0 516893 ***ARC ENERGY TRUST COMMON 001986108 1027 69000 SH DEFINED 01 0 0 69000 ATG INC COMMON 00206P106 1 100000 SH DEFINED 01 100000 0 0 A T & E CORP COMMON 002062107 4 151363 SH DEFINED 01 151363 0 0 ***AKTIESELSKABET COMMON 00208W109 3723 90200 SH DEFINED 01 90200 0 0 ***AU OPTRONICS CORP ADR 002255107 161 11250 SH DEFINED 01 0 0 11250 AVX CORP NEW COMMON 002444107 481 32764 SH DEFINED 01 32764 0 0 AXS-ONE INC COMMON 002458107 25 10000 SH DEFINED 01 10000 0 0 AAIPHARMA INC COMMON 00252W104 267 82254 SH DEFINED 01 82254 0 0 AAMES INVESTMENT CORPORATION COMMON 00253G108 110 10348 SH DEFINED 01 10348 0 0 AARON RENTS INC NEW CLASS 002535201 470 18800 SH DEFINED 01 0 0 18800 AARON RENTS INC NEW CLASS 002535201 246 9845 SH DEFINED 01 9845 0 0 ABAXIS INC COMMON 002567105 366 25327 SH DEFINED 01 25327 0 0 ABBOTT LABORATORIES COMMON 002824100 648 13909 SH DEFINED 01 0 0 13909 ABBOTT LABORATORIES COMMON 002824100 18520 397011 SH DEFINED 01 397011 0 0 ABERCROMBIE & FITCH CO-CL A CLASS 002896207 3042 64806 SH DEFINED 01 64806 0 0 ***ABBEY NATL GROUP PLC PREFERED 002920700 398 14500 SH DEFINED 01 0 0 14500 ***ABBEY NATIONAL PLC PREFERED 002920809 570 16500 SH DEFINED 01 0 0 16500 ABGENIX INC COMMON 00339B107 409 39569 SH DEFINED 01 39569 0 0 ABGENIX INC CBONDCNV 00339BAB3 11204 11275000 SH DEFINED 01 11275000 0 0 ACCELRYS INC COMMON 00430U103 157 14708 SH DEFINED 01 0 0 14708 ACCESS HEALTHNET INC NEW COMMON 004315305 0 19830 SH DEFINED 01 19830 0 0 ACCREDITED HOME LENDERS COMMON 00437P107 4127 83085 SH DEFINED 01 0 0 83085 ACCREDITED HOME LENDERS COMMON 00437P107 882 17769 SH DEFINED 01 17769 0 0 ACCREDO HEALTH INC COMMON 00437V104 2729 98466 SH DEFINED 01 0 0 98466 ACCREDO HEALTH INC COMMON 00437V104 1130 40769 SH DEFINED 01 40769 0 0 ACCRUE SOFTWARE INC COMMON 00437W102 0 319200 SH DEFINED 01 319200 0 0 ACE CASH EXPRESS INC COMMON 004403101 433 14616 SH DEFINED 01 14616 0 0 ACETO CORP COMMON 004446100 226 11900 SH DEFINED 01 11900 0 0 ACME COMMUNICATIONS INC COMMON 004631107 105 15001 SH DEFINED 01 15001 0 0 ACTIVISION INC NEW COMMON 004930202 1284 63661 SH DEFINED 01 63661 0 0 ACTION PERFORMANCE COMPANIES COMMON 004933107 128 11716 SH DEFINED 01 11716 0 0 ACTEL CORP COMMON 004934105 323 18445 SH DEFINED 01 18445 0 0 ACTIVCARD CORP COMMON 00506J107 1259 141519 SH DEFINED 01 141519 0 0 ACTUATE CORPORATION COMMON 00508B102 36 14397 SH DEFINED 01 14397 0 0 ACTUANT CORP COMMON 00508X203 761 14595 SH DEFINED 01 14595 0 0 ACUITY BRANDS INC COMMON 00508Y102 1217 38292 SH DEFINED 01 38292 0 0 ACXIOM CORP COMMON 005125109 569 21648 SH DEFINED 01 21648 0 0 ADAPTEC INC COMMON 00651F108 625 82445 SH DEFINED 01 82445 0 0 ADELPHIA COMMUNICATIONS CORP CLASS 006848105 28 73100 SH DEFINED 01 73100 0 0 ADESA INC COMMON 00686U104 1017 47956 SH DEFINED 01 47956 0 0 ADMINISTAFF INC COMMON 007094105 2121 168250 SH DEFINED 01 0 0 168250 ADMINISTAFF INC COMMON 007094105 521 41353 SH DEFINED 01 41353 0 0 ADOBE SYSTEMS INC COMMON 00724F101 16115 256866 SH DEFINED 01 256866 0 0 ADOLOR CORP COMMON 00724X102 445 44913 SH DEFINED 01 44913 0 0 ADTRAN INC COMMON 00738A106 672 35119 SH DEFINED 01 35119 0 0 ADTEC INC COMMON 00738C102 0 16947 SH DEFINED 01 16947 0 0 ADVANCE AUTO PARTS INC COMMON 00751Y106 4466 102253 SH DEFINED 01 102253 0 0 ADVANCED DIGITAL INFORMATION COMMON 007525108 395 39430 SH DEFINED 01 39430 0 0 ADVANCED RADIO TELECOM CORP COMMON 00754U101 0 102500 SH DEFINED 01 102500 0 0 ADVANCED PLANT PHARMACEUTICALS COMMON 00756F201 0 20000 SH DEFINED 01 20000 0 0 ADVANCED NEUROMODULATION SYS COMMON 00757T101 259 6567 SH DEFINED 01 6567 0 0 ADVO INC COMMON 007585102 920 25820 SH DEFINED 01 25820 0 0 ADVANCED MEDICAL OPTICS INC COMMON 00763M108 2259 54922 SH DEFINED 01 54922 0 0

Copyright © 2012 www.secdatabase.com. All Rights Reserved. Please Consider the Environment Before Printing This Document ADVANCED MEDICAL OPTICS INC CBONDCNV 00763MAE8 767 350000 SH DEFINED 01 350000 0 0 ADVANCED MEDICAL OPTICS INC CBONDCNV 00763MAG3 12332 11340000 SH DEFINED 01 11340000 0 0 ADVANCIS PHARMACEUTICAL CORP COMMON 00764L109 70 16362 SH DEFINED 01 0 0 16362 AERO SYSTEMS INC COMMON 007698103 3 60855 SH DEFINED 01 60855 0 0 AEROFLEX INC COMMON 007768104 1560 128777 SH DEFINED 01 128777 0 0 AEROPOSTALE COMMON 007865108 1046 35414 SH DEFINED 01 0 0 35414 ADVANCED MICRO DEVICES INC COMMON 007903107 2863 126025 SH DEFINED 01 0 0 126025 ***AEGON NV-ORD AMERICAN REGD ADR 007924103 339 24784 SH DEFINED 01 24784 0 0 ADVANCED VIRAL RESEARCH CORP COMMON 007928104 2 19700 SH DEFINED 01 19700 0 0 ADVANCED ENERGY INDUSTRIES INC COMMON 007973100 338 37070 SH DEFINED 01 37070 0 0 ADVENT SOFTWARE INC COMMON 007974108 275 13466 SH DEFINED 01 13466 0 0 ***AETERNA ZENTARIS INC COMMON 007975204 85 10675 SH DEFINED 01 0 0 10675 ADVANCED DETECTORS INC COMMON 007977101 0 33530 SH DEFINED 01 33530 0 0 AETNA INC NEW COMMON 00817Y108 608 4875 SH DEFINED 01 0 0 4875 AETNA INC NEW COMMON 00817Y108 9636 77246 SH DEFINED 01 77246 0 0 AFFILIATED BANC CORP COMMON 008179103 26 84181 SH DEFINED 01 84181 0 0 AFFILIATED COMPUTER SERVICES CLASS 008190100 9417 156424 SH DEFINED 01 0 0 156424 AFFILIATED MANAGERS GROUP INC COMMON 008252108 12274 181205 SH DEFINED 01 181205 0 0 AFFILIATED MANAGERS GROUP INC COMMON 008252884 2081 2000 SH DEFINED 01 2000 0 0 AFFILIATED MANAGERS GROUP INC CBONDCNV 008252AE8 21535 13400000 SH DEFINED 01 13400000 0 0 AFFYMETRIX INC CBONDCNV 00826TAF5 666 500000 SH DEFINED 01 500000 0 0 AFFYMETRIX INC COMMON 00826T108 1820 49807 SH DEFINED 01 49807 0 0 AFFORDABLE RESIDENTIAL COMMON 008273104 629 43891 SH DEFINED 01 43891 0 0 AFTERMARKET TECHNOLOGY CORP COMMON 008318107 292 18141 SH DEFINED 01 18141 0 0 AGERE SYSTEMS INC COMMON 00845V100 22 16085 SH DEFINED 01 0 0 16085 AGERE SYSTEMS INC COMMON 00845V100 473 345478 SH DEFINED 01 345478 0 0 AGERE SYSTEMS INC COMMON 00845V209 161 116196 SH DEFINED 01 0 0 116196 AGERE SYSTEMS INC CBONDCNV 00845VAA8 2668 2523000 SH DEFINED 01 2523000 0 0 AGILENT TECHNOLOGIES INC COMMON 00846U101 2924 119182 SH DEFINED 01 0 0 119182 AGILENT TECHNOLOGIES INC CBONDCNV 00846UAB7 49 49000 SH DEFINED 01 49000 0 0 AGILE SOFTWARE CORP DEL COMMON 00846X105 323 39558 SH DEFINED 01 39558 0 0 AGILE SOFTWARE CORP DEL COMMON 00846X105 20327 2488 SH DEFINED 01 2488 0 0 AGILYSYS INC COMMON 00847J105 292 17057 SH DEFINED 01 17057 0 0 ***AGNICO EAGLE MINES LTD COMMON 008474108 255 18600 SH DEFINED 01 18600 0 0 AIR PRODUCTS & CHEMICALS INC COMMON 009158106 8333 143753 SH DEFINED 01 143753 0 0 AIRGAS INC COMMON 009363102 915 34524 SH DEFINED 01 34524 0 0 AIRTRAN HOLDINGS INC COMMON 00949P108 1143 99507 SH DEFINED 01 99507 0 0 AIRSPAN NETWORKS INC COMMON 00950H102 195 35939 SH DEFINED 01 35939 0 0 AKAMAI TECHNOLOGIES INC COMMON 00971T101 1158 88931 SH DEFINED 01 88931 0 0 AKAMAI TECHNOLOGIES INC CBONDCNV 00971TAE1 6449 5850000 SH DEFINED 01 5850000 0 0 ***AKZO NOBEL NV-SPONSORED ADR ADR 010199305 1200 28261 SH DEFINED 01 28261 0 0 ALAMOSA HOLDINGS INC COMMON 011589108 178 14287 SH DEFINED 01 14287 0 0 ALASKA AIR GROUP INC COMMON 011659109 426 12726 SH DEFINED 01 12726 0 0 ALASKA AIR GROUP INC CBONDCNV 011659AG4 3462 2500000 SH DEFINED 01 2500000 0 0 ALBANY INTERNATIONAL CORP NEW CLASS 012348108 345 9831 SH DEFINED 01 9831 0 0 ALBANY MOLECULAR RESEARCH INC COMMON 012423109 174 15659 SH DEFINED 01 15659 0 0 ALBEMARLE CORP COMMON 012653101 1823 47098 SH DEFINED 01 47098 0 0 ALBERTO CULVER COMPANY CLASS 013068101 1212 24962 SH DEFINED 01 24962 0 0 ALBERTSONS INC COMMON 013104104 1838 76983 SH DEFINED 01 76983 0 0 ***ALCAN INC COMMON 013716105 7245 147356 SH DEFINED 01 0 0 147356 ALCOA INC COMMON 013817101 12624 398657 SH DEFINED 01 0 0 398657 ***ALCATEL - 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Please Consider the Environment Before Printing This Document ALTUS BANK-A FEDERAL SVGS BANK COMMON 022145106 0 101098 SH DEFINED 01 101098 0 0 AMAZON.COM INC COMMON 023135106 17905 402269 SH DEFINED 01 0 0 402269 AMAZON COM INC CBONDCNV 023135AF3 5636 5629000 SH DEFINED 01 5629000 0 0 AMBAC FINANCIAL GROUP INC COMMON 023139108 13624 165816 SH DEFINED 01 0 0 165816 AMBASE CORP COMMON 023164106 32 42600 SH DEFINED 01 42600 0 0 AMBERS STORES INC COMMON 023187107 0 72000 SH DEFINED 01 72000 0 0 AMEDISYS INC COMMON 023436108 388 11988 SH DEFINED 01 11988 0 0 AMERADA HESS CORP COMMON 023551104 1865 22642 SH DEFINED 01 22642 0 0 AMERADA HESS CORP PREFERED 023551401 1212 16400 SH DEFINED 01 16400 0 0 AMERCO COMMON 023586100 258 5621 SH DEFINED 01 5621 0 0 AMEREN CORP COMMON 023608102 2653 52914 SH DEFINED 01 52914 0 0 AMERICA WEST HOLDING CORP-CL B COMMON 023657208 184 28003 SH DEFINED 01 28003 0 0 AMCORE FINANCIAL INC COMMON 023912108 535 16653 SH DEFINED 01 16653 0 0 AMERICAN AXLE & 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Please Consider the Environment Before Printing This Document APACHE CORP COMMON 037411105 7085 140110 SH DEFINED 01 140110 0 0 APARTMENT INVESTMENT & REIT 03748R101 1048 27201 SH DEFINED 01 27201 0 0 ***APCO ARGENTINA INC (CAYMEN COMMON 037489101 25218 682506 SH DEFINED 01 682506 0 0 APOGENT TECHNOLOGIES INC CBONDCNV 03760AAK7 1438 1004474 SH DEFINED 01 1004474 0 0 APOGENT TECHNOLOGIES INC CBONDCNV 03760AAK7 36637 28915000 SH DEFINED 01 28915000 0 0 APOLLO GROUP INC-CL A CLASS 037604105 14414 177648 SH DEFINED 01 0 0 177648 APOLLO INVESTMENT CORPORATION COMMON 03761U106 188 12507 SH DEFINED 01 12507 0 0 APPLE COMPUTER INC COMMON 037833100 851 13220 SH DEFINED 01 0 0 13220 APPLE COMPUTER INC COMMON 037833100 29242 454082 SH DEFINED 01 454082 0 0 APPLEBEES INTERNATIONAL INC COMMON 037899101 528 19971 SH DEFINED 01 19971 0 0 APRIA HEALTHCARE GROUP INC COMMON 037933108 2151 64654 SH DEFINED 01 0 0 64654 APPLERA CORP COMMON 038020103 1569 75048 SH DEFINED 01 75048 0 0 APPLERA CORP COMMON 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Please Consider the Environment Before Printing This Document BIOMARIN PHARMACEUTICAL INC COMMON 09061G101 206 32353 SH DEFINED 01 32353 0 0 BIOMET INC COMMON 090613100 15984 368402 SH DEFINED 01 368402 0 0 BIOGEN IDEC INC COMMON 09062X103 29898 447714 SH DEFINED 01 0 0 447714 BIOMED REALTY TRUST INC COMMON 09063H107 349 15716 SH DEFINED 01 15716 0 0 BIOPLASTY INC COMMON 090648106 1 29400 SH DEFINED 01 29400 0 0 BIOPURE CORP COMMON 09065H105 9 15860 SH DEFINED 01 15860 0 0 BIOTECH HOLDRS TR COMMON 09067D201 161219 1054275 SH DEFINED 01 1054275 0 0 ***BIOVAIL CORP COMMON 09067J109 2172 131432 SH DEFINED 01 131432 0 0 BIOVERIS CORPORATION COMMON 090676107 152 20842 SH DEFINED 01 20842 0 0 BIOSONICS INC COMMON 090908104 0 26800 SH DEFINED 01 26800 0 0 BIOLASE TECHNOLOGY INC COMMON 090911108 272 25085 SH DEFINED 01 25085 0 0 BIOSITE INC COMMON 090945106 471 7658 SH DEFINED 01 7658 0 0 BLACK & DECKER CORP COMMON 091797100 1661 18810 SH DEFINED 01 18810 0 0 BLACK BOX CORP-DEL COMMON 091826107 478 9975 SH DEFINED 01 9975 0 0 BLACK HILLS CORP COMMON 092113109 572 18667 SH DEFINED 01 18667 0 0 BLACKROCK NEW JERSEY INVT COMMON 09247C107 1215 83000 SH DEFINED 01 0 0 83000 BLACKROCK INC COMMON 09247X101 357 3633 SH DEFINED 01 0 0 3633 H & R BLOCK INC COMMON 093671105 1928 39199 SH DEFINED 01 0 0 39199 BLOCKBUSTER INC COMMON 093679108 122 12840 SH DEFINED 01 0 0 12840 BLOCKBUSTER INC COMMON 093679108 290 30492 SH DEFINED 01 30492 0 0 BLOCKBUSTER INC COMMON 093679207 2548 289316 SH DEFINED 01 289316 0 0 BLOUNT INTL INC NEW COMMON 095180105 279358 16036619 SH DEFINED 01 279358 0 0 BLUE NILE INC COMMON 09578R103 799 28925 SH DEFINED 01 28925 0 0 BLYTH INC COMMON 09643P108 906 30667 SH DEFINED 01 30667 0 0 BOARDROOM BUSINESS PRODUCTS COMMON 096606108 30 30000 SH DEFINED 01 30000 0 0 BOB EVANS FARMS INC COMMON 096761101 552 21130 SH DEFINED 01 21130 0 0 BOEING CO COMMON 097023105 482 9325 SH DEFINED 01 0 0 9325 BOEING CO COMMON 097023105 22536 435324 SH DEFINED 01 435324 0 0 BOMBAY CO INC COMMON 097924104 82 14995 SH DEFINED 01 14995 0 0 BONE CARE INTERNATIONAL INC COMMON 098072101 347 12480 SH DEFINED 01 0 0 12480 BONNEVILLE PACIFIC CORP COMMON 098904998 120 25687 SH DEFINED 01 25687 0 0 BOOTS & COOTS INTERNATIONAL COMMON 099469504 22 25000 SH DEFINED 01 25000 0 0 BORDERS GROUP INC COMMON 099709107 1416 55773 SH DEFINED 01 55773 0 0 ***BOREALIS EXPLORATION LTD COMMON 099720104 306 81700 SH DEFINED 01 81700 0 0 BORG WARNER AUTOMOTIVE INC COMMON 099724106 1200 22170 SH DEFINED 01 22170 0 0 BORLAND SOFTWARE CORP COMMON 099849101 233 20005 SH DEFINED 01 20005 0 0 BOSTON PRIVATE FINANCIAL HLDGS COMMON 101119105 328 11648 SH DEFINED 01 11648 0 0 BOSTON PROPERTIES INC REIT 101121101 815 12609 SH DEFINED 01 12609 0 0 BOSTON SCIENTIFIC CORP COMMON 101137107 11269 314535 SH DEFINED 01 0 0 314535 BOSTON PRIVATE BANCORP INC COMMON 101990034 0 20000 SH DEFINED 01 20000 0 0 BOWATER INC COMMON 102183100 16287 368134 SH DEFINED 01 0 0 368134 BOWNE & CO INC COMMON 103043105 536 33013 SH DEFINED 01 33013 0 0 BOYD GAMING CORP COMMON 103304101 1007 24180 SH DEFINED 01 0 0 24180 BOYD GAMING CORP COMMON 103304101 1857 44607 SH DEFINED 01 44607 0 0 BOYKIN LODGING CO REIT 103430104 104 11402 SH DEFINED 01 11402 0 0 BRADLEY PHARMACEUTICALS INC CLASS 104576103 456 23555 SH DEFINED 01 23555 0 0 BRADY CORPORATION CL A COMMON 104674106 1543 24670 SH DEFINED 01 24670 0 0 BRANDYWINE REALTY TRUST-SBI REIT 105368203 514 17520 SH DEFINED 01 17520 0 0 ***BRASCAN CORP COMMON 10549P606 13889 385710 SH DEFINED 01 385710 0 0 ***BRETT RESOURCES INC COMMON 10737B203 2 15000 SH DEFINED 01 15000 0 0 BRIDGE CAPITAL HOLDINGS COMMON 108030107 183 11500 SH DEFINED 01 11500 0 0 BRIGGS & STRATTON CORP COMMON 109043109 298 7183 SH DEFINED 01 7183 0 0 BRINKER INTERNATIONAL INC COMMON 109641100 3235 92255 SH DEFINED 01 0 0 92255 BRINKER INTERNATIONAL INC COMMON 109641100 1644 46881 SH DEFINED 01 46881 0 0 BRINKER INTERNATIONAL INC CBONDCNV 109641AC4 10673 16612000 SH DEFINED 01 16612000 0 0 BRINK'S COMPANY COMMON 109696104 1218 30093 SH DEFINED 01 0 0 30093 BRISTOL MYERS SQUIBB CO COMMON 110122108 1228 47958 SH DEFINED 01 0 0 47958 BRISTOL MYERS SQUIBB CO COMMON 110122108 20536 801578 SH DEFINED 01 801578 0 0 BROADBAND HOLDRS TR COMMON 11130P104 13572 812740 SH DEFINED 01 812740 0 0 BROADCOM CORP CLASS 111320107 14365 442941 SH DEFINED 01 0 0 442941 BROADWAY FINANCIAL CORP-N.J. COMMON 111443107 0 26886 SH DEFINED 01 26886 0 0 BROADWING CORPORATION COMMON 11161E101 761 83581 SH DEFINED 01 83581 0 0 BROCADE COMMUNICATIONS SYS INC COMMON 111621108 3162 407624 SH DEFINED 01 0 0 407624 BROCADE COMMUNICATIONS SYSTEM CBONDCNV 111621AB4 85 90000 SH DEFINED 01 90000 0 0 ***BROOKFIELD PROPERTIES CORP COMMON 112900105 579 15503 SH DEFINED 01 15503 0 0 BROOKLINE BANCORP INC COMMON 11373M107 349 21408 SH DEFINED 01 21408 0 0 BROOKS AUTOMATION INC COMMON 114340102 876 50899 SH DEFINED 01 50899 0 0 BROOKSTONE INC COMMON 114537103 1029 52667 SH DEFINED 01 52667 0 0 BROWN & BROWN INC COMMON 115236101 1162 26684 SH DEFINED 01 26684 0 0 BROWN FORMAN CORP-CL B CLASS 115637209 1722 35390 SH DEFINED 01 35390 0 0 BROWN SHOE COMPANY COMMON 115736100 347 11664 SH DEFINED 01 11664 0 0 BRUNSWICK CORP COMMON 117043109 2048 41386 SH DEFINED 01 41386 0 0 B2DIGITAL INC COMMON 11777J106 0 35000 SH DEFINED 01 35000 0 0 BURLINGTON NORTHERN SANTA FE COMMON 12189T104 6545 138344 SH DEFINED 01 138344 0 0 BURLINGTON RESOURCES INC COMMON 122014103 11045 251699 SH DEFINED 01 0 0 251699 BURRITT INTERFINANCIAL COMMON 122756109 0 56141 SH DEFINED 01 56141 0 0 C&D TECHNOLOGIES INC COMMON 124661109 359 21078 SH DEFINED 01 21078 0 0 ***CAE INC COMMON 124765108 146 34400 SH DEFINED 01 34400 0 0 CBL & ASSOCIATES PROPERTIES REIT 124830100 507 6653 SH DEFINED 01 6653 0 0 CBRL GROUP INC COMMON 12489V106 2125 50778 SH DEFINED 01 50778 0 0 CB RICHARD ELLIS GROUP INC COMMON 12497T101 1601 47746 SH DEFINED 01 47746 0 0 C C R VIDEO CORP COMMON 125002105 0 10450 SH DEFINED 01 10450 0 0 C-COR INCORPORATED COMMON 125010108 167 17982 SH DEFINED 01 17982 0 0 CDI CORP COMMON 125071100 409 19159 SH DEFINED 01 19159 0 0 CDW CORP COMMON 12512N105 5014 75571 SH DEFINED 01 75571 0 0 CEC ENTERTAINMENT INC COMMON 125137109 2799 70038 SH DEFINED 01 0 0 70038 CEC ENTERTAINMENT INC COMMON 125137109 952 23829 SH DEFINED 01 23829 0 0 CGI HOLDING CORP COMMON 125318105 274 45800 SH DEFINED 01 0 0 45800 CH ENERGY GROUP INC COMMON 12541M102 294 6133 SH DEFINED 01 6133 0 0 C H ROBINSON WORLDWIDE INC COMMON 12541W100 5029 90584 SH DEFINED 01 90584 0 0 CIGNA CORP COMMON 125509109 4824 59146 SH DEFINED 01 59146 0 0 CIT GROUP INC NEW COMMON 125581108 5852 126238 SH DEFINED 01 0 0 126238 CKE RESTAURANTS INC COMMON 12561E105 1142 78770 SH DEFINED 01 78770 0 0 CLECO CORP HLDGS NEW COMMON 12561W105 615 30383 SH DEFINED 01 30383 0 0 CMGI INC COMMON 125750109 450 170008 SH DEFINED 01 0 0 170008

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Please Consider the Environment Before Printing This Document CMS ENERGY CORP COMMON 125896100 1839 176013 SH DEFINED 01 176013 0 0 CMS ENERGY CORP CBONDCNV 125896AW0 6265 6250000 SH DEFINED 01 6250000 0 0 CSK AUTO CORP COMMON 125965103 2398 143303 SH DEFINED 01 0 0 143303 CSK AUTO CORP COMMON 125965103 550 32856 SH DEFINED 01 32856 0 0 CNA FINANCIAL CORP COMMON 126117100 227 8528 SH DEFINED 01 8528 0 0 CNF INC COMMON 12612W104 2087 41658 SH DEFINED 01 41658 0 0 CNET NETWORKS INC COMMON 12613R104 211 18842 SH DEFINED 01 0 0 18842 CNET NETWORKS INC COMMON 12613R104 707 62987 SH DEFINED 01 62987 0 0 CNET NETWORKS INC CBONDCNV 12613RAD6 7043 7000000 SH DEFINED 01 7000000 0 0 CPC REXCEL INC COMMON 126150101 0 117746 SH DEFINED 01 117746 0 0 CSG SYSTEMS INTERNATIONAL INC COMMON 126349109 656 28926 SH DEFINED 01 0 0 28926 CSG SYS INTL INC CBONDCNV 126349AB5 508 500000 SH DEFINED 01 500000 0 0 CSX CORP COMMON 126408103 1800 44431 SH DEFINED 01 0 0 44431 CTC COMMUNICATIONS GROUP INC COMMON 126419100 0 47456 SH DEFINED 01 47456 0 0 CTS CORP COMMON 126501105 344 25937 SH DEFINED 01 25937 0 0 CUNO INC COMMON 126583103 246 4152 SH DEFINED 01 4152 0 0 CVB FINANCIAL CORP COMMON 126600105 356 13429 SH DEFINED 01 13429 0 0 CVS CORP COMMON 126650100 248 5506 SH DEFINED 01 0 0 5506 CVS CORP COMMON 126650100 6680 148230 SH DEFINED 01 148230 0 0 CV THERAPEUTICS INC CBONDCNV 126667AD6 127 150000 SH DEFINED 01 150000 0 0 CV THERAPEUTICS INC COMMON 126667104 521 22694 SH DEFINED 01 22694 0 0 CABLEVISION SYSTEMS CORP-CL A CLASS 12686C109 15306 607522 SH DEFINED 01 0 0 607522 ***CABLETEL COMMUNICATIONS COMMON 126925106 1 32100 SH DEFINED 01 32100 0 0 CABOT CORP COMMON 127055101 1766 45139 SH DEFINED 01 0 0 45139 CABOT MICROELECTRONICS CORP COMMON 12709P103 412 10289 SH DEFINED 01 10289 0 0 CABOT OIL & GAS CORP CLASS 127097103 5995 135490 SH DEFINED 01 0 0 135490 CABOT OIL & GAS CORP CLASS 127097103 11093 250706 SH DEFINED 01 250706 0 0 CACI INTERNATIONAL INC-CL A CLASS 127190304 756 11111 SH DEFINED 01 11111 0 0 CADENCE DESIGN SYSTEMS INC COMMON 127387108 2024 146623 SH DEFINED 01 146623 0 0 CADENCE DESIGN SYS INC CBONDCNV 127387AB4 525 500000 SH DEFINED 01 500000 0 0 CAESARS ENTERTAINMENT INC COMMON 127687101 5321 262242 SH DEFINED 01 0 0 262242 CAL DIVE INTERNATIONAL INC COMMON 127914109 423 10382 SH DEFINED 01 10382 0 0 CAL-MAINE FOODS INC NEW COMMON 128030202 178 14733 SH DEFINED 01 14733 0 0 CALAMOS CONVERTIBLE COMMON 128117108 871 42100 SH DEFINED 01 42100 0 0 CALAMOS STRATEGIC TOTAL RETURN COMMON 128125101 274 19600 SH DEFINED 01 19600 0 0 CALGON CARBON CORP COMMON 129603106 102 11309 SH DEFINED 01 11309 0 0 CALIFORNIA MICRO DEVICES CORP COMMON 130439102 267 25817 SH DEFINED 01 0 0 25817 CALIFORNIA WATER SERVICE GROUP COMMON 130788102 257 6837 SH DEFINED 01 6837 0 0 CALLAWAY GOLF CO COMMON 131193104 1616 119726 SH DEFINED 01 119726 0 0 CALPINE CORP COMMON 131347106 39 10000 SH DEFINED 01 0 0 10000 CALPINE CORP COMMON 131347106 16341 4147469 SH DEFINED 01 4147469 0 0 ***CAMBIOR INC COMMON 13201L103 51 19300 SH DEFINED 01 19300 0 0 CAMBREX CORP COMMON 132011107 437 16136 SH DEFINED 01 16136 0 0 CAMCO FINANCIAL CORP COMMON 132618109 1556 101076 SH DEFINED 01 101076 0 0 CAMDEN PROPERTY TRUST-SBI REIT 133131102 1243 23873 SH DEFINED 01 0 0 23873 ***CAMECO CORP COMMON 13321L108 1384 13200 SH DEFINED 01 13200 0 0 CAMPBELL SOUP CO COMMON 134429109 2295 76813 SH DEFINED 01 76813 0 0 ***CANADIAN NATIONAL RAILWAY COMMON 136375102 5980 97637 SH DEFINED 01 97637 0 0 ***CANADIAN NATURAL RESOURCES COMMON 136385101 10079 235668 SH DEFINED 01 235668 0 0 ***CANADIAN OIL SANDS TR NEW COMMON 13642L100 250 4444 SH DEFINED 01 4444 0 0 ***CANADIAN PACIFIC RAILWAY COMMON 13645T100 206 5990 SH DEFINED 01 5990 0 0 ***CANADIAN ZINC CORPORATION COMMON 136802105 5 11000 SH DEFINED 01 11000 0 0 CANDELA CORP COMMON 136907102 336 29634 SH DEFINED 01 29634 0 0 CANDIES INC COMMON 137409108 81 15000 SH DEFINED 01 15000 0 0 CAPITAL AUTOMOTIVE REIT-SBI REIT 139733109 743 20942 SH DEFINED 01 20942 0 0 CAPITAL ONE FINANCIAL CORP COMMON 14040H105 359 4267 SH DEFINED 01 0 0 4267 CAPITAL ONE FINANCIAL CORP COMMON 14040H105 10494 124620 SH DEFINED 01 124620 0 0 CAPITALSOURCE INC COMMON 14055X102 360 7934 SH DEFINED 01 0 0 7934 CAPITOL FEDERAL FINANCIAL COMMON 14057C106 1107 30761 SH DEFINED 01 30761 0 0 CAPSTONE TURBINE CORP COMMON 14067D102 664 363322 SH DEFINED 01 363322 0 0 CAPSULE SYSTEMS INC COMMON 140670100 0 10000 SH DEFINED 01 10000 0 0 CAPTARIS INC COMMON 14071N104 1389 269214 SH DEFINED 01 269214 0 0 CARBO CERAMICS INC COMMON 140781105 45932 665692 SH DEFINED 01 665692 0 0 CARDIAC SCIENCE INC NEW COMMON 141410209 153 71843 SH DEFINED 01 71843 0 0 CARDINAL HEALTH INC COMMON 14149Y108 10321 176998 SH DEFINED 01 0 0 176998 CARDIODYNAMICS INTERNATIONAL COMMON 141597104 59 11432 SH DEFINED 01 11432 0 0 CAREADVANTAGE INC NEW COMMON 14166N209 0 58408 SH DEFINED 01 58408 0 0 CAREER EDUCATION CORP COMMON 141665109 3836 95915 SH DEFINED 01 95915 0 0 CAREERCOM CORP COMMON 141686105 0 215528 SH DEFINED 01 215528 0 0 CAREMARK RX INC COMMON 141705103 8269 209736 SH DEFINED 01 209736 0 0 CARLISLE COMPANIES INC COMMON 142339100 2692 41481 SH DEFINED 01 41481 0 0 ***CARMANAH RESOURCES LTD COMMON 142903202 0 35100 SH DEFINED 01 35100 0 0 CARMAX INC COMMON 143130102 11553 372104 SH DEFINED 01 372104 0 0 CARMIKE CINEMAS INC COMMON 143436400 1528 41884 SH DEFINED 01 41884 0 0 ***CARNIVAL CORP COMMON 143658300 572 9930 SH DEFINED 01 0 0 9930 ***CARNIVAL CORP COMMON 143658300 14617 253647 SH DEFINED 01 253647 0 0 CARNIVAL CORP CBONDCNV 143658AN2 994 659000 SH DEFINED 01 659000 0 0 CARNIVAL CORP CBONDCNV 143658AS1 96 100000 SH DEFINED 01 100000 0 0 CAROLCO PICTURES INC COMMON 143763100 0 99317 SH DEFINED 01 99317 0 0 CARPENTER TECHNOLOGY CORP COMMON 144285103 448 7675 SH DEFINED 01 7675 0 0 CARRAMERICA REALTY CORP REIT 144418100 1271 38530 SH DEFINED 01 38530 0 0 CARREKER CORPORATION COMMON 144433109 175 18750 SH DEFINED 01 0 0 18750 CARRIZO OIL & GAS INC COMMON 144577103 242 21454 SH DEFINED 01 21454 0 0 CASCADE CORP COMMON 147195101 242 6065 SH DEFINED 01 6065 0 0 CASCADE INTERNATIONAL INC COMMON 147280101 0 316304 SH DEFINED 01 316304 0 0 INC COMMON 147322101 478 35650 SH DEFINED 01 0 0 35650 CASCADE MICROTECH INC COMMON 147322101 5479 408322 SH DEFINED 01 408322 0 0 CASELLA WASTE SYSTEMS INC-CL A COMMON 147448104 263 14692 SH DEFINED 01 0 0 14692 CASEYS GENERAL STORES INC COMMON 147528103 367 20229 SH DEFINED 01 20229 0 0 CASH AMERICA INTERNATIONAL INC COMMON 14754D100 257 8660 SH DEFINED 01 8660 0 0 CASUAL MALE RETAIL GROUP INC COMMON 148711104 183 33671 SH DEFINED 01 33671 0 0 CATALINA MARKETING CORP COMMON 148867104 725 23469 SH DEFINED 01 0 0 23469 CATAPULT COMMUNICATIONS CORP COMMON 149016107 911 37719 SH DEFINED 01 37719 0 0 CATELLUS DEVELOPMENT CORP COMMON 149113102 463 15155 SH DEFINED 01 15155 0 0 CATERPILLAR INC COMMON 149123101 27558 281824 SH DEFINED 01 0 0 281824

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Please Consider the Environment Before Printing This Document CATHAY GENERAL BANCORP COMMON 149150104 594 15851 SH DEFINED 01 15851 0 0 CATTLEGUARD INC COMMON 149472102 0 19600 SH DEFINED 01 19600 0 0 CELL GENESYS INC COMMON 150921104 311 37498 SH DEFINED 01 0 0 37498 CELL THERAPEUTICS INC NEW COMMON 150934107 2307 283416 SH DEFINED 01 283416 0 0 CELGENE CORP COMMON 151020104 3937 148420 SH DEFINED 01 148420 0 0 CELLCOM CORP NEW COMMON 151154309 0 12300 SH DEFINED 01 12300 0 0 ***CEMEX S A ADR 151290889 7064 193982 SH DEFINED 01 193982 0 0 CENDANT CORP COMMON 151313103 520 22262 SH DEFINED 01 0 0 22262 CENDANT CORP COMMON 151313103 13505 577647 SH DEFINED 01 577647 0 0 CENTENNIAL COMMUNICATIONS CORP COMMON 15133V208 218 27493 SH DEFINED 01 27493 0 0 CENTENE CORP DEL COMMON 15135B101 783 27644 SH DEFINED 01 27644 0 0 CENTERPOINT ENERGY INC COMMON 15189T107 2473 218643 SH DEFINED 01 0 0 218643 CENTERPOINT ENERGY INC CBONDCNV 15189TAC1 10350 9050000 SH DEFINED 01 9050000 0 0 CENTERPOINT ENERGY INC CBONDCNV 15189TAL1 9209 8750000 SH DEFINED 01 8750000 0 0 CENTERPOINT PROPERTIES TRUST REIT 151895109 7537 156972 SH DEFINED 01 0 0 156972 CENTERPLATE INC COMMON 15200E204 155 11750 SH DEFINED 01 0 0 11750 CENTEX CORP COMMON 152312104 28837 482981 SH DEFINED 01 482981 0 0 CENTRAL GARDEN & PET CO COMMON 153527106 561 13457 SH DEFINED 01 13457 0 0 CENTRAL PACIFIC FINANCIAL CORP COMMON 154760102 288 7979 SH DEFINED 01 7979 0 0 CENTRAL PARKING CORP COMMON 154785109 192 12720 SH DEFINED 01 12720 0 0 CENTURI INC COMMON 156410102 0 13900 SH DEFINED 01 13900 0 0 CENTURY ALUMINUM CO COMMON 156431108 401 15301 SH DEFINED 01 15301 0 0 CENTURY BUSINESS SERVICES INC COMMON 156490104 63 14471 SH DEFINED 01 14471 0 0 CEPHEID COMMON 15670R107 148 14906 SH DEFINED 01 14906 0 0 CENTURYTEL INC COMMON 156700106 1030 28982 SH DEFINED 01 0 0 28982 CENVEST INC COMMON 156702102 0 70854 SH DEFINED 01 70854 0 0 CEPHALON INC COMMON 156708109 2586 50839 SH DEFINED 01 50839 0 0 CERADYNE INC-CALIF COMMON 156710105 1252 21892 SH DEFINED 01 21892 0 0 CERES GROUP COMMON 156772105 358 69439 SH DEFINED 01 69439 0 0 CORP COMMON 156779100 844 46175 SH DEFINED 01 46175 0 0 CERNER CORP COMMON 156782104 1151 21649 SH DEFINED 01 21649 0 0 CERTEGY INC COMMON 156880106 566 15952 SH DEFINED 01 15952 0 0 CHAMPION ENTERPRISES INC COMMON 158496109 423 35843 SH DEFINED 01 35843 0 0 CHARLES RIVER LABORATORIES COMMON 159864107 3350 72828 SH DEFINED 01 72828 0 0 CHARLOTTE RUSSE HLDG INC COMMON 161048103 621 61530 SH DEFINED 01 61530 0 0 CHARMING SHOPPES INC COMMON 161133103 221 23639 SH DEFINED 01 23639 0 0 CHARTER COMMUNICATIONS INC DEL COMMON 16117M107 873 390000 SH DEFINED 01 0 0 390000 CHARTER COMMUNICATIONS INC DEL COMMON 16117M107 870 388420 SH DEFINED 01 388420 0 0 CHARTER COMMUNICATIONS INC DEL CBONDCNV 16117MAC1 30 30000 SH DEFINED 01 0 0 30000 CHARTER COMMUNICATIONS INC DEL CBONDCNV 16117MAC1 2840 2840000 SH DEFINED 01 2840000 0 0 CHARTWELL INTERNATIONAL INC COMMON 161399209 5 182000 SH DEFINED 01 182000 0 0 CHATTEM INC COMMON 162456107 3075 92919 SH DEFINED 01 0 0 92919 CHATTEM INC COMMON 162456107 2354 71126 SH DEFINED 01 71126 0 0 CHECKFREE CORP COMMON 162813109 999 26256 SH DEFINED 01 26256 0 0 CHECKPOINT SYSTEMS INC COMMON 162825103 2770 153514 SH DEFINED 01 0 0 153514 CHECKPOINT SYSTEMS INC COMMON 162825103 732 40558 SH DEFINED 01 40558 0 0 CHEESECAKE FACTORY INC COMMON 163072101 619 19080 SH DEFINED 01 19080 0 0 CHEMED CORPORATION COMMON 16359R103 252 3756 SH DEFINED 01 3756 0 0 CHEMICAL FINANCIAL CORP COMMON 163731102 213 4986 SH DEFINED 01 4986 0 0 CHENIERE ENERGY INC COMMON 16411R208 585 9199 SH DEFINED 01 9199 0 0 CHESAPEAKE CORP COMMON 165159104 228 8402 SH DEFINED 01 8402 0 0 CHESAPEAKE ENERGY CORP COMMON 165167107 4636 281029 SH DEFINED 01 0 0 281029 CHESAPEAKE ENERGY CORP COMMON 165167107 10053 609326 SH DEFINED 01 609326 0 0 CHESAPEAKE ENERGY CORP PREFCONV 165167883 4752 4750 SH DEFINED 01 4750 0 0 CHESAPEAKE INDUSTRIES INC COMMON 165195108 0 18400 SH DEFINED 01 18400 0 0 CHEVRONTEXACO CORP COMMON 166764100 2892 55092 SH DEFINED 01 0 0 55092 CHEVRONTEXACO CORP COMMON 166764100 69267 1319138 SH DEFINED 01 1319138 0 0 CHICAGO MERCANTILE EXCHANGE COMMON 167760107 1368 5985 SH DEFINED 01 5985 0 0 CHICOS FAS INC COMMON 168615102 1450 30853 SH DEFINED 01 0 0 30853 CHILDRENS PLACE RETAIL STORES COMMON 168905107 565 15271 SH DEFINED 01 15271 0 0 ***CHINA PETE & CHEM CORP ADR 16941R108 966 19841 SH DEFINED 01 0 0 19841 CHINATEK INC NEW COMMON 169463205 269 431100 SH DEFINED 01 431100 0 0 CHIPPAC INC CBONDCNV 169657AD5 12379 12520000 SH DEFINED 01 12520000 0 0 CHOICE HOTELS INTERNATIONAL COMMON 169905106 1769 30517 SH DEFINED 01 30517 0 0 CHIQUITA BRANDS INTL INC COMMON 170032809 466 21152 SH DEFINED 01 21152 0 0 WTS CHIQUITA BRANDS INTL INC WARRANT 170032114 472 74763 SH DEFINED 01 74763 0 0 CHIRON CORP CBONDCNV 170040AG4 747 706612 SH DEFINED 01 706612 0 0 CHIRON CORP COMMON 170040109 13250 397557 SH DEFINED 01 397557 0 0 CHITTENDEN CORP COMMON 170228100 409 14248 SH DEFINED 01 14248 0 0 CHOICEPOINT INC COMMON 170388102 3045 66214 SH DEFINED 01 66214 0 0 CHORDIANT SOFTWARE INC COM COMMON 170404107 865 371753 SH DEFINED 01 0 0 371753 CHRISTOPHER & BANKS CORP COMMON 171046105 234 12732 SH DEFINED 01 12732 0 0 CHROMAVISION MEDICAL SYSTEMS COMMON 17111P104 48 17500 SH DEFINED 01 0 0 17500 CHUBB CORP COMMON 171232101 4919 63397 SH DEFINED 01 0 0 63397 CHUBB CORPORATION COMMON 171232507 936 31200 SH DEFINED 01 31200 0 0 CHUBB CORP PREFCONV 171232309 4438 150000 SH DEFINED 01 150000 0 0 ***CHUNGHWA TELECOM CO LTD ADR 17133Q205 264 12555 SH DEFINED 01 12555 0 0 CHURCH & DWIGHT CO INC COMMON 171340102 1581 47030 SH DEFINED 01 47030 0 0 CIBER INC COMMON 17163B102 1274 132170 SH DEFINED 01 132170 0 0 CIENA CORP COMMON 171779101 182 54704 SH DEFINED 01 0 0 54704 CIENA CORP COMMON 171779101 1339 401053 SH DEFINED 01 401053 0 0 CIENA CORP COMMON 171779101 1686 504769 SH DEFINED 01 504769 0 0 ***CIENA CORP CBONDCNV 171779AA9 4868 5486000 SH DEFINED 01 5486000 0 0 CIMAREX ENERGY CO COMMON 171798101 2051 54123 SH DEFINED 01 54123 0 0 CINCINNATI BELL INC NEW COMMON 171871106 619 149371 SH DEFINED 01 149371 0 0 CINCINNATI FINANCIAL CORP COMMON 172062101 3847 86936 SH DEFINED 01 86936 0 0 CINERGY CORP COMMON 172474108 3823 91841 SH DEFINED 01 91841 0 0 CIPHERGEN BIOSYSTEMS INC COMMON 17252Y104 83 19432 SH DEFINED 01 19432 0 0 CIRCUIT CITY STORES INC COMMON 172737108 1011 64681 SH DEFINED 01 64681 0 0 CISCO SYSTEMS INC COMMON 17275R102 2552 132260 SH DEFINED 01 0 0 132260 CISCO SYSTEMS INC COMMON 17275R102 63999 3316061 SH DEFINED 01 3316061 0 0 CISCO SYSTEMS INC COMMON 17275R102 1463 75699 SH DEFINED 01 75699 0 0 CIRRUS LOGIC INC COMMON 172755100 716 126111 SH DEFINED 01 0 0 126111 CINTAS CORP COMMON 172908105 6657 151239 SH DEFINED 01 0 0 151239 CITIGROUP INC COMMON 172967101 1534 31858 SH DEFINED 01 0 0 31858

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Please Consider the Environment Before Printing This Document CITIGROUP INC COMMON 172967101 194596 4038948 SH DEFINED 01 4038948 0 0 CITIZENS BANKING CORP COMMON 174420109 564 16446 SH DEFINED 01 16446 0 0 CITIZENS COMMUNICATIONS CO COMMON 17453B101 905 65687 SH DEFINED 01 65687 0 0 CITRIX SYSTEMS INC COMMON 177376100 5589 226334 SH DEFINED 01 0 0 226334 CITY NATIONAL CORP COMMON 178566105 5021 70156 SH DEFINED 01 0 0 70156 CITYFED FINANCIAL CORP COMMON 178762100 0 27300 SH DEFINED 01 27300 0 0 CLAIRES STORES INC (FLA) COMMON 179584107 5450 256495 SH DEFINED 01 256495 0 0 CLANCY SYSTEMS INTL INC COMMON 179818109 0 20000 SH DEFINED 01 20000 0 0 CLARCOR INC COMMON 179895107 1117 20407 SH DEFINED 01 20407 0 0 CLEAR CHANNEL COMMUNICATIONS COMMON 184502102 9102 271786 SH DEFINED 01 271786 0 0 CLEAR CHANNEL COMMUNICATIONS COMMON 184502102 22490 671531 SH DEFINED 01 671531 0 0 CLEVELAND CLIFFS INC COMMON 185896107 697 6712 SH DEFINED 01 6712 0 0 CLINI-THERM CORP COMMON 187258108 0 15000 SH DEFINED 01 15000 0 0 CLOROX CO COMMON 189054109 3406 57803 SH DEFINED 01 57803 0 0 CLOTHESTIME INC COMMON 189095102 0 23800 SH DEFINED 01 23800 0 0 COACH INC COMMON 189754104 3608 62359 SH DEFINED 01 0 0 62359 COCA COLA CO COMMON 191216100 715 17197 SH DEFINED 01 0 0 17197 COCA COLA CO COMMON 191216100 43344 1041188 SH DEFINED 01 1041188 0 0 COCA COLA ENTERPRISES INC COMMON 191219104 1818 87234 SH DEFINED 01 87234 0 0 COEUR D ALENE MINES CORP COMMON 192108108 216 55000 SH DEFINED 01 0 0 55000 COEUR D ALENE MINES CORP COMMON 192108108 687 174844 SH DEFINED 01 174844 0 0 COGNEX CORP COMMON 192422103 296 10629 SH DEFINED 01 10629 0 0 COGNIZANT TECHNOLOGY SOLUTIONS COMMON 192446102 1015 23980 SH DEFINED 01 0 0 23980 COGNIZANT TECHNOLOGY SOLUTIONS COMMON 192446102 5201 122876 SH DEFINED 01 122876 0 0 COHEN & STEERS TOTAL RETURN COMMON 19247R103 207 10300 SH DEFINED 01 10300 0 0 COHERENT INC COMMON 192479103 483 15896 SH DEFINED 01 15896 0 0 COHU INC COMMON 192576106 217 11714 SH DEFINED 01 11714 0 0 COINSTAR INC COMMON 19259P300 398 13740 SH DEFINED 01 0 0 13740 COLDWATER CREEK INC COMMON 193068103 295 9561 SH DEFINED 01 9561 0 0 COLGATE PALMOLIVE CO COMMON 194162103 11834 229671 SH DEFINED 01 0 0 229671 COLLINS & AIKMAN CORP NEW COMMON 194830204 561 128827 SH DEFINED 01 128827 0 0 COLONIAL BANCGROUP INC COMMON 195493309 94085 4431707 SH DEFINED 01 4431707 0 0 COLONIAL PROPERTIES TRUST REIT 195872106 392 10000 SH DEFINED 01 0 0 10000 COLONIAL PROPERTIES TRUST REIT 195872106 563 14344 SH DEFINED 01 14344 0 0 COLUMBIA SAVINGS & LOAN ASSN COMMON 198415101 0 405954 SH DEFINED 01 405954 0 0 COMCAST CORP COMMON 20030N101 44572 1334946 SH DEFINED 01 0 0 1334946 COMCAST CORPORATION COMMON 20030N200 287 8769 SH DEFINED 01 0 0 8769 COMCAST CORPORATION COMMON 20030N200 74896 2280660 SH DEFINED 01 2280660 0 0 COMERICA INC COMMON 200340107 4057 66501 SH DEFINED 01 66501 0 0 COMFED BANCORP INC COMMON 200380103 0 165227 SH DEFINED 01 165227 0 0 COMMERCE BANCORP INC-N.J. COMMON 200519106 8777 136301 SH DEFINED 01 136301 0 0 COMMERCE BANCSHARES INC COMMON 200525103 1100 21930 SH DEFINED 01 21930 0 0 COMMERCE GROUP INC-MASS COMMON 200641108 3750 61436 SH DEFINED 01 0 0 61436 COMMERCE GROUP INC-MASS COMMON 200641108 952 15610 SH DEFINED 01 15610 0 0 COMMERCIAL BANKSHARES INC-FLA COMMON 201607108 477 12401 SH DEFINED 01 12401 0 0 COMMERCIAL CAPITAL BANCORP INC COMMON 20162L105 8037 346745 SH DEFINED 01 346745 0 0 COMMERCIAL FEDERAL CORP COMMON 201647104 910 30098 SH DEFINED 01 0 0 30098 COMMERCIAL METALS CO COMMON 201723103 813 16089 SH DEFINED 01 16089 0 0 COMMERCIAL NET LEASE REALTY REIT 202218103 559 27171 SH DEFINED 01 27171 0 0 COMMONWEALTH TELEPHONE COMMON 203349105 264 5328 SH DEFINED 01 5328 0 0 COMMSCOPE INC COMMON 203372107 447 23673 SH DEFINED 01 23673 0 0 COMMUNITY BANK SYSTEMS INC COMMON 203607106 249 8847 SH DEFINED 01 8847 0 0 COMMUNITY HEALTH COMPUTING COMMON 203660105 19 153400 SH DEFINED 01 153400 0 0 COMMUNITY HEALTH SYSTEM INC COMMON 203668108 625 22427 SH DEFINED 01 22427 0 0 COMMUNITY NATIONAL BANCORP INC COMMON 203752407 0 17427 SH DEFINED 01 17427 0 0 ***COMPANHIA VALE DO RIO DOCE ADR 204412209 237 8200 SH DEFINED 01 8200 0 0 COMPASS BANCSHARES INC COMMON 20449H109 2893 58943 SH DEFINED 01 0 0 58943 COMPUCREDIT CORP COMMON 20478N100 207 7597 SH DEFINED 01 7597 0 0 COMPUTER ASSOCIATES INTL INC COMMON 204912109 5112 164602 SH DEFINED 01 164602 0 0 COMPUTER ASSOCIATES INTL INC CBONDCNV 204912AQ2 10898 6600000 SH DEFINED 01 6600000 0 0 COMPUTER SCIENCES CORP COMMON 205363104 3602 63902 SH DEFINED 01 63902 0 0 COMPUTERIZED THERMAL IMAGING COMMON 20557C108 1 10000 SH DEFINED 01 10000 0 0 COMPUWARE CORP COMMON 205638109 851 131641 SH DEFINED 01 131641 0 0 COMTECH GROUP INC COMMON 205821101 577 193200 SH DEFINED 01 193200 0 0 COMTECH TELECOMMUNICATIONS COMMON 205826209 349 9295 SH DEFINED 01 9295 0 0 COMVERSE TECHNOLOGY INC NEW CBONDCNV 205862AJ4 63 65000 SH DEFINED 01 65000 0 0 COMVERSE TECHNOLOGY INC NEW CBONDCNV 205862AL9 10048 6836000 SH DEFINED 01 6836000 0 0 COMVERSE TECHNOLOGY INC NEW COMMON 205862402 5435 219601 SH DEFINED 01 0 0 219601 CONAGRA FOODS INC COMMON 205887102 6543 215984 SH DEFINED 01 0 0 215984 CONCEPTUS INC COMMON 206016107 155 19147 SH DEFINED 01 19147 0 0 CONCERO INC COMMON 206018103 37 436650 SH DEFINED 01 436650 0 0 CONCORD CAMERA CORP COMMON 206156101 45 20000 SH DEFINED 01 20000 0 0 CONCORD COMMUNICATIONS INC COMMON 206186108 141 12738 SH DEFINED 01 12738 0 0 CONCUR TECHNOLOGIES INC COMMON 206708109 111 12459 SH DEFINED 01 12459 0 0 CONEXANT SYSTEMS INC CBONDCNV 207142AF7 5065 5597000 SH DEFINED 01 5597000 0 0 CONEXANT SYSTEMS INC COMMON 207142100 38 19120 SH DEFINED 01 0 0 19120 CONEXANT SYSTEMS INC COMMON 207142100 412 207481 SH DEFINED 01 207481 0 0 CONMED CORP COMMON 207410101 285 10029 SH DEFINED 01 10029 0 0 CONNETICS CORP COMMON 208192104 443 18263 SH DEFINED 01 18263 0 0 CONOCOPHILLIPS COMMON 20825C104 31894 366204 SH DEFINED 01 0 0 366204 CONSECO INC COMMON 208464883 11449 573849 SH DEFINED 01 0 0 573849 CONSECO INC PREFERED 208464867 1325 50000 SH DEFINED 01 50000 0 0 CONSOL ENERGY INC COMMON 20854P109 293 7150 SH DEFINED 01 0 0 7150 CONSOL ENERGY INC COMMON 20854P109 3475 84668 SH DEFINED 01 84668 0 0 CONSOLIDATED EDISON INC COMMON 209115104 7283 166483 SH DEFINED 01 166483 0 0 CONSTELLATION BRANDS INC COMMON 21036P108 8324 178549 SH DEFINED 01 0 0 178549 CONSTELLATION ENERGY GROUP INC COMMON 210371100 1341 30691 SH DEFINED 01 30691 0 0 CONTINENTAL AIRLINES INC-CL B CLASS 210795308 535 38159 SH DEFINED 01 0 0 38159 CONVERGYS CORP COMMON 212485106 2449 161407 SH DEFINED 01 0 0 161407 COOPER CAMERON CORP COMMON 216640102 3544 65879 SH DEFINED 01 65879 0 0 COOPER COMPANIES INC NEW (THE) COMMON 216648402 6346 89904 SH DEFINED 01 0 0 89904 COOPER COMPANIES INC NEW (THE) COMMON 216648402 2116 29982 SH DEFINED 01 29982 0 0 COOPER TIRE & RUBBER CO COMMON 216831107 806 37427 SH DEFINED 01 37427 0 0 ADOLPH COORS CO-CL B CLASS 217016104 1033 13658 SH DEFINED 01 13658 0 0 COPART INC COMMON 217204106 5315 201970 SH DEFINED 01 201970 0 0

Copyright © 2012 www.secdatabase.com. All Rights Reserved. Please Consider the Environment Before Printing This Document ***CORDEX PETROLEUMS INC-CL A COMMON 21851C109 2 100000 SH DEFINED 01 100000 0 0 CORGENTECH INC COMMON 21872P105 273 33000 SH DEFINED 01 0 0 33000 CORILLIAN CORP COMMON 218725109 203 27784 SH DEFINED 01 27784 0 0 CORILLIAN CORP COMMON 218725109 556 113066 SH DEFINED 01 113066 0 0 CORINTHIAN COLLEGES INC COMMON 218868107 267 14200 SH DEFINED 01 0 0 14200 CORINTHIAN COLLEGES INC COMMON 218868107 6216 329878 SH DEFINED 01 329878 0 0 CORIXA CORP COMMON 21887F100 285 78532 SH DEFINED 01 78532 0 0 CORIO INC COMMON 218875102 614 318602 SH DEFINED 01 318602 0 0 CORIO INC COMMON 218875102 1454 769231 SH DEFINED 01 769231 0 0 CORN PRODUCTS INTERNATIONAL COMMON 219023108 1036 19346 SH DEFINED 01 19346 0 0 CORNERSTONE REALTY INCOME REIT 21922V102 340 34154 SH DEFINED 01 34154 0 0 CORNING INC COMMON 219350105 7339 621249 SH DEFINED 01 0 0 621249 CORNING INC CBONDCNV 219350AK1 3544 2920000 SH DEFINED 01 2920000 0 0 CORPORATE OFFICE PROPERTIES REIT 22002T108 337 11493 SH DEFINED 01 11493 0 0 CORRECTIONS CORP AMERICA COMMON 22025Y407 948 23450 SH DEFINED 01 23450 0 0 CORUS BANKSHARES INC COMMON 220873103 1151 23982 SH DEFINED 01 23982 0 0 CORVEL CORP COMMON 221006109 278 10394 SH DEFINED 01 10394 0 0 COST PLUS INC-CALIF COMMON 221485105 455 14169 SH DEFINED 01 14169 0 0 COSTCO WHOLESALE CORP-NEW COMMON 22160K105 12847 265380 SH DEFINED 01 265380 0 0 COSTAR GROUP INC COMMON 22160N109 631 13682 SH DEFINED 01 13682 0 0 COUNTRYWIDE FINANCIAL CORP COMMON 222372104 6211 167830 SH DEFINED 01 167830 0 0 COUNTY BANK-A FED SVGS BANK COMMON 222403107 0 108105 SH DEFINED 01 108105 0 0 COURIER CORP COMMON 222660102 345 6650 SH DEFINED 01 6650 0 0 COUSINS PROPERTIES INC COMMON 222795304 224 8600 SH DEFINED 01 8600 0 0 COUSINS PROPERTIES INC REIT 222795106 377 12471 SH DEFINED 01 12471 0 0 COVAD COMMUNICATIONS GROUP INC COMMON 222814204 474 213775 SH DEFINED 01 0 0 213775 COVANCE INC COMMON 222816100 4443 114660 SH DEFINED 01 0 0 114660 COVANCE INC COMMON 222816100 2023 52225 SH DEFINED 01 52225 0 0 COVENTRY HEALTH CARE INC COMMON 222862104 2452 46200 SH DEFINED 01 46200 0 0 COVINGTON DEVELOPMENT GROUP COMMON 223141102 0 26900 SH DEFINED 01 26900 0 0 COX COMMUNICATIONS INC NEW CLASS 224044107 850 23470 SH DEFINED 01 0 0 23470 COX RADIO INC-CL A CLASS 224051102 1577 95744 SH DEFINED 01 95744 0 0 ***CP SHIPS LIMITED COMMON 22409V102 189 13200 SH DEFINED 01 13200 0 0 CRANE CO COMMON 224399105 848 29421 SH DEFINED 01 29421 0 0 COMPUTER CORP COMMON 225222108 0 38850 SH DEFINED 01 38850 0 0 CRAY INC COMMON 225223106 3059 656479 SH DEFINED 01 656479 0 0 CREDENCE SYSTEMS CORP COMMON 225302108 440 46539 SH DEFINED 01 0 0 46539 ***CREDIT SUISSE GROUP ADR 225401108 396 9399 SH DEFINED 01 9399 0 0 CREE INC COMMON 225447101 1848 43617 SH DEFINED 01 0 0 43617 CRESCENT REAL ESTATE EQUITIES REIT 225756105 416 19312 SH DEFINED 01 0 0 19312 CRIIMI MAE INC-10.875% CUM PREFCONV 226603207 657 24850 SH DEFINED 01 24850 0 0 CRITICAL INDUSTRIES INC COMMON 22674J107 0 135100 SH DEFINED 01 135100 0 0 CROMPTON CORP COMMON 227116100 799 65122 SH DEFINED 01 0 0 65122 CROSS COUNTRY HEALTHCARE INC COMMON 227483104 183 10144 SH DEFINED 01 10144 0 0 CROSSROADS SYS INC COMMON 22765D100 15 10710 SH DEFINED 01 10710 0 0 CROWN CASTLE INTL CORP COMMON 228227104 205 12372 SH DEFINED 01 12372 0 0 CROWN HOLDINGS INC COMMON 228368106 1274 92773 SH DEFINED 01 92773 0 0 CROWN MEDIA HLDGS INC COMMON 228411104 141 16494 SH DEFINED 01 16494 0 0 CRT PROPERTIES INC COMMON 22876P109 287 12064 SH DEFINED 01 12064 0 0 CRYOLIFE INC COMMON 228903100 298 42162 SH DEFINED 01 42162 0 0 CRYSTAL BRANDS INC COMMON 229070107 0 40400 SH DEFINED 01 40400 0 0 CTI MOLECULAR IMAGING INC COMMON 22943D105 161 11350 SH DEFINED 01 0 0 11350 CTI MOLECULAR IMAGING INC COMMON 22943D105 411 28984 SH DEFINED 01 28984 0 0 ***CTRIP.COM INTL LTD ADR 22943F100 213 4650 SH DEFINED 01 4650 0 0 CUBIC CORP COMMON 229669106 312 11494 SH DEFINED 01 0 0 11494 CUBIST PHARMACEUTICALS INC COMMON 229678107 443 36473 SH DEFINED 01 0 0 36473 CULLEN FROST BANKERS INC COMMON 229899109 868 15037 SH DEFINED 01 0 0 15037 CUMMINS INC COMMON 231021106 1322 15785 SH DEFINED 01 15785 0 0 CUMULUS MEDIA INC-CL A CLASS 231082108 1430 94867 SH DEFINED 01 94867 0 0 CURAGEN CORP CBONDCNV 23126RAC5 131 132000 SH DEFINED 01 132000 0 0 CURAGEN CORP COMMON 23126R101 6572 917954 SH DEFINED 01 917954 0 0 CURAGEN CORP COMMON 23126R101 100 14000 SH DEFINED 01 0 0 14000 CURAGEN CORP COMMON 23126R101 167 23392 SH DEFINED 01 23392 0 0 CURIS INC COMMON 231269101 103 19849 SH DEFINED 01 19849 0 0 CURTISS WRIGHT CORP COMMON 231561101 1025 17868 SH DEFINED 01 17868 0 0 CURTISS WRIGHT CORP COMMON 231561408 388 6900 SH DEFINED 01 6900 0 0 CYBERGUARD CORP COMMON 231910100 122 19478 SH DEFINED 01 19478 0 0 CYBERSOURCE CORP DEL COMMON 23251J106 188 19432 SH DEFINED 01 0 0 19432 CYBEROPTICS CORP COMMON 232517102 1592 107078 SH DEFINED 01 107078 0 0 CYMER INC COMMON 232572107 627 21256 SH DEFINED 01 21256 0 0 CYPRESS BIOSCIENCES INC COMMON 232674507 233 16614 SH DEFINED 01 16614 0 0 CYPRESS SEMICONDUCTOR CORP COMMON 232806109 2731 226479 SH DEFINED 01 0 0 226479 CYTEC INDUSTRIES INC COMMON 232820100 2295 44651 SH DEFINED 01 44651 0 0 CYTYC CORP COMMON 232946103 1667 60471 SH DEFINED 01 60471 0 0 DBL LIQUIDATING TRUST COMMON 233038306 0 10000 SH DEFINED 01 0 0 10000 DDI CORPORATION COMMON 233162304 94 29601 SH DEFINED 01 29601 0 0 DHB INDUSTRIES INC COMMON 23321E103 219 11508 SH DEFINED 01 11508 0 0 DJ ORTHOPEDICS INC COMMON 23325G104 323 15084 SH DEFINED 01 15084 0 0 DPL INC COMMON 233293109 1913 69190 SH DEFINED 01 0 0 69190 DRS TECHNOLOGIES INC COMMON 23330X100 1334 31241 SH DEFINED 01 31241 0 0 D R HORTON INC COMMON 23331A109 25424 630725 SH DEFINED 01 630725 0 0 DSP GROUP INC COMMON 23332B106 213 9560 SH DEFINED 01 9560 0 0 DST SYSTEMS INC-DEL COMMON 233326107 2143 41126 SH DEFINED 01 41126 0 0 DST SYS INC DEL CBONDCNV 233326AB3 1302 1000000 SH DEFINED 01 1000000 0 0 DTE ENERGY CO COMMON 233331107 1605 37214 SH DEFINED 01 37214 0 0 DADE BEHRING HOLDINGS INC COMMON 23342J206 1942 34680 SH DEFINED 01 34680 0 0 DAKTRONICS INC COMMON 234264109 770 30967 SH DEFINED 01 30967 0 0 DANA CORP COMMON 235811106 1715 98999 SH DEFINED 01 98999 0 0 DANAHER CORP COMMON 235851102 4978 86721 SH DEFINED 01 86721 0 0 ***DANKA BUSINESS SYSTEMS PLC ADR 236277109 43 13665 SH DEFINED 01 13665 0 0 DARDEN RESTAURANTS INC COMMON 237194105 1060 38215 SH DEFINED 01 38215 0 0 DARLING INTERNATIONAL INC COMMON 237266101 55 12724 SH DEFINED 01 12724 0 0 DATASCOPE CORP COMMON 238113104 237 5994 SH DEFINED 01 5994 0 0 DAVITA INC COMMON 23918K108 1592 40287 SH DEFINED 01 40287 0 0 DEAN FOODS CO NEW COMMON 242370104 2319 70388 SH DEFINED 01 70388 0 0

Copyright © 2012 www.secdatabase.com. All Rights Reserved. Please Consider the Environment Before Printing This Document DECODE GENETICS INC CBONDCNV 243586AB0 13354 14615000 SH DEFINED 01 14615000 0 0 DECODE GENETICS INC COMMON 243586104 689 88251 SH DEFINED 01 88251 0 0 DECODE GENETICS INC COMMON 243586104 233 29915 SH DEFINED 01 29915 0 0 DEERE & CO COMMON 244199105 7435 99935 SH DEFINED 01 99935 0 0 DEL MONTE FOODS CO COMMON 24522P103 1212 108008 SH DEFINED 01 0 0 108008 DELL INC COMMON 24702R101 262 6233 SH DEFINED 01 0 0 6233 DELL INC COMMON 24702R101 51524 1222703 SH DEFINED 01 1222703 0 0 DELPHI CORP COMMON 247126105 1062 117428 SH DEFINED 01 0 0 117428 DELPHI FINANCIAL GROUP INC CLASS 247131105 2163 46880 SH DEFINED 01 0 0 46880 DELPHI FINANCIAL GROUP INC CLASS 247131105 2639 57185 SH DEFINED 01 57185 0 0 DELTA & PINE LAND CO COMMON 247357106 693 25419 SH DEFINED 01 25419 0 0 DELTA AIR LINES INC COMMON 247361108 467 62498 SH DEFINED 01 62498 0 0 DELTA AIR LINES INC CBONDCNV 247361YP7 33348 50624000 SH DEFINED 01 50624000 0 0 *** DELTA PETROLEUM CORP LTD COMMON 247791106 0 10300 SH DEFINED 01 10300 0 0 DELTA PETROLEUM CORP NEW COMMON 247907207 583 37202 SH DEFINED 01 37202 0 0 DENBURY RESOURCES INC NEW COMMON 247916208 702 25580 SH DEFINED 01 25580 0 0 DELUXE CORP COMMON 248019101 792 19553 SH DEFINED 01 0 0 19553 DENDREON CORP COMMON 24823Q107 512 47496 SH DEFINED 01 47496 0 0 DENDRITE INTERNATIONAL INC COMMON 248239105 395 20362 SH DEFINED 01 20362 0 0 DENNYS CORPORATION COMMON 24869P104 1403 311984 SH DEFINED 01 311984 0 0 DENTAL/MEDICAL DIAGNOSTIC COMMON 24873K208 0 48200 SH DEFINED 01 48200 0 0 DENTSPLY INTERNATIONAL INC NEW COMMON 249030107 3926 69869 SH DEFINED 01 69869 0 0 DEPOMED INC COMMON 249908104 1442 267197 SH DEFINED 01 267197 0 0 ***DEUTSCHE TELEKOM AG ADR 251566105 1256 46836 SH DEFINED 01 0 0 46836 DEVELOPERS DIVERSIFIED REALTY REIT 251591103 1997 45015 SH DEFINED 01 45015 0 0 DEVON ENERGY CORPORATION NEW COMMON 25179M103 2263 58170 SH DEFINED 01 0 0 58170 DEVON ENERGY CORPORATION NEW COMMON 25179M103 13324 342362 SH DEFINED 01 342362 0 0 DEVON ENERGY CORP NEW CBONDCNV 25179MAA1 12 11500 SH DEFINED 01 11500 0 0 DEVON ENERGY CORP NEW CBONDCNV 25179MAB9 107 100000 SH DEFINED 01 100000 0 0 DEVRY INC-DEL COMMON 251893103 1347 77607 SH DEFINED 01 77607 0 0 DEX MEDIA INC COMMON 25212E100 1354 54248 SH DEFINED 01 54248 0 0 ***DIAGEO PLC-SPONSORED ADR ADR 25243Q205 4504 77819 SH DEFINED 01 77819 0 0 DIAGNOSTIC PRODUCTS CORP COMMON 252450101 2068 37569 SH DEFINED 01 37569 0 0 DIAMOND OFFSHORE DRILLING INC COMMON 25271C102 2133 53280 SH DEFINED 01 53280 0 0 DIAMONDS TRUST-UNIT SERIES 1 COMMON 252787106 885 8238 SH DEFINED 01 0 0 8238 DIAMONDS TRUST-UNIT SERIES 1 COMMON 252787106 69723 648526 SH DEFINED 01 648526 0 0 DICKS SPORTING GOODS INC COMMON 253393102 1103 31397 SH DEFINED 01 31397 0 0 DIEBOLD INC COMMON 253651103 2135 38325 SH DEFINED 01 38325 0 0 DIGENE CORP COMMON 253752109 1895 72491 SH DEFINED 01 72491 0 0 DIGI INTERNATIONAL INC COMMON 253798102 1655 96288 SH DEFINED 01 96288 0 0 DIGITAL ANGEL CORP COMMON 253830103 322 41777 SH DEFINED 01 41777 0 0 DIGITAL INSIGHT CORP COMMON 25385P106 263 14300 SH DEFINED 01 14300 0 0 DIGITAL RIVER INC COMMON 25388B104 325 7815 SH DEFINED 01 7815 0 0 DIGITAS INC COMMON 25388K104 182 19115 SH DEFINED 01 19115 0 0 DIME COMMUNITY BANCSHARES COMMON 253922108 375 20963 SH DEFINED 01 20963 0 0 DILLARDS INC-CL A COMMON 254067101 758 28214 SH DEFINED 01 28214 0 0 WTS DIME BANCORP INC NEW WARRANT 25429Q110 28 151927 SH DEFINED 01 151927 0 0 DIMON INC COMMON 254394109 152 22727 SH DEFINED 01 22727 0 0 DIONEX CORP COMMON 254546104 280 4953 SH DEFINED 01 4953 0 0 DIRECTV GROUP INC COMMON 25459L106 798 39706 SH DEFINED 01 0 0 39706 DISCOVERY LABORATORIES INC NEW COMMON 254668106 367 46338 SH DEFINED 01 46338 0 0 WALT DISNEY CO HOLDING CO COMMON 254687106 202 7300 SH DEFINED 01 0 0 7300 WALT DISNEY CO HOLDING CO COMMON 254687106 23843 857680 SH DEFINED 01 857680 0 0 DISTRIBUTIVE DATA CORP COMMON 25475L106 0 95000 SH DEFINED 01 95000 0 0 DITECH COMMUNICATIONS CORP COMMON 25500M103 479 32069 SH DEFINED 01 32069 0 0 DIVERSA CORP COMMON 255064107 139 15953 SH DEFINED 01 15953 0 0 AMERICAN ELECTRIC POWER CO INC COMMON 255371101 6095 177500 SH DEFINED 01 177500 0 0 DOBSON COMMUNICATIONS CORP COMMON 256069105 872 507123 SH DEFINED 01 507123 0 0 DOBSON COMMUNICATIONS CORP COMMON 256069105 2478 1440737 SH DEFINED 01 1440737 0 0 DOLLAR GENERAL CORP COMMON 256669102 2037 98092 SH DEFINED 01 98092 0 0 DOLLAR THRIFTY AUTOMOTIVE COMMON 256743105 347 11491 SH DEFINED 01 11491 0 0 DOLLAR TREE STORES INC COMMON 256747106 3170 110564 SH DEFINED 01 110564 0 0 DOMAIN TECHNOLOGY INC COMMON 257030106 2 44000 SH DEFINED 01 44000 0 0 DOMINION RESOURCES INC VA NEW COMMON 25746U109 14670 216570 SH DEFINED 01 216570 0 0 DOMINOS PIZZA INC COMMON 25754A201 266 14944 SH DEFINED 01 14944 0 0 DONALDSON CO INC COMMON 257651109 743 22831 SH DEFINED 01 22831 0 0 R R DONNELLEY & SONS CO COMMON 257867101 5050 142719 SH DEFINED 01 0 0 142719 ***DORAL FINANCIAL CORP COMMON 25811P100 8632 175279 SH DEFINED 01 175279 0 0 DOUBLECLICK INC COMMON 258609304 1888 238697 SH DEFINED 01 0 0 238697 DOVER CORP COMMON 260003108 6540 155948 SH DEFINED 01 155948 0 0 DOW CHEMICAL CO COMMON 260543103 1170 23650 SH DEFINED 01 0 0 23650 DOW CHEMICAL CO COMMON 260543103 15832 319781 SH DEFINED 01 319781 0 0 DOW JONES & CO INC COMMON 260561105 1991 46259 SH DEFINED 01 46259 0 0 DOWNEY FINANCIAL CORP COMMON 261018105 798 14009 SH DEFINED 01 14009 0 0 DREAMAIRE GROUP INC COMMON 261526107 0 12500 SH DEFINED 01 12500 0 0 DREAMWORKS ANIMATION INC COMMON 26153C103 590 15747 SH DEFINED 01 15747 0 0 DRESS BARN INC COMMON 261570105 242 13756 SH DEFINED 01 13756 0 0 DREW INDUSTRIES INC NEW COMMON 26168L205 250 6915 SH DEFINED 01 6915 0 0 DREYERS GRAND ICE CREAM HLDGS COMMON 261877104 315 3927 SH DEFINED 01 3927 0 0 DRUGSTORE.COM INC COMMON 262241102 74 21751 SH DEFINED 01 0 0 21751 E I DU PONT DE NEMOURS & CO COMMON 263534109 235 4800 SH DEFINED 01 0 0 4800 E I DU PONT DE NEMOURS & CO COMMON 263534109 31143 634941 SH DEFINED 01 634941 0 0 DUALSTAR TECHNOLOGIES INC COMMON 263572109 0 11000 SH DEFINED 01 11000 0 0 DUKE ENERGY CORP COMMON 264399106 13446 525151 SH DEFINED 01 0 0 525151 DUKE ENERGY CORP CBONDCNV 264399EJ1 1122 1000000 SH DEFINED 01 1000000 0 0 DUKE REALTY CORP REIT 264411505 607 17795 SH DEFINED 01 17795 0 0 DUN & BRADSTREET CORP COMMON 26483E100 2057 34495 SH DEFINED 01 34495 0 0 DUQUESNE LIGHT HOLDINGS INC COMMON 266233105 776 38184 SH DEFINED 01 0 0 38184 DURECT CORP COMMON 266605104 107 32639 SH DEFINED 01 32639 0 0 DYAX CORP COMMON 26746E103 140 19455 SH DEFINED 01 19455 0 0 DYCOM INDUSTRIES INC COMMON 267475101 820 23486 SH DEFINED 01 0 0 23486 ***DYNATEC CORPORATION COMMON 267934107 32 35000 SH DEFINED 01 35000 0 0 DYNEGY INC (HOLDING CO) COMMON 26816Q101 6286 1360707 SH DEFINED 01 1360707 0 0 ***ECI TELECOM LTD -ORD COMMON 268258100 197 24125 SH DEFINED 01 24125 0 0 ***EDP-ENERGIAS DE PORTUGAL ADR 268353109 218 7240 SH DEFINED 01 7240 0 0

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Please Consider the Environment Before Printing This Document EECO INC COMMON 268420106 0 68144 SH DEFINED 01 68144 0 0 EGL INC COMMON 268484102 396 13259 SH DEFINED 01 13259 0 0 E-LOAN INC COMMON 26861P107 750 220001 SH DEFINED 01 0 0 220001 EMC CORP-MASS COMMON 268648102 1116 75079 SH DEFINED 01 0 0 75079 EMC CORP-MASS COMMON 268648102 16708 1123605 SH DEFINED 01 1123605 0 0 ENSCO INTERNATIONAL INC COMMON 26874Q100 3019 93134 SH DEFINED 01 0 0 93134 ***ENI S P A SPONSORED ADR ADR 26874R108 451 3587 SH DEFINED 01 3587 0 0 EOG RES INC COMMON 26875P101 206 2900 SH DEFINED 01 0 0 2900 EOG RES INC COMMON 26875P101 11496 161102 SH DEFINED 01 161102 0 0 EPIX PHARMACEUTICALS INC COMMON 26881Q101 179 10050 SH DEFINED 01 10050 0 0 E.PIPHANY INC COMMON 26881V100 167 34694 SH DEFINED 01 34694 0 0 EPIQ SYSTEM INC COMMON 26882D109 282 19276 SH DEFINED 01 19276 0 0 E R I GOLD & SILVER CORP COMMON 268833100 0 10000 SH DEFINED 01 10000 0 0 ESS TECHNOLOGY INC COMMON 269151106 1580 222294 SH DEFINED 01 222294 0 0 E SPIRE COMMUNICATIONS INC COMMON 269153102 0 69010 SH DEFINED 01 69010 0 0 E-SYNC NETWORKS INC COMMON 269156105 0 95000 SH DEFINED 01 95000 0 0 ETC TECHNOLOGIES CORP COMMON 269221107 50 10000 SH DEFINED 01 10000 0 0 E TRADE FINANCIAL CORPORATION COMMON 269246104 2551 170682 SH DEFINED 01 170682 0 0 EAGLE BROADBAND INC COMMON 269437109 69 105540 SH DEFINED 01 105540 0 0 EAGLE MATERIALS INC COMMON 26969P108 954 11058 SH DEFINED 01 11058 0 0 EARTHLINK INC COMMON 270321102 546 42445 SH DEFINED 01 0 0 42445 EAST WEST BANCORP INC COMMON 27579R104 1111 26480 SH DEFINED 01 26480 0 0 EASTGROUP PROPERTIES INC REIT 277276101 272 7119 SH DEFINED 01 7119 0 0 EASTLAND FINANCIAL CORP COMMON 277379103 0 87887 SH DEFINED 01 87887 0 0 EASTMAN CHEMICAL CO COMMON 277432100 2754 47512 SH DEFINED 01 0 0 47512 EASTMAN KODAK CO COMMON 277461109 14848 460222 SH DEFINED 01 0 0 460222 EASTMAN KODAK CO CBONDCNV 277461BE8 23340 18654000 SH DEFINED 01 18654000 0 0 EATON CORP COMMON 278058102 4551 62904 SH DEFINED 01 62904 0 0 EATON VANCE NEW JERSEY MUN COMMON 27826V106 499 32200 SH DEFINED 01 0 0 32200 EATON VANCE NEW JERSEY MUN COMMON 27826V106 224 14491 SH DEFINED 01 14491 0 0 EATON VANCE NEW YORK MUN INC COMMON 27826W104 191 12500 SH DEFINED 01 12500 0 0 EATON VANCE CORP-NON VTG COMMON 278265103 4814 92313 SH DEFINED 01 0 0 92313 EATON VANCE CORP-NON VTG COMMON 278265103 3003 57584 SH DEFINED 01 57584 0 0 EATON VANCE INSURED MUNI BOND COMMON 27827X101 372 27500 SH DEFINED 01 0 0 27500 EATON VANCE INSURED MUNI BOND COMMON 27827X101 233 17200 SH DEFINED 01 17200 0 0 EATON VANCE TAX ADVANTAGED COMMON 27828G107 418 17100 SH DEFINED 01 0 0 17100 EATON VANCE LIMITED DURATION COMMON 27828H105 376 20000 SH DEFINED 01 0 0 20000 EATON VANCE INSURED NEW JERSEY COMMON 27828R103 363 21800 SH DEFINED 01 0 0 21800 EATON VANCE TAX ADVANTAGED COMMON 27828S101 388 16150 SH DEFINED 01 0 0 16150 EBAY INC COMMON 278642103 990 8520 SH DEFINED 01 0 0 8520 EBAY INC COMMON 278642103 52288 449675 SH DEFINED 01 449675 0 0 ECHELON CORP COMMON 27874N105 166 19701 SH DEFINED 01 19701 0 0 ECHOSTAR COMMUNICATIONS CORP COMMON 278762109 495 14912 SH DEFINED 01 0 0 14912 ECHOSTAR COMMUNICATIONS CORP COMMON 278762109 9330 280691 SH DEFINED 01 280691 0 0 ECHOSTAR COMMUNICATIONS CORP CBONDCNV 278762AG4 127 125000 SH DEFINED 01 125000 0 0 ECLIPSYS CORP COMMON 278856109 2146 105063 SH DEFINED 01 105063 0 0 INC COMMON 278865100 3024 86102 SH DEFINED 01 86102 0 0 ECOST.COM INC COMMON 27922W107 399 25000 SH DEFINED 01 25000 0 0 EDGE PETROLEUM CORP-DEL COMMON 279862106 179 12335 SH DEFINED 01 12335 0 0 EDISON INTERNATIONAL COMMON 281020107 8809 275029 SH DEFINED 01 275029 0 0 EDO CORP CBONDCNV 281347AD6 1635 1500000 SH DEFINED 01 1500000 0 0 EDUCATE INC COMMON 28138P100 893 67512 SH DEFINED 01 67512 0 0 EDUCATION MANAGEMENT CORP COMMON 28139T101 2210 66979 SH DEFINED 01 66979 0 0 EDULINK INC COMMON 28164R103 0 20000 SH DEFINED 01 20000 0 0 EDWARDS LIFESCIENCES CORP COMMON 28176E108 1039 25191 SH DEFINED 01 25191 0 0 EDWARDS LIFESCIENCES CORP CBONDCNV 28176EAB4 142 135000 SH DEFINED 01 135000 0 0 A G EDWARDS INC COMMON 281760108 1313 30387 SH DEFINED 01 30387 0 0 EFUNDS CORP COMMON 28224R101 457 19073 SH DEFINED 01 19073 0 0 EL PASO CORPORATION COMMON 28336L109 1971 189560 SH DEFINED 01 0 0 189560 EL PASO CORPORATION COMMON 28336L109 9725 935149 SH DEFINED 01 935149 0 0 EL PASO ELECTRIC CO NEW COMMON 283677854 732 38693 SH DEFINED 01 38693 0 0 EL PASO ENERGY CAPITAL TRUST I PREFCONV 283678209 260 5600 SH DEFINED 01 0 0 5600 ***ELAN CORP PLC-ADR ADR 284131208 7880 288186 SH DEFINED 01 0 0 288186 ELECTRO BRAIN INTL CORP NEW COMMON 285062204 1 328029 SH DEFINED 01 328029 0 0 ELECTRO SCIENTIFIC INDUSTRIES COMMON 285229100 584 29591 SH DEFINED 01 29591 0 0 ELECTRONIC ARTS INC COMMON 285512109 19429 313503 SH DEFINED 01 0 0 313503 ELECTRONIC DATA SYSTEMS CORP COMMON 285661104 3588 155090 SH DEFINED 01 0 0 155090 ELECTRONIC DATA SYS CORP CBONDCNV 285661AF1 4753 4500000 SH DEFINED 01 4500000 0 0 ELECTRONICS BOUTIQUE HOLDINGS COMMON 286045109 280 6525 SH DEFINED 01 6525 0 0 ELECTRONICS FOR IMAGING INC COMMON 286082102 1444 82958 SH DEFINED 01 82958 0 0 ELIZABETH ARDEN INC COMMON 28660G106 216 9139 SH DEFINED 01 9139 0 0 ELKCORP COMMON 287456107 244 7143 SH DEFINED 01 7143 0 0 EMARKETPLACE INC COMMON 290783109 0 16304 SH DEFINED 01 16304 0 0 EMBARCADERO TECHNOLOGIES INC COMMON 290787100 614 65255 SH DEFINED 01 65255 0 0 ***EMBRAER-EMPRESA BRASILEIRA ADR 29081M102 7437 222417 SH DEFINED 01 222417 0 0 EMBRACE SYSTEMS CORP COMMON 290816107 0 176211 SH DEFINED 01 176211 0 0 EMCOR GROUP INC COMMON 29084Q100 239 5290 SH DEFINED 01 5290 0 0 EMCORE CORP COMMON 290846104 41 12000 SH DEFINED 01 0 0 12000 EMERGING VISION INC COMMON 29089W102 78 526614 SH DEFINED 01 526614 0 0 EMERSON ELECTRIC CO COMMON 291011104 206 2950 SH DEFINED 01 0 0 2950 EMERSON ELECTRIC CO COMMON 291011104 7496 106934 SH DEFINED 01 106934 0 0 EMMIS COMMUNICATIONS CORP-CL A CLASS 291525103 502 26205 SH DEFINED 01 26205 0 0 EMPIRE DISTRICT ELECTRIC CO COMMON 291641108 433 15600 SH DEFINED 01 0 0 15600 ***EMPRESAS ICA SOCIEDAD CONT- ADR 292448107 71 29347 SH DEFINED 01 29347 0 0 EMULEX CORP NEW COMMON 292475209 406 24155 SH DEFINED 01 24155 0 0 EMULEX CORP CBONDCNV 292475AD2 6947 7431000 SH DEFINED 01 7431000 0 0 ***ENCANA CORP COMMON 292505104 5028 87221 SH DEFINED 01 0 0 87221 ENCORE ACQUISITION CO COMMON 29255W100 446 12800 SH DEFINED 01 12800 0 0 ENCORE MEDICAL CORP COMMON 29256E109 75 11180 SH DEFINED 01 11180 0 0 ENCYSIVE PHARMACEUTICALS INC COMMON 29256X107 1578 158918 SH DEFINED 01 158918 0 0 ENDO PHARMACEUTICALS HLDGS INC COMMON 29264F205 246 11731 SH DEFINED 01 11731 0 0 ENERGEN CORP COMMON 29265N108 1810 30720 SH DEFINED 01 30720 0 0 ***ENEL SOCIETA PER AZIONI ADR 29265W108 291 5900 SH DEFINED 01 5900 0 0 ENERGY CONVERSION DEVICES INC COMMON 292659109 710 33781 SH DEFINED 01 0 0 33781 ENERGY EAST CORPORATION COMMON 29266M109 1222 45818 SH DEFINED 01 45818 0 0

Copyright © 2012 www.secdatabase.com. All Rights Reserved. Please Consider the Environment Before Printing This Document ENERGIZER HOLDINGS INC COMMON 29266R108 1218 24514 SH DEFINED 01 24514 0 0 ENERGY PARTNERS LTD COMMON 29270U105 336 16600 SH DEFINED 01 16600 0 0 ***ENERPLUS RESOURCES FUND COMMON 29274D604 1514 41700 SH DEFINED 01 0 0 41700 ENGAGE INC COMMON 292827102 134 111000 SH DEFINED 01 111000 0 0 ENGELHARD CORP COMMON 292845104 1837 59903 SH DEFINED 01 59903 0 0 ENGINEERED SUPPORT SYSTEMS INC COMMON 292866100 527 8913 SH DEFINED 01 8913 0 0 ENDOCARDIAL SOLUTIONS INC COMMON 292962107 985 84230 SH DEFINED 01 84230 0 0 ENESCO GROUP INC COMMON 292973104 81 10134 SH DEFINED 01 10134 0 0 EMPIRIX INC COMMON 292990868 0 431175 SH DEFINED 01 431175 0 0 ENTEGRIS INC COMMON 29362U104 220 22126 SH DEFINED 01 22126 0 0 ENTERASYS NETWORKS INC COMMON 293637104 233 127908 SH DEFINED 01 0 0 127908 ENTERCOM COMMUNICATIONS CORP COMMON 293639100 767 21392 SH DEFINED 01 21392 0 0 ENTERGY CORP NEW COMMON 29364G103 8555 126582 SH DEFINED 01 126582 0 0 ENTERTAINMENT PROPERTIES TRUST COMMON 29380T105 2664 59815 SH DEFINED 01 0 0 59815 ENTERTAINMENT PROPERTIES TRUST COMMON 29380T105 1416 31789 SH DEFINED 01 31789 0 0 ENTERTAINMENT ARTS INC NEV COMMON 29381C101 0 100000 SH DEFINED 01 0 0 100000 ENTRAVISION COMMUNICATIONS COMMON 29382R107 182 21800 SH DEFINED 01 21800 0 0 ENTRUST INC COMMON 293848107 46 12252 SH DEFINED 01 12252 0 0 ENZON PHARMACEUTICALS INC CBONDCNV 293904AB4 22104 23515000 SH DEFINED 01 23515000 0 0 ENZON PHARMACEUTICALS INC COMMON 293904108 697 50164 SH DEFINED 01 0 0 50164 ENTERMEDIA INC COMMON 293912101 0 25000 SH DEFINED 01 25000 0 0 ENTRECAP INTERNATIONAL INC COMMON 293957106 0 29047 SH DEFINED 01 29047 0 0 ENVIRONMENTAL ENERGY SVCS INC COMMON 29406Q101 0 10200 SH DEFINED 01 10200 0 0 ENVIROSURE MANAGEMENT CORP COMMON 294096102 0 451100 SH DEFINED 01 451100 0 0 ENZO BIOCHEM INC COMMON 294100102 2273 116783 SH DEFINED 01 116783 0 0 EON LABS INC COMMON 29412E100 655 23166 SH DEFINED 01 0 0 23166 EPICOR SOFTWARE CORP COMMON 29426L108 544 38662 SH DEFINED 01 38662 0 0 EQUIFAX INC COMMON 294429105 1555 55356 SH DEFINED 01 55356 0 0 EQUINIX INC COMMON 29444U502 1141 26715 SH DEFINED 01 0 0 26715 EQUINIX INC COMMON 29444U502 789 18467 SH DEFINED 01 18467 0 0 EQUITABLE RESOURCES INC COMMON 294549100 2648 43658 SH DEFINED 01 43658 0 0 EQUITY INNS INC REIT 294703103 226 19266 SH DEFINED 01 19266 0 0 EQUITY OFFICE PROPERTIES TRUST REIT 294741103 4772 163895 SH DEFINED 01 163895 0 0 EQUITY ONE INC COMMON 294752100 383 16144 SH DEFINED 01 16144 0 0 EQUITY RESIDENTIAL REIT 29476L107 3331 92075 SH DEFINED 01 92075 0 0 ERESEARCH TECHNOLOGY INC COMMON 29481V108 410 25913 SH DEFINED 01 25913 0 0 ***ERICSSON L M TEL CO ADR 294821608 9660 304430 SH DEFINED 01 0 0 304430 ESCO TECHNOLOGIES INC COMMON 296315104 1053 13749 SH DEFINED 01 13749 0 0 ESPEED INC COMMON 296643109 339 27452 SH DEFINED 01 27452 0 0 ESSEX PROPERTY TRUST INC REIT 297178105 516 6162 SH DEFINED 01 6162 0 0 ESTERLINE TECHNOLOGIES CORP COMMON 297425100 1276 38651 SH DEFINED 01 0 0 38651 ETHAN ALLEN INTERIORS INC COMMON 297602104 533 13334 SH DEFINED 01 13334 0 0 EVEREX SYSTEMS INC COMMON 300072105 4 441405 SH DEFINED 01 441405 0 0 EVERGREEN SOLAR INC COMMON 30033R108 10883 2490422 SH DEFINED 01 2490422 0 0 EVOLVING SYSTEMS INC COMMON 30049R100 1257 280168 SH DEFINED 01 280168 0 0 EXAR CORP COMMON 300645108 358 25278 SH DEFINED 01 25278 0 0 EXELON CORP COMMON 30161N101 21653 491349 SH DEFINED 01 491349 0 0 EXELIXIS INC COMMON 30161Q104 245 25870 SH DEFINED 01 25870 0 0 ***EXPATRIATE RESOURCES LTD COMMON 301935102 2 10000 SH DEFINED 01 10000 0 0 EXIDE TECHNOLOGIES COMMON 302051206 373 27135 SH DEFINED 01 27135 0 0 WTS EXIDE TECHNOLOGIES WARRANT 302051123 166 81000 SH DEFINED 01 81000 0 0 EXODUS COMMUNICATIONS INC COMMON 302088109 0 46234 SH DEFINED 01 0 0 46234 EXPEDITORS INTERNATIONAL OF COMMON 302130109 10708 191641 SH DEFINED 01 191641 0 0 EXPRESSJET HOLDINGS INC COMMON 30218U108 742 57662 SH DEFINED 01 57662 0 0 EXPRESSJET HOLDINGS INC CBONDCNV 30218UAB4 3135 3070000 SH DEFINED 01 3070000 0 0 EXPRESS SCRIPTS INC COMMON CLASS 302182100 5189 67892 SH DEFINED 01 67892 0 0 EXTR@CT INC COMMON 302258108 0 20000 SH DEFINED 01 20000 0 0 EXTREME NETWORKS INC COMMON 30226D106 589 87840 SH DEFINED 01 0 0 87840 EXULT INC CBONDCNV 302284AB0 4794 5100000 SH DEFINED 01 5100000 0 0 EYETECH PHARMACEUTICALS INC COMMON 302297106 995 21886 SH DEFINED 01 21886 0 0 EZCORP INC-CL A CLASS 302301106 360 23366 SH DEFINED 01 23366 0 0 EXXON MOBIL CORP COMMON 30231G102 6064 118303 SH DEFINED 01 0 0 118303 EXXON MOBIL CORP COMMON 30231G102 90150 1758697 SH DEFINED 01 1758697 0 0 F A TUCKER GROUP INC COMMON 302396106 0 32180 SH DEFINED 01 32180 0 0 FEI CO COMMON 30241L109 805 38365 SH DEFINED 01 38365 0 0 FLIR SYSTEMS INC CBONDCNV 302445AB7 6652 4094000 SH DEFINED 01 4094000 0 0 FLIR SYSTEMS INC COMMON 302445101 7064 110740 SH DEFINED 01 0 0 110740 FLIR SYSTEMS INC COMMON 302445101 2008 31487 SH DEFINED 01 31487 0 0 FMC TECHNOLOGIES INC COMMON 30249U101 2941 91366 SH DEFINED 01 91366 0 0 FMC CORP NEW COMMON 302491303 1147 23754 SH DEFINED 01 23754 0 0 F N B CORP-PA COMMON 302520101 340 16738 SH DEFINED 01 16738 0 0 FPL GROUP INC COMMON 302571104 8653 115766 SH DEFINED 01 115766 0 0 FPL GROUP INC PREFERED 302571401 10228 169800 SH DEFINED 01 169800 0 0 FRMO CORP COMMON 30262F106 59 31328 SH DEFINED 01 31328 0 0 FX ENERGY INC COMMON 302695101 152 13065 SH DEFINED 01 13065 0 0 F & M DISTRIBUTORS INC COMMON 302723101 0 113005 SH DEFINED 01 113005 0 0 FTI CONSULTING INC COMMON 302941109 2309 109615 SH DEFINED 01 109615 0 0 FACTSET RESEARCH SYSTEMS INC COMMON 303075105 1348 23074 SH DEFINED 01 23074 0 0 FAIR ISAAC INC COMMON 303250104 930 24401 SH DEFINED 01 0 0 24401 FAIRCHILD SEMICONDUCTOR INTL COMMON 303726103 2590 159301 SH DEFINED 01 159301 0 0 FAIRFIELD NOBLE CORP COMMON 304621105 0 12547 SH DEFINED 01 12547 0 0 ***FAIRMONT HOTELS & RESORTS COMMON 305204109 2396 69173 SH DEFINED 01 69173 0 0 FALCONSTOR SOFTWARE INC COMMON 306137100 132 13850 SH DEFINED 01 13850 0 0 FAMILY DOLLAR STORES INC COMMON 307000109 1530 49016 SH DEFINED 01 49016 0 0 FAMILY GOLF CENTERS INC COMMON 30701A106 0 10000 SH DEFINED 01 10000 0 0 FAMOUS RESTAURANTS INC COMMON 307091108 3 148800 SH DEFINED 01 148800 0 0 FAST FOOD OPERATORS INC COMMON 311870109 0 24600 SH DEFINED 01 24600 0 0 CO COMMON 311900104 4255 69133 SH DEFINED 01 69133 0 0 FREDDIE MAC-VOTING COMMON COMMON 313400301 19977 269990 SH DEFINED 01 0 0 269990 FANNIE MAE COMMON 313586109 225 3164 SH DEFINED 01 0 0 3164 FANNIE MAE COMMON 313586109 36116 507183 SH DEFINED 01 507183 0 0 FEDERAL SIGNAL CORP COMMON 313855108 653 31668 SH DEFINED 01 0 0 31668 FEDERATED DEPARTMENT STORES COMMON 31410H101 22204 383635 SH DEFINED 01 0 0 383635 FEDERATED INVESTORS INC (PA.) COMMON 314211103 2004 65940 SH DEFINED 01 65940 0 0 FEDEX CORP COMMON 31428X106 210 2142 SH DEFINED 01 0 0 2142

Copyright © 2012 www.secdatabase.com. All Rights Reserved. Please Consider the Environment Before Printing This Document FEDEX CORP COMMON 31428X106 11988 121728 SH DEFINED 01 121728 0 0 FELCOR LODGING TRUST INC REIT 31430F101 483 32982 SH DEFINED 01 32982 0 0 FERRO CORP COMMON 315405100 686 29598 SH DEFINED 01 29598 0 0 F5 NETWORKS INC COMMON 315616102 569 11699 SH DEFINED 01 11699 0 0 FIDELITY NASDAQ COMPOSITE COMMON 315912808 22043 256794 SH DEFINED 01 256794 0 0 FIDELITY BANKSHARES INC COMMON 31604Q107 726 16998 SH DEFINED 01 16998 0 0 FIDELITY NATIONAL FINANCIAL COMMON 316326107 2823 61825 SH DEFINED 01 61825 0 0 FIFTH THIRD BANCORP COMMON 316773100 19519 411945 SH DEFINED 01 0 0 411945 FILENET CORP COMMON 316869106 276 10740 SH DEFINED 01 10740 0 0 FINANCIAL FEDERAL CORP COMMON 317492106 473 12070 SH DEFINED 01 12070 0 0 FINISAR CORP COMMON 31787A101 33 14500 SH DEFINED 01 0 0 14500 FINISAR CORP COMMON 31787A101 79 35019 SH DEFINED 01 35019 0 0 FINLAY ENTERPRISES INC COMMON 317884203 941 47560 SH DEFINED 01 47560 0 0 FINISH LINE INC-CL A CLASS 317923100 227 11211 SH DEFINED 01 0 0 11211 FINOVA GROUP INC COMMON 317928109 263 1644000 SH DEFINED 01 1644000 0 0 FIRST ADVANTAGE CORPORATION COMMON 31845F100 427 11237 SH DEFINED 01 0 0 11237 1ST AMERICAN BANCORP INC COMMON 318470101 0 232745 SH DEFINED 01 232745 0 0 FIRST AMERICAN BANK & TRUST CLASS 318472107 0 156736 SH DEFINED 01 156736 0 0 FIRST AMERICAN CORP COMMON 318522307 1415 40268 SH DEFINED 01 40268 0 0 ***FIRST BANCORP P R COMMON 318672102 1354 21325 SH DEFINED 01 21325 0 0 FIRST CAPITAL HOLDINGS CORP COMMON 319417101 0 86500 SH DEFINED 01 86500 0 0 FIRST CAPITOL FINANCIAL CORP COMMON 319418109 0 60506 SH DEFINED 01 60506 0 0 FIRST CHARTER CORP-N.C. COMMON 319439105 268 10245 SH DEFINED 01 10245 0 0 FIRST CITIZENS BANCSHARES INC CLASS 31946M103 531 3584 SH DEFINED 01 3584 0 0 FIRST COMMONWEALTH FINANCIAL COMMON 319829107 223 14541 SH DEFINED 01 14541 0 0 FIRST COMMUNITY BANCSHARES INC COMMON 31983A103 207 5741 SH DEFINED 01 5741 0 0 FIRST COMMUNITY BANCORP CALIF COMMON 31983B101 342 8014 SH DEFINED 01 8014 0 0 FIRST DATA CORP COMMON 319963104 17792 416438 SH DEFINED 01 0 0 416438 FIRST FEDERAL BANCORP INC-DEL COMMON 32017G108 3 129643 SH DEFINED 01 129643 0 0 FIRST FINANCIAL BANKSHARES INC COMMON 32020R109 524 11701 SH DEFINED 01 11701 0 0 FIRST FILMS INC COMMON 320205107 1 325051 SH DEFINED 01 325051 0 0 FIRST HORIZON PHARMACEUTICAL COMMON 32051K106 767 33511 SH DEFINED 01 33511 0 0 FIRST HORIZON NATL CORP COMMON 320517105 2653 61550 SH DEFINED 01 0 0 61550 FIRST HORIZON NATL CORP COMMON 320517105 2016 46786 SH DEFINED 01 46786 0 0 FIRST INDUSTRIAL REALTY TRUST REIT 32054K103 468 11508 SH DEFINED 01 11508 0 0 FIRST INDIANA CORP COMMON 32054R108 352 15656 SH DEFINED 01 15656 0 0 FIRST MARBLEHEAD CORP COMMON 320771108 617 10985 SH DEFINED 01 10985 0 0 FIRST MIDWEST BANCORP INC-DEL COMMON 320867104 508 14000 SH DEFINED 01 14000 0 0 FIRST HEALTH GROUP CORP COMMON 320960107 1003 53614 SH DEFINED 01 53614 0 0 FIRST NATIONAL BANKSHARES OF COMMON 321100109 392 16438 SH DEFINED 01 16438 0 0 FIRST NIAGARA FINANCIAL GROUP COMMON 33582V108 606 43482 SH DEFINED 01 43482 0 0 FIRST REAL ESTATE INVESTMENT COMMON 336142104 747 27092 SH DEFINED 01 27092 0 0 FIRST REPUBLIC BANK COMMON 336158100 226 4282 SH DEFINED 01 4282 0 0 FIRST SERVICE BANK FOR SVGS COMMON 336408109 0 21050 SH DEFINED 01 21050 0 0 FISERV INC COMMON 337738108 7553 187943 SH DEFINED 01 187943 0 0 FIRSTFED FINANCIAL CORP DEL COMMON 337907109 457 8813 SH DEFINED 01 8813 0 0 FIRSTMERIT CORP COMMON 337915102 2057 72220 SH DEFINED 01 72220 0 0 FLAGSTAR BANCORP INC COMMON 337930101 518 22935 SH DEFINED 01 22935 0 0 FIRSTENERGY CORP COMMON 337932107 5158 130568 SH DEFINED 01 130568 0 0 FISHER SCIENTIFIC INTL INC NEW COMMON 338032204 6511 104389 SH DEFINED 01 104389 0 0 FLEETWOOD ENTERPRISES INC COMMON 339099103 713 52995 SH DEFINED 01 52995 0 0 FLEMING COMPANIES INC COMMON 339130106 0 20650 SH DEFINED 01 20650 0 0 FLEXTRONICS INTERNATIONAL LTD CBONDCNV 33938EAL1 134 117000 SH DEFINED 01 117000 0 0 FLOATING POINT SYSTEMS INC COMMON 339734105 0 219585 SH DEFINED 01 219585 0 0 FLORIDA EAST COAST INDS INC COMMON 340632108 1006 22310 SH DEFINED 01 22310 0 0 FLORIDA ROCK INDUSTRIES INC COMMON 341140101 1453 24414 SH DEFINED 01 24414 0 0 FLUOR CORP NEW COMMON 343412102 1241 20070 SH DEFINED 01 0 0 20070 FLOWERS FOODS INC COMMON 343498101 1297 41092 SH DEFINED 01 41092 0 0 FLOWSERVE CORP COMMON 34354P105 1288 46791 SH DEFINED 01 46791 0 0 FLUSHING FINANCIAL CORP COMMON 343873105 307 15335 SH DEFINED 01 15335 0 0 FLYI INC COMMON 34407T104 42 23858 SH DEFINED 01 23858 0 0 FOCAL COMMUNICATIONS CORP COMMON 344155205 0 25000 SH DEFINED 01 25000 0 0 FOOT LOCKER INC COMMON 344849104 2484 92247 SH DEFINED 01 92247 0 0 FORD MOTOR CO DEL COMMON 345370860 18920 1290415 SH DEFINED 01 0 0 1290415 FORD MOTOR CO CAP TR II PREFERED 345395206 17348 328639 SH DEFINED 01 328639 0 0 ***FORDING CANADIAN COAL COMMON 345425102 235 3052 SH DEFINED 01 3052 0 0 FOREST CITY ENTERPRISES INC COMMON 345550107 669 11628 SH DEFINED 01 11628 0 0 FOREST LABORATORIES INC COMMON 345838106 7726 171945 SH DEFINED 01 0 0 171945 FOREST OIL CORP COMMON 346091705 1495 47155 SH DEFINED 01 47155 0 0 FORMFACTOR INC COMMON 346375108 1849 68139 SH DEFINED 01 68139 0 0 FORTUNE BRANDS INC COMMON 349631101 3607 45941 SH DEFINED 01 0 0 45941 FORWARD AIR CORPORATION COMMON 349853101 523 11710 SH DEFINED 01 11710 0 0 FOSSIL INC COMMON 349882100 865 33753 SH DEFINED 01 33753 0 0 FOUNDRY NETWORKS INC COMMON 35063R100 664 50488 SH DEFINED 01 50488 0 0 4 KIDS ENTERTAINMENT INC COMMON 350865101 209 9963 SH DEFINED 01 9963 0 0 FOX ENTERTAINMENT GROUP INC COMMON 35138T107 227 6282 SH DEFINED 01 0 0 6282 FOXHOLLOW TECHNOLOGIES INC COMMON 35166A103 245 10000 SH DEFINED 01 0 0 10000 FRANKLIN ELECTRIC CO INC COMMON 353514102 695 16072 SH DEFINED 01 16072 0 0 FRANKLIN RESOURCES INC COMMON 354613101 7339 104862 SH DEFINED 01 0 0 104862 FREDS INC-TENN CL A CLASS 356108100 426 23541 SH DEFINED 01 0 0 23541 FREEPORT MCMORAN COPPER & GOLD COMMON 35671D857 1996 52225 SH DEFINED 01 0 0 52225 FREEPORT MCMORAN COPPER & GOLD COMMON 35671D857 1798 47042 SH DEFINED 01 47042 0 0 FREESCALE SEMICONDUCTOR INC COMMON 35687M107 256 14366 SH DEFINED 01 14366 0 0 FREESCALE SEMICONDUCTOR INC COMMON 35687M206 4315 234116 SH DEFINED 01 0 0 234116 FREMONT GENERAL CORP COMMON 357288109 498 19813 SH DEFINED 01 19813 0 0 FRIEDMAN BILLINGS RAMSEY GROUP COMMON 358434108 878 45305 SH DEFINED 01 45305 0 0 FRIEDMANS INC-CL A CLASS 358438109 29 23073 SH DEFINED 01 23073 0 0 FRIES ENTERTAINMENT INC COMMON 358616100 0 120692 SH DEFINED 01 120692 0 0 FRONTIER AIRLINES INC NEW COMMON 359065109 370 32493 SH DEFINED 01 32493 0 0 FRONTIER OIL CORP COMMON 35914P105 2077 77925 SH DEFINED 01 77925 0 0 FUELCELL ENERGY INC COMMON 35952H106 408 36217 SH DEFINED 01 0 0 36217 ***FUJI PHOTO FILM CO LTD ADR- ADR 359586302 214 5790 SH DEFINED 01 5790 0 0 H B FULLER & CO COMMON 359694106 299 10507 SH DEFINED 01 10507 0 0 FULTON FEDERAL SAVINGS BANK COMMON 360266100 0 87341 SH DEFINED 01 87341 0 0 FUTURE COMMUNICATIONS INC NEW COMMON 360906200 0 12096 SH DEFINED 01 12096 0 0

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Please Consider the Environment Before Printing This Document FURNITURE BRANDS INTERNATIONAL COMMON 360921100 873 34886 SH DEFINED 01 34886 0 0 G & K SERVICES INC CL A CLASS 361268105 256 5900 SH DEFINED 01 5900 0 0 GATX CORP COMMON 361448103 970 31736 SH DEFINED 01 0 0 31736 GMH COMMUNITIES TRUST COMMON 36188G102 281 19936 SH DEFINED 01 19936 0 0 G R I CORP COMMON 362232100 0 28473 SH DEFINED 01 28473 0 0 GSI COMMERCE INC COMMON 36238G102 178 10020 SH DEFINED 01 10020 0 0 GABELLI ASSET MANAGEMENT INC COMMON 36239Y201 5409 202000 SH DEFINED 01 202000 0 0 GABLES RESIDENTIAL TRUST-SBI REIT 362418105 445 12443 SH DEFINED 01 12443 0 0 ***GALACTIC RESOURCES LTD COMMON 362903106 0 14800 SH DEFINED 01 14800 0 0 GALLAGHER ARTHUR J & CO COMMON 363576109 2917 89780 SH DEFINED 01 89780 0 0 GAMESTOP CORP COMMON 36466R200 712 31811 SH DEFINED 01 31811 0 0 *** GANDALF TECHNOLOGIES INC COMMON 364717108 0 13650 SH DEFINED 01 13650 0 0 GANNETT CO INC COMMON 364730101 4352 53269 SH DEFINED 01 53269 0 0 GANTRY CORP NEW COMMON 364736306 0 10000 SH DEFINED 01 10000 0 0 GAP INC COMMON 364760108 6931 327989 SH DEFINED 01 0 0 327989 GAP INC CBONDCNV 364760AJ7 2010 1516000 SH DEFINED 01 1516000 0 0 GARDNER DENVER INC COMMON 365558105 1313 36186 SH DEFINED 01 36186 0 0 GARTNER INC CL A CLASS 366651107 453 36398 SH DEFINED 01 36398 0 0 GATEWAY INC COMMON 367626108 1073 178576 SH DEFINED 01 178576 0 0 GAYLORD ENTERTAINMENT CO NEW COMMON 367905106 288 6958 SH DEFINED 01 6958 0 0 GEN PROBE INC COMMON 36866T103 940 20807 SH DEFINED 01 20807 0 0 GEMSTAR TV GUIDE INTL INC COMMON 36866W106 539 91085 SH DEFINED 01 0 0 91085 GEMSTAR TV GUIDE INTL INC COMMON 36866W106 1872 316320 SH DEFINED 01 316320 0 0 GENAERA CORP COMMON 36867G100 164 48234 SH DEFINED 01 48234 0 0 GENCORP INC COMMON 368682100 602 32460 SH DEFINED 01 32460 0 0 GENE LOGIC INC COMMON 368689105 76 20685 SH DEFINED 01 20685 0 0 GENELABS TECHNOLOGIES INC COMMON 368706107 59 49970 SH DEFINED 01 49970 0 0 GENENTECH INC COMMON 368710406 13449 245810 SH DEFINED 01 0 0 245810 GENERAL CABLE CORP-DEL NEW COMMON 369300108 357 25844 SH DEFINED 01 25844 0 0 GENERAL COMMUNICATION INC-CL A CLASS 369385109 195 17745 SH DEFINED 01 17745 0 0 GENERAL DYNAMICS CORP COMMON 369550108 12270 116569 SH DEFINED 01 0 0 116569 GENERAL ELECTRIC CO COMMON 369604103 1676 45920 SH DEFINED 01 0 0 45920 GENERAL ELECTRIC CO COMMON 369604103 108515 2973034 SH DEFINED 01 2973034 0 0 GENERAL GROWTH PROPERTIES INC REIT 370021107 1302 36029 SH DEFINED 01 36029 0 0 INC COMMON 370334104 13380 269178 SH DEFINED 01 269178 0 0 GENERAL MILLS INC CBONDCNV 370334AU8 74150 104622000 SH DEFINED 01 4622000 0 0 GENERAL MOTORS CORP COMMON 370442105 12514 310823 SH DEFINED 01 0 0 310823 GENERAL MOTORS CORP COMMON 370442733 8758 379644 SH DEFINED 01 379644 0 0 GENERAL MOTORS CORP COMMON 370442741 282 11250 SH DEFINED 01 11250 0 0 GENESIS MICROCHIP INC COMMON 37184C103 275 16957 SH DEFINED 01 16957 0 0 GENTEX CORP COMMON 371901109 997 26955 SH DEFINED 01 26955 0 0 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1474 51328 SH DEFINED 01 51328 0 0 GEVITY HR INC COMMON 374393106 357 17393 SH DEFINED 01 17393 0 0 GIANT INDUSTRIES INC COMMON 374508109 1211 45685 SH DEFINED 01 45685 0 0 GIGA-TRONICS INC COMMON 375175106 49 22594 SH DEFINED 01 22594 0 0 GILEAD SCIENCES INC COMMON 375558103 28840 824261 SH DEFINED 01 824261 0 0 GILLETTE CO COMMON 375766102 18018 402374 SH DEFINED 01 402374 0 0 GITANO GROUP INC COMMON 376365102 0 38400 SH DEFINED 01 38400 0 0 GLACIER BANCORP INC-NEW COMMON 37637Q105 358 10531 SH DEFINED 01 10531 0 0 GLATFELTER COMMON 377316104 283 18526 SH DEFINED 01 18526 0 0 ***GLAXOSMITHKLINE PLC ADR 37733W105 301 6365 SH DEFINED 01 0 0 6365 ***GLAXOSMITHKLINE PLC ADR 37733W105 2473 52200 SH DEFINED 01 52200 0 0 GLENAYRE TECHNOLOGIES INC COMMON 377899109 21 10000 SH DEFINED 01 10000 0 0 GLENBOROUGH REALTY TRUST INC REIT 37803P105 340 15989 SH DEFINED 01 15989 0 0 GLIMCHER REALTY TRUST-SBI REIT 379302102 510 18433 SH DEFINED 01 18433 0 0 GLOBAL INDUSTRIES LTD COMMON 379336100 331 40017 SH DEFINED 01 40017 0 0 GLOBAL IMAGING SYSTEMS INC COMMON 37934A100 923 23392 SH DEFINED 01 23392 0 0 GLOBAL TELESYSTEMS INC COMMON 37936U104 0 87600 SH DEFINED 01 87600 0 0 GLOBAL PAYMENTS INC COMMON 37940X102 3540 60487 SH DEFINED 01 0 0 60487 GLOBAL PAYMENTS INC COMMON 37940X102 763 13040 SH DEFINED 01 13040 0 0 GLOBAL PWR EQUIP GROUP INC COMMON 37941P108 301 30657 SH DEFINED 01 30657 0 0 GLOBESPAN INC CBONDCNV 379571AB8 980 1000000 SH DEFINED 01 1000000 0 0 GOLD BANC CORP INC COMMON 379907108 153 10525 SH DEFINED 01 10525 0 0 GOLD & MINERALS INC (NEW) COMMON 380470203 0 25000 SH DEFINED 01 25000 0 0 ***GOLD FIELDS LTD NEW ADR 38059T106 3292 263784 SH DEFINED 01 263784 0 0 GOLDOME COMMON 380934109 0 557453 SH DEFINED 01 557453 0 0 ***GOLDCORP INC COMMON 380956409 1170 70335 SH DEFINED 01 0 0 70335 ***GOLDEN STAR RESOURCES LTD COMMON 38119T104 68 17000 SH DEFINED 01 0 0 17000 ***GOLDEN STAR RESOURCES LTD COMMON 38119T104 329 82100 SH DEFINED 01 82100 0 0 GOLDEN TELECOM INC COMMON 38122G107 224 8484 SH DEFINED 01 8484 0 0 GOLDEN WEST FINANCIAL CORP-DEL COMMON 381317106 5345 87034 SH DEFINED 01 87034 0 0 GOLDMAN SACHS GROUP INC COMMON 38141G104 323 3110 SH DEFINED 01 0 0 3110 GOLDMAN SACHS GROUP INC COMMON 38141G104 14986 144046 SH DEFINED 01 144046 0 0 GOLF TRUST OF AMERICA INC REIT 38168B103 1667 775800 SH DEFINED 01 775800 0 0 ***GOLDERA RESOURCES INC COMMON 381903103 8 12000 SH DEFINED 01 12000 0 0 GOODRICH CORPORATION COMMON 382388106 2503 76695 SH DEFINED 01 76695 0 0 GOODRICH PETROLEUM CORP NEW COMMON 382410405 175 10800 SH DEFINED 01 10800 0 0 GOODYEAR TIRE & RUBBER CO COMMON 382550101 4493 306506 SH DEFINED 01 306506 0 0 GOODYS FAMILY CLOTHING INC COMMON 382588101 147 16155 SH DEFINED 01 16155 0 0 GOOGLE INC COMMON 38259P508 1282 6643 SH DEFINED 01 0 0 6643 GOOGLE INC COMMON 38259P508 44400 229937 SH DEFINED 01 229937 0 0

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Please Consider the Environment Before Printing This Document GOREMOTE INTERNET COMMON 382859106 93 45000 SH DEFINED 01 0 0 45000 GOSS HOLDINGS INC CL B COMMON 383413101 0 70112 SH DEFINED 01 70112 0 0 GOTHAM APPAREL CORP COMMON 383450103 0 10000 SH DEFINED 01 10000 0 0 GOVERNMENT PROPERTIES TRUST COMMON 38374W107 176 17896 SH DEFINED 01 17896 0 0 W R GRACE & CO-DEL NEW COMMON 38388F108 7588 557576 SH DEFINED 01 557576 0 0 GRACO INC COMMON 384109104 627 16802 SH DEFINED 01 16802 0 0 GRAFTECH INTERNATIONAL LTD COMMON 384313102 531 56151 SH DEFINED 01 56151 0 0 W W GRAINGER INC COMMON 384802104 2217 33285 SH DEFINED 01 33285 0 0 GRANITE CONSTRUCTION INC COMMON 387328107 979 36818 SH DEFINED 01 36818 0 0 GRANT PRIDECO INC COMMON 38821G101 657 32817 SH DEFINED 01 32817 0 0 GRAPHIC PACKAGING CORPORATION COMMON 388688103 95 13306 SH DEFINED 01 13306 0 0 GRAY TELEVISION INC COMMON 389375106 223 14424 SH DEFINED 01 14424 0 0 GREAT AMERICAN BANK-A FSB COMMON 389908104 0 304174 SH DEFINED 01 304174 0 0 GREAT ATLANTIC & PACIFIC TEA COMMON 390064103 139 13637 SH DEFINED 01 13637 0 0 GREAT LAKES CHEMICAL CORP COMMON 390568103 1500 52674 SH DEFINED 01 52674 0 0 GREAT PLAINS ENERGY INC COMMON 391164100 1332 44007 SH DEFINED 01 44007 0 0 GREATER BAY BANCORP COMMON 391648102 703 25250 SH DEFINED 01 25250 0 0 GREATER BAY BANCORP CBONDCNV 391648AP7 10353 11520000 SH DEFINED 01 11520000 0 0 GREIF INC COMMON 397624107 438 7835 SH DEFINED 01 7835 0 0 GREY GLOBAL GROUP INC COMMON 39787M108 1237 1125 SH DEFINED 01 1125 0 0 GREY WOLF INC COMMON 397888108 333 63201 SH DEFINED 01 63201 0 0 GRIFFIN LAND & NURSERIES INC COMMON 398231100 901 35000 SH DEFINED 01 35000 0 0 GRIFFON CORP COMMON 398433102 535 19821 SH DEFINED 01 19821 0 0 GRIP TECHNOLOGIES INC COMMON 398613109 0 21000 SH DEFINED 01 21000 0 0 GROUP 1 AUTOMOTIVE INC COMMON 398905109 201 6389 SH DEFINED 01 6389 0 0 GROSSMANS INC COMMON 399215102 0 11300 SH DEFINED 01 11300 0 0 ***GROUPE DANONE-SPONSORED ADR ADR 399449107 295 16000 SH DEFINED 01 16000 0 0 ***GRUPO TMM S A ADR 40051D105 855 231800 SH DEFINED 01 0 0 231800 GTECH HOLDINGS CORP COMMON 400518106 3325 128149 SH DEFINED 01 128149 0 0 GUARDIAN BANCORP-LOS ANGELES COMMON 401321104 6 197772 SH DEFINED 01 197772 0 0 GUESS INC COMMON 401617105 186 14896 SH DEFINED 01 14896 0 0 GUIDANT CORP COMMON 401698105 42392 586799 SH DEFINED 01 0 0 586799 GUILFORD PHARMACEUTICALS INC COMMON 401829106 198 40106 SH DEFINED 01 40106 0 0 GUITAR CENTER INC COMMON 402040109 1451 27542 SH DEFINED 01 27542 0 0 GULF USA CORP COMMON 402571103 69 372323 SH DEFINED 01 372323 0 0 GULFMARK OFFSHORE INC COMMON 402629109 69605 3677090 SH DEFINED 01 3677090 0 0 GYMBOREE CORP COMMON 403777105 337 26338 SH DEFINED 01 26338 0 0 HCA INC COMMON 404119109 19003 475486 SH DEFINED 01 0 0 475486 HCC INSURANCE HOLDINGS INC COMMON 404132102 569 17185 SH DEFINED 01 17185 0 0 HNI CORPORATION COMMON 404251100 1162 26996 SH DEFINED 01 26996 0 0 HRPT PROPERTIES TR-SBI REIT 40426W101 2095 162820 SH DEFINED 01 0 0 162820 ***HSBC HOLDINGS PLC ADR 404280406 706 8300 SH DEFINED 01 0 0 8300 ***HSBC HOLDINGS PLC ADR 404280406 1260 14804 SH DEFINED 01 14804 0 0 HAEMONETICS CORP-MASS COMMON 405024100 238 6596 SH DEFINED 01 6596 0 0 HAIN CELESTIAL GROUP INC COMMON 405217100 1523 71101 SH DEFINED 01 0 0 71101 HALLIBURTON CO COMMON 406216101 329 8402 SH DEFINED 01 0 0 8402 HALLIBURTON CO COMMON 406216101 44356 1130391 SH DEFINED 01 1130391 0 0 HALLIBURTON CO CBONDCNV 406216AM3 4105 3338000 SH DEFINED 01 3338000 0 0 HAMILTON-BIOPHILE COS COMMON 40701P201 0 21762 SH DEFINED 01 21762 0 0 JOHN Q HAMMONS HOTELS INC-CL A CLASS 408623106 202 10000 SH DEFINED 01 10000 0 0 JOHN HANCOCK BANK & THRIFT COMMON 409735107 215 20000 SH DEFINED 01 20000 0 0 HANCOCK FABRICS INC COMMON 409900107 139 13478 SH DEFINED 01 13478 0 0 HANCOCK HOLDING CO COMMON 410120109 279 8346 SH DEFINED 01 8346 0 0 HANGER ORTHOPEDIC GROUP INC COMMON 41043F208 109 13521 SH DEFINED 01 13521 0 0 HANOVER COMPRESSOR CO COMMON 410768105 804 55574 SH DEFINED 01 0 0 55574 HANOVER COMPRESSOR CO CBONDCNV 410768AC9 339 350000 SH DEFINED 01 350000 0 0 JOHN HANSON BANCORP INC COMMON 411337108 3 102230 SH DEFINED 01 102230 0 0 HAPPINESS EXPRESS INC COMMON 411381106 253 96715 SH DEFINED 01 96715 0 0 HARBOR FLORIDA BANCSHARES INC COMMON 411901101 295 8540 SH DEFINED 01 8540 0 0 JOHN H HARLAND CO COMMON 412693103 254 7049 SH DEFINED 01 7049 0 0 HARLEY DAVIDSON INC COMMON 412822108 7929 130509 SH DEFINED 01 0 0 130509 HARLEYSVILLE NATIONAL CORP-PA COMMON 412850109 243 9146 SH DEFINED 01 9146 0 0 HARMAN INTERNATIONAL COMMON 413086109 10216 80442 SH DEFINED 01 0 0 80442 HARMAN INTERNATIONAL COMMON 413086109 4003 31522 SH DEFINED 01 31522 0 0 HARMONIC INC COMMON 413160102 444 52847 SH DEFINED 01 0 0 52847 ***HARMONY GOLD MINING CO LTD ADR 413216300 531 57367 SH DEFINED 01 57367 0 0 HARRAHS ENTERTAINMENT INC COMMON 413619107 6441 95555 SH DEFINED 01 0 0 95555 HARRIS & HARRIS GROUP INC COMMON 413833104 382 23368 SH DEFINED 01 23368 0 0 HARRIS CORP-DEL COMMON 413875105 969 15689 SH DEFINED 01 15689 0 0 HARRIS INTERACTIVE INC COMMON 414549105 184 23304 SH DEFINED 01 23304 0 0 HARSCO CORP COMMON 415864107 1159 20808 SH DEFINED 01 20808 0 0 HARTE-HANKS INC COMMON 416196103 747 28788 SH DEFINED 01 28788 0 0 HARTFORD FINANCIAL SERVICES COMMON 416515104 6356 90147 SH DEFINED 01 0 0 90147 HARTFORD FINANCIAL SERVICES COMMON 416515203 2267 35000 SH DEFINED 01 35000 0 0 HARTMARX CORP COMMON 417119104 146 18842 SH DEFINED 01 18842 0 0 HARVARD INDUSTRIES INC COMMON 417434503 11 1089372 SH DEFINED 01 1089372 0 0 HARVEST NATURAL RESOURCES INC COMMON 41754V103 649 37599 SH DEFINED 01 37599 0 0 HASBRO INC COMMON 418056107 790 40814 SH DEFINED 01 40814 0 0 HAUSERMAN INC COMMON 419148101 0 45700 SH DEFINED 01 45700 0 0 HAWAIIAN ELECTRIC INDUSTRIES COMMON 419870100 969 33267 SH DEFINED 01 33267 0 0 HAYES LEMMERZ INTERNATIONAL COMMON 420781304 541 59305 SH DEFINED 01 0 0 59305 HEALTH CARE PROPERTY INVS INC REIT 421915109 1323 47812 SH DEFINED 01 47812 0 0 HEALTHSOUTH CORP COMMON 421924101 3336 525872 SH DEFINED 01 0 0 525872 HEALTH MANAGEMENT ASSOCIATES CBONDCNV 421933AF9 5540 5289000 SH DEFINED 01 5289000 0 0 HEALTH MANAGEMENT ASSOCIATES CLASS 421933102 1199 52806 SH DEFINED 01 52806 0 0 HEALTHCARE REALTY TRUST REIT 421946104 1353 33267 SH DEFINED 01 33267 0 0 HEADWATERS INC COMMON 42210P102 1134 39806 SH DEFINED 01 39806 0 0 HEALTH CARE REIT INC REIT 42217K106 807 21174 SH DEFINED 01 21174 0 0 HEALTH NET INC COMMON 42222G108 2632 91197 SH DEFINED 01 91197 0 0 HEARTLAND EXPRESS INC COMMON 422347104 570 25397 SH DEFINED 01 25397 0 0 HEARTLAND PARTNERS LP UT LTD 422357103 761 187400 SH DEFINED 01 187400 0 0 HECLA MINING CO COMMON 422704106 193 33162 SH DEFINED 01 0 0 33162 HECLA MINING CO COMMON 422704106 1192 204612 SH DEFINED 01 204612 0 0 HEIDRICK & STRUGGLES INTL INC COMMON 422819102 1302 38008 SH DEFINED 01 38008 0 0 H J HEINZ CO COMMON 423074103 5648 144364 SH DEFINED 01 0 0 144364

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Please Consider the Environment Before Printing This Document HELDOR INDUSTRIES INC COMMON 423085109 0 78200 SH DEFINED 01 78200 0 0 HELIX TECHNOLOGY CORP COMMON 423319102 287 16527 SH DEFINED 01 16527 0 0 HELMERICH & PAYNE INC COMMON 423452101 993 29185 SH DEFINED 01 29185 0 0 HENRY JACK & ASSOCIATES INC COMMON 426281101 417 20968 SH DEFINED 01 20968 0 0 HERCULES INC COMMON 427056106 923 61069 SH DEFINED 01 0 0 61069 HERITAGE BANCORP INC-DEL COMMON 427207105 0 38259 SH DEFINED 01 38259 0 0 HERITAGE PROPERTY INVESTMENT COMMON 42725M107 579 18066 SH DEFINED 01 18066 0 0 HERLEY INDUSTRIES INC COMMON 427398102 312 15346 SH DEFINED 01 15346 0 0 HERSHEY FOODS CORP COMMON 427866108 3961 70423 SH DEFINED 01 0 0 70423 HEWITT ASSOCIATES INC COMMON 42822Q100 1279 39965 SH DEFINED 01 39965 0 0 HEWLETT PACKARD CO COMMON 428236103 39862 1893400 SH DEFINED 01 0 0 1893400 HIBBETT SPORTING GOODS INC COMMON 428565105 853 32083 SH DEFINED 01 32083 0 0 HIBERNIA CORP-CL A CLASS 428656102 1288 43665 SH DEFINED 01 0 0 43665 HIBERNIA CORP-CL A CLASS 428656102 1652 55997 SH DEFINED 01 55997 0 0 HIGH SPEED ACCESS CORP COMMON 42979U102 0 15580 SH DEFINED 01 15580 0 0 HIGHWOODS PROPERTIES INC REIT 431284108 737 26632 SH DEFINED 01 26632 0 0 HILB ROGAL & HOBBS CO COMMON 431294107 877 24208 SH DEFINED 01 24208 0 0 HILLENBRAND INDUSTRIES INC COMMON 431573104 1010 18186 SH DEFINED 01 18186 0 0 HILTON HOTELS CORP COMMON 432848109 30932 1357754 SH DEFINED 01 0 0 1357754 HILTON HOTELS CORP CBONDCNV 432848AZ2 3099 2591000 SH DEFINED 01 2591000 0 0 HOLLINGER INTERNATIONAL INC COMMON 435569108 401 25586 SH DEFINED 01 25586 0 0 HOLLY CORP NEW COMMON 435758305 309 11096 SH DEFINED 01 11096 0 0 HOLLIS-EDEN PHARMACEUTICALS COMMON 435902101 131 14000 SH DEFINED 01 0 0 14000 HOLLYWOOD ENTERTAINMENT CORP COMMON 436141105 352 19851 SH DEFINED 01 19851 0 0 HOLLYWOOD MEDIA CORP COMMON 436233100 91 18800 SH DEFINED 01 18800 0 0 HOME DEPOT INC COMMON 437076102 37216 866435 SH DEFINED 01 0 0 866435 HOME OWNERS SAVINGS BANK FSB COMMON 437292105 0 92337 SH DEFINED 01 92337 0 0 HOME PROPERTIES INC REIT 437306103 1328 30891 SH DEFINED 01 30891 0 0 HOMEBANC CORP GA COMMON 43738R109 115 11902 SH DEFINED 01 11902 0 0 HOMESTORE INC COMMON 437852106 106 35279 SH DEFINED 01 35279 0 0 HONEYWELL INTL INC COMMON 438516106 18523 517876 SH DEFINED 01 0 0 517876 HOOKER FURNITURE CORP COMMON 439038100 363 16000 SH DEFINED 01 16000 0 0 HOOPER HOLMES INC COMMON 439104100 187 31747 SH DEFINED 01 31747 0 0 HORACE MANN EDUCATORS CORP NEW COMMON 440327104 742 38935 SH DEFINED 01 38935 0 0 HORIZON ENTERPRISES INC COMMON 44041N108 0 25000 SH DEFINED 01 25000 0 0 FOODS CORP COMMON 440452100 965 30812 SH DEFINED 01 30812 0 0 HOSPITALITY PROPERTIES TRUST REIT 44106M102 2672 58101 SH DEFINED 01 58101 0 0 HOSPIRA INC COMMON 441060100 3738 108366 SH DEFINED 01 0 0 108366 HOST MARRIOTT CORP-NEW REIT COMMON 44107P104 4913 284027 SH DEFINED 01 284027 0 0 HOT TOPIC INC COMMON 441339108 1103 64222 SH DEFINED 01 64222 0 0 HOUSTON EXPLORATION CO COMMON 442120101 533 9466 SH DEFINED 01 9466 0 0 HOUSTON OIL ROYALTY TRUST UBI COMMON 442283107 0 39713 SH DEFINED 01 39713 0 0 HOVNANIAN ENTERPRISES INC-CL A COMMON 442487203 9379 189418 SH DEFINED 01 0 0 189418 HOVNANIAN ENTERPRISES INC-CL A COMMON 442487203 3501 70701 SH DEFINED 01 70701 0 0 HOWARD SAVINGS BANK-NEWARK N J COMMON 442765103 2 78854 SH DEFINED 01 78854 0 0 HUB GROUP INC-CL A CLASS 443320106 1647 31558 SH DEFINED 01 31558 0 0 HUBBELL INC-CL B CLASS 443510201 1483 28370 SH DEFINED 01 28370 0 0 HUDSON CITY BANCORP INC COMMON 443683107 204 5567 SH DEFINED 01 5567 0 0 HUDSON RIVER BANCORP INC COMMON 444128102 1195 60387 SH DEFINED 01 60387 0 0 HUGHES SUPPLY INC COMMON 444482103 1235 37187 SH DEFINED 01 0 0 37187 HUGOTON ROYALTY TRUST TEXAS COMMON 444717102 393 15000 SH DEFINED 01 15000 0 0 HUMANA INC COMMON 444859102 1327 44720 SH DEFINED 01 44720 0 0 HUMAN GENOME SCIENCES INC CBONDCNV 444903AF5 1182 1200000 SH DEFINED 01 1200000 0 0 HUMAN GENOME SCIENCES INC CBONDCNV 444903AH1 17602 18147000 SH DEFINED 01 18147000 0 0 HUMAN GENOME SCIENCES INC COMMON 444903108 120 10000 SH DEFINED 01 10000 0 0 HUMAN GENOME SCIENCES INC COMMON 444903108 1156 96193 SH DEFINED 01 96193 0 0 JB HUNT TRANSPORT SERVICES INC COMMON 445658107 1645 36201 SH DEFINED 01 0 0 36201 HUNTINGTON BANCSHARES INC COMMON 446150104 4639 187213 SH DEFINED 01 187213 0 0 HURCO COMPANIES INC COMMON 447324104 227 13800 SH DEFINED 01 0 0 13800 HUTCHINSON TECHNOLOGY INC COMMON 448407106 1851 51832 SH DEFINED 01 51832 0 0 HYDRIL COMMON 448774109 204 4485 SH DEFINED 01 4485 0 0 IDT CORP COMMON 448947101 9268 631372 SH DEFINED 01 631372 0 0 IDT CORPORATION COMMON 448947309 201 12498 SH DEFINED 01 0 0 12498 HYPERCOM CORP COMMON 44913M105 186 31530 SH DEFINED 01 31530 0 0 HYPERION SOLUTIONS CORP COMMON 44914M104 6317 135502 SH DEFINED 01 135502 0 0 IAC/INTERACTIVECORP COMMON 44919P102 381 13829 SH DEFINED 01 0 0 13829 IAC/INTERACTIVECORP COMMON 44919P102 20155 729749 SH 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10800 SH DEFINED 01 10800 0 0 IDACORP INC COMMON 451107106 587 19227 SH DEFINED 01 19227 0 0 IDEX CORP COMMON 45167R104 1346 33240 SH DEFINED 01 33240 0 0 IDEXX LABORATORIES CORP COMMON 45168D104 4211 77150 SH DEFINED 01 77150 0 0 IGENE BIOTECHNOLOGY INC COMMON 451695100 1 15849 SH DEFINED 01 15849 0 0 IKON OFFICE SOLUTIONS INC COMMON 451713101 1083 93686 SH DEFINED 01 93686 0 0 IDENTIX INC COMMON 451906101 254 34500 SH DEFINED 01 0 0 34500 IDENTIX INC COMMON 451906101 259 35228 SH DEFINED 01 35228 0 0 ILLINOIS TOOL WORKS INC COMMON 452308109 281 3040 SH DEFINED 01 0 0 3040 ILLINOIS TOOL WORKS INC COMMON 452308109 6654 71804 SH DEFINED 01 71804 0 0 ILLUMINA INC COMMON 452327109 100 10551 SH DEFINED 01 10551 0 0 IMATION CORP COMMON 45245A107 1048 32934 SH DEFINED 01 32934 0 0 ***IMAX CORP COMMON 45245E109 809 98119 SH DEFINED 01 98119 0 0 IMCLONE SYSTEMS INC COMMON 45245W109 2205 46856 SH DEFINED 01 0 0 46856

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Please Consider the Environment Before Printing This Document IMCLONE SYSTEMS INC CBONDCNV 45245WAE9 141 153000 SH DEFINED 01 153000 0 46856 IMAGISTICS INTL INC COMMON 45247T104 656 19505 SH DEFINED 01 19505 0 0 IMMERSION CORP COMMON 452521107 867 119000 SH DEFINED 01 0 0 119000 IMMERSION CORP COMMON 452521107 692 95000 SH DEFINED 01 95000 0 0 IMMUCOR INC COMMON 452526106 285 12157 SH DEFINED 01 12157 0 0 IMMUNOGEN INC COMMON 45253H101 182 20611 SH DEFINED 01 20611 0 0 IMPAC MORTGAGE HOLDINGS INC REIT 45254P102 686 30264 SH DEFINED 01 30264 0 0 IMPAX LABORATORIES INC COMMON 45256B101 357 22519 SH DEFINED 01 22519 0 0 IMMUNOMEDICS INC COMMON 452907108 68 22475 SH DEFINED 01 22475 0 0 IN STORE ADVERTISING INC COMMON 452918105 0 50300 SH DEFINED 01 50300 0 0 IMPERIAL SUGAR CO NEW COMMON 453096208 46394 3247156 SH DEFINED 01 3247156 0 0 ***IMPERIAL TOBACCO GROUP PLC ADR 453142101 279 5067 SH DEFINED 01 5067 0 0 INAMED CORP COMMON 453235103 543 8599 SH DEFINED 01 8599 0 0 INCO LTD COMMON 453258402 534 14544 SH DEFINED 01 14544 0 0 INCYTE CORPORATION COMMON 45337C102 291 29153 SH DEFINED 01 29153 0 0 INDEPENDENCE COMMUNITY BANK COMMON 453414104 1869 43900 SH DEFINED 01 43900 0 0 INDEVUS PHARMACEUTICALS INC CBONDCNV 454072AB5 11181 9547000 PRN DEFINED 01 9547000 0 0 INDEVUS PHARMACEUTICALS INC COMMON 454072109 234 39227 SH DEFINED 01 39227 0 0 INDYMAC BANCORP INC REIT 456607100 1310 38048 SH DEFINED 01 38048 0 0 INFOCROSSING INC COMMON 45664X109 1200 70893 SH DEFINED 01 70893 0 0 INFOCUS CORP COMMON 45665B106 405 44285 SH DEFINED 01 44285 0 0 INFINITY PROPERTY & CASUALTY COMMON 45665Q103 232 6603 SH DEFINED 01 6603 0 0 INFORMATICA CORPORATION COMMON 45666Q102 472 58175 SH DEFINED 01 58175 0 0 INFONET SERVICES CORP COMMON 45666T106 58 29021 SH DEFINED 01 29021 0 0 INFORMATION SCIENCE INC COMMON 456751106 0 13600 SH DEFINED 01 13600 0 0 INFOSPACE INC COMMON 45678T201 5427 114142 SH DEFINED 01 114142 0 0 ***INFOSYS TECHNOLOGIES LTD ADR 456788108 235 3400 SH DEFINED 01 3400 0 0 INFOTECHNOLOGY INC COMMON 456798107 0 22750 SH DEFINED 01 22750 0 0 INFOUSA INC NEW COMMON 456818301 273 24462 SH DEFINED 01 24462 0 0 ***ING GROEP NV-SPONSORED ADR ADR 456837103 229 7584 SH DEFINED 01 7584 0 0 INHALE THERAPEUTIC SYS INC CBONDCNV 457191AHZ 14 15000 SH DEFINED 01 15000 0 0 INKINE PHARMACEUTICAL CO INC COMMON 457214104 193 35698 SH DEFINED 01 35698 0 0 INNOVET INC COMMON 45765P104 0 25600 SH DEFINED 01 25600 0 0 INSIGHT ENTERPRISES INC COMMON 45765U103 335 16365 SH DEFINED 01 16365 0 0 INPUT/OUTPUT INC COMMON 457652105 222 25221 SH DEFINED 01 25221 0 0 INSITE VISION INC COMMON 457660108 29 33213 SH DEFINED 01 33213 0 0 INSMED INC COMMON 457669208 42 19300 SH DEFINED 01 19300 0 0 INSIGHT COMMUNICATIONS INC COMMON 45768V108 185 20000 SH DEFINED 01 0 0 20000 INNOVATIVE SOLUTIONS & SUPPORT COMMON 45769N105 981 26913 SH DEFINED 01 26913 0 0 INSPIRE PHARMACEUTICALS INC COMMON 457733103 428 25578 SH DEFINED 01 25578 0 0 INSTINET GROUP INC COMMON 457750107 618 100489 SH DEFINED 01 0 0 100489 INNOVO GROUP INC-PAR $0.01 COMMON 457954600 37 15000 SH DEFINED 01 15000 0 0 INTEGRA LIFESCIENCES HOLDINGS COMMON 457985208 1267 34325 SH DEFINED 01 34325 0 0 INSIGHT ENTERTAINMENT CORP COMMON 457986107 0 20000 SH DEFINED 01 20000 0 0 INTEGRATED ELECTRICAL SERVICES COMMON 45811E103 168 34755 SH DEFINED 01 34755 0 0 INTEGRATED CIRCUIT SYS INC COMMON 45811K208 3057 146135 SH DEFINED 01 146135 0 0 INTEGRATED DEVICE TECHNOLOGY COMMON 458118106 1279 105674 SH DEFINED 01 0 0 105674 INTEGRATED SILICON SOLUTION COMMON 45812P107 251 30712 SH DEFINED 01 30712 0 0 ***INTEGRATED MICRO PRODUCTS COMMON 45812R996 0 98000 SH DEFINED 01 98000 0 0 INTEGRATED RESOURCES INC COMMON 458124104 279 5890 SH DEFINED 01 5890 0 0 INTEL CORP COMMON 458140100 1310 56035 SH DEFINED 01 0 0 56035 INTEL CORP COMMON 458140100 129334 5529493 SH DEFINED 01 5529493 0 0 INTELOGIC TRACE INC NEW COMMON 45815W109 0 147773 SH DEFINED 01 147773 0 0 INTERDIGITAL COMMUNICATIONS COMMON 45866A105 546 24743 SH DEFINED 01 24743 0 0 INTERFACE INC-CL A COMMON 458665106 112 11274 SH DEFINED 01 11274 0 0 INTERGRAPH CORP COMMON 458683109 1865 69284 SH DEFINED 01 69284 0 0 INTERLINE BRANDS INC COMMON 458743101 1020 54000 SH DEFINED 01 0 0 54000 INTERMAGNETICS GENERAL CORP COMMON 458771102 211 8331 SH DEFINED 01 8331 0 0 INTERMUNE INC COMMON 45884X103 794 59935 SH DEFINED 01 59935 0 0 INTERNAP NETWORK SVCS CORP COMMON 45885A102 165 177569 SH DEFINED 01 177569 0 0 INTERNATIONAL BANCSHARES CORP COMMON 459044103 533 13547 SH DEFINED 01 13547 0 0 INTERNATIONAL BROADCASTING COMMON 459173209 2 39501 SH DEFINED 01 39501 0 0 INTERNATIONAL BUSINESS COMMON 459200101 490 4971 SH DEFINED 01 0 0 4971 INTERNATIONAL BUSINESS COMMON 459200101 86362 876063 SH DEFINED 01 876063 0 0 INTL CONSUMER BRANDS INC COMMON 459356101 1 20957 SH DEFINED 01 20957 0 0 INTL FLAVORS & FRAGRANCES INC COMMON 459506101 1076 25139 SH DEFINED 01 25139 0 0 INTL GAMING MANAGEMENT INC COMMON 459548103 0 105100 SH DEFINED 01 105100 0 0 INTL GAME TECHNOLOGY COMMON 459902102 6573 191127 SH DEFINED 01 0 0 191127 INTERNATIONAL PAPER CO COMMON 460146103 13868 330193 SH DEFINED 01 330193 0 0 INTERNATIONAL RECTIFIER CORP COMMON 460254105 1197 26862 SH DEFINED 01 26862 0 0 INTL RESEARCH & DEVELOPMENT COMMON 460263106 153 136796 SH DEFINED 01 136796 0 0 UTS INTERNATIONAL SHIPPING COMMON 46032U207 1631 247200 SH DEFINED 01 247200 0 0 INTERNATIONAL SPEEDWAY CORP CLASS 460335201 1853 35113 SH DEFINED 01 35113 0 0 INTERNATIONAL WIRELESS COMMON 46058G504 0 423014 SH DEFINED 01 423014 0 0 INTERNET CAPITAL GROUP INC COMMON 46059C205 118 13198 SH DEFINED 01 13198 0 0 INTERNET INFRASTRUCTURE COMMON 46059V104 344 74800 SH DEFINED 01 74800 0 0 INTERNET HOLDRS TR ADR 46059W102 14766 207194 SH DEFINED 01 207194 0 0 INTERNET ARCHITECTURE COMMON 46060A107 13757 363000 SH DEFINED 01 363000 0 0 INTERNET SEC SYS INC COMMON 46060X107 313 13492 SH DEFINED 01 13492 0 0 INTERSIL CORPORATION CL A COMMON 46069S109 5392 320880 SH DEFINED 01 0 0 320880 INTERPUBLIC GROUP OF COS INC COMMON 460690100 1245 92964 SH DEFINED 01 92964 0 0 INTERPUBLIC GROUP COS INC CBONDCNV 460690AT7 1315 1004000 SH DEFINED 01 1004000 0 0 INTERSTATE BAKERIES CORP-DEL COMMON 46072H108 410 64085 SH DEFINED 01 64085 0 0 ***INTEROIL CORP COMMON 460951106 227 6000 SH DEFINED 01 6000 0 0 INTERVOICE INC COMMON 461142101 469 35143 SH DEFINED 01 35143 0 0 INTUITIVE SURGICAL INC NEW COMMON 46120E602 479 11992 SH DEFINED 01 11992 0 0 INTUIT INC COMMON 461202103 9266 210477 SH DEFINED 01 0 0 210477 INVACARE CORP COMMON 461203101 540 11678 SH DEFINED 01 11678 0 0 INVESTMENT TECHNOLOGY GROUP COMMON 46145F105 993 49690 SH DEFINED 01 49690 0 0 INVESTORS FINANCIAL CORP-VA COMMON 46150T107 0 95471 SH DEFINED 01 95471 0 0 INVESTORS REAL ESTATE TRUST COMMON 461730103 128 12262 SH DEFINED 01 12262 0 0 INVITROGEN CORP CBONDCNV 46185RAD2 859 865000 SH DEFINED 01 865000 0 0 INVITROGEN CORP COMMON 46185R100 3199 47662 SH DEFINED 01 47662 0 0 INVESTORS FINANCIAL SERVICES COMMON 461915100 984 19692 SH DEFINED 01 19692 0 0 IOMEGA CORP COMMON 462030305 172 31200 SH DEFINED 01 31200 0 0

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Please Consider the Environment Before Printing This Document IONICA PLC COMMON 462213992 0 351712 SH DEFINED 01 351712 0 0 IONICS INC COMMON 462218108 2931 67650 SH DEFINED 01 67650 0 0 IPASS INC COMMON 46261V108 311 42154 SH DEFINED 01 42154 0 0 IRON MOUNTAIN INC PA COMMON 462846106 710 23317 SH DEFINED 01 23317 0 0 IROQUOIS BRANDS LTD COMMON 463349100 0 16759 SH DEFINED 01 16759 0 0 IRWIN FINANCIAL CORP COMMON 464119106 268 9460 SH DEFINED 01 9460 0 0 ISHARES INC COMMON 464286665 410 4550 SH DEFINED 01 0 0 4550 ISHARES INC COMMON 464286848 1291 113965 SH DEFINED 01 0 0 113965 ISHARES INC COMMON 464286848 6092 557923 SH DEFINED 01 557923 0 0 ISHARES TRUST COMMON 464287101 51540 897600 SH DEFINED 01 897600 0 0 ISHARES TRUST COMMON 464287127 3261 50000 SH DEFINED 01 50000 0 0 ISHARES TR COMMON 464287168 4956 79724 SH DEFINED 01 0 0 79724 ISHARES TRUST COMMON 464287176 349 3300 SH DEFINED 01 3300 0 0 ISHARES TRUST-DOW JONES US COMMON 464287192 10651 155000 SH DEFINED 01 155000 0 0 ISHARES TRUST COMMON 464287200 5851 48361 SH DEFINED 01 48361 0 0 ISHARES TRUST COMMON 464287309 682 11822 SH DEFINED 01 11822 0 0 ISHARES TRUST COMMON 464287325 368 7490 SH DEFINED 01 0 0 7490 ISHARES TRUST COMMON 464287408 40302 640937 SH DEFINED 01 640937 0 0 ISHARES TRUST COMMON 464287440 6443 75853 SH DEFINED 01 75853 0 0 ISHARES TRUST COMMON 464287457 8201 100360 SH DEFINED 01 0 0 100360 ISHARES TR COMMON 464287473 260 2300 SH DEFINED 01 0 0 2300 ISHARES TR COMMON 464287473 1853 16386 SH DEFINED 01 16386 0 0 ISHARES TR COMMON 464287481 261 3100 SH DEFINED 01 0 0 3100 ISHARES TR COMMON 464287499 10609 133502 SH DEFINED 01 0 0 133502 ISHARES TRUST COMMON 464287507 60859 459090 SH DEFINED 01 0 0 459090 ISHARES TRUST COMMON 464287515 15142 355050 SH DEFINED 01 355050 0 0 ISHARES TRUST COMMON 464287523 3878 72100 SH DEFINED 01 72100 0 0 ISHARES TR GOLDMAN SACHS COMMON 464287549 15918 340800 SH DEFINED 01 340800 0 0 ISHARES TR COMMON 464287556 216 2875 SH DEFINED 01 2875 0 0 ISHARES 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ISHARES TRUST COMMON 464287754 396 6000 SH DEFINED 01 0 0 6000 ISHARES TRUST COMMON 464287762 263 4475 SH DEFINED 01 0 0 4475 ISHARES TRUST COMMON 464287762 5536 93850 SH DEFINED 01 93850 0 0 ISHARES TRUST COMMON 464287788 13859 140300 SH DEFINED 01 0 0 140300 ISHARES TRUST COMMON 464287796 643 10000 SH DEFINED 01 10000 0 0 ISHARES TRUST COMMON 464287812 2988 56000 SH DEFINED 01 56000 0 0 ISHARES TR COMMON 464287861 225 3000 SH DEFINED 01 0 0 3000 ISHARES TRUST COMMON 464287887 13562 126110 SH DEFINED 01 126110 0 0 ISHARES TRUST COMMON 464288109 3293 50000 SH DEFINED 01 50000 0 0 ISHARES TRUST COMMON 464288208 3367 50000 SH DEFINED 01 50000 0 0 ISHARES TRUST COMMON 464288406 3408 50000 SH DEFINED 01 50000 0 0 ISHARES TRUST COMMON 464288505 3420 50000 SH DEFINED 01 50000 0 0 ISHARES TRUST COMMON 464288604 3220 50000 SH DEFINED 01 50000 0 0 ISHARES TRUST COMMON 464288703 3448 50000 SH DEFINED 01 50000 0 0 ISIS PHARMACEUTICALS INC COMMON 464330109 156 26529 SH DEFINED 01 26529 0 0 ISLE CAPRI CASINOS INC COMMON 464592104 356 13885 SH DEFINED 01 13885 0 0 ITERIS INC COMMON 46564T107 34 10000 SH DEFINED 01 10000 0 0 I2 TECHNOLOGIES INC COMMON 465754109 2456 3559366 SH DEFINED 01 0 0 3559366 ***IVANHOE ENERGY INC COMMON 465790103 107 42600 SH DEFINED 01 42600 0 0 IVAX CORP CBONDCNV 465823AJ1 14415 14900000 SH DEFINED 01 14900000 0 0 IVAX CORP COMMON 465823102 2672 168928 SH DEFINED 01 168928 0 0 IVILLAGE INC COMMON 46588H105 1037 167960 SH DEFINED 01 167960 0 0 IXYS CORP DEL COMMON 46600W106 110 10695 SH DEFINED 01 10695 0 0 J & J SNACK FOOD CORP COMMON 466032109 442 9022 SH DEFINED 01 9022 0 0 JDS UNIPHASE CORP COMMON 46612J101 61 19521 SH DEFINED 01 0 0 19521 JDS UNIPHASE CORP COMMON 46612J101 10349 3264727 SH DEFINED 01 3264727 0 0 ***JDS UNIPHASE CORP CBONDCNV 46612JAB7 4843 5000000 SH DEFINED 01 5000000 0 0 JDA SOFTWARE GROUP INC COMMON 46612K108 186 13659 SH DEFINED 01 13659 0 0 J JILL GROUP INC COMMON 466189107 162 10932 SH DEFINED 01 10932 0 0 JLG INDUSTRIES INC COMMON 466210101 309 15747 SH DEFINED 01 15747 0 0 JPM INDUSTRIES INC-CL A CLASS 46624D100 0 1284289 SH DEFINED 01 1284289 0 0 JPMORGAN CHASE & CO COMMON 46625H100 1234 31636 SH DEFINED 01 0 0 31636 JPMORGAN CHASE & CO COMMON 46625H100 107510 2755982 SH DEFINED 01 2755982 0 0 JABIL CIRCUIT INC COMMON 466313103 1630 63744 SH DEFINED 01 63744 0 0 JACK IN THE BOX INC COMMON 466367109 2864 77696 SH DEFINED 01 77696 0 0 JACKSON HEWITT TAX SERVICE INC COMMON 468202106 1795 71098 SH DEFINED 01 71098 0 0 JACOBS ENGINEERING GROUP INC COMMON 469814107 1055 22086 SH DEFINED 01 22086 0 0 JACUZZI BRANDS INC COMMON 469865109 314 36109 SH DEFINED 01 36109 0 0 JAKKS PACIFIC INC COMMON 47012E106 628 28422 SH DEFINED 01 28422 0 0 JAMDAT MOBILE INC COMMON 47023T100 371 18000 SH DEFINED 01 0 0 18000 JAMDAT MOBILE INC COMMON 47023T100 513 24890 SH DEFINED 01 24890 0 0 JANUS CAPITAL GROUP INC COMMON 47102X105 1999 118927 SH DEFINED 01 118927 0 0 JARDEN CORPORATION COMMON 471109108 8141 187417 SH DEFINED 01 187417 0 0 JEFFERIES GROUP INC NEW COMMON 472319102 4698 116640 SH DEFINED 01 0 0 116640 JEFFERIES GROUP INC NEW COMMON 472319102 2754 68375 SH DEFINED 01 68375 0 0 JEFFERSON NATIONAL BANK COMMON 474243102 0 36892 SH DEFINED 01 36892 0 0 JEFFERSON PILOT CORP COMMON 475070108 2408 46344 SH DEFINED 01 46344 0 0 JETBLUE AIRWAYS CORP COMMON 477143101 1077 46409 SH DEFINED 01 46409 0 0 JOHNSON & JOHNSON COMMON 478160104 1077 16984 SH DEFINED 01 0 0 16984 JOHNSON & JOHNSON COMMON 478160104 66966 1055921 SH DEFINED 01 1055921 0 0 JOHNSON CONTROLS INC COMMON 478366107 3463 54595 SH DEFINED 01 54595 0 0

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Please Consider the Environment Before Printing This Document JONES APPAREL GROUP INC COMMON 480074103 3078 84049 SH DEFINED 01 0 0 84049 JONES LANG LASALLE INC COMMON 48020Q107 754 20166 SH DEFINED 01 20166 0 0 JONES PLUMBING SYSTEMS INC COMMON 480237106 5 11815 SH DEFINED 01 11815 0 0 JOSEPH A BANK CLOTHIERS INC COMMON 480838101 204 7239 SH DEFINED 01 7239 0 0 JOURNAL REGISTER CO COMMON 481138105 347 17963 SH DEFINED 01 17963 0 0 JOY GLOBAL INC COMMON 481165108 927 21360 SH DEFINED 01 0 0 21360 JOY GLOBAL INC COMMON 481165108 2473 56944 SH DEFINED 01 56944 0 0 JUNIPER NETWORKS COMMON 48203R104 10833 395816 SH DEFINED 01 0 0 395816 JUPITERMEDIA CORP COMMON 48207D101 527 22170 SH DEFINED 01 0 0 22170 KCS ENERGY INC COMMON 482434206 502 20682 SH DEFINED 01 20682 0 0 KFX INC COMMON 48245L107 274 18933 SH DEFINED 01 18933 0 0 KKR FINANCIAL CORPORATION COMMON 482476108 0 2500000 SH DEFINED 01 2500000 0 0 KLA-TENCOR CORP COMMON 482480100 15414 328667 SH DEFINED 01 0 0 328667 K MART CORP COMMON 482584109 21 260065 SH DEFINED 01 260065 0 0 ***KT CORP ADR 48268K101 334 15349 SH DEFINED 01 15349 0 0 K-SWISS INC-CL A CLASS 482686102 249 8562 SH DEFINED 01 8562 0 0 K2 INC COMMON 482732104 847 53359 SH DEFINED 01 53359 0 0 KVH INDUSTRIES INC COMMON 482738101 142 14500 SH DEFINED 01 0 0 14500 K V PHARMACEUTICAL CO-CL A CLASS 482740206 3103 138832 SH DEFINED 01 0 0 138832 K V PHARMACEUTICAL CO-CL A CLASS 482740206 641 29092 SH DEFINED 01 29092 0 0 KADANT INC COMMON 48282T104 444 21638 SH DEFINED 01 0 0 21638 KAMAN CORP-CL A COMMON 483548103 159 12604 SH DEFINED 01 12604 0 0 KANSAS CITY SOUTHERN COMMON 485170302 853 48124 SH DEFINED 01 48124 0 0 KAYDON CORP COMMON 486587108 323 9807 SH DEFINED 01 9807 0 0 KB HOME COMMON 48666K109 1692 16214 SH DEFINED 01 16214 0 0 KEANE INC COMMON 486665102 532 36220 SH DEFINED 01 36220 0 0 KELLOGG CO COMMON 487836108 5149 115305 SH DEFINED 01 115305 0 0 KELLWOOD CO COMMON 488044108 1291 37429 SH DEFINED 01 37429 0 0 KELLY SERVICES INC-CL A COMMON 488152208 1938 64236 SH DEFINED 01 0 0 64236 KELLY SERVICES INC-CL A COMMON 488152208 1147 38026 SH DEFINED 01 38026 0 0 KEMET CORP COMMON 488360108 670 74871 SH DEFINED 01 74871 0 0 KENDALL SQUARE RESEARCH CORP COMMON 488789108 1 123327 SH DEFINED 01 123327 0 0 KENNAMETAL INC COMMON 489170100 4116 82702 SH DEFINED 01 82702 0 0 KERR MCGEE CORP COMMON 492386107 273 4735 SH DEFINED 01 0 0 4735 KERR MCGEE CORP COMMON 492386107 3728 64523 SH DEFINED 01 64523 0 0 KERYX BIOPHARMACEUTICALS INC COMMON 492515101 302 26155 SH DEFINED 01 26155 0 0 KEY ENERGY SERVICES INC COMMON 492914106 3549 300771 SH DEFINED 01 300771 0 0 KEYCORP NEW COMMON 493267108 4212 124272 SH DEFINED 01 124272 0 0 KEYSPAN CORP COMMON 49337W100 1350 34231 SH DEFINED 01 34231 0 0 KFORCE INC COMMON 493732101 119 10729 SH DEFINED 01 10729 0 0 KILROY REALTY CORP REIT 49427F108 973 22770 SH DEFINED 01 22770 0 0 KIMBERLY CLARK CORP COMMON 494368103 10079 151637 SH DEFINED 01 0 0 151637 KIMCO REALTY CORP REIT 49446R109 3305 57008 SH DEFINED 01 57008 0 0 KINDRED HEALTHCARE INC COMMON 494580103 568 18984 SH DEFINED 01 18984 0 0 KINETIC CONCEPTS INC COMMON 49460W208 302 3961 SH DEFINED 01 3961 0 0 KING OF VIDEO INC COMMON 495564106 0 18000 SH DEFINED 01 18000 0 0 KING PHARMACEUTICALS INC CBONDCNV 495582AG3 10836 11215000 SH DEFINED 01 11215000 0 0 KING PHARMACEUTICALS INC COMMON 495582108 620 49515 SH DEFINED 01 0 0 49515 ***KINROSS GOLD CORP COMMON 496902404 564 80136 SH DEFINED 01 80136 0 0 KIRBY CORP COMMON 497266106 241 5450 SH DEFINED 01 5450 0 0 ***KIRIN BREWERY LTD ADR 497350306 184 18634 SH DEFINED 01 18634 0 0 KIRSHNER ENTERTAINMENT & COMMON 497662106 0 25000 SH DEFINED 01 25000 0 0 KITE RLTY GROUP TRUST COMMON 49803T102 1212 79335 SH DEFINED 01 79335 0 0 KMART HOLDING CORPORATION COMMON 498780105 15208 153703 SH DEFINED 01 153703 0 0 KNIGHT-RIDDER INC COMMON 499040103 1078 16113 SH DEFINED 01 16113 0 0 KNIGHT TRADING GROUP INC COMMON 499063105 1066 95917 SH DEFINED 01 0 0 95917 KNIGHT TRANSPORTATION INC COMMON 499064103 344 13885 SH DEFINED 01 13885 0 0 KOHLS CORP COMMON 500255104 5305 106309 SH DEFINED 01 0 0 106309 KOMAG INC COMMON 500453204 424 22628 SH DEFINED 01 22628 0 0 ***KOOKMIN BK NEW ADR 50049M109 365 9361 SH DEFINED 01 9361 0 0 KOPIN CORP COMMON 500600101 135 34986 SH DEFINED 01 34986 0 0 ***KOREA ELECTRIC POWER CORP ADR 500631106 964 72870 SH DEFINED 01 0 0 72870 ***KOREA ELECTRIC POWER CORP ADR 500631106 483 36503 SH DEFINED 01 36503 0 0 KOSAN BIOSCIENCES INC COMMON 50064W107 352 42674 SH DEFINED 01 42674 0 0 KORN FERRY INTL COMMON 500643200 1016 48033 SH DEFINED 01 0 0 48033 KOS PHARMACEUTICALS INC COMMON 500648100 612 16278 SH DEFINED 01 16278 0 0 KRAFT FOODS INC COMMON 50075N104 537 15081 SH DEFINED 01 15081 0 0 KRISPY KREME DOUGHNUTS INC COMMON 501014104 412 32726 SH DEFINED 01 0 0 32726 KROGER CO COMMON 501044101 2857 162769 SH DEFINED 01 0 0 162769 KRONOS INC COMMON 501052104 1015 19865 SH DEFINED 01 19865 0 0 KULICKE & SOFFA INDUSTRIES INC 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6737 SH DEFINED 01 6737 0 0 LABORATORY CORP AMER HLDGS COMMON 50540R409 19922 399895 SH DEFINED 01 399895 0 0 LABOR READY INC NEW COMMON 505401AB5 33984 14160000 SH DEFINED 01 14160000 0 0 LABOR READY INC NEW COMMON 505401208 702 41506 SH DEFINED 01 41506 0 0 LABRANCHE & CO INC COMMON 505447102 356 39779 SH DEFINED 01 39779 0 0 LACLEDE GROUP INC COMMON 505597104 314 10100 SH DEFINED 01 10100 0 0 LAFARGE NORTH AMER INC COMMON 505862102 454 8859 SH DEFINED 01 8859 0 0 LAIDLAW INTERNATIONAL INC COMMON 50730R102 573 26810 SH DEFINED 01 26810 0 0 LAHINCH LEASING LTD COMMON 507990083 105753 1036800 SH DEFINED 01 1036800 0 0 LAHINCH LEASING LTD COMMON 507990091 0 1036800 SH DEFINED 01 1036800 0 0 LAHINCH LEASING LTD COMMON 507990109 0 1036800 SH DEFINED 01 1036800 0 0

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Please Consider the Environment Before Printing This Document LAHINCH LEASING LTD COMMON 507990125 0 1036800 SH DEFINED 01 1036800 0 0 LAHINCH LEASING LTD COMMON 507990133 0 1036800 SH DEFINED 01 1036800 0 0 LAHINCH LEASING LTD COMMON 507990141 0 1036800 SH DEFINED 01 1036800 0 0 LAHINCH LEASING LTD COMMON 507990158 0 1036800 SH DEFINED 01 1036800 0 0 LAHINCH LEASING LTD COMMON 507990166 0 1036800 SH DEFINED 01 1036800 0 0 LAHINCH LEASING LTD COMMON 507990174 0 1036800 SH DEFINED 01 1036800 0 0 LAHINCH LEASING LTD COMMON 507990182 0 1036800 SH DEFINED 01 1036800 0 0 ***LAKE SHORE GOLD CORP COMMON 510728108 32 39500 SH DEFINED 01 39500 0 0 LAM RESEARCH CORP COMMON 512807108 4492 149381 SH DEFINED 01 0 0 149381 LAMAR ADVERTISING CO-CL A COMMON 512815101 3096 72392 SH DEFINED 01 72392 0 0 LAMAR ADVERTISING CO CBONDCNV 512815AG6 44 40000 SH DEFINED 01 40000 0 0 LANCASTER COLONY CORP COMMON 513847103 560 13078 SH DEFINED 01 13078 0 0 LANDAMERICA FINANCIAL GROUP COMMON 514936103 667 12370 SH DEFINED 01 12370 0 0 LANDMARK COMMUNITY BANCORP INC COMMON 515057107 0 28412 SH DEFINED 01 28412 0 0 LANDRYS RESTAURANTS INC COMMON 51508L103 245 8461 SH DEFINED 01 8461 0 0 LANDSTAR SYSTEMS INC COMMON 515098101 2133 28971 SH DEFINED 01 28971 0 0 LANESBOROUGH CORPORATION COMMON 515547206 0 49972 SH DEFINED 01 49972 0 0 LARGE SCALE BIOLOGY CORP COMMON 517053104 25 20000 SH DEFINED 01 20000 0 0 LASALLE HOTEL PROPERTIES REIT 517942108 514 16154 SH DEFINED 01 16154 0 0 LASERCARD CORPORATION COMMON 51807U101 194 18500 SH DEFINED 01 0 0 18500 LASERCARD CORPORATION COMMON 51807U101 236 22574 SH DEFINED 01 22574 0 0 LASERSCOPE COMMON 518081104 271 7551 SH DEFINED 01 7551 0 0 LATTICE SEMICONDUCTOR CORP COMMON 518415104 378 66420 SH DEFINED 01 66420 0 0 ESTEE LAUDER COMPANIES INC COMMON 518439104 3564 77474 SH DEFINED 01 0 0 77474 LAUREATE EDUCATION INC COMMON 518613104 918 20833 SH DEFINED 01 20833 0 0 LAWRENCE INSURANCE GROUP INC COMMON 520075102 6 67900 SH DEFINED 01 67900 0 0 LAWSON SOFTWARE INC COMMON 520780107 628 90909 SH DEFINED 01 0 0 90909 LEAPFROG ENTERPRISES INC COMMON 52186N106 727 49518 SH DEFINED 01 0 0 49518 LEAP WIRELESS INTL INC COMMON 521863308 2751 101895 SH DEFINED 01 101895 0 0 LEAR CORP COMMON 521865105 4231 69294 SH DEFINED 01 0 0 69294 LEAR CORP CBONDCNV 521865AG0 14112 27336000 SH DEFINED 01 27336000 0 0 LEE ENTERPRISES INC COMMON 523768109 531 11530 SH DEFINED 01 11530 0 0 LEE PHARMACEUTICALS INC COMMON 524038106 5 50000 SH DEFINED 01 50000 0 0 LEGGETT & PLATT INC COMMON 524660107 947 33341 SH DEFINED 01 33341 0 0 LEGG MASON INC COMMON 524901105 5392 73610 SH DEFINED 01 73610 0 0 LEHMAN BROTHERS HOLDINGS INC COMMON 524908100 1321 15105 SH DEFINED 01 0 0 15105 LEHMAN BROTHERS HOLDINGS INC COMMON 524908100 46011 525962 SH DEFINED 01 525962 0 0 LBH "KMX YEELDS" COMMON 524908571 18879 855844 SH DEFINED 01 855844 0 0 ***LBHI "RDC YEELDS" YEELDS COMMON 524908647 5545 250000 SH DEFINED 01 250000 0 0 LBH "WFT YEELDS" COMMON 524908746 2487 50000 SH DEFINED 01 50000 0 0 LBH "SPX SUNS 3" COMMON 524908779 760 74558 SH DEFINED 01 74558 0 0 LBH "SYMC SYN CONVERT" CBONDCNV 524908MM9 14640 16000000 SH DEFINED 01 16000000 0 0 LEHMAN BROTHERS FIRST TRUST COMMON 525178109 580 35200 SH DEFINED 01 0 0 35200 LEHMAN BROTHERS FIRST TRUST COMMON 525178109 4289 260258 SH DEFINED 01 260258 0 0 LENNAR CORP COMMON 526057104 9698 171109 SH DEFINED 01 171109 0 0 LENNAR CORP CBONDCNV 526057AF1 81 100000 SH DEFINED 01 100000 0 0 LENNOX INTL INC COMMON 526107107 552 27166 SH DEFINED 01 27166 0 0 LEUCADIA NATIONAL CORP COMMON 527288104 3727 52654 SH DEFINED 01 0 0 52654 LEVEL 3 COMMUNICATIONS INC COMMON 52729N100 4212 1241481 SH DEFINED 01 0 0 1241481 LEVEL 3 COMMUNICATIONS INC CBONDCNV 52729NAS9 820 1400000 SH DEFINED 01 1400000 0 0 LEVITT CORPORATION COMMON 52742P108 406 13302 SH DEFINED 01 13302 0 0 LEXAR MEDIA INC COMMON 52886P104 439 56006 SH DEFINED 01 56006 0 0 LEXICON GENETICS INC COMMON 528872104 177 22909 SH DEFINED 01 22909 0 0 LEXMARK INTERNATIONAL INC COMMON 529771107 7963 93688 SH DEFINED 01 93688 0 0 LIBBEY INC COMMON 529898108 718 32367 SH DEFINED 01 32367 0 0 LIBERTY CORP-S.C. COMMON 530370105 551 12545 SH DEFINED 01 12545 0 0 LIBERTY MEDIA CBONDCNV 530715AG6 1042 1425000 SH DEFINED 01 1425000 0 0 LIBERTY MEDIA CORP CBONDCNV 530715AN1 18 20000 SH DEFINED 01 20000 0 0 LIBERTY MEDIA CORP CBONDCNV 530715AN1 4691 4971000 SH DEFINED 01 4971000 0 0 LIBERTY MEDIA INC CBONDCNV 530715AR2 24419 24886000 SH DEFINED 01 24886000 0 0 LIBERTY MEDIA CORP COMMON 530718105 216 19746 SH DEFINED 01 0 0 19746 LIBERTY MEDIA CORP COMMON 530718105 36327 3308518 SH DEFINED 01 3308518 0 0 LIBERTY MEDIA CORP CBONDCNV 530718AF2 2332 1938000 SH DEFINED 01 1938000 0 0 LIBERTY MEDIA INTL INC COMMON 530719103 205 4436 SH DEFINED 01 0 0 4436 LIBERTY MEDIA INTL INC COMMON 530719103 17684 382527 SH DEFINED 01 382527 0 0 LIBERTY PROPERTY TRUST-SBI REIT 531172104 3361 77804 SH DEFINED 01 77804 0 0 LIFECELL CORP COMMON 531927101 227 22307 SH DEFINED 01 22307 0 0 LIFEPOINT HOSPITALS INC COMMON 53219L109 600 17237 SH DEFINED 01 17237 0 0 LIGAND PHARMACEUTICALS INC COMMON 53220K207 890 76523 SH DEFINED 01 76523 0 0 LIGHTBRIDGE INC COMMON 532226107 68 11400 SH DEFINED 01 11400 0 0 ELI LILLY & CO COMMON 532457108 822 14500 SH DEFINED 01 0 0 14500 ELI LILLY & CO COMMON 532457108 23313 410809 SH DEFINED 01 410809 0 0 LIMITED BRANDS INC COMMON 532716107 5149 223677 SH DEFINED 01 223677 0 0 LIN TV CORP COMMON 532774106 484 25345 SH DEFINED 01 25345 0 0 LINCARE HOLDINGS INC COMMON 532791100 4590 107573 SH DEFINED 01 0 0 107573 LINCOLN ELEC HOLDINGS INC COMMON 533900106 901 26112 SH DEFINED 01 26112 0 0 LINCOLN NATIONAL CORP-IND COMMON 534187109 14383 308133 SH DEFINED 01 308133 0 0 LINEAR TECHNOLOGY CORP COMMON 535678106 14708 379171 SH DEFINED 01 0 0 379171 LINENS N THINGS INC COMMON 535679104 1176 47427 SH DEFINED 01 47427 0 0 ***LIONS GATE ENTERTAINMENT COMMON 535919203 596 53655 SH DEFINED 01 0 0 53655 LIONBRIDGE TECHNOLOGIES INC COMMON 536252109 285 42500 SH DEFINED 01 0 0 42500 LIONBRIDGE TECHNOLOGIES INC COMMON 536252109 226 33665 SH DEFINED 01 33665 0 0 LITTELFUSE INC COMMON 537008104 443 12970 SH DEFINED 01 12970 0 0 LIZ CLAIBORNE INC COMMON 539320101 2238 53035 SH DEFINED 01 0 0 53035 LIZ CLAIBORNE INC COMMON 539320101 2703 64058 SH DEFINED 01 64058 0 0 LOCKHEED MARTIN CORP COMMON 539830109 11864 213232 SH DEFINED 01 0 0 213232 LODGENET ENTERTAINMENT CORP COMMON 540211109 281 15920 SH DEFINED 01 15920 0 0 LOEWS CORP COMMON 540424108 4022 57214 SH DEFINED 01 57214 0 0 LOEWS CORP COMMON 540424207 552 19093 SH DEFINED 01 19093 0 0 LOEWS CORP SUB NOTE CBONDCNV 540424AL2 196 201000 SH DEFINED 01 201000 0 0 LOGICVISION INC DEL COMMON 54140W107 106 36400 SH DEFINED 01 36400 0 0 ***LOGITECH INTERNATIONAL SA ADR 541419107 320 4170 SH DEFINED 01 0 0 4170 LOMAS FINANCIAL CORP NEW COMMON 541535100 1 171014 SH DEFINED 01 171014 0 0 LONE STAR LIQUIDATING TRUST COMMON 54229R102 23 1153000 SH DEFINED 01 1153000 0 0 LONE STAR STEAKHOUSE & SALOON COMMON 542307103 375 13407 SH DEFINED 01 13407 0 0

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Please Consider the Environment Before Printing This Document LONE STAR TECHNOLOGIES INC COMMON 542312103 2476 74007 SH DEFINED 01 74007 0 0 LONGS DRUG STORES CORP COMMON 543162101 1000 36277 SH DEFINED 01 36277 0 0 LONGVIEW FIBRE CO COMMON 543213102 790 43563 SH DEFINED 01 43563 0 0 LOOKSMART LTD COMMON 543442107 40 18400 SH DEFINED 01 18400 0 0 ***LORING WARD INTERNATIONAL COMMON 54416P109 19 20000 SH DEFINED 01 20000 0 0 LOUISIANA PACIFIC CORP COMMON 546347105 1731 64760 SH DEFINED 01 64760 0 0 LOWES COMPANIES INC COMMON 548661107 11551 199862 SH DEFINED 01 0 0 199862 LOWES COS INC CBONDCNV 548661CG0 15017 14268000 SH DEFINED 01 14268000 0 0 LUBRIZOL CORP COMMON 549271104 2396 64579 SH DEFINED 01 0 0 64579 LUCENT TECHNOLOGIES INC COMMON 549463107 635 169019 SH DEFINED 01 0 0 169019 LUCENT TECHNOLOGIES INC COMMON 549463107 23340 6207479 SH DEFINED 01 6207479 0 0 LUCENT TECHNOLOGIES INC COMMON 549463107 32 21204 SH DEFINED 01 21204 0 0 LUCENT TECHNOLOGIES INC CBONDCNV 549463AG2 10188 7403000 SH DEFINED 01 7403000 0 0 LUCENT TECHNOLOGIES INC CBONDCNV 549463AH0 5169 3550000 SH DEFINED 01 3550000 0 0 LUCENT TECHNOLOGIES INC CBONDCNV 549463AK3 200 180000 SH DEFINED 01 180000 0 0 LUMINANT WORLDWIDE CORP COMMON 550260103 0 84800 SH DEFINED 01 84800 0 0 LUMINEX CORP DEL COMMON 55027E102 173 19533 SH DEFINED 01 19533 0 0 LUMINENT MORTGAGE CAPITAL INC COMMON 550278303 842 70832 SH DEFINED 01 70832 0 0 LYON WILLIAM HOMES COMMON 552074106 220 3133 SH DEFINED 01 3133 0 0 LYONDELL CHEMICAL COMPANY COMMON 552078107 3607 122955 SH DEFINED 01 0 0 122955 M & T BANK CORP COMMON 55261F104 4092 37953 SH DEFINED 01 37953 0 0 MAF BANCORP INC COMMON 55261R108 448 10008 SH DEFINED 01 10008 0 0 MBIA INC COMMON 55262C100 7783 122960 SH DEFINED 01 0 0 122960 MBNA CORP COMMON 55262L100 411 14600 SH DEFINED 01 0 0 14600 MBNA CORP COMMON 55262L100 26876 953416 SH DEFINED 01 953416 0 0 MDC HOLDINGS INC-DEL COMMON 552676108 1310 15166 SH DEFINED 01 15166 0 0 MDU RESOURCES GROUP INC COMMON 552690109 1431 53641 SH DEFINED 01 53641 0 0 MCI INC COMMON 552691107 6466 320760 SH DEFINED 01 320760 0 0 MEI DIVERSIFIED INC COMMON 552712101 8 129300 SH DEFINED 01 129300 0 0 MEMC ELECTRONIC MATERIALS INC COMMON 552715104 152 11500 SH DEFINED 01 0 0 11500 MFC DEVELOPMENT CORP COMMON 55272V106 107 33349 SH DEFINED 01 33349 0 0 MFA MORTGAGE INVESTMENTS INC COMMON 55272X102 196 22304 SH DEFINED 01 22304 0 0 MGE ENERGY INC COMMON 55277P104 232 6452 SH DEFINED 01 6452 0 0 MGIC INVESTMENT CORP-WISC COMMON 552848103 2100 30477 SH DEFINED 01 30477 0 0 MGI PHARMA INC COMMON 552880106 984 35149 SH DEFINED 01 35149 0 0 MGM MIRAGE COMMON 552953101 3025 41588 SH DEFINED 01 41588 0 0 MI HOMES INC COMMON 55305B101 438 7961 SH DEFINED 01 7961 0 0 MKS INSTRUMENTS INC COMMON 55306N104 298 14708 SH DEFINED 01 0 0 14708 MPS GROUP INC COMMON 553409103 1087 88687 SH DEFINED 01 88687 0 0 MRO SOFTWARE INC COMMON 55347W105 194 14934 SH DEFINED 01 14934 0 0 MRV COMMUNICATIONS INC COMMON 553477100 55 15000 SH DEFINED 01 0 0 15000 MRV COMMUNICATIONS INC COMMON 553477100 142 38868 SH DEFINED 01 38868 0 0 MSC INDUSTRIAL DIRECT CO INC COMMON 553530106 1360 37816 SH DEFINED 01 37816 0 0 MSC SOFTWARE CORP COMMON 553531104 124 11909 SH DEFINED 01 11909 0 0 MTS SYSTEMS CORP COMMON 553777103 407 12042 SH DEFINED 01 12042 0 0 MACDERMID INC COMMON 554273102 789 21861 SH DEFINED 01 21861 0 0 MACERICH CO REIT 554382101 593 9455 SH DEFINED 01 9455 0 0 MACK-CALI REALTY CORP REIT 554489104 1477 32104 SH DEFINED 01 32104 0 0 MACROVISION CORP COMMON 555904101 1113 42322 SH DEFINED 01 0 0 42322 MACROMEDIA INC COMMON 556100105 663 21323 SH DEFINED 01 21323 0 0 STEVEN MADDEN LTD COMMON 556269108 221 11726 SH DEFINED 01 11726 0 0 MAGELLAN HEALTH SERVICES INC COMMON 559079207 214 6293 SH DEFINED 01 6293 0 0 MAGMA DESIGN AUTOMATION INC COMMON 559181102 272 21720 SH DEFINED 01 21720 0 0 ***MAGNA ENTERTAINMENT CORP COMMON 559211107 100 16690 SH DEFINED 01 16690 0 0 MAGNETEK INC COMMON 559424106 111 16157 SH DEFINED 01 16157 0 0 MAGNUM HUNTER RESOURCES INC COMMON 55972F203 412 32000 SH DEFINED 01 0 0 32000 MAGNUM HUNTER RESOURCES INC COMMON 55972F203 536 41578 SH DEFINED 01 41578 0 0 MAGUIRE PROPERTIES INC COMMON 559775101 1116 40642 SH DEFINED 01 40642 0 0 MALLARD COACH CO INC COMMON 561208109 0 129060 SH DEFINED 01 129060 0 0 MANDALAY RESORT GROUP COMMON 562567107 6577 93387 SH DEFINED 01 93387 0 0 MANHATTAN ASSOCIATES INC COMMON 562750109 303 12704 SH DEFINED 01 12704 0 0 MANITOWOC CO INC COMMON 563571108 544 14457 SH DEFINED 01 14457 0 0 MANNATECH INC COMMON 563771104 391 20536 SH DEFINED 01 20536 0 0 MANOR CARE INC NEW COMMON 564055101 1945 54914 SH DEFINED 01 54914 0 0 MANPOWER INC-WISC COMMON 56418H100 1590 32929 SH DEFINED 01 32929 0 0 MANPOWER INC WIS CBONDCNV 56418HAC4 8 12000 SH DEFINED 01 12000 0 0 MANTECH INTERNATIONAL CORP COMMON 564563104 225 9478 SH DEFINED 01 9478 0 0 MANUFACTURED HOMES INC-CL A COMMON 564685105 0 70576 SH DEFINED 01 70576 0 0 ***MANULIFE FINANCIAL CORP COMMON 56501R106 1303 28206 SH DEFINED 01 0 0 28206 ***MANULIFE FINANCIAL CORP COMMON 56501R106 991 21462 SH DEFINED 01 21462 0 0 MANUGISTICS GROUP INC COMMON 565011103 223 78023 SH DEFINED 01 78023 0 0 MARATHON OIL CORP COMMON 565849106 448 11935 SH DEFINED 01 0 0 11935 MARATHON OIL CORP COMMON 565849106 5824 154873 SH DEFINED 01 154873 0 0 MAPLE LEAF LEASING 7 LTD COMMON 565990231 0 3861000 SH DEFINED 01 3861000 0 0 MAPLE LEAF LEASING 8 LTD COMMON 565990249 0 3684830 SH DEFINED 01 3684830 0 0 MAPLE LEAF LEASING 9 LTD COMMON 565990256 0 3926880 SH DEFINED 01 3926880 0 0 MAPLE LEAF LEASING 11 LTD COMMON 565990264 0 1101600 SH DEFINED 01 1101600 0 0 MAPLE LEAF LEASING 13 LTD COMMON 565990272 0 1101600 SH DEFINED 01 1101600 0 0 MARCHFIRST INC COMMON 566244109 1 1969400 SH DEFINED 01 1969400 0 0 MARCUS CORP COMMON 566330106 348 13845 SH DEFINED 01 13845 0 0 ***MARGO CARIBE INC COMMON 566605101 930 110000 SH DEFINED 01 110000 0 0 MARINEMAX INC COMMON 567908108 463 15567 SH DEFINED 01 15567 0 0 MARK HOLDINGS INC COMMON 570390104 0 10000 SH DEFINED 01 10000 0 0 MARKEL CORP HOLDING CO COMMON 570535104 1037 2849 SH DEFINED 01 2849 0 0 MARKETAXESS HLDGS INC COMMON 57060D108 40191 2929358 SH DEFINED 01 2929358 0 0 MARKETWATCH INC COMMON 570619106 1212 67341 SH DEFINED 01 67341 0 0 MARSH & MCLENNAN COMPANIES INC COMMON 571748102 5677 172487 SH DEFINED 01 0 0 172487 MARSHALL & ILSLEY CORP COMMON 571834100 2850 64483 SH DEFINED 01 64483 0 0 MARRIOTT INTERNATIONAL INC NEW COMMON 571903202 9987 158581 SH DEFINED 01 158581 0 0 MARTEK BIOSCIENCES CORP COMMON 572901106 2523 48295 SH DEFINED 01 0 0 48295 MARTIN MARIETTA MATERIALS INC COMMON 573284106 1731 32273 SH DEFINED 01 32273 0 0 MARVEL ENTERPRISES INC COMMON 57383M108 742 36271 SH DEFINED 01 36271 0 0 MASCO CORP COMMON 574599106 5136 140618 SH DEFINED 01 140618 0 0 MASCOTECH INC COMMON 574670998 0 17024 SH DEFINED 01 0 0 17024 MASSEY ENERGY CORP COMMON 576206106 508 14546 SH DEFINED 01 14546 0 0

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Please Consider the Environment Before Printing This Document MATRIA HEALTHCARE INC COMMON 576817209 293 7516 SH DEFINED 01 7516 0 0 MATRIXONE INC COMMON 57685P304 119 18201 SH DEFINED 01 18201 0 0 MATRIX SERVICE CO COMMON 576853105 98 12251 SH DEFINED 01 12251 0 0 ***MATSUSHITA ELECTRIC ADR 576879209 246 15385 SH DEFINED 01 15385 0 0 MATTEL INC COMMON 577081102 3852 197365 SH DEFINED 01 0 0 197365 MATTHEWS INTERNATIONAL CORP COMMON 577128101 228 6198 SH DEFINED 01 6198 0 0 MATTSON TECHNOLOGY INC COMMON 577223100 147 13091 SH DEFINED 01 13091 0 0 MAXIM INTEGRATED PRODUCTS INC COMMON 57772K101 27567 648831 SH DEFINED 01 0 0 648831 MAXIM PHARMACEUTICALS INC COMMON 57772M107 56 18635 SH DEFINED 01 18635 0 0 MAXTOR CORP (NEW) COMMON 577729205 53 10000 SH DEFINED 01 0 0 10000 MAXTOR CORP (NEW) COMMON 577729205 929 175398 SH DEFINED 01 175398 0 0 MAXCOM TELECOMUNICACIONES S A COMMON 57773A300 0 51000 SH DEFINED 01 51000 0 0 MAY DEPARTMENT STORES CO COMMON 577778103 362 12340 SH DEFINED 01 0 0 12340 MAY DEPARTMENT STORES CO COMMON 577778103 2666 90681 SH DEFINED 01 90681 0 0 ***MAXY GOLD CORP COMMON 57778C103 4 11250 SH DEFINED 01 11250 0 0 MAVERICK TUBE CORP COMMON 577914104 1511 49873 SH DEFINED 01 49873 0 0 MAXIMUS INC COMMON 577933104 378 12177 SH DEFINED 01 12177 0 0 MAYTAG CORP COMMON 578592107 3563 168908 SH DEFINED 01 168908 0 0 MCAFEE INC COMMON 579064106 1580 54627 SH DEFINED 01 54627 0 0 MCCLATCHY CO-CL A CLASS 579489105 375 5231 SH DEFINED 01 5231 0 0 MCCORMICK & CO INC NON-VOTING COMMON 579780206 1359 35211 SH DEFINED 01 35211 0 0 MCDATA CORP COMMON 580031201 341 57108 SH DEFINED 01 0 0 57108 MCDONALDS CORP COMMON 580135101 25681 800951 SH DEFINED 01 0 0 800951 MCG CAPITAL CORP COMMON 58047P107 809 47244 SH DEFINED 01 47244 0 0 MCGRAW HILL COMPANIES INC COMMON 580645109 4304 47022 SH DEFINED 01 47022 0 0 MCKESSON CORP COMMON 58155Q103 1851 58862 SH DEFINED 01 58862 0 0 MCLEODUSA INC COMMON 582266706 18 25037 SH DEFINED 01 0 0 25037 MCMORAN EXPLORATION COMPANY COMMON 582411104 2135 114177 SH DEFINED 01 114177 0 0 MCMORAN EXPLORATION CO CBONDCNV 582411AB0 75 50000 SH DEFINED 01 50000 0 0 MEADWESTVACO CORP COMMON 583334107 2269 66455 SH DEFINED 01 0 0 66455 MEASUREMENT SPECIALTIES INC COMMON 583421102 253 9942 SH DEFINED 01 9942 0 0 ***MEDALLION BOOKS LTD COMMON 583911102 0 45500 SH DEFINED 01 45500 0 0 MEDAREX INC COMMON 583916101 1066 98828 SH DEFINED 01 0 0 98828 MEDCO HEALTH SOLUTIONS INC COMMON 58405U102 2644 63128 SH DEFINED 01 0 0 63128 MEDGROUP INC-CALIF NEW COMMON 584364202 0 11927 SH DEFINED 01 11927 0 0 MEDIA GENERAL INC-CL A COMMON 584404107 759 11712 SH DEFINED 01 11712 0 0 MEDIA VISION TECHNOLOGY INC COMMON 58445H103 0 181604 SH DEFINED 01 181604 0 0 MEDIACOM COMMUNICATIONS CORP COMMON 58446K105 4384 701255 SH DEFINED 01 0 0 701255 MEDICINES CO COMMON 584688105 739 25679 SH DEFINED 01 25679 0 0 MEDICIS PHARMACEUTICAL CORP COMMON 584690309 340 9707 SH DEFINED 01 9707 0 0 MEDIMMUNE INC COMMON 584699102 8899 327730 SH DEFINED 01 0 0 327730 MEGAFOODS STORES INC COMMON 584951107 0 144855 SH DEFINED 01 144855 0 0 MEDTRONIC INC CBONDCNV 585055AB2 12556 12417000 SH DEFINED 01 12417000 0 0 MEDTRONIC INC COMMON 585055106 517 10420 SH DEFINED 01 0 0 10420 MEDTRONIC INC COMMON 585055106 26452 532561 SH DEFINED 01 532561 0 0 MELLON FINL CORP COMMON 58551A108 200 6450 SH DEFINED 01 0 0 6450 MELLON FINL CORP COMMON 58551A108 11773 378438 SH DEFINED 01 378438 0 0 MEMBERWORKS INC CBONDCNV 586002AB3 3356 2815000 SH DEFINED 01 2815000 0 0 MENS WEARHOUSE INC COMMON 587118100 513 16058 SH DEFINED 01 16058 0 0 MENTOR CORP-MINN COMMON 587188103 1282 38014 SH DEFINED 01 38014 0 0 CORP COMMON 587200106 805 51958 SH DEFINED 01 0 0 51958 MERCANTILE BANKSHARES CORP COMMON 587405101 1330 25491 SH DEFINED 01 25491 0 0 MERCK & CO INC COMMON 589331107 475 14785 SH DEFINED 01 0 0 14785 MERCK & CO INC COMMON 589331107 58084 1807221 SH DEFINED 01 1807221 0 0 MERCURY GENERAL CORP NEW COMMON 589400100 699 11677 SH DEFINED 01 11677 0 0 MERCURY INTERACTIVE CORP CBONDCNV 589405AB5 1590 1594000 SH DEFINED 01 1594000 0 0 MERCURY INTERACTIVE CORP CBONDCNV 589405AD1 6983 6580000 SH DEFINED 01 6580000 0 0 MERCURY INTERACTIVE CORP COMMON 589405109 3763 82430 SH DEFINED 01 0 0 82430 MEREDITH CORP COMMON 589433101 883 16302 SH DEFINED 01 16302 0 0 MERET INC COMMON 589493105 0 56744 SH DEFINED 01 56744 0 0 MERIDIAN RESOURCE CORP (THE) COMMON 58977Q109 197 32617 SH DEFINED 01 32617 0 0 MERISTAR HOSPITALITY CORP CBONDCNV 58984YAJ2 10088 7585000 SH DEFINED 01 7585000 0 0 MERISTAR HOSPITALITY CORP REIT 58984Y103 333 39895 SH DEFINED 01 39895 0 0 MERIT MEDICAL SYSTEMS INC COMMON 589889104 725 47508 SH DEFINED 01 47508 0 0 ***MERIDIAN GOLD INC COMMON 589975101 243 12847 SH DEFINED 01 12847 0 0 MERITAGE HOMES CORPORATION COMMON 59001A102 4701 41720 SH DEFINED 01 0 0 41720 MERITAGE HOMES CORPORATION COMMON 59001A102 1779 15791 SH DEFINED 01 15791 0 0 MERIX CORP COMMON 590049102 144 12553 SH DEFINED 01 12553 0 0 MERRILL LYNCH & CO INC COMMON 590188108 380 6360 SH DEFINED 01 0 0 6360 MERRILL LYNCH & CO INC COMMON 590188108 20427 341767 SH DEFINED 01 341767 0 0 MERRIMACK BANCORP INC-MASS COMMON 590270104 0 89910 SH DEFINED 01 89910 0 0 MESA AIR GROUP INC COMMON 590479101 256 32344 SH DEFINED 01 32344 0 0 MESA OFFSHORE TRUST-UBI COMMON 590650107 0 16000 SH DEFINED 01 16000 0 0 METAL RECOVERY TECHNOLOGIES COMMON 591098108 0 10000 SH DEFINED 01 10000 0 0 METALS USA INC COMMON 591324207 268 14470 SH DEFINED 01 14470 0 0 ***METHANEX CORP COMMON 59151K108 9229 505423 SH DEFINED 01 505423 0 0 METHODE ELECTRONICS INC COMMON 591520200 160 12485 SH DEFINED 01 12485 0 0 METLIFE INC COMMON 59156R108 16988 419368 SH DEFINED 01 419368 0 0 METRIS COMPANIES INC COMMON 591598107 153 12038 SH DEFINED 01 12038 0 0 METRO-GOLDWYN-MAYER INC NEW COMMON 591610100 884 74459 SH DEFINED 01 74459 0 0 METROCALL INC COMMON 591647102 0 10664 SH DEFINED 01 10664 0 0 METROMEDIA FIBER NETWORK INC COMMON 591689104 2 274371 SH DEFINED 01 274371 0 0 METROPOLITAN FEDERAL BANK FSB COMMON 591911102 0 26800 SH DEFINED 01 26800 0 0 METROPOLITAN HEALTH NETWORKS COMMON 592142103 65 23250 SH DEFINED 01 23250 0 0 ***METSO CORP COMMON 592671101 211 13175 SH DEFINED 01 13175 0 0 MICHAELS STORES INC COMMON 594087108 1398 46653 SH DEFINED 01 46653 0 0 MICREL INC COMMON 594793101 2120 192452 SH DEFINED 01 192452 0 0 MICROS SYSTEMS INC COMMON 594901100 363 4656 SH DEFINED 01 4656 0 0 MICROSOFT CORP COMMON 594918104 1599 59881 SH DEFINED 01 0 0 59881 MICROSOFT CORP COMMON 594918104 186933 6998625 SH DEFINED 01 6998625 0 0 MICROVISION INC-WASH COMMON 594960106 72 10338 SH DEFINED 01 10338 0 0 MICROSTRATEGY INC COMMON 594972408 847 14065 SH DEFINED 01 14065 0 0 MICROCHIP TECHNOLOGY INC COMMON 595017104 11036 413969 SH DEFINED 01 413969 0 0 MICROMEDICAL DEVICES INC COMMON 595089103 0 10000 SH DEFINED 01 10000 0 0 MICROMUSE INC COMMON 595094103 344 62079 SH DEFINED 01 62079 0 0

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Please Consider the Environment Before Printing This Document MICRON TECHNOLOGY INC CBONDCNV 595112AG8 23336 19735000 SH DEFINED 01 19735000 0 0 MICRON TECHNOLOGY INC COMMON 595112103 4557 366665 SH DEFINED 01 0 0 366665 MICRON TECHNOLOGY INC WARRANT 595112111 1672 1429063 SH DEFINED 01 1429063 0 0 MICROSEMI CORP COMMON 595137100 592 34127 SH DEFINED 01 34127 0 0 MICROTUNE INC DEL COMMON 59514P109 81 13300 SH DEFINED 01 0 0 13300 MICROTUNE INC DEL COMMON 59514P109 85 13934 SH DEFINED 01 13934 0 0 MICROTEK MEDICAL HOLDINGS INC COMMON 59515B109 56 13852 SH DEFINED 01 13852 0 0 MID-STATE BANCSHARES COMMON 595440108 2894 101035 SH DEFINED 01 101035 0 0 STANDARD & POORS MIDCAP 400 COMMON 595635103 7494 61938 SH DEFINED 01 0 0 61938 STANDARD & POORS MIDCAP 400 COMMON 595635103 52819 436524 SH DEFINED 01 436524 0 0 MIDDLEBY CORP COMMON 596278101 1166 22990 SH DEFINED 01 22990 0 0 MIDWAY GAMES INC COMMON 598148104 119 11347 SH DEFINED 01 11347 0 0 MIDWEST ENERGY COMPANIES INC COMMON 59832D101 0 12700 SH DEFINED 01 12700 0 0 MIKOHN GAMING CORP COMMON 59862K108 664 65000 SH DEFINED 01 65000 0 0 MILACRON INC COMMON 598709103 150 44432 SH DEFINED 01 44432 0 0 MILLENNIUM PHARMACEUTICALS INC COMMON 599902103 139 11499 SH DEFINED 01 0 0 11499 MILLENNIUM PHARMACEUTICALS INC COMMON 599902103 5253 433477 SH DEFINED 01 433477 0 0 HERMAN MILLER INC COMMON 600544100 754 27318 SH DEFINED 01 27318 0 0 MILLER INDS INC TENN COMMON 600551204 249 22103 SH DEFINED 01 22103 0 0 MILLIPORE CORP COMMON 601073109 2790 56022 SH DEFINED 01 56022 0 0 MILLS CORP REIT 601148109 1762 27641 SH DEFINED 01 27641 0 0 MINDSPEED TECHNOLOGIES INC COMMON 602682106 344 123227 SH DEFINED 01 0 0 123227 MINDSPEED TECHNOLOGIES INC COMMON 602682106 3113 1120015 SH DEFINED 01 1120015 0 0 MINE SAFETY APPLIANCES CO COMMON 602720104 604 11929 SH DEFINED 01 11929 0 0 MINERALS TECHNOLOGIES INC COMMON 603158106 1211 17860 SH DEFINED 01 0 0 17860 MINISCRIBE CORP COMMON 603669102 0 17750 SH DEFINED 01 17750 0 0 MIPS TECHNOLOGIES INC COMMON 604567107 237 16114 SH DEFINED 01 0 0 16114 MIRANT CORP COMMON 604675108 1306 3393331 SH DEFINED 01 0 0 3393331 MISSION WEST PPTYS INC MD COMMON 605203108 172 16243 SH DEFINED 01 16243 0 0 ***MITSUBISHI TOKYO FINANCIAL ADR 606816106 238 23310 SH DEFINED 01 23310 0 0 MIZLOU COMMUNICATIONS CO INC COMMON 606910107 0 69900 SH DEFINED 01 69900 0 0 ***MOBILE TELESYSTEMS OJSC ADR 607409109 1251 9039 SH DEFINED 01 9039 0 0 MOBILITY ELECTRONICS INC COMMON 60741U101 103 12060 SH DEFINED 01 12060 0 0 MODINE MANUFACTURING CO COMMON 607828100 1801 53360 SH DEFINED 01 53360 0 0 MOHAWK INDUSTRIES INC COMMON 608190104 1569 17197 SH DEFINED 01 17197 0 0 MOLECULAR DEVICES CORP COMMON 60851C107 601 29906 SH DEFINED 01 29906 0 0 MOLECULAR DIAGNOSTIC INC COMMON 60851R104 0 11138 SH DEFINED 01 0 0 11138 MOLINA HEALTHCARE INC COMMON 60855R100 244 5273 SH DEFINED 01 5273 0 0 MOLEX INC COMMON 608554101 3718 123966 SH DEFINED 01 123966 0 0 MONACO COACH CORP COMMON 60886R103 576 28046 SH DEFINED 01 28046 0 0 MONEYGRAM INTERNATIONAL INC COMMON 60935Y109 2920 138154 SH DEFINED 01 138154 0 0 MONITERM CORP COMMON 609395108 0 64434 SH DEFINED 01 64434 0 0 MONOLITHIC SYSTEM TECHNOLOGY COMMON 609842109 115 18507 SH DEFINED 01 18507 0 0 MONSANTO CO COMMON 61166W101 4459 80273 SH DEFINED 01 80273 0 0 MONSTER WORLDWIDE INC COMMON 611742107 1848 54937 SH DEFINED 01 54937 0 0 MOODYS CORP COMMON 615369105 7143 80755 SH DEFINED 01 0 0 80755 MOOG INC-CL A COMMON 615394202 2546 56151 SH DEFINED 01 0 0 56151 MOOG INC-CL A COMMON 615394202 788 17392 SH DEFINED 01 17392 0 0 MORGAN STANLEY COMMON 617446448 32478 584695 SH DEFINED 01 0 0 584695 MORGAN STANLEY GROUP INC CBONDCNV 617446GR4 105 115000 SH DEFINED 01 115000 0 0 MORGAN STANLEY CBONDCNV 617446MH9 234 250000 SH DEFINED 01 250000 0 0 MORGAN STANLEY COMMON 61745C105 315 10205 SH DEFINED 01 10205 0 0 MORGAN STANLEY COMMON 61745P106 216 24659 SH DEFINED 01 24659 0 0 MORSE BOULGER INTL CORP COMMON 619027105 0 62550 SH DEFINED 01 62550 0 0 MOSAIC CO COMMON 61945A107 3258 199652 SH DEFINED 01 199652 0 0 MOTOROLA INC COMMON 620076109 216 12559 SH DEFINED 01 0 0 12559 MOTOROLA INC COMMON 620076109 17459 1015105 SH DEFINED 01 1015105 0 0 MUELLER INDUSTRIES INC COMMON 624756102 409 12197 SH DEFINED 01 0 0 12197 MULTIMEDIA GAMES INC COMMON 625453105 295 18723 SH DEFINED 01 18723 0 0 MUNIYIELD NEW JERSEY INSURED COMMON 625921101 914 60100 SH DEFINED 01 0 0 60100 MUNIYIELD NEW JERSEY INSURED COMMON 625921101 443 29131 SH DEFINED 01 29131 0 0 MUNIHOLDINGS NEW YORK INSURED COMMON 625931100 422 30029 SH DEFINED 01 30029 0 0 MUNIHOLDINGS NEW JERSEY COMMON 625936109 678 45000 SH DEFINED 01 0 0 45000 MUNIHOLDINGS NEW JERSEY COMMON 625936109 515 34187 SH DEFINED 01 34187 0 0 MUNICIPAL HIGH INCOME FUND INC COMMON 626214100 71 10000 SH DEFINED 01 10000 0 0 MUNIHOLDINGS FLORIDA INSURED COMMON 62624W105 304 20000 SH DEFINED 01 20000 0 0 MUNIENHANCED FUND INC COMMON 626243109 120 11100 SH DEFINED 01 11100 0 0 MUNIYIELD NEW JERSEY FUND INC COMMON 62630L101 543 37000 SH DEFINED 01 0 0 37000 MUNIYIELD NEW JERSEY FUND INC COMMON 62630L101 426 29029 SH DEFINED 01 29029 0 0 MUNIYIELD NEW YORK INSURED COMMON 626301105 428 33400 SH DEFINED 01 33400 0 0 MURPHY OIL CORP COMMON 626717102 4130 51347 SH DEFINED 01 51347 0 0 MYERS INDUSTRIES INC COMMON 628464109 217 16957 SH DEFINED 01 16957 0 0 MYKROLIS CORP COMMON 62852P103 427 30179 SH DEFINED 01 30179 0 0 MYLAN LABORATORIES INC COMMON 628530107 4896 276946 SH DEFINED 01 276946 0 0 MYRIAD GENETICS INC COMMON 62855J104 1044 46397 SH DEFINED 01 46397 0 0 MYOGEN INC COMMON 62856E104 235 29175 SH DEFINED 01 29175 0 0 NBT BANCORP INC COMMON 628778102 322 12529 SH DEFINED 01 12529 0 0 NBTY INC COMMON 628782104 3871 161242 SH DEFINED 01 161242 0 0 NCI BUILDING SYSTEMS INC COMMON 628852105 655 17472 SH DEFINED 01 17472 0 0 NCO GROUP INC COMMON 628858102 1017 39374 SH DEFINED 01 39374 0 0 NCR CORP NEW COMMON 62886E108 2693 38903 SH DEFINED 01 38903 0 0 NCT GROUP INC COMMON 62888Q109 73 3680500 SH DEFINED 01 3680500 0 0 NESB CORP COMMON 628914103 0 122566 SH DEFINED 01 122566 0 0 NS GROUP INC COMMON 628916108 426 15325 SH DEFINED 01 15325 0 0 NII HOLDINGS INC COMMON 62913F201 665 14028 SH DEFINED 01 14028 0 0 NIC INC COMMON 62914B100 400 78900 SH DEFINED 01 0 0 78900 NIC INC COMMON 62914B100 96 19003 SH DEFINED 01 19003 0 0 NMS COMMUNICATIONS CORP COMMON 629248105 508 80599 SH DEFINED 01 80599 0 0 NPS PHAMACEUTICALS INC COMMON 62936P103 509 27887 SH DEFINED 01 27887 0 0 NRG ENERGY INC COMMON 629377508 6364 176551 SH DEFINED 01 176551 0 0 NTL INC DEL COMMON 62940M104 4731 64852 SH DEFINED 01 64852 0 0 NVR INC COMMON 62944T105 545 709 SH DEFINED 01 709 0 0 NVE CORPORATION COMMON 629445206 278 10009 SH DEFINED 01 10009 0 0 NABI BIOPHARMACEUTICALS COMMON 629519109 2318 158247 SH DEFINED 01 0 0 158247 NABI BIOPHARMACEUTICALS COMMON 629519109 1327 90595 SH DEFINED 01 90595 0 0

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Please Consider the Environment Before Printing This Document NACCO INDUSTRIES INC-CL A CLASS 629579103 405 3845 SH DEFINED 01 3845 0 0 NAHAMA & WEAGANT ENERGY CO NEW COMMON 629775206 0 20000 SH DEFINED 01 20000 0 0 NALCO HOLDING COMPANY COMMON 62985Q101 421 21569 SH DEFINED 01 21569 0 0 ***NAM TAI ELECTRONICS INC COMMON 629865205 479 19100 SH DEFINED 01 0 0 19100 NANOGEN INC COMMON 630075109 99 13464 SH DEFINED 01 13464 0 0 NANOMETRICS INC COMMON 630077105 644 39978 SH DEFINED 01 39978 0 0 NARA BANCORP INC COMMON 63080P105 1569 73772 SH DEFINED 01 73772 0 0 NASDAQ 100 SHARES COMMON 631100104 2429 60884 SH DEFINED 01 0 0 60884 NASDAQ 100 SHARES COMMON 631100104 803161 20124319 SH DEFINED 01 20124319 0 0 NATIONAL CITY CORP COMMON 635405103 317 8460 SH DEFINED 01 0 0 8460 NATIONAL CITY CORP COMMON 635405103 8115 216127 SH DEFINED 01 216127 0 0 NATIONAL ENERGY & GAS COMMON 63580R106 54 54956 SH DEFINED 01 54956 0 0 NATIONAL FINL PARTNERS CORP COMMON 63607P208 255 6595 SH DEFINED 01 6595 0 0 NATIONAL FUEL GAS CO COMMON 636180101 1984 68760 SH DEFINED 01 0 0 68760 ***NATIONAL GRID TRANSCO PLC ADR 636274102 604 12600 SH DEFINED 01 12600 0 0 NATIONAL HEALTH INVESTORS INC REIT 63633D104 267 9160 SH DEFINED 01 9160 0 0 NATIONAL INSTRUMENTS CORP COMMON 636518102 1506 55278 SH DEFINED 01 55278 0 0 NATIONAL-OILWELL INC COMMON 637071101 8108 229777 SH DEFINED 01 229777 0 0 NATIONAL SEMICONDUCTOR COMMON 637640103 4060 226207 SH DEFINED 01 226207 0 0 NATIONAL WESTERN LIFE INS CO COMMON 638522102 609 3659 SH DEFINED 01 3659 0 0 NATIONWIDE FINANCIAL SERVICES CLASS 638612101 328 8604 SH DEFINED 01 8604 0 0 NATIONWIDE HEALTH PROPERTIES REIT 638620104 872 36727 SH DEFINED 01 36727 0 0 NATIONWIDE LEGAL SERVICES INC COMMON 638654103 0 12300 SH DEFINED 01 12300 0 0 NAVISTAR FINANCIAL CORP CBONDCNV 638902AM8 24713 23792000 SH DEFINED 01 23792000 0 0 NAUTILUS GROUP INC COMMON 63910B102 321 13303 SH DEFINED 01 13303 0 0 NAVISTAR INTERNATIONAL CORP COMMON 63934E108 824 18719 SH DEFINED 01 0 0 18719 NAVISTAR INTERNATIONAL CORP CBONDCNV 63934EAG3 18 13000 SH DEFINED 01 13000 0 0 NAVIGANT CONSULTING INC COMMON 63935N107 386 14537 SH DEFINED 01 14537 0 0 NAVIGANT INTL INC COMMON 63935R108 161 13235 SH DEFINED 01 13235 0 0 NAVTEQ CORP COMMON 63936L100 635 13700 SH DEFINED 01 13700 0 0 NDCHEALTH CORP COMMON 639480102 956 51466 SH DEFINED 01 51466 0 0 NEENAH PAPER INC COMMON 640079109 336 10279 SH DEFINED 01 0 0 10279 NEIGHBORCARE INC COMMON 64015Y104 430 14029 SH DEFINED 01 14029 0 0 NEIMAN-MARCUS GROUP INC COMMON 640204202 1961 27417 SH DEFINED 01 27417 0 0 NEIMAN-MARCUS GROUP INC COMMON 640204301 1580 23655 SH DEFINED 01 23655 0 0 NEKTAR THERAPEUTICS COMMON 640268108 550 27194 SH DEFINED 01 27194 0 0 NELNET INC COMMON 64031N108 936 34789 SH DEFINED 01 34789 0 0 THOMAS NELSON INC COMMON 640376109 286 12676 SH DEFINED 01 12676 0 0 NEORX CORP NEW COMMON 640520300 20 10000 SH DEFINED 01 10000 0 0 NEOSE TECHNOLOGIES INC COMMON 640522108 832 123920 SH DEFINED 01 123920 0 0 NEOPHARM INC COMMON 640919106 170 13617 SH DEFINED 01 13617 0 0 NET.BANK INC COMMON 640933107 306 29423 SH DEFINED 01 29423 0 0 NET2PHONE INC COMMON 64108N106 65 19386 SH DEFINED 01 19386 0 0 NETFLIX COM INC COMMON 64110L106 646 49503 SH DEFINED 01 0 0 49503 ***NETEASE.COM INC ADR 64110W102 7627 144382 SH DEFINED 01 144382 0 0 NETGEAR INC COMMON 64111Q104 187 10300 SH DEFINED 01 0 0 10300 NETGEAR INC COMMON 64111Q104 789 43392 SH DEFINED 01 43392 0 0 NETIQ CORP COMMON 64115P102 169 13906 SH DEFINED 01 13906 0 0 NETRATINGS INC COMMON 64116M108 304 15859 SH DEFINED 01 15859 0 0 NETWORK APPLIANCE INC COMMON 64120L104 164243 4944128 SH DEFINED 01 0 0 4944128 NETWORK APPLIANCE INC COMMON 64120L104 166099 4999993 SH DEFINED 01 4999993 0 0 NETWORK EQUIPMENT TECHNOLOGIES COMMON 641208103 110 11301 SH DEFINED 01 11301 0 0 NEUROGEN CORP COMMON 64124E106 111 11877 SH DEFINED 01 11877 0 0 NEUROCRINE BIOSCIENCES INC COMMON 64125C109 324 6589 SH DEFINED 01 6589 0 0 NEUBERGER BERMAN REAL ESTATE COMMON 64126D106 393 18270 SH DEFINED 01 18270 0 0 NEUBERGER BERMAN REALTY INCOME COMMON 64126G109 1231 64670 SH DEFINED 01 64670 0 0 NEUBERGER BERMAN DIVIDEND COMMON 64127J102 915 39034 SH DEFINED 01 0 0 39034 NEW AMERICAN SHOE CO COMMON 641890108 22 10100 SH DEFINED 01 10100 0 0 NEUBERGER BERMAN REAL EST COMMON 64190A103 231 15405 SH DEFINED 01 0 0 15405 NEUBERGER BERMAN REAL EST COMMON 64190A103 1158 77150 SH DEFINED 01 77150 0 0 NEW CENTURY FINANCIAL COMMON 6435EV108 556 8707 SH DEFINED 01 8707 0 0 NEW HAMPSHIRE SAVINGS BANK COMMON 644670101 4 117438 SH DEFINED 01 117438 0 0 NEW JERSEY RESOURCES CORP COMMON 646025106 2815 64967 SH DEFINED 01 64967 0 0 NEW PLAN EXCEL REALTY TRUST REIT 648053106 816 30168 SH DEFINED 01 30168 0 0 NEW PLAN EXCEL REALTY TRUST REIT 648053106 1172 43300 SH DEFINED 01 43300 0 0 NEW VISIONS ENTERTAINMENT CORP COMMON 649098100 0 35500 SH DEFINED 01 35500 0 0 NEW YORK COMMUN BANCORP TR V PREFCONV 64944P307 22615 396756 SH DEFINED 01 396756 0 0 NEW YORK COMMUNITY BANCORP INC COMMON 649445103 10796 524886 SH DEFINED 01 524886 0 0 NEW YORK DAILY TAX FREE INCOME COMMON 649457108 279 279409 SH DEFINED 01 279409 0 0 NEW YORK INTL LOG & LMBR CO COMMON 64950V107 13 110000 SH DEFINED 01 110000 0 0 NEW YORK TELECOMPUTING & COMMON 650097108 0 10000 SH DEFINED 01 10000 0 0 NEW YORK TIMES CO-CL A CLASS 650111107 2056 49173 SH DEFINED 01 0 0 49173 NEWALLIANCE BANCSHARES INC COMMON 650203102 1433 93672 SH DEFINED 01 93672 0 0 NEWCASTLE INVESTMENT CORP COMMON 65105M108 514 16181 SH DEFINED 01 16181 0 0 NEWELL RUBBERMAID INC COMMON 651229106 2856 112966 SH DEFINED 01 0 0 112966 NEWFIELD EXPLORATION CO COMMON 651290108 2533 42909 SH DEFINED 01 42909 0 0 ***NEWKIDCO INTERNATIONAL INC COMMON 651482101 0 10000 SH DEFINED 01 10000 0 0 NEWMONT MINING CORP COMMON 651639106 597 13450 SH DEFINED 01 0 0 13450 NEWMONT MINING CORP COMMON 651639106 15916 358396 SH DEFINED 01 358396 0 0 NEWPARK RESOURCES INC NEW COMMON 651718504 253 49290 SH DEFINED 01 49290 0 0 NEWPORT CORP COMMON 651824104 1351 88443 SH DEFINED 01 0 0 88443 NEWS CORPORATION COMMON 65248E104 42248 2257345 SH DEFINED 01 0 0 2257345 NEWS CORPORATION COMMON 65248E203 3488 181700 SH DEFINED 01 181700 0 0 NEXTERA ENTERPRISES INC COMMON 65332E101 45 102450 SH DEFINED 01 102450 0 0 NEXTWAVE TELECOM INC-CL B COMMON 65332M103 185 25000 SH DEFINED 01 25000 0 0 NEXTEL COMMUNICATIONS INC-CL A COMMON 65332V103 33390 1111994 SH DEFINED 01 0 0 1111994 NEXTEL PARTNERS INC COMMON 65333F107 1144 58550 SH DEFINED 01 0 0 58550 NEXTEL PARTNERS INC COMMON 65333F107 256 13130 SH DEFINED 01 13130 0 0 NEXSTAR BROADCASTING GROUP INC COMMON 65336K103 4099 444602 SH DEFINED 01 444602 0 0 NICHOLAS-APPLEGATE CONV & COMMON 65370F101 226 13600 SH DEFINED 01 13600 0 0 ***NIKO RESOURCES LTD COMMON 653905109 840 20000 SH DEFINED 01 20000 0 0 NICOR INC COMMON 654086107 891 24144 SH DEFINED 01 24144 0 0 NIKE INC-CL B CLASS 654106103 6818 75182 SH DEFINED 01 75182 0 0 NIMSLO TECHNOLOGY INC COMMON 65439Q106 0 50400 SH DEFINED 01 50400 0 0 99 CENTS ONLY STORES COMMON 65440K106 655 40539 SH DEFINED 01 40539 0 0

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Please Consider the Environment Before Printing This Document ***NIPPON TELEGRAPH & ADR 654624105 212 9435 SH DEFINED 01 9435 0 0 NISOURCE INC COMMON 65473P105 1282 56289 SH DEFINED 01 56289 0 0 NITROMED INC COMMON 654798503 246 9249 SH DEFINED 01 9249 0 0 ***NOKIA CORP-SPONSORED ADR ADR 654902204 462 29510 SH DEFINED 01 0 0 29510 ***NOKIA CORP-SPONSORED ADR ADR 654902204 6958 444036 SH DEFINED 01 444036 0 0 NO WONDER INC COMMON 654990159 0 65000 SH DEFINED 01 0 0 65000 NOBLE ENERGY INC COMMON 655044105 6504 105488 SH DEFINED 01 105488 0 0 NOEL GROUP INC COMMON 655260107 0 25000 SH DEFINED 01 25000 0 0 NOEL LIQUIDATING TR COMMON 655266104 0 590395 SH DEFINED 01 590395 0 0 NOMAS CORP NEV COMMON 65531N100 0 75673 SH DEFINED 01 75673 0 0 ***NOMURA HLDGS INC ADR 65535H208 160 11040 SH DEFINED 01 11040 0 0 NORDSON CORP COMMON 655663102 921 23008 SH DEFINED 01 23008 0 0 NORDSTROM INC COMMON 655664100 4067 87042 SH DEFINED 01 87042 0 0 NORFOLK SOUTHERN CORP COMMON 655844108 4723 130531 SH DEFINED 01 130531 0 0 ***NORTEL NETWORKS CORP COMMON 656568102 49 14193 SH DEFINED 01 0 0 14193 ***NORTEL NETWORKS CORP COMMON 656568102 4674 1339329 SH DEFINED 01 1339329 0 0 ***NORTEL NETWORKS CORP COMMON 656568102 154 44350 SH DEFINED 01 44350 0 0 NORTEL NETWORKS CORP NEW CBONDCNV 656568AB8 2126 2192000 SH DEFINED 01 2192000 0 0 NORTH AMERICAN RECYCLING COMMON 657077103 0 88000 SH DEFINED 01 88000 0 0 NORTH FORK BANCORPORATION INC COMMON 659424105 172385 5974236 SH DEFINED 01 0 0 5974236 NORTHEAST UTILITIES COMMON 664397106 1473 78179 SH DEFINED 01 78179 0 0 ***NORTHERN ORION RESOURCES COMMON 665575106 58 20000 SH DEFINED 01 20000 0 0 NORTHERN TRUST CORP COMMON 665859104 7187 145954 SH DEFINED 01 0 0 145954 NORTHFIELD LABORATORIES INC COMMON 666135108 351 15566 SH DEFINED 01 15566 0 0 ***NORTHGATE MINERALS CORP COMMON 666416102 35 21000 SH DEFINED 01 21000 0 0 NORTHROP GRUMMAN CORP COMMON 666807102 11083 202299 SH DEFINED 01 0 0 202299 NORTH WEST AIRLINES CORP CBONDCNV 667280AC5 7935 8056000 SH DEFINED 01 8056000 0 0 NORTHWEST AIRLINES CORP CBONDCNV 667280AE1 798 1000000 SH DEFINED 01 1000000 0 0 NORTHWEST AIRLINES CORP CLASS 667280101 228 20918 SH DEFINED 01 20918 0 0 NORTHWEST BANCORP INC-PA COMMON 667328108 875 34908 SH DEFINED 01 34908 0 0 NORTHWEST NATURAL GAS CO COMMON 667655104 386 11463 SH DEFINED 01 11463 0 0 ***NOVAGOLD RESOURCES INC NEW COMMON 66987E206 171 22100 SH DEFINED 01 22100 0 0 ***NOVARTIS AG-SPONSORED ADR ADR 66987V109 10814 213988 SH DEFINED 01 213988 0 0 NOVASTAR FINANCIAL INC COMMON 669947400 360 7278 SH DEFINED 01 7278 0 0 NOVAVAX INC COMMON 670002104 33 10311 SH DEFINED 01 10311 0 0 NOVELL INC COMMON 670006105 1870 274746 SH DEFINED 01 0 0 274746 NOVELLUS SYSTEMS INC COMMON 670008101 4291 153866 SH DEFINED 01 153866 0 0 NOVEN PHARMACEUTICALS INC COMMON 670009109 176 10336 SH DEFINED 01 10336 0 0 NU SKIN ENTERPRISES INC COMMON 67018T105 398 15683 SH DEFINED 01 15683 0 0 NSTAR COMMON 67019E107 2074 38219 SH DEFINED 01 38219 0 0 NUCOR CORP COMMON 670346105 3014 57599 SH DEFINED 01 57599 0 0 NUMERICA FINANCIAL CORP COMMON 67053K100 0 84064 SH DEFINED 01 84064 0 0 NUVEEN NEW YORK PERFORMANCE COMMON 67062R104 249 16000 SH DEFINED 01 16000 0 0 NUVEEN NEW YORK INVESTMENT COMMON 67062X101 247 16000 SH DEFINED 01 16000 0 0 NVIDIA CORP COMMON 67066G104 3615 150460 SH DEFINED 01 0 0 150460 NUTRITION 21 INC COMMON 67069V108 10 10000 SH DEFINED 01 10000 0 0 NUVEEN CALIFORNIA DIVIDEND COMMON 67070Y109 151 11500 SH DEFINED 01 0 0 11500 NUVELO INC COMMON 67072M301 108 11041 SH DEFINED 01 11041 0 0 O CHARLEYS INC COMMON 670823103 234 11988 SH DEFINED 01 11988 0 0 OCA INC COMMON 67083Q101 346 52622 SH DEFINED 01 0 0 52622 OGE ENERGY CORP COMMON 670837103 3143 118576 SH DEFINED 01 118576 0 0 OM GROUP INC COMMON 670872100 1872 57757 SH DEFINED 01 57757 0 0 NUVEEN MUNICIPAL VALUE FUND COMMON 670928100 91 10000 SH DEFINED 01 0 0 10000 NUVEEN FLORIDA INVESTMENT COMMON 670970102 316 20800 SH DEFINED 01 20800 0 0 NUVEEN NEW JERSEY INVESTMENT COMMON 670971100 3503 229570 SH DEFINED 01 0 0 229570 NUVEEN FLORIDA QUALITY INCOME COMMON 670978105 275 14400 SH DEFINED 01 14400 0 0 NUVEEN NEW JERSEY PREMIUM COMMON 67101N106 557 35200 SH DEFINED 01 0 0 35200 NUVEEN NEW JERSEY PREMIUM COMMON 67101N106 340 21509 SH DEFINED 01 21509 0 0 NUVEEN INSURED NEW YORK PREM- COMMON 67101R107 428 28292 SH DEFINED 01 28292 0 0 NUVEEN INSURED FLORIDA PREMIUM COMMON 67101V108 332 20700 SH DEFINED 01 20700 0 0 OSI PHARMACEUTICALS INC COMMON 671040103 42713 570650 SH DEFINED 01 570650 0 0 OCCAM NETWORKS INC DEL COMMON 67457P101 25 279000 SH DEFINED 01 279000 0 0 OCCIDENTAL PETE CORP COMMON 674599105 7658 131166 SH DEFINED 01 0 0 131166 OCEANEERING INTERNATIONAL INC COMMON 675232102 897 24046 SH DEFINED 01 24046 0 0 OCTEL CORP COMMON 675727101 249 11989 SH DEFINED 01 11989 0 0 OCULAR SCIENCES INC COMMON 675744106 965 19696 SH DEFINED 01 19696 0 0 ODYSSEY HEALTHCARE INC COMMON 67611V101 479 35015 SH DEFINED 01 35015 0 0 OFFICEMAX INCORPORATED COMMON 67622P101 1237 37447 SH DEFINED 01 0 0 37447 OFFICE DEPOT INC COMMON 676220106 1685 93116 SH DEFINED 01 0 0 93116 OFFICE PRODUCTS OF AMERICA INC CLASS 676221104 0 42500 SH DEFINED 01 42500 0 0 OFFSHORE LOGISTICS INC COMMON 676255102 227 7005 SH DEFINED 01 7005 0 0 OHIO CASUALTY CORP COMMON 677240103 1649 71068 SH DEFINED 01 71068 0 0 OIL SVC HOLDRS TR COMMON 678002106 126406 1485913 SH DEFINED 01 1485913 0 0 OIL STATES INTERNATIONAL INC COMMON 678026105 752 39010 SH DEFINED 01 39010 0 0 OLD DOMINION FREIGHT LINES INC COMMON 679580100 321 9235 SH DEFINED 01 9235 0 0 OLD NATIONAL BANCORP-IND COMMON 680033107 361 13977 SH DEFINED 01 13977 0 0 OLD REPUBLIC INTL CORP COMMON 680223104 8665 342520 SH DEFINED 01 342520 0 0 OLIN CORP NEW COMMON 680665205 1456 66140 SH DEFINED 01 66140 0 0 OLIVERS STORES INC COMMON 681002101 0 20050 SH DEFINED 01 20050 0 0 OLYMPIC STEEL INC COMMON 68162K106 580 21915 SH DEFINED 01 21915 0 0 OMNICARE INC COMMON 681904108 2713 78392 SH DEFINED 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Please Consider the Environment Before Printing This Document ONEOK INC NEW COMMON 682680103 3109 109425 SH DEFINED 01 0 0 109425 ONEOK INC NEW COMMON 682680103 1892 66576 SH DEFINED 01 66576 0 0 ***ONEX CORPORATION COMMON 68272K103 3226 196300 SH DEFINED 01 196300 0 0 ONGARD SYSTEMS INC COMMON 682727102 3 16000 SH DEFINED 01 16000 0 0 ONYX PHARMACEUTICALS INC COMMON 683399109 4895 151156 SH DEFINED 01 151156 0 0 ***OPEN JT STK CO-VIMPEL ADR 68370R109 730 20220 SH DEFINED 01 0 0 20220 OPEN SOLUTIONS INC COMMON 68371P102 565 19279 SH DEFINED 01 19279 0 0 OPENWAVE SYSTEMS INC COMMON 683718308 503 31663 SH DEFINED 01 0 0 31663 OPLINK COMMUNICATIONS INC COMMON 68375Q106 39 20000 SH DEFINED 01 0 0 20000 OPLINK COMMUNICATIONS INC COMMON 68375Q106 226 115103 SH DEFINED 01 115103 0 0 OPTICAL COMMUNICATION PRODS COMMON 68382T101 27 11069 SH DEFINED 01 11069 0 0 OPSWARE INC COMMON 68383A101 121 16517 SH DEFINED 01 16517 0 0 ORACLE CORP COMMON 68389X105 241 17580 SH DEFINED 01 0 0 17580 ORACLE CORP COMMON 68389X105 32682 2382112 SH DEFINED 01 2382112 0 0 OPTO MECHANIK INC COMMON 683891105 0 22335 SH DEFINED 01 22335 0 0 OPTION CARE INC COMMON 683948103 302 17621 SH DEFINED 01 17621 0 0 ORASURE TECHNOLOGIES INC COMMON 68554V108 128 19179 SH DEFINED 01 19179 0 0 ORBITTRAVEL.COM CORP COMMON 68556V106 0 10000 SH DEFINED 01 10000 0 0 ORBITAL SCIENCES CORP COMMON 685564106 153 12149 SH DEFINED 01 0 0 12149 ORBITRON CAPITAL CORP NEW COMMON 685566309 5 184174 SH DEFINED 01 184174 0 0 ORCHID BIOSCIENCES COMMON 68571P506 135 11730 SH DEFINED 01 11730 0 0 STEEL MILLS INC COMMON 686079104 660 32540 SH DEFINED 01 32540 0 0 O REILLY AUTOMOTIVE INC COMMON 686091109 637 14145 SH DEFINED 01 14145 0 0 ORIGEN FINANCIAL INC COMMON 68619E208 246 33000 SH DEFINED 01 0 0 33000 ORION HEALTHCARE COMMON 68627W109 2821 1044970 SH DEFINED 01 1044970 0 0 ORTHOVITA INC COMMON 68750U102 377 82484 SH DEFINED 01 82484 0 0 OSCIENT PHARMACEUTICALS COMMON 68812R105 93 25514 SH DEFINED 01 25514 0 0 OSHKOSH TRUCK CORP CLASS 688239201 742 10852 SH DEFINED 01 10852 0 0 OTELCO INC COMMON 688823202 646 40650 SH DEFINED 01 40650 0 0 OTTER TAIL CORP COMMON 689648103 220 8629 SH DEFINED 01 8629 0 0 OUTBACK STEAKHOUSE INC COMMON 689899102 878 19190 SH DEFINED 01 19190 0 0 OVERNITE CORP COMMON 690322102 217 5851 SH DEFINED 01 5851 0 0 OVERSEAS SHIPHOLDING GROUP INC COMMON 690368105 1499 27157 SH DEFINED 01 27157 0 0 OVERSTOCK COM INC COMMON 690370101 873 11261 SH DEFINED 01 0 0 11261 OWENS CORNING COMMON 69073F103 17293 3679500 SH DEFINED 01 3679500 0 0 OWENS CORNING COMMON 69073F103 16341 3476903 SH DEFINED 01 3476903 0 0 OWENS & MINOR INC HOLDING CO COMMON 690732102 363 12909 SH DEFINED 01 12909 0 0 OWENS ILLINOIS INC NEW COMMON 690768403 2339 103300 SH DEFINED 01 0 0 103300 OWENS ILLINOIS INC NEW COMMON 690768403 916 40480 SH DEFINED 01 40480 0 0 OWENS ILLINOIS INC PREFCONV 690768502 374 9235 SH DEFINED 01 9235 0 0 OXFORD INDUSTRIES INC COMMON 691497309 1243 30121 SH DEFINED 01 30121 0 0 PC-TEL INC COMMON 69325Q105 175 22112 SH DEFINED 01 22112 0 0 PG&E CORP COMMON 69331C108 15520 464712 SH DEFINED 01 0 0 464712 PF CHANGS CHINA BISTRO INC COMMON 69333Y108 478 8496 SH DEFINED 01 8496 0 0 PMA CAPITAL CORP-CL A COMMON 693419202 148 14367 SH DEFINED 01 14367 0 0 PMC-SIERRA INC COMMON 69344F106 1242 110402 SH DEFINED 01 110402 0 0 PMI GROUP INC COMMON 69344M101 6294 147792 SH DEFINED 01 0 0 147792 PNC FINANCIAL SVCS GROUP INC COMMON 693475105 8881 154127 SH DEFINED 01 0 0 154127 PNM RESOURCES INC COMMON 69349H107 3071 121441 SH DEFINED 01 0 0 121441 PNM RESOURCES INC COMMON 69349H107 1338 52921 SH DEFINED 01 52921 0 0 PPG INDUSTRIES INC COMMON 693506107 3789 54771 SH DEFINED 01 0 0 54771 PPL CORPORATION COMMON 69351T106 4493 84336 SH DEFINED 01 84336 0 0 PPL ENERGY SUPPLY LLC CBONDCNV 69352JAE7 280 250000 SH DEFINED 01 250000 0 0 PRG SCHULTZ INTERNATIONAL INC COMMON 69357C107 244 48489 SH DEFINED 01 0 0 48489 PS BUSINESS PARKS INC COMMON 69360J107 695 15421 SH DEFINED 01 15421 0 0 PSS WORLD MEDICAL INC COMMON 69366A100 408 25125 SH DEFINED 01 25125 0 0 PTEK HOLDINGS INC COMMON 69366M104 936 87431 SH DEFINED 01 87431 0 0 PACCAR INC COMMON 693718108 11902 147890 SH DEFINED 01 147890 0 0 PACESETTER BUSINESS PROPERTIES COMMON 69373E103 0 16046 SH DEFINED 01 16046 0 0 PACESETTER HOMES INC COMMON 69373G108 0 21000 SH DEFINED 01 21000 0 0 PACER INTERNATIONAL INC TENN COMMON 69373H106 419 19739 SH DEFINED 01 19739 0 0 PACIFIC CAPITAL BANCORP COMMON 69404P101 422 12425 SH DEFINED 01 12425 0 0 ***PACIFIC ENGINEERED COMMON 69423D105 0 70900 SH DEFINED 01 70900 0 0 PACIFIC SUNWEAR OF CALIFORNIA COMMON 694873100 643 28907 SH DEFINED 01 28907 0 0 PACIFICARE HEALTH SYSTEMS INC CLASS 695112102 2560 45307 SH DEFINED 01 45307 0 0 PACKAGING CORP AMER COMMON 695156109 844 35867 SH DEFINED 01 35867 0 0 PACTIV CORP COMMON 695257105 871 34450 SH DEFINED 01 34450 0 0 PAIN THERAPEUTICS INC COMMON 69562K100 94 13173 SH DEFINED 01 13173 0 0 PAIN SUPPRESSION LABS INC COMMON 695624106 0 13700 SH DEFINED 01 13700 0 0 PALATIN TECHNOLOGIES INC NEW COMMON 696077304 196 70715 SH DEFINED 01 0 0 70715 PALL CORP COMMON 696429307 1994 68890 SH DEFINED 01 68890 0 0 PALMONE INC COMMON 69713P107 2136 67725 SH DEFINED 01 67725 0 0 PAN AM CORP COMMON 697757102 0 29846 SH DEFINED 01 29846 0 0 ***PAN AMERICAN SILVER CORP COMMON 697900108 463 29000 SH DEFINED 01 0 0 29000 ***PAN AMERICAN SILVER CORP COMMON 697900108 696 43580 SH DEFINED 01 43580 0 0 PAN PACIFIC RETAIL PROPERTIES COMMON 69806L104 700 11178 SH DEFINED 01 11178 0 0 PANACO INC COMMON 698106101 0 16526 SH DEFINED 01 16526 0 0 PANERA BREAD CO CL A COMMON 69840W108 325 8080 SH DEFINED 01 8080 0 0 PAPA JOHNS INTERNATIONAL INC COMMON 698813102 298 8669 SH DEFINED 01 8669 0 0 PAR PHARMACEUTICAL COMPANIES COMMON 69888P106 1379 33341 SH DEFINED 01 33341 0 0 PARADYNE NETWORKS INC COMMON 69911G107 39 11110 SH DEFINED 01 11110 0 0 PARAMETRIC TECHNOLOGY CORP COMMON 699173100 972 165083 SH DEFINED 01 165083 0 0 PAREXEL INTERNATIONAL CORP COMMON 699462107 332 16365 SH DEFINED 01 16365 0 0 PARK ELECTROCHEMICAL CORP COMMON 700416209 660 30443 SH DEFINED 01 30443 0 0 PARK NATIONAL CORP COMMON 700658107 628 4635 SH DEFINED 01 4635 0 0 PARKER DRILLING CO COMMON 701081101 188 41882 SH DEFINED 01 0 0 41882 PARKER HANNIFIN CORP COMMON 701094104 2455 31848 SH DEFINED 01 0 0 31848 PARTNERS TRUST FINANCIAL GROUP COMMON 70213F102 156 13407 SH DEFINED 01 13407 0 0 PATHE COMMUNICATIONS CORP COMMON 703193102 0 14300 SH DEFINED 01 14300 0 0 PATHMARK STORES INC COMMON 70322A101 63 10900 SH DEFINED 01 10900 0 0 INC COMMON 703395103 338 7800 SH DEFINED 01 0 0 7800 PATTERSON COMPANIES INC COMMON 703395103 5129 118229 SH DEFINED 01 118229 0 0 PATTERSON-UTI ENERGY INC COMMON 703481101 1586 81572 SH DEFINED 01 81572 0 0 PAXAR CORP COMMON 704227107 428 19346 SH DEFINED 01 19346 0 0 PAXSON COMMUNICATIONS CORP COMMON 704231109 49 35212 SH DEFINED 01 0 0 35212

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Please Consider the Environment Before Printing This Document PAYCHEX INC COMMON 704326107 9760 286408 SH DEFINED 01 286408 0 0 PAYLESS SHOESOURCE INC COMMON 704379106 382 31108 SH DEFINED 01 31108 0 0 PEABODY ENERGY CORPORATION COMMON 704549104 5463 66825 SH DEFINED 01 0 0 66825 PECO II INC COMMON 705221109 13 11465 SH DEFINED 01 11465 0 0 PEDIATRIX MEDICAL GROUP INC COMMON 705324101 533 8336 SH DEFINED 01 8336 0 0 PEGASYSTEMS INC COMMON 705573103 939 110150 SH DEFINED 01 110150 0 0 PEGASUS SOLUTIONS INC COMMON 705906105 137 10895 SH DEFINED 01 10895 0 0 PEMSTAR INC COMMON 706552106 7115 3931018 SH DEFINED 01 3931018 0 0 PEMSTAR INC COMMON 706552106 8878 4959903 SH DEFINED 01 4959903 0 0 ***PENGROWTH ENERGY TRUST COMMON 706902301 645 31000 SH DEFINED 01 0 0 31000 ***PENGROWTH ENERGY TRUST COMMON 706902301 2554 122704 SH DEFINED 01 122704 0 0 PENN-AMERICA GROUP INC COMMON 707247102 196 13043 SH DEFINED 01 13043 0 0 PENN NATIONAL GAMING INC COMMON 707569109 846 13985 SH DEFINED 01 13985 0 0 J C PENNEY CO INC COMMON 708160106 7586 183255 SH DEFINED 01 183255 0 0 PENNSYLVANIA ENGINEERING CORP COMMON 708713102 0 11325 SH DEFINED 01 11325 0 0 PENNSYLVANIA REAL ESTATE REIT 709102107 628 14694 SH DEFINED 01 14694 0 0 PENTAIR INC COMMON 709631105 1072 24610 SH DEFINED 01 0 0 24610 PENTAIR INC COMMON 709631105 7371 169233 SH DEFINED 01 169233 0 0 PENWEST PHARMACEUTICALS CO COMMON 709754105 149 12499 SH DEFINED 01 12499 0 0 PEOPLES BANK-BRIDGEPORT CONN COMMON 710198102 279 7197 SH DEFINED 01 7197 0 0 PEOPLES ENERGY CORP COMMON 711030106 688 15661 SH DEFINED 01 15661 0 0 PEOPLESOFT INC COMMON 712713106 20967 791821 SH DEFINED 01 791821 0 0 PEOPLESUPPORT INC COMMON 712714302 431 42500 SH DEFINED 01 42500 0 0 PEOPLESOFT INC COMMON 712990092 0 75972 SH DEFINED 01 75972 0 0 PEP BOYS-MANNY MOE & JACK COMMON 713278109 1596 93537 SH DEFINED 01 93537 0 0 PEPCO HOLDINGS INC COMMON 713291102 1669 78316 SH DEFINED 01 78316 0 0 THE PEPSI BOTTLING GROUP INC COMMON 713409100 1475 54550 SH DEFINED 01 54550 0 0 PEPSIAMERICAS INC COMMON 71343P200 3076 144852 SH DEFINED 01 144852 0 0 PEPSICO INC COMMON 713448108 541 10370 SH DEFINED 01 0 0 10370 PEPSICO INC COMMON 713448108 48673 932448 SH DEFINED 01 932448 0 0 PEREGRINE PHARMACEUTICALS INC COMMON 713661106 68 58328 SH DEFINED 01 58328 0 0 PERFORMANCE FOOD GROUP CO COMMON 713755106 1142 42472 SH DEFINED 01 42472 0 0 PERFORMANCE TECHNOLOGIES INC COMMON 71376K102 1126 121086 SH DEFINED 01 121086 0 0 PERICOM SEMICONDUCTOR CORP COMMON 713831105 285 30311 SH DEFINED 01 30311 0 0 PERKINELMER INC COMMON 714046109 1878 83509 SH DEFINED 01 83509 0 0 PEROT SYSTEMS CORP COMMON 714265105 298 18635 SH DEFINED 01 18635 0 0 PERPETUAL FINANCIAL CORP COMMON 714275104 0 197543 SH DEFINED 01 197543 0 0 PERRIGO CO COMMON 714290103 1382 80059 SH DEFINED 01 80059 0 0 PETCO ANIMAL SUPPLIES INC COMMON 716016209 562 12258 SH DEFINED 01 0 0 12258 ***PETROCHINA CO ADS EACH REPR ADR 71646E100 281 5250 SH DEFINED 01 0 0 5250 ***PETROCHINA CO ADS EACH REPR ADR 71646E100 1414 26350 SH DEFINED 01 26350 0 0 PETROL INDUSTRIES INC COMMON 716502109 1 13449 SH DEFINED 01 13449 0 0 PETROLEUM DEVELOPMENT CORP-NEV COMMON 716578109 200 5208 SH DEFINED 01 5208 0 0 PETSMART INC COMMON 716768106 6009 169127 SH DEFINED 01 169127 0 0 ***PEYTO ENERGY TRUST UNIT COMMON 717045108 1194 30000 SH DEFINED 01 30000 0 0 PFIZER INC COMMON 717081103 1358 50524 SH DEFINED 01 0 0 50524 PFIZER INC COMMON 717081103 104716 3894264 SH DEFINED 01 3894264 0 0 PFSWEB INC COMMON 717098107 68 24000 SH DEFINED 01 24000 0 0 PHARMACEUTICAL HOLDRS TR COMMON 71712A206 348 4800 SH DEFINED 01 0 0 4800 PHARMACEUTICAL HOLDRS TR COMMON 71712A206 52009 715499 SH DEFINED 01 715499 0 0 PHARMACEUTICAL PRODUCT COMMON 717124101 5916 143280 SH DEFINED 01 0 0 143280 PHARMACEUTICAL PRODUCT COMMON 717124101 2079 50366 SH DEFINED 01 50366 0 0 PHARMACEUTICAL RES INC CBONDCNV 717125AC2 6685 7228000 SH DEFINED 01 7228000 0 0 PHARMOS CORP NEW COMMON 717139208 442 311590 SH DEFINED 01 311590 0 0 PHARMION CORPORATION COMMON 71715B409 1226 29006 SH DEFINED 01 0 0 29006 PHARMION CORPORATION COMMON 71715B409 663 15701 SH DEFINED 01 15701 0 0 PHELPS DODGE CORP COMMON 717265102 377 3812 SH DEFINED 01 0 0 3812 PHELPS DODGE CORP COMMON 717265102 5850 59141 SH DEFINED 01 59141 0 0 PHILADELPHIA CONSOLIDATED COMMON 717528103 5040 76211 SH DEFINED 01 0 0 76211 PHILADELPHIA CONSOLIDATED COMMON 717528103 1552 23474 SH DEFINED 01 23474 0 0 PHILLIPS VAN HEUSEN CORP COMMON 718592108 3880 143720 SH DEFINED 01 0 0 143720 PHILLIPS VAN HEUSEN CORP COMMON 718592108 786 29129 SH DEFINED 01 29129 0 0 PHOENIX COMPANIES INC NEW COMMON 71902E109 1029 82398 SH DEFINED 01 82398 0 0 PHOENIX LASER SYSTEMS INC NEW COMMON 719088502 0 91800 SH DEFINED 01 91800 0 0 PHOENIX MEDICAL TECHNOLOGY INC COMMON 719095101 0 19400 SH DEFINED 01 19400 0 0 PHOTON DYNAMICS INC COMMON 719364101 222 9147 SH DEFINED 01 9147 0 0 PHYSICIAN COMPUTER NETWORK INC COMMON 71940K109 0 409400 SH DEFINED 01 409400 0 0 PHOTRONICS INC COMMON 719405102 608 36901 SH DEFINED 01 36901 0 0 PHYSICIANS RESOURCE GROUP INC COMMON 71941S101 0 75000 SH DEFINED 01 75000 0 0 PIEDMONT FEDERAL CORP COMMON 720142108 0 20643 SH DEFINED 01 20643 0 0 PIEDMONT MINING CO COMMON 720172105 4 71126 SH DEFINED 01 71126 0 0 PIEDMONT NATURAL GAS CO INC COMMON 720186105 808 34777 SH DEFINED 01 34777 0 0 PIER 1 IMPORTS INC COMMON 720279108 698 35478 SH DEFINED 01 35478 0 0 PILGRIMS PRIDE CORP COMMON 721467108 703 20931 SH DEFINED 01 0 0 20931 PIMCO CALIFORNIA MUNI INCOME COMMON 72200M108 181 13000 SH DEFINED 01 0 0 13000 PINNACLE ENTERTAINMENT INC COMMON 723456109 2026 94440 SH DEFINED 01 0 0 94440 PINNACLE SYSTEMS INC COMMON 723481107 128 21087 SH DEFINED 01 21087 0 0 PINNACLE WEST CAPITAL CORP COMMON 723484101 861 19400 SH DEFINED 01 19400 0 0 PIONEER NATURAL RESOURCES CO COMMON 723787107 25523 727153 SH DEFINED 01 727153 0 0 PIONEER SAVINGS BANK FSB COMMON 723876108 0 48127 SH DEFINED 01 48127 0 0 PIONEER SYSTEMS INC COMMON 723886107 0 16500 SH DEFINED 01 16500 0 0 PIPER JAFFRAY COS COMMON 724078100 326 6802 SH DEFINED 01 0 0 6802 PITNEY BOWES INC COMMON 724479100 3253 66627 SH DEFINED 01 0 0 66627 PIXELWORKS INC COMMON 72581M107 1011 89236 SH DEFINED 01 89236 0 0 PIXELWORKS INC COMMON 72581M107 344 30316 SH DEFINED 01 30316 0 0 PIXAR COMMON 725811103 3488 39547 SH DEFINED 01 0 0 39547 ***PLACER DOME INC COMMON 725906101 4186 217069 SH DEFINED 01 0 0 217069 PLAINS EXPLORATION AND COMMON 726505100 1805 69424 SH DEFINED 01 69424 0 0 INC COMMON 726900103 249 22192 SH DEFINED 01 22192 0 0 PLANTRONICS INC NEW COMMON 727493108 1882 45396 SH DEFINED 01 45396 0 0 PLAYBOY ENTERPRISES INC CLASS 728117300 195 15871 SH DEFINED 01 15871 0 0 PLAYTEX PRODUCTS INC COMMON 72813P100 298 37394 SH DEFINED 01 37394 0 0 PLEXUS CORP COMMON 729132100 503 38715 SH DEFINED 01 38715 0 0 PLUG PWR INC COMMON 72919P103 233 33239 SH DEFINED 01 0 0 33239 PLUM CREEK TIMBER CO INC COMMON 729251108 4615 119396 SH DEFINED 01 0 0 119396

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Please Consider the Environment Before Printing This Document PLUMTREE SOFTWARE INC COMMON 72940Q104 113 25000 SH DEFINED 01 0 0 25000 PLUMTREE SOFTWARE INC COMMON 72940Q104 167 37100 SH DEFINED 01 37100 0 0 PLYMOUTH FIVE CENTS SAVINGS COMMON 729513101 0 53933 SH DEFINED 01 53933 0 0 POCON INC-UTAH COMMON 73037P108 0 13271 SH DEFINED 01 13271 0 0 POGO PRODUCING CO COMMON 730448107 3632 73910 SH DEFINED 01 0 0 73910 POLARIS INDUSTRIES INC COMMON 731068102 1267 18635 SH DEFINED 01 18635 0 0 POLIFLY FINANCIAL CORP COMMON 731113106 3 15400 SH DEFINED 01 15400 0 0 POLO RALPH LAUREN CORP-CL A COMMON 731572103 1328 31177 SH DEFINED 01 31177 0 0 POLYCOM INC COMMON 73172K104 2991 128291 SH DEFINED 01 128291 0 0 POLYMEDICA CORP COMMON 731738100 235 6328 SH DEFINED 01 6328 0 0 POLYONE CORP COMMON 73179P106 160 17750 SH DEFINED 01 0 0 17750 POLYONE CORP COMMON 73179P106 626 69179 SH DEFINED 01 69179 0 0 POLYMUSE INC COMMON 731790101 0 115500 SH DEFINED 01 115500 0 0 POPE EVANS & ROBBINS INC COMMON 732852108 16537 125900 SH DEFINED 01 125900 0 0 ***POPULAR INC COMMON 733174106 707 24556 SH DEFINED 01 24556 0 0 PORTAL SOFTWARE INC COMMON 736126301 68 25745 SH DEFINED 01 25745 0 0 PORTFOLIO RECOVERY ASSOCIATES COMMON 73640Q105 206 5014 SH DEFINED 01 5014 0 0 POSSIS MEDICAL INC COMMON 737407106 199 14833 SH DEFINED 01 14833 0 0 POST PROPERTIES INC REIT 737464107 307 8819 SH DEFINED 01 8819 0 0 ***POTASH CORP OF SASKATCHEWAN COMMON 73755L107 2742 33016 SH DEFINED 01 33016 0 0 POTLATCH CORP COMMON 737628107 2328 46036 SH DEFINED 01 46036 0 0 POWER INTEGRATIONS INC COMMON 739276103 399 20179 SH DEFINED 01 20179 0 0 POWER-ONE INC COMMON 739308104 404 45338 SH DEFINED 01 45338 0 0 POWERLINX INC COMMON 73933F105 6 30000 SH DEFINED 01 0 0 30000 POWERWAVE TECHNOLOGIES INC COMMON 739363109 761 89773 SH DEFINED 01 89773 0 0 POZEN INC COMMON 73941U102 90 12393 SH DEFINED 01 12393 0 0 PRAECIS PHARMACEUTICALS INC COMMON 739421105 187 98834 SH DEFINED 01 98834 0 0 PRAXAIR INC COMMON 74005P104 12713 287954 SH DEFINED 01 287954 0 0 PRECISION CASTPARTS CORP COMMON 740189105 3288 50076 SH DEFINED 01 50076 0 0 PREMCOR INC COMMON 74045Q104 1427 33862 SH DEFINED 01 33862 0 0 PRENTISS PROPERTIES TRUST-SBI REIT 740706106 355 9302 SH DEFINED 01 9302 0 0 PRESSTEK INC COMMON 741113104 385 30838 SH DEFINED 01 0 0 30838 PREWAY INC COMMON 741394100 0 17200 SH DEFINED 01 17200 0 0 PRICE T ROWE GROUP INC COMMON 74144T108 3174 51035 SH DEFINED 01 51035 0 0 PRICELINE COM INC COM NEW COMMON 741503403 4872 206537 SH DEFINED 01 206537 0 0 PRIDE INTERNATIONAL INC COMMON 74153Q102 1213 55489 SH DEFINED 01 0 0 55489 PRIMEDIA INC COMMON 74157K101 243 64164 SH DEFINED 01 64164 0 0 PRIMUS TELECOMMUNICATIONS COMMON 741929103 49 15625 SH DEFINED 01 15625 0 0 PRIMUS TELECOMMUNICATIONS CBONDCNV 741929AL7 2161 2388000 SH DEFINED 01 2388000 0 0 PRIMUS TELECOMMUNICATIONS CBONDCNV 741929AN3 1565 2170000 SH DEFINED 01 2170000 0 0 PRINCETON REVIEW INC COMMON 742352107 110 17968 SH DEFINED 01 17968 0 0 PRINCIPAL FINANCIAL GROUP INC COMMON 74251V102 3162 77243 SH DEFINED 01 77243 0 0 PRIORITY HEALTHCARE CORP-CL B COMMON 74264T102 666 30604 SH DEFINED 01 30604 0 0 PROASSURANCE CORP COMMON 74267C106 331 8471 SH DEFINED 01 8471 0 0 PROCTER & GAMBLE CO COMMON 742718109 450 8185 SH DEFINED 01 0 0 8185 PROCTER & GAMBLE CO COMMON 742718109 44332 804876 SH DEFINED 01 804876 0 0 PRIVATEBANCORP INC COMMON 742962103 219 6798 SH DEFINED 01 6798 0 0 PROFIT TECHNOLOGY INC COMMON 743169104 0 62300 SH DEFINED 01 62300 0 0 PROGENITOR INC COMMON 743188104 37 151256 SH DEFINED 01 151256 0 0 PROGRAMMING & SYSTEMS INC COMMON 743209108 0 66718 SH DEFINED 01 66718 0 0 PROGRESS ENERGY INC COMMON 743263105 5662 125163 SH DEFINED 01 125163 0 0 PROGRESS SOFTWARE CORP COMMON 743312100 340 14568 SH DEFINED 01 14568 0 0 PROGRESSIVE CORP-OHIO COMMON 743315103 5228 59302 SH DEFINED 01 0 0 59302 PROLOGIS COMMON 743410102 2616 60383 SH DEFINED 01 60383 0 0 PROTECTIVE LIFE CORP COMMON 743674103 2226 52159 SH DEFINED 01 0 0 52159 PROTECTIVE LIFE CORP COMMON 743674103 1988 46589 SH DEFINED 01 46589 0 0 PROTEIN DESIGN LABS INC COMMON 74369L103 3298 156544 SH DEFINED 01 0 0 156544 PROVIDENT BANCORP INC COMMON 74383A109 338 25693 SH DEFINED 01 25693 0 0 PROVIDENT BANKSHARES CORP COMMON 743859100 449 12369 SH DEFINED 01 12369 0 0 ***PROVIDENT ENERGY TRUST COMMON 74386K104 94 10000 SH DEFINED 01 0 0 10000 PROVIDENT FINANCIAL SERVICES COMMON 74386T105 340 17325 SH DEFINED 01 17325 0 0 PROVINCE HEALTHCARE CO COMMON 743977100 443 19852 SH DEFINED 01 19852 0 0 PROVIDIAN FINANCIAL CORP COMMON 74406A102 9090 543344 SH DEFINED 01 0 0 543344 PROVIDIAN FINL CORP CBONDCNV 74406AAA0 823 825000 SH DEFINED 01 825000 0 0 PROVIDIAN FINL CORP CBONDCNV 74406AAA0 404 405000 SH DEFINED 01 405000 0 0 PROVIDIAN FINANCIAL CORP CBONDCNV 74406AAD4 7806 6505000 SH DEFINED 01 6505000 0 0 PRUDENTIAL FINANCIAL INC COMMON 744320102 249 4545 SH DEFINED 01 0 0 4545 PRUDENTIAL FINANCIAL INC COMMON 744320102 9256 168416 SH DEFINED 01 168416 0 0 PSINET INC COMMON 74437C101 1 514092 SH DEFINED 01 0 0 514092 PSYCHIATRIC SOLUTIONS INC COMMON 74439H108 292 8000 SH DEFINED 01 0 0 8000 PUBLIC SERVICE ENTERPRISE COMMON 744573106 7206 137674 SH DEFINED 01 137674 0 0 PUBLIC STORAGE INC COMMON 74460D109 3090 55438 SH DEFINED 01 55438 0 0 PUGET ENERGY INC COMMON 745310102 677 27440 SH DEFINED 01 27440 0 0 PULITZER INC COMMON 745769109 436 6726 SH DEFINED 01 6726 0 0 PULTE HOMES INC COMMON 745867101 32278 503389 SH DEFINED 01 0 0 503389 PUTNAM PREMIER INCOME TRUST COMMON 746853100 95 14507 SH DEFINED 01 14507 0 0 ***QLT INC COMMON 746927102 1563 97235 SH DEFINED 01 97235 0 0 ***Q ENTERTAINMENT INC COMMON 746937101 1 126800 SH DEFINED 01 126800 0 0 QLOGIC CORP COMMON 747277101 15668 426575 SH DEFINED 01 426575 0 0 QSOUND LABS INC COMMON 74728C307 100 12000 SH DEFINED 01 0 0 12000 QUADREX CORP COMMON 747309102 0 270770 SH DEFINED 01 270770 0 0 QUAKER CITY INDUSTRIES INC COMMON 747334100 0 20000 SH DEFINED 01 20000 0 0 QUALCOMM INC COMMON 747525103 175934 4149400 SH DEFINED 01 0 0 4149400 QUALCOMM INC COMMON 747525103 77350 1824299 SH DEFINED 01 1824299 0 0 QUALITY PRODUCTS INC NEW COMMON 747578409 31 21000 SH DEFINED 01 21000 0 0 QUANTA SERVICES INC COMMON 74762E102 540 67621 SH DEFINED 01 67621 0 0 QUANEX CORP COMMON 747620102 846 12338 SH DEFINED 01 12338 0 0 QUANTUM FUEL SYS TECHNOLOGIES COMMON 74765E109 161 25800 SH DEFINED 01 0 0 25800 QUANTUM CORP CBONDCNV 747906AE5 4248 4324000 SH DEFINED 01 4324000 0 0 QUANTUM CORP DSSG COM COMMON 747906204 52 20000 SH DEFINED 01 0 0 20000 QUANTUM CORP DSSG COM COMMON 747906204 289 110308 SH DEFINED 01 110308 0 0 ***QUESTEC INC COMMON 747936102 0 39007 SH DEFINED 01 39007 0 0 QUEST DIAGNOSTICS INC COMMON 74834L100 8329 87173 SH DEFINED 01 87173 0 0 QUEST SOFTWARE INC COMMON 74834T103 326 20498 SH DEFINED 01 20498 0 0 QUESTAR CORP COMMON 748356102 1553 30488 SH DEFINED 01 30488 0 0

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Please Consider the Environment Before Printing This Document QUICKSILVER RESOURCES INC COMMON 74837R104 1758 42890 SH DEFINED 01 0 0 42890 QUIKSILVER INC COMMON 74838C106 411 13817 SH DEFINED 01 13817 0 0 QUIDEL CORP COMMON 74838J101 91 18000 SH DEFINED 01 0 0 18000 QUIDEL CORP COMMON 74838J101 90 17788 SH DEFINED 01 17788 0 0 QUINTUS CORP COMMON 748798105 5 10000 SH DEFINED 01 10000 0 0 QWEST COMMUNICATIONS COMMON 749121109 1859 416403 SH DEFINED 01 0 0 416403 ***R&G FINANCIAL CORP-CL B COMMON 749136107 460 11851 SH DEFINED 01 11851 0 0 RC2 CORPORATION COMMON 749388104 844 25904 SH DEFINED 01 25904 0 0 R E X PRODUCTIONS INC NEW COMMON 749532206 0 30000 SH DEFINED 01 30000 0 0 R H DONNELLEY CORP (NEW) COMMON 74955W307 950 16091 SH DEFINED 01 16091 0 0 RLI CORP COMMON 749607107 309 7434 SH DEFINED 01 7434 0 0 RLI INC COMMON 74961D103 0 50000 SH DEFINED 01 50000 0 0 RPC INC COMMON 749660106 985 39231 SH DEFINED 01 39231 0 0 RPM INTERNATIONAL INC COMMON 749685103 1720 87506 SH DEFINED 01 87506 0 0 RSA SECURITY INC COMMON 749719100 1359 67780 SH DEFINED 01 67780 0 0 RF MICRO DEVICES INC COMMON 749941100 71 10400 SH DEFINED 01 0 0 10400 RF MICRO DEVICES INC COMMON 749941100 1487 217443 SH DEFINED 01 217443 0 0 RADIAN GROUP INC COMMON 750236101 11842 220888 SH DEFINED 01 0 0 220888 RADIAN GROUP INC CBONDCNV 750236AF8 4178 4117000 SH DEFINED 01 4117000 0 0 RADIO ONE INC COMMON 75040P405 208 12950 SH DEFINED 01 12950 0 0 RADIOSHACK CORP COMMON 750438103 3253 94286 SH DEFINED 01 0 0 94286 RADISYS CORP COMMON 750459109 609 31161 SH DEFINED 01 31161 0 0 RAE SYSTEMS INC COMMON 75061P102 75 10392 SH DEFINED 01 10392 0 0 RAGEN CORP COMMON 750633109 0 21304 SH DEFINED 01 21304 0 0 RAILAMERICA INC COMMON 750753105 468 35907 SH DEFINED 01 35907 0 0 RAMBUS INC COMMON 750917106 4443 193186 SH DEFINED 01 193186 0 0 RALCORP HOLDINGS INC NEW COMMON 751028101 972 21991 SH DEFINED 01 0 0 21991 RANGE RESOURCES CORP COMMON 75281A109 948 46343 SH DEFINED 01 46343 0 0 RARE HOSPITALITY INTERNATIONAL COMMON 753820109 2356 73976 SH DEFINED 01 73976 0 0 RAYMOND JAMES FINANCIAL INC COMMON 754730109 3688 119047 SH DEFINED 01 0 0 119047 RAYMOND JAMES FINANCIAL INC COMMON 754730109 3781 122073 SH DEFINED 01 122073 0 0 RAYONIER INC COMMON 754907103 2716 55544 SH DEFINED 01 55544 0 0 RAYOVAC CORP COMMON 755081106 281 9199 SH DEFINED 01 9199 0 0 RAYTHEON CO COMMON 755111507 462 11900 SH DEFINED 01 0 0 11900 RAYTHEON CO COMMON 755111507 7327 188696 SH DEFINED 01 188696 0 0 READERS DIGEST ASSOCIATION INC CLASS 755267101 657 47258 SH DEFINED 01 47258 0 0 REALNETWORKS INC COMMON 75605L104 93 14120 SH DEFINED 01 0 0 14120 REALNETWORKS INC COMMON 75605L104 344 52079 SH DEFINED 01 52079 0 0 REALTY EQUITIES CORPORATION OF COMMON 756095105 0 36830 SH DEFINED 01 36830 0 0 REALTY INCOME CORP REIT 756109104 1240 24518 SH DEFINED 01 24518 0 0 RECKSON ASSOCIATES REALTY CORP REIT 75621K106 1199 36566 SH DEFINED 01 36566 0 0 RED HAT INC COMMON 756577102 994 74522 SH DEFINED 01 74522 0 0 RED HAT INC CBONDCNV 756577AB8 2752 3000000 SH DEFINED 01 3000000 0 0 REDWOOD TRUST INC REIT 758075402 526 8473 SH DEFINED 01 8473 0 0 REEBOK INTERNATIONAL LTD COMMON 758110100 2538 57694 SH DEFINED 01 57694 0 0 REGAL-BELOIT CORP COMMON 758750103 229 8040 SH DEFINED 01 8040 0 0 REGAL COMMUNICATIONS CORP NEW COMMON 758756308 0 141098 SH DEFINED 01 141098 0 0 REGAL ENTERTAINMENT GROUP COMMON 758766109 343 16539 SH DEFINED 01 16539 0 0 REGENCY CENTERS CORP COMMON 758849103 1020 18419 SH DEFINED 01 18419 0 0 REGENERATION TECH INC DEL COMMON 75886N100 16910 1615085 SH DEFINED 01 1615085 0 0 REGENERON PHARMACEUTICALS INC COMMON 75886F107 286 31088 SH DEFINED 01 31088 0 0 REGENERX BIOPHARMACEUTICALS COMMON 75886X108 88 21800 SH DEFINED 01 21800 0 0 REGENT COMMUNICATIONS INC(DEL) COMMON 758865109 57 10931 SH DEFINED 01 10931 0 0 RELIABLE INDUSTRIES INC COMMON 758911101 0 10000 SH DEFINED 01 10000 0 0 REGIS CORPORATION COMMON 758932107 539 11687 SH DEFINED 01 11687 0 0 REGIONAL BK HOLDRS TR COMMON 75902E100 306282 2157677 SH DEFINED 01 2157677 0 0 REGIONS FINANCIAL CORP COMMON 7591EP100 10524 295714 SH DEFINED 01 295714 0 0 REHABCARE GROUP INC COMMON 759148109 360 12889 SH DEFINED 01 12889 0 0 REINSURANCE GROUP OF AMERICA COMMON 759351109 19873 410189 SH DEFINED 01 410189 0 0 RELIANCE STEEL & ALUMINUM CO COMMON 759509102 361 9291 SH DEFINED 01 9291 0 0 RELIANT ENERGY INC COMMON 75952B105 3725 272909 SH DEFINED 01 272909 0 0 REMEC INC COMMON 759543101 88 12276 SH DEFINED 01 12276 0 0 RENAL CARE GROUP INC COMMON 759930100 714 19848 SH DEFINED 01 19848 0 0 RENT A CENTER INC-NEW COMMON 76009N100 2608 98375 SH DEFINED 01 0 0 98375 RENT WAY INC COMMON 76009U104 128 16053 SH DEFINED 01 16053 0 0 REPUBLIC BANCORP INC-MICH COMMON 760282103 277 18173 SH DEFINED 01 18173 0 0 REPUBLIC SERVICES INC COMMON 760759100 3433 102362 SH DEFINED 01 0 0 102362 REPUBLIC SERVICES INC COMMON 760759100 2599 77503 SH DEFINED 01 77503 0 0 ***ARENAGOLD RESOURCES INC COMMON 760974105 2 33072 SH DEFINED 01 33072 0 0 ***RESEARCH IN MOTION LTD COMMON 760975102 19548 236928 SH DEFINED 01 0 0 236928 RESOURCE AMERICA INC-CL A COMMON 761195205 294 9061 SH DEFINED 01 9061 0 0 RESOURCES CONNECTION INC COMMON 76122Q105 488 9000 SH DEFINED 01 0 0 9000 RESOURCES CONNECTION INC COMMON 76122Q105 1798 33120 SH DEFINED 01 33120 0 0 RESPIRONICS INC COMMON 761230101 1289 23714 SH DEFINED 01 23714 0 0 RETAIL HOLDRS TR COMMON 76127U101 311540 3159320 SH DEFINED 01 3159320 0 0 RETEK INC COMMON 76128Q109 156 25511 SH DEFINED 01 25511 0 0 REVLON INC-CL A CLASS 761525500 370 161146 SH DEFINED 01 161146 0 0 REWARDS NETWORK INC COMMON 761557107 158 22665 SH DEFINED 01 22665 0 0 REYNOLDS & REYNOLDS CO-CL A COMMON 761695105 552 20837 SH DEFINED 01 20837 0 0 REYNOLDS AMERICAN INC COMMON 761713106 3504 44584 SH DEFINED 01 44584 0 0 REXON INC COMMON 761901107 35 230239 SH DEFINED 01 230239 0 0 ***RHODIA ADR 762397107 304 112597 SH DEFINED 01 112597 0 0 RHYTHMS NETCONNECTIONS INC COMMON 762430205 0 61800 SH DEFINED 01 61800 0 0 RIGGS NATIONAL CORP COMMON 766570105 239 11277 SH DEFINED 01 11277 0 0 ***RIO TINTO PLC ADR 767204100 1230 10325 SH DEFINED 01 0 0 10325 ***RIO TINTO PLC ADR 767204100 2953 24778 SH DEFINED 01 24778 0 0 RITE AID CORP COMMON 767754104 760 206704 SH DEFINED 01 0 0 206704 RIVERSTONE NETWORKS INC COMMON 769320102 23 18981 SH DEFINED 01 0 0 18981 ROBBINS & MYERS INC COMMON 770196103 213 8947 SH DEFINED 01 8947 0 0 ROBERT HALF INTERNATIONAL INC COMMON 770323103 2820 95845 SH DEFINED 01 95845 0 0 ROCK-TENN CO-CL A CLASS 772739207 253 16695 SH DEFINED 01 16695 0 0 ROCKWELL AUTOMATION INC COMMON 773903109 2462 49707 SH DEFINED 01 49707 0 0 ROCKWELL COLLINS INC COMMON 774341101 3051 77377 SH DEFINED 01 77377 0 0 ***RODDY RESOURCES INC COMMON 774852107 0 25000 SH DEFINED 01 25000 0 0 ROFIN SINAR TECHNOLOGIES INC COMMON 775043102 538 12689 SH DEFINED 01 12689 0 0

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Please Consider the Environment Before Printing This Document ROGERS CORP COMMON 775133101 491 11402 SH DEFINED 01 11402 0 0 ROHM & HAAS CO COMMON 775371107 3056 69094 SH DEFINED 01 69094 0 0 ROLLINS INC COMMON 775711104 833 31686 SH DEFINED 01 31686 0 0 ROSS STORES INC COMMON 778296103 4648 161012 SH DEFINED 01 161012 0 0 ROWAN COMPANIES INC COMMON 779382100 93820 3622417 SH DEFINED 01 3622417 0 0 ***ROYAL BK SCOTLAND GROUP PLC PREFERED 780097796 262 10000 SH DEFINED 01 0 0 10000 ***ROYAL BK SCOTLAND GROUP PLC PREFERED 780097796 1542 58800 SH DEFINED 01 58800 0 0 ***ROYAL BANK OF SCOTLAND GRP PREFERED 780097804 273 10000 SH DEFINED 01 0 0 10000 ***ROYAL BK SCOTLAND GRP PLC PREFERED 780097820 392 14351 SH DEFINED 01 0 0 14351 ***ROYAL BANK SCOTLAND GRP PREFERED 780097879 1536 60000 SH DEFINED 01 0 0 60000 ***ROYAL BK SCOTLAND GROUP PLC ADR 780097788 956 38000 SH DEFINED 01 0 0 38000 ***ROYAL BK OF SCOTLND GRP PLC ADR 780097853 427 13900 SH DEFINED 01 13900 0 0 ROYAL CARIBEAN CRUISES LTD CBONDCNV 780153AK8 753 1230000 SH DEFINED 01 1230000 0 0 ***ROYAL DUTCH PETROLEUM CO ADR 780257804 489 8530 SH DEFINED 01 0 0 8530 ***ROYAL DUTCH PETROLEUM CO ADR 780257804 5553 96788 SH DEFINED 01 96788 0 0 ROYAL GOLD INC COMMON 780287108 468 25693 SH DEFINED 01 25693 0 0 ROYAL PALM SAVINGS BANK COMMON 780907101 0 20000 SH DEFINED 01 20000 0 0 ***ROYCEFIELD RESOURCES LTD COMMON 780914107 0 20000 SH DEFINED 01 20000 0 0 RUBY TUESDAY INC COMMON 781182100 2685 102260 SH DEFINED 01 0 0 102260 RUDDICK CORP COMMON 781258108 685 31619 SH DEFINED 01 31619 0 0 RUSSELL CORP COMMON 782352108 335 17235 SH DEFINED 01 17235 0 0 RYANS RESTAURANT GROUP INC COMMON 783520109 447 29047 SH DEFINED 01 29047 0 0 RYDER SYSTEM INC COMMON 783549108 691 14476 SH DEFINED 01 14476 0 0 RYLAND GROUP INC COMMON 783764103 7774 135113 SH DEFINED 01 135113 0 0 S & T BANCORP INC COMMON 783859101 226 6015 SH DEFINED 01 6015 0 0 SBC COMMUNICATIONS INC COMMON 78387G103 1433 55635 SH DEFINED 01 0 0 55635 SBC COMMUNICATIONS INC COMMON 78387G103 37266 1446118 SH DEFINED 01 1446118 0 0 SBT CORP COMMON 783877103 0 16727 SH DEFINED 01 16727 0 0 SBA COMMUNICATIONS CORP COMMON 78388J106 190 20491 SH DEFINED 01 20491 0 0 SCI SYSTEMS INC CBONDCNV 783890AF3 294 305000 SH DEFINED 01 305000 0 0 SA TELECOMMUNICATIONS INC COMMON 783942105 0 13500 SH DEFINED 01 13500 0 0 SCP POOL CORP COMMON 784028102 597 18722 SH DEFINED 01 18722 0 0 SEI INVESTMENTS CO COMMON 784117103 2033 48504 SH DEFINED 01 48504 0 0 SEMCO ENERGY INC COMMON 78412D109 4005 750000 SH DEFINED 01 750000 0 0 SFBC INTL INC COMMON 784121105 340 8319 SH DEFINED 01 8319 0 0 SFE TECHNOLOGIES COMMON 784125106 0 348935 SH DEFINED 01 348935 0 0 ***SK TELECOM CO LTD ADR 78440P108 897 40325 SH DEFINED 01 40325 0 0 SL GREEN REALTY CORP COMMON 78440X101 2814 46489 SH DEFINED 01 0 0 46489 SL GREEN REALTY CORP COMMON 78440X101 5989 98914 SH DEFINED 01 98914 0 0 SLM CORPORATION COMMON 78442P106 15786 295683 SH DEFINED 01 295683 0 0 STANDARD & POORS DEPOSITARY COMMON 78462F103 37184 307644 SH DEFINED 01 0 0 307644 STANDARD & POORS DEPOSITARY COMMON 78462F103 210900 1744853 SH DEFINED 01 1744853 0 0 SPSS INC COMMON 78462K102 166 10659 SH DEFINED 01 10659 0 0 S1 CORP COMMON 78463B101 143 15839 SH DEFINED 01 15839 0 0 SPX CORP COMMON 784635104 1545 38570 SH DEFINED 01 0 0 38570 SWLG CORP COMMON 785020108 0 10000 SH DEFINED 01 10000 0 0 SABRE HOLDINGS CORP CL A COMMON 785905100 714 32244 SH DEFINED 01 32244 0 0 SAFECO CORP COMMON 786429100 3576 68469 SH DEFINED 01 68469 0 0 SAFEGUARD SCIENTIFICS INC COMMON 786449108 168 79316 SH DEFINED 01 79316 0 0 SAFEWAY INC COMMON 786514208 1773 88212 SH DEFINED 01 0 0 88212 ST JOE CO COMMON 790148100 7792 121382 SH DEFINED 01 121382 0 0 ST JUDE MEDICAL INC COMMON 790849103 6569 156666 SH DEFINED 01 156666 0 0 ST MARY LAND & EXPLORATION CO COMMON 792228108 1038 24879 SH DEFINED 01 24879 0 0 ST PAUL TRAVELERS COMPANIES COMMON 792860108 10753 289827 SH DEFINED 01 0 0 289827 SAKS INC COMMON 79377W108 885 57047 SH DEFINED 01 0 0 57047 SALEM COMMUNICATIONS CORP DEL COMMON 794093104 223 8968 SH DEFINED 01 8968 0 0 SALESFORCE.COM INC COMMON 79466L302 512 30226 SH DEFINED 01 30226 0 0 SALIX PHARMACEUTICALS LTD COMMON 795435106 332 18885 SH DEFINED 01 18885 0 0 SANDERSON FARMS INC COMMON 800013104 804 18583 SH DEFINED 01 18583 0 0 ***SANDISK CORP COMMON 80004C101 14652 586787 SH DEFINED 01 586787 0 0 JOHN B SANFILIPPO & SON INC COMMON 800422107 232 9022 SH DEFINED 01 9022 0 0 SANMINA-SCI CORP COMMON 800907107 2434 287427 SH DEFINED 01 0 0 287427 SANMINA-SCI CORP COMMON 800907107 8462 999102 SH DEFINED 01 999102 0 0 SANI-TECH INDUSTRIES INC COMMON 801017104 0 20000 SH DEFINED 01 20000 0 0 SANSKI ENTERPRISES INC. COMMON 801052101 0 80000 SH DEFINED 01 80000 0 0 SANTARUS INC COMMON 802817304 109 12036 SH DEFINED 01 12036 0 0 ***SAP AKTIENGESELLSCHAFT ADR 803054204 831 18800 SH DEFINED 01 18800 0 0 SAPIENT CORP COMMON 803062108 139 17573 SH DEFINED 01 17573 0 0 ***SAPPI LTD ADR 803069202 1975 128446 SH DEFINED 01 0 0 128446 SARA LEE CORP COMMON 803111103 5401 223740 SH DEFINED 01 223740 0 0 SAVIENT PHARMACEUTICALS COMMON 80517Q100 46 17166 SH DEFINED 01 17166 0 0 SAXON CAPITAL INC COMMON 80556T106 456 19040 SH DEFINED 01 19040 0 0 SCANA CORPORATION NEW COMMON 80589M102 1227 31146 SH DEFINED 01 31146 0 0 SCANSOFT INC COMMON 80603P107 274 64662 SH DEFINED 01 0 0 64662 SCHAWK INC-CL A CLASS 806373106 220 12149 SH DEFINED 01 12149 0 0 HENRY SCHEIN INC COMMON 806407102 1263 18137 SH DEFINED 01 18137 0 0 SCHERING PLOUGH CORP COMMON 806605101 1761 84352 SH DEFINED 01 0 0 84352 SCHERING PLOUGH CORP COMMON 806605101 8990 430568 SH DEFINED 01 430568 0 0 ***SCHLUMBERGER LTD COMMON 806857108 12790 188771 SH DEFINED 01 0 0 188771 SCHLUMBERGER LTD CBONDCNV 806857AC2 935 854000 SH DEFINED 01 854000 0 0 SCHLUMBERGER LTD CBONDCNV 806857AD0 4438 4110000 SH DEFINED 01 4110000 0 0 SCHNITZER STEEL INDUSTRIES INC CLASS 806882106 770 22694 SH DEFINED 01 22694 0 0 SCHOLASTIC CORP COMMON 807066105 2943 79633 SH DEFINED 01 0 0 79633 SCHOLASTIC CORP COMMON 807066105 1506 40753 SH DEFINED 01 40753 0 0 SCHOOL SPECIALTY INC COMMON 807863105 1077 27945 SH DEFINED 01 0 0 27945 SCHOOL SPECIALTY INC COMMON 807863105 1207 31314 SH DEFINED 01 31314 0 0 A SCHULMAN INC COMMON 808194104 212 9931 SH DEFINED 01 9931 0 0 CHARLES SCHWAB CORP NEW COMMON 808513105 7423 620729 SH DEFINED 01 620729 0 0 SCHWEITZER MAUDUIT INTL INC COMMON 808541106 322 9505 SH DEFINED 01 9505 0 0 SCICLONE PHARMACEUTICALS INC COMMON 80862K104 118 31960 SH DEFINED 01 31960 0 0 SCIENTIFIC ATLANTA INC COMMON 808655104 3985 118729 SH DEFINED 01 0 0 118729 SCIENTIFIC GAMES CORP COMMON 80874P109 1166 48910 SH DEFINED 01 48910 0 0 SCION PHARMACEUTICALS INC COMMON 808990212 0 1873248 SH DEFINED 01 1873248 0 0 ***SCOTTISH POWER PLC ADR 81013T705 251 7670 SH DEFINED 01 0 0 7670 SCOTTS CO-CL A CLASS 810186106 3060 41634 SH DEFINED 01 0 0 41634

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Please Consider the Environment Before Printing This Document SCOTTS CO-CL A CLASS 810186106 1655 22511 SH DEFINED 01 22511 0 0 SCRIPTEL HOLDING INC COMMON 811075100 0 10000 SH DEFINED 01 10000 0 0 SEACHANGE INTERNATIONAL INC COMMON 811699107 980 56203 SH DEFINED 01 56203 0 0 SEAGATE TECHNOLOGY INC COMMON 811804988 70 708210 SH DEFINED 01 708210 0 0 SEACOR HOLDINGS INC COMMON 811904101 1443 25237 SH DEFINED 01 0 0 25237 SEALED AIR CORP NEW COMMON 81211K100 1242 23318 SH DEFINED 01 23318 0 0 SEARS ROEBUCK & CO COMMON 812387108 15498 303721 SH DEFINED 01 303721 0 0 SEATTLE GENETICS INC COMMON 812578102 170 26178 SH DEFINED 01 26178 0 0 SECOND NATIONAL BANCORPORATION COMMON 813192101 0 151645 SH DEFINED 01 151645 0 0 SELECT SECTOR SPDR FUND COMMON 81369Y100 9182 308538 SH DEFINED 01 308538 0 0 SELECT SECTOR SPDR FUND COMMON 81369Y209 249 8266 SH DEFINED 01 0 0 8266 SELECT SECTOR SPDR FUND COMMON 81369Y209 22900 758537 SH DEFINED 01 758537 0 0 SECTOR SPDR TRUST COMMON 81369Y308 251 10889 SH DEFINED 01 0 0 10889 SECTOR SPDR TRUST COMMON 81369Y308 5242 227132 SH DEFINED 01 227132 0 0 SELECT SECTOR SPDR FUND COMMON 81369Y407 774 21937 SH DEFINED 01 0 0 21937 SELECT SECTOR SPDR FUND COMMON 81369Y407 14317 405709 SH DEFINED 01 405709 0 0 SECTOR SPDR TRUST COMMON 81369Y506 120403 3326069 SH DEFINED 01 3326069 0 0 SECTOR SPDR TRUST COMMON 81369Y605 365 11982 SH DEFINED 01 0 0 11982 SECTOR SPDR TRUST COMMON 81369Y605 170555 5586500 SH DEFINED 01 5586500 0 0 SECTOR SPDR TRUST COMMON 81369Y704 7208 230405 SH DEFINED 01 0 0 230405 SECTOR SPDR TRUST COMMON 81369Y803 745 35300 SH DEFINED 01 0 0 35300 SECTOR SPDR TRUST COMMON 81369Y803 15389 729030 SH DEFINED 01 729030 0 0 SELECT SECTOR SPDR AMEX COMMON 81369Y886 14081 505612 SH DEFINED 01 505612 0 0 SECURE COMPUTING CORP COMMON 813705100 282 28321 SH DEFINED 01 28321 0 0 SEITEL INC COMMON 816074405 76 62223 SH DEFINED 01 62223 0 0 SELECT COMFORT CORP COMMON 81616X103 310 17287 SH DEFINED 01 17287 0 0 SELECT MED CORP COMMON 816196109 6956 393900 SH DEFINED 01 0 0 393900 SELECTIVE INSURANCE GROUP INC COMMON 816300107 1077 24359 SH DEFINED 01 24359 0 0 ***SEMICONDUCTOR MFG INTL CORP ADR 81663N206 2041 189600 SH DEFINED 01 189600 0 0 SEMICONDUCTOR HOLDRS TR COMMON 816636203 1247 37400 SH DEFINED 01 0 0 37400 SEMICONDUCTOR HOLDRS TR COMMON 816636203 65782 1971910 SH DEFINED 01 1971910 0 0 SEMTECH CORP COMMON 816850101 3478 159047 SH DEFINED 01 159047 0 0 SEMPRA ENERGY COMMON 816851109 2589 70597 SH DEFINED 01 70597 0 0 SEMPRA ENERGY COMMON 816851208 298 9600 SH DEFINED 01 9600 0 0 SEMITOOL INC COMMON 816909105 109 11826 SH DEFINED 01 11826 0 0 ***SENNEN RESOURCES LTD COMMON 816921100 7 15000 SH DEFINED 01 15000 0 0 SENIOR HSG PPTYS TR COMMON 81721M109 588 31023 SH DEFINED 01 0 0 31023 SENOMYX INC. COMMON 81724Q107 722 87173 SH DEFINED 01 87173 0 0 SENSIENT TECHNOLOGIES CORP COMMON 81725T100 640 26692 SH DEFINED 01 26692 0 0 SEPRACOR INC COMMON 817315104 3311 55773 SH DEFINED 01 55773 0 0 SEQUA CORP-CL A CLASS 817320104 307 5035 SH DEFINED 01 5035 0 0 SEQUENOM INC COMMON 817337108 19 13715 SH DEFINED 01 13715 0 0 SERAC HOLDINGS INC COMMON 81747S106 0 10000 SH DEFINED 01 10000 0 0 SERENA SOFTWARE INC COMMON 817492101 202 9352 SH DEFINED 01 9352 0 0 SEROLOGICALS CORP COMMON 817523103 2881 130254 SH DEFINED 01 0 0 130254 SEROLOGICALS CORP COMMON 817523103 1009 45636 SH DEFINED 01 45636 0 0 SERVICE CORP INTERNATIONAL COMMON 817565104 1320 177202 SH DEFINED 01 0 0 177202 7-ELEVEN INC COMMON 817826209 506 21146 SH DEFINED 01 21146 0 0 SHAMAN PHARMACEUTICALS INC COMMON 819319500 0 12002 SH DEFINED 01 12002 0 0 SHAW GROUP INC COMMON 820280105 515 28884 SH DEFINED 01 28884 0 0 ***SHELL TRANSPORT & TRADING ADR 822703609 426 7003 SH DEFINED 01 0 0 7003 SHERWIN WILLIAMS CO COMMON 824348106 1463 32781 SH DEFINED 01 32781 0 0 ***SHIRE PHARMACEUTICALS GROUP ADR 82481R106 456 14298 SH DEFINED 01 14298 0 0 SHUFFLE MASTER INC COMMON 825549108 1082 22984 SH DEFINED 01 22984 0 0 SIEBEL SYSTEMS INC COMMON 826170102 5324 507082 SH DEFINED 01 507082 0 0 ***SIEMENS A G ADR 826197501 1067 12613 SH DEFINED 01 12613 0 0 SIERRA HEALTH SERVICES INC COMMON 826322109 3411 61907 SH DEFINED 01 61907 0 0 SIERRA PACIFIC RESOURCES NEW COMMON 826428104 629 59981 SH DEFINED 01 59981 0 0 SIERRA PACIFIC RESOURCES CBONDCNV 826428AF1 7466 3000000 SH DEFINED 01 3000000 0 0 SIGMA-ALDRICH CORP COMMON 826552101 3694 61104 SH DEFINED 01 61104 0 0 SIGMATEL INC COMMON 82661W107 459 12946 SH DEFINED 01 12946 0 0 SILICON LABORATORIES INC COMMON 826919102 1137 32212 SH DEFINED 01 32212 0 0 SILGAN HOLDINGS INC COMMON 827048109 1189 19506 SH DEFINED 01 19506 0 0 SILICON IMAGE INC COMMON 82705T102 510 31019 SH DEFINED 01 31019 0 0 INC COMMON 827056102 122 70631 SH DEFINED 01 70631 0 0 SILICON STORAGE TECHNOLOGY INC COMMON 827057100 466 78323 SH DEFINED 01 78323 0 0 SILICON VALLEY BANCSHARES COMMON 827064106 9629 214842 SH DEFINED 01 214842 0 0 SILICONIX INC NEW COMMON 827079203 348 9560 SH DEFINED 01 9560 0 0 ***SILICONWARE PRECISION INDS ADR 827084864 205 50000 SH DEFINED 01 50000 0 0 ***SILVER PEAK RESOURCES LTD COMMON 827905100 0 13998 SH DEFINED 01 13998 0 0 SIMON PROPERTY GROUP INC 6% PREFERED 828806802 16433 277493 SH DEFINED 01 277493 0 0 SIMON PROPERTY GROUP INC REIT 828806109 5606 86695 SH DEFINED 01 86695 0 0 SIMPLETECH INC COMMON 828823104 105 18854 SH DEFINED 01 0 0 18854 SIMPSON MANUFACTURING CO INC COMMON 829073105 477 13671 SH DEFINED 01 13671 0 0 SINCLAIR BROADCAST GROUP INC COMMON 829226109 811 88144 SH DEFINED 01 0 0 88144 SINCLAIR BROADCAST GROUP INC COMMON 829226109 457 49724 SH DEFINED 01 49724 0 0 SIRENZA MICRODEVICES INC COMMON 82966T106 113 17300 SH DEFINED 01 17300 0 0 SIRIUS SATELLITE RADIO INC COMMON 82966U103 9746 1269041 SH DEFINED 01 0 0 1269041 SIRIUS SATELLITE RADIO INC CBONDCNV 82966UAC7 3990 2121000 SH DEFINED 01 2121000 0 0 SIRIUS SATELLITE RADIO INC CBONDCNV 82966UAD5 12287 7175000 SH DEFINED 01 7175000 0 0 ***SIRIT INC COMMON 82967G103 12 10000 SH DEFINED 01 10000 0 0 SIRVA INC COMMON 82967Y104 250 13034 SH DEFINED 01 13034 0 0 SITEL CORP COMMON 82980K107 47 19477 SH DEFINED 01 19477 0 0 SIPEX CORP COMMON 829909100 66 14201 SH DEFINED 01 14201 0 0 SIX FLAGS INC COMMON 83001P109 252 47000 SH DEFINED 01 0 0 47000 SIX FLAGS INC COMMON 83001P109 266 49696 SH DEFINED 01 49696 0 0 SIX FLAGS INC CBONDCNV 83001PAJ8 8240 7325000 SH DEFINED 01 7325000 0 0 SIZELER PROPERTY INVESTORS INC REIT 830137105 355 30200 SH DEFINED 01 30200 0 0 SKOLNIKS INC NEW COMMON 830798401 0 32209 SH DEFINED 01 32209 0 0 SKY FINANCIAL GROUP INC COMMON 83080P103 602 21023 SH DEFINED 01 21023 0 0 SKYWEST INC COMMON 830879102 1386 69130 SH DEFINED 01 69130 0 0 SKYWORKS SOLUTIONS INC COMMON 83088M102 853 90500 SH DEFINED 01 90500 0 0 SKYWORKS SOLUTIONS INC COMMON 83088M102 1108 114944 SH DEFINED 01 0 0 114944 ***SKILLSOFT PLC ADR 830928107 81 14491 SH DEFINED 01 14491 0 0 SMARTDISK CORPORATION COMMON 83169Q105 37 205700 SH DEFINED 01 205700 0 0

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Please Consider the Environment Before Printing This Document ***SMITH & NEPHEW P L C ADR 83175M205 277 5360 SH DEFINED 01 5360 0 0 SMITH CORONA CORP COMMON 831858105 1 12300 SH DEFINED 01 12300 0 0 A O SMITH CORP COMMON 831865209 497 16621 SH DEFINED 01 16621 0 0 SMITH INTERNATIONAL INC COMMON 832110100 4864 88154 SH DEFINED 01 0 0 88154 SMITHFIELD FOODS INC COMMON 832248108 1324 44758 SH DEFINED 01 44758 0 0 SMUCKER J M COMPANY COMMON 832696405 2071 43991 SH DEFINED 01 0 0 43991 SMURFIT-STONE CONTAINER CORP COMMON 832727101 3594 191563 SH DEFINED 01 0 0 191563 SNAP-ON INC COMMON 833034101 3116 90688 SH DEFINED 01 0 0 90688 SNAP-ON INC COMMON 833034101 876 25521 SH DEFINED 01 25521 0 0 SOFTBRANDS INC COMMON 83402A107 31 14211 SH DEFINED 01 14211 0 0 SOFTWARE HOLDRS TRUST COMMON 83404B103 22906 568671 SH DEFINED 01 568671 0 0 SOHU.COM INC COMMON 83408W103 929 52488 SH DEFINED 01 52488 0 0 SOLA INTERNATIONAL INC COMMON 834092108 374 13596 SH DEFINED 01 13596 0 0 SOLAR FINANCIAL SERVICES INC COMMON 83414F201 0 47800 SH DEFINED 01 47800 0 0 SOLECTRON CORP COMMON 834182107 53 10000 SH DEFINED 01 0 0 10000 SOLECTRON CORP COMMON 834182107 2964 556275 SH DEFINED 01 556275 0 0 SOLECTRON CORP CBONDCNV 834182AS6 1755 2000000 SH DEFINED 01 2000000 0 0 SOLO SERVE CORP NEW COMMON 834263204 0 46030 SH DEFINED 01 46030 0 0 ***SOLOMON RESOURCES LTD COMMON 83427D102 2 15000 SH DEFINED 01 15000 0 0 SONIC AUTOMOTIVE INC-CL A CLASS 83545G102 7001 282300 SH DEFINED 01 282300 0 0 SONIC CORP COMMON 835451105 2531 83002 SH DEFINED 01 0 0 83002 SONIC CORP COMMON 835451105 1078 35357 SH DEFINED 01 35357 0 0 SONIC SOLUTIONS COMMON 835460106 1207 53806 SH DEFINED 01 53806 0 0 SONICWALL INC COMMON 835470105 262 41573 SH DEFINED 01 41573 0 0 SONOCO PRODUCTS CO COMMON 835495102 1413 47662 SH DEFINED 01 47662 0 0 SONTRA MEDICAL CORPORATION COMMON 83568W109 28 13300 SH DEFINED 01 13300 0 0 ***SONY CORP-ADR NEW ADR 835699307 2386 60747 SH DEFINED 01 0 0 60747 SOTHEBYS HOLDINGS INC-CL A CLASS 835898107 786 42395 SH DEFINED 01 0 0 42395 SONUS NETWORKS INC COMMON 835916107 1719 299055 SH DEFINED 01 0 0 299055 SOURCE INTERLINK COMPANIES INC COMMON 836151209 277 20866 SH DEFINED 01 20866 0 0 SOURCE MEDIA INC NEW COMMON 836153304 0 20000 SH DEFINED 01 20000 0 0 SOUTH FINL GROUP INC COMMON 837841105 734 22593 SH DEFINED 01 22593 0 0 SOUTHERN CO COMMON 842587107 14661 437398 SH DEFINED 01 437398 0 0 SOUTHERN PERU COPPER CORP COMMON 843611104 1684 34073 SH DEFINED 01 0 0 34073 SOUTHERN UNION CO NEW COMMON 844030106 2620 109292 SH DEFINED 01 109292 0 0 SOUTHMARK CORP NEW COMMON 844544809 0 40274 SH DEFINED 01 0 0 40274 SOUTHWEST AIRLINES CO COMMON 844741108 5232 315852 SH DEFINED 01 0 0 315852 SOUTHWEST BANCORPORATION OF COMMON 84476R109 1115 47913 SH DEFINED 01 47913 0 0 SOUTHWEST GAS CORP COMMON 844895102 342 13484 SH DEFINED 01 13484 0 0 SOUTHWESTERN ENERGY CO COMMON 845467109 1179 23275 SH DEFINED 01 23275 0 0 SOVEREIGN BANCORP INC COMMON 845905108 2581 110491 SH DEFINED 01 0 0 110491 SOVRAN SELF STORAGE INC REIT 84610H108 301 7149 SH DEFINED 01 7149 0 0 SPANISH BROADCASTING SYSTEM COMMON 846425882 1098 100016 SH DEFINED 01 0 0 100016 SPARTECH CORP NEW COMMON 847220209 280 10346 SH DEFINED 01 10346 0 0 SPECTRALINK CORP COMMON 847580107 158 11143 SH DEFINED 01 11143 0 0 SPECTRASITE INC COMMON 84761M104 354 4119 SH DEFINED 01 0 0 4119 SPHERION CORP COMMON 848420105 527 62765 SH DEFINED 01 62765 0 0 SPINNAKER EXPL CO COMMON 84855W109 347 9911 SH DEFINED 01 9911 0 0 SPIRIT FINANCE CORPORATION COMMON 848568200 0 10000 SH DEFINED 01 10000 0 0 SPORT OF KINGS INC COMMON 848917100 0 140090 SH DEFINED 01 140090 0 0 SPORTS AUTHORITY INC COMMON 84917U109 610 23724 SH DEFINED 01 23724 0 0 SPORTSTOWN INC COMMON 849198106 17 110705 SH DEFINED 01 110705 0 0 SPRINT CORP COMMON 852061100 59461 2387900 SH DEFINED 01 0 0 2387900 STAGE STORES INC COMMON 85254C305 787 18889 SH DEFINED 01 0 0 18889 STANCORP FINL GROUP INC COMMON 852891100 1011 12258 SH DEFINED 01 12258 0 0 STANDARD FEDERAL SAVINGS & COMMON 853390102 0 95450 SH DEFINED 01 95450 0 0 STANDARD MICROSYSTEMS CORP COMMON 853626109 320 17977 SH DEFINED 01 17977 0 0 STANDARD PACIFIC CORP NEW COMMON 85375C101 4687 73090 SH DEFINED 01 0 0 73090 STANDARD PACIFIC CORP NEW COMMON 85375C101 1537 23973 SH DEFINED 01 23973 0 0 STANLEY FURNITURE CO INC NEW COMMON 854305208 243 5407 SH DEFINED 01 5407 0 0 STANLEY WORKS COMMON 854616109 1323 27021 SH DEFINED 01 27021 0 0 STAPLES INC COMMON 855030102 13907 412569 SH DEFINED 01 412569 0 0 STAR WORLD PRODUCTIONS INC COMMON 855196101 0 235000 SH DEFINED 01 235000 0 0 STARBUCKS CORP COMMON 855244109 29755 475909 SH DEFINED 01 0 0 475909 STARS TO GO INC COMMON 855682100 10 107087 SH DEFINED 01 107087 0 0 STARTEK INC COMMON 85569C107 326 11473 SH DEFINED 01 11473 0 0 STARWOOD HOTELS & RESORTS REIT 85590A203 15881 271948 SH DEFINED 01 271948 0 0 STATE STREET CORP COMMON 857477103 12997 264617 SH DEFINED 01 264617 0 0 STATE STREET CORPORATION COMMON 857477202 2016 9000 SH DEFINED 01 9000 0 0 STATEWIDE BANCORP-N.J. COMMON 857658108 0 129772 SH DEFINED 01 129772 0 0 STATION CASINOS INC COMMON 857689103 770 14100 SH DEFINED 01 0 0 14100 STATION CASINOS INC COMMON 857689103 873 15967 SH DEFINED 01 15967 0 0 STATORDYNE CORP COMMON 85771N107 5 21360 SH DEFINED 01 21360 0 0 STEAK N SHAKE CO COMMON 857873103 515 25688 SH DEFINED 01 25688 0 0 STEEL DYNAMICS INC COMMON 858119100 876 23149 SH DEFINED 01 23149 0 0 STEELCASE INC-MICH CL A COMMON 858155203 641 46342 SH DEFINED 01 46342 0 0 STEIN MART INC COMMON 858375108 2284 133890 SH DEFINED 01 0 0 133890 STEIN MART INC COMMON 858375108 1118 65550 SH DEFINED 01 65550 0 0 ***STELCO INC CLASS A CLASS 858525108 1772 1000000 SH DEFINED 01 1000000 0 0 STERLING BANCSHARES INC COMMON 858907108 218 15338 SH DEFINED 01 15338 0 0 STERICYCLE INC COMMON 858912108 1421 30934 SH DEFINED 01 30934 0 0 STERIS CORP COMMON 859152100 1066 44945 SH DEFINED 01 44945 0 0 STERLING BANCORP-N.Y. COMMON 859158107 263 9336 SH DEFINED 01 9336 0 0 STERLING FINANCIAL CORP-WASH COMMON 859319105 418 10648 SH DEFINED 01 10648 0 0 STEWART & STEVENSON SERVICES COMMON 860342104 282 13340 SH DEFINED 01 0 0 13340 STEWART ENTERPRISES INC-CL A CLASS 860370105 185 26474 SH DEFINED 01 26474 0 0 STEWART INFORMATION SERVICES COMMON 860372101 225 5418 SH DEFINED 01 5418 0 0 STILLWATER MINING CO COMMON 86074Q102 338 29063 SH DEFINED 01 0 0 29063 STONE & WEBSTER INC COMMON 861ESC994 0 757200 SH DEFINED 01 757200 0 0 ***STMICROELECTRONICS N V ADR 861012102 8345 431986 SH DEFINED 01 431986 0 0 STOCKERYALE INC COMMON 86126T203 13 10400 SH DEFINED 01 10400 0 0 STONE ENERGY CORP COMMON 861642106 675 14991 SH DEFINED 01 14991 0 0 STORAGENETWORKS INC COMMON 86211E103 39 15900 SH DEFINED 01 0 0 15900 STORAGE TECHNOLOGY CORP NEW COMMON 862111200 1338 42332 SH DEFINED 01 42332 0 0 STOTLER GROUP INC COMMON 862280104 0 39165 SH DEFINED 01 39165 0 0

Copyright © 2012 www.secdatabase.com. All Rights Reserved. Please Consider the Environment Before Printing This Document STRATEX NETWORKS INC COMMON 86279T109 71 31817 SH DEFINED 01 31817 0 0 STRAYER EDUCATION INC COMMON 863236105 2193 19975 SH DEFINED 01 19975 0 0 STREETTRACKS SER TR COMMON 86330E604 5308 28300 SH DEFINED 01 28300 0 0 STREETTRACKS SER TR COMMON 86330E703 900 17790 SH DEFINED 01 17790 0 0 STREETTRACKS SER TR COMMON 86330E869 13912 86200 SH DEFINED 01 86200 0 0 STREETTRACKS GOLD TRUST COMMON 863307104 8935 203000 SH DEFINED 01 0 0 203000 STREETTRACKS INDEX SHS FDS COMMON 863308201 23040 575000 SH DEFINED 01 575000 0 0 STRIDE RITE CORP COMMON 863314100 261 23379 SH DEFINED 01 23379 0 0 STROUDS INC COMMON 863451100 0 10000 SH DEFINED 01 10000 0 0 STRYKER CORP COMMON 863667101 4850 100525 SH DEFINED 01 100525 0 0 STUDENT LOAN CORP COMMON 863902102 3732 20283 SH DEFINED 01 0 0 20283 STUDENT LOAN CORP COMMON 863902102 611 3322 SH DEFINED 01 3322 0 0 SUMMA MEDICAL CORP NEW COMMON 865629406 0 10000 SH DEFINED 01 10000 0 0 SUMMIT PROPERTIES INC REIT 866239106 328 10084 SH DEFINED 01 10084 0 0 SUMMUS INC COMMON 866366107 13 20000 SH DEFINED 01 20000 0 0 SUN COMMUNITIES INC REIT 866674104 308 7656 SH DEFINED 01 7656 0 0 INC COMMON 866810104 177 33004 SH DEFINED 01 0 0 33004 SUN MICROSYSTEMS INC COMMON 866810104 9852 1831249 SH DEFINED 01 1831249 0 0 SUN STATE SVGS & LN ASSN-ARIZ COMMON 866876105 0 130218 SH DEFINED 01 130218 0 0 SUNBEAM CORP-DEL NEW COMMON 867071102 0 11500 SH DEFINED 01 11500 0 0 ***SUNCOR ENERGY INC COMMON 867229106 18942 532612 SH DEFINED 01 0 0 532612 SUNGARD DATA SYSTEMS INC COMMON 867363103 3846 135544 SH DEFINED 01 0 0 135544 SUNOCO INC COMMON 86764P109 5337 65327 SH DEFINED 01 65327 0 0 SUNRISE SENIOR LIVING INC COMMON 86768K106 1746 37669 SH DEFINED 01 37669 0 0 SUNTERRA CORPORATION COMMON 86787D208 197 14102 SH DEFINED 01 14102 0 0 SUNRISE SVGS & LOAN ASSN FLA COMMON 867903106 2 11680 SH DEFINED 01 11680 0 0 SUNTRUST BANKS INC COMMON 867914103 8956 121230 SH DEFINED 01 121230 0 0 SUPERCOMPUTING SOLUTIONS INC COMMON 868047101 0 80290 SH DEFINED 01 80290 0 0 SUPERGEN INC COMMON 868059106 402 57071 SH DEFINED 01 57071 0 0 SUPERIOR ENERGY SERVICES INC COMMON 868157108 500 32489 SH DEFINED 01 32489 0 0 SUPERIOR INDUSTRIES INTL INC COMMON 868168105 4765 164029 SH DEFINED 01 164029 0 0 SUPERVALU INC COMMON 868536103 1437 41646 SH DEFINED 01 41646 0 0 SUPPORTSOFT INC COMMON 868587106 187 28117 SH DEFINED 01 28117 0 0 SURMODICS INC COMMON 868873100 424 13047 SH DEFINED 01 13047 0 0 SUSQUEHANNA BANCSHARES INC-PA COMMON 869099101 697 27963 SH DEFINED 01 27963 0 0 SWIFT ENERGY CO COMMON 870738101 3666 126680 SH DEFINED 01 0 0 126680 SWIFT ENERGY CO COMMON 870738101 917 31693 SH DEFINED 01 31693 0 0 SWIFT TRANSPORTATION CO INC COMMON 870756103 1021 47573 SH DEFINED 01 47573 0 0 ***SWISSCOM SPONSORED ADR ADR 871013108 239 6049 SH DEFINED 01 6049 0 0 SYBASE INC COMMON 871130100 540 27083 SH DEFINED 01 27083 0 0 SYBRON DENTAL SPECIALTIES INC COMMON 871142105 612 17298 SH DEFINED 01 17298 0 0 SYCAMORE NETWORKS INC COMMON 871206108 329 80185 SH DEFINED 01 0 0 80185 SYCAMORE NETWORKS INC COMMON 871206108 991 244027 SH DEFINED 01 244027 0 0 SYMANTEC CORP COMMON 871503108 470 15776 SH DEFINED 01 0 0 15776 SYMANTEC CORP COMMON 871503108 34647 1345017 SH DEFINED 01 1345017 0 0 SYMBION INC COMMON 871504106 0 13400 SH DEFINED 01 13400 0 0 SYMBOL TECHNOLOGIES INC COMMON 871508107 6674 385787 SH DEFINED 01 385787 0 0 SYMMETRICOM INC COMMON 871543104 130 13451 SH DEFINED 01 13451 0 0 SYMYX TECHNOLOGIES INC COMMON 87155S108 437 14529 SH DEFINED 01 14529 0 0 SYN-TREK INC COMMON 871559100 0 25000 SH DEFINED 01 25000 0 0 SYNAPTICS INC COMMON 87157D109 484 15845 SH DEFINED 01 15845 0 0 ***SYNGENTA AG ADR 87160A100 223 10479 SH DEFINED 01 10479 0 0 SYNOPSYS INC COMMON 871607107 5272 268621 SH DEFINED 01 0 0 268621 SYNOVUS FINANCIAL CORP COMMON 87161C105 3011 105363 SH DEFINED 01 105363 0 0 SYSCO CORP COMMON 871829107 7316 189678 SH DEFINED 01 0 0 189678 TCF FINANCIAL CORP COMMON 872275102 1109 34520 SH DEFINED 01 34520 0 0 TDX CORP COMMON 872363106 2 33000 SH DEFINED 01 33000 0 0 TECO ENERGY INC COMMON 872375100 729 47529 SH DEFINED 01 47529 0 0 THQ INC NEW COMMON 872443403 326 14250 SH DEFINED 01 0 0 14250 THQ INC NEW COMMON 872443403 3065 133621 SH DEFINED 01 133621 0 0 TJX COMPANIES INC NEW COMMON 872540109 2646 105297 SH DEFINED 01 105297 0 0 TRM CORP COMMON 872636105 568 24050 SH DEFINED 01 0 0 24050 TSL HOLDINGS INC COMMON 872918107 84 1393802 SH DEFINED 01 1393802 0 0 TNS INC COMMON 872960109 355 16281 SH DEFINED 01 16281 0 0 TTM TECHNOLOGIES INC COMMON 87305R109 198 16807 SH DEFINED 01 16807 0 0 TVMAX HOLDINGS INC COMMON 87307X104 39 20760 SH DEFINED 01 20760 0 0 TXU CORP COMMON 873168108 21325 330317 SH DEFINED 01 330317 0 0 ***TAIWAN SEMICONDUCTOR MFG CO ADR 874039100 229 22503 SH DEFINED 01 0 0 22503 ***TAIWAN SEMICONDUCTOR MFG CO ADR 874039100 4183 492713 SH DEFINED 01 492713 0 0 TAKE-TWO INTERACTIVE SOFTWARE COMMON 874054109 544 15644 SH DEFINED 01 15644 0 0 TALBOTS INC COMMON 874161102 465 17077 SH DEFINED 01 17077 0 0 ***TALISMAN ENERGY INC COMMON 87425E103 16831 624299 SH DEFINED 01 624299 0 0 TALK AMERICA HOLDINGS INC COMMON 87426R202 113 17219 SH DEFINED 01 17219 0 0 TANGER FACTORY OUTLET CENTERS REIT 875465106 404 15285 SH DEFINED 01 15285 0 0 TANOX INC COMMON 87588Q109 446 29346 SH DEFINED 01 29346 0 0 TARGET CORP COMMON 87612E106 17111 328951 SH DEFINED 01 0 0 328951 TARGETED GENETICS CORP COMMON 87612M108 31 20000 SH DEFINED 01 20000 0 0 TASER INTERNATIONAL INC COMMON 87651B104 1191 37728 SH DEFINED 01 37728 0 0 TAUBMAN CENTERS INC REIT 876664103 351 11730 SH DEFINED 01 11730 0 0 TECH DATA CORP COMMON 878237106 830 18299 SH DEFINED 01 18299 0 0 TECHNE CORP COMMON 878377100 977 25131 SH DEFINED 01 25131 0 0 TECHNITROL INC COMMON 878555101 587 32259 SH DEFINED 01 32259 0 0 TECUMSEH PRODUCTS CO-CL A CLASS 878895200 403 8439 SH DEFINED 01 8439 0 0 TEECO PROPERTIES LP COMMON 879002103 0 108310 SH DEFINED 01 108310 0 0 TEKELEC INC COMMON 879101103 2157 105041 SH DEFINED 01 0 0 105041 INC COMMON 879131100 1166 38617 SH DEFINED 01 38617 0 0 ***TELE NORTE LESTE ADR 879246106 458 27178 SH DEFINED 01 27178 0 0 ***TELECOM HOLDRS TR COMMON 87927P200 57512 1970939 SH DEFINED 01 1970939 0 0 ***TELECOM ITALIA S P A NEW COMMON 87927Y201 250 7588 SH DEFINED 01 7588 0 0 TELEDYNE TECHNOLOGIES INC COMMON 879360105 236 8021 SH DEFINED 01 8021 0 0 TELEFLEX INC COMMON 879369106 1255 24180 SH DEFINED 01 24180 0 0 *** TELEFONOS DE MEXICO SADE ADR 879403780 1109 28950 SH DEFINED 01 28950 0 0 ***TELEGUARD SYSTEMS INTL INC COMMON 87942E107 0 20000 SH DEFINED 01 20000 0 0 TELEHUBLINK CORP COMMON 87942L101 0 37000 SH DEFINED 01 37000 0 0 TELEPHONE & DATA SYSTEMS INC COMMON 879433100 1177 15296 SH DEFINED 01 15296 0 0

Copyright © 2012 www.secdatabase.com. All Rights Reserved. Please Consider the Environment Before Printing This Document TELEWEST GLOBAL INC COMMON 87956T107 6256 355882 SH DEFINED 01 355882 0 0 TELIK INC COMMON 87959M109 607 31722 SH DEFINED 01 31722 0 0 TELLABS INC COMMON 879664100 3263 374271 SH DEFINED 01 0 0 374271 TEMPLE INLAND INC COMMON 879868107 2798 40920 SH DEFINED 01 40920 0 0 TEMPLE-INLAND INC COMMON 879868206 844 15000 SH DEFINED 01 15000 0 0 TELESPHERE COMMUNICATIONS INC COMMON 879908101 0 329507 SH DEFINED 01 329507 0 0 TELETECH HOLDINGS INC COMMON 879939106 127 13170 SH DEFINED 01 13170 0 0 TEMPLETON DRAGON FUND INC COMMON 88018T101 365 10970 SH DEFINED 01 0 0 10970 TEMPUR PEDIC INTERNATIONAL INC COMMON 88023U101 6658 314057 SH DEFINED 01 314057 0 0 TENFOLD CORP COMMON 88033A103 3560 3955625 SH DEFINED 01 0 0 3955625 TENET HEALTHCARE CORP COMMON 88033G100 1365 119286 SH DEFINED 01 0 0 119286 TENNECO AUTOMOTIVE INC COMMON 880349105 449 26093 SH DEFINED 01 26093 0 0 TENNIS LADY INC COMMON 880647102 0 18056 SH DEFINED 01 18056 0 0 TERADYNE INC COMMON 880770102 3176 186062 SH DEFINED 01 186062 0 0 TERADYNE INC CBONDCNV 880770AD4 20 20000 SH DEFINED 01 20000 0 0 TERADYNE INC CBONDCNV 880770AD4 5043 5000000 SH DEFINED 01 5000000 0 0 TERAYON COMMUNICATION SYSTEMS CBONDCNV 880775AC5 56 60000 SH DEFINED 01 60000 0 0 TERAYON COMMUNICATION SYSTEMS COMMON 880775101 58 20299 SH DEFINED 01 0 0 20299 TEREX CORP NEW COMMON 880779103 9539 199657 SH DEFINED 01 0 0 199657 TERRA INDUSTRIES INC COMMON 880915103 93 10576 SH DEFINED 01 10576 0 0 TERREMARK WORLDWIDE INC COMMON 881448104 55 87122 SH DEFINED 01 87122 0 0 TESORO CORPORATION COMMON 881609101 3904 122551 SH DEFINED 01 122551 0 0 TETRA TECH INC NEW COMMON 88162G103 726 43416 SH DEFINED 01 43416 0 0 ***TEVA PHARMACEUTICAL ADR 881624209 211 7090 SH DEFINED 01 0 0 7090 ***TEVA PHARMACEUTICAL ADR 881624209 24735 828375 SH DEFINED 01 828375 0 0 TESSERA TECHNOLOGIES INC COMMON 88164L100 710 19100 SH DEFINED 01 0 0 19100 TESSERA TECHNOLOGIES INC COMMON 88164L100 7974 214317 SH DEFINED 01 214317 0 0 TEVA PHARMACEUTICALS FINANCE CBONDCNV 88164MAB4 2905 2000000 SH DEFINED 01 2000000 0 0 TEVA PHARMACEUTICAL FIN II CBONDCNV 88164RAA5 3663 3596000 SH DEFINED 01 3596000 0 0 TEVA PHARMACEUTICAL FIN II CBONDCNV 88164RAB3 34253 33747000 SH DEFINED 01 33747000 0 0 TEXAS AMERICAN GROUP INC NEW COMMON 882150303 0 85000 SH DEFINED 01 85000 0 0 TEXAS GENCO HLDGS INC COMMON 882443104 308 6568 SH DEFINED 01 6568 0 0 TEXAS INDUSTRIES INC COMMON 882491103 513 8238 SH DEFINED 01 8238 0 0 TEXAS INSTRUMENTS INC COMMON 882508104 39347 1598200 SH DEFINED 01 0 0 1598200 TEXAS INSTRUMENTS INC COMMON 882508104 24542 996841 SH DEFINED 01 996841 0 0 TEXAS REGIONAL BANCSHARES INC CLASS 882673106 403 12338 SH DEFINED 01 12338 0 0 THAI FUND INC COMMON 882904105 109 12236 SH DEFINED 01 12236 0 0 TEXTRON INC COMMON 883203101 1782 24151 SH DEFINED 01 24151 0 0 THE GROUP INC COMMON 883353104 0 20993 SH DEFINED 01 20993 0 0 ***THE9 LTD ADR 88337K104 590 25000 SH DEFINED 01 25000 0 0 THERMA-WAVE INC COMMON 88343A108 157 45455 SH DEFINED 01 45455 0 0 THERMO ELECTRON CORP COMMON 883556102 1429 46981 SH DEFINED 01 0 0 46981 THERMO ELECTRON CORP CBONDCNV 883556AJ1 238 240000 SH DEFINED 01 240000 0 0 THERMO ELECTRON CORP CBONDCNV 883556AJ1 2029 2040000 SH DEFINED 01 2040000 0 0 THERMOGENESIS CORP NEW COMMON 883623209 88 13994 SH DEFINED 01 13994 0 0 THOMAS & BETTS CORP COMMON 884315102 818 26620 SH DEFINED 01 26620 0 0 ***THOMSON ADR 885118109 894 33700 SH DEFINED 01 33700 0 0 THOR INDUSTRIES INC COMMON 885160101 721 19487 SH DEFINED 01 19487 0 0 THORATEC CORP COMMON 885175307 955 91691 SH DEFINED 01 91691 0 0 THORNBURG MORTGAGE INC REIT 885218107 2721 93175 SH DEFINED 01 0 0 93175 3COM CORP COMMON 885535104 387 92900 SH DEFINED 01 0 0 92900 3COM CORP COMMON 885535104 1326 318003 SH DEFINED 01 318003 0 0 3CX INC COMMON 88554H107 0 10000 SH DEFINED 01 10000 0 0 COMPANY COMMON 88579Y101 35968 436265 SH DEFINED 01 0 0 436265 TIBCO SOFTWARE INC COMMON 88632Q103 599 44964 SH DEFINED 01 44964 0 0 TIDEWATER INC COMMON 886423102 995 27948 SH DEFINED 01 27948 0 0 TIFFANY & CO NEW COMMON 886547108 2541 76510 SH DEFINED 01 0 0 76510 TIMBERLAND CO-CL A CLASS 887100105 541 8643 SH DEFINED 01 8643 0 0 TIME WARNER INC COMMON 887317105 3317 170650 SH DEFINED 01 0 0 170650 TIME WARNER INC COMMON 887317105 66841 3438335 SH DEFINED 01 3438335 0 0 TIME WARNER TELECOM INC COMMON 887319101 243 55736 SH DEFINED 01 55736 0 0 TIMKEN CO COMMON 887389104 955 36712 SH DEFINED 01 36712 0 0 TITAN CORP COMMON 888266103 795 49127 SH DEFINED 01 49127 0 0 TITAN INTERNATIONAL INC-ILL COMMON 88830M102 2481 164326 SH DEFINED 01 164326 0 0 ***TITANIUM CORPORATION INC COMMON 88833T104 24 10000 SH DEFINED 01 10000 0 0 TIVO INC COMMON 888706108 139 23585 SH DEFINED 01 0 0 23585 TOKYO BOWL RESTAURANTS INC COMMON 889103107 0 20000 SH DEFINED 01 20000 0 0 TOLL BROTHERS INC COMMON 889478103 28966 422186 SH DEFINED 01 422186 0 0 TOLLGRADE COMMUNICATIONS INC COMMON 889542106 142 11626 SH DEFINED 01 11626 0 0 ***TOMAHAWK CORP COMMON 88978C106 143 2385237 SH DEFINED 01 2385237 0 0 TOO INC COMMON 890333107 246 10058 SH DEFINED 01 10058 0 0 TOOTSIE ROLL INDUSTRIES INC COMMON 890516107 1888 54547 SH DEFINED 01 54547 0 0 TOOTSIE ROLL INDUSTRIES INC CLASS 890516206 10370 267833 SH DEFINED 01 267833 0 0 TOPPS CO INC COMMON 890786106 112 11497 SH DEFINED 01 11497 0 0 TORCHMARK CORP COMMON 891027104 1626 28458 SH DEFINED 01 28458 0 0 CO COMMON 891092108 1549 19045 SH DEFINED 01 19045 0 0 TORTOISE ENERGY INFRASTRUCTURE COMMON 89147L100 982 35800 SH DEFINED 01 0 0 35800 TORTOISE ENERGY INFRASTRUCTURE COMMON 89147L100 260 9500 SH DEFINED 01 9500 0 0 TOTAL ASSETS PROTECTION INC COMMON 891495103 0 41285 SH DEFINED 01 41285 0 0 ***TOTAL S.A. ADR 89151E109 1009 9187 SH DEFINED 01 9187 0 0 TOUR CFG INC COMMON 89155B101 0 20000 SH DEFINED 01 20000 0 0 TOWER AUTOMOTIVE INC COMMON 891707101 67 28444 SH DEFINED 01 28444 0 0 TOWN & COUNTRY TRUST REIT 892081100 310 9238 SH DEFINED 01 0 0 9238 ***TOYOTA MOTOR CORP-ADR NEW ADR 892331307 1640 20038 SH DEFINED 01 20038 0 0 TOYS R US INC COMMON 892335100 9179 448415 SH DEFINED 01 448415 0 0 TOYS R US INC COMMON 892335100 1490 72800 SH DEFINED 01 72800 0 0 TRACTOR SUPPLY CO COMMON 892356106 1106 29733 SH DEFINED 01 29733 0 0 TRADESTATION GROUP INC COMMON 89267P105 71 10125 SH DEFINED 01 10125 0 0 TRADITIONAL INDUSTRIES INC NEW COMMON 892682204 0 75370 SH DEFINED 01 75370 0 0 TRADUX CORP COMMON 892685108 0 100000 SH DEFINED 01 100000 0 0 TRANS LUX CORP CBONDCNV 893247AE6 200 200000 SH DEFINED 01 200000 0 0 TRANSACTION SYSTEMS ARCHITECTS COMMON 893416107 334 16846 SH DEFINED 01 16846 0 0 TRANSATLANTIC HOLDINGS INC COMMON 893521104 498 8061 SH DEFINED 01 8061 0 0 TRANSBOTICS CORPORATION COMMON 893524108 37 57066 SH DEFINED 01 57066 0 0 TRANSKARYOTIC THERAPIES INC COMMON 893735100 333 13140 SH DEFINED 01 13140 0 0

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Please Consider the Environment Before Printing This Document TRANSMETA CORP DEL COMMON 89376R109 225 138566 SH DEFINED 01 138566 0 0 TRANSOCEAN SECDCO FOREX INC CBONDCNV 893830AA7 6150 10000000 SH DEFINED 01 10000000 0 0 TRANSPORT CORPORATION OF COMMON 89385P102 470 56000 SH DEFINED 01 56000 0 0 TREDEGAR CORPORATION COMMON 894650100 286 14170 SH DEFINED 01 14170 0 0 TREESOURCE INDUSTRIES INC COMMON 894688100 0 10000 SH DEFINED 01 10000 0 0 TREX INC COMMON 89531P105 349 6670 SH DEFINED 01 6670 0 0 TRIAD HOSPITAL INC COMMON 89579K109 763 20523 SH DEFINED 01 20523 0 0 TRIARC COMPANIES INC COMMON 895927309 379 30915 SH DEFINED 01 30915 0 0 TRIARC COMPANIES INC-CL A CLASS 895927101 448 34500 SH DEFINED 01 34500 0 0 TRIBUNE CO NEW COMMON 896047107 2728 64682 SH DEFINED 01 0 0 64682 TRICORD SYSTEMS INC COMMON 896121100 0 48574 SH DEFINED 01 48574 0 0 TRIMBLE NAVIGATION LTD COMMON 896239100 902 26626 SH DEFINED 01 0 0 26626 TRIMERIS INC COMMON 896263100 281 19849 SH DEFINED 01 19849 0 0 TRINITY INDUSTRIES INC COMMON 896522109 1853 54378 SH DEFINED 01 54378 0 0 TRIPATH TECHNOLOGY INC COMMON 89672P104 34 27331 SH DEFINED 01 27331 0 0 TRIQUINT SEMICONDUCTOR INC COMMON 89674K103 859 193102 SH DEFINED 01 193102 0 0 TRITON PCS HLDGS INC COMMON 89677M106 559 162479 SH DEFINED 01 0 0 162479 TRIZEC PROPERTIES INC COMMON 89687P107 3538 187004 SH DEFINED 01 187004 0 0 TRIZETTO GROUP INC COMMON 896882107 188 19844 SH DEFINED 01 19844 0 0 TRIPATH IMAGING INC COMMON 896942109 297 33184 SH DEFINED 01 33184 0 0 TRUSTCO BANK CORP N Y COMMON 898349105 499 36243 SH DEFINED 01 36243 0 0 TRUSTMARK CORP COMMON 898402102 313 10084 SH DEFINED 01 10084 0 0 TUESDAY MORNING CORP-NEW COMMON 899035505 679 22193 SH DEFINED 01 22193 0 0 TUMBLEWEED COMMUNICATIONS COMMON 899690101 133 39896 SH DEFINED 01 39896 0 0 TUPPERWARE CORP COMMON 899896104 2454 118448 SH DEFINED 01 118448 0 0 TUT SYSTEMS COMMON 901103101 180 42000 SH DEFINED 01 0 0 42000 TWEETER HOME ENTMT GROUP INC COMMON 901167106 180 24800 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Please Consider the Environment Before Printing This Document UNITED THERAPEUTICS CORP DEL COMMON 91307C102 3736 82768 SH DEFINED 01 82768 0 0 ***UNITED UTILITIES PLC ADR 91311Q105 264 9768 SH DEFINED 01 0 0 9768 UNITEDHEALTH GROUP INC COMMON 91324P102 1090 12389 SH DEFINED 01 0 0 12389 UNITEDHEALTH GROUP INC COMMON 91324P102 13174 149660 SH DEFINED 01 149660 0 0 UNITEDGLOBALCOM COMMON 913247508 1691 175116 SH DEFINED 01 175116 0 0 UNITRIN INC COMMON 913275103 1156 25451 SH DEFINED 01 25451 0 0 UNITY HEALTHCARE HOLDING CO COMMON 913298105 0 84800 SH DEFINED 01 84800 0 0 UNIVERSAL AMERICAN FINANCIAL COMMON 913377107 248 16073 SH DEFINED 01 16073 0 0 UNIVERSAL COMPRESSION HLDGS COMMON 913431102 1448 40990 SH DEFINED 01 0 0 40990 UNIVERSAL CORP-VA COMMON 913456109 1276 26681 SH DEFINED 01 26681 0 0 UNIVERSAL DISPLAY CORP COMMON 91347P105 111 12397 SH DEFINED 01 12397 0 0 UNIVERSAL ELECTRONICS INC COMMON 913483103 1242 70611 SH DEFINED 01 70611 0 0 UNIVERSAL FOREST PRODUCTS INC COMMON 913543104 273 6292 SH DEFINED 01 6292 0 0 UNIVERSAL HEALTH REALTY REIT 91359E105 478 14907 SH DEFINED 01 14907 0 0 UNIVERSAL MONEY CENTERS INC COMMON 913756300 0 13900 SH DEFINED 01 13900 0 0 UNIVERSAL HEALTH SERVICES INC COMMON 913903100 3252 73088 SH DEFINED 01 73088 0 0 UNIVERSITY BANK N.A. 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Please Consider the Environment Before Printing This Document VITESSE SEMICONDUCTOR CORP COMMON 928497106 7033 1992507 SH DEFINED 01 0 0 1992507 VITESSE SEMICONDUCTOR CORP COMMON 928497106 1236 350255 SH DEFINED 01 350255 0 0 ***VODAFONE GROUP PLC NEW ADR 92857W100 21038 768105 SH DEFINED 01 0 0 768105 VOLT INFORMATION SCIENCES INC COMMON 928703107 209 7134 SH DEFINED 01 7134 0 0 VORNADO REALTY TRUST REIT 929042109 3233 42476 SH DEFINED 01 42476 0 0 VULCAN MATERIALS CO COMMON 929160109 1595 29213 SH DEFINED 01 29213 0 0 WCI COMMUNITIES INC COMMON 92923C104 711 24212 SH DEFINED 01 24212 0 0 WD 40 CO COMMON 929236107 300 10560 SH DEFINED 01 10560 0 0 WGL HOLDINGS INC COMMON 92924F106 803 26064 SH DEFINED 01 26064 0 0 W-H ENERGY SVCS INC COMMON 92925E108 282 12625 SH DEFINED 01 12625 0 0 ***W HLDG CO INC COMMON 929251106 255 11139 SH DEFINED 01 11139 0 0 WCA WASTE CORPORATION COMMON 92926K103 715 68500 SH DEFINED 01 68500 0 0 WMS INDUSTRIES INC COMMON 929297109 3752 111894 SH DEFINED 01 0 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INTERNTIONAL INC COMMON 95082P105 1971 66500 SH DEFINED 01 0 0 66500 WESCO INTERNTIONAL INC COMMON 95082P105 760 25656 SH DEFINED 01 25656 0 0 WEST MARINE INC COMMON 954235107 216 8756 SH DEFINED 01 8756 0 0 WESTAFF INC COMMON 957070105 39 10500 SH DEFINED 01 10500 0 0 WESTAR ENERGY INC COMMON 95709T100 1461 63901 SH DEFINED 01 63901 0 0 WESTAMERICA BANCORP COMMON 957090103 832 14276 SH DEFINED 01 14276 0 0 WESTELL TECHNOLOGIES INC-CL A COMMON 957541105 115 17000 SH DEFINED 01 0 0 17000 WESTELL TECHNOLOGIES INC-CL A COMMON 957541105 110 16319 SH DEFINED 01 16319 0 0 WESTERN DIGITAL CORP COMMON 958102105 3152 290793 SH DEFINED 01 290793 0 0 WESTERN GAS RESOURCES INC COMMON 958259103 2420 82738 SH DEFINED 01 82738 0 0 WESTERN SAVINGS & LOAN ASSN COMMON 959432105 0 78500 SH DEFINED 01 78500 0 0 WESTERN WIRELESS CORP-CL A COMMON 95988E204 3037 103679 SH DEFINED 01 103679 0 0 WESTWOOD ONE INC COMMON 961815107 1863 67195 SH DEFINED 01 0 0 67195 WEYERHAEUSER CO COMMON 962166104 4436 64299 SH 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Copyright © 2012 www.secdatabase.com. All Rights Reserved. Please Consider the Environment Before Printing This Document ***WILLBROS GROUP INC COMMON 969199108 3647 158262 SH DEFINED 01 158262 0 0 WILLIAMS COMMUNICATIONS GROUP COMMON 969455104 1 284568 SH DEFINED 01 284568 0 0 WILLIAMS COMPANIES INC COMMON 969457100 12261 747080 SH DEFINED 01 0 0 747080 WILLIAMS SONOMA INC COMMON 969904101 1692 48316 SH DEFINED 01 48316 0 0 WILMINGTON TRUST CORP COMMON 971807102 1913 52929 SH DEFINED 01 52929 0 0 WILSHIRE BANCORP INC COMMON 97186T108 198 12000 SH DEFINED 01 0 0 12000 WILSON GREATBATCH TECHS INC COMMON 972232102 229 6736 SH DEFINED 01 0 0 6736 WILSON GREATBATCH TECHS INC COMMON 972232102 242 10805 SH DEFINED 01 10805 0 0 WIND RIVER SYSTEMS INC COMMON 973149107 1042 76922 SH DEFINED 01 76922 0 0 WINN-DIXIE STORES INC COMMON 974280109 2079 456926 SH DEFINED 01 456926 0 0 WINNEBAGO INDUSTRIES INC COMMON 974637100 2014 51580 SH DEFINED 01 0 0 51580 WINNEBAGO INDUSTRIES INC COMMON 974637100 838 21478 SH DEFINED 01 21478 0 0 WINSTAR COMMUNICATIONS INC COMMON 975515107 0 121900 SH DEFINED 01 121900 0 0 WINTRUST FINANCIAL CORP COMMON 97650W108 1178 20686 SH DEFINED 01 20686 0 0 WIRELESS FACILITIES INC COMMON 97653A103 271 28787 SH DEFINED 01 28787 0 0 WISCONSIN ENERGY CORP COMMON 976657106 979 29050 SH DEFINED 01 29050 0 0 WOLVERINE TUBE INC COMMON 978093102 195 15160 SH DEFINED 01 15160 0 0 WOLVERINE WORLD WIDE INC COMMON 978097103 465 14816 SH DEFINED 01 14816 0 0 WOODWARD GOVERNOR CO COMMON 980745103 1366 19077 SH DEFINED 01 19077 0 0 WORLD ACCEPTANCE CORP-S.C. COMMON 981419104 344 12506 SH DEFINED 01 12506 0 0 WORLD HEALTH ALTERNATIVES INC COMMON 98147T104 474 116000 SH DEFINED 01 116000 0 0 WORLD FUEL SERVICES CORP COMMON 981475106 299 6021 SH DEFINED 01 6021 0 0 WORLD WIDE BINGO INC COMMON 98152P104 0 35000 SH DEFINED 01 35000 0 0 WORLDWIDE COLLECTIONS FUND INC COMMON 98155T103 0 10200 SH DEFINED 01 10200 0 0 WORLD WRESTLING ENTERTAINMENT COMMON 98156Q108 2035 167770 SH DEFINED 01 167770 0 0 WORLDCAST INTERACTIVE INC COMMON 98157B100 0 10000 SH DEFINED 01 10000 0 0 WORLDCOM INC-GA NEW COMMON 98157D106 3 369179 SH DEFINED 01 0 0 369179 WORTHINGTON INDUSTRIES INC COMMON 981811102 733 37441 SH DEFINED 01 37441 0 0 WRIGHT MEDICAL GROUP INC COMMON 98235T107 1375 48247 SH DEFINED 01 48247 0 0 WM WRIGLEY JR CO COMMON 982526105 3956 56427 SH DEFINED 01 0 0 56427 WYETH CBONDCNV 983024AD2 6948 6779000 SH DEFINED 01 6779000 0 0 WYETH COMMON 983024100 15431 361125 SH DEFINED 01 0 0 361125 WYNN RESORTS LTD COMMON 983134107 4375 65391 SH DEFINED 01 65391 0 0 XCM CORP NEW COMMON 983707209 0 34000 SH DEFINED 01 34000 0 0 XM SATELLITE RADIO HLDGS INC COMMON 983759101 7364 194255 SH DEFINED 01 0 0 194255 XO COMMUNICATIONS INC COMMON 983764101 1 19764 SH DEFINED 01 19764 0 0 XO COMMUNICATIONS INC COMMON 983764838 99 32700 SH DEFINED 01 32700 0 0 XTO ENERGY INC COMMON 98385X106 9267 261939 SH DEFINED 01 261939 0 0 INC COMMON 98389B100 1760 95825 SH DEFINED 01 0 0 95825 XCYTE THERAPIES INC COMMON 98389F309 256 92500 SH DEFINED 01 92500 0 0 XECHEM INTERNATIONAL INC COMMON 983895301 9 500000 SH DEFINED 01 500000 0 0 XILINX INC COMMON 983919101 17474 587846 SH DEFINED 01 0 0 587846 XEROX CORP COMMON 984121103 4307 253242 SH DEFINED 01 253242 0 0 XYBERNAUT CORP COMMON 984149104 67 54892 SH DEFINED 01 54892 0 0 Y & A GROUP INC COMMON 984190108 2 18450 SH DEFINED 01 18450 0 0 YAHOO INC COMMON 984332106 688 18285 SH DEFINED 01 0 0 18285 YAHOO INC COMMON 984332106 35117 931987 SH DEFINED 01 931987 0 0 YAHOO INC CBONDCNV 984332AB2 11491 6036000 SH DEFINED 01 6036000 0 0 YANKEE CANDLE INC COMMON 984757104 518 15625 SH DEFINED 01 15625 0 0 YELLOW ROADWAY CORPORATION COMMON 985577105 2067 37113 SH DEFINED 01 37113 0 0 YORK INTERNATIONAL CORP NEW COMMON 986670107 1101 31903 SH DEFINED 01 31903 0 0 YOUNG & RUBICAM INC CBONDCNV 987425AC9 198 198000 SH DEFINED 01 198000 0 0 YOUNG BROADCASTING INC-CL A CLASS 987434107 113 10771 SH DEFINED 01 10771 0 0 YUM BRANDS INC COMMON 988498101 5387 114197 SH DEFINED 01 114197 0 0 ZALE CORP NEW COMMON 988858106 875 29314 SH DEFINED 01 29314 0 0 ZEBRA TECHNOLOGIES CORP-CL A COMMON 989207105 1379 24510 SH DEFINED 01 24510 0 0 ZENITH NATIONAL INSURANCE CORP COMMON 989390109 205 4128 SH DEFINED 01 4128 0 0 ZENIX INCOME FUND INC COMMON 989414107 174 50500 SH DEFINED 01 50500 0 0 ZHONE TECHNOLOGIES INC NEW COMMON 98950P108 80 31049 SH DEFINED 01 31049 0 0 ZILA INC COMMON 989513205 86 20269 SH DEFINED 01 20269 0 0 ZIMMER HOLDINGS INC COMMON 98956P102 9701 121084 SH DEFINED 01 121084 0 0 ZIONS BANCORPORATION COMMON 989701107 2156 31704 SH DEFINED 01 31704 0 0 ZIX CORPORATION COMMON 98974P100 62 10122 SH DEFINED 01 0 0 10122 ***ZORAN CORP COMMON 98975F101 888 76588 SH DEFINED 01 0 0 76588 ZWEIG TOTAL RETURN FUND INC COMMON 989837109 59 11195 SH DEFINED 01 11195 0 0 ZYMOGENETICS INC COMMON 98985T109 253 11017 SH DEFINED 01 11017 0 0

Copyright © 2012 www.secdatabase.com. All Rights Reserved. Please Consider the Environment Before Printing This Document UNITED STATES SECURITIES AND EXCHANGE COMMISSION Washington, D.C. 20549

Form 13F/A

Form 13F CONFIDENTIAL COVER PAGE

Report for the Calendar Year or Quarter Ended: December 31, 2004

Check here if Amendment [x]; Amendment Number: 2 This Amendment (Check only one.): [x] is a restatement [ ] adds new holdings entries.

Institutional Investment Manager Filing this Report:

Name: Lehman Brothers Holdings Inc. Address: 745 Seventh Avenue New York, New York 10019

Form 13F File Number: 28-3182

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 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: Oliver Budde Title: Vice President Phone: 212 526-0778

Signature, Place and Date of Signing:

/s/ Oliver Budde New York, NY February 17, 2005

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 another reporting manager(s).)

Copyright © 2012 www.secdatabase.com. All Rights Reserved. Please Consider the Environment Before Printing This Document [ ] 13F COMBINATION REPORT. (Check here if a portion of the holdings for this reporting manager are reported in this report and a portion are reported by other reporting manager(s).)

FORM 13F SUMMARY PAGE - CONFIDENTIAL PORTION

Report Summary:

Number of Other Included Managers: 1

Form 13F Information Table Entry Total: 3,758

Form 13F Information Table Value Total 17,221,456 ------(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.

No. Form 13F File Number Name 1 28-1159 Lehman Brothers Inc.

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